Research classified by Journal of Economic Literature (JEL) codes

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

2025

• Lisa M. Uhlenkamp & Bernhard Schwetzler & Wilhelm Althammer, 2025. "Can Hedge Funds Predict Takeover Offers and Outcomes?—The Influence of Hedge Fund Ownership on Takeover Likelihood and Offer Success," Schmalenbach Journal of Business Research, Springer, vol. 77(2), pages 309-355, June.
• Muhammad Ali Nasir & Toan Luu Duc Huynh & Sang Phu Nguyen & Duy Duong, 2025. "Forecasting Returns & Volume of Cryptocurrencies by Using Search Engines," Springer Books, in: Gang Kou & Yongqiang Li & Zongyi Zhang & J. Leon Zhao & Zhi Zhuo (ed.), Blockchain, Crypto Assets, and Financial Innovation, pages 219-233, Springer.
• Han-Ching Huang & Yong-Yu Chen, 2025. "The Relationship between Investment Horizons and Signals of Insider Trading in Takeover," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 15(1), pages 1-8.
• Heba Gazzaz, 2025. "The Effects of Rights-Offering Announcements on Market Reaction in Saudi Arabia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 15(3), pages 1-1.
• Körükmez, Berke, 2025. "Microstructure implications of ETF arbitrage with custom baskets," ESRB Working Paper Series 149, European Systemic Risk Board.
• Matthias Fengler & Winfried Koeniger & Stephan Minger, 2024. "The Transmission of Monetary Policy to the Cost of Hedging," CESifo Working Paper Series 11556, CESifo.
  • Fengler, Matthias & Koeniger, Winfried & Minger, Stephan, 2025. "The Transmission of Monetary Policy to the Cost of Hedging," Economics Working Paper Series 2501, University of St. Gallen, School of Economics and Political Science.
  • Matthias R. Fengler & Winfried Koeniger & Stephan Minger, 2025. "The Transmission of Monetary Policy to the Cost of Hedging," Swiss Finance Institute Research Paper Series 25-03, Swiss Finance Institute.
  • Fengler, Matthias & Koeniger, Winfried & Minger, Stephan, 2024. "The transmission of monetary policy to the cost of hedging," CFS Working Paper Series 726, Center for Financial Studies (CFS).
• Kolegova Irina & Paientko Tetiana, 2025. "Does Split Rating Affect Corporate Bond Yields? Evidence from North America and Europe," Central European Economic Journal, Sciendo, vol. 12(59), pages 17-33.
• Karasiński Jacek, 2025. "The Predictability of High-Frequency Returns in the Cryptocurrency Markets and the Adaptive Market Hypothesis," Central European Economic Journal, Sciendo, vol. 12(59), pages 34-48.
• Litvinenko Alexey & Samuli Saarinen & Litvinenko Anna, 2025. "The Technological Bridge: R Programming’s Utility in Converting Social Media Data for Quantitative Financial Analysis," Economics and Culture, Sciendo, vol. 22(1), pages 70-80.
• Derouez Faten & Alharbi Farea & Mathlouthi Naim & Ifa Adel & Ahmed Nazar & Alrawad Mahmaod, 2025. "How Does the Stock Market Development React to Energy Consumption? Evidence from the ARDL Panel Approach," Economics, Sciendo, vol. 13(1), pages 247-265.
• Toni Nagian & Goh Thomas Sumarsan & Edward Yusuf Ronny & Calen, 2025. "Supply Chain Sustainability and Financial Performance: The Role of E-Commerce, Digital Banking and Digital Marketing of SMEs," Economics, Sciendo, vol. 13(1), pages 487-507.
• Suresh Vidya & Kolluru Mythili & Ubaidullah Vaheed, 2025. "Encoding Behavior Commonalities In Global Stock Market Indexes: Unsupervised Machine Learning Approach," Economics, Sciendo, vol. 13(2), pages 283-303.
• Budiandriani & Fahlevi Mochammad, 2025. "How Vertical and Horizontal Pay Gaps in Research and Development Affect Corporate Innovation in Indonesian Public Firms," Economics, Sciendo, vol. 13(2), pages 367-387.
• Choudhary Mazhar Hussain, 2025. "Pakistan and Malaysia Bilateral Trade Agreement (BTA): A case of the Pakistan Stock Exchange (PSX) reaction," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 21(2), pages 64-73.
• Ungar Kevin & Oprean-Stan Camelia, 2025. "Optimizing Financial Data Analysis: A Comparative Study of Preprocessing Techniques for Regression Modeling of Apple Inc.’S Net Income and Stock Prices," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 35(1), pages 49-82.
  • Kevin Ungar & Camelia Oprean-Stan, 2025. "Optimizing Financial Data Analysis: A Comparative Study of Preprocessing Techniques for Regression Modeling of Apple Inc.'s Net Income and Stock Prices," Papers 2501.06587, arXiv.org.
• Riaz Tabassum & Selamat Aslam Izah & Nor Normaziah Mohd & Hassan Ahmad Fahmi Sheikh, 2025. "Do Investors Get an Advantage from Corporate Green Bond Issuance? A Cross-Country Study," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 35(2), pages 1-37.
• Simon Tranberg Bodilsen & Asger Lunde, 2025. "Exploiting News Analytics for Volatility Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(1), pages 18-36, January.
• Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2025. "Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(1), pages 37-56, January.
• Sijie Li & Wenjing Guo & Min Zhu, 2025. "Research on dynamic behavior hedging of corn price risk based on the LA-DCC-GARCH model under COVID-19," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 1-20, March.
• Jian Wang & Jiatuo Xu & Xiaoting Wang & Ting Liu & Jun Yang, 2025. "Information transparency and stock sentiment beta: Evidence from China," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 1-38, March.
• Rahul Kumar & Prasenjit Chakrabarti, 2025. "Unveiling market dynamics: Assessing the impact of derivatives contract redesign on market quality," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 1-28, June.
• Yuexiang Jiang & Yiming Dai & Huaigang Long & Yanjian Zhu, 2025. "U.S. Trade Policy Uncertainty And Expected Stock Returns Of Chinese Listed Companies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 70(02), pages 343-366, March.
• Seongkyun Kim & Myungkyu Shim, 2025. "Paradox of Public Information Disclosure in the Presence of an Asset Market," Working papers 2025rwp-244, Yonsei University, Yonsei Economics Research Institute.
• Shi, Mengjie & Zhang, Yupu & Meinerding, Christoph, 2025. "The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism," Discussion Papers 14/2025, Deutsche Bundesbank.
• Käfer, Niclas & Mörke, Mathis & Weigert, Florian & Wiest, Tobias, 2025. "A Bayesian stochastic discount factor for the cross-section of individual equity options," CFR Working Papers 25-01, University of Cologne, Centre for Financial Research (CFR).
• Andres, Christian & Brochet, François & Limbach, Peter & Schumacher, Nicola, 2025. "Sell-side analysts with accounting experience," CFR Working Papers 25-04, University of Cologne, Centre for Financial Research (CFR).
• Hornuf, Lars & Momtaz, Paul P. & Nam, Rachel J. & Yuan, Ye, 2025. "Cybercrime on the Ethereum blockchain," SAFE Working Paper Series 444, Leibniz Institute for Financial Research SAFE.
• Shaista Wasiuzzaman & Effiezal Aswadi Abdul Wahab, 2025. "Board gender diversity and environmental, social and governance (ESG) disclosure: assessing the moderating role of country-level accountability and governance," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 37(3), pages 420-454, May.
• Ourania Dedousi & Athanasios Fassas, 2025. "Herd behavior in digital asset markets: evidence from Fan Tokens," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 17(3), pages 524-543, April.
• Jiye Ryu & Keunbae Ahn & Iain Robertson & Kihoon Hong, 2025. "Consistency and discrepancy in fine art investment: upward bias in investors’ expectation," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 17(3), pages 424-441, February.
• Saurabh Maheshwari & Niti Nandini Chatnani, 2025. "Leakage of floor price in OFS and proposed surveillance approach for Indian capital markets," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 17(3), pages 442-461, March.
• Brandon Doey & Pieter de Jong, 2025. "How negative tones in earnings calls shape media narratives," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 17(3), pages 406-423, January.
• Karri Srinivasu & M. Prathyusha, 2025. "Stock Market Reactions to Union Budget Announcements: An Econometric Assessment," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 122-140.
• Lou Yun, 2025. "Research on the Mechanisms and Effects of Green Credit Business Development Empowered by FinTech: A Case Study of Huzhou Bank," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 118-143.
• Stanislaw Urbanski & Bartosz Rymkiewicz, 2025. "The Impact of the Covid-19 Pandemic on Changes in the Cost of Capital on the U.S. Market," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 651-664.
• Anna Stankiewicz-Mroz, 2025. "How Does Experience in M&A Transactions Affect the Process of Integration and the Effectiveness of Acquisitions? Evidence from the Polish Capital Market," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 71-87.
• Mark M. Spiegel, 2025. "The Bank Lending Channel Is Back," Working Paper Series 2025-04, Federal Reserve Bank of San Francisco.
• Michael Smolyansky & Gustavo A. Suarez, 2025. "Non-monetary news in Fed announcements: Evidence from the corporate bond market," Finance and Economics Discussion Series 2021-010r1, Board of Governors of the Federal Reserve System (U.S.).
• Michele Modugno & Berardino Palazzo, 2025. "Decoding Equity Market Reactions to Macroeconomic News," Finance and Economics Discussion Series 2025-007, Board of Governors of the Federal Reserve System (U.S.).
• Jin-Wook Chang & Elizabeth C. Klee & Vladimir Yankov, 2025. "Rewiring repo," Finance and Economics Discussion Series 2025-013, Board of Governors of the Federal Reserve System (U.S.).
• Niklas Kroner, 2025. "How Markets Process Macro News: The Importance of Investor Attention," Finance and Economics Discussion Series 2025-022, Board of Governors of the Federal Reserve System (U.S.).
• Samuel K. Hughes & Joseph B. Nichols, 2025. "No News is Bad News: Monitoring, Risk, and Stale Financial Performance in Commercial Real Estate," Finance and Economics Discussion Series 2025-032, Board of Governors of the Federal Reserve System (U.S.).
• Phillip An & Karlye Dilts Stedman & Amaze Lusompa, 2025. "How High Does High Frequency Need to Be? A Comparison of Daily and Intradaily Monetary Policy Surprises," Research Working Paper RWP 25-03, Federal Reserve Bank of Kansas City.
• Christopher J. Neely, 2025. "The Economic Effects of a Potential Armed Conflict Over Taiwan," Review, Federal Reserve Bank of St. Louis, vol. 107(3), pages 1-23, February.
  • Christopher J. Neely, 2024. "The economic effects of a potential armed conflict over Taiwan," Working Papers 2024-034, Federal Reserve Bank of St. Louis, revised 28 Jan 2025.
• Pablo D. Azar & Adrian Casillas & Maryam Farboodi, 2025. "The Origins of Market Power in DeFi," Liberty Street Economics 20250421, Federal Reserve Bank of New York.
• Pablo D. Azar & Sergio Olivas & Nish Sinha, 2025. "The Price of Processing: Information Frictions and Market Efficiency in DeFi," Staff Reports 1153, Federal Reserve Bank of New York.
• Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2023. "Sequential Search for Corporate Bonds," NBER Working Papers 31904, National Bureau of Economic Research, Inc.
  • Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2025. "Sequential Search for Corporate Bonds," Working Papers 25-08, Federal Reserve Bank of Philadelphia.
• Ducret, Romain & Eugster, Nicolas & Isakov, Dusan & Weisskopf, Jean-Philippe, 2025. "The behavior of stock prices around the ex-day during a dividend shortage," FSES Working Papers 540, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Chris Florackis & Dewan Muktadir-Al-Mukit & Sushil Sainani & John Ziyang Zhang, 2025. "Stock Market Reaction to Mandatory Carbon Disclosure Announcements: The Role of Institutional Investors," Post-Print hal-04979126, HAL.
• Canan Yildirim & Dieter Vanwalleghem, 2025. "Firm Value Impact of Global Oil and Gas Mergers and Acquisitions: The Role of Environmental Policy Framework," Post-Print hal-05074520, HAL.
• NING, Donglai & YASUDA, Yukihiro, 2025. "Biodiversity Risk Disclosures and Stock Price Crash Risk," Working Paper Series G-1-28, Hitotsubashi University Center for Financial Research.
• Maria Teresa Medeiros Garcia & Carolina e Silva Correia de Carvalho, 2025. "Measuring Sentiment: The Impact on Financial Markets Volatility," Working Papers REM 2025/0365, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Costanza Torricelli & Chiara Pederzoli & Fabio Ferrari, 2025. "Climate stress test: bad (or good) news for the market? An event study analisys on euro zone banks," Annals of Finance, Springer, vol. 21(1), pages 1-17, March.
  • Costanza Torricelli & Fabio Ferrari, 2022. "Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0086, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Fei Su & Feifan Wang & Yahua Xu, 2025. "Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 237-266, March.
• Khalid Ul Islam & Umer Mushtaq Lone & Younis Ahmed Gulam & Suhail Ahmad Bhat, 2025. "Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(2), pages 609-630, June.
• Muhammad Shahid Rasheed & Shahzad Kouser & Zhang Ling, 2025. "Corporate Governance and Stock Price Crash Risk: Insights from an Emerging Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(2), pages 691-709, June.
• Jieye Qin, 2025. "The Profitability and Arbitrage Efficiency of the Chicago Mercantile Exchange Nikkei 225 Futures," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(2), pages 743-771, June.
• P. S. Niveditha, 2025. "Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 313-335, January.
• Sarah Mignot & Frank Westerhoff, 2025. "Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model," Computational Economics, Springer;Society for Computational Economics, vol. 65(2), pages 845-876, February.
• Syed Moudud-Ul-Huq & Md. Shahriar Rahman, 2025. "Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1643-1705, March.
• Alejandro García-Figal & Alejandro Lage-Castellanos & Daniel A. Amaro & R. Mulet, 2025. "On the Efficiency of the Informal Currency Markets: The Case of the Cuban Peso," Computational Economics, Springer;Society for Computational Economics, vol. 65(4), pages 2317-2350, April.
• Lukas Handler & Rainer Jankowitsch, 2025. "Political uncertainty and sovereign bond markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 39(1), pages 47-97, March.
• Rabab Abouarab & Tapas Mishra & Simon Wolfe, 2025. "Spotting Portfolio Greenwashing in Environmental Funds," Journal of Business Ethics, Springer, vol. 197(4), pages 811-839, April.
• Gerardo Ferrara & Maria Flora & Roberto Renò, 2025. "The Impact of COVID-19 on Italian Sovereign Bond Market Quality," Journal of Financial Services Research, Springer;Western Finance Association, vol. 67(1), pages 55-71, April.
• Seppe Maes & Caroline Buts & Marc Jegers, 2025. "The Impact of Dawn Raids, Cartel Decisions and Appeals on Stock Prices," Journal of Industry, Competition and Trade, Springer, vol. 25(1), pages 1-25, December.
• Martin Hibbeln & Ralf Metzler & Werner Osterkamp, 2025. "Not on the same page: comprehensibility of MBS investment prospectuses," Review of Derivatives Research, Springer, vol. 28(2), pages 1-37, August.
• Chen-Yin Kuo & Shu-Mei Chiang, 2025. "Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 1-52, January.
• Alexander Brauneis & Roland Mestel & Erik Theissen, 2025. "The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 275-304, January.
• Pei-Fang Hsieh & Zih-Ying Lin, 2025. "The information content of options trading for the CEO employee pay ratio," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 89-118, January.
• Dehong Liu & Tiantian Lin & Carl R. Chen & Wenjun Feng, 2025. "Air pollution, analyst information provision, and stock price synchronicity," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1029-1077, April.
• Siyuan Tang, 2025. "Asymmetric effectiveness of price limits: evidence from a quasi-natural experiment," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1341-1389, April.
• Vanessa Behrmann & Lars Hornuf & Daniel Vrankar & Jochen Zimmermann, 2025. "The deregulation of quarterly reporting and its effects on information asymmetry and firm value," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1221-1259, April.
• Maria-Eleni K. Agoraki & Georgios P. Kouretas & Francisco Nadal Simone, 2025. "The performance of the euro area banking system: the pandemic in perspective," Review of Quantitative Finance and Accounting, Springer, vol. 65(1), pages 39-69, July.
• Hachmi Ben Ameur & Selma Boussetta, 2025. "Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic," Review of Quantitative Finance and Accounting, Springer, vol. 65(1), pages 149-183, July.
• Lukas Petrasek & Jiri Kukacka, 2025. "US equity announcement risk premia," Review of Quantitative Finance and Accounting, Springer, vol. 65(1), pages 345-363, July.
• Jan Hanousek Jr. & Jan Hanousek & Konstantin Sokolov, 2023. "X Bots and Earnings Announcements," MENDELU Working Papers in Business and Economics 2023-92, Mendel University in Brno, Faculty of Business and Economics.
  • Jan Hanousek, Jr. & Jan Hanousek & Konstantin Sokolov, 2025. "X Bots and Earnings Announcements," MENDELU Working Papers in Business and Economics 2025-101, Mendel University in Brno, Faculty of Business and Economics.
• Dominik Svoboda & Svatopluk Kapounek & Peter Albrecht, 2025. "The Effects of Short Interest on the Likelihood of Short Squeeze," MENDELU Working Papers in Business and Economics 2025-104, Mendel University in Brno, Faculty of Business and Economics.
• Stephen P. Ferris & Jan Hanousek, Jr. & Jan Hanousek & Jolana Stejskalová, 2025. "The Power of the Crowd: Retail Investors and the Cost of Capital," MENDELU Working Papers in Business and Economics 2025-105, Mendel University in Brno, Faculty of Business and Economics.
• Daniel Pastorek & Peter Albrecht, 2025. "Risk Without Reward? The Introduction of Bitcoin Spot ETFs," MENDELU Working Papers in Business and Economics 2025-99, Mendel University in Brno, Faculty of Business and Economics.
• Wai-Yan Wong, 2025. "The Effect of Fiscal Policy Announcements on Politically Connected Firms in Malaysia: An Event Study," Capital Markets Review, Malaysian Finance Association, vol. 33(1), pages 75-86.
• Valentin Haddad & Alan Moreira & Tyler Muir, 2025. "Whatever It Takes? The Impact of Conditional Policy Promises," American Economic Review, American Economic Association, vol. 115(1), pages 295-329, January.
• Valentin Haddad & Paul Huebner & Erik Loualiche, 2025. "How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing," American Economic Review, American Economic Association, vol. 115(3), pages 975-1018, March.
• Maxime Phillot, 2025. "US Treasury Auctions: A High-Frequency Identification of Supply Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 17(1), pages 245-273, January.
• Recep Ali KÜÇÜKÇOLAK & Sami KÜÇÜKOĞLU & Necla İ. KÜÇÜKÇOLAK, 2025. "Borsa İstanbul’da Hisse Geri Alım Kararlarına İlişkin Ampirik Bir Analiz," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 412-428.
• Ante, Lennart & Saggu, Aman, 2025. "Quantifying a firm's AI engagement: Constructing objective, data-driven, AI stock indices using 10-K filings," Technological Forecasting and Social Change, Elsevier, vol. 212(C).
  • Lennart Ante & Aman Saggu, 2025. "Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings," Papers 2501.01763, arXiv.org.
• Saggu, Aman, 2022. "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter," Finance Research Letters, Elsevier, vol. 49(C).
  • Aman Saggu, 2025. "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter," Papers 2501.05232, arXiv.org.
• Ungar Kevin & Oprean-Stan Camelia, 2025. "Optimizing Financial Data Analysis: A Comparative Study of Preprocessing Techniques for Regression Modeling of Apple Inc.’S Net Income and Stock Prices," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 35(1), pages 49-82.
  • Kevin Ungar & Camelia Oprean-Stan, 2025. "Optimizing Financial Data Analysis: A Comparative Study of Preprocessing Techniques for Regression Modeling of Apple Inc.'s Net Income and Stock Prices," Papers 2501.06587, arXiv.org.
• Blake DeBruin Martos & Rodrigo Sekkel & Henry Stern & Xu Zhang, 2025. "Is anyone surprised? The high-frequency impact of US and domestic macroeconomic data announcements on Canadian asset prices," Staff Analytical Notes 2025-10, Bank of Canada.
• Lerby Ergun, 2025. "Crisis facilities as a source of public information," Staff Analytical Notes 2025-7, Bank of Canada.
• Pilar García & Diego Torres, 2025. "Perceiving central bank communications through press coverage," Working Papers 2505, Banco de España.
• Fabrizio Ferriani & Sabina Marchetti, 2025. "The micro-determinants of portfolio gyrations in mutual funds: evidence from machine learning models," Questioni di Economia e Finanza (Occasional Papers) 913, Bank of Italy, Economic Research and International Relations Area.
• Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2025. "Feedback effects and rational mispricing in markets," Working Papers 2501, Ben-Gurion University of the Negev, Department of Economics.
• Rui Fan & Alex Nikolsko-Rzhevskyy & Oleksandr Talavera, 2025. "Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions," Discussion Papers 25-02, Department of Economics, University of Birmingham.
• Huong Mai Nguyen & Huyen Thi Ngoc Pham & Khue Minh Tran & Mai Thi Tuyet Nguyen & Yen Thi Hai Nguyen, 2025. "Digitalization and its impact on commercial banks’ profitability in Vietnam," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 15(1), pages 152-164.
• Anh Thi Phuong Hoang & Bao Cong Nguyen To & Hoang Dinh Tran, 2025. "Safe havens in the digital age: Cryptocurrencies and geopolitical risks," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 15(3), pages 160-180.
• Phạm Hoàng Thạch, 2025. "Đo lường thị trường hiệu quả qua các mô hình nhân tố - Nghiên cứu thực nghiệm tại Sở Giao Dịch Chứng Khoán Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 20(1), pages 69-81.
• Ngô Thái Hưng & Nguyễn Khánh An, 2025. "Lan tỏa rủi ro đuôi giữa trái phiếu xanh và thị trường chứng khoán các nước ASEAN-6," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 20(5), pages 37-51.
• Degui Li & Oliver Linton & Haoxuan Zhang, 2024. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers 2403.06246, arXiv.org.
  • Degui Li & Oliver Linton & Haoxuan Zhang, 2025. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Working Papers 202523, University of Macau, Faculty of Business Administration.
• Czech, Robert & Monroe, Win, 2025. "Dealers, information and liquidity provision in safe assets," Bank of England working papers 1113, Bank of England.
• Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil, 2025. "Liquidity, monetary policy and the commodity futures market," Bank of England working papers 1114, Bank of England.
• Comerton-Forde, Carole & Ford, Billy & Foucault, Thierry & Jurkatis, Simon, 2025. "Investors as a liquidity backstop in corporate bond markets," Bank of England working papers 1126, Bank of England.
• Kim Seongkyun & Shim Myungkyu & Song Doyoung, 2025. "EX-Ante Information Heterogeneity in Global Games Models with Application to Team Production," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 25(1), pages 255-272.
• Haar Lawrence & Gregoriou Andros, 2025. "Pre-Emptive Rights – A Theoretical and Empirical Examination," Review of Law & Economics, De Gruyter, vol. 21(1), pages 5-43.
• Avramov, D. & Ge, S. & Li, S. & Linton, O. B., 2025. "Dual Industry Effects and Cross-Stock Predictability," Cambridge Working Papers in Economics 2512, Faculty of Economics, University of Cambridge.
• Avramov, D. & Ge, S. & Li, S. & Linton, O. B., 2025. "Dual Industry Effects and Cross-Stock Predictability," Janeway Institute Working Papers 2506, Faculty of Economics, University of Cambridge.
• Zhou, Peng & Zhang, Ying, 2025. "Major Conundrums and Possible Solutions in DeFi Insurance," Cardiff Economics Working Papers E2025/5, Cardiff University, Cardiff Business School, Economics Section.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Leyre Muñoz, 2025. "Earthquakes and Stock Market Performance: Evidence from Japan," CESifo Working Paper Series 11822, CESifo.
• Iris Kesternich & André Romahn & Johannes Van Biesebroeck & Marjolein Van Damme, 2025. "Cash or Care? Insights from the German Long-Term Care System," CESifo Working Paper Series 11875, CESifo.
• Makoto WATANABE & Yu Awaya & Jihwan Do, 2025. "Bubbles and Collateral," CIGS Working Paper Series 25-013E, The Canon Institute for Global Studies.
  • Yu Awaya & Jihwan Do & Makoto Watanabe, 2025. "Bubbles and Collateral," CESifo Working Paper Series 11894, CESifo.
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• Yu, Wei & Zheng, Ying & Jia, Jianjun, 2025. "Political uncertainty and stock performance: Evidence from sessions of the Chinese Provincial People’s Congress," Research in International Business and Finance, Elsevier, vol. 75(C).
• Grobys, Klaus, 2025. "Is gold in the process of a bubble formation? New evidence from the ex-post global financial crisis period," Research in International Business and Finance, Elsevier, vol. 75(C).
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• Deng, Yang & Zhang, Zhaoqin, 2025. "The spillover effects of green bond issuance in peer firms’ financial performance," Research in International Business and Finance, Elsevier, vol. 77(PA).
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• Mbarek, Marouene, 2025. "Exploring the nexus between sustainable energy tokens, electric vehicles, and the hydrogen economy," Research in International Business and Finance, Elsevier, vol. 77(PB).
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• Antonio J Macias & P Raghavendra Rau & Aris Stouraitis, 2025. "Solving Serial Acquirer Puzzles," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 14(1), pages 35-84.
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• NEIFAR, MALIKA & HarzAllah, AMIRA, 2025. "Integration, Contagion and Turmoils; Evidence from Emerging markets," MPRA Paper 123775, University Library of Munich, Germany, revised 25 Feb 2025.
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• Runyu Wang & Zili Zhang & Keng Leng Siau & Ziqiong Zhang, 2025. "Digital communications between firms and investors: Impact of explanatory responses on investor engagement in online financial Q&A," Electronic Markets, Springer;IIM University of St. Gallen, vol. 35(1), pages 1-24, December.
• Hiroshi Morita & Ryo Matsumoto & Taiki Ono, 2025. "Central bank information effects in Japan: the role of uncertainty channel," Empirical Economics, Springer, vol. 68(2), pages 855-877, February.
• Longyu Chen & Haitao Huang & Lei Jiang & Liang Peng & Zhongling Qin, 2025. "Validating cross-sectional dependence assumptions in a factor model," Empirical Economics, Springer, vol. 68(6), pages 2873-2895, June.
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• Valeriia Baklanova, 2025. "The relationships between RedditSI and BTC exchange characteristics: Do Reddit users still control the market?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 285-306, March.
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• Oguzhan Ozcelebi & Ronald McIver & Sang Hoon Kang, 2025. "The dynamics of frequency connectedness between technology ETFs and uncertainty indices under extreme market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-33, December.
• Kevin Rink, 2025. "The role of technical chart patterns in the early Bitcoin market: intraday evidence from the Mt.Gox transaction dataset," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-67, December.
• Marcin Pietrzak, 2025. "A trillion dollars race—how ChatGPT affects stock prices," Future Business Journal, Springer, vol. 11(1), pages 1-16, December.
• Micha Bender & Tino Cestonaro & Benjamin Clapham & Peter Gomber, 2025. "A long-term analysis of research unbundling: implications for research provision and market quality," Journal of Business Economics, Springer, vol. 95(2), pages 333-384, April.
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• Zachary A. Smith & Muhammad Zubair Mumtaz & Hakan Kislal & Stephen L. Baglione, 2025. "Disasters and impact estimation the great East Japan earthquake and the tsunami in Tohoku," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 121(7), pages 8587-8611, April.
• I-Cheng Yeh, 2025. "A closed form formula for equity valuation model based on differential equation," OPSEARCH, Springer;Operational Research Society of India, vol. 62(2), pages 1039-1060, June.
• Ourania P. Vrondou, 2025. "Mega Events as ‘Catalysts’ for City Branding: Perspectives and Realities," Springer Proceedings in Business and Economics, in: Vicky Katsoni & Carlos Costa (ed.), Innovation and Creativity in Tourism, Business and Social Sciences, pages 671-683, Springer.
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• Xiaoli Hu & Ya Kang & Oliver Zhen Li & Yupeng Lin, 2025. "Trump election and minority CEO pessimism," Review of Accounting Studies, Springer, vol. 30(1), pages 950-993, March.
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• Frank Weikai Li & Baolian Wang, 2025. "The gender effects of COVID: evidence from equity analysts," Review of Accounting Studies, Springer, vol. 30(2), pages 1683-1715, June.
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• Partha Mohanram & Wei Sun & Baohua Xin & Jigao Zhu, 2025. "Does financial information presentation format matter? Evidence from Chinese firms’ reporting of research and development expense," Review of Accounting Studies, Springer, vol. 30(2), pages 1638-1682, June.
• Liuyang Ren & Xi Zhong, 2025. "Birds of the same feather: CEO-CFO surname ties and corporate accounting information comparability," Review of Managerial Science, Springer, vol. 19(5), pages 1317-1346, May.
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• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2025. "Gold and cryptocurrencies as safe-havens: Lessons from wartime," Finance Research Letters, Elsevier, vol. 79(C).
• Faure, Cédric & Nys, Emmanuelle & Tarazi, Amine, 2025. "Subcategories of ESG controversies and firm value," Finance Research Letters, Elsevier, vol. 79(C).
• Su, Xuan-Qi, 2025. "Cautious but effective: CEO elite education and the timeline of mergers and acquisitions," Finance Research Letters, Elsevier, vol. 79(C).
• Wen, Conghua & Jiang, Rui & Lin, Xiao, 2025. "Convertible bond issuance and liquidity of small-cap listed companies," Finance Research Letters, Elsevier, vol. 79(C).
• Ahmed, Neveen & Tanos, Barbara Abou & Farooq, Omar & Bouaddi, Mohammed, 2025. "Economic policy uncertainty and active management: Evidence from SRI funds," Finance Research Letters, Elsevier, vol. 79(C).
• Kang, Grace Il-Joo & Yoo, G-Song, 2025. "Analysts' vs. investors' optimism bias in legal and normative CSR," Finance Research Letters, Elsevier, vol. 79(C).
• Jin, Cheng-Xiao & Yu, Jia-Qi, 2025. "Does the popularization of artificial intelligence increase the risk of corporate digital responsibility?," Finance Research Letters, Elsevier, vol. 80(C).
• Koo, Kang Mo & Song, Jeongseop, 2025. "Terrorism and acquisition decision: Evidence from real estate investment trusts," Finance Research Letters, Elsevier, vol. 80(C).
• Yang, Xing, 2025. "AI competition and firm value: Evidence from DeepSeek’s disruption," Finance Research Letters, Elsevier, vol. 80(C).
• Su, Lixin (Nancy) & Wong, Sonia Man-Lai & Xue, Yuan & Zhao, Xiaofeng, 2025. "Do short-sale constraints inhibit information acquisition? Evidence from regulation SHO," Journal of Financial Markets, Elsevier, vol. 72(C).
• Galindo Gil, Hamilton & Lazo-Paz, Renato, 2025. "An ETF-based measure of stock price fragility," Journal of Financial Markets, Elsevier, vol. 72(C).
• Tsujimoto, Yusuke, 2025. "Coarse pricing in QE auctions," Journal of Financial Markets, Elsevier, vol. 73(C).
• Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2025. "Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation," Journal of Financial Markets, Elsevier, vol. 73(C).
• Jiang, Hao & Ma, Yong & Wang, Tianyang, 2025. "Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency," Journal of Financial Markets, Elsevier, vol. 73(C).
• Barardehi, Yashar H. & Bernhardt, Dan, 2025. "Revisiting the ∪-shaped patterns in volatility and price impacts: Novel results using trade-time estimates," Journal of Financial Markets, Elsevier, vol. 74(C).
• He, Xue-Zhong & Kang, Junqing, 2025. "Speed competition and strategic trading," Journal of Financial Markets, Elsevier, vol. 74(C).
• Kiosses, Nikolaos & Leventis, Stergios & Subeniotis, Demetres & Tampakoudis, Ioannis, 2025. "The impact of policy uncertainty on shareholder wealth: Evidence from bank M&A," Journal of Financial Stability, Elsevier, vol. 76(C).
• Coppola, Anna & Urga, Giovanni & Varaldo, Alessandro, 2025. "Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets," Journal of Financial Stability, Elsevier, vol. 76(C).
• Petropoulou, Athina & Pappas, Vasileios & Ongena, Steven & Gounopoulos, Dimitrios & Fairchild, Richard, 2025. "The performance of FDIC-identified community banks," Journal of Financial Stability, Elsevier, vol. 77(C).
  • Athina Petropoulou & Vasileios Pappas & Steven Ongena & Dimitrios Gounopoulos & Richard J. Fairchild, 2024. "The Performance of FDIC-Identified Community Banks," Swiss Finance Institute Research Paper Series 24-61, Swiss Finance Institute.
• Gunasekarage, Abeyratna & Minnick, Kristina & Shams, Syed, 2025. "Board gender diversity at target firms and acquisition decisions of gender diverse bidders," Journal of Financial Stability, Elsevier, vol. 78(C).
• Wang, Yu & Sun, Yiguo, 2025. "Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective," Journal of Financial Stability, Elsevier, vol. 78(C).
• Shi, Huai-Long & Chen, Huayi, 2025. "Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China," Global Finance Journal, Elsevier, vol. 64(C).
• DeCoste, Joseph, 2025. "Comovement and S&P 500 membership," Global Finance Journal, Elsevier, vol. 65(C).
• Zhou, Bole & Ge, Wanjun, 2025. "ESG in the headlines: Media-driven reputational risk and stock performance," Global Finance Journal, Elsevier, vol. 66(C).
• Tang, Kai & Cheng, Yuxiang, 2025. "CFO overseas experience and stock price crash risk," Global Finance Journal, Elsevier, vol. 66(C).
• Stein, Hillary, 2025. "Got milk? The effect of export price shocks on exchange rates," Journal of International Economics, Elsevier, vol. 155(C).
• Mensi, Walid & Gök, Remzi & Gemici, Eray & Kang, Sang Hoon, 2025. "Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets," International Economics, Elsevier, vol. 181(C).
• Corzo, Teresa & Martin-Bujack, Karin & Portela, Jose & Rodriguez-Gallego, Alejandro, 2025. "Floating exchange rate efficiency: Grouping patterns and pandemic impacts," International Economics, Elsevier, vol. 182(C).
• Wei, Feng & Zhou, Lei, 2025. "Multiple large shareholders and controlling shareholders’ over-appointing of directors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 100(C).
• Atilgan, Yigit & Ozgur Demirtas, K. & Doruk Gunaydin, A. & Dilan Tosun, Aynur & Zirek, Duygu, 2025. "Aggregate earnings and global equity returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 100(C).
• Yang, Ming-Yuan & Chen, Zhe-Kai & Hu, Jingwen & Chen, Yiru & Wu, Xin, 2025. "Multidimensional information spillover between cryptocurrencies and China’s financial markets under shocks from stringent government regulations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 100(C).
• Le Moign, Caroline, 2025. "Securing passive liquidity: The impact of Europe’s first asymmetric speed bump on market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
• Kaourma, Theofilia & Milidonis, Andreas & Nishiotis, George & Panayides, Marios, 2025. "News and intraday retail investor order flow in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
• Akyildirim, Erdinc & Corbet, Shaen & Mukherjee, Abhishek & Ryan, Michael, 2025. "Global perspectives on open banking: Regulatory impacts and market response," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
• Jacoby, Gady & Liao, Rose C. & Wang, Yan & Wu, Zhenyu, 2025. "An intertemporal international asset pricing model: Theory and evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 102(C).
• Fonseka, Mohan & Ma, Yulong & Bei, Chengcheng & Samarakoon, Lalith P., 2025. "The effect of margin trading, stock index futures, and firm characteristics on stock price synchronicity: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 102(C).
• Bazán-Palomino, Walter & Ortiz, Marco & Terrones, Marco E. & Winkelried, Diego, 2025. "The role of US bank liquidity and regulations in Covered Interest Parity deviations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 102(C).
• Sapkota, Niranjan, 2025. "The crypto collapse chronicles: Decoding cryptocurrency exchange defaults," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
• Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2025. "Accounting comparability between M&A bidders and targets and deal outcome," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
• Florackis, Chris & Muktadir-Al-Mukit, Dewan & Sainani, Sushil & Zhang, Ziyang (John), 2025. "Stock market reaction to mandatory carbon disclosure announcements: The role of institutional investors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
• Hegarty, Tadgh & Whelan, Karl, 2025. "Forecasting soccer matches with betting odds: A tale of two markets," International Journal of Forecasting, Elsevier, vol. 41(2), pages 803-820.
  • Hegarty, Tadgh & Whelan, Karl, 2023. "Forecasting Soccer Matches With Betting Odds: A Tale of Two Markets," CEPR Discussion Papers 17949, C.E.P.R. Discussion Papers.
  • Whelan, Karl & Hegarty, Tadgh, 2023. "Forecasting Soccer Matches With Betting Odds: A Tale of Two Markets," MPRA Paper 116925, University Library of Munich, Germany.

2024

• Bhambhwani, Siddharth M. & Huang, Allen H., 2024. "Auditing decentralized finance," The British Accounting Review, Elsevier, vol. 56(2).
• Oz, Seda, 2024. "The impact of terrorist attacks and mass shootings on earnings management," The British Accounting Review, Elsevier, vol. 56(3).
• Lee, Bryan Byung-Hee & Lee, Jay Junghun, 2024. "Financial statement comparability and analysts’ optimism for accruals," The British Accounting Review, Elsevier, vol. 56(3).
• Liao, Shushu & Nguyen, Nhut H. & Truong, Cameron, 2024. "Does CEO extraversion pay off when in need? Evidence from the global financial crisis," The British Accounting Review, Elsevier, vol. 56(4).
• Ho, Choy Yeing (Chloe) & Wu, Eliza & Yu, Jing, 2024. "The price of corporate social irresponsibility in seasoned equity offerings: International evidence," The British Accounting Review, Elsevier, vol. 56(4).
• He, Chao & Kryzanowski, Lawrence, 2024. "Political connections, corruption, and investment decisions of Chinese mutual funds," The British Accounting Review, Elsevier, vol. 56(5).
• Cardillo, Giovanni & Onali, Enrico & Perdichizzi, Salvatore, 2024. "Investor behavior around targeted liquidity announcements," The British Accounting Review, Elsevier, vol. 56(6).
• Liu, Shujie & Sualihu, Mohammed Aminu & Sun, Mingwei & Yawson, Alfred, 2024. "Exploring the acquisition behavior of penny stock firms," The British Accounting Review, Elsevier, vol. 56(6).
• Jindal, Varun & Seth, Rama, 2024. "Overlapping insiders and the method of payment in acquisitions: New tests and evidence on adverse selection," The British Accounting Review, Elsevier, vol. 56(6).
• Oradi, Javad & Hesarzadeh, Reza & E-Vahdati, Sahar & Nadeem, Muhammad, 2024. "CEO succession origin and annual reports readability," The British Accounting Review, Elsevier, vol. 56(6).
• Chen, Jean Jinghan & Song, Peiyang & Loi, Fai Lim, 2024. "Strategic forward-looking nonearnings disclosure and overinvestment," The British Accounting Review, Elsevier, vol. 56(6).
• Park, Haerang & Pathan, Shams & Stathopoulos, Konstantinos & Marwick, Alex, 2024. "The bright side of common ownership: Evidence from bank transparency," The British Accounting Review, Elsevier, vol. 56(6).
• Liu, Lihua & Kong, Dongmin, 2024. "Epidemic experience, analyst sentiment, and earnings forecasts: Evidence from SARS exposure," The British Accounting Review, Elsevier, vol. 56(6).
• Siganos, Antonios & Synapis, Angelos & Tsalavoutas, Ioannis, 2024. "Information leakage prior to market switches and the importance of Nominated Advisers," The British Accounting Review, Elsevier, vol. 56(6).
• Wu, Zekun & Borochin, Paul & Golec, Joseph, 2024. "Informed options trading before FDA drug advisory meetings," Journal of Corporate Finance, Elsevier, vol. 84(C).
• Bostan, Ibrahim & Lin, Ji-Chai & Mian, G. Mujtaba, 2024. "Do firms manage their share prices to mitigate investor short-termism?," Journal of Corporate Finance, Elsevier, vol. 84(C).
• Zhou, Ye & Huang, Difang & Chen, Muzi & Wang, Yunlong & Yang, Xiaoguang, 2024. "How did small business respond to unexpected shocks? Evidence from a natural experiment in China," Journal of Corporate Finance, Elsevier, vol. 84(C).
• Ouyang, Caiyue & Xiong, Jiacai & Liu, Li & Yao, Jun, 2024. "Geographic proximity and trade credit: Evidence from a quasi-natural experiment," Journal of Corporate Finance, Elsevier, vol. 84(C).
• Xu, Weidong & Luo, Zijun & Li, Donghui, 2024. "Investor–firm interactions and corporate investment efficiency: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 84(C).
• Knill, April & Liu, Baixiao & McConnell, John J. & McKenzie, Glades, 2024. "The influence of media slant on short sellers," Journal of Corporate Finance, Elsevier, vol. 84(C).
• Hori, Keiichi & Osano, Hiroshi, 2024. "Information production in start-up firms: SPACs vs. Traditional IPOs," Journal of Corporate Finance, Elsevier, vol. 85(C).
• Huang, Wan & Bai, Yufan & Luo, Hong, 2024. "Customer identity concealing and insider selling profitability: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 85(C).
• Bongaerts, Dion & Schoenmaker, Dirk, 2024. "Liquidity and clientele effects in green debt markets," Journal of Corporate Finance, Elsevier, vol. 86(C).
• Pratobevera, Giuseppe, 2024. "Bank-affiliated institutional investors and IPO syndicates formation," Journal of Corporate Finance, Elsevier, vol. 86(C).
• Ağca, Şenay & Togan-Eğrican, Aslı, 2024. "Managerial activism," Journal of Corporate Finance, Elsevier, vol. 86(C).
• Farzamfar, Arshia & Foroughi, Pouyan & Hamisheh Bahar, Hosein & Ng, Lilian, 2024. "Illuminating the murk: The effect of business complexity on voluntary disclosure," Journal of Corporate Finance, Elsevier, vol. 87(C).
• Jeon, Byounghyun & Sulaeman, Johan, 2024. "Corporate insider purchases and the options market: Competition among informed investors," Journal of Corporate Finance, Elsevier, vol. 87(C).
• Liu, Claire & Low, Angie & Putnins, Talis, 2024. "The real impacts of public short campaigns: Evidence from stakeholders," Journal of Corporate Finance, Elsevier, vol. 88(C).
• Bayar, Onur & Floros, Ioannis V. & Liu, Yini & Mao, Juan, 2024. "Litigation and information effects on private sales of securities," Journal of Corporate Finance, Elsevier, vol. 88(C).
• Li, Keming, 2024. "Option trading and equity price efficiency," Journal of Corporate Finance, Elsevier, vol. 88(C).
• Qian, Yiming & Shao, Xinjian & Liao, Jingchi, 2024. "Pre-IPO hype by affiliated analysts: Motives and consequences," Journal of Corporate Finance, Elsevier, vol. 89(C).
• Kyriacou, Kyriacos & Liu, Siming & Mase, Bryan, 2024. "Corruption and insider trading," Journal of Corporate Finance, Elsevier, vol. 89(C).
• Aquilina, Matteo & Foley, Sean & O'Neill, Peter & Ruf, Thomas, 2024. "Sharks in the dark: Quantifying HFT dark pool latency arbitrage," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
  • Matteo Aquilina & Sean Foley & Peter O'Neill & Matteo Thomas Ruf, 2023. "Sharks in the dark: quantifying HFT dark pool latency arbitrage," BIS Working Papers 1115, Bank for International Settlements.
• Guo, Li & Sang, Bo & Tu, Jun & Wang, Yu, 2024. "Cross-cryptocurrency return predictability," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
• Breckenfelder, Johannes, 2024. "Competition among high-frequency traders and market quality," Journal of Economic Dynamics and Control, Elsevier, vol. 166(C).
  • Breckenfelder, Johannes, 2019. "Competition among high-frequency traders, and market quality," Working Paper Series 2290, European Central Bank.
• Ivanov, Katerina & Tian, Weidong, 2024. "Optimal early retirement with target wealth," Journal of Economic Dynamics and Control, Elsevier, vol. 167(C).
• Yousfi, Mohamed & Farhani, Ramzi & Bouzgarrou, Houssam, 2024. "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1178-1197.
• Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 449-479.
• AlGhazali, Abdullah & Belghouthi, Houssem Eddine & Mensi, Walid & Mclver, Ron & Kang, Sang Hoon, 2024. "Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 1470-1489.
• Zhou, Lei & Wei, Feng, 2024. "Employee stock ownership plans and controlling shareholders’ over-appointing of directors," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 1747-1770.
• Xiang, Xin & He, Xu & Han, Yajie, 2024. "Does oil price uncertainty affect IPO underpricing? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 240-259.
• Alomari, Mohammed & Belghouthi, Houssem Eddine & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Extreme time-frequency connectedness between energy sector markets and financial markets," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 847-877.
• Du, Jiayue & Gao, Haoyu & Wen, Huiyu & Ye, Yanyi, 2024. "Public data acces and stock price synchronicity: Evidence from China," Economic Modelling, Elsevier, vol. 130(C).
• Wang, Zhao & He, Yali & Jiang, Tianqi, 2024. "Does the gender composition of local governments matter for firms’ information environment? Evidence from China," Economic Modelling, Elsevier, vol. 131(C).
• Rudiawarni, Felizia Arni & Sulistiawan, Dedhy & Sergi, Bruno S., 2024. "The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market," Economic Modelling, Elsevier, vol. 135(C).
• Lin, Lin & Pun, Ngou Teng & Sun, Ping-Wen, 2024. "Impact of investor trust on public firms’ stock price efficiency and cost of capital: Insights from a firm-level measure for investor trust," Economic Modelling, Elsevier, vol. 138(C).
• Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2024. "Decoding market reactions: The certification role of EU-wide stress tests," Economic Modelling, Elsevier, vol. 139(C).
• Xu, Zhiwei & Liu, Xuan & Zhang, Teng & Ren, Pengyue, 2024. "Do corporate managers glean information from their stock prices? New evidence from China's strategic emerging industries," Economic Modelling, Elsevier, vol. 141(C).
• Wan, Xiaoyuan & Zhang, Jiachen, 2024. "Systematic COVID risk, idiosyncratic COVID risk and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
• Yang, Yaqing & Lou, Youcheng, 2024. "Information sharing in a perfectly competitive market," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
• Li, Wanli & Lai, Yin & Zhong, Yufen, 2024. "The closer the better: Supplier geographic proximity and corporate information disclosure violation," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
• Bales, Stephan & Burghof, Hans-Peter, 2024. "Public attention, sentiment and the default of Silicon Valley Bank," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
• Wang, Xuetong & Fang, Fang & Ma, Shiqun & Xiang, Lijin & Xiao, Zumian, 2024. "Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
• Huang, Bin & Wang, Bin & Chen, Zixuan, 2024. "Individual investment adaptations to COVID-19 lockdowns," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
• Bian, Yuxiang & Hu, Tiantian & Liu, Haoran & Su, Wentao & Wang, Ren, 2024. "The JOBS Act and IPO underpricing," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
• Bouteska, Ahmed & Kabir Hassan, M. & Gider, Zeynullah & Bataineh, Hassan, 2024. "The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
• Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian, 2024. "Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
• Abdollahi, Hooman & Fjesme, Sturla L. & Sirnes, Espen, 2024. "Measuring market volatility connectedness to media sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
• Ozcelebi, Oguzhan & Kang, Sang Hoon, 2024. "Extreme connectedness and network across financial assets and commodity futures markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
• Zhou, Wei & Chen, Yan & Chen, Jin, 2024. "Dynamic volatility spillover and market emergency: Matching and forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
• Jiang, Ying & Liu, Hong & Yang, Qingshan, 2024. "Asymmetric information correlation in financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
• Blajer-Gołębiewska, Anna & Honecker, Lukas & Nowak, Sabina, 2024. "Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
• Mella, Javier, 2024. "Corporate taxes, partisan politics, and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Cai, Yi & Tang, Zhenpeng & Chen, Ying, 2024. "Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin, 2024. "A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S., 2024. "Stock market pattern recognition using symbol entropy analysis," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Liu, Hao & Ye, Xiaofen & Zhang, Qun, 2024. "Foreign ownership and M&A activity: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Li, Ningwei & Li, Zhihua & Liu, Hong & Yang, Qingshan, 2024. "Strategic information leakage with market supervision," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Yang, Jinyu & Dong, Dayong & Cao, Jiawei, 2024. "Seemingly manipulated anomaly: Evidence from corporate site visits," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Zhou, Donghai & Liu, Xiaoxing & Tang, Chun, 2024. "Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2024. "A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Yin, Zhengnan & O’Sullivan, Niall & Sherman, Meadhbh, 2024. "The liquidity timing ability of mutual funds," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Chen, Weihua & Mamon, Rogemar & Xiong, Heng & Zeng, Pingping, 2024. "Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Tzeng, Kae-Yih & Su, Yi-Kai, 2024. "Can U.S. macroeconomic indicators forecast cryptocurrency volatility?," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Hung, Jui-Cheng & Liu, Hung-Chun & Jimmy Yang, J., 2024. "The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Li, Zhimin & Zhu, Weidong & Wu, Yong & Wu, Zihao, 2024. "Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Harasheh, Murad & Bouteska, Ahmed & Manita, Riadh, 2024. "Investors' preferences for sustainable investments: Evidence from the U.S. using an experimental approach," Economics Letters, Elsevier, vol. 234(C).
• Gordon, Matthew V. & Lunsford, Kurt G., 2024. "The effects of the Federal Reserve Chair’s testimony on interest rates and stock prices," Economics Letters, Elsevier, vol. 235(C).
  • Matthew V. Gordon & Kurt Graden Lunsford, 2023. "The Effects of the Federal Reserve Chair’s Testimony on Interest Rates and Stock Prices," Working Papers 23-26, Federal Reserve Bank of Cleveland.
• Klimsa, Drahomir & Rieger, Mario & Ullmann, Robert, 2024. "Unexpected tax refunds and capital market efficiency: Evidence from the German nuclear fuel tax," Economics Letters, Elsevier, vol. 235(C).
• Boungou, Whelsy & Gupta, Praveen & Wahyono, Budi, 2024. "Coup d'état in Africa and stock market returns: The case of French companies," Economics Letters, Elsevier, vol. 237(C).
• Allee, Kristian D. & Speitmann, Raffael & Stenzel, Arthur & Wu, Yuchen, 2024. "Market-based oil spill(overs): Market reactions to the energy windfall tax announcements and disclosures in the United Kingdom," Economics Letters, Elsevier, vol. 238(C).
• Han, Han & Wang, Zhibin & Zhao, Xueqing, 2024. "Information interruption and hedge fund performance: Evidence from lockdown," Economics Letters, Elsevier, vol. 238(C).
• Huang, Xiaohong & Xu, Yue & Ni, Jian, 2024. "Operational decisions of public firms and feedback mechanism from stock market," Economics Letters, Elsevier, vol. 238(C).
• Gigante, Gimede & Guarniero, Pieralberto & Pasini, Simona, 2024. "Markovian analysis of U.S. Treasury volatility: Asymmetric responses to macroeconomic announcements," Economics Letters, Elsevier, vol. 239(C).
• Liu, Xiao & Wang, Ziyu & Zhu, Minxing, 2024. "Asset prices’ responses to public information manipulation: The role of market feedback," Economics Letters, Elsevier, vol. 239(C).
• Fiesenig, Bruno & Grebe, Leonard & Schiereck, Dirk, 2024. "Financial center expertise, investors’ expectations and the new European anti-money laundering authority," Economics Letters, Elsevier, vol. 239(C).
• Chen, Yu-Fen & Lin, Fu-Lai & Yeh, Wen-Hung, 2024. "Intra- and inter-sector spillover effects within a supply chain: Evidence from Taiwan electric motorcycle industry," Economics Letters, Elsevier, vol. 240(C).
• Wu, Yaqi & Liu, Long & Shen, Si, 2024. "Did subsidiary's participation in paycheck protection program affect public parent company? Evidence from short selling," Economics Letters, Elsevier, vol. 241(C).
• Yao, Shouyu & Li, Keyao & Wang, Chunfeng & Fang, Zhenming & Li, Tong, 2024. "The dark side of “flight-to-safety”: Evidence from macroeconomic tail risk beta," Economics Letters, Elsevier, vol. 241(C).
• Lasantha, Ruwan & Tawiah, Vincent & Atif, Muhammad & Puwanenthiren, Prem & Nadarajah, Sivathaasan, 2024. "Unveiling the impact of foreign competition on the bond market: Insights from S&P debt ratings," Economics Letters, Elsevier, vol. 241(C).
• Machokoto, Michael & Sikochi, Anywhere, 2024. "Not a one-trick pony: Price impact of rating agency information," Economics Letters, Elsevier, vol. 241(C).
• Lawal, Rodiat & Sakariyahu, Rilwan, 2024. "Investor heterogeneity and global stock market participation," Economics Letters, Elsevier, vol. 242(C).
• Hu, Lei & Zhu, Ziyan & Dong, Liang, 2024. "Can financial technology enhance corporate investment efficiency? Evidence from the COVID-19 pandemic," Economics Letters, Elsevier, vol. 243(C).
• Joliet, Robert & Titova, Yulia, 2024. "Who is greener, more social and better-governed? Dual ownership by SRI mutual funds stands out," Economics Letters, Elsevier, vol. 243(C).
• Lan, Yuan & Xian, Jinkun & Bai, Nannan, 2024. "Digital technology adoption and investment sensitivity to stock price," Economics Letters, Elsevier, vol. 243(C).
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• Ayça Kaya & Santanu Roy, 2024. "Repeated Trading: Transparency and Market Structure," American Economic Review, American Economic Association, vol. 114(8), pages 2388-2435, August.
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• Asger Lau Andersen & Niels Johannesen & Adam Sheridan, 2024. "Dynamic Spending Responses to Wealth Shocks: Evidence from Quasi Lotteries on the Stock Market," American Economic Review: Insights, American Economic Association, vol. 6(3), pages 434-452, September.
• Zeliha Can Ergün, 2024. "Calendar Anomalies in NFT Coins," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(1), pages 43-60.
• Ersin Kanat, 2024. "Faiz Oranı Politika Değişimlerinin BIST Banka Endeksi Üzerindeki Etkileri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(3), pages 598-609.
• Hafner, Christian & Linton, Oliver & Wang, Linqi, 2024. "The effect of stock splits on liquidity in a dynamic model," LIDAM Discussion Papers ISBA 2024007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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• Li, D. & Linton, O. B. & Zhang, H., 2024. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Cambridge Working Papers in Economics 2454, Faculty of Economics, University of Cambridge.
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• Bizzarri, Matteo & d’Arienzo, Daniele, 2024. "The social value of overreaction to information," Journal of Mathematical Economics, Elsevier, vol. 115(C).
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• Ivan Bodniia & Ivan Kerezvas & Vasyl Syvochka, 2024. "Keys To Creating An Effective Regional Innovation Infrastructure," Three Seas Economic Journal, Publishing house "Baltija Publishing", vol. 5(1).
• Lis Sintha Oppusunggu & Ika Pratiwi Simbolon, 2024. "Analysis of Return on Asset for BUKU IV: Jakarta Interbank Spot Dollar Rate, Capital Adequacy Ratio and Loan To Deposit Ratio," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 166-182.
• Hayk Sargsyan & Ruben Gevorgyan, 2024. "Efficiency of Electronic Government Systems," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 19-34.
• Fabian Alex, 2024. "Project risk neutrality in the context of asymmetric information," Working Papers 235, Bavarian Graduate Program in Economics (BGPE).
• Bingxin Ann Xing & Bruno Feunou & Morvan Nongni-Donfack & Rodrigo Sekkel, 2024. "U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields," Staff Working Papers 24-12, Bank of Canada.
• Jabir Sandhu & Rishi Vala, 2024. "Could all-to-all trading improve liquidity in the Government of Canada bond market?," Staff Analytical Notes 2024-17, Bank of Canada.
• Jabir Sandhu & Rishi Vala, 2024. "La négociation ouverte à tous les acteurs pourrait-elle améliorer la liquidité du marché des obligations du gouvernement du Canada?," Staff Analytical Notes 2024-17fr, Bank of Canada.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024. "BoC–BoE Sovereign Default Database: What’s new in 2024?," Staff Analytical Notes 2024-19, Bank of Canada.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024. "Base de données de la Banque du Canada et de la Banque d’Angleterre sur les défauts souverains : quoi de neuf en 2024?," Staff Analytical Notes 2024-19fr, Bank of Canada.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024. "Comment les sociétés d’assurance vie canadiennes gèrent leurs risques de liquidité," Staff Analytical Notes 2024-7fr, Bank of Canada.
• Murat KARAKAYA & Sadiye OKTAY, 2024. "Investigating the Relationship Between the Banking Sector and Capital Market Variables in Turkiye Using Toda-Yamamoto Causality Analysis," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 18(1), pages 19-36.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024. "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 52, Bank of Italy, Directorate General for Markets and Payment System.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024. "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Temi di discussione (Economic working papers) 52, Bank of Italy, Economic Research and International Relations Area.
• Rachel Soloveichik, 2024. "Studies on the Value of Data," BEA Papers 0124, Bureau of Economic Analysis.
• Rachel Soloveichik, 2024. "Private Funding of “Free” Data: A Theoretical Framework," BEA Papers 0125, Bureau of Economic Analysis.
• Fernando Teixeira & Susana Pescada & Filipos Ruxho, 2024. "The Efficacy Of Technical Analysis In The Foreign Exchange Market: A Case Study Of The Usd/Jpy Pair," Sustainable Regional Development Scientific Journal, Sustainable Regional Development Scientific Journal, vol. 0(2), pages 57-64, October.
• Laurent Clerc & Elisabeth Fonteny & Delphine Irac & Aliette Dequet & Laudine Goumet, 2024. "Les assureurs français face aux risques liés à la perte de biodiversité : Enjeux et enseignements pour les organismes et leur supervision," Analyse et synthèse 159, Banque de France.
• Simone Alfarano & Albert Banal-Estañol & Eva Camacho & Giulia Iori & Burcu Kapar & Rohit Rahi, 2024. "Centralized vs decentralized markets: The role of connectivity," Economics Working Papers 1877, Department of Economics and Business, Universitat Pompeu Fabra.
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• Trịnh Hữu Lực & Lê Huỳnh Như, 2024. "Vai trò trung gian của kế toán quản trị môi trường trong mối quan hệ giữa chiến lược và thành quả môi trường," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 19(7), pages 61-71.
• Phạm Đình Hân & Lê Thị Diệu Huyên & Vũ Quốc Quý, 2024. "Áp dụng mở rộng lý thuyết hành vi có kế hoạch để dự đoán ý định mua căn hộ chung cư của người tiêu dùng," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 19(8), pages 94-111.
• Karl Whelan, 2024. "Risk aversion and favourite–longshot bias in a competitive fixed‐odds betting market," Economica, London School of Economics and Political Science, vol. 91(361), pages 188-209, January.
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• Laure de Batz & Evžen Kočenda, 2024. "Financial crime and punishment: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 38(4), pages 1338-1398, September.
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• Thummim Cho & Christopher Polk, 2024. "Putting the Price in Asset Pricing," Journal of Finance, American Finance Association, vol. 79(6), pages 3943-3984, December.
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• GIUGLEA Antonia Cosmina, 2024. "Impact Of Ifrs Adoption On Financial Statements Comparability. A Study Of Eastern Vs. Western European Countries," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 76(1), pages 34-44, March.
• MOGILDEA Daniela & CARP Mihai, 2024. "Exploratory Study On The Implications Of Financial Reporting On Return Of Shares," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 76(3), pages 102-112, September.
• SIDOROV Andrei, 2024. "The Impact Of Announcements On Cryptocurrency Prices," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 76(4), pages 69-94, December.
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• Bluwstein, Kristina & Patozi, Alba, 2024. "The effects of macroprudential policy announcements on systemic risk," Bank of England working papers 1080, Bank of England.
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• Ari Kutai & Daniel Nathan & Milena Wittwer, 2024. "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers 2024.03, Bank of Israel.
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• Christian Bittner & Falko Fecht & Melissa Pala & Farzad Saidi, 2024. "Strategic Communication Among Banks," CRC TR 224 Discussion Paper Series crctr224_2024_587, University of Bonn and University of Mannheim, Germany.
• Wang Huan, 2024. "Media Tone and Earnings Management before the Earnings Announcement: Evidence from China," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-23.
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• Misev, Marina A. & Balles, Patrick, 2024. "Natural Disasters, Investor Attention, and Non-Fundamental Green Asset Demand," Working papers 2024/07, Faculty of Business and Economics - University of Basel.
• Hafner, C. M. & Linton, O. B. & Wang, L., 2024. "The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model," Janeway Institute Working Papers 2404, Faculty of Economics, University of Cambridge.
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• Zhao, X. & Hong, S. Y. & Linton, O. B., 2024. "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Cambridge Working Papers in Economics 2449, Faculty of Economics, University of Cambridge.
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• Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou, 2024. "Randomized Signature Methods in Optimal Portfolio Selection," Swiss Finance Institute Research Paper Series 24-79, Swiss Finance Institute.
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• Chaigneau, Pierre, 2024. "Capital Structure with Information about the Upside and the Downside," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(8), pages 3921-3958, December.
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• Kerssenfischer, Mark & Helmus, Caspar, 2024. "Outages in sovereign bond markets," Working Paper Series 2944, European Central Bank.
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• Khaled Bataineh, 2024. "Crude Oil Prices and the Egyptian Economy Evidence from the Stock Market," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 383-392, January.
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• Verhoeks, Ralph C. & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2024. "Wall street watches Washington: Asset pricing implications of policy uncertainty," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
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• Ema Peternel & Vladimir Bukvič, 2024. "Assessment of investment returns through the prism of investment strategies: comparison of performance of the most successful investors and the Slovenian funds," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 12(2), pages 31-52, December.
• Kim Ristolainen, 2024. "Narrative triggers of information sensitivity," Quantitative Finance, Taylor & Francis Journals, vol. 24(3-4), pages 499-520, April.
  • Kim Ristolainen, 2022. "Narrative Triggers of Information Sensitivity," Discussion Papers 156, Aboa Centre for Economics.
• Natalie Kessler & Iman van Lelyveld & Ellen van der Woerd, 2024. "Exclusive Portfolio Dealing and Market Inefficiency," Working Papers 802, DNB.
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• Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN, 2024. "Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration," Economics Working Paper Archive (University of Rennes & University of Caen) 2024-11, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Fayssal Jamhamed & Franck Martin & Fabien Rondeau & Josué Thélissaint & Stéphane Tufféry, 2024. "Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models," Economics Working Paper Archive (University of Rennes & University of Caen) 2024-13, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Tobias Kruse & Myra Mohnen & Misato Sato, 2024. "Do Financial Markets Respond to Green Opportunities?," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 11(3), pages 549-576.
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• Gustavo Fruet Dias & Karsten Schweiker, 2024. "Integrated Variance Estimation for Assets Traded in Multiple Venues," University of East Anglia School of Economics Working Paper Series 2024-04, School of Economics, University of East Anglia, Norwich, UK..
• Antoine Ebeling, 2024. "ECB’s Climate Speeches and Market Reactions," Working Papers of BETA 2024-38, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Claudio Columbano & Andrea Bafundi, 2024. "Contenido de la información y efecto de consenso de los planes fiscales [Information content and consensus effect of fiscal plans]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 41(83), pages 93-122, july-dece.
• Rohit Rahi & Burcu Kapar & Giulia Iori & Eva Camacho & Simone Alfarano & Albert Banal-Estañol, 2024. "Centralized vs Decentralized Markets: The Role of Connectivity," Working Papers 1420, Barcelona School of Economics.
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• Lyudmila I. Tenkovskaya, 2024. "Modelling company’s stock quotes under the economy’s cyclicity," Journal of New Economy, Ural State University of Economics, vol. 25(3), pages 138-154, December.
• LAI, Ping-fu (Brian) & HUANG, Haoqin & LIANG, Haobin, 2024. "The Chinese National Holiday’S Influence On The Chinese Stock Market And Various Industries: An Empirical Analysis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 28(3), pages 26-45, September.
• LOMADZE, Davit & BERISHVILI, Vakhtang, 2024. "The Impact Of Sovereign Credit Ratings On Interest Rates In Emerging Economies – Case From Georgia," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 12(1), pages 115-125, October.
• Ivanov Illia, 2024. "Volatility Implications for Asset Returns Correlation," Central European Economic Journal, Sciendo, vol. 11(58), pages 424-446.
• Khammassi Ines & Boufateh Talel & Naoui Kamel & Alrawad Mahmaod & Lutfi Abdalwali, 2024. "The Role of Stress Tests in Enhancing Bank Transparency: A Comparative Study of Islamic and Conventional Banks," Economics, Sciendo, vol. 12(1), pages 71-100, April.
• Mallieswari R. & Palanisamy Varadharajan & Senthilnathan Arthi Thangavelu & Gurumurthy Suganya & Joshua Selvakumar J. & Pachiyappan Sathish, 2024. "A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python," Economics, Sciendo, vol. 12(2), pages 113-127.
• Kadiri Hamza & Oukhouya Hassan & Belkhoutout Khalid & Himdi Khalid El, 2024. "Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis," Economics, Sciendo, vol. 12(3), pages 55-73.
• Żebrowska-Suchodolska Dorota, 2024. "The Impact of the Size of Funds on the Use of Selectivity and Market Timing by Investment Funds," Folia Oeconomica Stetinensia, Sciendo, vol. 24(2), pages 419-437.
• Potrykus Marcin & Augustynowicz Urszula, 2024. "The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 60(3), pages 157-172.
• Paientko Tetiana & Pundir Rashmi Ravindra Kumar, 2024. "Volatility Analysis of the Indian Stock Market: Insights from Bank Nifty Index and Futures Trading," Journal of Intercultural Management, Sciendo, vol. 16(4), pages 5-41.
• Deari Fitim & Koku Paul Sergius, 2024. "Do Local Political Elections Affect Daily Stock Returns? Evidence from the Republic of North Macedonia's MBI10 Index," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 34(1), pages 98-116, March.
• Turgeman Avraham & Jude Octavian, 2024. "Cryptocurrencies Volatility: Empirical Evidence," Timisoara Journal of Economics and Business, Sciendo, vol. 17(1), pages 113-120.
• Naz Farah & Lutfullah Tooba & Zahra Kanwal, 2024. "COVID-19 and Seasonality in Monthly Returns: a Firm Level Analysis of PSX," Zagreb International Review of Economics and Business, Sciendo, vol. 27(1), pages 201-230.
• Lögün Anıl & Aydin Buket & Aydin Rahman, 2024. "Impact of Infectious Diseases on Stock Markets: Evidence from Developed Markets," Zagreb International Review of Economics and Business, Sciendo, vol. 27(2), pages 223-236.
• Stanisław Łaniewski & Robert Ślepaczuk, 2024. "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers 2024-16, Faculty of Economic Sciences, University of Warsaw.
• Ryuichiro Izumi & Antonis Kotidis & Paul E. Soto, 2024. "Trademarks in Banking," Finance and Economics Discussion Series 2024-044, Board of Governors of the Federal Reserve System (U.S.).
  • Ryuichiro Izumi & Antonis Kotidis & Paul E. Soto, 2024. "Trademarks in Banking," Wesleyan Economics Working Papers 2024-004, Wesleyan University, Department of Economics.
• Sandra M. Leitner & Oliver Reiter, 2024. "The response of labour demand to different COVID-19 containment measures: evidence from online job postings in Austria," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 58(1), pages 1-23, December.
  • Leitner, Sandra M. & Reiter, Oliver, 2024. "The response of labour demand to different COVID-19 containment measures: evidence from online job postings in Austria," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 58, pages 1-17.
  • Sandra M. Leitner & Oliver Reiter, 2024. "The Response of Labour Demand to Different COVID-19 Containment Measures: Evidence from Online Job Postings in Austria," wiiw Working Papers 243, The Vienna Institute for International Economic Studies, wiiw.
• Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2024. "Market Freezes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1291-1320, September.
  • Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2021. "Market Freezes," NBER Working Papers 29210, National Bureau of Economic Research, Inc.
• Benjamin Beckers & Kerstin Bernoth, 2024. "Monetary Policy and Mispricing in Stock Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(7), pages 1887-1904, October.
  • Benjamin Beckers & Kerstin Bernoth, 2016. "Monetary Policy and Mispricing in Stock Markets," Discussion Papers of DIW Berlin 1605, DIW Berlin, German Institute for Economic Research.
  • Beckers, Benjamin & Bernoth, Kerstin, 2023. "Monetary Policy and Mispricing in Stock Markets," MPRA Paper 120502, University Library of Munich, Germany.
• Frank Packer & Mark M. Spiegel, 2024. "Competitive Effects of IPOs: Evidence from Chinese Listing Suspensions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(8), pages 2137-2169, December.
  • Frank Packer & Mark M. Spiegel, 2020. "Competitive Effects of IPOS: Evidence from Chinese Listing Suspensions," Working Paper Series 2020-30, Federal Reserve Bank of San Francisco.
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• Ferreira, Alex & Mullen, Rory & Ricco, Giovanni & Viswanath-Natraj, Ganesh & Wang, Zijie, 2024. "Foreign Exchange Interventions and Intermediary Constraints," The Warwick Economics Research Paper Series (TWERPS) 1522, University of Warwick, Department of Economics.
  • Alex Ferreira & Rory Mullen & Giovanni Ricco & Ganesh Viswanath-Natraj & Zijie Wang, 2025. "Foreign Exchange Interventions and Intermediary Constraints," SciencePo Working papers Main hal-05008812, HAL.
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• Ahmad Fraz & Arshad Hassan & Shoaib Ali & Vincent Shin-Hung Pan, 2024. "Pandemic Fallout: Analyzing the Impact of COVID-19 on Taiwan’s Hotel Stocks," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-29, March.
• Dhanraj Sharma & Ruchita Verma & Shiney Sam & Prince Godara, 2024. "Relationship between COVID-19 waves and stock market: An event study analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 1-16, September.
• Hardy Hulley & Leo Liu & Kenny Phua, 2024. "Investor Search and Asset Prices," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 1-33, December.
• Kyle D. Allen & Ahmed Baig & Drew B. Winters, 2024. "Money Market Funds and N-CR Regulations," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 27(01), pages 1-16, March.
• Sarika Lohana & Miklesh Prasad Yadav & A. G. Rekha, 2024. "Volatility Spillover from the Chinese Stock Market to the G20 Stock Markets in the Wake of the Pandemic COVID-19," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 27(02), pages 1-19, June.
• Hsueh-Tien Lu & Hua Christine Xin, 2024. "Mandatory Monthly Sales Disclosure and the Information Content of Earnings," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 59(01), pages 1-43, March.
• Jingjuan Huang & Bo Zhu, 2024. "Top Management Team Fault Lines and Stock Price Crash Risk: Evidence from China," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 59(01), pages 1-53, March.
• Paul A. Griffin & Estelle Y. Sun, 2024. "Climate-Related Financial Risk: Insights from a Semisystematic Review of the Literature and Implications for Financial Reporting," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 59(02), pages 1-60, June.
• Diogenis Baboukardos & Anastasia Kopita, 2024. "Integrated Reporting and the Informativeness of Financial Analysts’ Stock Recommendations," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 59(02), pages 1-58, June.
• Dongyi Wang, 2024. "The Role of Fair Value Accounting in Debt Structure Decisions: Evidence from Priority Structure and Financial Flexibility," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 59(03), pages 1-33, September.
• Mignot, Sarah & Pellizzari, Paolo & Westerhoff, Frank H., 2024. "Fake news and asset price dynamics," BERG Working Paper Series 192, Bamberg University, Bamberg Economic Research Group.
• Anttonen, Jetro & Laine, Olli-Matti, 2024. "Forecasting inflation: A comparison of the ECB's short-term inflation projections and inflation-linked swaps," BoF Economics Review 8/2024, Bank of Finland.
• Liu, Liyuan & Wang, Xianshuang & Zhou, Zhen, 2024. "Let a small bank fail: Implicit nonguarantee and financial contagion," BOFIT Discussion Papers 11/2024, Bank of Finland Institute for Emerging Economies (BOFIT).
• Greppmair, Stefan & Jank, Stephan & Saffi, Pedro A. C. & Sturgess, Jason, 2024. "Securities lending and information acquisition," Discussion Papers 08/2024, Deutsche Bundesbank.
• Arnold, Lutz & Russ, David, 2024. "Listening to the noise: On price efficiency with dynamic trading," Discussion Papers 19/2024, Deutsche Bundesbank.
• Bednarek, Peter & Franke, Günter, 2024. "Dynamics of probabilities of default," Discussion Papers 32/2024, Deutsche Bundesbank.
• Matthias Fengler & Winfried Koeniger & Stephan Minger, 2024. "The Transmission of Monetary Policy to the Cost of Hedging," CESifo Working Paper Series 11556, CESifo.
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  • Fengler, Matthias & Koeniger, Winfried & Minger, Stephan, 2024. "The transmission of monetary policy to the cost of hedging," CFS Working Paper Series 726, Center for Financial Studies (CFS).
• Barrie, Mohamed Samba, 2024. "Decoding Bank of Sierra Leone's Monetary Policy Communications: A Text Mining Analysis," EconStor Preprints 283289, ZBW - Leibniz Information Centre for Economics.
• Kick, Andreas & Rottmann, Horst, 2024. "On the protective effects of European sustainable stocks during the Russian invasion of Ukraine," Weidener Diskussionspapiere 88, University of Applied Sciences Amberg-Weiden (OTH).
• Michael Bauer & Daniel Huber & Eric Offner & Marlene Renkel & Ole Wilms & Michael D. Bauer, 2024. "Corporate Green Pledges," CESifo Working Paper Series 11507, CESifo.
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  • Michael D. Bauer & Daniel Huber & Eric Offner & Marlene Renkel & Ole Wilms, 2024. "Corporate Green Pledges," Working Paper Series 2024-36, Federal Reserve Bank of San Francisco.
• Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch, 2024. "Green Stocks and Monetary Policy Shocks: Evidence from Europe," CESifo Working Paper Series 11552, CESifo.
  • Bauer, Michael D. & Offner, Eric A. & Rudebusch, Glenn D., 2024. "Green stocks and monetary policy shocks: Evidence from Europe," IMFS Working Paper Series 215, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Michael D. Bauer & Eric Offner & Glenn D. Rudebusch, 2024. "Green Stocks and Monetary Policy Shocks: Evidence from Europe," Working Paper Series 2024-38, Federal Reserve Bank of San Francisco.
• Koetter, Michael & Nietzold, Noel, 2024. "Drehtüren in den Vorstandsetagen der Finanzaufsicht: Sind Banker oder Bürokraten die besseren Aufseher?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 30(2), pages 29-32.
• Knake, Sebastian, 2024. "The fate of the passbook: Why it vanished in the US but survived in Germany during the stagflation period (1966-1983)," Working Papers 46, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Bagnara, Matteo, 2024. "The economic value of cross-predictability: A performance-based measure," SAFE Working Paper Series 424, Leibniz Institute for Financial Research SAFE.
• Sagade, Satchit & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian, 2024. "A tale of two cities: Inter-market latency and fast-trader competition," SAFE Working Paper Series 430, Leibniz Institute for Financial Research SAFE.
• Wegener, Christoph & Kruse-Becher, Robinson & Klein, Tony, 2024. "EU ETS Market Expectations and Rational Bubbles," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302359, Verein für Socialpolitik / German Economic Association.
• Barth, Andreas & Mansouri, Sasan & Wöbbeking, Fabian, 2024. "Information flow and market efficiency -- unintended side effects of the Plain Writing Act," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302384, Verein für Socialpolitik / German Economic Association.
• Corgnet, Brice & DeSantis, Mark & Siemroth, Christoph, 2023. "Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach," Economics Discussion Papers 36273, University of Essex, Department of Economics.
  • Corgnet, Brice & DeSantis, Mark & Siemroth, Christoph, 2024. "Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302411, Verein für Socialpolitik / German Economic Association.
  • Brice Corgnet & Mark DeSantis & Christoph Siemroth, 2023. "Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach," Working Papers 2313, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(4), pages 629-645, May.
  • Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Post-Print hal-04643053, HAL.
• Gustavo Iamin, 2024. "Are crypto-investors overconfident? The role of risk propensity and demographics. Evidence from Brazil and Portugal," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 26(1), pages 147-173, November.
• Imen Ghadhab & Hamza Nizar, 2024. "Why do firms list their shares in the US? The role of political uncertainty," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(5), pages 751-773, July.
• Rosemond Desir & Patricia A. Ryan & Lumina Albert, 2024. "The value of a ‘just’ firm," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 23(4), pages 449-466, April.
• Júlio Lobão & Luís Pacheco & Daniel Carvalho, 2024. "Exploring the Nordic numbers: an analysis of price clustering in Scandinavian stocks," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(6), pages 1012-1028, July.
• Tarek Chebbi & Hazem Migdady & Waleed Hmedat & Maha Shehadeh, 2024. "Another look at the price clustering behavior: evidence from the Muscat stock exchange," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(5), pages 773-791, March.
• Valeriy Zakamulin, 2024. "Stock price overreaction: evidence from bull and bear markets," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(6), pages 998-1011, July.
• Alain Wouassom, 2024. "Global reversal strategy: equilibrium of endogenous trading?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(6), pages 1087-1113, August.
• George Li & Ming Li & Shuming Liu, 2024. "Capital structure and momentum strategies," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(1), pages 28-45, January.
• Luca Pedini & Sabrina Severini, 2024. "Are there other fish in the sea? Exploring the hedge, diversifier and safe-haven features of ESG investments," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 42(1), pages 1-30, February.
• Hojjat Ansari & Moslem Peymany, 2024. "Herding behaviour in the cryptocurrency market: the role of uncertainty and return of classical financial markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 42(2), pages 274-288, September.
• Maria Inês Sá & Paulo Leite & Maria Carmo Correia, 2024. "Can mutual fund characteristics predict future performance? Evidence from Portugal," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(5), pages 1106-1118, March.
• Václav Brož, 2024. "Regulation by enforcement: the impact of Securities and Exchange Commission enforcement actions on crypto valuation," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 42(3), pages 489-509, November.
• Seyed Mehdian & Ștefan Cristian Gherghina & Ovidiu Stoica, 2024. "The reaction of top cryptocurrencies to lawsuit against Binance: an intraday event study," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 42(3), pages 449-467, November.
• Subhamitra Patra & Gourishankar S. Hiremath, 2024. "Is there a time-varying nexus between stock market liquidity and informational efficiency? – A cross-regional evidence," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(4), pages 796-844, May.
• Susana Calao & José I. Jarne & David Wroblewski, 2024. "Earnings Forecasts Accuracy: International Evidence of the Impact of the Covid-19 Pandemic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(4), pages 473-499, October.
• Josef Bajzik, 2023. "Does Shareholder Activism Have a Long-Lasting Impact on Company Value? A Meta-Analysis," Working Papers 2023/10, Czech National Bank, Research and Statistics Department.
  • Josef Bajzik, 2024. "Does Shareholder Activism Have a Long-Lasting Impact on Company Value? A Meta-Analysis," Working Papers IES 2024/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2024.
• Bathusi Gabanatlhong, 2024. "Stock Market Reaction to Increased Transparency: An Analysis of Country-By-Country Reporting in Developing Countries," Working Papers IES 2024/37, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2024.
• Lukas Petrasek & Jiri Kukacka, 2024. "US Equity Announcement Risk Premia," Working Papers IES 2024/38, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2024.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2024. "Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2024(5), pages 1-10, August.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2024. "The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF," Journal of Monetary Economics, Elsevier, vol. 146(C).
  • Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2020. "The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," CEPR Discussion Papers 15258, C.E.P.R. Discussion Papers.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2024. "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," Working Papers 24-2, Federal Reserve Bank of Boston.
  • Simon Gilchrist & Bin Wei & Vivian Z Yue & Egon Zakrajšek, 2021. "The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF," BIS Working Papers 963, Bank for International Settlements.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020. "The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," NBER Working Papers 27809, National Bureau of Economic Research, Inc.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020. "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," FRB Atlanta Working Paper 2020-18, Federal Reserve Bank of Atlanta.
• Lora Dufresne & Mark M. Spiegel, 2024. "Persistent Effects of the Paycheck Protection Program and the PPPLF on Small Business Lending," Working Paper Series 2024-26, Federal Reserve Bank of San Francisco.
• Michael Bauer & Daniel Huber & Eric Offner & Marlene Renkel & Ole Wilms & Michael D. Bauer, 2024. "Corporate Green Pledges," CESifo Working Paper Series 11507, CESifo.
  • Michael D. Bauer & Daniel Huber & Eric Offner & Marlene Renkel & Ole Wilms, 2024. "Corporate Green Pledges," Working Paper Series 2024-36, Federal Reserve Bank of San Francisco.
  • Bauer, Michael & Huber, Daniel & Offner, Eric & Renkel, Marlene & Wilms, Ole, 2024. "Corporate green pledges," IMFS Working Paper Series 214, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Bauer, Michael D. & Offner, Eric A. & Rudebusch, Glenn D., 2024. "Green stocks and monetary policy shocks: Evidence from Europe," IMFS Working Paper Series 215, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Michael D. Bauer & Eric Offner & Glenn D. Rudebusch, 2024. "Green Stocks and Monetary Policy Shocks: Evidence from Europe," Working Paper Series 2024-38, Federal Reserve Bank of San Francisco.
  • Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch, 2024. "Green Stocks and Monetary Policy Shocks: Evidence from Europe," CESifo Working Paper Series 11552, CESifo.
• Nathan Foley-Fisher & Gary B. Gorton & Stéphane Verani, 2023. "The Informational Centrality of Banks," NBER Working Papers 32007, National Bureau of Economic Research, Inc.
  • Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2024. "The Informational Centrality of Banks," Finance and Economics Discussion Series 2024-006, Board of Governors of the Federal Reserve System (U.S.).
• Olesya V. Grishchenko & Laura Wilcox, 2024. "Tale About Inflation Tails," Finance and Economics Discussion Series 2024-028, Board of Governors of the Federal Reserve System (U.S.).
• Benjamin Gardner & Yesol Huh, 2024. "Information Friction in OTC Interdealer Markets," Finance and Economics Discussion Series 2024-040, Board of Governors of the Federal Reserve System (U.S.).
• Ryuichiro Izumi & Antonis Kotidis & Paul E. Soto, 2024. "Trademarks in Banking," Wesleyan Economics Working Papers 2024-004, Wesleyan University, Department of Economics.
  • Ryuichiro Izumi & Antonis Kotidis & Paul E. Soto, 2024. "Trademarks in Banking," Finance and Economics Discussion Series 2024-044, Board of Governors of the Federal Reserve System (U.S.).
• Antonio Gil de Rubio Cruz & Steven A. Sharpe, 2024. "Predicting Analysts’ S&P 500 Earnings Forecast Errors and Stock Market Returns using Macroeconomic Data and Nowcasts," Finance and Economics Discussion Series 2024-049, Board of Governors of the Federal Reserve System (U.S.).
• Xing Huang & Philippe Jorion & Jeongmin Lee & Christopher Schwarz, 2024. "Who is Minding the Store? Order Routing and Competition in Retail Trade Execution," Finance and Economics Discussion Series 2024-080, Board of Governors of the Federal Reserve System (U.S.).
• Daniel Barth & Phillip J. Monin & Emil N. Siriwardane & Adi Sunderam, 2024. "Hidden Risk," Finance and Economics Discussion Series 2024-098, Board of Governors of the Federal Reserve System (U.S.).
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• Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024. "Finance Without Exotic Risk," NBER Working Papers 33004, National Bureau of Economic Research, Inc.
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• Tanushree Sharma & Puja Sharma & Simon Grima, 2024. "A Study of Market Efficiency and Volatility of Jeera Future Trading," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 796-809, December.
• Riccardo Boffo & Hugh Miller & Gabriel Santos Carneiro & Gürcan Zeren Gülersoy, 2024. "Assessing nature-related risks in the Hungarian financial system: Charting the impact of nature's financial echo," OECD Environment Working Papers 243, OECD Publishing.
• Klas Wetterberg & Jane Ellis & Lambert Schneider, 2024. "The interplay between voluntary and compliance carbon markets: Implications for environmental integrity," OECD Environment Working Papers 244, OECD Publishing.
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• Nicoleta Barbuta-Misu & Teodor Hada & Iulia Cristina Iuga & Dorin Wainberg, 2024. "Covid-19 Shock: The Short-Term Impact On The European And American Financial Markets," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 9(2), pages 9-27, September.
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• Francesco Audrino & Jonathan Chassot & Chen Huang & Michael Knaus & Michael Lechner & Juan-Pablo Ortega, 2024. "How Does Post-Earnings Announcement Sentiment Affect Firms’ Dynamics? New Evidence from Causal Machine Learning," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 575-604.
• Rustam Ibragimov & Rasmus Søndergaard Pedersen & Anton Skrobotov, 2024. "New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence†," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 1075-1097.
• Yanlin Shi, 2024. "A Tale of Two Tails: A New Unique Information Share Measure Based on Copulas," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 1170-1208.
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• Pedro Venturi & Alex Ferreira & Arie Gozluklu & Yujing Gong, 2024. "Exchange rates and binary political events," Oxford Economic Papers, Oxford University Press, vol. 76(3), pages 797-822.
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• Yang Liu & Guofu Zhou & Yingzi Zhu, 2024. "Trend Factor in China: The Role of Large Individual Trading," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 348-380.
• Amy K Edwards & Adam V Reed & Pedro A C Saffi, 2024. "A Survey of Short-Selling Regulations," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(4), pages 613-639.
• Paolo Pasquariello, 2024. "Agency Costs and Strategic Speculation in the U.S. Stock Market," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 13(1), pages 147-190.
• Ester Faia & Vincenzo Pezone, 2024. "The Cost of Wage Rigidity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 301-339.
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• Jack Favilukis & Terry Zhang, 2024. "Why momentum concentrates among overvalued stocks?," Review of Finance, European Finance Association, vol. 28(2), pages 389-412.
• Benedikt Franke & Allen H Huang & Reeyarn Z Li & Hui Wang, 2024. "Securities law precedents, legal liability, and financial reporting quality," Review of Finance, European Finance Association, vol. 28(2), pages 413-445.
• Nikolaus Hautsch & Christoph Scheu & Stefan Voigt, 2024. "Building trust takes time: limits to arbitrage for blockchain-based assets," Review of Finance, European Finance Association, vol. 28(4), pages 1345-1381.
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• Dong Yan, 2024. "Do private firms (mis)learn from the stock market?," Review of Finance, European Finance Association, vol. 28(5), pages 1483-1511.
• Darius Palia & Stanislav Sokolinski, 2024. "Strategic borrowing from passive investors," Review of Finance, European Finance Association, vol. 28(5), pages 1537-1573.
• Jeffery (Jinfan) Chang & Shijie Yang & Bohui Zhang, 2024. "Does express delivery run ahead of stock price?," Review of Finance, European Finance Association, vol. 28(5), pages 1687-1724.
• Craig W Holden & Jayoung Nam, 2024. "Market accessibility, bond ETFs, and liquidity," Review of Finance, European Finance Association, vol. 28(5), pages 1725-1758.
• Brent Kitchens & Robert Parham & Chris Yung, 2024. "Is news really news? The effects of selective disclosure regulations," Review of Finance, European Finance Association, vol. 28(6), pages 1991-2015.
• Gjergji Cici & Pei (Alex) Zhang, 2024. "On the valuation skills of corporate bond mutual funds," Review of Finance, European Finance Association, vol. 28(6), pages 2017-2049.
• Marta Khomyn & Tālis Putniņs̆Stockholm & Marius Zoican, 2024. "The Value of ETF Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 37(10), pages 3092-3148.
• Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024. "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3490-3557.
• Sean Flynn & Andra Ghent & Alexei Tchistyi, 2024. "The Imitation Game: The Imitation Game: How Encouraging Renegotiation Makes Good Borrowers Bad," The Review of Financial Studies, Society for Financial Studies, vol. 37(12), pages 3648-3709.
• Daniel G Garrett, 2024. "Conflicts of Interest in Municipal Bond Advising and Underwriting," The Review of Financial Studies, Society for Financial Studies, vol. 37(12), pages 3835-3876.
• Atul Gupta & Sabrina T Howell & Constantine Yannelis & Abhinav Gupta, 2024. "Owner Incentives and Performance in Healthcare: Private Equity Investment in Nursing Homes," The Review of Financial Studies, Society for Financial Studies, vol. 37(4), pages 1029-1077.
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• Ian Appel & Vyacheslav Fos, 2024. "Short Campaigns by Hedge Funds," The Review of Financial Studies, Society for Financial Studies, vol. 37(5), pages 1460-1493.
• Justin Birru & Sinan Gokkaya & Xi Liu & René Stulz, 2024. "Are Analyst “Top Picks” Informative?," The Review of Financial Studies, Society for Financial Studies, vol. 37(5), pages 1538-1583.
• Jesse Davis & Naveen Gondhi, 2024. "Learning in Financial Markets: Implications for Debt-Equity Conflicts," The Review of Financial Studies, Society for Financial Studies, vol. 37(5), pages 1584-1639.
• Ricardo De la & Sean Myers, 2024. "Which Subjective Expectations Explain Asset Prices?," The Review of Financial Studies, Society for Financial Studies, vol. 37(6), pages 1929-1978.
• Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024. "Size Discount and Size Penalty: Trading Costs in Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
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• Francesco Bianchi & Roberto Gómez-Cram & Howard Kung, 2024. "Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2244-2272.
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• Munhee Han & Sanghyun (Hugh) Kim & Vikram K Nanda, 2024. "Institutional Brokerage Networks: Facilitating Liquidity Provision," The Review of Financial Studies, Society for Financial Studies, vol. 37(9), pages 2903-2935.
• Adela Bara & Simona-Vasilica Oprea, 2024. "Optimizing Energy Storage Systems. A Dynamic Framework For Capacity Allocation And profit Maximization In Electricity Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 130-139, December.
• Marius Cristian Milos, 2024. "The Impact of Sports Event Outcomes on Stock Market Returns: An Event Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 585-590, December.
• Vismaya Gangadharan & Lakshmi Padmakumari, 2024. "Fogging the firm performance: an empirical examination of the annual report readability in India," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 21(2), pages 211-226, June.
• Sandro Brunelli & Francesco Venuti & Thomas Niederkofler & Camilla Falivena, 2024. "Financial distress, auditors’ going concern modification (GCM) and investors’ reaction in a concentrated ownership environment: new evidence from the Italian stock market," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 21(2), pages 313-339, June.
• Petr Jakubik & Saida Teleu, 2024. "Do insurance stress tests matter? Evidence from the EU-wide insurance stress tests," Risk Management, Palgrave Macmillan, vol. 26(3), pages 1-27, September.
• Gianluca P. M. Virgilio & Manuel Ernesto Paz López, 2024. "Revisiting noise—Fischer Black’s noise at the time of high-frequency trading," Risk Management, Palgrave Macmillan, vol. 26(4), pages 1-22, December.
• Lakatos, Artur Lóránd & Botos, Ákos, 2024. "Stock market decision-making in the light of prospect theory," Public Finance Quarterly, Corvinus University of Budapest, vol. 70(2), pages 63-89.
• Susanta, Datta, 2024. "An Empirical Assessment of India’s Position in Global Sustainable Bond Market," MPRA Paper 119925, University Library of Munich, Germany.
• Yuan, Mingqing, 2024. "Beyond green bonds: Stock market reactions to ESG bond announcements and issuances in Japan," MPRA Paper 120943, University Library of Munich, Germany.
• Amuah, Donald & Amadi, Chibuzo & Telford, Brian, 2024. "Assessing the impact of regulatory reforms on the market value of retail banks in the UK, employing an event study methodology," MPRA Paper 121191, University Library of Munich, Germany.
• Hegarty, Tadgh & Whelan, Karl, 2024. "Comparing Two Methods for Testing the Efficiency of Sports Betting Markets," MPRA Paper 121382, University Library of Munich, Germany.
• Massimo Arnone & Angelo Leogrande & Alberto Costantiello & Lucio Laureti, 2024. "Banking Stability in the ESG Framework Across Italian Regions," Working Papers hal-04647121, HAL.
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• Broere, Mark & Christmann, Robin, 2024. "Signaling and Fraud when Crowdfunding Campaigns Compete for Pledges," MPRA Paper 121784, University Library of Munich, Germany.
• Banerjee, Rhythm, 2024. "Shifting Tides: the Effect of Institutional Divestments on the Global Market," MPRA Paper 121922, University Library of Munich, Germany, revised 11 Apr 2024.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2024. "Social Capital and Stock Price Crash Risk: Cross-Country Evidence," MPRA Paper 122896, University Library of Munich, Germany.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2024. "Heroes or Villains? Culturally endorsed charismatic leadership style and stock price crash risk," MPRA Paper 122898, University Library of Munich, Germany.
• Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024. "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper 122899, University Library of Munich, Germany.
• Hong, Jifeng & Kazakis, Pantelis & Strieborny, Martin, 2024. "Green Bond Issuance by Firms, External Monitoring, and Probability of Default: An Empirical Research Based on Green Policies," MPRA Paper 123049, University Library of Munich, Germany.
• Tsatchoua Tchakouadeu, Jacques & Bouwawé, Duclo & Awoutcha Tchieuzing, Romuald Fernand, 2024. "Les technologies de l’information et de la communication (TIC) améliorent-elles le développement financier en Afrique Subsaharienne ? [Are information and communication technologies (ICTs) improvin," MPRA Paper 123448, University Library of Munich, Germany, revised 23 Jan 2025.
• Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
• Xolani Sibande & Vassilios Babalos & Riza Demirer & Rangan Gupta, 2024. "Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data," Working Papers 202447, University of Pretoria, Department of Economics.
• Pavel Jankulár, 2024. "Risk-return Portfolio Level Trade-off for Czech Banks," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(2), pages 187-219.
• Kryštof Tichý & Pavlína Petrová, 2024. "The Level of Awareness of Non-fungible Tokens as an Investment Tool in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(3), pages 319-335.
• Ecem Demirhan & Ekin Tokat & Hakki Arda Tokat, 2024. "Assessing the Impact of Terrorist Attacks on Sovereign Risk Perception: Evidence from Turkey's CDS Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(5), pages 645-661.
• Arife Özdemir Höl, 2024. "Long Memory in Clean Energy Exchange Traded Funds," Politická ekonomie, Prague University of Economics and Business, vol. 2024(3), pages 478-500.
• Andrea Arbula Blecich, 2024. "The performance of Croatian hotel companies – DEA window and Malmquist productivity index approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 42(1), pages 9-38.
• Petar-Pierre Matek & Maša Galiæ, 2024. "The impact of designated market-makers on liquidity in frontier markets: Evidence from Zagreb and Ljubljana Stock Exchanges," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 42(1), pages 95-121.
• Sara Biadetti & Lorenzo Carbonari & Filippo Maurici, 2024. "Labor, Ambiguity, and Stability," Working Paper series 24-18, Rimini Centre for Economic Analysis.
• Sara Biadetti & Lorenzo Carbonari & Filippo Maurici, 2024. "Faraway, So Close: Business Cycle Effect of Long-Run Ambiguity," Working Paper series 24-20, Rimini Centre for Economic Analysis.
• Guo, Xiaomin & Dong, Huijian & Patterson, Gary A., 2024. "Equity Returns Around Extreme Loss: A Stochastic Event Approach," American Business Review, Pompea College of Business, University of New Haven, vol. 27(1), pages 207-220, May.
• Saurav, Sumit & Agarwalla, Sobhesh Kumar & Varma, Jayanth R., 2024. "Asymmetric Uncertainty Around Earnings Announcements: Evidence from Options Markets," American Business Review, Pompea College of Business, University of New Haven, vol. 27(2), pages 459-487, November.
• Desai, Vinit, 2024. "Shifting Under Pressure: Timing Practices within Regulatory Information Disclosure Programs," American Business Review, Pompea College of Business, University of New Haven, vol. 27(2), pages 525-548, November.
• Dionne, Georges & Fenou, Akouété & Mnasri, Mohamed, 2024. "Insurers’ M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor," Working Papers 24-2, HEC Montreal, Canada Research Chair in Risk Management, revised 16 Jul 2024.
• Dionne, Georges & Zhou, Xiaozhou, 2024. "High price impact trades identication and its implication for volatility and price efficiency," Working Papers 24-3, HEC Montreal, Canada Research Chair in Risk Management.
• Heo, Ye Jin, 2024. "Capital Flows to Emerging Markets: The Role of Information Transparency," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 39(4), pages 811-830.
• Muhammad Ateeq ur REHMAN & Masood AHMAD & Furman ALI & Habib AHMAD, 2024. "Expose the Hidden : Investor Sentiment and Anomaly Strategies in Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 63-81, December.
• James Brugler & Minsoo Kim & Zhuo Zhong, 2024. "Liquidity shocks and pension fund performance: Evidence from early access," Australian Journal of Management, Australian School of Business, vol. 49(2), pages 170-191, May.
• Jianguo Chen & David Smith, 2024. "Disclosure policy choice, stock returns and information asymmetry: Evidence from capital expenditure announcements," Australian Journal of Management, Australian School of Business, vol. 49(2), pages 192-213, May.
• Haiyan Jiang & Jing Jia & Larelle (Ellie) Chapple, 2024. "Enterprise risk management and investment efficiency: Australian evidence from risk management committees," Australian Journal of Management, Australian School of Business, vol. 49(3), pages 366-402, August.
• Aditya Banerjee & Sayantan Kundu, 2024. "Does Public Sentiment Impact Stock Price Movements? Evidence from India," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(1), pages 108-134, March.
• Ajit Dayanandan & Han Donker & Sudershan Kuntluru, 2024. "IFRS and ESG Disclosure in Indian Corporate Sector," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(2), pages 143-169, June.
• Jo-Yu Wang & Chih-Hsuan Chang & Juo-Lien Wang, 2024. "Do Prior Financial Events to Share Repurchase Announcements Matter?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(2), pages 197-226, June.
• Sugandh Ahuja & Shveta Singh & Surendra Singh Yadav, 2024. "Informativeness of Announcement Returns in Cross-border Acquisition Completion: A Perspective from Emerging Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(4), pages 424-449, December.
• David Winkelmann & Marius Ötting & Christian Deutscher & Tomasz Makarewicz, 2024. "Are Betting Markets Inefficient? Evidence From Simulations and Real Data," Journal of Sports Economics, , vol. 25(1), pages 54-97, January.
• Haining Chen & Prince Asare Vitenu-Sackey & Isaac Akpemah Bathuure, 2024. "Uncertainty Measures and Business Cycles: Evidence From the US," SAGE Open, , vol. 14(2), pages 21582440241, April.
• Ata Ozkaya & Omer Altun, 2024. "Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey," SAGE Open, , vol. 14(2), pages 21582440241, April.
• Khoa Dang Duong & Ngoc Thi Thanh Nguyen & Nga Thu Thi Do & Hoa Thanh Phan Le, 2024. "Limit to Arbitrage and Distress Risk Puzzle in Vietnam: Does Corporate Bankruptcy Regulation Matter?," SAGE Open, , vol. 14(2), pages 21582440241, May.
• Ronald Nhleko & Daniel Schutte, 2024. "A Panel Analysis of the Impact of EBITDA, Equity Book Values, Growth, Risk and Negative Earnings on Share Price Variations," SAGE Open, , vol. 14(3), pages 21582440241, August.
• Jessica Gentner, 2024. "The role of hedge funds in the Swiss franc foreign exchange market," Working Papers 2024-05, Swiss National Bank.
• Andrey Shternshis & Piero Mazzarisi, 2024. "Variance of entropy for testing time-varying regimes with an application to meme stocks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(1), pages 215-258, June.
• Ewelina Osowska & Piotr Wójcik, 2024. "Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements," Digital Finance, Springer, vol. 6(1), pages 145-175, March.
• Philippe Bergault & Louis Bertucci & David Bouba & Olivier Guéant, 2024. "Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions," Digital Finance, Springer, vol. 6(2), pages 225-247, June.
  • Philippe Bergault & Louis Bertucci & David Bouba & Olivier Guéant, 2023. "Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions," Working Papers hal-03941578, HAL.
  • Philippe Bergault & Louis Bertucci & David Bouba & Olivier Guéant, 2023. "Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions," Post-Print hal-04590275, HAL.
• Marc-Aurèle Divernois & Damir Filipović, 2024. "StockTwits classified sentiment and stock returns," Digital Finance, Springer, vol. 6(2), pages 249-281, June.
• Nils Bundi & Ching-Lin Wei & Khaldoun Khashanah, 2024. "Optimal trade execution in cryptocurrency markets," Digital Finance, Springer, vol. 6(2), pages 283-318, June.
• Fakhrul Hasan & Manaf Al-Okaily & Tonmoy Choudhury & Umar Kayani, 2024. "A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data," Electronic Commerce Research, Springer, vol. 24(1), pages 629-654, March.
• Erdong Chen & Mengzhong Ma & Zixin Nie, 2024. "Perpetual future contracts in centralized and decentralized exchanges: Mechanism and traders’ behavior," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-36, December.
• Timo Rogalski & Dirk Schiereck, 2024. "When is blockchain worth it? Value and risk drivers of corporate blockchain announcements," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-24, December.
• Tchai Tavor, 2024. "Assessing the financial impacts of significant wildfires on US capital markets: sectoral analysis," Empirical Economics, Springer, vol. 67(3), pages 1115-1148, September.
• Niccolò Comerio & Fausto Pacicco & Massimiliano Serati, 2024. "“Fly down”: the impact of new accounting standards on the airline industry risk assessment," Empirical Economics, Springer, vol. 67(5), pages 2109-2133, November.
• Shu Hu & Chen Zhang & Yuanpu Ji & Chao Zhang, 2024. "Does environmental information disclosure tone affect corporate green innovation in China? Based on the institutional perspective," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(5), pages 12239-12282, May.
• Walid Mensi & Anoop S. Kumar & Hee-Un Ko & Sang Hoon Kang, 2024. "Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 507-538, June.
• Janusz Kudła & Barbara Gajus, 2024. "The impact of the European Insider Trading and Market Manipulation Regulation on the volatility and abnormal returns of the stock market in Poland," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 255-273, June.
• Naseem Al Rahahleh & Ahmed Al Qurashi, 2024. "The impact of COVID-19 on Ethereum returns and Ethereum market efficiency," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 729-755, September.
• Tchai Tavor, 2024. "Analyzing the influence of Airbnb announcements in the Asia Pacific Region: a sectoral perspective on travel, tourism, and real estate," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 873-905, December.
• Leonard Grebe & Dirk Schiereck, 2024. "Day-of-the-week effect: a meta-analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 1057-1094, December.
• Boglarka Bianka Kovacs & Gábor Neszveda & Eszter Baranyai & Adam Zaremba, 2024. "ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 755-777, September.
• Khaled Mokni & Ghassen El Montasser & Ahdi Noomen Ajmi & Elie Bouri, 2024. "On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-25, December.
• Asil Azimli, 2024. "Time-varying spillovers in high-order moments among cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-39, December.
• Pengcheng Zhang & Kunpeng Xu & Jian Huang & Jiayin Qi, 2024. "Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-36, December.
• Shubham Kakran & Nishant Sapra & Ashish Kumar & Arpit Sidhu, 2024. "Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners: evidence from Sri Lankan crisis," Future Business Journal, Springer, vol. 10(1), pages 1-15, December.
• Recep Ali Küçükçolak & Necla İlter Küçükçolak & Sami Küçükoğlu, 2024. "The impact of the Russia–Ukraine crisis on oil and gas shares: an event study approach," International Journal of Economic Policy Studies, Springer, vol. 18(1), pages 325-340, February.
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• Hoque, Ariful & Le, Thi & Hasan, Morshadul & Abedin, Mohammad Zoynul, 2024. "Does market efficiency matter for Shanghai 50 ETF index options?," Research in International Business and Finance, Elsevier, vol. 67(PB).
• Wang, Haijun & Jiao, Shuaipeng & Sun, Guanglin, 2024. "Investor interaction and the valuation of listed companies," Research in International Business and Finance, Elsevier, vol. 67(PB).
• Nekhili, Ramzi & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Dynamic spillover and connectedness in higher moments of European stock sector markets," Research in International Business and Finance, Elsevier, vol. 68(C).
• Onorato, Grazia & Pampurini, Francesca & Quaranta, Anna Grazia, 2024. "Lending activity efficiency. A comparison between fintech firms and the banking sector," Research in International Business and Finance, Elsevier, vol. 68(C).
• De Vincentiis, Paola, 2024. "ESG news, stock volatility and tactical disclosure," Research in International Business and Finance, Elsevier, vol. 68(C).
• Foglia, Matteo & Maci, Giampiero & Pacelli, Vincenzo, 2024. "FinTech and fan tokens: Understanding the risks spillover of digital asset investment," Research in International Business and Finance, Elsevier, vol. 68(C).
• Hu, Yang & Lang, Chunlin & Corbet, Shaen & Wang, Junchuan, 2024. "The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector," Research in International Business and Finance, Elsevier, vol. 68(C).
• Zhou, Bole & Ma, Lili & Yang, Shenghao, 2024. "Catering behaviors in corporate digitization disclosures: Identification and analyst forecast accuracy loss," Research in International Business and Finance, Elsevier, vol. 68(C).
• Yousaf, Imran & Arfaoui, Nadia & Gubareva, Mariya, 2024. "Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases," Research in International Business and Finance, Elsevier, vol. 69(C).
• Li, Hong-Quan & Yang, Yang & Xue, Feng-Wan & Liu, Zhi-Yi, 2024. "Annual report readability and trade credit financing: Evidence from China," Research in International Business and Finance, Elsevier, vol. 69(C).
• Huang, Li & Liu, Jinsong & Shi, Jing & Ying, Qianwei, 2024. "Retail investors matter: The value of corporate interactions," Research in International Business and Finance, Elsevier, vol. 69(C).
• Simion, Giorgia & Rigoni, Ugo & Cavezzali, Elisa & Veller, Andrea, 2024. "Basel liquidity regulation and credit risk market perception: Evidence from large European banks," Research in International Business and Finance, Elsevier, vol. 69(C).
• Kim, Jong-Hoon & Fujiyama, Keishi & Koga, Yuya, 2024. "The effect of voluntary international financial reporting standards adoption on information asymmetry in the stock market: Evidence from Japan," Research in International Business and Finance, Elsevier, vol. 69(C).
• Gao, Haoyu & Ouyang, Yiling & Wang, Yaxin, 2024. "Corporate bond defaults and spillover effects on bank risk: Evidence from city commercial banks in China," Research in International Business and Finance, Elsevier, vol. 69(C).
• del Río, Cristina & Ferrer, Elena & López-Arceiz, Francisco J., 2024. "Analyst optimism and market sentiment: Evidence from European corporate sustainability reporters," Research in International Business and Finance, Elsevier, vol. 69(C).
• Aharon, David Y. & Alon, Ilan & Vakhromov, Oleg, 2024. "Metaverse tokens or metaverse stocks – Who’s the boss?," Research in International Business and Finance, Elsevier, vol. 69(C).
• Ma, Yao & Yang, Baochen & Ye, Tao, 2024. "Quality acceleration and cross-sectional returns: Empirical evidence," Research in International Business and Finance, Elsevier, vol. 69(C).
• Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Tiwari, Aviral Kumar & Wali Ullah, G M, 2024. "Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets," Research in International Business and Finance, Elsevier, vol. 69(C).
• Cheng, Xiao & Huang, Ying Sophie & Wang, Tao, 2024. "Global de-diversification and stock returns," Research in International Business and Finance, Elsevier, vol. 69(C).
• Ouyang, Zisheng & Zhou, Xuewei & Lu, Min & Liu, Ke, 2024. "Imported financial risk in global stock markets: Evidence from the interconnected network," Research in International Business and Finance, Elsevier, vol. 69(C).
• Mensi, Walid & Ahmadian-Yazdi, Farzaneh & Al-Kharusi, Sami & Roudari, Soheil & Kang, Sang Hoon, 2024. "Extreme Connectedness Across Chinese Stock and Commodity Futures Markets," Research in International Business and Finance, Elsevier, vol. 70(PA).
• Shafiullah, Muhammad & Senthilkumar, Arunachalam & Lucey, Brian M. & Naeem, Muhammad Abubakr, 2024. "Deciphering asymmetric spillovers in US industries: Insights from higher-order moments," Research in International Business and Finance, Elsevier, vol. 70(PA).
• Patel, Harihar & Guidi, Francesco, 2024. "The effect of the 2008–09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery," Research in International Business and Finance, Elsevier, vol. 70(PA).
• Saggu, Aman & Ante, Lennart & Demir, Ender, 2024. "Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup," Research in International Business and Finance, Elsevier, vol. 70(PA).
  • Aman Saggu & Lennart Ante & Ender Demir, 2024. "Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup," Papers 2403.15810, arXiv.org.
• Ho, Tuan Q. & Nguyen, Y. & Tran, Hieu, 2024. "The impact of insider ownership and institutional ownership on post-earnings-announcement-drift: Evidence from Vietnam," Research in International Business and Finance, Elsevier, vol. 70(PB).
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2024. "Evaluating asset pricing anomalies: Evidence from Latin America," Research in International Business and Finance, Elsevier, vol. 70(PB).
• Yang, Jinyu & Xia, Guoen & Dong, Dayong, 2024. "Placebo in the random walk of stock price: Momentum effect of corporate site visits," Research in International Business and Finance, Elsevier, vol. 70(PB).
• Younis, Ijaz & Gupta, Himani & Du, Anna Min & Shah, Waheed Ullah & Hanif, Waqas, 2024. "Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis," Research in International Business and Finance, Elsevier, vol. 70(PB).
• Huo, Di & Huang, Wei & Huang, Yuting & Ke, Youlin & Shen, Zhe, 2024. "Stock exchange comment letters and MD&A tone management," Research in International Business and Finance, Elsevier, vol. 70(PB).
• Chen, Yugang & Lu, Jihua & Ma, Weidong & Kumar, Satish & Shahab, Yasir, 2024. "Dispersion in news sentiment and M&As outcomes," Research in International Business and Finance, Elsevier, vol. 71(C).
• Luo, Yan & Ren, Haohan & Yang, Hao, 2024. "Price limits, informed trading, and information consumption," Research in International Business and Finance, Elsevier, vol. 71(C).
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2024. "Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets," Research in International Business and Finance, Elsevier, vol. 71(C).
• Zhuo, Qianru & Lin, Yuanfeng & Qiu, Yajie & Shen, Zhe & Wang, Zhiqiang, 2024. "Employment protection and stock price crash risk: Evidence from China’s introduction of the labor contract law," Research in International Business and Finance, Elsevier, vol. 71(C).
• Liang, Haoye & Sun, Yanqi & Xu, Cheng & Xiong, Wanfang & Cai, Wei, 2024. "Unleashing stock volatility and its implications for stock crash risk: Evidence from China’s price limit policies," Research in International Business and Finance, Elsevier, vol. 71(C).
• Banerjee, Ameet Kumar & Pradhan, H.K. & Akhtaruzzaman, Md & Sensoy, Ahmet & Dann, Susan, 2024. "Anatomy of sovereign yield behaviour using textual news," Research in International Business and Finance, Elsevier, vol. 71(C).
• Ahmed, Mohamed Shaker & El-Masry, Ahmed A. & Al-Maghyereh, Aktham I. & Kumar, Satish, 2024. "Cryptocurrency volatility: A review, synthesis, and research agenda," Research in International Business and Finance, Elsevier, vol. 71(C).
• Wang, Jingya & Taylor, Alex P., 2024. "Predicting consumption-wealth ratio changes and stock market returns," Research in International Business and Finance, Elsevier, vol. 71(C).
• Yuan, Li & Tao, Jing & Li, Haitong & Dai, Pengyi, 2024. "Narrative innovation disclosure and stock price crash risk: Evidence from Chinese listed firms," Research in International Business and Finance, Elsevier, vol. 71(C).
• Wu, Yanran & Wu, Shan & Xu, Fujia & Jiang, Jie, 2024. "Wisdom of crowds or awkward squad? Social interaction and the information efficiency of the Chinese capital market," Research in International Business and Finance, Elsevier, vol. 71(C).
• Guo, Xingfang & Wei, Tao & Wang, Aiping & Hu, Haifeng, 2024. "Corporate governance effects of digital finance: Evidence from corporate tax avoidance in China," Research in International Business and Finance, Elsevier, vol. 72(PA).
• Jacob-Leal, Sandrine & Hanaki, Nobuyuki, 2024. "Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 112(C).
• Almeida, José & Gaio, Cristina & Gonçalves, Tiago Cruz, 2024. "Crypto market relationships with bric countries' uncertainty – A wavelet-based approach," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
• Kayani, Umar & Ullah, Mirzat & Aysan, Ahmet Faruk & Nazir, Sidra & Frempong, Josephine, 2024. "Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
• Zant, Wouter, 2024. "Mobile phones and Mozambique farmers: Less asymmetric information and more trader competition?," World Development, Elsevier, vol. 180(C).
  • Wouter Zant, 2018. "Mobile Phones and Mozambique Farmers: Less Asymmetric Information and More Trader Competition?," Tinbergen Institute Discussion Papers 18-055/V, Tinbergen Institute, revised 27 Oct 2019.
• Alekseev, Oleg & Janda, Karel & Petit, Mathieu & Zilberman, David, 2024. "Return and volatility spillovers between the raw material and electric vehicles markets," Energy Economics, Elsevier, vol. 137(C).
  • Oleg Alekseev & Karel Janda & Mathieu Petit & David Zilberman, 2024. "Return and Volatility Spillovers between the Raw Material and Electric Vehicles Markets," CAMA Working Papers 2024-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Tobias Kruse & Myra Mohnen & Misato Sato, 2024. "Do Financial Markets Respond to Green Opportunities?," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 11(3), pages 549-576.
  • Kruse, Tobias & Mohnen, Myra & Sato, Misato, 2024. "Do financial markets respond to green opportunities?," LSE Research Online Documents on Economics 121969, London School of Economics and Political Science, LSE Library.
• Kogana, Shimon & Makarov, Igor & Niessnerc, Marina & Schoar, Antoinette, 2024. "Are cryptos different? Evidence from retail trading," LSE Research Online Documents on Economics 122266, London School of Economics and Political Science, LSE Library.
• Bloomfield, Matthew J. & Heinle, Mirko & Timmermans, Oscar, 2024. "Relative performance evaluation and strategic peer-harming disclosures," LSE Research Online Documents on Economics 122509, London School of Economics and Political Science, LSE Library.
• Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," Finance Research Letters, Elsevier, vol. 62(PB).
  • Kemal Kirtac & Guido Germano, 2024. "Sentiment trading with large language models," Papers 2412.19245, arXiv.org.
  • Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," LSE Research Online Documents on Economics 122592, London School of Economics and Political Science, LSE Library.
• Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2024. "High-frequency trading in the stock market and the costs of options market making," LSE Research Online Documents on Economics 124228, London School of Economics and Political Science, LSE Library.
• Charles, Constantin, 2025. "Memory moves markets," LSE Research Online Documents on Economics 125551, London School of Economics and Political Science, LSE Library.
• Bian, Jiangze & Da, Zhi & He, Zhiguo & Lou, Dong & Shue, Kelly & Zhou, Hao, 2024. "The drivers and implications of retail margin trading," LSE Research Online Documents on Economics 126110, London School of Economics and Political Science, LSE Library.
• Stiglitz, Joseph E., 2024. "Neoliberalismo, economía keynesiana y la respuesta a la inflación actual," El Trimestre Económico, Fondo de Cultura Económica, vol. 91(363), pages 707-749, julio-sep.
• Stiven Agusta & Fuad Rakhman & Jogiyanto Hartono Mustakini & Singgih Wijayana, 2024. "Enhancing the accuracy of stock return movement prediction in Indonesia through recent fundamental value incorporation in multilayer perceptron," Asian Journal of Accounting Research, Emerald Group Publishing Limited, vol. 9(4), pages 358-377, July.
• Adedeji David Ajadi, 2024. "An empirical evaluation of the performance of Nigerian pension fund managers," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 15(4), pages 620-635, April.
• Ahmed Wassal Elroukh, 2024. "The reaction of the Egyptian stock market to recurring devaluations: an event study approach," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 15(3), pages 519-533, February.
• Sinem Atici Ustalar & Selim Şanlisoy, 2024. "The Impact of Political Instability on Stock Markets in BRICS Countries and Türkiye," Contemporary Studies in Economic and Financial Analysis, in: Sustainability Development through Green Economics, volume 114, pages 269-288, Emerald Group Publishing Limited.
• Ashu Lamba & Anuj Aggarwal, 2024. "The Impact of Carbon Neutrality Pledges on Indian Companies’ Stock Performance," Contemporary Studies in Economic and Financial Analysis, in: Sustainable Development Goals: The Impact of Sustainability Measures on Wellbeing, volume 113, pages 195-207, Emerald Group Publishing Limited.
• Anuj Aggarwal & Sparsh Agarwal & Vedant Jaiswal & Poonam Sethi, 2024. "A Systematic Literature Review on Corporate Governance in India," Contemporary Studies in Economic and Financial Analysis, in: Sustainable Development Goals: The Impact of Sustainability Measures on Wellbeing, volume 113, pages 143-165, Emerald Group Publishing Limited.
• Nurhastuti Kesumo Wardhani & Robert Faff & Lewis Liu & Zairihan Abdul Halim, 2024. "Examining the Indonesian dual banking system: an exploration of market discipline indicators," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 21(2), pages 413-444, September.
• Brid Murphy & Li Sun & Meng (Vivian) Wang, 2024. "Employee treatment and annual report readability," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 20(5), pages 1398-1423, May.
• Jinglin Jiang & Weiwei Wang, 2024. "Nonfinancial 8-K disclosures and individual investors' trading during earnings announcement window," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 21(1), pages 218-249, August.
• Heng (Emily) Wang & Xiaoyang Zhu, 2024. "Can institutional investors influence media sentiment?," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 20(5), pages 1295-1319, April.
• Reza Hesarzadeh, 2024. "US sanctions, workforce dynamics, and corporate entrepreneurship: evidence from Iran," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 18(2), pages 422-440, December.
• Jamal Ali Al-Khasawneh & Heba Ali & Ahmed Hassanein, 2024. "How do stock markets react to dividend announcements during the COVID-19 pandemic? Evidence from the GCC markets," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 17(4), pages 746-769, July.
• Abdulrahman Alhassan & Lakshmi Kalyanaraman & Hanan Mohammed Alhussayen, 2024. "Oil market volatility and foreign ownership: the case of Saudi Arabia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 17(5), pages 991-1013, August.
• Nadia Shakira Nasr & Taufik Faturohman, 2024. "Does the Search Volume Index Associate with Stock Return in the Indonesian Capital Market?," International Symposia in Economic Theory and Econometrics, in: The Finance-Innovation Nexus: Implications for Socio-Economic Development, volume 34, pages 147-159, Emerald Group Publishing Limited.
• Xiaoyu Zheng & Wenzhen Li, 2024. "Government environmental attention and enterprise greenwashing behavior: evidence from China," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(5), pages 392-403, November.
• Hua Deng & Wendong Liu, 2024. "The underpricing and long-term performance of Chinese IPOs listed on the Hong Kong exchange," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(4), pages 322-333, September.
• Terry Harris, 2024. "Managers’ perception of product market competition and earnings management: a textual analysis of firms’ 10-K reports," Journal of Accounting Literature, Emerald Group Publishing Limited, vol. 47(3), pages 499-524, January.
• Amritkant Mishra & Ajit Kumar Dash, 2024. "Return volatility of Asian stock exchanges; a GARCH DCC analysis with reference of Bitcoin and global crude oil price movement," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, vol. 17(1), pages 29-48, May.
• Mostafa Saidur Rahim Khan, 2024. "Short-sale constraints and stock returns: a systematic review," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 8(1), pages 43-66, February.
• Hang Thu Nguyen & Hao Thi Nhu Nguyen, 2024. "Stock price crash risk, liquidity and institutional blockholders: evidence from Vietnam," Journal of Economics and Development, Emerald Group Publishing Limited, vol. 26(3), pages 174-188, February.
• Phuong Thi Ly Nguyen & Nha Thanh Huynh & Thanh Thanh Canh Huynh, 2024. "Foreign investment and the firm performance in emerging securities market: evidence from Vietnam," Journal of Economics and Development, Emerald Group Publishing Limited, vol. 26(2), pages 82-102, February.
• Daniel Werner Lima Souza de Almeida & Tabajara Pimenta Júnior & Luiz Eduardo Gaio & Fabiano Guasti Lima, 2024. "Stock splits and reverse splits in the Brazilian capital market," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 29(58), pages 277-293, April.
• Laxmidhar Samal, 2024. "Competency and efficacy of energy futures: empirical investigation from emerging economy," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 52(3), pages 464-480, June.
• Emmanuel C. Mamatzakis & Lorenzo Neri & Antonella Russo, 2024. "Does remaining in Russia affect analysts’ sentiment?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 52(5), pages 859-871, August.
• James Dean & Joshua C. Hall, 2024. "On the long-run properties of income and stock prices: the stability of the “golden ratios”," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 16(3), pages 315-329, February.
• Václav Brož, 2024. "The impact of announcements of regulatory and law enforcement penalties on stock market valuation of US banks from 2000 to 2022," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 32(4), pages 479-500, May.
• Savva Shanaev & Efan Johnson & Mikhail Vasenin & Humnath Panta & Binam Ghimire, 2024. "When Bitcoin is high: cryptocurrency value, illicit markets and US marijuana bills," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 32(4), pages 501-515, June.
• Bojan Srbinoski & Klime Poposki & Vasko Bogdanovski, 2024. "Interconnectedness of European insurers and cat shocks contagion effects," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 32(3), pages 379-402, April.

2023

• Chay, J.B. & Chong, Byung-Uk & Im, Hyun Joong, 2023. "Dividend taxes and investment efficiency: Evidence from the 2003 U.S. personal taxation reform," Journal of Accounting and Economics, Elsevier, vol. 75(1).
• Ye, Mao & Zheng, Miles Y. & Zhu, Wei, 2023. "The effect of tick size on managerial learning from stock prices," Journal of Accounting and Economics, Elsevier, vol. 75(1).
• Campbell, Brett & Drake, Michael & Thornock, Jacob & Twedt, Brady, 2023. "Earnings Virality," Journal of Accounting and Economics, Elsevier, vol. 75(1).
• De Franco, Gus & Shohfi, Thomas & Xu, Da & Zhu, Zhiwei (Vivi), 2023. "Fixed income conference calls," Journal of Accounting and Economics, Elsevier, vol. 75(1).
• Fee, C Edward & Li, Zhi & Peng, Qiyuan, 2023. "Hidden Gems: Do market participants respond to performance expectations revealed in compensation disclosures?," Journal of Accounting and Economics, Elsevier, vol. 75(1).
• Pinto, Jedson, 2023. "Mandatory disclosure and learning from external market participants: Evidence from the JOBS act," Journal of Accounting and Economics, Elsevier, vol. 75(1).
• Wu, Sang & Xue, Wenjie, 2023. "Accounting comparability and relative performance evaluation by capital markets," Journal of Accounting and Economics, Elsevier, vol. 75(1).
• Chy, Mahfuz & Kyung, Hoyoun, 2023. "The effect of bond market transparency on bank loan contracting," Journal of Accounting and Economics, Elsevier, vol. 75(2).
• Zhang, Rachel Xi, 2023. "Do Managers learn from institutional investors through direct interactions?," Journal of Accounting and Economics, Elsevier, vol. 75(2).
• Chen, Jason V., 2023. "The wisdom of crowds and the market's response to earnings news: Evidence using the geographic dispersion of investors," Journal of Accounting and Economics, Elsevier, vol. 75(2).
• Liu, Yukun & Wu, Xi, 2023. "How does shareholder governance affect the cost of borrowing? Evidence from the passage of anti-takeover provisions," Journal of Accounting and Economics, Elsevier, vol. 75(2).
• Du, Kai & Huddart, Steven & Jiang, Xin Daniel, 2023. "Lost in standardization: Effects of financial statement database discrepancies on inference," Journal of Accounting and Economics, Elsevier, vol. 76(1).
• deHaan, Ed & Li, Jiacui & Watts, Edward M., 2023. "Retail bond investors and credit ratings," Journal of Accounting and Economics, Elsevier, vol. 76(1).
• Aghamolla, Cyrus & Smith, Kevin, 2023. "Strategic complexity in disclosure," Journal of Accounting and Economics, Elsevier, vol. 76(2).
• Sani, Jalal & Shroff, Nemit & White, Hal, 2023. "Spillover effects of mandatory portfolio disclosures on corporate investment," Journal of Accounting and Economics, Elsevier, vol. 76(2).
• Kostakis, Alexandros & Mu, Liangyi & Otsubo, Yoichi, 2023. "Detecting political event risk in the option market," Journal of Banking & Finance, Elsevier, vol. 146(C).
• Guo, Laite, 2023. "Two faces of the size effect," Journal of Banking & Finance, Elsevier, vol. 146(C).
• Shibata, Takashi & Nishihara, Michi, 2023. "Optimal financing and investment strategies under asymmetric information on liquidation value," Journal of Banking & Finance, Elsevier, vol. 146(C).
• Moore, David, 2023. "Strategic repurchases and equity sales: Evidence from equity vesting schedules," Journal of Banking & Finance, Elsevier, vol. 146(C).
• Cox, Justin & Woods, Donovan, 2023. "COVID-19 and market structure dynamics," Journal of Banking & Finance, Elsevier, vol. 147(C).
• Berkman, Henk & Malloch, Hamish, 2023. "Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates," Journal of Banking & Finance, Elsevier, vol. 147(C).
• Chakrabarty, Bidisha & Pascual, Roberto, 2023. "Stock liquidity and algorithmic market making during the COVID-19 crisis," Journal of Banking & Finance, Elsevier, vol. 147(C).
• Neukirchen, Daniel & Engelhardt, Nils & Krause, Miguel & Posch, Peter N., 2023. "The value of (private) investor relations during the COVID-19 crisis," Journal of Banking & Finance, Elsevier, vol. 147(C).
• Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2023. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
  • Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2021. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Discussion Papers 29/2021, Deutsche Bundesbank.
• Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2023. "Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
• Hanauer, Matthias X. & Windmüller, Steffen, 2023. "Enhanced momentum strategies," Journal of Banking & Finance, Elsevier, vol. 148(C).
• Amin, Shehryar & Tédongap, Roméo, 2023. "The changing landscape of treasury auctions," Journal of Banking & Finance, Elsevier, vol. 148(C).
• James, Robert & Leung, Henry & Prokhorov, Artem, 2023. "A machine learning attack on illegal trading," Journal of Banking & Finance, Elsevier, vol. 148(C).
• Cao, Ji & Muhl, Stefan & Rieger, Marc Oliver & Chen, Hung-Ling, 2023. "Sign matters: Stock-movement-based trading decisions of individual investors," Journal of Banking & Finance, Elsevier, vol. 148(C).
• Bereskin, Fred & Hsu, Po-Hsuan & Latham, William & Wang, Huijun, 2023. "So Sue Me! The cross section of stock returns related to patent infringement allegations," Journal of Banking & Finance, Elsevier, vol. 148(C).
• Huang, Hong-Gia & Tsai, Wei-Che & Weng, Pei-Shih & Yang, J. Jimmy, 2023. "Intraday momentum in the VIX futures market," Journal of Banking & Finance, Elsevier, vol. 148(C).
• Weitzel, Utz & Kirchler, Michael, 2023. "The Banker’s oath and financial advice," Journal of Banking & Finance, Elsevier, vol. 148(C).
• Cakici, Nusret & Zaremba, Adam, 2023. "Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Jaskowski, Marcin & Rettl, Daniel A., 2023. "Information acquisition costs and credit spreads," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Contreras, Harold & Korczak, Adriana & Korczak, Piotr, 2023. "Religion and insider trading profits," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Hsieh, Jim & Ng, Lilian & Wang, Qinghai, 2023. "How informative are insider trades and analyst recommendations?," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Akyol, Ali C. & Qian, Yiming & Yu, Frank, 2023. "How do experienced analysts improve price efficiency?," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Kuck, Konstantin & Schweikert, Karsten, 2023. "Price discovery in equity markets: A state-dependent analysis of spot and futures markets," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Heusel, Nicola & Mager, Ferdinand, 2023. "Pension funding and the cross section of stock returns - The case of Germany," Journal of Banking & Finance, Elsevier, vol. 150(C).
• Chi, Yeguang & He, Jingbin & Ma, Xinru & Wu, Fei, 2023. "Institutional investor inattention bias in auctioned IPOs," Journal of Banking & Finance, Elsevier, vol. 150(C).
• Couaillier, Cyril & Henricot, Dorian, 2023. "How do markets react to tighter bank capital requirements?," Journal of Banking & Finance, Elsevier, vol. 151(C).
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2023. "Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates," Journal of Banking & Finance, Elsevier, vol. 151(C).
• Dorn, Daniel & Strobl, Günter, 2023. "Rational disposition effects: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 153(C).
• Akter, Maimuna & Cumming, Douglas & Ji, Shan, 2023. "Natural disasters and market manipulation," Journal of Banking & Finance, Elsevier, vol. 153(C).
• Song, Keke & Wang, Jun, 2023. "When banks become shareholder activists," Journal of Banking & Finance, Elsevier, vol. 153(C).
• Merl, Robert & Stöckl, Thomas & Palan, Stefan, 2023. "Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions," Journal of Banking & Finance, Elsevier, vol. 154(C).
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• Huixing Jin, 2023. "Analysis of the Time Series Characteristics of Intraday Momentum on the Tokyo Stock Exchange," Discussion Papers in Economics and Business 23-11, Osaka University, Graduate School of Economics.
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• Niklas Konstantin Klein & Fritz Lattermann & Dirk Schiereck, 2023. "Investment in non-fungible tokens (NFTs): the return of Ethereum secondary market NFT sales," Journal of Asset Management, Palgrave Macmillan, vol. 24(4), pages 241-254, July.
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• Szabó, Zsolt, 2023. "The COVID-19 pandemic and discouraged borrowers among Hungarian companies," Public Finance Quarterly, Corvinus University of Budapest, vol. 69(4), pages 45-61.
• Lehmann, Kristóf & Neszveda, Gábor & Molnár, Tamás, 2023. "The effect of quantitative easing on US sector returns," Public Finance Quarterly, Corvinus University of Budapest, vol. 69(4), pages 7-27.
• Neifar, Malika, 2023. "Macroeconomic Factors and UK Stock Market: Evidence through the Non-Linear ARDL model," MPRA Paper 116298, University Library of Munich, Germany.
• Fang, Yi & Niu, Hui & Lin, Yuen, 2023. "Ex-ante Valuation based on Prospect Theory," MPRA Paper 116386, University Library of Munich, Germany.
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• Oh, Sebeom, 2023. "Market Manipulation in NFT Markets," MPRA Paper 116704, University Library of Munich, Germany.
• Tanaka, Yoshitaka & Managi, Shunsuke, 2023. "Attention-Grabbing ESG," MPRA Paper 116786, University Library of Munich, Germany.
• Karl Whelan, 2024. "Risk aversion and favourite–longshot bias in a competitive fixed‐odds betting market," Economica, London School of Economics and Political Science, vol. 91(361), pages 188-209, January.
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• Hegarty, Tadgh & Whelan, Karl, 2023. "Calculating The Bookmaker's Margin: Why Bets Lose More On Average Than You Are Warned," CEPR Discussion Papers 17948, C.E.P.R. Discussion Papers.
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• Hegarty, Tadgh & Whelan, Karl, 2025. "Forecasting soccer matches with betting odds: A tale of two markets," International Journal of Forecasting, Elsevier, vol. 41(2), pages 803-820.
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• Whelan, Karl, 2023. "How Do Prediction Market Fees Affect Prices and Participants?," CEPR Discussion Papers 17972, C.E.P.R. Discussion Papers.
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• Sproule, Robert & Gosselin, Gabriel, 2023. "Is the research agenda for calendar anomalies “much do about nothing”?," MPRA Paper 117001, University Library of Munich, Germany.
• Hegarty, Tadgh & Whelan, Karl, 2023. "Disagreement and Market Structure in Betting Markets: Theory and Evidence from European Soccer," CEPR Discussion Papers 18144, C.E.P.R. Discussion Papers.
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• Daher, Wassim & Saleeby, Elias G., 2023. "Existence of Linear Equilibria in The Kyle Model with Partial Correlation and Two Risk Neutral Traders," MPRA Paper 117813, University Library of Munich, Germany.
• Daher, Wassim & Karam, Fida & Ahmed, Naveed, 2023. "Insider Trading with Semi-Informed Traders and Information Sharing: The Stackelberg Game," MPRA Paper 118138, University Library of Munich, Germany.
• Carter, Colin A. & Steinbach, Sandro, 2023. "Did Grain Futures Prices Overreact to the Russia-Ukraine War?," MPRA Paper 118248, University Library of Munich, Germany.
• Bazán, Walter & Ortiz, Marco & Terrones, Marco & Winkelried, Diego, 2023. "CIP deviations: The role of U.S. banks’ liquidity and regulations," MPRA Paper 118600, University Library of Munich, Germany.
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• João A. C. Santos & Pei Shao, 2023. "Investor Diversity and Liquidity in The Secondary Loan Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(3), pages 249-272, June.
  • João A. C. Santos & Pei Shao, 2017. "Investor Diversity and Liquidity in the Secondary Loan Market," Liberty Street Economics 20170809, Federal Reserve Bank of New York.
• Imen Khanchel & Naima Lassoued & Rym Gargoury, 2023. "CSR and firm value: is CSR valuable during the COVID 19 crisis in the French market?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 27(2), pages 575-601, June.
• Daniel Broxterman & Tingyu Zhou, 2023. "Information Frictions in Real Estate Markets: Recent Evidence and Issues," The Journal of Real Estate Finance and Economics, Springer, vol. 66(2), pages 203-298, February.
• Kuang Kuang Deng & Siu Kei Wong, 2023. "Revisiting the Autocorrelation of Real Estate Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 67(2), pages 243-263, August.
• Sarah Mignot & Frank Westerhoff, 2023. "Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations," Open Economies Review, Springer, vol. 34(1), pages 155-169, February.
• Dimitrios Koutmos, 2023. "Investor sentiment and bitcoin prices," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 1-29, January.
• Stephen Kawas & Everton Dockery, 2023. "What do we know about the stock markets’ reaction to regulatory announcements regarding financial institutions? Evidence from UK financial institutions," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 31-67, January.
• Guanming He, 2023. "How do insider trading incentives shape nonfinancial disclosures? Evidence from product and business expansion disclosures," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 147-194, January.
• Hsien-Yi Chen & Sheng-Syan Chen, 2023. "Can credit default swaps exert an enduring monitoring influence on political integrity?," Review of Quantitative Finance and Accounting, Springer, vol. 60(2), pages 445-469, February.
• Huai-Chun Lo & Chia-Ying Chan, 2023. "Mean reverting in stock ratings distribution," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1065-1097, April.
• Ryan P. McDonough, 2023. "Corporate communication and shareholder base retention: evidence from spin-offs," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1283-1327, May.
• Qiyuan Peng & Sheri Tice & Ling Zhou, 2023. "Mutual funds and stock fundamentals," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1329-1361, May.
• Akhilesh Bajaj & Lori N. K. Leonard & Li Sun & Zhenze Xing, 2023. "Corporate social responsibility and annual report reading difficulty," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1393-1428, May.
• Zhaobo Zhu & Licheng Sun & Min Chen, 2023. "Fundamental strength and the 52-week high anchoring effect," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1515-1542, May.
• Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan, 2023. "Open-market stock repurchases, insider trading, and price informativeness," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1495-1513, May.
• Tim M. Zhou, 2023. "Auctions of failed banks: an analysis of losing bidders," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 155-176, July.
• Donald Lien & Pi-Hsia Hung, 2023. "Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 213-263, July.
• Mu-Shu Yun & Lee-Young Cheng & Yan Zhao, 2023. "Customer concentration and target price accuracy," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 995-1028, October.
• Yu-Fen Chen & Cheng-Few Lee & Fu-Lai Lin, 2023. "The influences of information demand and supply on stock price synchronicity," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 1151-1176, October.
• Chu-Lan Michael Kao & Emily Lin, 2023. "A new PIN model with application of the change-point detection method," Review of Quantitative Finance and Accounting, Springer, vol. 61(4), pages 1513-1528, November.
• Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023. "Contagion Effects of the Silicon Valley Bank Run," NBER Working Papers 31772, National Bureau of Economic Research, Inc.
  • Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023. "Contagion Effects of the Silicon Valley Bank Run," Koç University-TUSIAD Economic Research Forum Working Papers 2307, Koc University-TUSIAD Economic Research Forum.
  • Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023. "Contagion Effects of the Silicon Valley Bank Run," Papers 2308.06642, arXiv.org, revised May 2024.
• Linas Jurkšas & Rokas Kaminskas, 2023. "ECB monetary policy communication: does it move euro area yields?," Bank of Lithuania Discussion Paper Series 29, Bank of Lithuania.
• Junghum Park, 2023. "Overconfidence and Correlated Information Structures," Bank of Lithuania Working Paper Series 116, Bank of Lithuania.
• Kellner Tobias & Maltritz Dominik, 2023. "How Does Takeover Competition Affect the Stock Performance of Targets and Acquirers? Evidence from the European Union," Review of Economics, De Gruyter, vol. 74(2), pages 161-193, August.
• Pengguang Lu, 2023. "A Simple Model of Herding and Contrarian Behaviour with Biased Informed Traders," Economics Discussion Paper Series 2307, Economics, The University of Manchester, revised Dec 2023.
• Jan Hanousek Jr. & Jan Hanousek & Konstantin Sokolov, 2023. "X Bots and Earnings Announcements," MENDELU Working Papers in Business and Economics 2023-92, Mendel University in Brno, Faculty of Business and Economics.
  • Jan Hanousek, Jr. & Jan Hanousek & Konstantin Sokolov, 2025. "X Bots and Earnings Announcements," MENDELU Working Papers in Business and Economics 2025-101, Mendel University in Brno, Faculty of Business and Economics.
• Alexis Stenfors & Lilian Muchimba, 2023. "The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets," Journal of Economic Issues, Taylor & Francis Journals, vol. 57(2), pages 538-545, April.
  • Alexis Stenfors & Lilian Muchimba, 2022. "The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets," Working Papers in Economics & Finance 2022-08, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
• Yin Yin Koay & Chee-Wooi Hooy, 2023. "Does Local Risk Still Matter in the Highly Liberalised Emerging Market of Malaysia?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, vol. 60(1), pages 123-143, January.
• Galati, Luca, 2023. "Boosting Exchange's Market Share: The Impact of No-Fee Trading on Market Quality," Economics & Statistics Discussion Papers esdp23091, University of Molise, Department of Economics.
• Do, Quoc-Anh & Galbiati, Roberto & Marx, Benjamin & Ortiz Serrano, Miguel A., 2024. "J'Accuse! Antisemitism and financial markets in the time of the Dreyfus Affair," Journal of Financial Economics, Elsevier, vol. 154(C).
  • Marx, Benjamin & Do, Quoc-Anh & Galbiati, Roberto & Ortiz Serrano, Miguel Angel, 2020. "J'Accuse! Antisemitism and Financial Markets in the time of the Dreyfus Affair," CEPR Discussion Papers 14826, C.E.P.R. Discussion Papers.
  • Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel A. Ortiz Serrano, 2023. "J’Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair," Monash Economics Working Papers 2023-10, Monash University, Department of Economics.
  • Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel Ortiz Serrano, 2020. "J'Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair," SciencePo Working papers hal-03389173, HAL.
  • Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel Ortiz Serrano, 2020. "J'Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair," Working Papers hal-03389173, HAL.
  • Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel Ortiz Serrano, 2020. "J'Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair," SciencePo Working papers Main hal-03389173, HAL.
  • Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel A Ortiz Serrano, 2024. "J'Accuse! Antisemitism and financial markets in the time of the Dreyfus Affair," SciencePo Working papers Main halshs-04799081, HAL.
  • Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel A Ortiz Serrano, 2024. "J'Accuse! Antisemitism and financial markets in the time of the Dreyfus Affair," Post-Print halshs-04799081, HAL.
  • Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel A. Ortiz-Serrano, 2023. "J’Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair," CESifo Working Paper Series 10748, CESifo.
• Do, Quoc-Anh & Lee, Yen-Teik & Nguyen, Bang Dang & Nguyen, Kieu-Trang, 2020. "Power, Scrutiny, and Congressmen's Favoritism for Friends' Firm," CEPR Discussion Papers 15141, C.E.P.R. Discussion Papers.
  • Quoc-Anh Do & Yen-Teik Lee & Bang D. Nguyen & Kieu-Trang Nguyen, 2023. "Power, Scrutiny, and Congressmen's Favoritism for Friends' Firms," Monash Economics Working Papers 2023-11, Monash University, Department of Economics.
  • Quoc-Anh Do & Yen-Teik Lee & Bang D. Nguyen & Kieu-Trang Nguyen, 2023. "Power, Scrutiny, and Congressmen’s Favoritism for Friends’ Firms," CESifo Working Paper Series 10760, CESifo.
• Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Papers 2301.06631, arXiv.org.
  • Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Monash Econometrics and Business Statistics Working Papers 2/23, Monash University, Department of Econometrics and Business Statistics.

2022

• Wajih Abbassi & Vineeta Kumari & Dharen Kumar Pandey, 2022. "What makes firms vulnerable to the Russia–Ukraine crisis?," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 24(1), pages 24-39, July.
• Gregor Dorfleitner & Isabel Scheckenbach, 2022. "Trading activity on social trading platforms – a behavioral approach," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 32-54, January.
• Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022. "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(2), pages 206-244, February.
• Wajih Abbassi & Vineeta Kumari & Dharen Kumar Pandey, 2022. "What makes firms vulnerable to the Russia–Ukraine crisis?," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 24(1), pages 24-39, July.
• Gregor Dorfleitner & Isabel Scheckenbach, 2022. "Trading activity on social trading platforms – a behavioral approach," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 32-54, January.
• Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022. "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(2), pages 206-244, February.
• Seshadev Sahoo & Rishita Raj, 2022. "Disclosed qualitative factors and underpricing: an empirical evidence from Indian IPO market," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 34(5), pages 687-707, May.
• Saisai Li & Qianhua Lei & Liuyang Ren, 2022. "The increasing number of subsidiaries and stock price crash risk: evidence from the Chinese stock market," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 35(1), pages 105-125, August.
• Redhwan Aldhamari & Ku Nor Izah Ku Ismail & Haithm Mohammed Hamood Al-Sabri & Mousa Sharaf Adin Hezam Saleh, 2022. "Stock market reactions of Malaysian firms and industries towards events surrounding COVID-19 announcements and number of confirmed cases," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 35(3), pages 390-411, June.
• Mayank Joshipura & Sangeeta Wats, 2022. "Decoding momentum returns: an integrated bibliometric and content analysis approach," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 15(2), pages 254-277, September.
• Imran Yousaf & Jassem Alokla, 2022. "Herding behaviour in the Islamic bank market: evidence from the Gulf region," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(5), pages 617-633, March.
• Sergei B. Zainullin & Oscar Alvarez-Gila & Olga A. Zainullina & Mikel Gómez-Gastiasoro, 2022. "Comparative Analysis of the Economic Crisis at the Beginning of XX Century and XXI Century in Russia and Spain," Research in Economic Anthropology, in: Current Problems of the World Economy and International Trade, volume 42, pages 53-62, Emerald Group Publishing Limited.
• Roland Eisenhuth & David Marshall, 2022. "Market Efficiency and Securities Fraud Litigation," Research in Law and Economics, in: The Law and Economics of Privacy, Personal Data, Artificial Intelligence, and Incomplete Monitoring, volume 30, pages 83-107, Emerald Group Publishing Limited.
• Ran Lu & Hongjun Zeng, 2022. "VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(2), pages 334-353, September.
• Dinis Daniel Santos & Paulo Gama, 2022. "Insiders’ characteristics and market timing capabilities: buying and selling evidence," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(2), pages 230-248, June.
• Lee A. Smales, 2022. "Investor attention and cryptocurrency price crash risk: a quantile regression approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(3), pages 490-505, February.
• Thibaut G. Morillon & Ryan G. Chacon, 2022. "Dissecting the stock to flow model for Bitcoin," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(3), pages 506-523, February.
• Mohsin Ali & Mudeer Ahmed Khattak & Shabeer Khan & Noureen Khan, 2022. "COVID-19 and the ASEAN stock market: a wavelet analysis of conventional and Islamic equity indices," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(4), pages 687-707, October.
• Malgorzata Mikita, 2022. "The Interrelationship Among Efficiency and Concentration of Banking System and its Stability: Evidence from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 670-689.
• Pawel Sekula & Blazej Socha, 2022. "The Effects of Cash Dividend on Stock Prices during the COVID-19 Pandemic: Evidence from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 145-155.
• Julia Anna Bingler, 2022. "Expect the worst, hope for the best: The valuation of climate risks and opportunities in sovereign bonds," CER-ETH Economics working paper series 22/371, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Salah U-Din & Usman Sadiq, 2022. "Crude oil prices: A curse or a blessing for small businesses in Alberta?," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2022(1), pages 33-50.
• Klara Kantova, 2024. "Parental involvement and education outcomes of their children," Applied Economics, Taylor & Francis Journals, vol. 56(48), pages 5683-5698, October.
  • Klara Kantova, 2022. "Parental Involvement and Education Outcomes of Their Children," Working Papers IES 2022/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2022.
• Paulo Rotella Junior & Luiz Célio Souza Rocha & Rogério Santana Peruchi & Giancarlo Aquila & Edson de Oliveira Pamplona & Karel Janda & Arthur Leandro Guerra Pires, 2023. "Robust portfolio optimization: a stochastic evaluation of worst-case scenarios," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(3), pages 2165525-216, December.
  • Paulo Rotella Junior & Luiz Celio Souza Rocha & Rogerio Santana Peruchi & Giancarlo Aquila & Karel Janda & Edson de Oliveira Pamplona, 2022. "Robust Portfolio Optimization: A Stochastic Evaluation of Worst-Case Scenarios," Working Papers IES 2022/03, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2022.
• Hillary Stein, 2022. "Got Milk? The Effect of Export Price Shocks on Exchange Rates," Working Papers 23-1, Federal Reserve Bank of Boston.
• Benjamin Knox, 2022. "A Stock Return Decomposition Using Observables," Finance and Economics Discussion Series 2022-014r1, Board of Governors of the Federal Reserve System (U.S.), revised 31 Jan 2025.
• Pierri, Nicola & Timmer, Yannick, 2022. "The importance of technology in banking during a crisis," Journal of Monetary Economics, Elsevier, vol. 128(C), pages 88-104.
  • Timmer, Yannick & Pierri, Niccola, 2021. "The importance of technology in banking during a crisis," ESRB Working Paper Series 117, European Systemic Risk Board.
  • Nicola Pierri & Yannick Timmer, 2022. "The Importance of Technology in Banking during a Crisis," Finance and Economics Discussion Series 2022-020, Board of Governors of the Federal Reserve System (U.S.).
• Marcelo Ochoa & Matthias Paustian & Laura Wilcox, 2022. "Do Sustainable Investment Strategies Hedge Climate Change Risks? Evidence from Germany's Carbon Tax," Finance and Economics Discussion Series 2022-073, Board of Governors of the Federal Reserve System (U.S.).
• Pekka Honkanen & Daniel Schmidt & Bastian von Beschwitz, 2022. "Passive Ownership and Short Selling," International Finance Discussion Papers 1365, Board of Governors of the Federal Reserve System (U.S.).
• Alessandro Cocco & Jesse Leigh Maniff & David Rodziewicz & Michael Warner, 2022. "Distributed Ledger Technology," Chicago Fed Letter, Federal Reserve Bank of Chicago, vol. 0, November.
• Andrew F. Haughwout & Benjamin Hyman & Or Shachar, 2022. "The Municipal Liquidity Facility," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
• Doruk Cetemen & Gonzalo Cisternas & Aaron Kolb & S Viswanathan, 2022. "Leader-Follower Dynamics in Shareholder Activism," Staff Reports 1030, Federal Reserve Bank of New York.
  • Doruk Cetemen & Gonzalo Cisternas & Aaron Kolb & S Viswanathan, 2023. "Leader-Follower Dynamics in Shareholder Activism," Liberty Street Economics 20230906, Federal Reserve Bank of New York.
• Marco Angrisani & Marco Cipriani & Antonio Guarino, 2022. "Strategic Sophistication and Trading Profits: An Experiment with Professional Traders," Staff Reports 1044, Federal Reserve Bank of New York.
  • Angrisani, Marco & Cipriani, Marco & Guarino, Antonio, 2023. "Strategic Sophistication and Trading Profits: An Experiment with Professional Traders," CEPR Discussion Papers 17983, C.E.P.R. Discussion Papers.
• Natee Amornsiripanitch & Zeqiong Huang & David Kwon & Jinjie Lin, 2022. "Net Income Measurement, Investor Inattention, and Firm Decisions," Working Papers 22-05, Federal Reserve Bank of Philadelphia.
• Panagiotis Avramidis & George Pennacchi & Konstantinos Serfes & Kejia Wu, 2022. "The Role of Regulation and Bank Competition in Small Firm Financing: Evidence from the Community Reinvestment Act," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(8), pages 2301-2340, December.
  • Panagiotis Avramidis & George Pennacchi & Konstantinos Serfes & Kejia Wu, 2022. "The Role of Regulation and Bank Competition in Small Firm Financing: Evidence from the Community Reinvestment Act," Working Papers 22-06, Federal Reserve Bank of Philadelphia.
• Ponomarev Yuri & Makarov Andrey & Borzykh Ksenia & Radchenko Daria & Bozhechkova Alexandra & Knobel Alexander & Trunin Pavel & Abramov Alexander & Kosyrev Andrey & Radygin Alexandr & Chernova Maria & , 2022. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 1, pages 1-24, January.
• Bozhechkova Alexandra & Trunin Pavel & Sinelnikova-Muryleva Elena & Abramov Alexander & Kosyrev Andrey & Chernova Maria & Zubov Sergey & Lyashok Viktor, 2022. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 5, pages 1-19, April.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Radygin Alexandr & Ponomarev Yuri & Abramov Alexander & Chernova Maria & Zubov Sergey & Kosyrev Andrey & Makarov Andrey & Radchenko Daria, 2022. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 1-24, January.
• Bozhechkova Alexandra & Trunin Pavel & Lyashok Viktor & Abramov Alexander & Sinelnikova-Muryleva Elena & Chernova Maria & Zubov Sergey & Kosyrev Andrey, 2022. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 1-19, April.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Russia’s Shares Market in 2021 and in Early 2022 [Российский Рынок Акций В 2021 Г. И В Начале 2022 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Sergey A. Zubov, 2022. "Microfinance Market: 2021 Outcome and Development Prospects [Рынок Микрофинансирования: Итоги 2021 Г. И Перспективы Развития]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 30-32, April.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Российский Рынок Акций В 2021 Г. И В Начале 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Sergey A. Zubov, 2022. "Рынок Микрофинансирования: Итоги 2021 Г. И Перспективы Развития," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 30-32, April.
• Boungou, Whelsy & Yatié, Alhonita, 2022. "The impact of the Ukraine–Russia war on world stock market returns," Economics Letters, Elsevier, vol. 215(C).
  • Whelsy Boungou & Alhonita Yatie, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Working Papers hal-03623580, HAL.
  • Whelsy BOUNGOU & Alhonita YATIE, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Bordeaux Economics Working Papers 2022-06, Bordeaux School of Economics (BSE).
  • Whelsy Boungou & Alhonita Yatié, 2022. "The impact of the Ukraine–Russia war on world stock market returns," Post-Print hal-03675532, HAL.
  • Whelsy Boungou & Alhonita Yatie, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Working Papers hal-03624985, HAL.
  • Whelsy Boungou & Alhonita Yatié, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Working Papers hal-03610963, HAL.
• Antoine Parent & Pierre-Charles Pradier, 2022. "A la Recherche du Temps Perdu : Legal and Quantitative analysis of the First Documented Option Market - Paris 1844-1939," SciencePo Working papers Main halshs-03815575, HAL.
  • Antoine Parent & Pierre-Charles Pradier, 2022. "A la Recherche du Temps Perdu : Legal and Quantitative analysis of the First Documented Option Market - Paris 1844-1939," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03815575, HAL.
  • Antoine Parent & Pierre-Charles Pradier, 2022. "A la Recherche du Temps Perdu : Legal and Quantitative analysis of the First Documented Option Market - Paris 1844-1939," Post-Print halshs-03815575, HAL.
  • Antoine Parent & Pierre-Charles Pradier, 2022. "A la Recherche du Temps Perdu : Legal and Quantitative Analysis of the First Documented Option Market - Paris 1844-1939," Documents de travail du Centre d'Economie de la Sorbonne 22018, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Boungou, Whelsy & Yatié, Alhonita, 2022. "The impact of the Ukraine–Russia war on world stock market returns," Economics Letters, Elsevier, vol. 215(C).
  • Whelsy BOUNGOU & Alhonita YATIE, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Bordeaux Economics Working Papers 2022-06, Bordeaux School of Economics (BSE).
  • Whelsy Boungou & Alhonita Yatié, 2022. "The impact of the Ukraine–Russia war on world stock market returns," Post-Print hal-03675532, HAL.
  • Whelsy Boungou & Alhonita Yatie, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Working Papers hal-03624985, HAL.
  • Whelsy Boungou & Alhonita Yatié, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Working Papers hal-03610963, HAL.
  • Whelsy Boungou & Alhonita Yatie, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Working Papers hal-03623580, HAL.
• Blomkvist, Magnus & Korkeamäki, Timo & Takalo, Tuomas, 2022. "Learning and staged equity financing," Journal of Corporate Finance, Elsevier, vol. 74(C).
  • Magnus Blomkvist & Timo Korkeamäki & Tuomas Takalo, 2022. "Learning and staged equity financing," Post-Print hal-03676319, HAL.
• Mohamed CHIKHI & Claude DIEBOLT, 2022. "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 13, pages 228-253, June.
  • Claude Diebolt & Mohamed Chikhi, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers 09-21, Association Française de Cliométrie (AFC).
  • Mohamed Chikhi & Claude Diebolt, 2022. "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Post-Print hal-03778331, HAL.
  • Mohamed CHIKHI & Claude DIEBOLT, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA 2021-36, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Khalfaoui, Rabeh & Mefteh-Wali, Salma & Viviani, Jean-Laurent & Ben Jabeur, Sami & Abedin, Mohammad Zoynul & Lucey, Brian M., 2022. "How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?," Technological Forecasting and Social Change, Elsevier, vol. 185(C).
  • Rabeh Khalfaoui & Salma Mefteh-Wali & Jean-Laurent Viviani & Sami Ben Jabeur & Mohammad Zoynul Abedin & Brian Lucey, 2022. "How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?," Post-Print hal-03797937, HAL.
• Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2022. "The strategic allocation to style-integrated portfolios of commodity futures," Journal of Commodity Markets, Elsevier, vol. 28(C).
  • Hossein Rad & Rand Kwong Yew Low & Joelle Miffre & Robert Faff, 2022. "The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures," Post-Print hal-03881976, HAL.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garcès, 2023. "Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective," Post-Print hal-03884990, HAL.
• Benkraiem, Ramzi & Goutte, Stéphane & Saadi, Samir & Zhu, Hui & Zhu, Steven, 2022. "Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
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• Firmansyah & Cris Kuntadi & Lin Oktris, 2022. "The influence of leverage, tax planning, and company size on stock return with investment risk as a moderating variable," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 9(2), pages 53-64, May.
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• Imlak Shaikh, 2022. "Impact of COVID-19 pandemic on the energy markets," Economic Change and Restructuring, Springer, vol. 55(1), pages 433-484, February.
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• Collin Gilstrap & Alex Petkevich & Ozcan Sezer & Pavel Teterin, 2022. "REIT Debt Pricing and Ownership Structure," The Journal of Real Estate Finance and Economics, Springer, vol. 64(4), pages 546-589, May.
• Stanimira Milcheva, 2022. "Volatility and the Cross-Section of Real Estate Equity Returns during Covid-19," The Journal of Real Estate Finance and Economics, Springer, vol. 65(2), pages 293-320, August.
• Kexing Ding & Bikki Jaggi, 2022. "CEO career concerns and the precision of management earnings forecasts," Review of Quantitative Finance and Accounting, Springer, vol. 58(1), pages 69-100, January.
• Jungshik Hur & Vivek Singh, 2022. "The role of investor attention in idiosyncratic volatility puzzle and new results," Review of Quantitative Finance and Accounting, Springer, vol. 58(1), pages 409-434, January.
• Cathy Xuying Cao & Chongyang Chen & Ekaterina E. Emm & Bo Han, 2022. "Corporate diversification and seasoned equity offering performance," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 581-614, February.
• Ahmed S. Baig & Benjamin M. Blau & R. Jared DeLisle, 2022. "Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 615-647, February.
• Md Miran Hossain & Babak Mammadov & Hamid Vakilzadeh, 2022. "Wisdom of the crowd and stock price crash risk: evidence from social media," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 709-742, February.
• Nan Qin & Vijay Singal, 2022. "Equal-weighting and value-weighting: which one is better?," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 743-768, February.
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• Yan Peng & Song Li & Lijia Wei, 2022. "Trade War Risk and Valuations of Companies Listed Overseas: an Empirical Study on China Concept Stocks," Annals of Economics and Finance, Society for AEF, vol. 23(1), pages 95-139, May.
• Han, Bing & Hirshleifer, David & Walden, Johan, 2022. "Social Transmission Bias and Investor Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(1), pages 390-412, February.
  • Bing Han & David Hirshleifer & Johan Walden, 2018. "Social Transmission Bias and Investor Behavior," NBER Working Papers 24281, National Bureau of Economic Research, Inc.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2022. "A Suggestion For A Dynamic Multifactor Model (Dmfm)," Macroeconomic Dynamics, Cambridge University Press, vol. 26(6), pages 1423-1443, September.
  • Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2020. "A Suggestion for a Dynamic Multi Factor Model (DMFM)," Working Papers 282, Bank of Greece.
• Azhar Mughal & Abdul Haque & Zohaib Zahid & Furman Ali & Zheng Li, 2022. "Does Target Firm’s Earnings Management Affect Shareholder’s Gains? Evidence from China," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, vol. 55(2), pages 203-226.
• Du Wang & Xiang Li & Hui Tang & Yicheng Sun, 2022. "Insider Trading and Fraudulent Share Repurchase," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, vol. 55(2), pages 227-259.
• Jinzhong Wang & Hong Zhong & Zhenjie Yu, 2022. "Inter-Variety Equilibrium of Chinese Treasury Futures," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, vol. 55(2), pages 261-289.
• Qingchen Feng & Dengyun Ning & Wan Zhang & Rui Zhou, 2022. "Investor’s Inattention and Earnings Announcement Effects on Tomb-Sweeping Day in China," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, vol. 55(2), pages 291-319.
• Franziska Bremus & Pia Hüttl, 2022. "Sanctions against Russian Oligarchs also Affect Their Companies," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 12(21), pages 142-147.
• Franziska Bremus & Pia Hüttl, 2022. "Sanktionen gegen russische OligarchInnen treffen auch von ihnen geleitete Unternehmen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 89(21), pages 299-305.
• Anna Samarina & Nikos Apokoritis, 2020. "Evolution of monetary policy frameworks in the post-crisis environment," Working Papers 0, DNB.
• Massimo Giuliodori & Jan Kakes & Dimitris Mokas, 2022. "Banks’ Seasoned Equity Offerings Announcements and Central Bank Lending Operations," Working Papers 748, DNB.
• Spyros Galanis, 2025. "No Trade Under Verifiable Information," Papers 2506.04944, arXiv.org.
  • Spyros Galanis, 2025. "No Trade Under Verifiable Information," Department of Economics Working Papers 2025_01, Durham University, Department of Economics.
• Lovo, Stefano & Raimbourg, Philippe & Salvadè, Federica, 2022. "Credit Rating Agencies, Information Asymmetry and US Bond Liquidity," HEC Research Papers Series 1456, HEC Paris.
• Jean-Edouard Colliard & Thierry Foucault & Stefano Lovo, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," Working Papers hal-03890671, HAL.
  • Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," HEC Research Papers Series 1459, HEC Paris.
  • Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," CEPR Discussion Papers 17606, C.E.P.R. Discussion Papers.
• Olivier Dessaint & Thierry Foucault & Laurent Frésard, 2022. "The Horizon of Investors' Information and Corporate Investment," Working Papers hal-03890720, HAL.
  • Olivier Dessaint & Thierry Foucault & Laurent Frésard, 2023. "The Horizon of Investors' Information and Corporate Investment," Swiss Finance Institute Research Paper Series 23-03, Swiss Finance Institute.
  • Dessaint, Olivier & Foucault, Thierry & Frésard, Laurent, 2022. "The Horizon of Investors' Information and Corporate Investment," HEC Research Papers Series 1462, HEC Paris.
• Chiţu, Livia & Grothe, Magdalena & Schulze, Tatjana, 2022. "The role of credit risk in recent global corporate bond valuations," Economic Bulletin Boxes, European Central Bank, vol. 2.
• Ampudia, Miguel & Bua, Giovanna & Kapp, Daniel & Salakhova, Dilyara, 2022. "The role of speculation during the recent increase in EU emissions allowance prices," Economic Bulletin Boxes, European Central Bank, vol. 3.
• Budnik, Katarzyna, 2022. "Using regulatory stress tests to support prudential policy-making," Macroprudential Bulletin, European Central Bank, vol. 17.
• Durrani, Agha & Ponte Marques, Aurea & Giraldo, Giacomo & Pancaro, Cosimo & Panos, Jiri & Zaharia, Alina, 2022. "Does the disclosure of stress test results affect market behaviour?," Macroprudential Bulletin, European Central Bank, vol. 17.
• Motto, Roberto & Özen, Kadir, 2022. "Market-stabilization QE," Working Paper Series 2640, European Central Bank.
• Bua, Giovanna & Kapp, Daniel & Ramella, Federico & Rognone, Lavinia, 2022. "Transition versus physical climate risk pricing in European financial markets: a text-based approach," Working Paper Series 2677, European Central Bank.
• Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022. "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series 2711, European Central Bank.
• Pietsch, Allegra & Salakhova, Dilyara, 2022. "Pricing of green bonds: drivers and dynamics of the greenium," Working Paper Series 2728, European Central Bank.
• Fornari, Fabio & Zaghini, Andrea, 2022. "It’s not time to make a change: Sovereign fragility and the corporate credit risk," Journal of International Money and Finance, Elsevier, vol. 128(C).
  • Fornari, Fabio & Zaghini, Andrea, 2021. "It's not time to make a change: Sovereign fragility and the corporate credit risk," CFS Working Paper Series 652, Center for Financial Studies (CFS).
  • Fornari, Fabio & Zaghini, Andrea, 2022. "It’s not time to make a change: sovereign fragility and the corporate credit risk," Working Paper Series 2740, European Central Bank.
• Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2022. "Diving into Dark Pools," Working Paper Series 2022-01, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Cao, Sean & Green, T. Clifton & Lei, Lijun (Gillian) & Zhang, Shaojun, 2022. "Expert Network Calls," Working Paper Series 2022-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Prashant Sharma & Prashant Gupta & Dinesh Kumar Sharma & Gaurav Agarwal, 2022. "Investigating the Efficiency of Bitcoin Futures in Price Discovery," International Journal of Economics and Financial Issues, Econjournals, vol. 12(3), pages 104-109, May.
• Jyothi Chittineni, 2022. "A Study on Cryptocurrency Investors Purchase Intentions: Revisiting the Brand Personality Theory," International Journal of Economics and Financial Issues, Econjournals, vol. 12(4), pages 28-33, July.
• Zaheda Daruwala, 2022. "Reactive or Immune: Stock Market Behaviour During Subsequent Waves of the COVID-19 Pandemic," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 92-106, November.
• Salma Damak & Hend Guermazi & Adel Beldi, 2022. "The Stock Market Reaction to Securities Class Action Filings," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 127-132, November.
• Thonifho Pollen Muridili & Ruschelle Sgammini & Sune Ferreira-Schenk & John George Jansen van Rensburg & Daniel Mokatsanyane, 2022. "The Impact of Covid-19 on the Performance of Hedge Funds Compared to Mutual Funds in South Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 133-144, November.
• Annika Fischer & Noel Opala & Svend Reuse & Martin Svoboda, 2022. "The Impact of the Corona Crisis on the Worldwide Stock Markets: An Empirical Analysis with Cross National Event Study Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 162-172, November.
• Ayben Koy, 2022. "Regime Switching Mechanism during Energy Futures Price Bubbles," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 373-382.
• Caner Ozdurak & Alican Umut & Tugba Ozay, 2022. "The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 480-490, March.
• Nurkhodzha Akbulaev & Elshan Mammadli & Gadir Bayramli, 2022. "The Effect of Energy Prices on Stock Indices in the Period of COVID-19: Evidence from Russia, Turkey, Brazil, and India," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 262-269, May.
• Ikhlaas Gurrib & Firuz Kamalov & Elgilani E. Alshareif, 2022. "High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 441-456, September.
• Wakil, Gulraze & Petruska, Karin A., 2022. "Does mandatory IFRS adoption affect large and small public firms' accounting quality differently? Evidence from Canada," Advances in accounting, Elsevier, vol. 57(C).
• Nguyen, Lan Thi Mai & Cheong, Chee Seng & Zurbruegg, Ralf, 2022. "The heterogeneous impact of industry concentration on analyst performance," Advances in accounting, Elsevier, vol. 59(C).
• Kim, Myeong Hyeon & Kim, Young Min & Yang, Kisung, 2022. "Understanding BOXPI — Industry portfolio perspectives," Journal of Asian Economics, Elsevier, vol. 81(C).
• Machus, Tobias & Mestel, Roland & Theissen, Erik, 2022. "Heroes, just for one day: The impact of Donald Trump’s tweets on stock prices," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
• Goutte, Maud-Rose, 2022. "Do actions speak louder than words? Evidence from microblogs," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
• Chang, Yen-Cheng & Shao, Ran & Wang, Na, 2022. "Can stock message board sentiment predict future returns? Local versus nonlocal posts," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
• Peng, Zhe & Yang, Yahui & Wu, Renshui, 2022. "The Luckin Coffee scandal and short selling attacks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
• Pham, Man Duy (Marty), 2022. "Management connection and firm performance: Evidence from Global Financial Crisis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
• Brown, Anna Bergman & Lin, Guoyu & Zhou, Aner, 2022. "Analysts’ forecast optimism: The effects of managers’ incentives on analysts’ forecasts," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
• Yousaf, Imran & Patel, Ritesh & Yarovaya, Larisa, 2022. "The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
• Nagula, Pavan Kumar & Alexakis, Christos, 2022. "A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
• Chen, Xiaomeng Charlene & Hellmann, Andreas & Sood, Suresh, 2022. "A framework for analyst economic incentives and cognitive biases: Origination of the walk-down in earnings forecasts," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).

2021

• Yue Xu, 2021. "Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability," CREATES Research Papers 2022-03, Department of Economics and Business Economics, Aarhus University.
• Ejaz Aslam & Khuram Mobusher Azam & Anam Iqbal, 2021. "The Risk Analysis of Ṣukūk: An Empirical Evidence from Pakistan تحليل مخاطر الصكوك: أدلة تجريبية من باكستان," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 34(1), pages 25-43, January.
• Aslı Aybars & Mehtap Öner & Emre Zehir, 2021. "Corporate Governance and Portfolio Performance: Evidence From BRICS Countries," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(116), pages 57-72, October.
• Lokman Tütüncü, 2021. "Operating Performance of Management Buyouts: Non-PTP Dimension of Acquisitions," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(116), pages 9-36, October.
• Soner Yakar & Gözde Elbir & Serkan Kandır, 2021. "Investigation of the Impact of Tax Penalty Announcements on Banks’ Stock Returns," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(Special2), pages 219-232, January.
• Tuba Özkan, 2021. "Evaluating The Efficiency of Enterprises Traded in Borsa Istanbul IT Sector," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(Special2), pages 253-268, January.
• Daniel Chen & Darrell Duffie, 2021. "Market Fragmentation," American Economic Review, American Economic Association, vol. 111(7), pages 2247-2274, July.
  • Daniel Chen & Darrell Duffie, 2020. "Market Fragmentation," NBER Working Papers 26828, National Bureau of Economic Research, Inc.
  • Chen, Daniel & Duffie, Darrell, 2020. "Market Fragmentation," Research Papers 3854, Stanford University, Graduate School of Business.
• Deepa D. Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2021. "Oil, Equities, and the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 214-253, April.
  • Deepa Datta & Benjamin K Johannsen & Hannah Kwon & Robert J Vigfusson, 2017. "Oil, equities, and the zero lower bound," BIS Working Papers 617, Bank for International Settlements.
  • Deepa Dhume Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2018. "Oil, Equities, and the Zero Lower Bound," Finance and Economics Discussion Series 2018-058, Board of Governors of the Federal Reserve System (U.S.).
• Sydney C. Ludvigson & Sai Ma & Serena Ng, 2021. "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 369-410, October.
  • Sydney C. Ludvigson & Sai Ma & Serena Ng, 2015. "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?," NBER Working Papers 21803, National Bureau of Economic Research, Inc.
• M. Kathleen Ngangoué & Georg Weizsäcker, 2021. "Learning from Unrealized versus Realized Prices," American Economic Journal: Microeconomics, American Economic Association, vol. 13(2), pages 174-201, May.
  • Kathleen Ngangoué & Georg Weizsäcker, 2015. "Learning from Unrealized versus Realized Prices," Discussion Papers of DIW Berlin 1487, DIW Berlin, German Institute for Economic Research.
  • Ngangoue, M. Kathleen & Weizsäcker, Georg, 2018. "Learning From Unrealized versus Realized Prices," Rationality and Competition Discussion Paper Series 66, CRC TRR 190 Rationality and Competition.
• Derck Koolen, Derek Bunn, and Wolfgang Ketter, 2021. "Renewable Energy Technologies and Electricity Forward Market Risks," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
• Gregory Price & Warren Whatley, 2021. "Did profitable slave trading enable the expansion of empire?: The Asiento de Negros, the South Sea Company and the financial revolution in Great Britain," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 15(3), pages 675-718, September.
  • Gregory Price & Warren Whatley, 2021. "Did profitable slave trading enable the expansion of empire?: The Asiento de Negros, the South Sea Company and the financial revolution in Great Britain," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 15(3), pages 675-718, September.
• Mohamed CHIKHI & Claude DIEBOLT, 2022. "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 13, pages 228-253, June.
  • Mohamed CHIKHI & Claude DIEBOLT, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA 2021-36, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Mohamed Chikhi & Claude Diebolt, 2022. "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Post-Print hal-03778331, HAL.
  • Claude Diebolt & Mohamed Chikhi, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers 09-21, Association Française de Cliométrie (AFC).
• Kozak Sylwester & Gajdek Seweryn, 2021. "Risk of Investment in Cryptocurrencies," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 14(3), pages 294-304, September.
  • Kozak, Sylwester & Gajdek, Seweryn, 2021. "Risk Of Investment In Cryptocurrencies," Economic and Regional Studies (Studia Ekonomiczne i Regionalne), John Paul II University of Applied Sciences in Biala Podlaska, vol. 14(3), September.
• Suarez-Fernandez, Sara & Quiroga-Garcia, Raquel & Manzano-Perez, Isabel, 2021. "A Comparison of DEA and SFA Approaches: Application to the US Non-Life Insurance Market," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 28(2), pages 107-127, December.
  • Suárez-Fernández, Sara & Quiroga-Garcia, Raquel & Manzano-Perez, Isabel, 2021. "A Comparison of DEA and SFA Approaches: Application to the US Non-Life Insurance Market," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 28(2).
• Elena Cristina DORNEANU, 2021. "Practical Solutions to Increase Business’ Resilience. Diagnostic Analysis of the Company’s Financial Position and Performance," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 2(10), pages 18-28, October.
• Elena Cristina DORNEANU, 2021. "Practical Solutions to Increase Business’ Resilience. Diagnostic Analysis of the Company’s Financial Position and Performance," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 2(11), pages 62-72, November.
• Nuriye Yetgin & Ersan Ersoy, 2021. "Firmaların BIST Kurumsal Yönetim Endeksine Alınmasının Hisse Senedi Getirisine Etkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(1), pages 181-200.
• Gamze Göçmen Yağcılar, 2021. "Borsa İstanbul’da COVID-19 Etkisi: Kısa Dönemli Sektörel Piyasa Tepkilerinin Endeks Bazında Ölçülmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(2), pages 439-463.
• Tuğberk Çitilci, 2021. "Finansta Makinelerin Yükselişi: Koşul Bazlı Algoritma İle TCMB Faiz Kararına Bağlı Forex Piyasalarında Otomatik İşlem Açma," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(SI), pages 18-32.
• Sabin – Alexandru Babeanu & Viorel - Costin Banta & Cristian Dragos Turcan, 2021. "The Impact Of Artificial Intelligence Usage In Business," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(49), pages 5-12, August.
• Tatiana PÄ‚UN (ZAMFIROIU) & Corina SCARLAT, 2021. "Romania’s Journey of Integration into the European Monetary Union: a Quantitative Analysis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(23), pages 82-94, November.
• Beibei Yan & Özgür Arslan-Ayaydin & James Thewissen & Wouter Torsin, 2021. "Does managerial ability affect disclosure? Evidence from earnings press releases," Asian Review of Accounting, Emerald Group Publishing Limited, vol. 29(2), pages 192-226, February.
  • Yan, Beibei & Arslan-Ayaydin, Özgür & Thewissen, James & Torsin, Wouter, 2021. "Does managerial ability affect disclosure? Evidence from earnings press releases," LIDAM Reprints LFIN 2021006, Université catholique de Louvain, Louvain Finance (LFIN).
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021. "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, vol. 102(C).
  • Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021. "Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks," LIDAM Reprints LFIN 2021016, Université catholique de Louvain, Louvain Finance (LFIN).
• Balázs Fazekas & Patrícia Becsky-Nagy, 2021. "A new theoretical model of government backed venture capital funding," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 71(3), pages 487-506, September.
• Md. Jahidur Rahman & Ruoling Liu, 2021. "Value Relevance of Accounting Information and Stock Price Reaction: Empirical Evidence from China," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 20(1), pages 5-27, March.
• Konstantinos Vasilakopoulos & Christos Tzovas & Apostolos Ballas, 2021. "Banks’ Risk and The Impact of Audit Quality on Income Smoothing," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 20(3), pages 425-453, September.
• Semenova, Valentina & Winkler, Julian, 2021. "Reddit's self-organised bull runs: Social contagion and asset prices," MPRA Paper 107575, University Library of Munich, Germany.
  • Winkler, Julian & Semenova, Valentina, 2021. "Reddit's self-organised bull runs: Social contagion and asset prices," INET Oxford Working Papers 2021-04, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised May 2021.
• Metin Tetik, 2021. "Comparison of News Impacts on Sectoral Stock Returns during the COVID-19 Pandemic in Turkey," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 7(2), pages 35-46, December.
• NIdhi Aggarwal & Venkatesh Panchapagesan & Susan Thomas, 2022. "When is the Order to Trade Ratio fee effective?," Working Papers 8, xKDR.
• Алимбетова И.С. // Alimbetova I.S. & Кадырбеков Т.Ж. // Kadyrbekov Т.Zh. & Мустафин Е.Т. // Mustafin Ye.Т. & Ыбраев Ж.Ж. // Ybrayev Zh.Zh., 2021. "Ликвидность рынка ГЦБ: проблемы и перспективы решений // Liquidity of the government securities market: problems and prospects for solutions," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2, pages 27-45.
• Алимбетова Индира // Alimbetova Indira & Кадырбеков Темирлан // Kadyrbekov Temirlan & Мустафин Ерулан // Mustafin Yerulan & Ыбраев Жандос // Ybrayev Zhandos, 2021. "Ликвидность рынка государственных ценных бумаг: проблемы и перспективы решений // Liquidity of the government securities market– issues and prospects of solutions," Working Papers #2021-5, National Bank of Kazakhstan.
• Fatmir Besimi & Ana Bisheva, 2021. "A Comparative analysis of the explanatory power of the CAPM and the Fama-French three-factor model on cross-sectional variation of returns on stocks trading on the Official market of the Macedonian St," Economy, Business & Development: An International Journal, Ss. Cyril and Methodius University in Skopje, Faculty of Economics-Skopje, vol. 2(1), pages 1-11, May.
• Bartłomiej Lisicki, 2021. "Utrata wartości aktywów a kształtowanie kursów akcji polskich spółek sektora energetycznego," Ekonomista, Polskie Towarzystwo Ekonomiczne, vol. 3, pages 397-417, June.
• Bartłomiej Lisicki, 2021. "Utrata wartości aktywów a kształtowanie kursów akcji polskich spółek sektora energetycznego," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 3, pages 397-417.
• Javier Donna & José Antonio Espín-Sánchez(Yale, 2021. "The illiquidity of water markets: Efficient institutions for water allocation in southeastern Spain," Working Papers 60, Red Nacional de Investigadores en Economía (RedNIE).
• Lorenzo Menna & Martín Tobal, 2021. "Communication of Credit Rating Agencies and Financial Markets," Working Papers 80, Red Nacional de Investigadores en Economía (RedNIE).
• Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021. "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers 2021-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Elizaveta Zinovyeva & Raphael C. G. Reule & Wolfgang Karl Hardle, 2021. "Understanding Smart Contracts: Hype or Hope?," Papers 2103.08447, arXiv.org.
• Valentina Semenova & Julian Winkler, 2021. "Social contagion and asset prices: Reddit's self-organised bull runs," Papers 2104.01847, arXiv.org, revised Aug 2023.
• Bada, O. & Kneip, A. & Liebl, D. & Mensinger, T. & Gualtieri, J. & Sickles, R.C., 2022. "A wavelet method for panel models with jump discontinuities in the parameters," Journal of Econometrics, Elsevier, vol. 226(2), pages 399-422.
  • Oualid Bada & Alois Kneip & Dominik Liebl & Tim Mensinger & James Gualtieri & Robin C. Sickles, 2021. "A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters," Papers 2109.10950, arXiv.org.
• Ardia, David & Bluteau, Keven & Boudt, Kris, 2022. "Media abnormal tone, earnings announcements, and the stock market," Journal of Financial Markets, Elsevier, vol. 61(C).
  • David Ardia & Keven Bluteau & Kris Boudt, 2021. "Media abnormal tone, earnings announcements, and the stock market," Papers 2110.10800, arXiv.org.
• Ilyas El Ghordaf & Abdelbari El Khamlichi, 2021. "Profit Warnings And Stock Returns: Evidence From Moroccan Stock Exchange," Post-Print hal-03420284, HAL.
  • Ilyas El Ghordaf & Abdelbari El Khamlichi, 2021. "Profit warnings and stock returns: Evidence from moroccan stock exchange," Papers 2111.06655, arXiv.org.
• Qihui Chen & Nikolai Roussanov & Xiaoliang Wang, 2021. "Semiparametric Conditional Factor Models in Asset Pricing," Papers 2112.07121, arXiv.org, revised Apr 2025.
• Andrea Barbon & Angelo Ranaldo, 2021. "On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges," Papers 2112.07386, arXiv.org, revised Sep 2024.
  • Andrea Barbon & Angelo Ranaldo, 2022. "On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges," Swiss Finance Institute Research Paper Series 22-38, Swiss Finance Institute.
• Kamphol Panyagometh, 2021. "Dynamic Spending and Risk-Based Simulation in Retirement Planning," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(4), pages 337-346, April.
• Adedoyin Isola LAWAL & Ezekiel OSENI & Abiola John ASALEYE & Bukola LAWAL-ADEDOYIN & Rachael OJEKA-JOHN, 2021. "Is the Stock Market Efficient? Evidence from Nonlinear Unit Root Tests for Nigeria," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(5), pages 384-395, May.
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• Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021. "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers 28800, National Bureau of Economic Research, Inc.
• Hirshleifer, David & Sheng, Jinfei, 2022. "Macro news and micro news: Complements or substitutes?," Journal of Financial Economics, Elsevier, vol. 145(3), pages 1006-1024.
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• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2022. "Dissecting green returns," Journal of Financial Economics, Elsevier, vol. 146(2), pages 403-424.
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• Matteo Aquilina & Eric Budish & Peter O’Neill, 2022. "Quantifying the High-Frequency Trading “Arms Race”," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(1), pages 493-564.
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• Jianan Liu & Tobias J. Moskowitz & Robert F. Stambaugh, 2021. "Pricing Without Mispricing," NBER Working Papers 29016, National Bureau of Economic Research, Inc.
• Ströbel, Johannes & Wurgler, Jeffrey, 2021. "What do you think about climate finance?," CEPR Discussion Papers 16622, C.E.P.R. Discussion Papers.
  • Johannes Stroebel & Jeffrey Wurgler, 2021. "What Do You Think About Climate Finance?," NBER Working Papers 29136, National Bureau of Economic Research, Inc.
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• Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2024. "Market Freezes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1291-1320, September.
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• Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021. "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers 29212, National Bureau of Economic Research, Inc.
• Baumeister, Christiane, 2021. "Measuring Market Expectations," CEPR Discussion Papers 16520, C.E.P.R. Discussion Papers.
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• Isaac Baley & Laura Veldkamp, 2021. "Bayesian learning," Economics Working Papers 1797, Department of Economics and Business, Universitat Pompeu Fabra.
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• Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021. "Predicting the Oil Market," NBER Working Papers 29379, National Bureau of Economic Research, Inc.
• Jeffrey P. Cohen & Cletus C. Coughlin & Jonas Crews & Stephen L. Ross, 2021. "Immediate and Longer-Term Housing Market Effects of a Major U.S. Airport Closure," NBER Working Papers 29385, National Bureau of Economic Research, Inc.
• Larry Cordell & Michael R. Roberts & Michael Schwert, 2023. "CLO Performance," Journal of Finance, American Finance Association, vol. 78(3), pages 1235-1278, June.
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• Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022. "Momentum, Reversals, and Investor Clientele [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 26(2), pages 217-255.
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• Jennie Bai & Massimo Massa, 2021. "Is Human-Interaction-based Information Substitutable? Evidence from Lockdown," NBER Working Papers 29513, National Bureau of Economic Research, Inc.
• Hanna Halaburda & Zhiguo He & Jiasun Li, 2021. "An Economic Model of Consensus on Distributed Ledgers," NBER Working Papers 29515, National Bureau of Economic Research, Inc.
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• Turan G. Bali & David Hirshleifer & Lin Peng & Yi Tang & Qiguang Wang, 2021. "Social Interactions and Lottery Stock Mania," NBER Working Papers 29543, National Bureau of Economic Research, Inc.
• Wallmeier, Martin, 2021. "Mispricing of Index Options with Respect to Stochastic Dominance Bounds?," Critical Finance Review, now publishers, vol. 10(1), pages 21-55, April.
• Chaehyun Pyun, 2021. "Documenting the Post-2000 Decline in the Idiosyncratic Volatility Effect," Critical Finance Review, now publishers, vol. 10(3), pages 419-427, August.
• Philip Gray & Thanh Huynh, 2021. "Treasury Rates No Longer Predict Returns: A Reappraisal of Breen, Glosten and Jagannathan (1989)," Critical Finance Review, now publishers, vol. 10(3), pages 429-444, August.
• Bergeaud, Antonin & Mazet-Sonilhac, Clément & Malgouyres, Clément & Signorelli, Sara, 2021. "Technological Change and Domestic Outsourcing," IZA Discussion Papers 14603, Institute of Labor Economics (IZA).
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• Kenji Hatakenaka & Kosuke Oya, 2021. "Bayesian inference for time varying partial adjustment model with application to intraday price discovery," Discussion Papers in Economics and Business 21-19, Osaka University, Graduate School of Economics.
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on Market Efficiency Using Data from Shanghai Stock Exchange and Shenzhen Stock Exchange," Discussion Papers in Economics and Business 21-22, Osaka University, Graduate School of Economics.
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks," Discussion Papers in Economics and Business 21-23, Osaka University, Graduate School of Economics.
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency in five countries," Discussion Papers in Economics and Business 21-24, Osaka University, Graduate School of Economics, revised Dec 2021.
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency in Five Markets," Discussion Papers in Economics and Business 21-24-Rev., Osaka University, Graduate School of Economics, revised Dec 2021.
• Thomas Bourveau & Renaud Coulomb & Marc Sangnier, 2021. "Political Connections and White-Collar Crime: Evidence from Insider Trading in France," Journal of the European Economic Association, European Economic Association, vol. 19(5), pages 2543-2576.
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• Robert F Engle & Martin Klint Hansen & Ahmet K Karagozoglu & Asger Lunde, 2021. "News and Idiosyncratic Volatility: The Public Information Processing Hypothesis [A Theory of Intraday Patterns: Volume and Price Variability]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 1-38.
• Giuseppe Buccheri & Giacomo Bormetti & Fulvio Corsi & Fabrizio Lillo, 2021. "Comment on: Price Discovery in High Resolution," Journal of Financial Econometrics, Oxford University Press, vol. 19(3), pages 439-451.
• Karsten Schweikert, 2021. "Bootstrap Confidence Intervals and Hypothesis Testing for Market Information Shares [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 934-959.
• Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021. "Price Discovery in a Continuous-Time Setting [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 985-1008.
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• Heather D Gibson & Stephen G Hall & Deborah GeFang & Pavlos Petroulas & George S Tavlas, 2021. "Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis," Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1454-1470.
• Eugene F Fama & Kenneth R French, 2021. "The Value Premium [Fundamentals and stock returns in Japan]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 105-121.
• Peter N Dixon, 2021. "Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency? [The market for ‘lemons’: Quality uncertainty and the market mechanism]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 122-168.
• N Aaron Pancost, 2021. "Zero-Coupon Yields and the Cross-Section of Bond Prices [Pricing the term structure with linear regressions]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 209-268.
• Yashar H Barardehi & Dan Bernhardt & Thomas G Ruchti & Marc Weidenmier, 2021. "The Night and Day of Amihud’s (2002) Liquidity Measure [Asset pricing with liquidity risk]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 269-308.
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• Jongsub Lee & Andy Naranjo & Stace Sirmans, 2021. "CDS Momentum: Slow-Moving Credit Ratings and Cross-Market Spillovers [Insider trading in credit derivatives]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 352-401.
• Anastassia Fedyk, 2021. "Disagreement after News: Gradual Information Diffusion or Differences of Opinion?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(3), pages 465-501.
• Alex Chinco & Vyacheslav Fos, 2021. "The Sound of Many Funds Rebalancing," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(3), pages 502-551.
• Joshua D Coval & David Hirshleifer & Tyler Shumway, 2021. "Can Individual Investors Beat the Market?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(3), pages 552-579.
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• Wayne Ferson & Junbo L Wang, 2021. "A Panel Regression Approach to Holdings-Based Fund Performance Measures [Multiperiod performance persistence analysis of hedge funds]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 695-734.
• Liyan Yang & Haoxiang Zhu, 2021. "Strategic Trading When Central Bank Intervention Is Predictable [Uncovering hedge fund skill from the portfolio holdings they hide]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 735-761.
• Mehran Azimi & Anup Agrawal, 2021. "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning [Cash holdings and credit risk]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 762-805.
• Jussi Keppo & Tyler Shumway & Daniel Weagley, 2021. "Are Monthly Market Returns Predictable? [Conditional market timing with benchmark investors]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 806-836.
• Anisha Ghosh & George M Constantinides, 2021. "What Information Drives Asset Prices? [Information quality and long-run risk: Asset pricing implications]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 837-885.
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• Alessandro Beber & Daniela Fabbri & Marco Pagano & Saverio Simonelli, 2021. "Short-Selling Bans and Bank Stability," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 10(1), pages 158-187.
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• Stefano Ramelli & Alexander F Wagner & Richard J Zeckhauser & Alexandre Ziegler, 2021. "Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections [Asset pricing with liquidity risk]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 10(4), pages 748-787.
  • Wagner, Alexander F. & Ramelli, Stefano & Zeckhauser, Richard & Ziegler, Alexandre, 2018. "Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections," CEPR Discussion Papers 13206, C.E.P.R. Discussion Papers.
• Lantian Liang & Ryan Williams & Steven Chong Xiao, 2021. "Stock Market Information and Innovative Investment in the Supply Chain [Corporate equity ownership, strategic alliances, and product market relationships]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 10(4), pages 856-894.
• Neil D Pearson & Zhishu Yang & Qi Zhang & Stijn Van Nieuwerburgh, 2021. "The Chinese Warrants Bubble: Evidence from Brokerage Account Records," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 264-312.
• Jiang Luo & Avanidhar Subrahmanyam & Sheridan Titman & Itay Goldstein, 2021. "Momentum and Reversals When Overconfident Investors Underestimate Their Competition," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 351-393.
• Samuel Antill & Darrell Duffie, 2021. "Augmenting Markets with Mechanisms [Optimal Execution of Portfolio Transactions]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 1665-1719.
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• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2021. "An Augmented q-Factor Model with Expected Growth [Abnormal returns to a fundamental analysis strategy]," Review of Finance, European Finance Association, vol. 25(1), pages 1-41.
• David Hirshleifer & Ben Lourie & Thomas G Ruchti & Phong Truong, 2021. "First Impression Bias: Evidence from Analyst Forecasts [Biased beliefs, asset prices, and investment: a structural approach]," Review of Finance, European Finance Association, vol. 25(2), pages 325-364.
• Nishant Dass & Vikram Nanda & Haemin Dennis Park & Steven Chong Xiao, 2021. "Intellectual Property Protection and Financial Markets: Patenting versus Secrecy," Review of Finance, European Finance Association, vol. 25(3), pages 669-711.
• Nihat Aktas & Audra Boone & Alexander Witkowski & Guosong Xu & Burcin Yurtoglu, 2021. "The Role of Internal M&A Teams in Takeovers [Women in the boardroom and their impact on governance and performance]," Review of Finance, European Finance Association, vol. 25(4), pages 1047-1088.
• David C Brown & Shaun William Davies & Matthew C Ringgenberg, 2021. "ETF Arbitrage, Non-Fundamental Demand, and Return Predictability [The equity share in new issues and aggregate stock returns]," Review of Finance, European Finance Association, vol. 25(4), pages 937-972.
• Matthias M M Buehlmaier & Josef Zechner, 2021. "Financial Media, Price Discovery, and Merger Arbitrage [Who writes the news? Corporate press releases during merger negotiations]," Review of Finance, European Finance Association, vol. 25(4), pages 997-1046.
• Jonathan Reuter & Eric Zitzewitz, 2021. "How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach [Mutual fund’s R2 as predictor of performance]," Review of Finance, European Finance Association, vol. 25(5), pages 1395-1432.
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• David Easley & David Michayluk & Maureen O’Hara and Tālis & J Putniņš, 2021. "The Active World of Passive Investing [Mutual fund’s R2 as predictor of performance]," Review of Finance, European Finance Association, vol. 25(5), pages 1433-1471.
• Peter Cziraki & Jasmin Gider, 2021. "The Dollar Profits to Insider Trading [Information networks: evidence from illegal insider trading tips]," Review of Finance, European Finance Association, vol. 25(5), pages 1547-1580.
• Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu, 2021. "Sovereign Credit Quality and Violations of the Law of One Price [Asset pricing and the bid-ask spread]," Review of Finance, European Finance Association, vol. 25(5), pages 1581-1607.
• Lifang Li & Valentina Galvani, 2021. "Informed Trading and Momentum in the Corporate Bond Market [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, vol. 25(6), pages 1773-1816.
• Alfred Yawson & Huizhong Zhang, 2021. "Central Hub M&A Advisors [Common advisers in mergers and acquisitions: determinants and consequences]," Review of Finance, European Finance Association, vol. 25(6), pages 1817-1857.
• Ashwini Agrawal & Isaac Hacamo & Zhongchen Hu & Wei Jiang, 2021. "Information Dispersion across Employees and Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 34(10), pages 4785-4831.
• Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021. "Corporate Bond Liquidity during the COVID-19 Crisis [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5352-5401.
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• Rüdiger Fahlenbrach & Kevin Rageth & René M Stulz, 2021. "How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5474-5521.
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• Jonathan M Karpoff & Robert Schonlau & Katsushi Suzuki, 2021. "Shareholder Perks and Firm Value [Matching on the Estimated Propensity Score]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5676-5722.
• Peter M DeMarzo & David M Frankel & Yu Jin, 2021. "Portfolio Liquidity and Security Design with Private Information [Strategic liquidity supply and security design]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5841-5885.
• Charles Cao & David Gempesaw & Timothy T Simin, 2021. "Information Choice, Uncertainty, and Expected Returns [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5977-6031.
• Neil D Pearson & Zhishu Yang & Qi Zhang, 2021. "The Chinese Warrants Bubble: Evidence from Brokerage Account Records [Bubbles and crises]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 264-312.
• Jiang Luo & Avanidhar Subrahmanyam & Sheridan Titman, 2021. "Momentum and Reversals When Overconfident Investors Underestimate Their Competition [The financial crisis of 2007–2009: Causes and remedies]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 351-393.
• Eitan Goldman & Wenyu Wang, 2021. "Weak Governance by Informed Active Shareholders [The “Wall Street walk” and shareholder activism: Exit as a form of voice]," The Review of Financial Studies, Society for Financial Studies, vol. 34(2), pages 661-699.
• Shiyang Huang & Maureen O’Hara & Zhuo Zhong, 2021. "Innovation and Informed Trading: Evidence from Industry ETFs [Short interest, institutional ownership, and stock returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1280-1316.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang, 2021. "Do Foreign Institutional Investors Improve Price Efficiency? [Does governance travel around the world? Evidence from institutional investors]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1317-1367.
• Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2021. "Asset Insulators [Asset pricing and the bid-ask spread]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1509-1539.
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• Rongbing Huang & Jay R Ritter & David Denis, 2021. "Corporate Cash Shortfalls and Financing Decisions [Market timing and capital structure]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1789-1833.
• Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang, 2021. "Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects [The cross-section of volatility and expected returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1907-1951.
• Sophie X Ni & Neil D Pearson & Allen M Poteshman & Joshua White & Andrew Karolyi, 2021. "Does Option Trading Have a Pervasive Impact on Underlying Stock Prices? [Equity market impact]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1952-1986.
• Massimo Massa & David Schumacher & Yan Wang, 2021. "Who Is Afraid of BlackRock? [Connected stocks]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1987-2044.
• Julian Franks & Nicolas Serrano-Velarde & Oren Sussman, 2021. "Marketplace Lending, Information Aggregation, and Liquidity [Joint projects without commitment]," The Review of Financial Studies, Society for Financial Studies, vol. 34(5), pages 2318-2361.
• James Dow & Jungsuk Han & Francesco Sangiorgi & Stijn Van Nieuwerburgh, 2021. "Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2857-2909.
• Itay Goldstein & Chester S Spatt & Mao Ye, 2021. "Big Data in Finance [Institutional order handling and broker-affiliated trading venues]," The Review of Financial Studies, Society for Financial Studies, vol. 34(7), pages 3213-3225.
• David Easley & Marcos López de Prado & Maureen O’Hara & Zhibai Zhang, 2021. "Microstructure in the Machine Age," NBER Chapters, in: Big Data: Long-Term Implications for Financial Markets and Firms, pages 3316-3363, National Bureau of Economic Research, Inc.
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• Walter Krämer, 2021. "Asymmetry in the distribution of daily stock returns," Empirical Economics, Springer, vol. 60(3), pages 1115-1125, March.
• Laura Casula & Giovanni Masala, 2021. "Electricity derivatives: an application to the futures Italian market," Empirical Economics, Springer, vol. 61(2), pages 637-666, August.
• Khamis Hamed Al-Yahyaee & Walid Mensi & Hee-Un Ko & Massimiliano Caporin & Sang Hoon Kang, 2021. "Is the Korean housing market following Gangnam style?," Empirical Economics, Springer, vol. 61(4), pages 2041-2072, October.
• Burak Pirgaip, 2021. "Pan(dem)ic reactions in Turkish stock market: evidence from share repurchases," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 381-402, June.
• Carmen López-Martín & Sonia Benito Muela & Raquel Arguedas, 2021. "Efficiency in cryptocurrency markets: new evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 403-431, September.
• Antonis Ballis & Konstantinos Drakos, 2021. "The explosion in cryptocurrencies: a black hole analogy," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-8, December.
• Boubekeur Baba & Güven Sevil, 2021. "Bayesian analysis of time-varying interactions between stock returns and foreign equity flows," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
• Keming Li, 2021. "The effect of option trading," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-32, December.
• Walid Mensi & Mobeen Ur Rehman & Muhammad Shafiullah & Khamis Hamed Al-Yahyaee & Ahmet Sensoy, 2021. "High frequency multiscale relationships among major cryptocurrencies: portfolio management implications," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
• Asror Nigmonov & Syed Shams, 2021. "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-28, December.
• Oluwasegun B. Adekoya & Gabriel O. Oduyemi & Johnson A. Oliyide, 2021. "Price and volatility persistence of the US REITs market," Future Business Journal, Springer, vol. 7(1), pages 1-10, December.
• Riccardo Ferretti & Pierpaolo Pattitoni & Roberto Patuelli, 2021. "Insider Trading and the Market Abuse Directive: Are Voluntary and Mandatory Takeover Bids Different?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 461-485, November.
• Luca Brugnolini & Antonello D’Agostino & Alex Tagliabracci, 2021. "Is Anything Predictable in Market-Based Surprises?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 387-410, November.
• Nils-Christian Bobenhausen & Astrid Juliane Salzmann, 2021. "Discount, transparency and announcements effects of equity rights offerings: international evidence," Journal of Business Economics, Springer, vol. 91(5), pages 733-758, July.
• Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
• Jose I. Alvarado & Lindsay C. Clark & Jose A. Gutierrez, 2021. "Stock performance subsequent to combinations in quarterly revenue surprise, earnings surprise, guidance, valuation, and report time," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 95-117, January.
• Efthymios Argyropoulos & Nikolaos Elias & Dimitris Smyrnakis & Elias Tzavalis, 2021. "Can country-specific interest rate factors explain the forward premium anomaly?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 252-269, April.
• Yutaka Horiba & Kazuo Yoshida, 2021. "Determinants of defined-contribution corporate pension adoptions in Japan," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 486-503, July.
• Tzameret H. Rubin & Nir Ben-Aharon, 2021. "Additionality of government guaranteed loans for SMEs in Israel," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 504-528, July.
• Bing Zhu & René-Ojas Woltering, 2021. "Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 544-571, July.
• Ki-Hong Choi & Ron P. McIver & Salvatore Ferraro & Lei Xu & Sang Hoon Kang, 2021. "Dynamic volatility spillover and network connectedness across ASX sector markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 677-691, October.
• Parthajit Kayal & Sumanjay Dutta & Vipul Khandelwal & Rakesh Nigam, 2021. "Information Theoretic Ranking of Extreme Value Returns," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 1-21, March.
• Ani Stoykova & Mariya Paskaleva, 2021. "Smart Analysis of Volatility Visualization as a Tool of Financial and Tourism Risk Management," Springer Proceedings in Business and Economics, in: Vicky Katsoni & Ciná van Zyl (ed.), Culture and Tourism in a Smart, Globalized, and Sustainable World, pages 359-370, Springer.
• Lili Dai & Rui Shen & Bohui Zhang, 2021. "Does the media spotlight burn or spur innovation?," Review of Accounting Studies, Springer, vol. 26(1), pages 343-390, March.
• Theodore E. Christensen & Enrique Gomez & Matthew Ma & Jing Pan, 2021. "Analysts’ role in shaping non-GAAP reporting: evidence from a natural experiment," Review of Accounting Studies, Springer, vol. 26(1), pages 172-217, March.
• Atif Ellahie & Xiaoxia Peng, 2021. "Management forecasts of volatility," Review of Accounting Studies, Springer, vol. 26(2), pages 620-655, June.
• Russell J. Lundholm, 2021. "FSA in an ETF world," Review of Accounting Studies, Springer, vol. 26(4), pages 1428-1455, December.
• Omri Even-Tov & Naim Bugra Ozel, 2021. "What moves stock prices around credit rating changes?," Review of Accounting Studies, Springer, vol. 26(4), pages 1390-1427, December.
• Tiziana La Rocca, 2021. "Do prestigious underwriters shape IPO pricing? A meta-analytic review," Review of Managerial Science, Springer, vol. 15(3), pages 573-609, April.
• Syed Mujahid Hussain & Sergey Osmekhin & Frédéric Délèze, 2021. "Short-term market efficiency indicator based on the waiting-time distribution," Review of Managerial Science, Springer, vol. 15(6), pages 1561-1572, August.
• Ginevra Marandola & Rossella Mossucca, 2021. "When did the stock market start to react less to downgrades by Moody’s, S&P and Fitch?," SN Business & Economics, Springer, vol. 1(2), pages 1-45, February.
• Michele Anelli & Michele Patanè & Mario Toscano & Alessio Gioia, 2021. "The Evolution of the Lead-lag Markets in the Price Discovery Process of the Sovereign Credit Risk: the Case of Italy," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(2), pages 1-7.
• Guido Abate & Tommaso Bonafini & Pierpaolo Ferrari, 2021. "Fundamentals-weighting vs. Capitalization-weighting: An Empirical Comparison," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 10(2), pages 1-3.
• Pierri, Nicola & Timmer, Yannick, 2022. "The importance of technology in banking during a crisis," Journal of Monetary Economics, Elsevier, vol. 128(C), pages 88-104.
  • Timmer, Yannick & Pierri, Niccola, 2021. "The importance of technology in banking during a crisis," ESRB Working Paper Series 117, European Systemic Risk Board.
  • Nicola Pierri & Yannick Timmer, 2022. "The Importance of Technology in Banking during a Crisis," Finance and Economics Discussion Series 2022-020, Board of Governors of the Federal Reserve System (U.S.).
• Lai Cao Mai Phuong, 2021. "How Covid19 affects the stock return of the Vietnamese pharmaceutical industry: event study method," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(4), pages 250-261, June.
• Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021. "Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies," The European Journal of Finance, Taylor & Francis Journals, vol. 27(1-2), pages 8-30, January.
  • Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers 2019-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle, 2020. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," Papers 2009.04200, arXiv.org.
• Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021. "Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes," The European Journal of Finance, Taylor & Francis Journals, vol. 27(18), pages 1804-1833, December.
  • Massimo Guidolin & Manuela Pedio, 2019. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers 19118, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  • Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," Working Papers 676, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Marian W. Moszoro, 2021. "Political Cognitive Biases Effects on Fund Managers’ Performance," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(3), pages 235-253, July.
  • Moszoro, Marian, 2020. "Political Cognitive Biases Effects on Fund Managers' Performance," MPRA Paper 101572, University Library of Munich, Germany.
• Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2021. "How Market Sentiment Drives Forecasts of Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 351-367, October.
  • Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2020. "How Market Sentiment Drives Forecasts of Stock Returns," Working Papers Series inetwp115, Institute for New Economic Thinking.
• Siga, Lucas & Mihm, Maximilian, 2021. "Information aggregation in competitive markets," Theoretical Economics, Econometric Society, vol. 16(1), January.
• Manzano, Carolina & Vives, Xavier, 2021. "Market power and welfare in asymmetric divisible good auctions," Theoretical Economics, Econometric Society, vol. 16(3), July.
  • Vives, Xavier & Manzano, Carolina, 2016. "Market Power and Welfare in Asymmetric Divisible Good Auctions," CEPR Discussion Papers 11731, C.E.P.R. Discussion Papers.
  • Manzano, Carolina & Vives, Xavier, 2017. "Market Power and Welfare in Asymmetric Divisible Good Auctions," Working Papers 2072/292436, Universitat Rovira i Virgili, Department of Economics.
  • Carolina Manzano & Xavier Vives, 2016. "Market Power and Welfare in Asymmetric Divisible Good Auctions," CESifo Working Paper Series 6261, CESifo.
  • Manzano, Carolina & Vives, Xavier, 2017. "Market Power and Welfare in Asymmetric Divisible Good Auctions," IESE Research Papers D/1162, IESE Business School.
• Miao, Jianjun & Wu, Jieran & Young, Eric R., 2021. "Macro-financial volatility under dispersed information," Theoretical Economics, Econometric Society, vol. 16(1), January.
  • Jianjun Miao & Jieran Wu & Eric Young, 2016. "Macro-Financial Volatility under Dispersed Information," Boston University - Department of Economics - Working Papers Series WP2019-10, Boston University - Department of Economics, revised May 2019.
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• Roman Frydman & Nicholas Mangee, 2021. "Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic," JRFM, MDPI, vol. 14(11), pages 1-13, November.
  • Roman Frydman & Nicholas Mangee, 2021. "Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic," Working Papers Series inetwp164, Institute for New Economic Thinking.
• Utz Weitzel & Michael Kirchler, 2021. "The Banker's Oath And Financial Advice," Working Papers 2021-04, Faculty of Economics and Statistics, Universität Innsbruck.
  • Utz Weitzel & Michael Kirchler, 2021. "The Banker's Oath And Financial Advice," Tinbergen Institute Discussion Papers 21-032/IV, Tinbergen Institute.
• Sonia Di TOMASO & Denis Marco MONTAGNA & Antonio AMENDOLA, 2021. "Stock Returns and Cash Flows: A New Asset Pricing Approach," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 5(2), pages 85-120.
• Fuertes, Ana-Maria & Robles, Maria-Dolores, 2021. "Bank credit risk events and peers' equity value," International Review of Financial Analysis, Elsevier, vol. 75(C).
  • Ana-Maria Fuertes & Maria-Dolores Robles, 2021. "Bank Credit Risk Events and Peers’ Equity Value," Documentos de Trabajo del ICAE 2021-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Ishak, Norhamiza & Kadir @ Shahar, Hanita & Jiun, Ricky Chia Chee, 2021. "Cyclical Industries’ Stock Performance Reaction during COVID-19: A Systematic Literature Review," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(1), pages 147-158.
• Tanveer, Zubair, 2021. "Event Analysis of the COVID-19: Evidence from the Stock Markets of Twenty Highly Infected Countries," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(1), pages 3-25.
• Wu, Ling & Hock Ow, Siew, 2021. "The Impact of News Sentiment on the Stock Market Fluctuation: The Case of Selected Energy Sector," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(3), pages 1-21.
• Mohamed CHIKHI & Claude DIEBOLT, 2022. "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 13, pages 228-253, June.
  • Claude Diebolt & Mohamed Chikhi, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers 09-21, Association Française de Cliométrie (AFC).
  • Mohamed CHIKHI & Claude DIEBOLT, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA 2021-36, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Mohamed Chikhi & Claude Diebolt, 2022. "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Post-Print hal-03778331, HAL.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
  • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
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  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
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  • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
  • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
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  • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
  • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
  • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
  • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-05077550, HAL.
  • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
  • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05077550, HAL.
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  • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
  • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
• Agoraki, Maria-Eleni & Aslanidis, Nektarios & Kouretas, Georgios P., 2021. "U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis," Working Papers 2072/534915, Universitat Rovira i Virgili, Department of Economics.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & López, Óscar G., 2022. "The link between cryptocurrencies and Google Trends attention," Finance Research Letters, Elsevier, vol. 47(PA).
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• BASHAYREH, Ala’ & ALOMARI, Mohammad W., 2021. "Analyzing The Technical Efficiency Using Data Envelopment Analysis Method: The Case Of Gulf Cooperation Council Countries," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(3), pages 44-55, September.
• Gokhan Cinar & Adnan Hushmat, 2021. "The Analysis of Wheat Prices Using Multiple Structural Break-Point Cointegration Test," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 68(3), pages 359-374, June.
• Gokhan Cinar & Adnan Hushmat, 2021. "The Analysis of Wheat Prices Using Multiple Structural Breakpoint Co-Integration Test," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 68(3), pages 359-374.
• Assoc. Prof. Yordan Yordanov, PhD, 2021. "Weak form Efficency and Market Risk Evaluation at the BSE (Bulgarian Stock Exchange)," An Annual Book of University of Economics - Varna, University of Economics - Varna, vol. 91(1), pages 105-152, January.
• PhD Student Stefan Kutsarov, 2021. "Efficiency from Bank Mergers and Acquisitions in Bulgaria," An Annual Book of University of Economics - Varna, University of Economics - Varna, vol. 91(1), pages 203-244, January.
• Małachowski Paweł & Gadowska-dos Santos Dominika, 2021. "What Determines the Success of an IPO? Analysis of IPO Underpricing on the Warsaw Stock Exchange," Central European Economic Journal, Sciendo, vol. 8(55), pages 1-14, January.
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• Kozak, Sylwester & Gajdek, Seweryn, 2021. "Risk Of Investment In Cryptocurrencies," Economic and Regional Studies (Studia Ekonomiczne i Regionalne), John Paul II University of Applied Sciences in Biala Podlaska, vol. 14(3), September.
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• Ertugrul Melik & Coskun Ali, 2021. "What is a real measure of corporate liquidity," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 57(1), pages 3-13, March.
• Karasiński Jacek & Zduńczak Patryk, 2021. "Do extreme market value ratios mean that the market is informationally inefficient? A study of the Warsaw Stock Exchange," Journal of Economics and Management, Sciendo, vol. 43(1), pages 206-224, May.
• Wnuczak Paweł, 2021. "Profitability of investment strategies developed on the basis of buy and sell recommendations," Journal of Economics and Management, Sciendo, vol. 43(1), pages 317-338, May.
• Huyen Phuong Do & Bich Ngoc Do & Tra My Nguyen & Thinh Vu Duy, 2021. "Arbitrage with Exchange-traded Funds: A Case of E1VFVN30 Based on Intraday Data," Economic Research Guardian, Mutascu Publishing, vol. 11(1), pages 130-143, June.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021. "Dynamic return and volatility spillovers among S&P 500, crude oil, and gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 153-170, January.
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• Sascha Kolaric & Florian Kiesel & Steven Ongena, 2021. "Market Discipline through Credit Ratings and Too‐Big‐to‐Fail in Banking," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 367-400, March.
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• Cyril Monnet & Thomas Nellen, 2021. "The Collateral Costs of Clearing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 939-970, August.
  • Cyril Monnet & Thomas Nellen, 2014. "The Collateral Costs of Clearing," Working Papers 2014-04, Swiss National Bank.
• Adam Bordeman & Bharadwaj Kannan & Roberto Pinheiro, 2021. "Rival Growth Prospects and Equity Prices: Evidence from Mass Layoff Announcements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 1969-1997, December.
  • Adam Bordeman & Bharadwaj Kannan & Roberto Pinheiro, 2016. "Rival Growth Prospects and Equity Prices: Evidence from Mass Layoff Announcements," Working Papers 16-10R, Federal Reserve Bank of Cleveland.
• Garg, Karan, 2021. "Machines and Markets : Assessing the Impact of Algorithmic Trading on Financial Market Efficiency," Warwick-Monash Economics Student Papers 11, Warwick Monash Economics Student Papers.
• Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho, 2022. "Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model," International Economics, CEPII research center, issue 170, pages 66-78.
  • Hammoudeh, Shawkat & Mensi, Walid & Cho, Jin Seo, 2022. "Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model," International Economics, Elsevier, vol. 170(C), pages 66-78.
  • Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho, 2021. "Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model," Working papers 2021rwp-191, Yonsei University, Yonsei Economics Research Institute.
• Schmidhammer, Christoph, 2021. "Return differences between DAX ETFs and the benchmark DAX," Discussion Papers 28/2021, Deutsche Bundesbank.
• Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2023. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
  • Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2021. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Discussion Papers 29/2021, Deutsche Bundesbank.
• König, Philipp Johann & Laux, Christian & Pothier, David, 2021. "The leverage effect of bank disclosures," Discussion Papers 31/2021, Deutsche Bundesbank.
• Agarwal, Vikas & Hanouna, Paul & Moussawi, Rabih & Stahel, Christof W., 2021. "Do ETFs increase the commonality in liquidity of underlying stocks?," CFR Working Papers 21-04, University of Cologne, Centre for Financial Research (CFR).
• Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021. "Option return predictability with machine learning and big data," CFR Working Papers 21-08, University of Cologne, Centre for Financial Research (CFR).
• Brown, Nerissa C. & Elliott, W. Brooke & Wermers, Russ & White, Roger M., 2021. "News or noise: Mobile internet technology and stock market activity," CFR Working Papers 21-10, University of Cologne, Centre for Financial Research (CFR).
• Hinsche, Isabelle Cathérine, 2021. "A greenium for the next generation EU green bonds: Analysis of a potential green bond premium and its drivers," CFS Working Paper Series 663, Center for Financial Studies (CFS).
• Cumming, Douglas J. & Firth, Christopher & Gathergood, John & Stewart, Neil, 2021. "Covid, work-from-home, and securities misconduct," CFS Working Paper Series 666, Center for Financial Studies (CFS).
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021. "The Geography of Investor Attention," EIEF Working Papers Series 2114, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
  • Mengoli, Stefano & Pagano, Marco & Pattitoni, Pierpaolo, 2021. "The geography of investor attention," CFS Working Paper Series 671, Center for Financial Studies (CFS).
  • Pagano, Marco & mengoli, stefano & Pattitoni, Pierpaolo, 2021. "The Geography of Investor Attention," CEPR Discussion Papers 16747, C.E.P.R. Discussion Papers.
  • Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021. "The Geography of Investor Attention," CSEF Working Papers 630, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Pagano, Marco & Wagner, Christian & Zechner, Josef, 2023. "Disaster resilience and asset prices," Journal of Financial Economics, Elsevier, vol. 150(2).
  • Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," Papers 2005.08929, arXiv.org, revised May 2020.
  • Pagano, Marco & Wagner, Christian & Zechner, Josef, 2021. "Disaster resilience and asset prices," CFS Working Paper Series 673, Center for Financial Studies (CFS).
  • Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," EIEF Working Papers Series 2008, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
  • Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," CSEF Working Papers 563, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Zechner, Josef & Pagano, Marco & Wagner, Christian, 2020. "Disaster Resilience and Asset Prices," CEPR Discussion Papers 14773, C.E.P.R. Discussion Papers.
• Lyroudi, Katerina & Morina, Fatbardha & Balomenou, Chrysanthi, 2021. "Response of Information Technology Companies in Europe to the World Health Organization's Announcement of the COVID-19 Pandemic," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2021), Hybrid Conference, Zagreb, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Hybrid Conference, Zagreb, Croatia, 9-10 September 2021, pages 96-106, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Pyemo N. Afego & Imhotep P. Alagidede, 2021. "What does corporate social advocacy signal? Evidence from boycott participation decisions," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 5(1), pages 49-68, March.
  • Afego, Pyemo N. & Alagidede, Imhotep P., 2021. "What does corporate social advocacy signal? Evidence from boycott participation decisions," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
• Elizaveta Zinovyeva & Raphael C. G. Reule & Wolfgang Karl Hardle, 2021. "Understanding Smart Contracts: Hype or Hope?," Papers 2103.08447, arXiv.org.
  • Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021. "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers 2021-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
  • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
  • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
  • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
  • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
  • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
  • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
  • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
  • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
  • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
  • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
  • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
  • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-05077550, HAL.
  • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
  • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05077550, HAL.
  • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
  • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
  • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
  • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
• Brünner, Tobias, 2021. "Estimation Procedure for "Price Formation in Call Auctions with Insider Information"," LEAF Working Paper Series 21-01, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF).
• Wurm, Laura, 2021. "Strangling speculation: The effect of the 1903 Viennese futures trading ban," QUCEH Working Paper Series 21-09, Queen's University Belfast, Queen's University Centre for Economic History.
• Can Gao & Ian W. R. Martin, 2021. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," Journal of Finance, American Finance Association, vol. 76(6), pages 3211-3254, December.
  • Martin, Ian & Gao, Can, 2019. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers 13454, C.E.P.R. Discussion Papers.
  • Gao, Can & Martin, Ian, 2021. "Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment," SAFE Working Paper Series 312, Leibniz Institute for Financial Research SAFE.
  • Gao, Can & Martin, Ian, 2021. "Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment," LSE Research Online Documents on Economics 108598, London School of Economics and Political Science, LSE Library.
• Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka, 2021. "Market impact of government communication: The case of presidential tweets," SAFE Working Paper Series 314, Leibniz Institute for Financial Research SAFE, revised 2021.
• Gianluca Anese & Marco Corazza & Michele Costola & Loriana Pelizzon, 2023. "Impact of public news sentiment on stock market index return and volatility," Computational Management Science, Springer, vol. 20(1), pages 1-36, December.
  • Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana, 2021. "Impact of public news sentiment on stock market index return and volatility," SAFE Working Paper Series 322, Leibniz Institute for Financial Research SAFE.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
  • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
  • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
  • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
  • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
  • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
  • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
  • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
  • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
  • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
  • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
  • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
  • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-05077550, HAL.
  • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
  • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05077550, HAL.
  • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
  • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
  • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
• Andreas Barth & Valerie Laturnus & Sasan Mansouri & Alexander F. Wagner, 2021. "ICO Analysts," Swiss Finance Institute Research Paper Series 21-26, Swiss Finance Institute.
  • Barth, Andreas & Laturnus, Valerie & Mansouri, Sasan & Wagner, Alexander, 2021. "ICO analysts," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242429, Verein für Socialpolitik / German Economic Association.
• Mansouri, Sasan, 2021. "Does firm's silence drive media's attention away?," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242433, Verein für Socialpolitik / German Economic Association.
• Rieber, Alexander, 2021. "Regulating a highly concentrated industry: Implications fromDodd-Frank," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242434, Verein für Socialpolitik / German Economic Association.
• Wache, Benjamin, 2021. "Information Frictions, Global Capital Markets, and the Telegraph," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242444, Verein für Socialpolitik / German Economic Association.
• Petry, Markus & Ulutaş, Soner, 2021. "Das Crowdinvesting-Modell für Startups - keine Assetklasse für schwache Nerven," wifin Working Paper Series 8/2021, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin).
• Müller, Raphael & Spengel, Christoph & Weck, Stefan, 2021. "How do investors value the publication of tax information? Evidence from the European public country-by-country reporting," ZEW Discussion Papers 21-077, ZEW - Leibniz Centre for European Economic Research.
• Pascal Flurin Meier & Raphael Flepp & Egon Franck, 2021. "Are sports betting markets semistrong efficient? Evidence from the COVID-19 pandemic," Working Papers 387, University of Zurich, Department of Business Administration (IBW).

2020

• Alex Cukierman & Thomas Lustenberger & Allan Meltzer, 2020. "The Permanent-Transitory Confusion: Implications for Tests of Market Efficiency and for Expected Inflation During Turbulent and Tranquil Times," Springer Studies in the History of Economic Thought, in: Arie Arnon & Warren Young & Karine van der Beek (ed.), Expectations, pages 215-238, Springer.
• Keqi Chen, 2020. "A Closer Look at Analyst Expectations: Stickiness and Confirmation Bias," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(5), pages 1-15.
• Bingnan Ye & Wei Liu, 2020. "How Do Institutional Investors Swell Firm Innovation: Evidence from China’s High-tech Companies," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(5), pages 1-2.
• Chih-Yu Chin & Chia-Hsien Tang & Yen-Hsien Lee, 2020. "The Social Network Volume of COVID-19 and Stock Market Response," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(6), pages 1-4.
• Nicolò Zorich & Gabriele Cardullo, 2020. "Does Active Management Beat the Market? Evidence from Italy," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 9(3), pages 1-1.
• Jaroslav Baran & Jan Voříšek, 2020. "Volatility indices and implied uncertainty measures of European government bond futures," Working Papers 43, European Stability Mechanism.
• Zigraiova, Diana & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2021. "How puzzling is the forward premium puzzle? A meta-analysis," European Economic Review, Elsevier, vol. 134(C).
  • Havranek, Tomas & Novak, Jiri & Zigraiova, Diana, 2020. "How puzzling is the forward premium puzzle? A meta-analysis," MetaArXiv 348kc, Center for Open Science.
  • Diana Zigraiova & Tomas Havranek & Jiri Novak, 2020. "How puzzling is the forward premium puzzle? A meta-analysis," Working Papers 46, European Stability Mechanism.
  • Diana Zigraiova & Tomas Havranek & Jiri Novak, 2020. "How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis," Working Papers IES 2020/6, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
  • Zigraiova, Diana & Havranek, Tomas & Novak, Jiri, 2020. "How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis," EconStor Preprints 213578, ZBW - Leibniz Information Centre for Economics.
  • Havranek, Tomas & Zigraiova, Diana & Irsova, Zuzana & Novak, Jiri, 2021. "How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis," CEPR Discussion Papers 15817, C.E.P.R. Discussion Papers.
• Kirill Shakhnov, 2022. "The Allocation of Talent: Finance versus Entrepreneurship," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 161-195, October.
  • Shakhnov, Kirill, 2014. "The allocation of talent: finance versus entrepreneurship," Economics Working Papers ECO2014/13, European University Institute.
  • Kirill Shakhnov, 2020. "The Allocation OF Talent: Finance versus Entrepreneurship," School of Economics Discussion Papers 0420, School of Economics, University of Surrey.
• Dante Amengual & Enrique Sentana, 2020. "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 350-366, April.
  • Dante Amengual & Enrique Sentana, 2015. "Is a Normal Copula the Right Copula?," Working Papers wp2015_1504, CEMFI.
  • Sentana, Enrique & Amengual, Dante, 2015. "Is a normal copula the right copula?," CEPR Discussion Papers 10809, C.E.P.R. Discussion Papers.
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• Levashenko Antonina & Koval A. & Girich M. & Saule Anes & Chernovol K. & Nazarov Vladimir & Sisigina N. & Avxentyev Nikolay & Tsatsura E. & Belev Sergey & Tishchenko Tatiana & Polezhaeva Natalia & Ape, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 11, pages 1-209, May.
• Talapina E. & Cheresneva I. & Trunin Pavel & Evseev Aleksei & Iskhakova Farida & Kosarev V. & Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Levashenko Antonina & Chernovol K, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 12, pages 1-89, May.
• Levashenko Antonina & Koval Aleksandra & Chernovol K. & Ermokhin I. & Magomedova O. & Zaitsev Yuri & Abramov Alexander & Radygin Alexandr & Chernova Maria & Efremov A. & Kosyrev Andrey & Yuzhakov A. &, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 13, pages 1-90, May.
• Levashenko Antonina & Koval Aleksandra & Girich M. & Valamat-Zade A. & Chernovol K. & Magomedova O. & Trunin Pavel & Goryunov Evgeny & Dobrolyubova E. & Starostina A. & Potapova A. & Rogozin D. & Evse, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-98, May.
• Abramov Alexander & Radygin Alexandr & Chernova Maria & Kosyrev Andrey & Tarasova N. & Pestrikova S. & Belev Sergey & Tishchenko Tatiana & Kurdin A. & Shastitko A. & Markova O. & Morozov S. & Ponomare, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-148, June.
• Levashenko Antonina & Koval Aleksandra & Girich M. & Saule Anes & Chernovol K. & Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Maksimov A. & Belyakova N. & Ponomarev Yuri & , 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-61, June.
• Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Leskova Yu. & Levushkin A. & Makarentseva Alla & Malakhov V. & Motin A. & Ponomarev Yuri & Makarov A. & Radchenko D. & Sidorova, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-85, June.
• Starodubrovskaya Irina & Sitkevich D. & Kazenin Konstantin & Belev Sergey & Vedev Alexey & Drobyshevsky Sergey & Kaukin Andrey & Knobel Alexander & Miller Evgenia & Trunin Pavel & Abramov Alexander & , 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-84, June.
• Varshaver E. & Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Levashenko Antonina & Koval Aleksandra & Girich Maria & Chernovol K. & Maksimov A. & Sosnin D. & Lyashok Viktor , 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-106, July.
• Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Radygin Alexandr & Ponomarev Yuri & Abramov Alexander & Chernova Maria & Zubov Sergey & Kosyrev Andrey & Makarov Andrey & Radchenko Daria & Bo, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-24, December.
• Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Grishina Elena & Polynev A. & Shkuropat A. & Levashenko Antonina & Magomedova O. & Koval Aleksandra & Girich Maria & Chernovol , 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-39, August.
• Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Grishina Elena & Levashenko Antonina & Magomedova O. & Koval Aleksandra & Valamat-Zade A. & Saule Anes & Deryugin Alexander & P, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 22, pages 1-50, August.
• Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Grishina Elena & Levashenko Antonina & Koval Aleksandra & Girich Maria & Chernovol K. & Ermokhin I. & Magomedova O. & Ponomarev, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 23, pages 1-59, August.
• Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Sokolov Ilya & Trunin Pavel & Bozhechkova Alexandra & Zubov Sergey, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, October.
• Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Radygin Alexandr & Ponomarev Yuri & Abramov Alexander & Chernova Maria & Zubov Sergey & Kosyrev Andrey & Makarov Andrey & Radchenko Daria & Bo, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 29, pages 1-24, December.
• Zubarevich Natalia & Florinskaya Yulia & Flegontova Tatiana & Bobylev Yuri & Ponomareva Olga & Kaukin Andrey & Miller Evgenia & Radygin Alexandr & Chernova Maria & Larionova Marina & Kosyrev A. & Shel, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 7, pages 1-48, April.
• Zubarev Andrei & Shilov K. & Trunin Pavel & Bozhechkova Alexandra & Deryugin Alexander & Belev Sergey & Vedev Alexey & Drobyshevsky Sergey & Kaukin Andrey & Knobel Alexander & Miller Evgenia, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 1-38, July.
• Abramov Alexander & Kosarev Andrey & Radygin Alexandr & Chernova Maria & Levashenko Antonina & Knobel Alexander & Firanchuk Alexander, 2020. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 14, pages 1-22, September.
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• Lundström, Christian, 2020. "On the Profitability of Momentum Strategies and Optimal Leverage Rules," Umeå Economic Studies 974, Umeå University, Department of Economics.
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• Eduardo Fernández-Arias & Ricardo Hausmann & Ugo Panizza, 2020. "Smart Development Banks," Journal of Industry, Competition and Trade, Springer, vol. 20(2), pages 395-420, June.
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• Gilberto Anzaldo San Vicente & Guillermo Benavides, 2020. "Expectativas en las tasas de interés y noticias de política monetaria de EEUU," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 15(1), pages 17-35, Enero - M.
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  • Jetter, Michael & Magnusson, Leandro & Roth, Sebastian, 2020. "Becoming Sensitive: Males' Risk and Time Preferences after the 2008 Financial Crisis," IZA Discussion Papers 13054, Institute of Labor Economics (IZA).
• Green, Colin P. & HomRoy, Swarnodeep, 2020. "Bringing Connections Onboard: The Value of Political Influence," IZA Discussion Papers 13392, Institute of Labor Economics (IZA).
• Andrea Bassanini & Eve Caroli & Bruno Chaves Ferreira & Antoine Reberioux, 2020. "Don’t Downsize This! Social Reactions to Mass Dismissals on Twitter," Post-Print halshs-03012930, HAL.
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• K.M. Zahidul Islam, Yeasmin Akter and MD. Nahid Alam, 2020. "Macroeconomic Variables and Stock Returns in Bangladesh: An Empirical Analysis in The Presence of Structural Breaks," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 45(2), pages 115-141, June.
• Chao Ying, 2020. "The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance," 2020 Papers pyi149, Job Market Papers.
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• Zongwu Cai & Haiqiang Chen & Xiaosai Liao, 2020. "A New Robust Inference for Predictive Quantile Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202002, University of Kansas, Department of Economics, revised Feb 2020.
• David Schröder, 2020. "The role of market efficiency on implied cost of capital estimates: an international perspective," Annals of Finance, Springer, vol. 16(4), pages 463-499, December.
• Kotaro Miwa, 2020. "Market Closures and Cross-sectional Stock Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(1), pages 1-33, March.
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• Polin Wu & Wasin Siwasarit, 2020. "Capturing the Order Imbalance with Hidden Markov Model: A Case of SET50 and KOSPI50," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(1), pages 115-144, March.
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• Laure Batz, 2020. "Financial impact of regulatory sanctions on listed companies," European Journal of Law and Economics, Springer, vol. 49(2), pages 301-337, April.
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• Ariel M. Viale & Antoine Giannetti & Luis Garcia-Feijoó, 2020. "The stock market’s reaction to macroeconomic news under ambiguity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 65-97, March.
• Patrick Hable & Patrick Launhardt, 2020. "Aggregate insider trading and the prediction of corporate credit spread changes," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 1-31, March.
• Tim A. Herberger & Matthias Horn & Andreas Oehler, 2020. "Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 179-197, June.
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• Craig Furfine, 2020. "The Impact of Risk Retention Regulation on the Underwriting of Securitized Mortgages," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(2), pages 91-114, December.
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• Martin Hoesli & Stanimira Milcheva & Alex Moss, 2020. "Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study," The Journal of Real Estate Finance and Economics, Springer, vol. 61(3), pages 369-407, October.
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• Richard Cazier & Rosemond Desir & Ray J. Pfeiffer & Lumina Albert, 2020. "Intra-industry information transfer effects of leading firms’ earnings narratives," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 29-49, January.
• Liu Hong & Yongjia Li & Kangzhen Xie & Claire J. Yan, 2020. "On the Market Timing of Hedging: Evidence from U.S. Oil and Gas Producers," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 297-334, January.
• Surendranath Jory & Thanh Ngo & Jurica Susnjara, 2020. "Stock mergers and acquirers’ subsequent stock price crash risk," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 359-387, January.
• Frank O. Kwabi & Chandra Thapa & Krishna Paudyal & Suman Neupane, 2020. "Suboptimal international equity portfolio diversification and stock market development," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 389-412, January.
• Luminita Enache & Khaled Hussainey, 2020. "The substitutive relation between voluntary disclosure and corporate governance in their effects on firm performance," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 413-445, February.
• Peng-Chia Chiu & Timothy D. Haight, 2020. "Investor learning, earnings signals, and stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 671-698, February.
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• Thomas J. Lopez & Craig A. Sisneros & Trevor Sorensen, 2020. "The market pricing of negative special items through time: an unintended consequence of regulation change?," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 753-777, February.
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• Katsiaryna Salavei Bardos & Brandon N. Cline & Gregory Koutmos, 2020. "Risk dynamics around restatement announcements," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1279-1313, May.
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• Donald Lien & Pi-Hsia Hung & Chiu-Ting Pan, 2020. "Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 239-268, July.
• Mei-Chen Lin, 2020. "When analysts encounter lottery-like stocks: lottery-like stocks and analyst stock recommendations," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 327-353, July.
• Luminita Enache & Antonio Parbonetti & Anup Srivastava, 2020. "Are all outside directors created equal with respect to firm disclosure policy?," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 541-577, August.
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• Pantisa Pavabutr, 2020. "White Knights or Machiavellians? Understanding the motivation for reverse takeovers in Singapore and Thailand," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 983-1001, October.
• Omer N. Gokalp & Sami Keskek & Abdullah Kumas & Marshall A. Geiger, 2020. "Insider trading around auto recalls: Does investor attention matter?," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 1003-1033, October.
• Winnie P. H. Poon & Jianfu Shen, 2020. "The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 1063-1091, October.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2020. "Social media, political uncertainty, and stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 1137-1153, October.
• Chih-Yang Tseng, 2020. "Family firms and long-term orientation of SG&A expenditures," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1181-1206, November.
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• Russell P. Robins & Geoffrey Peter Smith, 2020. "Selection bias and pseudo discoveries on the constancy of stock return anomalies," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1407-1426, November.
• Klaus Grobys & Sami Vähämaa, 2020. "Another look at value and momentum: volatility spillovers," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1459-1479, November.
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• Kohei Aono & Keiichi Hori, 2020. "Can Cash Be a Ventilator for Firms Suffering from COVID-19? Evidence from Stock Market in Japan," Discussion Paper Series 214, School of Economics, Kwansei Gakuin University.
• Kohei Aono & Keiichi Hori, 2020. "Measuring the Value of Corporate Cash Holdings against Predictable and Unpredictable Negative Shocks," Discussion Paper Series 214-2, School of Economics, Kwansei Gakuin University, revised Apr 2021.
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• Peter Tillmann, 2020. "Financial Markets and Dissent in the ECB’s Governing Council," MAGKS Papers on Economics 202048, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Fabrice Rousseau & Herve Boco & Laurent Germain, 2020. "High Frequency Trading: Strategic Competition Between Slow and Fast Traders," Economics Department Working Paper Series n296-20.pdf, Department of Economics, National University of Ireland - Maynooth.
• J. Arismendi-Zambrano & R. Azevedo, 2020. "Implicit Entropic Market Risk-Premium from Interest Rate Derivatives," Economics Department Working Paper Series n303-20.pdf, Department of Economics, National University of Ireland - Maynooth.
• Kahfi, Atefeh & Sadeghian, Ramin & Darabi, Nasim, 2020. "Using Satisficing Game Theory for Performance Evaluation of Banks’ Branches (Case Study in the Mellat Bank)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(2), pages 135-150, April.
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• Alenka Lena Klopcic & Jana Hojnik & Ales Pustovrh, 2020. "ACER’s Success in Establishing and Ensuring the Functioning of the Internal Energy Market: Through the Eyes of NRAs and Traders," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 18(2 (Summer), pages 91-110.
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• Fausto Corradin & Domenico Sartore, 2020. "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 142-217, September.
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• Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020. "The US Term Structure and Return Volatility in Global REIT Markets," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 84-109, September.
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• Carlos Colón De Armas & Javier Rodriguez & Herminio Romero, 2020. "The behaviour of US investors during presidential elections," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 37(4), pages 730-740, October.
• Carlos Colón De Armas & Javier Rodriguez & Herminio Romero, 2020. "The behaviour of US investors during presidential elections," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 37(4), pages 730-740, October.
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• Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020. "Robust identification of investor beliefs," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 117(52), pages 33130-33140, December.
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• Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020. "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers 26706, National Bureau of Economic Research, Inc.
• Daniel Chen & Darrell Duffie, 2021. "Market Fragmentation," American Economic Review, American Economic Association, vol. 111(7), pages 2247-2274, July.
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• Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020. "Robust identification of investor beliefs," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 117(52), pages 33130-33140, December.
  • Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020. "Robust Identification of Investor Beliefs," Cowles Foundation Discussion Papers 2236, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020. "Robust Identification of Investor Beliefs," NBER Working Papers 27257, National Bureau of Economic Research, Inc.
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• Alessandro Rebucci & Jonathan S. Hartley & Daniel Jiménez, 2022. "An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 291-322, Emerald Group Publishing Limited.
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• Samuel M. Hartzmark & David H. Solomon, 2020. "Reconsidering Returns," NBER Working Papers 27380, National Bureau of Economic Research, Inc.
• Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen, 2020. "Principal Portfolios," Swiss Finance Institute Research Paper Series 20-67, Swiss Finance Institute.
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• Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2020. "The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?," CEPR Discussion Papers 14950, C.E.P.R. Discussion Papers.
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• Ana Babus & Maryam farboodi, 2019. "The Hidden Costs of Strategic Opacity," 2019 Meeting Papers 1508, Society for Economic Dynamics.
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• Lysle Boller & Fiona Scott Morton, 2020. "Testing the Theory of Common Stock Ownership," NBER Working Papers 27515, National Bureau of Economic Research, Inc.
• Itay Goldstein & Shijie Yang & Luo Zuo, 2020. "The Real Effects of Modern Information Technologies: Evidence from the EDGAR Implementation," NBER Working Papers 27529, National Bureau of Economic Research, Inc.
• Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0. "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 791-833.
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• Benjamin Bennett & René M. Stulz & Zexi Wang, 2020. "Does Joining the S&P 500 Index Hurt Firms?," NBER Working Papers 27593, National Bureau of Economic Research, Inc.
• Viral V Acharya & Sascha Steffen, 2020. "The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(3), pages 430-471.
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• Söhnke M. Bartram & Mark Grinblatt & Yoshio Nozawa, 2020. "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns," NBER Working Papers 27655, National Bureau of Economic Research, Inc.
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• Erol Akçay & David Hirshleifer, 2021. "Social finance as cultural evolution, transmission bias, and market dynamics," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(26), pages 2015568118-, June.
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• Matthew R. Denes & Sabrina T. Howell & Filippo Mezzanotti & Xinxin Wang & Ting Xu, 2020. "Investor Tax Credits and Entrepreneurship: Evidence from U.S. States," NBER Working Papers 27751, National Bureau of Economic Research, Inc.
• Gürkaynak, Refet S. & Kara, A. Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2021. "Monetary policy surprises and exchange rate behavior," Journal of International Economics, Elsevier, vol. 130(C).
  • Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
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  • Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," NBER Working Papers 27819, National Bureau of Economic Research, Inc.
  • Refet S. Gürkaynak & A. Hakan Kara & Burcin Kisacikoglu, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CESifo Working Paper Series 8557, CESifo.
  • Gürkaynak, Refet & Kara, A. Hakan & KısacıkoÄŸlu, Burçin & Lee, Sang Seok, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CEPR Discussion Papers 15289, C.E.P.R. Discussion Papers.
• Jules H. van Binsbergen & Xiao Han & Alejandro Lopez-Lira, 2020. "Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases," NBER Working Papers 27843, National Bureau of Economic Research, Inc.
• Hansen, Stephen & Davis, Steven & Seminario-Amez, Cristhian, 2020. "Firm-level Risk Exposures and Stock Returns in the Wake of COVID-19," CEPR Discussion Papers 15314, C.E.P.R. Discussion Papers.
  • Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020. "Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19," NBER Working Papers 27867, National Bureau of Economic Research, Inc.
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• Sean Cao Robert H. Smith & Wei Jiang & Baozhong Yang J. Mack Robinson & Alan L Zhang & Tarun Ramadorai, 2023. "How to Talk When a Machine Is Listening: Corporate Disclosure in the Age of AI," The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3603-3642.
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• Itzhak Ben-David & Utpal Bhattacharya & Stacey E. Jacobsen, 2020. "The (Missing) Relation Between Acquisition Announcement Returns and Value Creation," NBER Working Papers 27976, National Bureau of Economic Research, Inc.
• Dany Bahar & Prithwiraj Choudhury & Britta Glennon, 2020. "An Executive Order Worth $100 Billion: The Impact of an Immigration Ban’s Announcement on Fortune 500 Firms’ Valuation," NBER Working Papers 27997, National Bureau of Economic Research, Inc.
• Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2024. "Adverse Selection Dynamics in Privately Produced Safe Debt Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(1), pages 441-468, January.
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• Justin Birru & Sinan Gokkaya & Xi Liu & René M. Stulz, 2020. "Who Benefits from Analyst “Top Picks”?," NBER Working Papers 28038, National Bureau of Economic Research, Inc.
• Anna Cieslak & Hao Pang, 2020. "Common Shocks in Stocks and Bonds," NBER Working Papers 28184, National Bureau of Economic Research, Inc.
• Chris Florackis & Christodoulos Louca & Roni Michaely & Michael Weber, 2023. "Cybersecurity Risk," The Review of Financial Studies, Society for Financial Studies, vol. 36(1), pages 351-407.
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• Akshaya Jha & Stephen A. Karolyi & Nicholas Z. Muller, 2020. "Polluting Public Funds: The Effect of Environmental Regulation on Municipal Bonds," NBER Working Papers 28210, National Bureau of Economic Research, Inc.
• Roger Farmer & Jean-Philippe Bouchaud, 2020. "Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality," NBER Working Papers 28261, National Bureau of Economic Research, Inc.
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• Jonathan H. Wright, 2020. "Event-day Options," NBER Working Papers 28306, National Bureau of Economic Research, Inc.
• Augustin, Patrick & Brenner, Menachem & Hu, Jianfeng & Subrahmanyam, Marti G., 2020. "Are Corporate Spin-offs Prone to Insider Trading?," Critical Finance Review, now publishers, vol. 9(1-2), pages 115-155, June.
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• Angeliki Drousia & Athanasios Episcopos & George N. Leledakis & Emmanouil G. Pyrgiotakis, 2023. "EU Regulation and open market share repurchases: new evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 29(9), pages 1022-1042, June.
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• Chong, Terence Tai Leung & Li, Chen, 2020. "Search of Attention in Financial Market," MPRA Paper 99003, University Library of Munich, Germany.
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• NEIFAR, MALIKA & HarzAllah, AMIRA, 2020. "Can Canadian Stock market provide complete hedge against Inflation ?," MPRA Paper 99093, University Library of Munich, Germany.
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• Stefanescu, Răzvan & Dumitriu, Ramona, 2020. "Efectul Turn-of-the-Year pe piaţa valutară din România [The Turn-of-the-Year Effect in the Romanian foreign exchange market]," MPRA Paper 99365, University Library of Munich, Germany, revised 30 Mar 2020.
• Neifar, Malika, 2020. "Islamic vs Conventional Canadian stock markets : what difference ?," MPRA Paper 99608, University Library of Munich, Germany.
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• Abdul Wahid & Muhammad Zubair Mumtaz, 2020. "Long-run price performance of local and dual class IPOs in alternative investment market," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(1), pages 71-100.
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• Park , Cyn-Young & Tian , Shu & Zhao , Bo, 2020. "Global Bitcoin Markets and Local Regulations," ADB Economics Working Paper Series 605, Asian Development Bank.
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• Yusuf, Ismaila Akanni & Mesagan, Ekundayo Peter & Amadi, Agatha Nkem, 2020. "Effect of financial deepening on stock market returns: The case of military and democratic post-SAP regimes in Nigeria," BizEcons Quarterly, Strides Educational Foundation, vol. 6, pages 3-21.
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• Ali, Akhtiar & Bux, S. Karim & Khan, Naveed, 2020. "Preceding Dividend as a signal of Future Dividends: Evidence from Chinese Commercial Banks," Sukkur IBA Journal of Management and Business, Sukkur IBA University, vol. 7(2), pages 93-106, July-Dece.
• Ezekiel Alade, Muyiwa & Amos Adeusi, Sunday & Oluwatoyin Alade, Fisayo, 2020. "Covid-19 Pandemic And Nigerian Stock Market Capitalisation," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 7(3), pages 12-23, June.
• Selmi, Refk Selmi & Errami, Youssef Errami & Wohar, Mark E., 2020. "What Trump’s China Tariffs Have Cost U.S. Companies?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(2), pages 282-295.
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• Chamil W SENARATHNE & Wei JIANGUO, 2020. "Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 73-91, July.
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• Andrey Kudryavtsev, 2020. "Stock Return Dynamics after Analyst Recommendation Revisions," Journal of Risk & Control, Risk Market Journals, vol. 7(1), pages 1-16.
• Malkina, Marina (Малкина, Марина) & Ovchinnikov, Vyacheslav (Овчинников, Вячеслав), 2020. "Cryptocurrency Market: Overreaction to News and Herd Instincts [Рынок Криптовалют: Сверхреакция На Новости И Стадные Инстинкты]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 74-105, June.
• Farhadi, Zahra, 2020. "The Impact of Financial Information Comparability on Aggressive Tax Avoidance with respect to the information environment," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 134-151, June.
• Zhifeng Cai, 2020. "Dynamic information acquisition and time-varying uncertainty," Departmental Working Papers 202002, Rutgers University, Department of Economics.
• Daniel Cahill & Kingsley Fong & Marvin Wee & Joey Wenling Yang, 2020. "The role of implied volatility in liquidity provision," Australian Journal of Management, Australian School of Business, vol. 45(1), pages 45-71, February.
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• Eric Fischer, 2020. "Monetary Surprises and Global Financial Flows: A Case Study of Latin America," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(2), pages 189-225, August.
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• Muhammad Ejaz, 2020. "Response of Deposits to Fixation of Minimum Rate of Return: Evidence from Pakistan’s Banking System," SBP Working Paper Series 105, State Bank of Pakistan, Research Department.
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• Jacek Karasiñski, 2020. "Changing Weak-Form Informational Efficiency: A Study on the World’s Stock Markets," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 18(90), pages 48-61.
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• Do, Quoc-Anh & Galbiati, Roberto & Marx, Benjamin & Ortiz Serrano, Miguel A., 2024. "J'Accuse! Antisemitism and financial markets in the time of the Dreyfus Affair," Journal of Financial Economics, Elsevier, vol. 154(C).
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• Markus Hess, 2020. "Pricing electricity forwards under future information on the stochastic mean-reversion level," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 751-767, December.
• Thomas Renault, 2020. "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Digital Finance, Springer, vol. 2(1), pages 1-13, September.
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• André Meyer & Lennart Ante, 2020. "Effects of initial coin offering characteristics on cross-listing returns," Digital Finance, Springer, vol. 2(3), pages 259-283, December.
• Wei Zhang & Pengfei Wang, 2020. "Investor attention and the pricing of cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, vol. 17(2), pages 445-468, July.
• Hongwei Chuang, 2020. "The impacts of institutional ownership on stock returns," Empirical Economics, Springer, vol. 58(2), pages 507-533, February.
• Imad A. Moosa, 2020. "The bitcoin: a sparkling bubble or price discovery?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 93-113, March.
• Ayesha Sayed & Christo Auret, 2020. "Volatility transmission in the South African white maize futures market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 71-88, March.
• Lokman Tutuncu, 2020. "Lock-up provisions and valuation of Turkish IPOs," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 587-608, December.
• Lin Liu & Qiguang Chen, 2020. "How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-21, December.
• Huy N. Chau & Andrea Cosso & Claudio Fontana, 2020. "The value of informational arbitrage," Finance and Stochastics, Springer, vol. 24(2), pages 277-307, April.
• Constantinos Kardaras & Johannes Ruf, 2020. "Filtration shrinkage, the structure of deflators, and failure of market completeness," Finance and Stochastics, Springer, vol. 24(4), pages 871-901, October.
• Florian Manz & Birgit Müller & Dirk Schiereck, 2020. "The pricing of European non-performing real estate loan portfolios: evidence on stock market evaluation of complex asset sales," Journal of Business Economics, Springer, vol. 90(7), pages 1087-1120, August.
• Fang Chen & Jian Huang & Han Yu, 2020. "The intra-industry effects of proxy contests," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 321-347, April.
• Sabyasachi Mohapatra & Arun Kumar Misra & Marimuthu Murali Kannan, 2020. "Risk factors explaining returns anomaly in emerging market banks – study on Indian banking system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 417-433, July.
• Zachary McGurk & Adam Nowak & Joshua C. Hall, 2020. "Stock returns and investor sentiment: textual analysis and social media," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 458-485, July.
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• Justin Cox & Adam Schwartz & Robert Ness, 2020. "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 724-748, October.
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• Xinyi Qian, 2020. "Gold market price spillover between COMEX, LBMA and SGE," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 810-831, October.
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• Nawazish Mirza & Krishna Reddy & Amir Hasnaoui & Peter Yates, 2020. "A Comparative Analysis of the Hedging Effectiveness of Farmgate Milk Prices for New Zealand and United States Dairy Farmers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 129-142, March.
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  • Muhammad Abubakr Naeem & Zhe Peng & Mouhammed Tahir Suleman & Rabindra Nepal & Syed Jawad Hussain Shahzad, 2020. "Time and Frequency Connectedness Among Oil Shocks, Electricity and Clean Energy Markets," CAMA Working Papers 2020-81, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Chen, Zhongdong & Craig, Karen Ann & Karpovics, Mikhael, 2020. "Once bitten twice shy? Evidence from the U.S. banking industry during the crash of the energy market," Energy Economics, Elsevier, vol. 92(C).
• Zarnikau, J. & Tsai, C.H. & Woo, C.K., 2020. "Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market," Energy, Elsevier, vol. 195(C).
• Dang, Tung Lam & Dang, Man & Hoang, Luong & Nguyen, Lily & Phan, Hoang Long, 2020. "Media coverage and stock price synchronicity," International Review of Financial Analysis, Elsevier, vol. 67(C).
• Iwatsubo, Kentaro & Watkins, Clinton, 2020. "Who influences the fundamental value of commodity futures in Japan?," International Review of Financial Analysis, Elsevier, vol. 67(C).
  • Kentaro Iwatsubo & Clinton Watkins, 2018. "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers 1830, Graduate School of Economics, Kobe University.
• Gan, Baoqing & Alexeev, Vitali & Bird, Ron & Yeung, Danny, 2020. "Sensitivity to sentiment: News vs social media," International Review of Financial Analysis, Elsevier, vol. 67(C).
• Meng, Xiangtong & Zhang, Wei & Li, Youwei & Cao, Xing & Feng, Xu, 2020. "Social media effect, investor recognition and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, vol. 67(C).
• Adra, Samer & Barbopoulos, Leonidas G., 2020. "Do corporations learn from mispricing? Evidence from takeovers and corporate performance," International Review of Financial Analysis, Elsevier, vol. 68(C).
• Ibikunle, Gbenga & McGroarty, Frank & Rzayev, Khaladdin, 2020. "More heat than light: Investor attention and bitcoin price discovery," International Review of Financial Analysis, Elsevier, vol. 69(C).
• Xu, Liao & Xu, Lu & Zhao, Jing & Zhao, Yang, 2020. "Information-based trading and information propagation: Evidence from the exchange traded fund market," International Review of Financial Analysis, Elsevier, vol. 70(C).
• Li, Bin & Yao, Yao & Shahab, Yasir & Li, Hai-Xia & Ntim, Collins G., 2020. "Parent-subsidiary dispersion and executive excess perks consumption," International Review of Financial Analysis, Elsevier, vol. 70(C).
• Zhang, Dongyang, 2020. "How do firms overcome financial constraint anxiety to survive in the market? Evidence from large manufacturing data," International Review of Financial Analysis, Elsevier, vol. 70(C).
• Bergsma, Kelley & Tayal, Jitendra, 2020. "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic," International Review of Financial Analysis, Elsevier, vol. 70(C).
• Liu, Sha & Han, Jingguang, 2020. "Media tone and expected stock returns," International Review of Financial Analysis, Elsevier, vol. 70(C).
• Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020. "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, vol. 71(C).
• Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth, 2020. "Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage," International Review of Financial Analysis, Elsevier, vol. 71(C).
• Guidi, Marco & Sogiakas, Vasilios & Vagenas-Nanos, Evangelos & Verwijmeren, Patrick, 2020. "Spreading the sin: An empirical assessment from corporate takeovers," International Review of Financial Analysis, Elsevier, vol. 71(C).
• Smales, Lee A., 2020. "Examining the relationship between policy uncertainty and market uncertainty across the G7," International Review of Financial Analysis, Elsevier, vol. 71(C).
• Nguyen, Truong-Giang, 2020. "Stock liquidity and dividend policy: Evidence from an imputation tax environment," International Review of Financial Analysis, Elsevier, vol. 72(C).
• Hasselgren, Anton & Peltomäki, Jarkko & Graham, Michael, 2020. "Speculator activity and the cross-asset predictability of FX returns," International Review of Financial Analysis, Elsevier, vol. 72(C).
• Hu, Yang & Hou, Yang Greg & Oxley, Les, 2020. "What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?," International Review of Financial Analysis, Elsevier, vol. 72(C).
• Xiong, Xiong & Meng, Yongqiang & Joseph, Nathan Lael & Shen, Dehua, 2020. "Stock mispricing, hard-to-value stocks and the influence of internet stock message boards," International Review of Financial Analysis, Elsevier, vol. 72(C).
• Bellu, Mirko & Conversano, Claudio, 2020. "Protected Adaptive Asset Allocation," Finance Research Letters, Elsevier, vol. 32(C).
• Kim, Kyung Soon & Chung, Chune Young & Liu, Chang, 2020. "Is institutional monitoring time-varying? Evidence from the Korean market," Finance Research Letters, Elsevier, vol. 32(C).
• Khuntia, Sashikanta & Pattanayak, J.K., 2020. "Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume," Finance Research Letters, Elsevier, vol. 32(C).
• Li, Xin & Li, Shenghong & Xu, Chong, 2020. "Price clustering in Bitcoin market—An extension," Finance Research Letters, Elsevier, vol. 32(C).
• Zhou, Deqing, 2020. "Strategic trading with transaction cost in the long run," Finance Research Letters, Elsevier, vol. 32(C).
• Chen, Tsung-Yu & Chou, Pin-Huang & Yang, Nien-Tzu, 2020. "Momentum and reversals: Are they really separate phenomena?," Finance Research Letters, Elsevier, vol. 32(C).
• Zhang, Tonghui & Yuan, Ying & Wu, Xi, 2020. "Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo," Finance Research Letters, Elsevier, vol. 32(C).
• Takaishi, Tetsuya, 2020. "Rough volatility of Bitcoin," Finance Research Letters, Elsevier, vol. 32(C).
• Jiang, Fuwei & Jin, Fujing & Tang, Guohao, 2020. "Dissecting the effectiveness of firm financial strength in predicting Chinese stock market," Finance Research Letters, Elsevier, vol. 32(C).
• Baur, Dirk G. & Kuck, Konstantin, 2020. "The timing of the flight to gold: An intra-day analysis of gold and the S&P500," Finance Research Letters, Elsevier, vol. 33(C).
• Ballis, Antonis & Drakos, Konstantinos, 2020. "Testing for herding in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 33(C).
• Sebastião, Helder & Godinho, Pedro, 2020. "Bitcoin futures: An effective tool for hedging cryptocurrencies," Finance Research Letters, Elsevier, vol. 33(C).
• Park, Keun Woo & Han, Min Yeon & Oh, Ji Yeol Jimmy, 2020. "Beta or duration? Risk-taking by balanced mutual funds in Korea✰," Finance Research Letters, Elsevier, vol. 33(C).
• Bley, Jorg & Saad, Mohsen, 2020. "An analysis of technical trading rules: The case of MENA markets," Finance Research Letters, Elsevier, vol. 33(C).
• Biell, Lis & Mouchette, Xavier & Muller, Aline, 2020. "When does the market feel it? Magnitude, speed and persistence of market reactions to cross-listings," Finance Research Letters, Elsevier, vol. 34(C).
• Contreras, Harold, 2020. "Strategic timing of corporate insiders when trading at earnings announcements," Finance Research Letters, Elsevier, vol. 34(C).
• Arshad, Shaista & Rizvi, Syed Aun R. & Haroon, Omair, 2020. "Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency," Finance Research Letters, Elsevier, vol. 34(C).
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2020. "Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?," Finance Research Letters, Elsevier, vol. 34(C).
• Jiang, Jinjin & Li, Haiqi, 2020. "A new measure for market efficiency and its application," Finance Research Letters, Elsevier, vol. 34(C).
• Ke, Yun & Zhang, Yanan, 2020. "Does high-frequency trading reduce market underreaction to earnings news?," Finance Research Letters, Elsevier, vol. 34(C).
• Shen, Dehua & Urquhart, Andrew & Wang, Pengfei, 2020. "A three-factor pricing model for cryptocurrencies," Finance Research Letters, Elsevier, vol. 34(C).
• Turattia, Douglas Eduardo & Mendes, Fernando Henrique P.S. & Caldeira, João Frois, 2020. "Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization," Finance Research Letters, Elsevier, vol. 34(C).
• Kim, Soonho & Na, Haejung, 2020. "Earnings information, arbitrage constraints, and the forecast dispersion anomaly," Finance Research Letters, Elsevier, vol. 35(C).
• Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2020. "Does intraday time-series momentum exist in Chinese stock index futures market?," Finance Research Letters, Elsevier, vol. 35(C).
• Kim, Jae H. & Shamsuddin, Abul, 2020. "A bootstrap test for predictability of asset returns," Finance Research Letters, Elsevier, vol. 35(C).
• Elaad, Guy & Reade, J. James & Singleton, Carl, 2020. "Information, prices and efficiency in an online betting market," Finance Research Letters, Elsevier, vol. 35(C).
  • Guy Elaad & J. James Reade & Carl Singleton, 2019. "Information, prices and efficiency in an online betting market," Economics Discussion Papers em-dp2019-10, Department of Economics, University of Reading.
• Aslan, Aylin & Sensoy, Ahmet, 2020. "Intraday efficiency-frequency nexus in the cryptocurrency markets," Finance Research Letters, Elsevier, vol. 35(C).
• Byström, Hans, 2020. "Happiness and Gold Prices," Finance Research Letters, Elsevier, vol. 35(C).
  • Byström, Hans, 2020. "Happiness and Gold Prices," Working Papers 2020:1, Lund University, Department of Economics.
• Fjesme, Sturla Lyngnes, 2020. "Retail investor experience, asset learning, and portfolio risk-adjusted returns," Finance Research Letters, Elsevier, vol. 36(C).
• Park, Cheolbeom & Park, Suyeon, 2020. "Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas," Finance Research Letters, Elsevier, vol. 36(C).
• Yang, Chen & Lv, Fei & Fang, Libing & Shang, Xingxing, 2020. "The pricing efficiency of crude oil futures in the Shanghai International Exchange," Finance Research Letters, Elsevier, vol. 36(C).
• Sabah, Nasim, 2020. "Cryptocurrency accepting venues, investor attention, and volatility," Finance Research Letters, Elsevier, vol. 36(C).
• Borri, Nicola & Shakhnov, Kirill, 2020. "Regulation spillovers across cryptocurrency markets," Finance Research Letters, Elsevier, vol. 36(C).
• Goodell, John W. & Huynh, Toan Luu Duc, 2020. "Did Congress trade ahead? Considering the reaction of US industries to COVID-19," Finance Research Letters, Elsevier, vol. 36(C).
• Shehzad, Khurram & Xiaoxing, Liu & Kazouz, Hayfa, 2020. "COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?," Finance Research Letters, Elsevier, vol. 36(C).
• Mirza, Nawazish & Naqvi, Bushra & Rahat, Birjees & Rizvi, Syed Kumail Abbas, 2020. "Price reaction, volatility timing and funds’ performance during Covid-19," Finance Research Letters, Elsevier, vol. 36(C).
• Mnif, Emna & Jarboui, Anis & Mouakhar, Khaireddine, 2020. "How the cryptocurrency market has performed during COVID 19? A multifractal analysis," Finance Research Letters, Elsevier, vol. 36(C).
• Singh, Amanjot, 2020. "COVID-19 and safer investment bets," Finance Research Letters, Elsevier, vol. 36(C).
• Wang, Wenzhao, 2020. "Institutional investor sentiment, beta, and stock returns," Finance Research Letters, Elsevier, vol. 37(C).
• Buigut, Steven & Kapar, Burcu, 2020. "Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach," Finance Research Letters, Elsevier, vol. 37(C).
• Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen, 2020. "The influence of Bitcoin on portfolio diversification and design," Finance Research Letters, Elsevier, vol. 37(C).
• Dumitrescu, Ariadna & El Hefnawy, Menatalla & Zakriya, Mohammed, 2020. "Golden geese or black sheep: Are stakeholders the saviors or saboteurs of financial distress?," Finance Research Letters, Elsevier, vol. 37(C).
• Baek, Seungho & Mohanty, Sunil K. & Glambosky, Mina, 2020. "COVID-19 and stock market volatility: An industry level analysis," Finance Research Letters, Elsevier, vol. 37(C).
• Just, Małgorzata & Echaust, Krzysztof, 2020. "Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach," Finance Research Letters, Elsevier, vol. 37(C).
• Klein, Olga, 2020. "Trading aggressiveness and market efficiency," Journal of Financial Markets, Elsevier, vol. 47(C).
• van Huellen, Sophie, 2020. "Too much of a good thing? Speculative effects on commodity futures curves," Journal of Financial Markets, Elsevier, vol. 47(C).
  • Sophie van Huellen, 2018. "Too Much of a Good Thing? Speculative Effects on Commodity Futures Curves," Working Papers 211, Department of Economics, SOAS University of London, UK.
• Ters, Kristyna & Urban, Jörg, 2020. "Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model," Journal of Financial Markets, Elsevier, vol. 47(C).
• Patel, Vinay & Putniņš, Tālis J. & Michayluk, David & Foley, Sean, 2020. "Price discovery in stock and options markets," Journal of Financial Markets, Elsevier, vol. 47(C).
• Osano, Hiroshi, 2020. "Credit default swaps and market information," Journal of Financial Markets, Elsevier, vol. 48(C).
• von Beschwitz, Bastian & Massa, Massimo, 2020. "Biased short: Short sellers' disposition effect and limits to arbitrage," Journal of Financial Markets, Elsevier, vol. 49(C).
• Ding, Rong & Zhou, Hang & Li, Yifan, 2020. "Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha," Journal of Financial Markets, Elsevier, vol. 50(C).
• Lin, Zhaoxin & Sapp, Travis R.A. & Ulmer, Jackie Rees & Parsa, Rahul, 2020. "Insider trading ahead of cyber breach announcements," Journal of Financial Markets, Elsevier, vol. 50(C).
• Borochin, Paul, 2020. "The information content of real operating performance measures from the airline industry," Journal of Financial Markets, Elsevier, vol. 50(C).
• Lin, Chih-Yung & Bui, Dien Giau & Lin, Tse-Chun, 2020. "Do short sellers exploit risky business models of banks? Evidence from two banking crises," Journal of Financial Stability, Elsevier, vol. 46(C).
• Chau, Michael & Lin, Chih-Yung & Lin, Tse-Chun, 2020. "Wisdom of crowds before the 2007–2009 global financial crisis," Journal of Financial Stability, Elsevier, vol. 48(C).
• Kirschenmann, Karolin & Korte, Josef & Steffen, Sascha, 2020. "A zero-risk weight channel of sovereign risk spillovers," Journal of Financial Stability, Elsevier, vol. 51(C).
• Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej & Winkler-Drews, Tadeusz, 2020. "Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies," Journal of Financial Stability, Elsevier, vol. 51(C).
• Li, Mingsheng & Liu, Desheng & Peng, Hongfeng & Zhang, Luxiu, 2020. "Does low synchronicity mean more or less informative prices? Evidence from an emerging market," Journal of Financial Stability, Elsevier, vol. 51(C).
• Negrelli, Sara, 2020. "Bubbles and persuasion with uncertainty over market sentiment," Games and Economic Behavior, Elsevier, vol. 120(C), pages 67-85.
• Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2020. "Can there be a market for cheap-talk information? An experimental investigation," Games and Economic Behavior, Elsevier, vol. 121(C), pages 368-381.
  • Antonio Cabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez, 2018. "Can there be a Market for Cheap-Talk Information? An Experimental Investigation," CESifo Working Paper Series 6975, CESifo.
• Kakhbod, Ali & Song, Fei, 2020. "Dynamic price discovery: Transparency vs. information design," Games and Economic Behavior, Elsevier, vol. 122(C), pages 203-232.
• Leister, C. Matthew, 2020. "Information acquisition and welfare in network games," Games and Economic Behavior, Elsevier, vol. 122(C), pages 453-475.
• Valseth, Siri, 2020. "Informed trading in hybrid bond markets," Global Finance Journal, Elsevier, vol. 44(C).
• Dicle, Mehmet F. & Levendis, John, 2020. "Historic risk and implied volatility," Global Finance Journal, Elsevier, vol. 45(C).
• Rezaee, Zabihollah & Dou, Huan & Zhang, Huili, 2020. "Corporate social responsibility and earnings quality: Evidence from China," Global Finance Journal, Elsevier, vol. 45(C).
• Collingro, Franziska & Frenkel, Michael, 2020. "On the financial market impact of euro area monetary policy: A comparative study before and after the Global Financial Crisis," Global Finance Journal, Elsevier, vol. 45(C).
• Hussain, Syed Mujahid & Ben Omrane, Walid & Al-Yahyaee, Khamis, 2020. "US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices," Global Finance Journal, Elsevier, vol. 46(C).
• Hincapié-Salazar, Juliana & Agudelo, Diego A., 2020. "Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market," Global Finance Journal, Elsevier, vol. 46(C).
• Eckert, Christian & Gatzert, Nadine & Heidinger, Dinah, 2020. "Empirically assessing and modeling spillover effects from operational risk events in the insurance industry," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 72-83.
• Khamis Hamed Al-Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi, 2020. "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, CEPII research center, issue 161, pages 66-82.
  • Al-Yahyaee, Khamis Hamed & Shahzad, Syed Jawad Hussain & Mensi, Walid, 2020. "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, Elsevier, vol. 161(C), pages 66-82.
• Goodell, John W. & Goyal, Abhinav & Hasan, Iftekhar, 2020. "Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2020. "Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
• Atanasova, Christina & Weisskopf, Jean-Philippe, 2020. "The price of international equity ETFs: The role of relative liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
• Borgards, Oliver & Czudaj, Robert L., 2020. "The prevalence of price overreactions in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
• Mugerman, Yevgeny & Yidov, Orr & Wiener, Zvi, 2020. "By the light of day: The effect of the switch to winter time on stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
• Abedifar, Pejman & Bouslah, Kais & Qamhieh Hashem, Shatha & Song, Liang, 2020. "How informative are stock prices of Islamic Banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
• Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores, 2020. "Information opacity and corporate bond returns: The dynamics of split ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
• Chui, David & Wing Cheng, Wui & Chi Chow, Sheung & LI, Ya, 2020. "Eastern Halloween effect: A stochastic dominance approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
• Nivelleau De La Brunière, Stanislas & Haye, Jean-Come & Mazza, Paolo, 2020. "The performance of corporate legal insiders on the French stock market," International Review of Law and Economics, Elsevier, vol. 61(C).
• He, Shuoyuan & Narayanamoorthy, Ganapathi (Gans), 2020. "Earnings acceleration and stock returns," Journal of Accounting and Economics, Elsevier, vol. 69(1).
• Beaver, William H. & McNichols, Maureen F. & Wang, Zach Z., 2020. "Increased market response to earnings announcements in the 21st century: An Empirical Investigation," Journal of Accounting and Economics, Elsevier, vol. 69(1).
• Engelberg, Joseph & McLean, R. David & Pontiff, Jeffrey, 2020. "Analysts and anomalies," Journal of Accounting and Economics, Elsevier, vol. 69(1).
• Bushee, Brian & Cedergren, Matthew & Michels, Jeremy, 2020. "Does the media help or hurt retail investors during the IPO quiet period?," Journal of Accounting and Economics, Elsevier, vol. 69(1).
• Bonsall, Samuel B. & Green, Jeremiah & Muller, Karl A., 2020. "Market uncertainty and the importance of media coverage at earnings announcements," Journal of Accounting and Economics, Elsevier, vol. 69(1).
• Christensen, Hans B. & Liu, Lisa Yao & Maffett, Mark, 2020. "Proactive financial reporting enforcement and shareholder wealth," Journal of Accounting and Economics, Elsevier, vol. 69(2).
• Larcker, David F. & Watts, Edward M., 2020. "Where's the greenium?," Journal of Accounting and Economics, Elsevier, vol. 69(2).
• Jia, Weishi & Redigolo, Giulia & Shu, Susan & Zhao, Jingran, 2020. "Can social media distort price discovery? Evidence from merger rumors," Journal of Accounting and Economics, Elsevier, vol. 70(1).
• Chordia, Tarun & Miao, Bin, 2020. "Market efficiency in real time: Evidence from low latency activity around earnings announcements," Journal of Accounting and Economics, Elsevier, vol. 70(2).
• Bhojraj, Sanjeev & Mohanram, Partha & Zhang, Suning, 2020. "ETFs and information transfer across firms," Journal of Accounting and Economics, Elsevier, vol. 70(2).
• Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020. "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, vol. 70(2).

2019

• Qian, Xuesong & Kong, Dongmin & Du, Li, 2019. "Proximity, information, and loan pricing in internal capital markets: Evidence from China," China Economic Review, Elsevier, vol. 54(C), pages 434-456.
• Oh, Seungjoon & Park, Heungju & Zhang, Chi, 2019. "The choice between PIPE and SEO in China," China Economic Review, Elsevier, vol. 57(C).
• Cheng, Lei & Sun, Zhen, 2019. "Do politically connected independent directors matter? Evidence from mandatory resignation events in China," China Economic Review, Elsevier, vol. 58(C).
• Balachandran, Balasingham & Khan, Arifur & Mather, Paul & Theobald, Michael, 2019. "Insider ownership and dividend policy in an imputation tax environment," Journal of Corporate Finance, Elsevier, vol. 54(C), pages 153-167.
• Abdul Halim, Zairihan & How, Janice & Verhoeven, Peter & Hassan, M. Kabir, 2019. "The value of certification in Islamic bond offerings," Journal of Corporate Finance, Elsevier, vol. 55(C), pages 141-161.
• Goergen, Marc & Renneboog, Luc & Zhao, Yang, 2019. "Insider trading and networked directors," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 152-175.
  • Renneboog, Luc & Goergen, M. & Zhao, Y., 2018. "Insider Trading and Networked Directors," Other publications TiSEM c435e408-7658-4e25-bf8e-0, Tilburg University, School of Economics and Management.
  • Goergen, Marc & Renneboog, Luc & Zhao, Yang, 2019. "Insider trading and networked directors," Other publications TiSEM dd590177-d348-410e-a971-b, Tilburg University, School of Economics and Management.
  • Renneboog, Luc & Goergen, M. & Zhao, Y., 2018. "Insider Trading and Networked Directors," Discussion Paper 2018-036, Tilburg University, Center for Economic Research.
• Li, Xiaorong & Wang, Steven Shuye & Wang, Xue, 2019. "Trust and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 224-248.
• Ismail, Ahmad & Khalil, Samer & Safieddine, Assem & Titman, Sheridan, 2019. "Smart investments by smart money: Evidence from acquirers' projected synergies," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 343-363.
• Helbing, Pia & Lucey, Brian M. & Vigne, Samuel A., 2019. "The determinants of IPO withdrawal – Evidence from Europe," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 415-436.
• Frank, Murray Z. & Nezafat, Mahdi, 2019. "Testing the credit-market-timing hypothesis using counterfactual issuing dates," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 187-207.
• Pedraza, Alvaro, 2019. "Strategic information aggregation and learning from prices," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 208-225.
• Cline, Brandon N. & Posylnaya, Valeriya V., 2019. "Illegal insider trading: Commission and SEC detection," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 247-269.
• Ota, Koji & Kawase, Hironori & Lau, David, 2019. "Does reputation matter? Evidence from share repurchases," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 287-306.
• Chen, Jiun-Lin & Sanger, Gary C. & Song, Wei-Ling, 2019. "The relationship insurance role of financial conglomerates: Evidence from earnings announcements," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 505-527.
• Bhattacharya, Utpal & Wei, Kelsey D. & Xia, Han, 2019. "Follow the money: Investor trading around investor-paid credit rating changes," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 68-91.
• Feng, Xunan & Johansson, Anders C., 2019. "Top executives on social media and information in the capital market: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 824-857.
  • Feng, Xunan & Johansson, Anders C., 2017. "Top Executives on Social Media and Information in the Capital Market: Evidence from China," Stockholm School of Economics Asia Working Paper Series 2017-47, Stockholm School of Economics, Stockholm China Economic Research Institute.
• Dahya, Jay & Golubov, Andrey & Petmezas, Dimitris & Travlos, Nickolaos G., 2019. "Governance mandates, outside directors, and acquirer performance," Journal of Corporate Finance, Elsevier, vol. 59(C), pages 218-238.
• Bielagk, Jana & Horst, Ulrich & Moreno-Bromberg, Santiago, 2019. "Trading under market impact: Crossing networks interacting with dealer markets," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 131-151.
• Zhu, Zhaobo & Duan, Xinrui & Sun, Licheng & Tu, Jun, 2019. "Momentum and reversal: The role of short selling," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 95-110.
• Hill, Jonathan B. & Motegi, Kaiji, 2019. "Testing the white noise hypothesis of stock returns," Economic Modelling, Elsevier, vol. 76(C), pages 231-242.
• Dong, Xiyong & Yoon, Seong-Min, 2019. "What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach," Economic Modelling, Elsevier, vol. 77(C), pages 204-215.
• Kuruppuarachchi, Duminda & Lin, Hai & Premachandra, I.M., 2019. "Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices," Economic Modelling, Elsevier, vol. 77(C), pages 92-112.
• Dong, Minyi & Chang, Chun-Ping & Gong, Qiang & Chu, Yin, 2019. "Revisiting global economic activity and crude oil prices: A wavelet analysis," Economic Modelling, Elsevier, vol. 78(C), pages 134-149.
• Zhou, Liyun & Yang, Chunpeng, 2019. "Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals," Economic Modelling, Elsevier, vol. 79(C), pages 130-140.
• Hu, Yingyi & Prigent, Jean-Luc, 2019. "Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market," Economic Modelling, Elsevier, vol. 80(C), pages 11-22.
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  • Zoran Filipovic & Alexander F. Wagner, 2021. "The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune," Post-Print hal-04079914, HAL.
  • Zoran Filipovic & Alexander Wagner, 2022. "The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune," Post-Print hal-04042892, HAL.
  • Zoran Filipovic & Alexander F. Wagner, 2021. "The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune," Post-Print hal-04079912, HAL.
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• Phungo, Muka & Bonga-Bonga, Lumengo, 2019. "An analysis of the unbiased forward rate hypothesis in developed and emerging economies," MPRA Paper 92222, University Library of Munich, Germany.
• Karpouzis, Efstathios & Bouras, Chris & Kanas, Angelos, 2019. "Hedge fund activism, voice, and value creation," MPRA Paper 92576, University Library of Munich, Germany.
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• Ojo, Marianne, 2019. "Avoiding a “No Deal” Scenario: Free Trade Agreements, Citizenship and Economic Rights," MPRA Paper 93812, University Library of Munich, Germany.
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• Yang, Yunlin & Gebka, Bartosz & Hudson, Robert, 2019. "Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies," Research in International Business and Finance, Elsevier, vol. 47(C), pages 78-101.
• Kusen, Alex & Rudolf, Markus, 2019. "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, vol. 48(C), pages 438-463.
• Sakaki, Hamid, 2019. "Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices," Research in International Business and Finance, Elsevier, vol. 49(C), pages 137-155.
• Boya, Christophe M., 2019. "From efficient markets to adaptive markets: Evidence from the French stock exchange," Research in International Business and Finance, Elsevier, vol. 49(C), pages 156-165.
• Swamy, Vighneswara & Dharani, M. & Takeda, Fumiko, 2019. "Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis," Research in International Business and Finance, Elsevier, vol. 50(C), pages 1-17.
• Zhang, Sijia & Gregoriou, Andros, 2019. "The price behavior around initial loan announcements: Evidence from zero-leverage firms in the UK," Research in International Business and Finance, Elsevier, vol. 50(C), pages 191-200.
• Faff, Robert & Prasadh, Shyaam & Shams, Syed, 2019. "Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions," Research in International Business and Finance, Elsevier, vol. 50(C), pages 267-278.
• Sifat, Imtiaz Mohammad & Mohamad, Azhar & Mohamed Shariff, Mohammad Syazwan Bin, 2019. "Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data," Research in International Business and Finance, Elsevier, vol. 50(C), pages 306-321.
• Handika, Rangga & Soepriyanto, Gatot & Havidz, Shinta Amalina Hazrati, 2019. "Are cryptocurrencies contagious to Asian financial markets?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 416-429.
• Qadan, Mahmoud & Zoua’bi, Maher, 2019. "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 82(C).
• Bohl, Martin T. & Siklos, Pierre L. & Stefan, Martin & Wellenreuther, Claudia, 2020. "Price discovery in agricultural commodity markets: Do speculators contribute?," Journal of Commodity Markets, Elsevier, vol. 18(C).
  • Martin T. Bohl & Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2018. "Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?," CQE Working Papers 7518, Center for Quantitative Economics (CQE), University of Muenster.
  • Martin T. Bohl & Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2019. "Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?," CAMA Working Papers 2019-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Peter Kondor & Gabor Pinter, 2018. "Private Information and Client Connections in Government Bond Markets," Discussion Papers 1901, Centre for Macroeconomics (CFM).
  • Kondor, Peter & Pinter, Gabor, 2019. "Private information and client connections in government bond markets," LSE Research Online Documents on Economics 100931, London School of Economics and Political Science, LSE Library.
  • Peter Kondor & Gabor Pinter, 2019. "Private Information and Client Connections in Government Bond Markets," 2019 Meeting Papers 126, Society for Economic Dynamics.
• Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial transaction taxes and the informational efficiency of financial markets: A structural estimation," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1044-1072.
  • Antonio Guarino & Andreas Uthemann & Marco Cipriani, 2015. "Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation," 2015 Meeting Papers 1165, Society for Economic Dynamics.
  • Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2019. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics 118905, London School of Economics and Political Science, LSE Library.
  • Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2021. "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," Staff Reports 993, Federal Reserve Bank of New York.
  • Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2019. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," CeMMAP working papers CWP07/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics 115664, London School of Economics and Political Science, LSE Library.
  • Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," CEPR Discussion Papers 17238, C.E.P.R. Discussion Papers.
• Rahi, Rohit, 2019. "Information acquisition with heterogeneous valuations," LSE Research Online Documents on Economics 118929, London School of Economics and Political Science, LSE Library.
• Kondor, Peter & Pintér, Gábor, 2019. "Clients' connections," LSE Research Online Documents on Economics 118933, London School of Economics and Political Science, LSE Library.
• Bustillo, Inés & Perrotti, Daniel & Velloso, Helvia, 2019. "Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads," LSE Research Online Documents on Economics 123197, London School of Economics and Political Science, LSE Library.
• Beaver, William H & Cascino, Stefano & Correia, Maria & McNichols, Maureen F., 2019. "Group affiliation and default prediction," LSE Research Online Documents on Economics 88139, London School of Economics and Political Science, LSE Library.
• Quanxi Liang & Leng Ling & Jingjing Tang & Haijian Zeng & Mingming Zhuang, 2019. "Managerial overconfidence, firm transparency, and stock price crash risk," China Finance Review International, Emerald Group Publishing Limited, vol. 10(3), pages 271-296, November.
• Lei Fu & Qian Wang, 2019. "Driving factors of merger momentum in China: empirical evidence from listed companies," China Finance Review International, Emerald Group Publishing Limited, vol. 9(2), pages 235-253, January.
• Xiaohui Hou & Shuo Li, 2019. "The price of official-business collusion," China Finance Review International, Emerald Group Publishing Limited, vol. 10(1), pages 52-74, March.
• Zili Su & Constantinos Alexiou, 2019. "Equity incentive schemes, investor protection and corporate performance," China Finance Review International, Emerald Group Publishing Limited, vol. 10(3), pages 297-322, November.
• Jingqin Zhang & Yong Ye, 2019. "Research on the relationship between institutional investor research meeting and the performance of listed companies," China Finance Review International, Emerald Group Publishing Limited, vol. 10(3), pages 347-360, November.
• Donglian Ma & Hisashi Tanizaki, 2019. "On the day-of-the-week effects of Bitcoin markets: international evidence," China Finance Review International, Emerald Group Publishing Limited, vol. 9(4), pages 455-478, July.
• Shasha Liu, 2018. "Earnings management and institutional investor trading prior to earnings announcements," China Finance Review International, Emerald Group Publishing Limited, vol. 9(1), pages 22-50, May.
• Quanxi Liang & Leng Ling & Jingjing Tang & Haijian Zeng & Mingming Zhuang, 2019. "Managerial overconfidence, firm transparency, and stock price crash risk," China Finance Review International, Emerald Group Publishing Limited, vol. 10(3), pages 271-296, November.
• Miao Luo & Tao Chen & Jun Cai, 2018. "Stock return predictability when growth and accrual measures are negatively correlated," China Finance Review International, Emerald Group Publishing Limited, vol. 9(3), pages 401-422, December.
• Lei Fu & Qian Wang, 2019. "Driving factors of merger momentum in China: empirical evidence from listed companies," China Finance Review International, Emerald Group Publishing Limited, vol. 9(2), pages 235-253, January.
• Xiaohui Hou & Shuo Li, 2019. "The price of official-business collusion," China Finance Review International, Emerald Group Publishing Limited, vol. 10(1), pages 52-74, March.
• Zili Su & Constantinos Alexiou, 2019. "Equity incentive schemes, investor protection and corporate performance," China Finance Review International, Emerald Group Publishing Limited, vol. 10(3), pages 297-322, November.
• Jingqin Zhang & Yong Ye, 2019. "Research on the relationship between institutional investor research meeting and the performance of listed companies," China Finance Review International, Emerald Group Publishing Limited, vol. 10(3), pages 347-360, November.
• Donglian Ma & Hisashi Tanizaki, 2019. "On the day-of-the-week effects of Bitcoin markets: international evidence," China Finance Review International, Emerald Group Publishing Limited, vol. 9(4), pages 455-478, July.
• Reyhan Can & Işın Dizdarlar, 2019. "Herd Behavior in the Borsa Istanbul," Contemporary Studies in Economic and Financial Analysis, in: Contemporary Issues in Behavioral Finance, volume 101, pages 171-185, Emerald Group Publishing Limited.
• Aymen Ben Rejeb & Mongi Arfaoui, 2019. "Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach," European Journal of Management and Business Economics, Emerald Group Publishing Limited, vol. 28(3), pages 301-322, February.
• Aymen Ben Rejeb & Mongi Arfaoui, 2019. "Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach," European Journal of Management and Business Economics, Emerald Group Publishing Limited, vol. 28(3), pages 301-322, February.
• Albert Danso & Theophilus Lartey & Samuel Fosu & Samuel Owusu-Agyei & Moshfique Uddin, 2019. "Leverage and firm investment: the role of information asymmetry and growth," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 27(1), pages 56-73, March.
• Guojin Gong & Yue Li & Ling Zhou, 2019. "Do management earnings forecasts fully reflect information in past earnings changes?," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 27(3), pages 373-406, August.
• Albert Danso & Theophilus Lartey & Samuel Fosu & Samuel Owusu-Agyei & Moshfique Uddin, 2019. "Leverage and firm investment: the role of information asymmetry and growth," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 27(1), pages 56-73, March.
• Guojin Gong & Yue Li & Ling Zhou, 2019. "Do management earnings forecasts fully reflect information in past earnings changes?," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 27(3), pages 373-406, August.
• Albert Danso & Theophilus Lartey & Samuel Fosu & Samuel Owusu-Agyei & Moshfique Uddin, 2019. "Leverage and firm investment: the role of information asymmetry and growth," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 27(1), pages 56-73, March.
• Guojin Gong & Yue Li & Ling Zhou, 2019. "Do management earnings forecasts fully reflect information in past earnings changes?," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 27(3), pages 373-406, August.
• Wang Li Wong & Chin Lee & Seow Shin Koong, 2019. "Housing prices in peninsular Malaysia: supported by income, foreign inflow or speculation?," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 12(3), pages 424-441, March.
• Luis Raúl Rodríguez-Reyes & Carlos Omar Trejo-Pech & Mireya Pasillas-Torres, 2019. "Public policy and its effects on Mexico’s housing industry," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 12(2), pages 246-264, February.
• Dinis Daniel Santos & Paulo Gama, 2019. "Timing the market with own stock: an extensive analysis with buying and selling evidence," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 16(2), pages 141-164, September.
• Margarita Kaprielyan & Md Miran Hossain & Charles Armah Danso, 2019. "Mutual fund trading around mergers and fund performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 16(1), pages 1-20, June.
• Feng Zhan, 2019. "Individualism, synchronized stock price movements, and stock market volatility," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 15(3), pages 371-403, May.
• Dinis Daniel Santos & Paulo Gama, 2019. "Timing the market with own stock: an extensive analysis with buying and selling evidence," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 16(2), pages 141-164, September.
• Margarita Kaprielyan & Md Miran Hossain & Charles Armah Danso, 2019. "Mutual fund trading around mergers and fund performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 16(1), pages 1-20, June.
• Feng Zhan, 2019. "Individualism, synchronized stock price movements, and stock market volatility," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 15(3), pages 371-403, May.
• Mouna Abdelhedi & Mouna Boujelbène-Abbes, 2019. "Transmission of shocks between Chinese financial market and oil market," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 15(2), pages 262-286, September.
• Rofikoh Rokhim & Irma Octaviani, 2019. "Is there a Ramadhan effect onShariamutual funds? Evidence from Indonesia and Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 13(1), pages 135-146, December.
• Harit Satt & Sarah Nechbaoui & M. Kabir Hassan & Selma Izadi, 2019. "Ramadan’s impact on the optimism of analysts’ recommendations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 12(5), pages 727-742, July.
• Rofikoh Rokhim & Irma Octaviani, 2019. "Is there a Ramadhan effect onShariamutual funds? Evidence from Indonesia and Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 13(1), pages 135-146, December.
• Harit Satt & Sarah Nechbaoui & M. Kabir Hassan & Selma Izadi, 2019. "Ramadan’s impact on the optimism of analysts’ recommendations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 12(5), pages 727-742, July.
• Rofikoh Rokhim & Irma Octaviani, 2019. "Is there a Ramadhan effect onSharia mutual funds? Evidence from Indonesia and Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 13(1), pages 135-146, November.
• Harit Satt & Sarah Nechbaoui & M. Kabir Hassan & Selma Izadi, 2019. "Ramadan’s impact on the optimism of analysts’ recommendations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 12(5), pages 727-742, November.
• Gülfen Tuna, 2019. "Interaction between precious metals price and Islamic stock markets," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 12(1), pages 96-114, March.
• Guanming He & Lu Bai & Helen Mengbing Ren, 2019. "Analyst coverage and future stock price crash risk," Journal of Applied Accounting Research, Emerald Group Publishing Limited, vol. 20(1), pages 63-77, April.
• Vikas Gupta & Shveta Singh & Surendra S. Yadav, 2019. "Impact of anchor investors on IPO returns during pre-market and aftermarket: evidence from India," Journal of Advances in Management Research, Emerald Group Publishing Limited, vol. 17(3), pages 351-368, November.
• Vikas Gupta & Shveta Singh & Surendra S. Yadav, 2019. "Impact of anchor investors on IPO returns during pre-market and aftermarket: evidence from India," Journal of Advances in Management Research, Emerald Group Publishing Limited, vol. 17(3), pages 351-368, November.
• Sijia Zhang & Andros Gregoriou, 2019. "Initial bank loans, zero-leverage firms and stock market liquidity," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(5), pages 1028-1051, August.
• Nemiraja Jadiyappa & Pavana Jyothi & Bhanu Sireesha & Leila Emily Hickman, 2019. "CEO gender, firm performance and agency costs: evidence from India," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(2), pages 482-495, March.
• Andriansyah Andriansyah & George Messinis, 2019. "Stock prices, exchange rates and portfolio equity flows," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(2), pages 399-421, March.
• Moo Sung Kim & Jagadish Dandu & Perihan Iren, 2019. "The effect of SOX on audit quality," Journal of Financial Crime, Emerald Group Publishing Limited, vol. 26(3), pages 897-909, July.
• Moo Sung Kim & Jagadish Dandu & Perihan Iren, 2019. "The effect of SOX on audit quality," Journal of Financial Crime, Emerald Group Publishing Limited, vol. 26(3), pages 897-909, July.
• Selma Izadi & Abdullah Noman, 2020. "Absence of the weekend effect and industry-style portfolios," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 12(4), pages 463-475, January.
• Peterson K. Ozili, 2019. "Impact of IAS 39 reclassification on income smoothing by European banks," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, vol. 17(3), pages 537-553, September.
• Peterson K. Ozili, 2019. "Impact of IAS 39 reclassification on income smoothing by European banks," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, vol. 17(3), pages 537-553, September.
  • Ozili, Peterson K, 2019. "Impact of IAS 39 reclassification on Income Smoothing by European Banks," MPRA Paper 92098, University Library of Munich, Germany.
  • Ozili, Peterson K, 2019. "Impact of IAS 39 reclassification on income smoothing by European banks," MPRA Paper 97035, University Library of Munich, Germany.
• Mehmet F. Dicle & Kendra Reed, 2019. "Asymmetric return response to expected risk: policy implications," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 27(3), pages 345-356, June.

2018

• Akhigbe, Aigbe & Makar, Stephen & Wang, Li & Whyte, Ann Marie, 2018. "Interest rate derivatives use in banking: Market pricing implications of cash flow hedges," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 113-126.
• Fernandez-Perez, Adrian & Frijns, Bart & Fuertes, Ana-Maria & Miffre, Joelle, 2018. "The skewness of commodity futures returns," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 143-158.
  • Adrian Fernandez-Perez & Bart Frijns & Ana-Maria Fuertes & Joelle Miffre, 2018. "The skewness of commodity futures returns," Post-Print hal-01678744, HAL.
• Chen, Fan & Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2018. "In search for managerial skills beyond common performance measures," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 224-239.
• Woltering, René-Ojas & Weis, Christian & Schindler, Felix & Sebastian, Steffen, 2018. "Capturing the value premium – global evidence from a fair value-based investment strategy," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 53-69.
• Borochin, Paul & Cu, Wei Hua, 2018. "Alternative corporate governance: Domestic media coverage of mergers and acquisitions in China," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 1-25.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2018. "Bid-to-cover and yield changes around public debt auctions in the euro area," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 118-134.
  • Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017. "Bid-to-cover and yield changes around public debt auctions in the euro area," CEPR Discussion Papers 11932, C.E.P.R. Discussion Papers.
  • Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017. "Bid-to-cover and yield changes around public debt auctions in the euro area," Working Paper Series 2056, European Central Bank.
• Jiang, Fuwei & Qi, Xinlin & Tang, Guohao, 2018. "Q-theory, mispricing, and profitability premium: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 135-149.
• Byun, Seong K. & Oh, Jong-Min, 2018. "Local corporate social responsibility, media coverage, and shareholder value," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 68-86.
• Meng, Yun & Pantzalis, Christos, 2018. "Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 176-191.
• Gibbs, Michael & Hao, (Grace) Qing, 2018. "Short selling around the expiration of IPO share lockups," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 30-43.
• Wang, Yu-Chun & Chou, Robin K., 2018. "The impact of share pledging regulations on stock trading and firm valuation," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 1-13.
• Marmora, Paul & Rytchkov, Oleg, 2018. "Learning about noise," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 209-224.
• Vitale, Paolo, 2018. "Robust trading for ambiguity-averse insiders," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 113-130.
• Bertoni, Fabio & Lugo, Stefano, 2018. "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 146-158.
  • Fabio Bertoni & Stefano Lugo, 2018. "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Post-Print hal-02312138, HAL.
• Lin, Chu-Bin & Chou, Robin K. & Wang, George H.K., 2018. "Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 17-31.
• Antón, Miguel & Mayordomo, Sergio & Rodríguez‐Moreno, María, 2018. "Dealing with dealers: Sovereign CDS comovements," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 96-112.
  • Miguel Antón & Sergio Mayordomo & María Rodríguez-Moreno, 2017. "Dealing with dealers: sovereign CDS comovements," Working Papers 1723, Banco de España.
• Box, Travis, 2018. "Qualitative similarity and stock price comovement," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 49-69.
• Avramov, Doron & Kaplanski, Guy & Levy, Haim, 2018. "Talking Numbers: Technical versus fundamental investment recommendations," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 100-114.
• Baxamusa, Mufaddal & Jalal, Abu & Jha, Anand, 2018. "It pays to partner with a firm that writes annual reports well✰," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 13-34.
• Acker, Daniella & Orujov, Ayan & Simpson, Helen, 2018. "Political donations and political risk in the UK: Evidence from a closely-fought election," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 146-167.
• Du, Brian & Fung, Scott & Loveland, Robert, 2018. "The informational role of options markets: Evidence from FOMC announcements," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 237-256.
• Lindblom, Ted & Mavruk, Taylan & Sjögren, Stefan, 2018. "East or west, home is best: The birthplace bias of individual investors," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 323-339.
• Choi, Hae Mi, 2018. "A tale of two uncertainties," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 81-99.
• Lin, Zih-Ying & Chang, Chuang-Chang & Wang, Yaw-Huei, 2018. "The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 152-165.
• Amaya, Diego & Filbien, Jean-Yves & Okou, Cédric & Roch, Alexandre F., 2018. "Distilling liquidity costs from limit order books," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 16-34.
• Collet, Jerome & Ielpo, Florian, 2018. "Sector spillovers in credit markets," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 267-278.
• Bajo, Emanuele & Barbi, Massimiliano, 2018. "Financial illiteracy and mortgage refinancing decisions," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 279-296.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan, 2018. "Differences in options investors’ expectations and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 315-336.
• Frino, Alex & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom, 2018. "The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 27-43.
• Gyntelberg, Jacob & Hördahl, Peter & Ters, Kristyna & Urban, Jörg, 2018. "Price discovery in euro area sovereign credit markets and the ban on naked CDS," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 106-125.
• Chen, Linda H. & Jiang, George J. & Zhu, Kevin X., 2018. "Total attention: The effect of macroeconomic news on market reaction to earnings news," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 142-156.
• Jungherr, Joachim, 2018. "Bank opacity and financial crises," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 157-176.
  • Joachim Jungherr, 2016. "Bank Opacity and Financial Crises," Working Papers 882, Barcelona School of Economics.
• Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018. "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 257-269.
• Al-Nasseri, Alya & Menla Ali, Faek, 2018. "What does investors' online divergence of opinion tell us about stock returns and trading volume?," Journal of Business Research, Elsevier, vol. 86(C), pages 166-178.
• Chen, Tao, 2018. "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, vol. 92(C), pages 105-117.
• Cheng, Lei, 2018. "Estimating the value of political connections in China: Evidence from sudden deaths of politically connected independent directors," Journal of Comparative Economics, Elsevier, vol. 46(2), pages 495-514.
• Ülkü, Numan & Rogers, Madeline, 2018. "Who drives the Monday effect?," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 46-65.
• Bizzozero, Paolo & Flepp, Raphael & Franck, Egon, 2018. "The effect of fast trading on price discovery and efficiency: Evidence from a betting exchange," Journal of Economic Behavior & Organization, Elsevier, vol. 156(C), pages 126-143.
• Hasan, Iftekhar & Meslier, Céline & Tarazi, Amine & Zhou, Mingming, 2018. "Does it pay to get connected? An examination of bank alliance network and bond spread," Journal of Economics and Business, Elsevier, vol. 95(C), pages 141-163.
  • Amine Tarazi & Céline Meslier & I Hasan, 2018. "Does It Pay To Get Connected ? An Examination Of Bank Alliance Network And Bond Spread," Post-Print hal-03560125, HAL.
• Prokop, Jörg & Kammann, Benno, 2018. "The effect of the European Markets in Financial Instruments Directive on affiliated analysts’ earnings forecast optimism," Journal of Economics and Business, Elsevier, vol. 95(C), pages 75-86.
• Liu, Feng & Conlon, John R., 2018. "The simplest rational greater-fool bubble model," Journal of Economic Theory, Elsevier, vol. 175(C), pages 38-57.
• Yu, Edison G., 2018. "Dynamic market participation and endogenous information aggregation," Journal of Economic Theory, Elsevier, vol. 175(C), pages 491-517.
  • Edison Yu, 2013. "Dynamic market participation and endogenous information aggregation," Working Papers 13-42, Federal Reserve Bank of Philadelphia.
• Kendall, Chad, 2018. "The time cost of information in financial markets," Journal of Economic Theory, Elsevier, vol. 176(C), pages 118-157.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2018. "Information acquisition, price informativeness, and welfare," Journal of Economic Theory, Elsevier, vol. 177(C), pages 558-593.
  • Rahi, Rohit & Zigrand, Jean-Pierre, 2018. "Information acquisition, price informativeness, and welfare," LSE Research Online Documents on Economics 89385, London School of Economics and Political Science, LSE Library.
• Akbas, Ferhat & Markov, Stanimir & Subasi, Musa & Weisbrod, Eric, 2018. "Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System," Journal of Financial Economics, Elsevier, vol. 127(2), pages 366-388.
• Broer, Tobias, 2018. "Securitization bubbles: Structured finance with disagreement about default risk," Journal of Financial Economics, Elsevier, vol. 127(3), pages 505-518.
• Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2018. "Absolving beta of volatility’s effects," Journal of Financial Economics, Elsevier, vol. 128(1), pages 1-15.
• Song, Zhaogang & Zhu, Haoxiang, 2018. "Quantitative easing auctions of Treasury bonds," Journal of Financial Economics, Elsevier, vol. 128(1), pages 103-124.
• Bartram, Söhnke M. & Grinblatt, Mark, 2018. "Agnostic fundamental analysis works," Journal of Financial Economics, Elsevier, vol. 128(1), pages 125-147.
• George, Thomas J. & Hwang, Chuan-Yang & Li, Yuan, 2018. "The 52-week high, q-theory, and the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 128(1), pages 148-163.
• Huang, Jiekun, 2018. "The customer knows best: The investment value of consumer opinions," Journal of Financial Economics, Elsevier, vol. 128(1), pages 164-182.
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• Liudmyla Zakharkina & Maryna Abramchuk, 2018. "The Correctness Of The Capm-Model Application In The Ukrainian Reality In Terms Of Investors Financial Security," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(1).
• Valentyn Halunko & Kseniia Kurkova & Vitalii Oksin, 2018. "Methods Of Assessing The Efficiency Of Internet Marketing Communications," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(4).
• Neveen Ahmed & Aliaa Bassiouny, 2018. "The Effects of Index Changes on Stock Trading: Evidence from the EGX," Review of Economics & Finance, Better Advances Press, Canada, vol. 11, pages 55-66, February.
• Daniel Castillo & Joseph Falzon, 2018. "An Analysis of the Impact of WannaCry Cyberattack on Cybersecurity Stock Returns," Review of Economics & Finance, Better Advances Press, Canada, vol. 13, pages 93-100, August.
• Bozhidar Nedev, 2018. "Traditional or behavioral finance?," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 113-134.
• Brolley, Michael & Cimon, David A., 2020. "Order-Flow Segmentation, Liquidity, and Price Discovery: The Role of Latency Delays," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(8), pages 2555-2587, December.
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• Anderson, Lisa & Andrews, Emad & Devani, Baiju & Mueller, Michael & Walton, Adrian, 2022. "Speed segmentation on exchanges: Competition for slow flow," Journal of Financial Markets, Elsevier, vol. 58(C).
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• Beers, David & Mavalwalla, Jamshid, 2018. "The BoC-BoE sovereign default database revisited: what’s new in 2018?," Bank of England working papers 739, Bank of England.
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• Chen, Marie & Garriott, Corey, 2020. "High-frequency trading and institutional trading costs," Journal of Empirical Finance, Elsevier, vol. 56(C), pages 74-93.
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• Corey Garriott & Jesse Johal, 2018. "Customer Liquidity Provision in Canadian Bond Markets," Staff Analytical Notes 2018-12, Bank of Canada.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018. "Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?," Staff Analytical Notes 2018-30, Bank of Canada.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018. "Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?," Staff Analytical Notes 2018-31, Bank of Canada.
• Bruno Feunou & James Kyeong & Raisa Leiderman, 2018. "Markets Look Beyond the Headline," Staff Analytical Notes 2018-37, Bank of Canada.
• Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018. "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes 2018-39, Bank of Canada.
• Omer ISKENDEROGLU & Asuman BALAT, 2018. "The Impact of Sovereign Ratings on the CDS Premiums: An Application on BRICS Countries and Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 12(2), pages 47-64.
• Emrah Ismail CEVIK, 2018. "Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 12(2), pages 9-30.
• Guido Bulligan & Davide Delle Monache, 2018. "Financial markets effects of ECB unconventional monetary policy announcements," Questioni di Economia e Finanza (Occasional Papers) 424, Bank of Italy, Economic Research and International Relations Area.
• Guerino Ardizzi & Michele Savini Zangrandi, 2018. "The impact of the interchange fee regulation on merchants: evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 434, Bank of Italy, Economic Research and International Relations Area.
• Guido Bulligan, 2018. "The effect of the Eurosystem expanded Asset Purchase Programme on inflation expectations: evidence from the ECB Survey of Professional Forecasters," Questioni di Economia e Finanza (Occasional Papers) 455, Bank of Italy, Economic Research and International Relations Area.
• Antonio Di Cesare & Anna Rogantini Picco, 2018. "A Survey of Systemic Risk Indicators," Questioni di Economia e Finanza (Occasional Papers) 458, Bank of Italy, Economic Research and International Relations Area.
• Alessio Ciarlone & Andrea Colabella, 2018. "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers) 1175, Bank of Italy, Economic Research and International Relations Area.
• Pierluigi Bologna & Arianna Miglietta & Anatoli Segura, 2020. "Contagion in the CoCos Market? A Case Study of Two Stress Events," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 137-184, December.
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• Dragana Draganac, 2018. "Racionalni Cenovni Baloni Tokom Istorije I Pogled Tradicionalnih I Bihevioralnih Finansija Na Njih (Rational Price Bubbles During The History And View Of Traditional And Behavioral Finance On Them)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 29, pages 37-58, June.
• Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2019. "Information aggregation in Arrow–Debreu markets: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 625-652, September.
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• David Lagziel & Ehud Lehrer, 2021. "Transferable deposits as a screening mechanism," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 483-504, March.
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• Jose Luis Gallizo & Jordi Moreno & Manuel Salvador, 2018. "The Baltic banking system in the enlarged European Union: the effect of the financial crisis on efficiency," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 18(1), pages 1-24.
• Vladyslav Sushko & Grant Turner, 2018. "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
• Kristyna Ters & Jörg Urban, 2018. "Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model," BIS Working Papers 689, Bank for International Settlements.
• Fabrizio Spargoli & Christian Upper, 2018. "Are banks opaque? Evidence from insider trading," BIS Working Papers 697, Bank for International Settlements.
• Güneş Kamber & Madhusudan Mohanty, 2018. "Do interest rates play a major role in monetary policy transmission in China?," BIS Working Papers 714, Bank for International Settlements.
• Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Paper series 18-16, Rimini Centre for Economic Analysis.
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• Adam Nowak & Amanda Ross & Christopher Yencha, 2018. "Small Business Borrowing And Peer‐To‐Peer Lending: Evidence From Lending Club," Contemporary Economic Policy, Western Economic Association International, vol. 36(2), pages 318-336, April.
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• Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2018. "Forecasting With Social Media: Evidence From Tweets On Soccer Matches," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1748-1763, July.
• Glenn Boyle & Gerald Ward, 2018. "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2137-2157, October.
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• Kentaro Iwatsubo & Tomoki Taishi, 2018. "Quantitative Easing and Liquidity in the Japanese Government Bond Market," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 463-475, September.
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• Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018. "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., vol. 18(4), pages 705-715, December.
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• Pablo Kurlat, 2018. "Liquidity as Social Expertise," Journal of Finance, American Finance Association, vol. 73(2), pages 619-656, April.
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• Roger K. Loh & René M. Stulz, 2018. "Is Sell‐Side Research More Valuable in Bad Times?," Journal of Finance, American Finance Association, vol. 73(3), pages 959-1013, June.
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• Nicolae Gârleanu & Lasse Heje Pedersen, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, vol. 73(4), pages 1663-1712, August.
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• Denis Gromb & Dimitri Vayanos, 2018. "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
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• Itzhak Ben‐David & Francesco Franzoni & Rabih Moussawi, 2018. "Do ETFs Increase Volatility?," Journal of Finance, American Finance Association, vol. 73(6), pages 2471-2535, December.
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• Paul†Olivier Klein & Laurent Weill & Christophe J. Godlewski, 2018. "How sukuk shapes firm performance," The World Economy, Wiley Blackwell, vol. 41(3), pages 699-722, March.
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• Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas, 2023. "Judgment day: Algorithmic trading around the Swiss franc cap removal," Journal of International Economics, Elsevier, vol. 140(C).
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• David Beers & Jamshid Mavalwalla, 2018. "The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?," Staff Working Papers 18-30, Bank of Canada.
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• Fullwood, Jonathan & Massacci, Daniele, 2018. "Liquidity resilience in the UK gilt futures market: evidence from the order book," Bank of England working papers 744, Bank of England.
• Brugler, James & Linton, Oliver & Noss, Joseph & Pedace, Lucas, 2018. "The cross-sectional spillovers of single stock circuit breakers," Bank of England working papers 759, Bank of England.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018. "The real value of China’s stock market," BOFIT Discussion Papers 2, Bank of Finland, Institute for Economies in Transition.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018. "The real value of China’s stock market," BOFIT Discussion Papers 2/2018, Bank of Finland, Institute for Economies in Transition.
• Bai, Yiyi & Dang, Tri Vi & He, Qing & Lu, Liping, 2018. "Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China," BOFIT Discussion Papers 13/2018, Bank of Finland, Institute for Economies in Transition.
• Lof, Matthijs & Bommel, Jos van, 2018. "Asymmetric information and the distribution of trading volume," Research Discussion Papers 1/2018, Bank of Finland.
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• Lof, Matthijs & Bommel, Jos van, 2018. "Asymmetric information and the distribution of trading volume," Research Discussion Papers 1, Bank of Finland.
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• Ambrocio, Gene & Hasan, Iftekhar, 2018. "Private information and lender discretion across time and institutions," Research Discussion Papers 17/2018, Bank of Finland.
• Battaglia, Francesca & Buchanan, Bonnie G. & Fiordelisi, Franco & Ricci, Ornella, 2021. "Securitization and crash risk: Evidence from large European banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
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• Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018. "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers 2018.10, Bank of Israel.
• Cheolbeom Park & Suyeon Park, 2018. "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers 2018-8, Economic Research Institute, Bank of Korea.
• André Stenzel & Wolf Wagner, 2018. "Opacity, Liquidity and Disclosure Policies," CRC TR 224 Discussion Paper Series crctr224_065_2018, University of Bonn and University of Mannheim, Germany.
• Stenzel, A. & Wagner, W.B., 2013. "Asset Opacity and Liquidity," Discussion Paper 2013-066, Tilburg University, Center for Economic Research.
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• Ahmed Bouteska & Boutheina Regaieg, 2018. "Investor characteristics and the effect of disposition bias on the Tunisian stock market," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(4), pages 282-299, December.
• Faias Marta & Luque Jaime, 2018. "Cross-listed Securities and Multiple Exchange Memberships: Demand Differentiability and Equilibrium Existence," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(1), pages 1-12, January.
• Giannikos Christos & Gousgounis Eleni, 2018. "Short Sale Constraints, Correlation and Market Efficiency," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(2), pages 1-18, July.
• Kanchanapoom Termkiat & Padungsaksawasdi Chaiyuth & Chunhachinda Pornchai & de Boyrie Maria E., 2018. "Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials," Global Economy Journal, De Gruyter, vol. 18(3), pages 1-11, September.
• Ahmed Muhammad Farid & Satchell Stephen, 2018. "What Proportion of Time is a Particular Market Inefficient? … A Method for Analysing the Frequency of Market Efficiency when Equity Prices Follow Threshold Autoregressions," Journal of Time Series Econometrics, De Gruyter, vol. 10(2), pages 1-22, July.
• Mietzner Mark & Göbell Moritz & Schiereck Dirk, 2018. "Renditeeffekte beim Ankauf von Unternehmensanleihen in Deutschland: Ein Kommentar zum Corporate Sector Purchase Programme (CSPP) der EZB," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 19(4), pages 331-344, December.
• Hundt Steffen & Horsch Andreas, 2018. "The Effects of Sanctions on the Lending Policy and the Value of International Banks: the Case of Iran," Review of Middle East Economics and Finance, De Gruyter, vol. 14(3), pages 1-13, December.
• Winter, Christoph, 2018. "The Impact of Heterogeneous Signals on Stock Price Predictability in a Rational Expectations Model," Working papers 2018/21, Faculty of Business and Economics - University of Basel.
• Arthur Korus & Kaan Celebi, 2018. "The Impact of Brexit on the British Pound/Euro Exchange rate," EIIW Discussion paper disbei243, Universitätsbibliothek Wuppertal, University Library.
• Samir Kadiric & Arthur Korus, 2018. "Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets," EIIW Discussion paper disbei251, Universitätsbibliothek Wuppertal, University Library.
• Marie Obidzinski, 2018. "L'efficacité de la dissuasion des opérations d'initiés," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 193-204.
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  • Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CESifo Working Paper Series 7224, CESifo.
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  • Holger Breinlichy & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," School of Economics Discussion Papers 0918, School of Economics, University of Surrey.
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• Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright, 2020. "Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises," American Economic Review, American Economic Association, vol. 110(12), pages 3871-3912, December.
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• Giovanni Cespa & Xavier Vives, 2022. "Exchange Competition, Entry, and Welfare," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2570-2624.
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• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit: Evidence from the Stock Market," Fiscal Studies, John Wiley & Sons, vol. 39(4), pages 581-623, December.
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• Ramelli, Stefano & Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2018. "Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election," Working Paper Series rwp18-037, Harvard University, John F. Kennedy School of Government.
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• Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2019. "Municipal Bond Markets," Annual Review of Financial Economics, Annual Reviews, vol. 11(1), pages 65-84, December.
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• Diego A. Agudelo & Sergio Preciado & Carlos Castro, 2018. "Measuring the effectiveness of volatility auctions," Documentos de Trabajo de Valor Público 16943, Universidad EAFIT.
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• Erick Translateur, 2018. "Predicción del mercado de TES en el corto plazo," Documentos de Trabajo 16556, Quantil.
• CANDELON Bertrand, & HASSE Jean-Baptiste, & LAJAUNIE Quentin,, 2018. "SRI: Truths and lies," LIDAM Discussion Papers CORE 2018034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Martin C Schmalz & Sergey Zhuk, 2019. "Revealing Downturns," The Review of Financial Studies, Society for Financial Studies, vol. 32(1), pages 338-373.
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• Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017. "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," Swiss Finance Institute Research Paper Series 17-36, Swiss Finance Institute, revised Feb 2018.
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• Pedersen, Lasse Heje & Asness, Clifford S. & Liew, John M. & Thapar, Ashwin K, 2018. "Deep Value," CEPR Discussion Papers 12685, C.E.P.R. Discussion Papers.
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• Ulrike Malmendier & Enrico Moretti & Florian S Peters, 2018. "Winning by Losing: Evidence on the Long-run Effects of Mergers," The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 3212-3264.
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• Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner, 2022. "Insurers as Asset Managers and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5483-5534.
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• Buss, Adrian & Breugem, Matthijs, 2018. "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," CEPR Discussion Papers 12900, C.E.P.R. Discussion Papers.
• Christian Bayer & Chi Hyun Kim & Alexander Kriwoluzky, 2018. "The Term Structure of Redenomination Risk," Discussion Papers of DIW Berlin 1740, DIW Berlin, German Institute for Economic Research.
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• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit: Evidence from the Stock Market," Fiscal Studies, John Wiley & Sons, vol. 39(4), pages 581-623, December.
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• Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright, 2020. "Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises," American Economic Review, American Economic Association, vol. 110(12), pages 3871-3912, December.
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• Dirk Schoenmaker & Willem Schramade, 2019. "Investing for long-term value creation," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 9(4), pages 356-377, October.
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• Cukierman, Alex & Lustenberger, Thomas & Meltzer, Allan H., 2018. "The permanent-transitory confusion: Implications for tests of market efficiency and for expected inflation during turbulent and," CEPR Discussion Papers 13187, C.E.P.R. Discussion Papers.
• Stefano Ramelli & Alexander F Wagner & Richard J Zeckhauser & Alexandre Ziegler, 2021. "Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections [Asset pricing with liquidity risk]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 10(4), pages 748-787.
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• Veldkamp, Laura & Farboodi, Maryam, 2018. "Long Run Growth of Financial Data Technology," CEPR Discussion Papers 13278, C.E.P.R. Discussion Papers.
• Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2019. "Municipal Bond Markets," Annual Review of Financial Economics, Annual Reviews, vol. 11(1), pages 65-84, December.
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• Balasubramaniam, Vimal & Anagol, Santosh, 2018. "Learning from Noise: Evidence from India’s IPO Lotteries," CEPR Discussion Papers 13314, C.E.P.R. Discussion Papers.
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• Naser, Hanan, 2018. "Financial Development and Economic Growth in Oil-Dependent Economy: The case of Bahrain," MPRA Paper 89743, University Library of Munich, Germany, revised 04 Sep 2018.
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• Mittal, Amit & Garg, Ajay Kumar, 2018. "Bank stocks inform higher growth – A System GMM analysis of ten emerging markets in Asia," MPRA Paper 98253, University Library of Munich, Germany.
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• Luis Raul Rodriguez Reyes, 2018. "The halo effect, private knowledge and retirement fund choice: A theoretical model for the case of Mexico's Afores," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 15(2), pages 7-20, Julio-Dic.
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• Akgun, Ali Ihsan, 2018. "Do Accounting Standards affect the Business Performance and Financial Statement Manipulation on the banks?," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(3), pages 589-603, July.
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• Antonio Sánchez Serrano, 2018. "EU banks after the crisis: sinners in the hands of angry markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(9), pages 24-51, May.
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• Patrycja Chodnica-Jaworska, 2018. "Credit Rating Changes and the Bond Market – the Impact of Economic Development (Zmiana credit ratingu i rynek obligacji – wplyw poziomu rozwoju gospodarczego)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 16(76), pages 176-189.
• Barbara Bedowska-Sojka, 2018. "Emerging and Mature Markets – Behaviour of Low-Frequency Liquidity Measures. The Case of the German and Polish Stock Markets (Rynek wschodzacy i rynek dojrzaly – zachowanie miar plynnosci o niskiej cz," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 16(76), pages 24-36.
• Dariusz Filip, 2018. "Multifactor models in the analysis of mutual fund effectiveness (Wieloczynnikowe modele w analizie efektywnosci funduszy inwestycyjnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 16(76), pages 61-81.
• Jacek Karasinski, 2018. "Multifactor models in the analysis of mutual fund effectiveness (Wieloczynnikowe modele w analizie efektywnosci funduszy inwestycyjnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 16(76), pages 82-96.
• Kamil Polak, 2018. "Investors’ Reaction to a Published Recommendation (Wplyw opublikowanej rekomendacji na reakcje inwestorow)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(27), pages 127-135.
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• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2018. "Individual Investors Look at Price Tags," Working Papers, Department of Economics 2018_17, University of São Paulo (FEA-USP).
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• George Chalamandaris & Nikos E. Vlachogiannakis, 2018. "Are financial ratios relevant for trading credit risk? Evidence from the CDS market," Annals of Operations Research, Springer, vol. 266(1), pages 395-440, July.
• Xiaojie Xu, 2018. "Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis," Empirical Economics, Springer, vol. 54(3), pages 1267-1295, May.
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• Pedro Pires Ribeiro & José Dias Curto, 2018. "How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts," Empirical Economics, Springer, vol. 54(4), pages 1451-1475, June.
• Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018. "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, vol. 55(1), pages 213-232, August.
• Syed F. Mahmud & Murat Tiniç, 2018. "Herding in Chinese stock markets: a nonparametric approach," Empirical Economics, Springer, vol. 55(2), pages 679-711, September.
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• Umut Çetin, 2018. "Financial equilibrium with asymmetric information and random horizon," Finance and Stochastics, Springer, vol. 22(1), pages 97-126, January.
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• David Court & Benjamin Gillen & Jordi McKenzie & Charles R. Plott, 2018. "Two information aggregation mechanisms for predicting the opening weekend box office revenues of films: Boxoffice Prophecy and Guess of Guesses," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(1), pages 25-54, January.
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• Sandrine Jacob Leal & Nobuyuki Hanaki, 2018. "Algorithmic Trading, What if It is Just an Illusion? Evidence from Experimental Financial Markets," GREDEG Working Papers 2018-31, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Jan 2020.
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• Saptono, 2018. "Does The Stock of Indonesian Provider Tower Industry Have a Fair Value?," GATR Journals gjbssr520, Global Academy of Training and Research (GATR) Enterprise.
• Prince T. Medina, 2018. "Equity Analysis in Buying Company Shares on the Philippine Stock Exchange," GATR Journals jfbr148, Global Academy of Training and Research (GATR) Enterprise.
• Riko Hendrawan, 2018. "Assessing Banking Profit Efficiency Using Stochastic Frontier Analysis," GATR Journals jfbr149, Global Academy of Training and Research (GATR) Enterprise.
• Ferikawita M. Sembiring, 2018. "Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions," GATR Journals jfbr150, Global Academy of Training and Research (GATR) Enterprise.
• Bachar Fakhry & Christian Richter, 2018. "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 4(2), pages 111-125.
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• Shahzad, Syed Jawad Hussain & Hernandez, Jose Areola & Hanif, Waqas & Kayani, Ghulam Mujtaba, 2018. "Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 433-450.
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• Prat, Georges & Uctum, Remzi, 2021. "Term structure of interest rates: Modelling the risk premium using a two horizons framework," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 421-436.
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  • Georges Prat & Remzi Uctum, 2018. "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print hal-01828854, HAL.
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• Challe, Edouard & Chrétien, Edouard, 2018. "Market microstructure, information aggregation and equilibrium uniqueness in a global game," European Economic Review, Elsevier, vol. 102(C), pages 82-99.
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• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap," Working Papers hal-01698006, HAL.
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• Becker, Janis & Leschinski, Christian, 2018. "Directional Predictability of Daily Stock Returns," Hannover Economic Papers (HEP) dp-624, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Bryan Engelhardt & Victor Matheson & Alex Yen & Maxwell Chisholm, 2017. "The Economic Impact of Olympic Games: Effects of Host Country Announcements on Stock Market Returns," Working Papers 1704, College of the Holy Cross, Department of Economics.
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• Imlak Shaikh, 2018. "The Brexit And Investors’ Fear," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 69(4), pages 396-422.
• Mukanjari, Samson & Sterner, Thomas, 2018. "Do Markets Trump Politics? Evidence from Fossil Market Reactions to the Paris Agreement and the U.S. Election," Working Papers in Economics 728, University of Gothenburg, Department of Economics.
• Gick, Wolfgang & Weissensteiner, Alex, 2018. "Analysts' Disagreement and Investor Decisions," Working Paper Series 1207, Research Institute of Industrial Economics.
• Sandström, Maria, 2018. "The impact of monetary policy on household borrowing - a high-frequency IV identification," Working Paper Series 351, Sveriges Riksbank (Central Bank of Sweden).
• Souza, Thiago de Oliveira, 2018. "Size-related premiums," Discussion Papers on Economics 3/2018, University of Southern Denmark, Department of Economics.
• Lee, Kyuseok & Kim, Soo-Hyun, 2018. "Do Leveraged/Inverse Etfs Wag The Underlying Market? : Evidence From The Korean Stock Market," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 59(2), pages 83-94, December.
• Cheedradevi Narayanasamy & Izani Ibrahim & Yeoh Ken Kyid, 2018. "Individual Investors Participation And Divergence Of Opinion In New Issue Markets: Evidence From Malaysia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 12(1), pages 1-22.
• Eric C. Lin, 2018. "The Effect Of Dow Jones Industrial Average Index Component Changes On Stock Returns And Trading Volumes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 12(1), pages 81-92.
• Lan Liu, 2018. "Seasonal Variations In Two-Year Treasury Note Yields," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 12(2), pages 27-37.
• Mohammad M. Alhadab, 2018. "Real and Accrual Earnings Management around Initial Public Offerings in Jordan," International Business Research, Canadian Center of Science and Education, vol. 11(1), pages 204-216, January.
• Samih Antoine Azar, 2018. "Forward Unbiasedness in the Short End of the Interest Rate Market," International Business Research, Canadian Center of Science and Education, vol. 11(2), pages 70-78, February.
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• Chamil W. Senarathne & Wei Jianguo, 2018. "The Stochastic Implications of Permanent Income Hypothesis for US Speculative Traders: Implications for Consumption-Based Asset Pricing," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 20(2), pages 5-32, December.
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• Roberto J. Santillán-Salgado & Melissa G. Ulin-Lastra & Luis Jacob Escobar-Saldivar, 2018. "Polls, Prediction Markets, and Financial Variables," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 13(3), pages 295-323, Julio-Sep.
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• Ming-Chang Wang & Yu-Jia Ding & Pei-Han Hsin, 2018. "Order Aggressiveness and the Heating and Cooling-off Effects of Price Limits: Evidence from Taiwan Stock Exchange," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 14(2), pages 191-216, August.
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• Bhanu Balasubramnian & Ajay Palvia, 2018. "Can short sellers inform bank supervision?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(1), pages 69-98, February.
• Kei-Ichiro Inaba, 2018. "Liquidity and Pricing of Credit Default Swaps in Japan: Evidence from a Benchmark Index for Corporate Debt Claims," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(1), pages 111-143, August.
• Ryan L. Davis & Stephen N. Jurich & Brian S. Roseman & Ethan D. Watson, 2018. "Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 345-367, December.
• Xiaoying Deng & Seow Eng Ong, 2018. "Real Earnings Management, Liquidity Risk and REITs SEO Dynamics," The Journal of Real Estate Finance and Economics, Springer, vol. 56(3), pages 410-442, April.
• Štefan Lyócsa & Roman Horváth, 2018. "Stock Market Contagion: a New Approach," Open Economies Review, Springer, vol. 29(3), pages 547-577, July.
• Iman Adeinat & Naseem Al Rahahleh & Peihwang Wei, 2018. "Did crisis alter trading of two major oil futures markets?," Review of Derivatives Research, Springer, vol. 21(1), pages 45-61, April.
• Sutirtha Bagchi, 2018. "A Tale of Two Cities: An Examination of Medallion Prices in New York and Chicago," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 53(2), pages 295-319, September.
  • Sutirtha Bagchi, 2017. "A Tale of Two Cities: An Examination of Medallion Prices in New York and Chicago," Villanova School of Business Department of Economics and Statistics Working Paper Series 33, Villanova School of Business Department of Economics and Statistics.
• Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018. "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 33-66, January.
• Shuxing Yin & Khelifa Mazouz & Abdelhafid Benamraoui & Brahim Saadouni, 2018. "Stock price reaction to profit warnings: the role of time-varying betas," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 67-93, January.
• Thanos Verousis & Pietro Perotti & Georgios Sermpinis, 2018. "One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 353-392, February.
• Jullavut Kittiakarasakun & Lalatendu Misra & Sinan Yildirim, 2018. "An analysis of closed-end funds discounts viewed from a lack of redemption perspective," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 415-440, February.
• Nan Hu & Ling Liu & Lu Zhu, 2018. "Credit default swap spreads and annual report readability," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 591-621, February.
• Florian Kiesel & Sascha Kolaric, 2018. "Measuring the effect of watch-preceded and direct rating changes: a note on credit markets," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 653-672, February.
• Wenjing Ouyang & Samuel H. Szewczyk, 2018. "Stock price informativeness on the sensitivity of strategic M&A investment to Q," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 745-774, April.
• Jorida Papakroni, 2018. "The dispersion anomaly and analyst recommendations," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 861-896, April.
• Dimitrios Koutmos & Konstantinos Bozos & Dionysia Dionysiou & Neophytos Lambertides, 2018. "The timing of new corporate debt issues and the risk-return tradeoff," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 943-978, May.
• Bikki Jaggi & Alessandra Allini & Riccardo Macchioni & Annamaria Zampella, 2018. "Do investors find carbon information useful? Evidence from Italian firms," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 1031-1056, May.
• Marius Popescu & Zhaojin Xu, 2018. "Leading the herd: evidence from mutual funds’ buy and sell decisions," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 1131-1146, May.
• Cristhian Mellado-Cid & Surendranath R. Jory & Thanh N. Ngo, 2018. "Real activities manipulation and firm valuation," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 1201-1226, May.
• Gregory McKee & Albert Kagan, 2018. "Community bank structure an x-efficiency approach," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 19-41, July.
• Federica Salvadè, 2018. "Is less information better information? Evidence from the credit rating withdrawal," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 139-157, July.
• Bin Wang & Wonseok Choi & Ibrahim Siraj, 2018. "Local investor attention and post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 219-252, July.
• Jason P. Berkowitz & Craig A. Depken, 2018. "A rational asymmetric reaction to news: evidence from English football clubs," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 347-374, August.
• Hardy Johnson & Ansley Chua & Tianming Zhang, 2018. "Odd lot trading and earnings announcements," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 529-551, August.
• Ajit Dayanandan & Han Donker & John Nofsinger, 2018. "Corporate goodness and profit warnings," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 553-573, August.
• Hsiu-Lang Chen, 2018. "Information diffusion of upstream and downstream industry-wide earnings surprises and its implications," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 751-784, October.
• Eero J. Pätäri & Timo H. Leivo & Janne Hulkkonen & J. V. Samuli Honkapuro, 2018. "Enhancement of value investing strategies based on financial statement variables: the German evidence," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 813-845, October.
• Veronika Vinogradova, 2018. "Value creation through external growth strategy: the architecture of successful performance," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 847-882, October.
• Muhammad Shahid Shams & Murtaza Masood Niazi, 2018. "Fostering Faculty Engagement in Public Sector Universities : A Proposed Conceptual Model," Kardan Journal of Economics and Management Sciences, Kardan University, Department of Economics, vol. 1(2), April.
• Waqas Khan & Neelab Moulanazada, 2018. "Explanatory Analysis of Information Disclosure in Relation with Foreign Aid in Afghanistan," Kardan Journal of Economics and Management Sciences, Kardan University, Department of Economics, vol. 1(2), pages 7-8, April.
• Abdul Nasser Hasibuan, 2018. "Company Monitoring Analysis on Financial Report Quality in Indonesia Stock Exchange Manufacturing Sector," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 4(4), pages 162-175, December.
• Iwatsubo, Kentaro & Watkins, Clinton, 2020. "Who influences the fundamental value of commodity futures in Japan?," International Review of Financial Analysis, Elsevier, vol. 67(C).
  • Kentaro Iwatsubo & Clinton Watkins, 2018. "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers 1830, Graduate School of Economics, Kobe University.
• Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018. "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, KSP Journals, vol. 5(1), pages 103-117, March.
• Estelle Cantillon & Aurélie Slechten, 2018. "Information Aggregation in Emissions Markets with Abatement," Annals of Economics and Statistics, GENES, issue 132, pages 53-79.
  • Estelle Cantillon & Aurelie Slechten, 2018. "Information Aggregation in Emissions Markets with Abatement," ULB Institutional Repository 2013/284533, ULB -- Universite Libre de Bruxelles.
  • Estelle Cantillon & Aurelie Cecile Dominique Slechten, 2018. "Information Aggregation in Emissions Markets with Abatement," Working Papers 251505309, Lancaster University Management School, Economics Department.
  • Estelle Cantillon & Aurelie Slechten, 2018. "Information Aggregation in Emissions Markets with Abatement," Working Papers ECARES 2018-37, ULB -- Universite Libre de Bruxelles.
  • Cantillon, Estelle & Slechten, Aurélie, 2018. "Information Aggregation in Emissions Markets with Abatement," CEPR Discussion Papers 13343, C.E.P.R. Discussion Papers.
• Juan José María Martínez, 2018. "Modelo de autómatas celulares para la dinámica de un mercado financiero. Estrategias, imitación y estados de ánimo," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 64, pages 46-94, January-D.
• Cécile EDLINGER & Maxime MERLI & Antoine PARENT, 2018. "Financial Diversification before WW1 : A Risk/Return Analysis of Portfolio’s Advice of French Financial Analyst Alfred Neymarck," Working Papers of LaRGE Research Center 2018-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Nusrat Fatema, 2018. "Stimulation of Efficient Employee Performance through Human Resource Management Practices: A Study on the Health Care Sector of Bangladesh," International Journal of Business and Social Research, LAR Center Press, vol. 8(1), pages 1-18, January.
• Huang Yi & Yang Xiugang, 2018. "Investors’ Sentiment and Enterprise's Non-Efficient investment: The Intermediary Effect of Stock Price Volatility," International Journal of Business and Social Research, LAR Center Press, vol. 8(7), pages 1-14, July.
• Hussinger, Katrin & Pacher, Sebastian, 2019. "Information ambiguity, patents and the market value of innovative assets," Research Policy, Elsevier, vol. 48(3), pages 665-675.
  • Katrin Hussinger & Sebastian Pacher, 2018. "Information Ambiguity, Patents and the Market Value of Innovative Assets," DEM Discussion Paper Series 18-17, Department of Economics at the University of Luxembourg.
• Luisito Bertinelli & Arnaud Bourgain & Florian Léon, 2020. "Corruption and tax compliance: evidence from small retailers in Bamako, Mali," Applied Economics Letters, Taylor & Francis Journals, vol. 27(5), pages 366-370, March.
  • Arnaud Bourgain & Luisito Bertinelli & Florian Leon, 2018. "Corruption and tax compliance: Evidence from small retailers in Bamako, Mali," DEM Discussion Paper Series 18-18, Department of Economics at the University of Luxembourg.
• Soraia de Sousa Bornett & Carlos Manuel Pinheiro, 2018. "O Mercado Segurador em Portugal: O Papel dos Gestores na Constituição de Provisões," GEE Papers 0112, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Oct 2018.
• Bachar Fakhry & Christian Richter, 2018. "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 4(2), pages 111-125.
  • Bachar Fakhry & Christian Richter, 2018. "Does the Federal Constitutional Court Ruling mean the German Financial Market is Efficient?," Working Papers 46, The German University in Cairo, Faculty of Management Technology.
• Sri Noor Aishah Binti Mohd Salleh & Karren Lee-Hwei Khaw, 2018. "Frequency and Sequence: Convertible Debt Issuance Announcement Effect on Stock Returns," Capital Markets Review, Malaysian Finance Association, vol. 26(2), pages 1-20.
• Subashini Maniam & Chin Lee, 2018. "Stock Market Liberalization Impact on Sectoral Stock Market Return in Malaysia," Capital Markets Review, Malaysian Finance Association, vol. 26(2), pages 21-31.
• Jasman Tuyon & Zamri Ahmad, 2018. "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, vol. 26(2), pages 32-52.
• Yuriy Zabolotnyuk, 2018. "Wealth Effects of Bond Rating Announcements," Multinational Finance Journal, Multinational Finance Journal, vol. 22(3-4), pages 211-254, September.
• Diego d'Andria, 2018. "Start-ups, Venture Capital Financing, and Tax Policy under Adverse Selection," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 74(4), pages 462-480, December.
• Nusrat Fatema, 2018. "Stimulation of Efficient Employee Performance through Human Resource Management Practices: A Study on the Health Care Sector of Bangladesh," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 8(1), pages 1-18, January.
• Huang Yi & Yang Xiugang, 2018. "Investors’ Sentiment and Enterprise's Non-Efficient investment: The Intermediary Effect of Stock Price Volatility," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 8(7), pages 1-14, July.
• David de Villiers & Natalya Apopo & Andrew Phiri & David McMillan, 2020. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1769348-176, January.
  • De Villeris, David & Apopo, Natalya & Phiri, Andrew, 2018. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," MPRA Paper 87963, University Library of Munich, Germany.
  • David De Villiers & Natalya Apopo & Andrew Phiri, 2018. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Working Papers 1826, Department of Economics, Nelson Mandela University.
• Utz Weitzel & Christoph Huber & Jürgen Huber & Michael Kirchler & Florian Lindner & Julia Rose & Lauren Cohen, 2020. "Bubbles and Financial Professionals," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2659-2696.
  • Utz Weitzel & Christoph Huber & Florian Lindner & Jürgen Huber & Julia Rose & Michael Kirchler, 2018. "Bubbles and financial professionals," Working Papers 2018-04, Faculty of Economics and Statistics, Universität Innsbruck, revised Oct 2018.
  • Utz Weitzel & Christoph Huber & Jürgen Huber & Michael Kirchler & Florian Lindner & Julia Rose, 2018. "Bubbles and Financial Professionals," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2018_09, Max Planck Institute for Research on Collective Goods, revised Mar 2019.
• Martin Hellwig, 2018. "Bargeld, Giralgeld, Vollgeld: Zur Diskussion um das Geldwesen nach der Finanzkrise," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2018_10, Max Planck Institute for Research on Collective Goods.
• E. James Cowan & Karen C. Denning & Anne Anderson & Xiaohui Yang, 2018. "Divergent Market Responses to Human Capital Reorganizations," Business and Economic Research, Macrothink Institute, vol. 8(1), pages 212-243, March.

2017

• Martin F. Grace & Jannes Rauch & Sabine Wende, 2017. "The effect of monetary policy announcements and government interventions on the US insurance industry during the 2007-2009 crisis," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 18(5), pages 500-522, November.
• Martin F. Grace & Jannes Rauch & Sabine Wende, 2017. "The effect of monetary policy announcements and government interventions on the US insurance industry during the 2007-2009 crisis," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 18(5), pages 500-522, November.
• Bonolo Maggie Thobejane & Beatrice D. Simo-Kengne & John W. Muteba Mwamba, 2017. "Performance evaluation of equity unit trusts in South Africa," Managerial Finance, Emerald Group Publishing, vol. 43(3), pages 379-402, March.
• Ettore Croci & Eric Nowak & Olaf Ehrhardt, 2017. "The corporate governance endgame – minority squeeze-out regulation and post-deal litigation in Germany," Managerial Finance, Emerald Group Publishing, vol. 43(1), pages 95-123, January.
• Kyung Soon Kim & Jinwoo Park & Yun W. Park, 2017. "Differential informativeness of analyst reports by investor types: Evidence from the Korean stock market," Managerial Finance, Emerald Group Publishing, vol. 43(5), pages 567-594, May.
• Muhammad Zubair Tauni & Zia-ur-Rehman Rao & Hong-Xing Fang & Minghao Gao, 2017. "Does investor personality moderate the relationship between information sources and trading behavior? Evidence from Chinese stock market," Managerial Finance, Emerald Group Publishing, vol. 43(5), pages 545-566, May.
• Milos Vulanovic, 2017. "SPACs: post-merger survival," Managerial Finance, Emerald Group Publishing, vol. 43(6), pages 679-699, June.
  • Vulanovic, Milos, 2016. "SPACs: Post-merger survival," EconStor Preprints 148304, ZBW - Leibniz Information Centre for Economics.
• Liping Zou & William Robert Wilson, 2017. "How important are earnings announcements in China?," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 29(3), pages 380-396, August.
• Amal Hamrouni & Ramzi Benkraiem & Majdi Karmani, 2017. "Voluntary information disclosure and sell-side analyst coverage intensity," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(2), pages 260-280, May.
• Houda Litimi, 2017. "Herd behavior in the French stock market," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(4), pages 497-515, November.
• Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2017. "Stock return autocorrelation, day of the week and volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(2), pages 218-238, May.
• Amal Hamrouni & Ramzi Benkraiem & Majdi Karmani, 2017. "Voluntary information disclosure and sell-side analyst coverage intensity," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(2), pages 260-280, May.
  • Hamrouni Amal & Ramzi Benkraiem & Karmani Majdi, 2017. "Voluntary information disclosure and sell-side analyst coverage intensity," Post-Print hal-01528402, HAL.
• Houda Litimi, 2017. "Herd behavior in the French stock market," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(4), pages 497-515, November.
• Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2017. "Stock return autocorrelation, day of the week and volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(2), pages 218-238, May.
• Carlos Colón-De-Armas & Javier Rodriguez & Herminio Romero, 2017. "Investor sentiment and US presidential elections," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 9(3), pages 227-241, October.
• Andres Bello & Jan Smolarski & Gökçe Soydemir & Linda Acevedo, 2017. "Investor behavior: hedge fund returns and strategies," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 9(1), pages 14-42, April.
• Charilaos Mertzanis, 2017. "Short selling regulation, return volatility and market volatility in the Athens Exchange," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(1), pages 82-104, March.
• Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018. "Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 59-71.
  • Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers 1722, Graduate School of Economics, Kobe University.
  • Kentaro IWATSUBO & Clinton WATKINS & Tao XU, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York," Discussion papers 17120, Research Institute of Economy, Trade and Industry (RIETI).
• Barbara Bedowska-Sojka, 2017. "How Jumps Affect Liquidity? The Evidence from Poland," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(1), pages 39-52, March.
• Sema Bayraktar & Thomas C. Chiang, 2017. "Comovements of Stock Markets between Turkey and Global Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(3), pages 250-275, June.
• Berna Kirkulak-Uludag & Zorikto Lkhamazhapov, 2017. "Volatility Dynamics of Precious Metals: Evidence from Russia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(4), pages 300-317, August.
• Jose E. Farinos & Begona Herrero & Miguel A. Latorre, 2017. "Self-selection Bias and the Listing Status of Target Firms: Value Effects in the Spanish Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(5), pages 423-438, October.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "The Transmission of Monetary Policy Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(3), pages 74-107, July.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2015. "The Transmission of Monetary Policy Shocks," Discussion Papers 1711, Centre for Macroeconomics (CFM), revised Feb 2017.
  • Ricco, Giovanni & Miranda-Agrippino, Silvia, 2018. "The Transmission of Monetary Policy Shocks," CEPR Discussion Papers 13396, C.E.P.R. Discussion Papers.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2017. "The transmission of monetary policy shocks," Documents de Travail de l'OFCE 2017-15, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," Economic Research Papers 269310, University of Warwick - Department of Economics.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," LSE Research Online Documents on Economics 86163, London School of Economics and Political Science, LSE Library.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," The Warwick Economics Research Paper Series (TWERPS) 1136, University of Warwick, Department of Economics.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," Bank of England working papers 657, Bank of England.
• Antonio Gledson de Carvalho & Roberto Pinheiro & Joelson Oliveira Sampaio, 2016. "The Dotcom Bubble and Underpricing: Conjectures and Evidence," Working Papers (Old Series) 1633, Federal Reserve Bank of Cleveland.
  • Carvalho, Antonio Gledson de & Pinheiro, Roberto Benjamin & Sampaio, Joelson Oliveira, 2017. "Dotcom bubble and underpricing: conjectures and evidence," Textos para discussão 441, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Nikolay Gospodinov, 2017. "Asset Co-movements: Features and Challenges," FRB Atlanta Working Paper 2017-11, Federal Reserve Bank of Atlanta.
• Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary policy through production networks: evidence from the stock market," Working Papers 17-15, Federal Reserve Bank of Boston.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," NBER Working Papers 23424, National Bureau of Economic Research, Inc.
  • Ali Ozdagli & Michael Weber & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," CESifo Working Paper Series 6486, CESifo.
• Antonio Gledson de Carvalho & Roberto Pinheiro & Joelson Oliveira Sampaio, 2017. "Dotcom Price Spiral," Working Papers (Old Series) 1713, Federal Reserve Bank of Cleveland.
• Antonio Gledson de Carvalho & Roberto Pinheiro & Joelson Oliveira Sampaio, 2017. "Dotcom Extreme Underpricing," Working Papers (Old Series) 1714, Federal Reserve Bank of Cleveland.
• Esen Onur & John S. Roberts & Tugkan Tuzun, 2017. "Trader Positions and Marketwide Liquidity Demand," Finance and Economics Discussion Series 2017-103, Board of Governors of the Federal Reserve System (U.S.).
• Nathan Swem, 2017. "Information in Financial Markets : Who Gets It First?," Finance and Economics Discussion Series 2017-023, Board of Governors of the Federal Reserve System (U.S.).
• Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler, 2017. "Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads," International Finance Discussion Papers 1212, Board of Governors of the Federal Reserve System (U.S.).
• Dominic Anene & Stefania D'Amico, 2017. "A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices," Working Paper Series WP-2017-26, Federal Reserve Bank of Chicago.
• Boudt, Kris & Neely, Christopher J. & Sercu, Piet & Wauters, Marjan, 2019. "The response of multinationals’ foreign exchange rate exposure to macroeconomic news," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 32-47.
  • Kris Boudt & Christopher J. Neely & Piet Sercu & Marjan Wauters, 2017. "The response of multinationals’ foreign exchange rate exposure to macroeconomic news," Working Papers 2017-20, Federal Reserve Bank of St. Louis.
• Paul Calem & Jeanna Kenney & Lauren Lambie‐Hanson & Leonard Nakamura, 2021. "Appraising home purchase appraisals," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S1), pages 134-168, March.
  • Paul S. Calem & Lauren Lambie-Hanson & Leonard I. Nakamura, 2017. "Appraising Home Purchase Appraisals," Working Papers 17-23, Federal Reserve Bank of Philadelphia.
  • Paul S. Calem & Jeanna Kenney & Lauren Lambie-Hanson & Leonard I. Nakamura, 2018. "Appraising Home Purchase Appraisals," Working Papers 18-28, Federal Reserve Bank of Philadelphia.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "Asset Issuance in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 4-29, July.
  • Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2017. "Asset Issuance in Over-the-Counter Markets," Working Paper 17-13, Federal Reserve Bank of Richmond.
• Pawan Jain & Wen-Jun Xue, 2017. "Global Investigation of Return Autocorrelation and its Determinants," Working Papers 1704, Florida International University, Department of Economics.
• Eugster, Nicolas & Isakov, Dušan, 2019. "Founding family ownership, stock market returns, and agency problems," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
  • Eugster, Nicolas & Isakov, Dusan, 2017. "Founding family ownership,stock market returns, and agency problems," FSES Working Papers 490, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  • Nicolas Eugster & Dušan Isakov, 2019. "Founding family ownership, stock market returns, and agency problems," Post-Print hal-02511063, HAL.
• Alexandra Gabriela Ţiţan, 2017. "Efectul zilei din săptămână pe piaţa de capital din România," Journal of Financial Studies, Institute of Financial Studies, vol. 2(2), pages 15-25, June.
• Florin Ţurcaş, 2017. "Aplicarea analizei tehnice în selecția portofoliilor," Journal of Financial Studies, Institute of Financial Studies, vol. 2(2), pages 70-86, June.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V. & Gurevich Vladimir, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-23, February.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V., 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-23, February.
• Dany Bahar & Miguel Angel Santos & Carlos Alberto Molina, 2017. "Fool’s Gold: Currency Devaluations and Stock Prices of Multinational Companies Operating in Venezuela," CID Working Papers 83a, Center for International Development at Harvard University.
  • Dany Bahar & Miguel Angel Santos & Carlos Alberto Molina, 2017. "Fool’s Gold: Currency Devaluations and Stock Prices of Multinational Companies Operating in Venezuela," Growth Lab Working Papers 98, Harvard's Growth Lab.
• Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017. "Where is the Information on USD/Bitcoin Hourly Prices?," Notas Económicas, Faculty of Economics, University of Coimbra, issue 45, pages 1-19, December.
• Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017. "Where is the Information on USD/Bitcoin Hourly Prices?," Notas Económicas, Faculty of Economics, University of Coimbra, issue 45, pages 7-25, December.
• Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017. "Where is the information on USD/Bitcoins hourly price movements?," CeBER Working Papers 2017-05, Centre for Business and Economics Research (CeBER), University of Coimbra.
• Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2020. "High-Frequency Jump Analysis of the Bitcoin Market," Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 209-232.
  • Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2017. "High-Frequency Jump Analysis of the Bitcoin Market," Swiss Finance Institute Research Paper Series 17-19, Swiss Finance Institute.
  • Scaillet, Olivier & Treccani, Adrien & Trevisan, Christopher, 2017. "High-frequency jump analysis of the bitcoin market," Working Papers unige:93900, University of Geneva, Geneva School of Economics and Management.
  • Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2017. "High-Frequency Jump Analysis of the Bitcoin Market," Papers 1704.08175, arXiv.org, revised Jun 2017.
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• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2017. "Developing a Volume Forecasting Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 0, pages 1-1.
• Jun-Biao Lina & Ping-Yeh Su, 2017. "Idiosyncratic Volatility and Liquidity Risk: How they have Explanatory Power in Stock Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 0, pages 2-2.
• Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2017. "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series 45, European Systemic Risk Board.
• Pan, Kevin & Zeng, Yao, 2017. "ETF arbitrage under liquidity mismatch," ESRB Working Paper Series 59, European Systemic Risk Board.
• Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2021. "Discriminatory Pricing of Over-the-Counter Derivatives," Management Science, INFORMS, vol. 67(11), pages 6660-6677, November.
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• Julia Darby & Graeme Roy, 2019. "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(2), pages 314-330, May.
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• Mohamed Ilyes Gritli & Serge Rey, 2017. "Quel impact de la libéralisation du compte capital sur le développement financier en Tunisie ? Les enseignements d'un modèle ARDL," Working Papers hal-01880318, HAL.
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• Andreas Haupenthal & Matthias Neuenkirch, 2017. "Grexit news and stock returns," Applied Economics, Taylor & Francis Journals, vol. 49(39), pages 3891-3898, August.
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• David E Allen & Michael McAleer & Abhay K Singh, 2017. "An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 677-692, February.
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• A.M.M. Shahiduzzaman Quoreshi, 2017. "A bivariate integer-valued long-memory model for high-frequency financial count data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(3), pages 1080-1089, February.
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• N. Taylor & Y. Xu, 2017. "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Quantitative Finance, Taylor & Francis Journals, vol. 17(7), pages 1021-1035, July.
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• Han, Jianlei & Pan, Zheyao & Zhang, Guangli, 2017. "Divergence of opinion and long-run performance of private placements: evidence from the auction market," Working Papers 2017-09, University of Tasmania, Tasmanian School of Business and Economics.
• Deng, Xiaohu & Gao, Lei & Kemme, David, 2017. "The information content of short selling and put option trading: When are they substitutes?," Working Papers 2017-13, University of Tasmania, Tasmanian School of Business and Economics.
• Talat Ulussever & Riza Demirer, 2017. "Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 17(3), pages 77-89.
• Margaryta Klymak, 2017. "The Trade Impacts of the Naming and Shaming of Forced and Child Labor," Trinity Economics Papers tep1517, Trinity College Dublin, Department of Economics.
• Luiz Félix & Roman Kräussl & Philip Stork, 2020. "Implied volatility sentiment: a tale of two tails," Quantitative Finance, Taylor & Francis Journals, vol. 20(5), pages 823-849, May.
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• Vincent Van Kervel & Albert J. Menkveld, 2019. "High‐Frequency Trading around Large Institutional Orders," Journal of Finance, American Finance Association, vol. 74(3), pages 1091-1137, June.
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• Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017. "Collusive Benchmark Rates Fixing," Tinbergen Institute Discussion Papers 17-122/VII, Tinbergen Institute, revised 17 Apr 2019.
• Ginglinger, Edith & Hébert, Camille & Renneboog, Luc, 2017. "Connected Firms and Investor Myopia," Other publications TiSEM 179a4c42-9368-41f0-bc40-4, Tilburg University, School of Economics and Management.
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• Luc Renneboog & Peter G. Szilagyi & Cara Vansteenkiste, 2017. "Creditor rights, claims enforcement, and bond performance in mergers and acquisitions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(2), pages 174-194, February.
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  • Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017. "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Discussion Paper 2017-012, Tilburg University, Center for Economic Research.
• Luc Renneboog & Peter G. Szilagyi & Cara Vansteenkiste, 2017. "Creditor rights, claims enforcement, and bond performance in mergers and acquisitions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(2), pages 174-194, February.
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• Davies, Ronald B. & Studnicka, Zuzanna, 2018. "The heterogeneous impact of Brexit: Early indications from the FTSE," European Economic Review, Elsevier, vol. 110(C), pages 1-17.
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• Ross Levine & Chen Lin & Lai Wei, 2017. "Insider Trading and Innovation," Journal of Law and Economics, University of Chicago Press, vol. 60(4), pages 749-800.
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• Paul Hallwood, 2017. "Comment: Betting on Secession: Quantifying Political Events Surrounding Slavery and the Civil War," Working papers 2017-07, University of Connecticut, Department of Economics.
• Fernando Delbianco & Andrés Fioriti, 2017. "Empirical search and characterization of contemporaneity using breaks and regime switching [Búsqueda empírica y caracterización de contemporaneidad utilizando quiebres estructurales y cambios de ré," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 34(68), pages 75-91, january-J.
• Jeremías Lachman & Pablo Jack, 2017. "Study of efficiency and information transmission for agricultural futures markets: a comparative analysis between Buenos Aires and Chicago using monthly and daily data [Estudio de la eficiencia y l," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 34(69), pages 3-23, july-dece.
• Asriyan, Vladimir & Fuchs, William & Green, Brett, 2021. "Aggregation and design of information in asset markets with adverse selection," Journal of Economic Theory, Elsevier, vol. 191(C).
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• Manzano, Carolina & Vives, Xavier, 2021. "Market power and welfare in asymmetric divisible good auctions," Theoretical Economics, Econometric Society, vol. 16(3), July.
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  • Manzano, Carolina & Vives, Xavier, 2017. "Market Power and Welfare in Asymmetric Divisible Good Auctions," Working Papers 2072/292436, Universitat Rovira i Virgili, Department of Economics.
  • Carolina Manzano & Xavier Vives, 2016. "Market Power and Welfare in Asymmetric Divisible Good Auctions," CESifo Working Paper Series 6261, CESifo.
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• Dare, Wale, 2017. "Testing efficiency in small and large financial markets," Economics Working Paper Series 1714, University of St. Gallen, School of Economics and Political Science.
• Dare, Wale, 2017. "Statistical arbitrage in the U.S. treasury futures market," Economics Working Paper Series 1716, University of St. Gallen, School of Economics and Political Science.
• Hoechle, Daniel & Karthaus, Larissa & Schmid, Markus, 2017. "The Long-Term Performance of IPO’s, Revisited," Working Papers on Finance 1706, University of St. Gallen, School of Finance.
• Adams, Zeno & Kartsakli, Maria, 2017. "Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization," Working Papers on Finance 1710, University of St. Gallen, School of Finance.
• Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2017. "Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?," Working Papers on Finance 1717, University of St. Gallen, School of Finance, revised Mar 2020.
• Ammann, Manuel & Bauer, Christopher & Fischer, Sebastian & Mueller, Philipp, 2017. "Tha Impact of the Morningstar Sustainability Rating on Mutual Fund Flows," Working Papers on Finance 1718, University of St. Gallen, School of Finance, revised Nov 2017.
• Lijian Wei & Xiong Xiong & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2017. "The effect of genetic algorithm learning with a classifier system in limit order markets," Published Paper Series 2017-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Nihad Aliyev & Xue-Zhong He, 2017. "Ambiguous Market Making," Research Paper Series 383, Quantitative Finance Research Centre, University of Technology, Sydney.
• Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series 385, Quantitative Finance Research Centre, University of Technology, Sydney.
• Iris Biefang-Frisancho Mariscal, 2017. "The impact of quantitative easing on aggregate mutual fund flows in the UK," Working Papers 20171704, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
• Robson Glasscock & Korenok Oleg, 2017. "Earnings Volatility and Stock Returns: Event Study Evidence," Working Papers 1703, VCU School of Business, Department of Economics.
• Owen Powell & Natalia Shestakova, 2017. "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers 1702, University of Vienna, Department of Economics.
• Owen Powell & Natalia Shestakova, 2017. "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers vie1702, University of Vienna, Department of Economics.
• Sutirtha Bagchi, 2018. "A Tale of Two Cities: An Examination of Medallion Prices in New York and Chicago," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 53(2), pages 295-319, September.
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• Hassan Ezzat & Berna Kirkulak- Uludag, 2017. "Information Arrival and Volatility: Evidence from the Saudi Stock Exchange (Tadawul)," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(1), pages 45-59, December.
• Hassan Ezzat & Berna Kirkulak-Uludag, 2017. "Information Arrival and Volatility: Evidence from the Saudi Stock Exchange (Tadawul)," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(1), pages 45-59.
• Yang-Cheng Lu & Hao Fang & Yen-Hsien Lee, 2017. "The Informational and Non-Informational Compositions of UK Fund Managers’ Dynamic Herding in the Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(5), pages 571-592, December.
• Yang-Cheng Lu & Hao Fang & Yen-Hsien Lee, 2017. "Informational and Non-Informational Compositions of UK Fund Managers’ Dynamic Herding in the Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(5), pages 571-592.
• Svetoslav Velinov Borisov, 2017. "Smoothing Earnings and Earnings Informativenes," Business & Management Compass, University of Economics Varna, issue 3, pages 222-235.
• Volodin Sergey Nikolayevich & Kuranov Gennadii Mladenovich & Yakubov Alexey Pavlovich, 2017. "Impact of Political News: Evidence from Russia," Scientific Annals of Economics and Business, Sciendo, vol. 64(3), pages 271-287, October.
• Cho Joong-Seok & Park Hyung Ju, 2017. "The Effect of Matching on Firm Earnings Components," Scientific Annals of Economics and Business, Sciendo, vol. 64(4), pages 513-524, December.
• Urban Dariusz, 2017. "The Color of Government Money. Do Investors Differently Value the Investment of Sovereign Wealth Funds?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(1), pages 25-34, November.
• Gniadkowska-Szymańska Agata, 2017. "Impact of a Company’s Dividend Policy on the Liquidity of Shares Listed on the Warsaw Stock Exchange," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(3), pages 24-32, September.
• Kozak Sylwester, 2017. "Degree of Convergence of the Efficiency of the Polish Equity Investment Funds Obtained with Measures Based on the Sharpe Ratio," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(3), pages 33-42, September.
• Cwynar Andrzej & Cwynar Wiktor & Pater Robert & Kaźmierkiewicz Piotr, 2017. "Information needs of financial market professionals in the big data and social media era. The empirical evidence from Poland," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(4), pages 1-13, December.
• Zaremba Adam & Konieczka Przemysław, 2017. "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 53(3), pages 26-47, September.
• Anginer, Deniz & Han, Xue Snow & Yildizhan, Celim, 2017. "Do Individual Investors Ignore Transaction Costs?," MPRA Paper 89941, University Library of Munich, Germany.
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• Alex Frino & Vito Mollica & Maria Grazia Romano & Zeyang Zhou, 2017. "Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(4), pages 359-373, April.
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• Kang, Moonsoo & Wang, Wei & Eom, Chanyoung, 2017. "Corporate investment and stock liquidity: Evidence on the price impact of trade," Review of Financial Economics, Elsevier, vol. 33(C), pages 1-11.
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• Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, vol. 34(C), pages 61-73.
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• Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, vol. 35(C), pages 1-10.
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• Uctum, Remzi & Renou-Maissant, Patricia & Prat, Georges & Lecarpentier-Moyal, Sylvie, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, Elsevier, vol. 35(C), pages 43-56.
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• Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "The Transmission of Monetary Policy Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(3), pages 74-107, July.
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• Danilo Cascaldi-Garcia, 2017. "News Shocks and the Slope of the Term Structure of Interest Rates: Comment," American Economic Review, American Economic Association, vol. 107(10), pages 3243-3249, October.
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• Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2019. "On the efficiency of racetrack betting market: a new test for the favourite-longshot bias," Applied Economics, Taylor & Francis Journals, vol. 51(54), pages 5817-5828, November.
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• Schmitt, Noemi & Westerhoff, Frank, 2017. "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 34-53.
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• Silvo, Aino, 2017. "House prices, lending standards, and the macroeconomy," Bank of Finland Research Discussion Papers 4/2017, Bank of Finland.
• Korn, Olaf & Kuntz, Laura-Chloé, 2017. "Low-beta strategies," CFR Working Papers 15-17 [rev.], University of Cologne, Centre for Financial Research (CFR), revised 2017.
• Luiz Félix & Roman Kräussl & Philip Stork, 2020. "Implied volatility sentiment: a tale of two tails," Quantitative Finance, Taylor & Francis Journals, vol. 20(5), pages 823-849, May.
  • Philip Stork & Luiz Felix & Roman Kraussl, 2017. "Implied Volatility Sentiment: A Tale of Two Tails," Tinbergen Institute Discussion Papers 17-002/IV, Tinbergen Institute, revised 26 Jan 2018.
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• Andersen, Torben G. & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2017. "Volatility, information feedback and market microstructure noise: A tale of two regimes," CFS Working Paper Series 569, Center for Financial Studies (CFS).
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• Hautsch, Nikolaus & Noé, Michael & Zhang, S. Sarah, 2017. "The ambivalent role of high-frequency trading in turbulent market periods," CFS Working Paper Series 580, Center for Financial Studies (CFS).
• Bannier, Christina E. & Pauls, Thomas & Walter, Andreas, 2017. "CEO-speeches and stock returns," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168192, Verein für Socialpolitik / German Economic Association.
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• Cho, Hoon & Ryu, Doojin & Sung, Sangwook, 2017. "Do institutions behave rationally in distressed markets?," Economics Discussion Papers 2017-103, Kiel Institute for the World Economy (IfW Kiel).
• Han, Liyan & Xu, Yang & Yin, Libo, 2017. "Does investor attention matter? The attention-return relation in gold futures market," Economics Discussion Papers 2017-37, Kiel Institute for the World Economy (IfW Kiel).
• Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018. "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-33.
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• Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017. "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series 8098, The World Bank.
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• Şahin, Emrah & Konak, Fatih & Karaca, S. Serdar, 2017. "Impact of “Aircraft Crisis” Between Turkey and Russia on Borsa Istanbul Food, Beverage and Tourism Indexes," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 8(3), pages 473-485, July.
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• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2017. "Uncovering Skilled Short-sellers," Working Papers, Department of Economics 2017_01, University of São Paulo (FEA-USP).
• Qiang Liu & Gaoxiu Qiao, 2017. "The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market," Empirical Economics, Springer, vol. 52(4), pages 1569-1585, June.
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• Plamena Palamarova, 2017. "Assessment of Communication Effects: Cultural Events in Varna, Bulgaria," Journal of Emerging Trends in Marketing and Management, The Bucharest University of Economic Studies, vol. 1(1), pages 230-239, October.
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• Tekiner KAYA, 2017. "Borsa İstanbul’Da İlk Halka Arzlarin Uzun Dönem Performans Anali̇zi̇: Normalüstü Geti̇ri̇ Mümkün Mü?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 2(1), pages 6-19.
• Gofaone Matebejana & Gaotlhobogwe Motlaleng & James Juana, 2017. "Foreign Exchange Market Efficiency In Botswana," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 19, pages 55-74, June.
• Mihaela Brodocianu & Ovidiu Stoica, 2017. "Herding Behavior Of Institutional Investors In Romania. An Empirical Analysis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 115-130, December.
• Sergey Nikolayevich VOLODIN & Gennadii Mladenovich KURANOV & Alexey Pavlovich YAKUBOV, 2017. "Impact Of Political News: Evidence From Russia," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 64(3), pages 271-287, September.
• Joong-Seok Cho & Hyung Ju Park, 2017. "The Effect of Matching on Firm Earnings Components," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 64(4), pages 513-524, December.
• Joong-Seok Cho & Hyung Ju Park, 2017. "The Effect of Matching on Firm Earnings Components," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 64(4), pages 513-524, December.
• Ralph Sonenshine & Michael Cauvel, 2017. "Revisiting the Effect of Crude Oil Price Movements on US Stock Market Returns and Volatility," Working Papers 2017-01, American University, Department of Economics.
• Ralph Sonenshine, 2017. "Effect of Utility Deregulation and Mergers on Consumer Welfare," Working Papers 2017-12, American University, Department of Economics.
• Itay Goldstein & Liyan Yang, 2017. "Information Disclosure in Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 101-125, November.
• Francesco Franzoni & Itzhak Ben-David & Rabih Moussawi, 2017. "Exchange-Traded Funds," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 169-189, November.
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• Mohd Aminul Islam, 2017. "An Empirical Evaluation of Hedging Effectiveness of Crude Palm Oil Futures Market in Malaysia," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 3(11), pages 303-314, 11-2017.
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• Marco Caiffa & Vincenzo Farina & Lucrezia Fattobene, 2017. "Multiple directorships in the Board of Directors: an investors’ perspective," BANCARIA, Bancaria Editrice, vol. 6, pages 20-38, June.
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• Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
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• Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2017. "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," CEPR Discussion Papers 11837, C.E.P.R. Discussion Papers.
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• Marco Di Maggio & Francesco A. Franzoni & Amir Kermani & Carlo Sommavilla, 2017. "The Relevance of Broker Networks for Information Diffusion in the Stock Market," Swiss Finance Institute Research Paper Series 17-08, Swiss Finance Institute.
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• Florian Eugster & Alexander F. Wagner, 2021. "Earning investor trust: The role of past earnings management," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(1-2), pages 269-307, January.
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• Per Östberg & Thomas Richter, 2017. "The Sovereign Debt Crisis: Rebalancing or Freezes?," Swiss Finance Institute Research Paper Series 17-32, Swiss Finance Institute.
• Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2017. "Paths to Convergence: Stock Price Behavior after Donald Trump's Election," Working Paper Series rwp17-039, Harvard University, John F. Kennedy School of Government.
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• Magdalena Tywoniuk, 2017. "CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series 17-45, Swiss Finance Institute.
• Biljana Seistrajkova, 2017. "Short Selling and the Subsequent Performance of Initial Public Offerings," Swiss Finance Institute Research Paper Series 17-49, Swiss Finance Institute.
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• Tobias Dieler & Loriano Mancini, 2018. "Ignorance Is Bliss? Anonymous Lending with Roll over Risk," Swiss Finance Institute Research Paper Series 18-06, Swiss Finance Institute.
• Ying Liu, 2018. "Why Do Large Investors Disclose Their Information?," Swiss Finance Institute Research Paper Series 18-17, Swiss Finance Institute.
• Ying Liu & Sebastian Vogel & Yuan Zhang, 2018. "Electronic Trading in OTC Markets vs. Centralized Exchange," Swiss Finance Institute Research Paper Series 18-19, Swiss Finance Institute.
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• Natally STOYANOVA, 2017. "Practical Application of Logistics Strategies in the Agricultural Company," North Economic Review, Technical University of Cluj Napoca, Department of Economics and Physics, vol. 1(1), pages 9-19, October.
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• Diana Milena Carmona Munoz & Marcos Vera Leyton, 2017. "Evaluación de los factores de riesgo en los activos de renta variable que conforman el índice S&P MILA 40: aplicación del modelo de tres factores de Fama y French en el periodo 2009-2013," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 9(2), pages 301-317, November.
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• Segovia, Carlos Manuel Córdoba & Moncayo, David Felipe Moreno, 2017. "La importancia de una buena estrategia de fijación de precios como herramienta de penetración de mercados," Revista Tendencias, Universidad de Narino, vol. 18(2), pages 58-68, July.
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• Wagner, Alexander F. & Zeckhauser, Richard J. & Siegler, Alexandre, 2017. "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," Working Paper Series rwp17-005, Harvard University, John F. Kennedy School of Government.
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• Kerry Back & Pierre Collin‐Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2018. "Activism, Strategic Trading, and Liquidity," Econometrica, Econometric Society, vol. 86(4), pages 1431-1463, July.
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• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2018. "Bid-to-cover and yield changes around public debt auctions in the euro area," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 118-134.
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• Massa, Massimo & Mataigne, Virginie & Vermaelen, Theo & Xu, Moqi, 2017. "Choices in Equity Finance A Global Perspective," CEPR Discussion Papers 11987, C.E.P.R. Discussion Papers.
• Massa, Massimo & Manconi, Alberto & Luo, Mancy, 2017. "Much Ado About Nothing: Is the Market Affected by Political Bias?," CEPR Discussion Papers 11991, C.E.P.R. Discussion Papers.
• Massa, Massimo & Manconi, Alberto & Altieri, Michela, 2017. "Corporate Bond Guarantees and The Value of Financial Flexibility," CEPR Discussion Papers 11992, C.E.P.R. Discussion Papers.
• Massa, Massimo & Manconi, Alberto & Kempf, Elisabeth, 2017. "Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds," CEPR Discussion Papers 11993, C.E.P.R. Discussion Papers.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2023. "Imperfect Financial Markets and Investment Inefficiencies," American Economic Review, American Economic Association, vol. 113(9), pages 2323-2354, September.
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• Alex Edmans & Vivian W. Fang & Allen H. Huang, 2022. "The Long‐Term Consequences of Short‐Term Incentives," Journal of Accounting Research, Wiley Blackwell, vol. 60(3), pages 1007-1046, June.
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• Kerry Back & Pierre Collin‐Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2018. "Activism, Strategic Trading, and Liquidity," Econometrica, Econometric Society, vol. 86(4), pages 1431-1463, July.
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  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
• Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017. "Relationship Trading in OTC Markets," Swiss Finance Institute Research Paper Series 17-30, Swiss Finance Institute.
  • Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2017. "Relationship Trading in OTC Markets," CEPR Discussion Papers 12472, C.E.P.R. Discussion Papers.
• Albuquerque, Rui & Song, Shiyun & Yao, Chen, 2017. "The Price Effects of Liquidity Shocks: A Study of SEC’s Tick-Size Experiment," CEPR Discussion Papers 12486, C.E.P.R. Discussion Papers.
• Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2021. "Discriminatory Pricing of Over-the-Counter Derivatives," Management Science, INFORMS, vol. 67(11), pages 6660-6677, November.
  • Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2017. "Discriminatory Pricing of Over-the-Counter Derivatives," Swiss Finance Institute Research Paper Series 17-70, Swiss Finance Institute.
  • Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017. "Discriminatory Pricing of Over-The-Counter Derivatives," CEPR Discussion Papers 12525, C.E.P.R. Discussion Papers.
  • Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017. "Discriminatory pricing of over-the-counter derivatives," ESRB Working Paper Series 61, European Systemic Risk Board.
  • Harald Hau & Peter Hoffmann & Sam Langfield & Mr. Yannick Timmer, 2019. "Discriminatory Pricing of Over-the-Counter Derivatives," IMF Working Papers 2019/100, International Monetary Fund.
• Jean‐Philippe Bouchaud & Philipp Krüger & Augustin Landier & David Thesmar, 2019. "Sticky Expectations and the Profitability Anomaly," Journal of Finance, American Finance Association, vol. 74(2), pages 639-674, April.
  • Jean-Philippe Bouchaud & Philipp Krueger & Augustin Landier & David Thesmar, 2016. "Sticky Expectations and the Profitability Anomaly," Swiss Finance Institute Research Paper Series 16-60, Swiss Finance Institute.
  • Thesmar, David & Bouchaud, Jean-Philippe & Krueger, Philipp & Landier, Augustin, 2017. "Sticky Expectations and the Profi tability Anomaly," CEPR Discussion Papers 12528, C.E.P.R. Discussion Papers.
• D'Auria, Bernardo & García Martí, Dolores & Salmerón Garrido, José Antonio, 2017. "Optimal portfolio with insider information on the stochastic interest rate," DES - Working Papers. Statistics and Econometrics. WS 25819, Universidad Carlos III de Madrid. Departamento de Estadística.
• Júlio Lobão & Cristiano Pereira, 2017. "Barreras Psicológicas en Índices Bursátiles: Evidencia de Cuatro Países de Europa del Sur," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 40(114), pages 268-278, Septiembr.
• Hong Liu & Jingyuan Wu & Qingshan Yang, 2017. "Inside Trading when the Market Deviates from the Semi-strong Efficient Condition," Annals of Economics and Finance, Society for AEF, vol. 18(1), pages 111-128, May.
• Wei Tang & Tianhao Wu & Liheng Xu, 2017. "Skewness Preference and IPO Anomalies in China," Annals of Economics and Finance, Society for AEF, vol. 18(1), pages 173-199, May.
• Julio Lobao & Joao Meira Fernandes, 2017. "The 52-Week High and Momentum Investing: Implications for Asset Pricing Models," Annals of Economics and Finance, Society for AEF, vol. 18(2), pages 349-376, November.
• Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2017. "Interactions among High-Frequency Traders," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1375-1402, August.
  • Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip, 2015. "Interactions among high-frequency traders," Bank of England working papers 523, Bank of England.
  • Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2016. "Interactions among High-Frequency Traders," Working Papers in Economics 680, University of Gothenburg, Department of Economics.
• Stefan SIMEONOV, 2017. "A Methodology For Trend Analysis Of Stock Exchange Activities, Based On Indicator Signals And Frequency Volatility," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 21-39.
• Стефан Симеонов, 2017. "Методика За Анализ На Тренда В Борсовата Активност, Базирана На Индикаторните Сигнали И Честотната Променливост," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 24-44.
• Diana Carolina Osorio & Luis Eduardo Giron & Lya Paola Sierra, 2017. "¿Es el mercado de metales eficiente?," Working Papers 27, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
• Mohamed Firas Thraya & Amir Louizi, 2017. "Le score de gouvernance et la performance à court terme des opérations de fusions-acquisitions en France - Governance score and short-term performance of mergers and acquisitions in France," Revue Finance Contrôle Stratégie, revues.org, vol. 20(4), pages 117-145, December.
• Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017. "Collusive Benchmark Rates Fixing," Discussion Papers of DIW Berlin 1715, DIW Berlin, German Institute for Economic Research.
• Houdou Basse Mama & Rachidi Kotchoni, 2017. "Investor Relations' Quality and Mispricing," Working Papers hal-04141636, HAL.
  • Houdou Basse Mama & Rachidi Kotchoni, 2017. "Investor Relations' Quality and Mispricing," EconomiX Working Papers 2017-33, University of Paris Nanterre, EconomiX.
• Schmidt, Daniel & Lunghi, Sandro & von Beschwitz, Bastian, 2017. "Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," HEC Research Papers Series 1206, HEC Paris, revised 13 Aug 2017.
• Honkanen, Pekka & Schmidt, Daniel, 2017. "Price and Liquidity Spillovers during Fire Sale Episodes," HEC Research Papers Series 1214, HEC Paris, revised 07 Jul 2017.
• Rosu, Ioanid & Sojli, Elvira & Tham, Wing Wah, 2017. "Quotes, Trades and the Cost of Capital," HEC Research Papers Series 1231, HEC Paris, revised 26 Jan 2018.
• Ioanid Rosu & Elvira Sojli & Wing Wah Tham, 2017. "Quotes, Trades and the Cost of Capital," Working Papers hal-01941510, HAL.
  • Rosu, Ioanid & Sojli, Elvira & Tham, Wing Wah, 2017. "Quotes, Trades and the Cost of Capital," HEC Research Papers Series 1232, HEC Paris, revised 26 Jan 2018.
• Thomas Stebro & Manuel Fernnndez Sierra & Stefano Lovo & Nir Vulkan, 2017. "Herding in Equity Crowdfunding," Working Papers hal-01970724, HAL.
  • Astebro, Thomas B. & Lovo, Stefano & Fernandez Sierra, Manuel & Vulkan, Nir, 2017. "Herding in Equity Crowdfunding," HEC Research Papers Series 1245, HEC Paris, revised 04 Jun 2018.
  • Astebro, Thomas & Fernández, Manuel & Cadena-Silva, Carlos & Vulkan, Nir, 2020. "Herding in Equity Crowdfunding," Working papers 34, Red Investigadores de Economía.
• Cespa, Giovanni & Vives, Xavier, 2017. "High frequency trading and fragility," Working Paper Series 2020, European Central Bank.
  • Cespa, Giovanni & Vives, Xavier, 2017. "High Frequency Trading and Fragility," IESE Research Papers D/1161, IESE Business School.
• Manzano, Carolina & Vives, Xavier, 2021. "Market power and welfare in asymmetric divisible good auctions," Theoretical Economics, Econometric Society, vol. 16(3), July.
  • Vives, Xavier & Manzano, Carolina, 2016. "Market Power and Welfare in Asymmetric Divisible Good Auctions," CEPR Discussion Papers 11731, C.E.P.R. Discussion Papers.
  • Manzano, Carolina & Vives, Xavier, 2017. "Market Power and Welfare in Asymmetric Divisible Good Auctions," IESE Research Papers D/1162, IESE Business School.
  • Manzano, Carolina & Vives, Xavier, 2017. "Market Power and Welfare in Asymmetric Divisible Good Auctions," Working Papers 2072/292436, Universitat Rovira i Virgili, Department of Economics.
  • Carolina Manzano & Xavier Vives, 2016. "Market Power and Welfare in Asymmetric Divisible Good Auctions," CESifo Working Paper Series 6261, CESifo.
• Petrescu, Monica & Wedow, Michael, 2017. "Dark pools in European equity markets: emergence, competition and implications," Occasional Paper Series 193, European Central Bank.
• Strasser, Georg, 2017. "What determines the impact of macroeconomic news on asset markets?," Research Bulletin, European Central Bank, vol. 37.
• Speck, Christian, 2017. "Inflation anchoring in the euro area," Working Paper Series 1998, European Central Bank.
• Cespa, Giovanni & Vives, Xavier, 2017. "High Frequency Trading and Fragility," IESE Research Papers D/1161, IESE Business School.
  • Cespa, Giovanni & Vives, Xavier, 2017. "High frequency trading and fragility," Working Paper Series 2020, European Central Bank.
• Jean†Edouard Colliard & Peter Hoffmann, 2017. "Financial Transaction Taxes, Market Composition, and Liquidity," Journal of Finance, American Finance Association, vol. 72(6), pages 2685-2716, December.
  • Hoffmann, Peter & Colliard, Jean-Edouard, 2017. "Financial transaction taxes, market composition, and liquidity," Working Paper Series 2030, European Central Bank.
• Georgescu, Oana-Maria & Gross, Marco & Kapp, Daniel & Kok, Christoffer, 2017. "Do stress tests matter? Evidence from the 2014 and 2016 stress tests," Working Paper Series 2054, European Central Bank.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2018. "Bid-to-cover and yield changes around public debt auctions in the euro area," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 118-134.
  • Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017. "Bid-to-cover and yield changes around public debt auctions in the euro area," CEPR Discussion Papers 11932, C.E.P.R. Discussion Papers.
  • Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017. "Bid-to-cover and yield changes around public debt auctions in the euro area," Working Paper Series 2056, European Central Bank.
• Gerba, Eddie & Żochowski, Dawid, 2017. "Knightian uncertainty and credit cycles," Working Paper Series 2068, European Central Bank.
• Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2017. "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," CEPR Discussion Papers 11837, C.E.P.R. Discussion Papers.
  • Wagner, Alexander F. & Zeckhauser, Richard J. & Siegler, Alexandre, 2017. "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," Working Paper Series rwp17-005, Harvard University, John F. Kennedy School of Government.
  • Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017. "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," Swiss Finance Institute Research Paper Series 17-06, Swiss Finance Institute.
  • Alexander Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017. "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," NBER Working Papers 23152, National Bureau of Economic Research, Inc.
• Michał Dzieliński & Alexander F. Wagner & Richard J. Zeckhauser, 2017. "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," NBER Working Papers 23425, National Bureau of Economic Research, Inc.
  • Zeckhauser, Richard, 2017. "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," Working Paper Series rwp17-017, Harvard University, John F. Kennedy School of Government.
  • Michał DZIELINSKI & Alexander F. WAGNER & Richard J. ZECKHAUSER, 2017. "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," Swiss Finance Institute Research Paper Series 17-13, Swiss Finance Institute, revised Jun 2017.
• Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017. "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," Swiss Finance Institute Research Paper Series 17-36, Swiss Finance Institute, revised Feb 2018.
  • Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2018. "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," CEPR Discussion Papers 12657, C.E.P.R. Discussion Papers.
  • Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2017. "Paths to Convergence: Stock Price Behavior after Donald Trump's Election," Working Paper Series rwp17-039, Harvard University, John F. Kennedy School of Government.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2016. "Exchange Traded Funds (ETFs)," Swiss Finance Institute Research Paper Series 16-64, Swiss Finance Institute.
  • Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2017. "Exchange Traded Funds (ETFs)," Working Paper Series 2016-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2016. "Exchange Traded Funds (ETFs)," NBER Working Papers 22829, National Bureau of Economic Research, Inc.
• Panayides, Marios A. & Rindi, Barbara & Werner, Ingrid M., 2017. "Trading Fees and Intermarket Competition," Working Paper Series 2017-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Kewei Hou & Chen Xue & Lu Zhang, 2017. "Replicating Anomalies," NBER Working Papers 23394, National Bureau of Economic Research, Inc.
  • Hou, Kewei & Xue, Chen & Zhang, Lu, 2017. "Replicating Anomalies," Working Paper Series 2017-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Chen Lin & Thomas Schmid & Michael S. Weisbach, 2017. "Price Risk, Production Flexibility, and Liquidity Management: Evidence from Electricity Generating Firms," NBER Working Papers 23434, National Bureau of Economic Research, Inc.
  • Goncalves, Andrei & Xue, Chen & Zhang, Lu, 2017. "Aggregation, Capital Heterogeneity, and the Investment CAPM," Working Paper Series 2017-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2017. "The Economics of Value Investing," NBER Working Papers 23563, National Bureau of Economic Research, Inc.
  • Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2017. "The Economics of Value Investing," Working Paper Series 2017-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Bao, Jack & Hou, Kewei, 2017. "De Facto Seniority, Credit Risk, and Corporate Bond Prices," Working Paper Series 2017-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Rindi, Barbara & Werner, Ingrid M., 2017. "U.S. Tick Size Pilot," Working Paper Series 2017-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Goncalves, Andrei & Xue, Chen & Zhang, Lu, 2017. "Aggregation, Capital Heterogeneity, and the Investment CAPM," Working Paper Series 2017-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Hou, Kewei & Tang, Ke & Zhang, Bohui, 2017. "Political Uncertainty and Commodity Prices," Working Paper Series 2017-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Bennett, Benjamin & Stulz, René & Wang, Zexi, 2020. "Does the stock market make firms more productive?," Journal of Financial Economics, Elsevier, vol. 136(2), pages 281-306.
  • Benjamin Bennett & René Stulz & Zexi Wang, 2017. "Does the Stock Market Make Firms More Productive?," NBER Working Papers 24102, National Bureau of Economic Research, Inc.
  • Bennett, Benjamin & Stulz, Rene M. & Wang, Zexi, 2017. "Does the Stock Market Make Firms More Productive?," Working Paper Series 2017-29, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C., 2015. "Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades," Research Papers 3427, Stanford University, Graduate School of Business.
  • Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C., 2017. "Mutual Funds and Short-Sellers: Why Does Short-Sale Volume Predict Stock Returns?," Research Papers 3162, Stanford University, Graduate School of Business.
• Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y., 2017. "Evaluating Firm-Level Expected-Return Proxies," Research Papers 3188, Stanford University, Graduate School of Business.
• Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019. "Technological links and predictable returns," Journal of Financial Economics, Elsevier, vol. 132(3), pages 76-96.
  • Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017. "Technological Links and Predictable Returns," Research Papers repec:ecl:stabus:3605, Stanford University, Graduate School of Business.
• McNichols, Maureen & Beaver, William H. & Wang, Zach Zhiguang, 2017. "Increased Information Content of Earnings Announcements in the 21st Century: An Empirical Investigation," Research Papers repec:ecl:stabus:3616, Stanford University, Graduate School of Business.
• Samuel Antill & Darrell Duffie, 2021. "Augmenting Markets with Mechanisms [Optimal Execution of Portfolio Transactions]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 1665-1719.
  • Samuel Antill & Darrell Duffie, 2017. "Augmenting Markets with Mechanisms," NBER Working Papers 24146, National Bureau of Economic Research, Inc.
  • Duffie, Darrell & Antill, Samuel, 2018. "Augmenting Markets with Mechanisms," Research Papers 3623, Stanford University, Graduate School of Business.
  • Duffie, Darrell & Antill, Samuel, 2017. "Augmenting Markets with Mechanisms," Research Papers repec:ecl:stabus:3623, Stanford University, Graduate School of Business.
• Liping Zou & Ruishan Chen, 2017. "Earnings Surprises, Investor Sentiments and Contrarian Strategies," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 133-143.
• Mondher Kouki, 2017. "Earnings and Dividend Announcements: Are They Interactive? Evidence from the French Context," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 387-393.
• Shashitha Gimhani Jayakody, 2017. "The Impact of the Sri Lankan Civil War on the Stock Market Performances," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 394-402.
• Dewa Gede Wirama & I Gusti Bagus Wiksuana & Zuraidah Mohd-Sanusi & Soheil Kazemian, 2017. "Price Manipulation by Dissemination of Rumors: Evidence from the Indonesian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 429-434.
• Nawal Seif Kassim & Roslily Ramlee & Salina Kassim, 2017. "Impact of Inclusion into and Exclusion from the Shariah Index on a Stock Price and Trading Volume: An Event Study Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 40-51.
• Ahmed Bouteska & Boutheina Regaieg, 2017. "Overconfidence Bias, Over/Under-reaction of Financial Analysts on the Tunisian Stock Market, and Their Impacts on the Earnings Forecasts," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 208-214.
• Joakim Kvamvold, 2017. "Mutual Fund Flows and Benchmark Portfolio Returns," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 236-242.
• Iqbal Thonse Hawaldar & B. Shakila & Prakash Pinto, 2017. "Empirical Testing of Month of the Year Effect on Selected Commercial Banks and Services Sector Companies Listed on Bahrain Bourse," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 426-436.
• Nadisah Zakaria & Fariza Hashim, 2017. "Emerging Markets: Evaluating Graham's Stock Selection Criteria on Portfolio Return in Saudi Arabia Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 453-459.
• Yi-Chang Chen & Hung-Che Wu & Jen-Jsung Huang, 2017. "Herd Behavior and Rational Expectations: A Test of China's Market Using Quantile Regression," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 649-663.
• Devina Ivo Mahendra & Nadia Asandimitra Haryono, 2017. "The Determinant of the Possibility of Merger in Indonesia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 62-68.
• Mariya Paskaleva & Ani Stoitsova-Stoykova, 2017. "Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 172-179.
• Ouarda Moatemri & Abdelfeteh El-Bori, 2017. "Trading Volume Levels and Stock Returns: Empirical Behavioral Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 632-638.
• Lya Paola Sierra & Luis Eduardo Gir n & Carolina Osorio, 2017. "Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 15-22.
• Lucky Nugroho & Wiwik Utami & Citra Sukmadilaga & Tettet Fitrijanti, 2017. "The Urgency of Allignment Islamic Bank to Increasing the Outreach (Indonesia Evidence)," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 283-291.
• Ahmed Al Samman & Mahmoud Moustafa Otaify, 2017. "How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 300-315.
• Johannes St binger & Jens Bredthauer, 2017. "Statistical Arbitrage Pairs Trading with High-frequency Data," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 650-662.
• Vasile Bratian & Claudiu Opreana & Amelia Bucur, 2017. "Evaluation of the Stock Quote Stochastic Approach, Market Efficiency and Technical Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 307-316.
• Sarod Khandaker & Silvia Zia Islam, 2017. "International Tourism Demand and Macroeconomic Factors," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 389-393.
• Song l Kakilli Acaravci & Yunus Karaomer, 2017. "Fama-French Five Factor Model: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 7(6), pages 130-137.
• Ana Lorena Jim nez-Preciado & Salvador Cruz-Ak & Francisco Venegas-Mart nez, 2017. "Persistency of Price Patterns in the International Oil Industry, 2001-2016," International Journal of Energy Economics and Policy, Econjournals, vol. 7(1), pages 9-18.
• Onder Buberkoku, 2017. "Examining Energy Futures Market Efficiency Under Multiple Regime Shifts," International Journal of Energy Economics and Policy, Econjournals, vol. 7(6), pages 61-71.
• Edi Suswardji Nugroho & Dian Hakip Nurdiansyah & Nita Erviana, 2017. "Financial Ratio to Predicting the Growth Income (Case Study: Pharmaceutical Manufacturing Company Listed on Indonesia Stock Exchange Period 2012 to 2016)," International Review of Management and Marketing, Econjournals, vol. 7(5), pages 77-84.
• Lin, K.C., 2017. "Quality concerns over managers' quarterly earnings guidance," Advances in accounting, Elsevier, vol. 38(C), pages 113-125.
• Rezaee, Zabihollah & Tuo, Ling, 2017. "Voluntary disclosure of non-financial information and its association with sustainability performance," Advances in accounting, Elsevier, vol. 39(C), pages 47-59.
• Fu, Jiangtao & Shimamoto, Daichi & Todo, Yasuyuki, 2017. "Can firms with political connections borrow more than those without? Evidence from firm-level data for Indonesia," Journal of Asian Economics, Elsevier, vol. 52(C), pages 45-55.
  • Jiangtao FU & Daichi SHIMAMOTO & Yasuyuki TODO, 2015. "Can Firms with Political Connections Borrow More Than Those Without? Evidence from firm-level data for Indonesia," Discussion papers 15087, Research Institute of Economy, Trade and Industry (RIETI).
  • Jiangtao Fu & Daichi Shimamoto & Yasuyuki Todo, 2015. "Can Firms with Political Connections Borrow More Than Those Without? Evidence from Firm-Level Data for Indonesia," Working Papers 1513, Waseda University, Faculty of Political Science and Economics.
• Almudhaf, Fahad, 2017. "Speculative bubbles and irrational exuberance in African stock markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 13(C), pages 28-32.
• Gerritsen, Dirk F. & Weitzel, Utz, 2017. "Security analyst target prices as reference point and takeover completion," Journal of Behavioral and Experimental Finance, Elsevier, vol. 15(C), pages 1-14.
• Bongini, Paola & Nieri, Laura & Pelagatti, Matteo & Piccini, Andrea, 2017. "Curbing systemic risk in the insurance sector: A mission impossible?," The British Accounting Review, Elsevier, vol. 49(2), pages 256-273.
• Mak, Chun Yu, 2017. "How do financial analysts interpret industrial firms' corporate refocusing announcements?," The British Accounting Review, Elsevier, vol. 49(5), pages 493-511.

2016

• Mikko S. Pakkanen & Jani Lukkarinen, 2016. "Arbitrage without borrowing or short selling?," CREATES Research Papers 2016-13, Department of Economics and Business Economics, Aarhus University.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer, 2016. "Component shares in continuous time," CREATES Research Papers 2016-25, Department of Economics and Business Economics, Aarhus University.
• Albert S. Kyle & Anna Obizhaeva & Yajun Wang, 2016. "Smooth Trading with Overconfidence and Market Power," Working Papers w0226, New Economic School (NES).
• Albert S. Kyle & Anna Obizhaeva & Yajun Wang, 2016. "Beliefs Aggregation and Return Predictability," Working Papers w0231, New Economic School (NES).
• Kyoung-hun Bae & Albert S. Kyle & Eun Jung Lee & Anna Obizhaeva, 2016. "Invariance of buy-sell switching points," Working Papers w0232, New Economic School (NES).
• Jérôme Lahaye, 2016. "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76.
• Peter Koudijs & Hans-Joachim Voth, 2016. "Leverage and Beliefs: Personal Experience and Risk-Taking in Margin Lending," American Economic Review, American Economic Association, vol. 106(11), pages 3367-3400, November.
  • Peter Koudijs & Joachim Voth, 2013. "Leverage and beliefs: Personal experience and risk taking in margin lending," Economics Working Papers 1343, Department of Economics and Business, Universitat Pompeu Fabra.
  • Voth, Hans-Joachim & Koudijs, Peter, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," CEPR Discussion Papers 9920, C.E.P.R. Discussion Papers.
  • Peter Koudijs & Hans-Joachim Voth, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," NBER Working Papers 19957, National Bureau of Economic Research, Inc.
  • Peter Koudijs & Hans-Joachim Voth, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," ECON - Working Papers 148, Department of Economics - University of Zurich.
  • Koudijs, Peter & Voth, Hans-Joachim, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," Research Papers 3103, Stanford University, Graduate School of Business.
• Sibylle Lehmann-Hasemeyer & Jochen Streb, 2016. "The Berlin Stock Exchange in Imperial Germany: A Market for New Technology?," American Economic Review, American Economic Association, vol. 106(11), pages 3558-3576, November.
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• M. Hashem Pesaran & Ida Johnsson, 2020. "Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 428-442, April.
  • Pesaran, Hashem. & Johnsson. Ida., 2016. "Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes," Cambridge Working Papers in Economics 1679, Faculty of Economics, University of Cambridge.
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• Vives, Xavier & Cespa, Giovanni, 2016. "Market Transparency and Fragility," CEPR Discussion Papers 11732, C.E.P.R. Discussion Papers.
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• Lubos Komarek & Kristyna Ters, 2016. "Intraday dynamics of euro area sovereign credit risk contagion," BIS Working Papers 573, Bank for International Settlements.
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• Diana Constanza Restrepo Ochoa & Juan Ignacio Peña, 2016. "The Impact of Expropriations on the Stock Prices of the Parent Companies: Sell on the rumor, buy on the news?," Documentos de Trabajo de Valor Público 15007, Universidad EAFIT.
• Diego A. Agudelo & Daimer J. Múnera, 2016. "Are foreigners the vectors of Contagion? A study of six emerging markets," Documentos de Trabajo de Valor Público 16989, Universidad EAFIT.
• Joshua P. Meltzer & Camila Pérez, 2016. "Digital Colombia: Maximizing the global internet and data for sustainable and inclusive growth," Informes de Investigación 15239, Fedesarrollo.
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• Juan David Monsalve & Nicolas Arango Toro, 2016. "¿Crean valor los fondos de inversión colectiva colombianos enfocados en acciones?," Revista Ecos de Economía, Universidad EAFIT, vol. 20(42), pages 90-110, June.
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• Mariassunta Giannetti & José María Liberti & Jason Sturgess, 2017. "Information Sharing and Rating Manipulation," The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 3269-3304.
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• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2018. "Endowment Effects in the Field: Evidence from India’s IPO Lotteries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 1971-2004.
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• Edmans, Alex & Holderness, Clifford, 2016. "Blockholders: A Survey of Theory and Evidence," CEPR Discussion Papers 11442, C.E.P.R. Discussion Papers.
• Weber, Martin & Jacobs, Heiko & Regele, Tobias, 2015. "Expected Skewness and Momentum," CEPR Discussion Papers 10601, C.E.P.R. Discussion Papers.
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• Massa, Massimo & Schumacher, David & wang, yan, 2016. "Who is afraid of BlackRock?," CEPR Discussion Papers 11471, C.E.P.R. Discussion Papers.
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• Cespa, Giovanni & Colla, Paolo, 2016. "Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades," CEPR Discussion Papers 11690, C.E.P.R. Discussion Papers.
• Manzano, Carolina & Vives, Xavier, 2021. "Market power and welfare in asymmetric divisible good auctions," Theoretical Economics, Econometric Society, vol. 16(3), July.
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• Maximilian A. Müller & Denis Schweizer & Volker Seiler, 2016. "Wealth Effects of Rare Earth Prices and China’s Rare Earth Elements Policy," Journal of Business Ethics, Springer, vol. 138(4), pages 627-648, November.
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• Simatele, Munacinga & Sjö, Bo & Sweeny, Richard, 2016. "Do Developing Countries Lose Money on Central Bank Intervention? The Case of Zambia in Copper-Market Boom and Bust," LiU Working Papers in Economics 2, Linköping University, Division of Economics, Department of Management and Engineering.
• Hjort, Ingrid, 2016. "Potential Climate Risks in Financial Markets: A Literature Overview," Memorandum 01/2016, Oslo University, Department of Economics.
• de Oliveira Souza, Thiago, 2016. "The size premium and intertemporal risk," Discussion Papers on Economics 3/2016, University of Southern Denmark, Department of Economics.
• Odegaard, Bernt Arne, 2016. "Oslo Stock Exchange and the Weather," UiS Working Papers in Economics and Finance 2016/12, University of Stavanger.
• Valseth, Siri, 2016. "Informed trading in Hybrid Bond Markets," UiS Working Papers in Economics and Finance 2016/13, University of Stavanger.
• Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2016. "Stock exchange mergers and weak-form information efficiency: Evidence from the OMX Nordic and Baltic consolidation," Umeå Economic Studies 923, Umeå University, Department of Economics.
• Liu, Yuna, 2016. "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies 926, Umeå University, Department of Economics.
• Alexander Porshnev & Valeria Lakshina & Ilya Redkin, 2016. "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model," HSE Working papers WP BRP 54/FE/2016, National Research University Higher School of Economics.
• KIM, Hyonok & YASUDA, Yukihiro & 安田, 行宏, 2016. "A new approach to identify the economic effects of disclosure: Information content of business risk disclosures in Japanese firms," Working Paper Series G-1-13, Hitotsubashi University Center for Financial Research.
• KIM, Hyonok & YASUDA, Yukihiro & 安田, 行宏, 2016. "Mandatory adoption of business risk disclosure: evidence from Japanese firms," Working Paper Series G-1-14, Hitotsubashi University Center for Financial Research.
• Christopher Boortz, 2016. "Irrational Exuberance and Herding in Financial Markets," SFB 649 Discussion Papers SFB649DP2016-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Han-Ching Huang & Jyuan-Huei Lin, 2016. "The Impact Of Shanghai-Hong Kong Stock Connect Policy On Price Difference And Announcement Effects," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 10(3), pages 1-7.
• Freshia Mugo-Waweru & Pauline Atieno Otieno, 2016. "Cash Dividend Change Announcement Effect On Share Price Returns: Evidence From Nairobi Securities Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(3), pages 39-47.
• Tai-Yuan Chen & Ching-Hua Yu & Lie-Jane Kao, 2016. "Why Share Repurchases Are Not A Panacea For Increasing Share Prices," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(3), pages 61-73.
• Han-Ching Huang & Hsiu-Hsin Chiu, 2016. "Lot Winning Rate And The Classification Of Seasoned Equity Offerings: Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(3), pages 75-81.
• Faisal Alzaidi, 2016. "Newly Adopted Corporate Governance Mechanism Impact On The Performance Of Public Japanese Overseas Acquirers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(4), pages 19-28.
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• Othman Yong, 2016. "Cheap IPO: Does it matter?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(5), pages 453-460, Special I.
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• Maximilian A. Müller & Denis Schweizer & Volker Seiler, 2016. "Wealth Effects of Rare Earth Prices and China’s Rare Earth Elements Policy," Journal of Business Ethics, Springer, vol. 138(4), pages 627-648, November.
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• Kun Tracy Wang & Dejia Li, 2016. "Market Reactions to the First-Time Disclosure of Corporate Social Responsibility Reports: Evidence from China," Journal of Business Ethics, Springer, vol. 138(4), pages 661-682, November.
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• Heng An & Qun Wu & Zhonghua Wu, 2016. "REIT Crash Risk and Institutional Investors," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 527-558, November.
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• William Mingyan Cheung & Li Jiang, 2016. "Does free cash flow problem contribute to excess stock return synchronicity?," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 123-140, January.
• Gary McCormick & Dan French, 2016. "Effects of frequent information disclosure: the case of daily net asset value reporting for closed-end investment companies," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 107-122, January.
• William Cheung & Li Jiang, 2016. "Does free cash flow problem contribute to excess stock return synchronicity?," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 123-140, January.
• Christoph Schmidhammer & Sebastian Lobe & Klaus Röder, 2016. "The day the index rose 11 %: a clinical study on price discovery reversal," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 79-106, January.
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• Kun Yu, 2016. "Excess of the PBO over the ABO and hard pension freezes," Review of Quantitative Finance and Accounting, Springer, vol. 46(4), pages 819-846, May.
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• Beng Soon Chong & Zhenbin Liu, 2016. "CAR associated with SEO share lockups: Real or illusionary?," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 513-541, October.
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• R. Jared DeLisle & Bong Soo Lee & Nathan Mauck, 2016. "The dynamic relation between options trading, short selling, and aggregate stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 645-671, October.
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• Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016. "Intraday jumps and trading volume: a nonlinear Tobit specification," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1167-1186, November.
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• Changwoo Nam, 2016. "The Effects of Financial Support Policies on Corporate Decisions by SMEs," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 38(3), pages 79-106, August.
• Takuji Arai, 2016. "Good deal bounds with convex constraints: --- examples and proofs ---," Keio-IES Discussion Paper Series 2016-017, Institute for Economics Studies, Keio University.
• Takahiro Hattori, 2016. "The predictive power of the implied volatility of interest rates: Evidence from US Dollar, Euro, and Japanese Yen," Keio-IES Discussion Paper Series 2016-018, Institute for Economics Studies, Keio University.
• Yuto Yoshinaga, 2016. "Market-Wide Cost of Capital Impacts on the Aggregate Earnings-Returns Relation: Evidence from Japan," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 6, pages 95-122, December.
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• Taro Ikeda, 2016. "Relume: A fractal analysis for the US stock market," Discussion Papers 1637, Graduate School of Economics, Kobe University.
• Kenichi Mizobuchi & Kenji Takeuchi, 2016. "The Rebound Effect in Residential Electricity Use: Evidence from a Propensity Score Matching Estimator," Discussion Papers 1639, Graduate School of Economics, Kobe University.
• Lakatos, Máté, 2016. "A befektetői túlreagálás empirikus vizsgálata a Budapesti Értéktőzsdén [An empirical test for investor over-reaction on the Budapest stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 762-786.
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• Galanti, Sébastien, 2016. "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 466-473.
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• Muhammad Zubair Mumtaz & Zachary A. Smith & Ather Maqsood Ahmed, 2016. "The Aftermarket Performance of Initial Public Offerings in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(1), pages 23-68, Jan-June.
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• Elyas Elyasiani & Silvia Muzzioli & Alessio Ruggieri, 2016. "Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions," Department of Economics 0099, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2016. "Fear or greed? What does a skewness index measure?," Department of Economics 0102, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2016. "Moment Risk Premia and the Cross-Section of Stock Returns," Department of Economics 0103, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Elyas Elyasani & Luca Gambarelli & Silvia Muzzioli, 2016. "The risk asymmetry index," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0061, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Elyas Elyasani & Luca Gambarelli & Silvia Muzzioli, 2016. "The risk asymmetry index," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 16212, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
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• Hsu, Chih-Hsiang, 2016. "Strategic noise trading of later-informed traders in a multi-market framework," Economic Modelling, Elsevier, vol. 54(C), pages 235-243.
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• Feng, Xunan & Chan, Kam C., 2016. "Information advantage, short sales, and stock returns: Evidence from short selling reform in China," Economic Modelling, Elsevier, vol. 59(C), pages 131-142.
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• Alex Edmans & Mirko S. Heinle & Chong Huang, 2016. "The Real Costs of Financial Efficiency When Some Information Is Soft," Review of Finance, European Finance Association, vol. 20(6), pages 2151-2182.
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• Magdalena Osinska & Andrzej Dobrzynski & Yochanan Shachmurove, 2016. "Performance Of American And Russian Joint Stock Companies On Financial Market. A Microstructure Perspective," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(4), pages 819-851, December.
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• Ana Isabel Ramos Domingues & António de Melo da Costa Cerqueira & Elísio Fernando Moreira Brandão, 2016. "Idiosyncratic Volatility and Earnings Quality: Evidence from United Kingdom," FEP Working Papers 579, Universidade do Porto, Faculdade de Economia do Porto.
• João Alberto Contim Martins & Francisco Vitorino da Silva Martins & Elísio Fernando Moreira Brandão, 2016. "Momentum: Strategies, Size and Risk Factor," FEP Working Papers 582, Universidade do Porto, Faculdade de Economia do Porto.
• Rafael Garcia & António Cerqueira & Elísio Brandão, 2016. "Determinants of capital structure of firms: an analysis on the Euro Zone and the U.K," FEP Working Papers 584, Universidade do Porto, Faculdade de Economia do Porto.
• Liew, Venus Khim-Sen & Rowland, Racquel, 2016. "The effect of Malaysia general election on stock market returns," MPRA Paper 107982, University Library of Munich, Germany.
• Hirshleifer, David & Sheng, Jinfei, 2022. "Macro news and micro news: Complements or substitutes?," Journal of Financial Economics, Elsevier, vol. 145(3), pages 1006-1024.
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• Steve, Heinke & Niels, Warmuth, 2016. "A Rational Inattention Perspective on Equilibrium Asset Pricing under Heterogeneous Information with Structural Breaks and Market Efficiency," MPRA Paper 68715, University Library of Munich, Germany.
• Shaikh, Slam Ahmed, 2016. "Analysis & Test of Market Efficiency: A Case Study of KSE," MPRA Paper 68743, University Library of Munich, Germany.
• Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi, 2016. "Stock Market Liberalizations and Efficiency: The Case of Latin America," MPRA Paper 68949, University Library of Munich, Germany.
• Blanco, Iván & Wehrheim, David, 2017. "The bright side of financial derivatives: Options trading and firm innovation," Journal of Financial Economics, Elsevier, vol. 125(1), pages 99-119.
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• Gounopoulos, Dimitrios & Kallias, Konstantinos & Newton, David & Tzeremes, Nickolaos, 2016. "Political connections and IPO underpricing: An efficiency problem," MPRA Paper 69427, University Library of Munich, Germany.
• Issaoui, Fakhri & WASSIM, TOUILI & HASSEN, TOUMI, 2016. "The Effects of Money Laundering (ML) on Growth: Application to the Gulf Countries," MPRA Paper 69510, University Library of Munich, Germany.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2016. "Stock Return Predictability: Evaluation based on prediction intervals," Working Papers hal-01295037, HAL.
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• Kim, Jae H., 2017. "Stock returns and investors' mood: Good day sunshine or spurious correlation?," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 94-103.
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• Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018. "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1262-1281, October.
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• Mustafa Bulut & Hatice Gokce Karasoy, 2016. "Para Politikasi Belirsizligi Altinda Aktarim Mekanizmasi : Turkiye ornegi," CBT Research Notes in Economics 1621, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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• Ozcan Ceylan, 2017. "Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation," Annals of Economics and Finance, Society for AEF, vol. 18(1), pages 99-109, May.
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• Chouliaras, Andreas, 2016. "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper 71396, University Library of Munich, Germany.
• Ganglmair, Bernhard & Holcomb, Alex & Myung, Noah, 2016. "Cutthroats or comrades: Information sharing among competing fund managers," MPRA Paper 71506, University Library of Munich, Germany.
• barnes, paul, 2016. "Stock market scams, shell companies, penny shares, boiler rooms and cold calling: the UK experience," MPRA Paper 71562, University Library of Munich, Germany.
• Halkos, George & Zisiadou, Argyro, 2016. "Exploring the effect of terrorist attacks on markets," MPRA Paper 71877, University Library of Munich, Germany.
• Stoian, Andreea & Iorgulescu, Filip, 2016. "Do Investors Listen to Fiscal Policy? – Study case Bucharest Stock Exchange," MPRA Paper 72458, University Library of Munich, Germany.
• Sinha, Pankaj & Mathur, Kritika, 2016. "Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market," MPRA Paper 72967, University Library of Munich, Germany.
• Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2022. "U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?," Journal of Banking & Finance, Elsevier, vol. 135(C).
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• Stefanescu, Razvan & Dumitriu, Ramona, 2016. "Particularitǎţi ale evoluţiei variabilelor financiare [Some particularities of the financial variables evolution]," MPRA Paper 73481, University Library of Munich, Germany, revised 02 Sep 2016.
• Morone, Andrea & Nuzzo, Simone, 2016. "Do markets (institutions) drive out lemmings - or vice versa?," Kiel Working Papers 2061, Kiel Institute for the World Economy (IfW Kiel).
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• Batiston Marques, Thales & Seixas dos Santos, Nelson, 2016. "Do Political News Affect Financial Market Returns? Evidences from Brazil," MPRA Paper 75530, University Library of Munich, Germany.
• Valerio Filoso, Valerio & Panico, Carlo & Papagni, Erasmo & Francesco, Purificato & Vázquez Suarez, Marta, 2016. "Causes and timing of the European debt crisis: An econometric evaluation," MPRA Paper 75847, University Library of Munich, Germany.
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• Mamatzakis, Emmanuel & Zhang, Xiaoxiang & Wang, Chaoke, 2016. "Invisible hand discipline from informed trading: Does market discipline from trading affect bank capital structure?," MPRA Paper 76215, University Library of Munich, Germany.
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• Parker, Edgar, 2016. "Flash Crashes: The Role of Information Processing Based Subordination and the Cauchy Distribution in Market Instability," MPRA Paper 80039, University Library of Munich, Germany.
• Coskun, Yener & Seven, Unal, 2016. "Etkin Piyasalar Hipotezi ve BİST’in Zayıf Form Etkinlik Analizi (Book Chapter) [Efficient Market Hypothesis and Weak Form Efficiency Analysis of Borsa Istanbul (Book Chapter)]," MPRA Paper 80263, University Library of Munich, Germany.
• Chong, Terence Tai Leung & Tang, Alan Tsz Chung & Chan, Kwun Ho, 2016. "An Empirical Comparison of Fast and Slow Stochastics," MPRA Paper 80559, University Library of Munich, Germany.
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• Stanislav Hába, 2016. "Verbální intervence ČNB: reaguje devizový kurz na slova bankovní rady? [Czech National Bank Verbal Interventions: Does the Exchange Rate React to Words from CNB Bank Board?]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(4), pages 405-419.
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• Nasha Ananchotikul & Longmei Zhang, 2016. "Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets," PIER Discussion Papers 36., Puey Ungphakorn Institute for Economic Research, revised Jul 2016.
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• Nick Baltas, 2016. "Multi-Asset Seasonality and Trend-Following Strategies," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 47-62, January-F.
• Wafa Kammoun Masmoudi, 2016. "Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality," Bankers, Markets & Investors, ESKA Publishing, issue 141, pages 36-56, March-Apr.
• Peter De Goeij & Jiehui Hu, 2016. "Is Macroeconomic Announcement News Priced?," Bankers, Markets & Investors, ESKA Publishing, issue 143, pages 4-17, July-Augu.
• Anastasia Borisova & Michael Rockinger, 2016. "Violating United Nations Global Compact Principles: An Event Study," Bankers, Markets & Investors, ESKA Publishing, issue 144, pages 4-19, September.
• Kaouther Jouaber-Snoussi & Rim Tekaya, 2016. "Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model," Bankers, Markets & Investors, ESKA Publishing, issue 145, pages 14-25, November-.
• Alain Kabundi & Ntuthuko Tsokodibane, 2016. "Qualitative Guidance and Predictability of Monetary Policy in South Africa," Working Papers 7434, South African Reserve Bank.
• Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016. "Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair," Dundee Discussion Papers in Economics 293, Economic Studies, University of Dundee.
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• Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
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• Tarcisio da Graca, 2016. "Capturing The Elusive Convexity Of The Relationship Between Acquirer?s Announcement Returns And The Cash Porti," Proceedings of International Academic Conferences 5306913, International Institute of Social and Economic Sciences.
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• Zuñiga Feria, Laura G., 2016. "Análisis del desempeño de los fondos de inversión de renta variable en México / Performance analysis of the mexican equity mutual funds," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(2), pages 121-158, julio-dic.
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• Rafa³ Cieslik, 2016. "“Earnings Management” as a Factor for Underpricing Initial Public Offerings: Evidence from the Warsaw Stock Exchange (“Kreowanie wynikow” jako czynnik niedowartosciowania ceny akcji spolek IPO na przy," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 14(63), pages 103-112.
• Philippe de Brouwer, 2016. "Proposal for a Practical Implementation of Maslowian Portfolio Theory (Wniosek dotyczacy praktycznego wdrozenia Maslowian Portfolio Theory)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 14(63), pages 39-56.
• Teodor Sedlarski & Gergana Dimitrova, 2016. "The Global Financial Crisis from the perspective of Behavioral Finance," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, vol. 13(1), pages 247-268, September.
• Adrian Jäggi & Martin Schlegel & Attilio Zanetti, 2019. "Macroeconomic surprises, market environment, and safe-haven currencies," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 155(1), pages 1-21, December.
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• Ali GÜVERCİN, 2016. "Sentimental Herding: The Role of Regional and Global Shocks in Egyptian and Saudi Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Selcuk Kendirli & Aslıhan KAYA, 2016. "The Evaluation of Working Capital in Airline Companies Which Proceed in Bist," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, vol. 5(1), pages 39-51, March.
• Fabio Antonelli & Carlo Mancini, 2016. "Consumption optimization for recursive utility in a jump-diffusion model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 293-310, November.
• Sanjay Sehgal & Mala Dutt, 2016. "Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 43(3), pages 239-258, September.
• Yoshifumi Tahira & Takayuki Mizuno, 2016. "Trading strategy of a stock index based on the frequency of news releases for listed companies," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 437-444, December.
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• Esther B. Brio & Ilidio Lopes-e-Silva & Javier Perote, 2016. "Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 33(3), pages 379-402, December.
• Attiya Yasmin Javid & Henna Malik, 2016. "Performance and capital structure of IPOs in Pakistan from 2000 to 2015," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 2(1), pages 1-19, December.
• Torsten Schöneborn, 2016. "Adaptive basket liquidation," Finance and Stochastics, Springer, vol. 20(2), pages 455-493, April.
• Ludwig Hausse & Martin Rohleder & Marco Wilkens, 2016. "Systemic interest rate and market risk at US banks," Journal of Business Economics, Springer, vol. 86(8), pages 933-961, November.
• Bill M. Woodland & Linda M. Woodland, 2016. "Additional evidence of heuristic-based inefficiency in season wins total betting markets: Major League Baseball," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 538-548, July.
• Georgios Bampinas & Stilianos Fountas & Theodore Panagiotidis, 2016. "The day-of-the-week effect is weak: Evidence from the European real estate sector," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 549-567, July.
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• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the clock: An agent-based model of low- and high-frequency trading," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 49-76, March.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the clock: an agent-based model of low- and high-frequency trading," Working Papers hal-01070542, HAL.
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  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgo Fagiolo, 2014. "Rock around the clock :An agent-based model of low-and high frequency trading," Documents de Travail de l'OFCE 2014-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the clock: An agent-based model of low- and high-frequency trading," Post-Print hal-01515227, HAL.
  • Giorgio Fagiolo & Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini, 2015. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Post-Print hal-03411703, HAL.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Working Papers 02/2014, University of Verona, Department of Economics.
  • Giorgio Fagiolo & Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini, 2015. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," SciencePo Working papers Main hal-03411703, HAL.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the Clock : An agent-based model of low- and high-frequency trading," Post-Print hal-01512863, HAL.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," GREDEG Working Papers 2014-21, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," LEM Papers Series 2014/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Papers 1402.2046, arXiv.org.
• Yaniv Konchitchki & Yan Luo & Mary L. Z. Ma & Feng Wu, 2016. "Accounting-based downside risk, cost of capital, and the macroeconomy," Review of Accounting Studies, Springer, vol. 21(1), pages 1-36, March.
• Danling Jiang & Alok Kumar & Kelvin K. F. Law, 2016. "Political contributions and analyst behavior," Review of Accounting Studies, Springer, vol. 21(1), pages 37-88, March.
• Qianyun Huang & Terrance R. Skantz, 2016. "The informativeness of pro forma and street earnings: an examination of information asymmetry around earnings announcements," Review of Accounting Studies, Springer, vol. 21(1), pages 198-250, March.
• Stephen Baginski & Elizabeth Demers & Chong Wang & Julia Yu, 2016. "Contemporaneous verification of language: evidence from management earnings forecasts," Review of Accounting Studies, Springer, vol. 21(1), pages 165-197, March.
• Thaddeus Neururer & George Papadakis & Edward J. Riedl, 2016. "Tests of investor learning models using earnings innovations and implied volatilities," Review of Accounting Studies, Springer, vol. 21(2), pages 400-437, June.
• Bok Baik & Kyonghee Kim & Richard Morton & Yongoh Roh, 2016. "Analysts’ pre-tax income forecasts and the tax expense anomaly," Review of Accounting Studies, Springer, vol. 21(2), pages 559-595, June.
• Bin Miao & Siew Hong Teoh & Zinan Zhu, 2016. "Limited attention, statement of cash flow disclosure, and the valuation of accruals," Review of Accounting Studies, Springer, vol. 21(2), pages 473-515, June.
• Jonathan L. Rogers & Douglas J. Skinner & Sarah L. C. Zechman, 2016. "The role of the media in disseminating insider-trading news," Review of Accounting Studies, Springer, vol. 21(3), pages 711-739, September.
• Emmanuel T. De George & Xi Li & Lakshmanan Shivakumar, 2016. "A review of the IFRS adoption literature," Review of Accounting Studies, Springer, vol. 21(3), pages 898-1004, September.
• Paul A. Griffin & Hyun A. Hong & Jeong-Bon Kim, 2016. "Price discovery in the CDS market: the informational role of equity short interest," Review of Accounting Studies, Springer, vol. 21(4), pages 1116-1148, December.
• Benjamin Segal & Dan Segal, 2016. "Are managers strategic in reporting non-earnings news? Evidence on timing and news bundling," Review of Accounting Studies, Springer, vol. 21(4), pages 1203-1244, December.
• Jonathan Lewellen & Robert J. Resutek, 2016. "The predictive power of investment and accruals," Review of Accounting Studies, Springer, vol. 21(4), pages 1046-1080, December.
• Jae B. Kim, 2016. "Accounting flexibility and managers’ forecast behavior prior to seasoned equity offerings," Review of Accounting Studies, Springer, vol. 21(4), pages 1361-1400, December.
• Karin Niehoff, 2016. "Price Discovery in Voting and Non-Voting Stocks," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 17(3), pages 285-307, December.
• Markus Doumet & Peter Limbach & Erik Theissen, 2016. "Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil [Wealth Effects of Delistings by German Firms After the Frosta Decision]," Schmalenbach Journal of Business Research, Springer, vol. 68(3), pages 253-277, August.
• Yuko Hashimoto & K. M. Wacker, 2016. "The role of information for international capital flows: new evidence from the SDDS," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(3), pages 529-557, August.
• Maximilian Gödl & Jörn Kleinert, 2016. "Interest rate spreads in the eurozone: Fundamentals or sentiments?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(3), pages 449-475, August.
• João Paulo Vieito & Wing-Keung Wong & Zhen-Zhen Zhu, 2016. "Could the global financial crisis improve the performance of the G7 stocks markets?," Applied Economics, Taylor & Francis Journals, vol. 48(12), pages 1066-1080, March.
  • Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper 66521, University Library of Munich, Germany.
• Hyunbae Chun & Jung-Wook Kim & Randall Morck, 2016. "Productivity growth and stock returns: firm- and aggregate-level analyses," Applied Economics, Taylor & Francis Journals, vol. 48(38), pages 3644-3664, August.
  • Hyunbae Chun & Jung-Wook Kim & Randall Morck, 2013. "Productivity Growth and Stock Returns: Firm- and Aggregate-Level Analyses," NBER Working Papers 19462, National Bureau of Economic Research, Inc.
• Álvaro Cartea & Dimitrios Karyampas, 2016. "The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 929-950, June.
  • Cartea, Álvaro & Karyampas, Dimitrios, 2009. "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB wb097508, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Álvaro Cartea & Dimitrios Karyampas, 2009. "The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets," Birkbeck Working Papers in Economics and Finance 0914, Birkbeck, Department of Economics, Mathematics & Statistics.
• Andreas Roider & Andrea Voskort, 2016. "Reputational Herding in Financial Markets: A Laboratory Experiment," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 17(3), pages 244-266, July.
  • Andreas Roider & Andrea Voskort, 2015. "Reputational Herding in Financial Markets: A Laboratory Experiment," CESifo Working Paper Series 5162, CESifo.
• Daniel Huerta & Peter V. Egly & Diego Escobari, 2016. "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 22(1), pages 47-62, January.
  • Huerta, Daniel & Egly, Peter V. & Escobari, Diego, 2015. "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," MPRA Paper 68155, University Library of Munich, Germany.
  • Huerta, Daniel & Egly, Peter V. & Escobari, Diego, 2015. "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," EconStor Preprints 123499, ZBW - Leibniz Information Centre for Economics.
• Bulut, Mustafa & Karasoy, Hatice Gökçe, 2016. "Para Politikası Belirsizliği Altında Aktarım Mekanizması: Türkiye Örneği [Transmission Mechanism Under Monetary Policy Uncertainty: The Case of Turkey]," MPRA Paper 71215, University Library of Munich, Germany.
  • Mustafa Bulut & Hatice Gokce Karasoy, 2016. "Para Politikasi Belirsizligi Altinda Aktarim Mekanizmasi : Turkiye ornegi," CBT Research Notes in Economics 1621, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Fuchs, William & Öry, Aniko & Skrzypacz, Andrzej, 2016. "Transparency and distressed sales under asymmetric information," Theoretical Economics, Econometric Society, vol. 11(3), September.
  • William Fuchs & Aniko Ory & Andrzej Skrzypacz, 2015. "Transparency and Distressed Sales under Asymmetric Information," Cowles Foundation Discussion Papers 1986, Cowles Foundation for Research in Economics, Yale University.
  • Aniko Oery & Andrzej Skrzypacz & William Fuchs, 2015. "Transparency and Distressed Sales under Asymmetric Information," 2015 Meeting Papers 73, Society for Economic Dynamics.
• Roman Frydman & Joshua R. Stillwagon, 2016. "Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter," Working Papers Series 44, Institute for New Economic Thinking.
• Ahmed Tahoun & Laurence van Lent, 2016. "The Personal Wealth Interests of Politicians and the Stabilization of Financial Markets," Working Papers Series 52, Institute for New Economic Thinking.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016. "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, vol. 164(1), pages 83-104, March.
  • Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016. "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, vol. 164(1), pages 83-104, March.
  • Hans Degryse & Frank De Jong & Jérémie Lefebvre, 2015. "Legal Insider Trading and Stock Market Liquidity," Post-Print hal-01563029, HAL.
  • Degryse, Hans & de Jong, Frank & Lefebvre, J.J.G., 2016. "Legal insider trading and stock market liquidity," Other publications TiSEM 1f14bad3-7bb3-4fd2-bb4d-b, Tilburg University, School of Economics and Management.
• Andreas Haupenthal & Matthias Neuenkirch, 2017. "Grexit news and stock returns," Applied Economics, Taylor & Francis Journals, vol. 49(39), pages 3891-3898, August.
  • Andreas Haupenthal & Matthias Neuenkirch, 2016. "Grexit News and Stock Returns," Research Papers in Economics 2016-08, University of Trier, Department of Economics.
• Franck Martin & Jiangxingyun Zhang, 2020. "La structure des taux revisitée pour période de crise : entre contagion, flight to quality et quantitative easing," Revue économique, Presses de Sciences-Po, vol. 71(4), pages 623-665.
  • Franck Martin, 2016. "La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing," Economics Working Paper Archive (University of Rennes & University of Caen) 2016-06, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Thomas Conlon & John Cotter & Chenglu Jin, 2016. "The Intervaling Effect on Higher-Order Co-Moments," Working Papers 201602, Geary Institute, University College Dublin.
• John Cotter & Stuart Gabriel & Richard Roll, 2016. "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers 201612, Geary Institute, University College Dublin.
  • John Cotter & Stuart Gabriel & Richard Roll, 2019. "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers 201909, Geary Institute, University College Dublin.
• David E Allen & Michael McAleer & Abhay K Singh, 2017. "An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 677-692, February.
  • Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Econometric Institute Research Papers EI2016-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Documentos de Trabajo del ICAE 2017-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series," Tinbergen Institute Discussion Papers 16-026/III, Tinbergen Institute.
• Muhammad Zubair Mumtaz & Zachary A. Smith & Ather Maqsood Ahmed, 2016. "An examination of short-run performance of IPOs using Extreme Bounds Analysis," Estudios de Economia, University of Chile, Department of Economics, vol. 43(1 Year 20), pages 71-95, June.
• C. José García Martín & Begoña Herrero Piqueras & Ana María Ibáñez Escribano, 2016. "The informational role of thin options markets: Empirical evidence from the Spanish case," Estudios de Economia, University of Chile, Department of Economics, vol. 43(2 Year 20), pages 233-263, December.
• Aletheia Ferreira da Cruz, 2016. "Assimetria informacional no contexto das finanças corporativas: determinantes e efeitos no contexto organizacional," REOESTE - Revista de Economia do Centro-Oeste, Nepec - Curso de Ciencias Economicas da Universidade Federal de Goias - FACE, vol. 2(1), pages 26-39.
• Chao Gu & Han Han & Randall Wright, 2016. "The Effects of Monetary Policy and Other Announcements," Working Papers 1621, Department of Economics, University of Missouri.
• Ben Ammar, Semir, 2016. "Pricing of Catastrophe Risk and the Implied Volatility Smile," Working Papers on Finance 1617, University of St. Gallen, School of Finance.
• Goldbaum, David, 2017. "Divergent Behavior in Markets with Idiosyncratic Private Information," Review of Behavioral Economics, now publishers, vol. 4(2), pages 181-213, September.
  • David Goldbaum, 2016. "Divergent behavior in markets with idiosyncratic private information," Working Paper Series 34, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Nihad Aliyev & Xue-Zhong He, 2016. "Toward a General Model of Financial Markets," Research Paper Series 371, Quantitative Finance Research Centre, University of Technology, Sydney.
• Fausto Corradin & Domenico Sartore, 2016. "Non Central Moments of the Truncated Normal Variable," Working Papers 2016:17, Department of Economics, University of Venice "Ca' Foscari".
• Fausto Corradin & Domenico Sartore, 2016. "Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns," Working Papers 2016:18, Department of Economics, University of Venice "Ca' Foscari".
• Fausto Corradin & Domenico Sartore, 2016. "Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions," Working Papers 2016:30, Department of Economics, University of Venice "Ca' Foscari".
• EVRIM MANDACI, Pinar & CAGLI, Efe Caglar, 2016. "Who Drives Whom? Investigating The Relationship Between The Major Stock Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(2), pages 6-24.
• GOK, Ibrahim Yasar & TOPUZ, Sefa, 2016. "The Impact Of The Domestic And Foreign Macroeconomic News Announcements On The Turkish Stock Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(3), pages 95-107.
• Giulia Baschieri & Andrea Carosi & Stefano Mengoli, 2016. "Initial Public Offerings and the Firm Location," Working Papers 13, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Karanović Goran & Karanović Bisera, 2016. "IPOs Performance Analysis: Evidence from Emerging Markets in the Balkans," Scientific Annals of Economics and Business, Sciendo, vol. 63(3), pages 381-389, November.
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016. "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(2), pages 23-35, October.
  • Sakowski Paweł & Ślepaczuk Robert & Wywiał Mateusz, 2016. "Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 12(2), pages 23-35.
  • Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015. "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers 2015-39, Faculty of Economic Sciences, University of Warsaw.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study," Working Papers 2016-08, Faculty of Economic Sciences, University of Warsaw.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?," Working Papers 2016-09, Faculty of Economic Sciences, University of Warsaw.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Applying exogenous variables and regime switching to multi-factor models on equity indices," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 47.
  • Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices," Working Papers 2016-10, Faculty of Economic Sciences, University of Warsaw.
• Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2016. "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 30-45, January.
  • Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2014. "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," CQE Working Papers 3514, Center for Quantitative Economics (CQE), University of Muenster.
• Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016. "Carry Trades, Order Flow, and the Forward Bias Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1113-1134, September.
  • Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015. "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers 761, Queen Mary University of London, School of Economics and Finance.
• Smales, Lee A., 2016. "Trading behavior in S&P 500 index futures," Review of Financial Economics, Elsevier, vol. 28(C), pages 46-55.
  • Lee A. Smales, 2016. "Trading behavior in S&P 500 index futures," Review of Financial Economics, John Wiley & Sons, vol. 28(1), pages 46-55, January.
• Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2016. "Can stochastic discount factor models explain the cross-section of equity returns?," Review of Financial Economics, Elsevier, vol. 28(C), pages 56-68.
  • Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, 2016. "Can stochastic discount factor models explain the cross‐section of equity returns?," Review of Financial Economics, John Wiley & Sons, vol. 28(1), pages 56-68, January.
• Klein, Paul-Olivier & Weill, Laurent, 2016. "Why do companies issue sukuk?," Review of Financial Economics, Elsevier, vol. 31(C), pages 26-33.
  • Paul‐Olivier Klein & Laurent Weill, 2016. "Why do companies issue sukuk?," Review of Financial Economics, John Wiley & Sons, vol. 31(1), pages 26-33, November.
  • Paul-Olivier KLEIN & Laurent WEILL, 2016. "Why Do Companies Issue Sukuk?," Working Papers of LaRGE Research Center 2016-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Park, A. & Sgroi, D., 2009. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Cambridge Working Papers in Economics 0938, Faculty of Economics, University of Cambridge.
  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis," The Warwick Economics Research Paper Series (TWERPS) 1109, University of Warwick, Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis," CRETA Online Discussion Paper Series 17, Centre for Research in Economic Theory and its Applications CRETA.
  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Economic Research Papers 269716, University of Warwick - Department of Economics.
• Park, A. & Sgroi, D., 2009. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Cambridge Working Papers in Economics 0938, Faculty of Economics, University of Cambridge.
  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis," CRETA Online Discussion Paper Series 17, Centre for Research in Economic Theory and its Applications CRETA.
  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis," The Warwick Economics Research Paper Series (TWERPS) 1109, University of Warwick, Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Economic Research Papers 269716, University of Warwick - Department of Economics.
• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26, March.
  • Michele Costola & Massimiliano Caporin, 2015. "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers 2015:16, Department of Economics, University of Venice "Ca' Foscari".
• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26.
  • Michele Costola & Massimiliano Caporin, 2015. "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers 2015:16, Department of Economics, University of Venice "Ca' Foscari".
• Song Han & Hao Zhou, 2016. "Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-49, September.
  • Song Han & Hao Zhou, 2008. "Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data," Finance and Economics Discussion Series 2008-40, Board of Governors of the Federal Reserve System (U.S.).
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• Anne-Laure Mention & Marko Torkkeli (ed.), 2016. "Open Innovation: A Multifaceted Perspective:(In 2 Parts)," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9760.
• Leonid Chechurin, 2016. "Open Questions About Open Innovations," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part I, chapter 2, pages 19-31, World Scientific Publishing Co. Pte. Ltd..
• Vera Lipton, 2016. "Open Data For Open Science: Aspirations, Realities, Challenges And Opportunities," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part I, chapter 3, pages 33-65, World Scientific Publishing Co. Pte. Ltd..
• Karl Joachim Breunig & Tor Helge Aas & Katja Maria Hydle, 2016. "Open Innovation Or Innovation In The Open? An Exploration Of The Strategy–Innovation Link In Five Scale-Intensive Services," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part I, chapter 4, pages 67-85, World Scientific Publishing Co. Pte. Ltd..
• Antti Hautamäki & Kaisa Oksanen, 2016. "Sustainable Innovation: Solving Wicked Problems Through Innovation," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part I, chapter 5, pages 87-110, World Scientific Publishing Co. Pte. Ltd..
• Jari Kaivo-oja & Teemu Santonen, 2016. "Futures Of Innovation Systems And Innovation Management: Open Innovation Paradigm Analysed From Futures Perspectives," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part I, chapter 6, pages 111-158, World Scientific Publishing Co. Pte. Ltd..
• Denis Dennehy & Frederic Adam & Fergal Carton, 2016. "Leveraging Design Thinking To Innovate," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part I, chapter 7, pages 159-179, World Scientific Publishing Co. Pte. Ltd..
• Jarkko Pellikka & Miika Kajanus & Marko Seppänen, 2016. "Open Innovation Adoption Practices And Evaluation Methods In The Global Process Industry," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part I, chapter 8, pages 181-205, World Scientific Publishing Co. Pte. Ltd..
• Dimitri Schuurman & Bram Lievens & Carina Veeckman & Lieven De Marez & Pieter Ballon, 2016. "Open Innovation Networks: Exploring Actor Roles And Network Orchestration In Living Lab," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part I, chapter 9, pages 207-239, World Scientific Publishing Co. Pte. Ltd..
• Marcin Baron, 2016. "Open Innovation And Territory," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part I, chapter 10, pages 241-272, World Scientific Publishing Co. Pte. Ltd..
• Bror Salmelin, 2016. "Living Labs And Open Innovation In European Context," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part I, chapter 11, pages 273-285, World Scientific Publishing Co. Pte. Ltd..
• Tor Helge Aas & Per Egil Pedersen, 2016. "The Feasibility Of Open Service Innovation," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 12, pages 287-314, World Scientific Publishing Co. Pte. Ltd..
• Patrick Schueffel & Iustin Vadana, 2016. "Financial Services And Open Innovation," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 13, pages 315-346, World Scientific Publishing Co. Pte. Ltd..
• Maria Antikainen & Marketta Niemelä, 2016. "How To Motivate And Reward Customers In An O Nline Co-Creation Process?," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 14, pages 347-372, World Scientific Publishing Co. Pte. Ltd..
• Jaakko Paasi, 2016. "Customer Involvement In Innovation In Service Sector," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 15, pages 373-391, World Scientific Publishing Co. Pte. Ltd..
• Hannu Kärkkäinen & Jari Jussila & Jani Multasuo & Nina Helander, 2016. "Can Crowdsourcing Platforms Be Used In B2b Innovation?," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 16, pages 393-421, World Scientific Publishing Co. Pte. Ltd..
• Pia Erkinheimo & Hannu Kärkkäinen & Jari Jussila, 2016. "Crowdsourcing For Value Creation In Lean Start-Ups," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 17, pages 423-441, World Scientific Publishing Co. Pte. Ltd..
• Päivi Iskanius, 2016. "Open Innovation In University–Industry Collaboration: Communities Of Practice," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 18, pages 443-474, World Scientific Publishing Co. Pte. Ltd..
• Peter Prud'homme van Reine, 2016. "Characteristics Of Open Innovation Cultures In Different Regional Contexts," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 19, pages 475-516, World Scientific Publishing Co. Pte. Ltd..
• Joachim Hafkesbrink & Markus Schroll, 2016. "Ambidextrous Organisational And Individual Competencies In Oi: The Dawn Of A New Research Agenda," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 20, pages 517-570, World Scientific Publishing Co. Pte. Ltd..
• Wil Janssen & Timber Haaker & Harry Bouwman, 2016. "Understanding Open Service Innovation And The Role Of Intermediaries," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 21, pages 571-600, World Scientific Publishing Co. Pte. Ltd..
• Audrey Depeige & Stavros Sindakis, 2016. "Intra-Organisational Knowledge Flows: A Coopetition Perspective On Post-Acquisition And -Merger Activities," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 22, pages 601-629, World Scientific Publishing Co. Pte. Ltd..
• Teemu Santonen, 2016. "Management Of Diversity In Open Innovation Processes," World Scientific Book Chapters, in: Anne-Laure Mention & Marko Torkkeli (ed.), Open Innovation A Multifaceted Perspective: Part II, chapter 23, pages 631-658, World Scientific Publishing Co. Pte. Ltd..
• Blaufus, Kay & Möhlmann, Axel & Schwäbe, Alexander, 2016. "Corporate tax minimization and stock price reactions," arqus Discussion Papers in Quantitative Tax Research 204, arqus - Arbeitskreis Quantitative Steuerlehre.
• Hasan, Iftekhar & Wu, Deming, 2016. "Credit default swaps and bank loan sales: evidence from bank syndicated lending," Bank of Finland Research Discussion Papers 9/2016, Bank of Finland.
• Hasan, Iftekhar & Wu, Deming, 2016. "How large banks use CDS to manage risks: bank-firm-level evidence," Bank of Finland Research Discussion Papers 10/2016, Bank of Finland.
• Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2016. "Use of unit root methods in early warning of financial crises," Bank of Finland Research Discussion Papers 27/2016, Bank of Finland.
• Faria, Gonçalo & Verona, Fabio, 2018. "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 228-242.
  • Gonçalo Faria & Fabio Verona, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers) 05, Católica Porto Business School, Universidade Católica Portuguesa.
  • Faria, Gonçalo & Verona, Fabio, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Bank of Finland Research Discussion Papers 29/2016, Bank of Finland.
  • Gonçalo Faria & Fabio Verona, 2017. "Forecasting stock market returns by summing the frequency-decomposed parts," CEF.UP Working Papers 1702, Universidade do Porto, Faculdade de Economia do Porto.
• Speck, Christian, 2016. "Inflation anchoring in the euro area," Discussion Papers 04/2016, Deutsche Bundesbank.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017. "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, vol. 29(C), pages 1-12.
  • Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016. "Credit risk interconnectedness: What does the market really know?," Discussion Papers 09/2016, Deutsche Bundesbank.
• Schlepper, Kathi, 2016. "High-frequency trading in the Bund futures market," Discussion Papers 15/2016, Deutsche Bundesbank.
• Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2021. "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Journal of Financial Economics, Elsevier, vol. 139(1), pages 209-233.
  • Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2016. "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Discussion Papers 25/2016, Deutsche Bundesbank.
• de Roure, Calebe, 2016. "Fire buys of central bank collateral assets," Discussion Papers 51/2016, Deutsche Bundesbank.
• Jaspersen, Stefan, 2021. "Mutual Fund Bets on Market Power," CFR Working Papers 16-07, University of Cologne, Centre for Financial Research (CFR), revised 2021.
• He, Qing & Lu, Liping & Ongena, Steven, 2015. "Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China," BOFIT Discussion Papers 1/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
  • He, Qing & Lu, Liping & Ongena, Steven, 2016. "Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China," CFS Working Paper Series 529, Center for Financial Studies (CFS).
• Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Subrahmanyam, Marti G., 2016. "How do insiders trade?," CFS Working Paper Series 541, Center for Financial Studies (CFS).
• Buehlmaier, Matthias M. M. & Zechner, Josef, 2016. "Financial media, price discovery, and merger arbitrage," CFS Working Paper Series 551, Center for Financial Studies (CFS).
• Kräussl, Roman & Mirgorodskaya, Elizaveta, 2016. "The winner's curse on art markets," CFS Working Paper Series 564, Center for Financial Studies (CFS).
• Dumitru, Ana-Maria & Urga, Giovanni, 2016. "Jumps and Information Asymmetry in the US Treasury Market," EconStor Preprints 130148, ZBW - Leibniz Information Centre for Economics.
• Morone, Andrea & Nuzzo, Simone, 2016. "Do markets (institutions) drive out lemmings - or vice versa?," Kiel Working Papers 2061, Kiel Institute for the World Economy (IfW Kiel).
  • Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," EconStor Preprints 146917, ZBW - Leibniz Information Centre for Economics.
  • Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," MPRA Paper 74322, University Library of Munich, Germany.
• Vulanovic, Milos, 2016. "SPACs: Post-merger survival," EconStor Preprints 148304, ZBW - Leibniz Information Centre for Economics.
• Böing, Tobias & Stadtmann, Georg, 2016. "Money growth and aggregate stock returns," Discussion Papers 390, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• Kristoufek, Ladislav & Vošvrda, Miloslav S., 2016. "Herding, minority game, market clearing and efficient markets in a simple spin model framework," FinMaP-Working Papers 68, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Hofmann, Maurice & Rottmann, Horst, 2016. "Die Bewertung von Aktienanleihen mit Barriere: Eine Fallstudie für die Easy-Aktienanleihe der Deutschen Bank," Weidener Diskussionspapiere 55, University of Applied Sciences Amberg-Weiden (OTH).
• Kubitza, Christian & Gründl, Helmut, 2016. "Systemic risk: Time-lags and persistence," ICIR Working Paper Series 20/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," MPRA Paper 74322, University Library of Munich, Germany.
  • Morone, Andrea & Nuzzo, Simone, 2016. "Do markets (institutions) drive out lemmings - or vice versa?," Kiel Working Papers 2061, Kiel Institute for the World Economy (IfW Kiel).
  • Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," EconStor Preprints 146917, ZBW - Leibniz Information Centre for Economics.
• Altdörfer, Marc & de las Salas Vega, Carlos A. & Guettler, Andre & Löffler, Gunter, 2016. "European versus Anglo-Saxon credit view: Evidence from the eurozone sovereign debt crisis," IWH Discussion Papers 34/2016, Halle Institute for Economic Research (IWH).
• Holtemöller, Oliver, 2016. "Agrarrohstoffpreise und Lebensmittelpreise in armen Ländern," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 22(1), pages 5-8.
• Nam, Chang Woo, 2016. "The Effects of Financial Support Policies on Corporate Decisions by SMEs," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 38(3), pages 79-106.
• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Uno, Jun & Yuferova, Darya, 2017. "Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods," SAFE Working Paper Series 144, Leibniz Institute for Financial Research SAFE, revised 2017.
  • Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020. "Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods," Working Papers 2020:09, Department of Economics, University of Venice "Ca' Foscari".
• Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2016. "Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?," SAFE Working Paper Series 158, Leibniz Institute for Financial Research SAFE.
• Boortz, Christopher, 2016. "Irrational exuberance and herding in financial markets," SFB 649 Discussion Papers 2016-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Dilger, Alexander, 2016. "Bedingte Aktiengeschäfte," Discussion Papers of the Institute for Organisational Economics 08/2016, University of Münster, Institute for Organisational Economics.
• Arnold, Lutz Georg & Arnold, Lutz & Zelzner, Sebastian, 2016. "The Allocation of Talent to Financial Trading versus Production: Welfare and Employment Effects of Trading in General Equilibrium," VfS Annual Conference 2016 (Augsburg): Demographic Change 145688, Verein für Socialpolitik / German Economic Association.
• Speck, Christian, 2016. "Inflation Anchoring in the Euro Area," VfS Annual Conference 2016 (Augsburg): Demographic Change 145697, Verein für Socialpolitik / German Economic Association.
• Schäfer, Alexander, 2016. "A SIFI Badge for Banks in Europe: Reduction in Bail-Out Expectations or Monumental Heritage Protection?," VfS Annual Conference 2016 (Augsburg): Demographic Change 145754, Verein für Socialpolitik / German Economic Association.
• Gelman, Sergey & Kliger, Doron, 2016. "Time-Induced Stress Effect on Financial Decision Making in Real Markets: The Case of Traffic Congestion," VfS Annual Conference 2016 (Augsburg): Demographic Change 145915, Verein für Socialpolitik / German Economic Association.

2015

• Sascha Kolaric & Zvonimir Pusic & Dirk Schiereck, 2015. "Fußball und Anlegerverhalt en im internationalen Vergleich: Evidenz von 12 Kontinentalmeisterschaften," Schmalenbach Journal of Business Research, Springer, vol. 67(3), pages 297-328, September.
• Taiji HARASHIMA, 2015. "Bubbles Bluffs and Greed," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 6(1), pages 21-49.
  • Harashima, Taiji, 2015. "Bubbles, Bluffs, and Greed," MPRA Paper 64361, University Library of Munich, Germany.
• Taiji HARASHIMA, 2015. "Bubbles, Bluffs and Greed," Theoretical and Practical Research in Economic Fields, ASERS Publishing, vol. 0(1), pages 21-49, June.
  • Harashima, Taiji, 2015. "Bubbles, Bluffs, and Greed," MPRA Paper 64361, University Library of Munich, Germany.
• Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
  • Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
  • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 08/2015, Stellenbosch University, Department of Economics.
  • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 201544, University of Pretoria, Department of Economics.
• Hooi Hooi Lean & Russell Smyth, 2015. "Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks," Applied Economics, Taylor & Francis Journals, vol. 47(16), pages 1710-1721, April.
  • Lean, Hooi Hooi & Smyth, Russell, 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," MPRA Paper 59121, University Library of Munich, Germany.
• Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2974-2984, June.
  • Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2014. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Working Papers 2014-50, Department of Research, Ipag Business School.
  • Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Post-Print hal-01517417, HAL.
• Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2015. "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3617-3632, July.
  • de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan, 2013. "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Kiel Working Papers 1865, Kiel Institute for the World Economy (IfW Kiel).
• Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3673-3695, July.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411785, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411784, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers 2014-235, Department of Research, Ipag Business School.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01638223, HAL.
  • Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01385957, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers 2014-17, University of Paris Nanterre, EconomiX.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01638224, HAL.
• Nicolas Huck, 2015. "Pairs trading: does volatility timing matter?," Applied Economics, Taylor & Francis Journals, vol. 47(57), pages 6239-6256, December.
  • Nicolas Huck, 2015. "Pairs trading: does volatility timing matter?," Post-Print hal-01507986, HAL.
• Alexander Zimper, 2015. "Bank-Deposit Contracts Versus Financial-Market Participation in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 525-536, May.
  • Alexander Zimper, 2013. "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," Working Papers 354, Economic Research Southern Africa.
  • Alexander Zimper, 2013. "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," Working Papers 201334, University of Pretoria, Department of Economics.
• Ankita Mishra & Vinod Mishra & Russell Smyth, 2015. "The Random-Walk Hypothesis on the Indian Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(5), pages 879-892, September.
  • Ankita Mishra & Vinod Mishra & Russell Smyth, 2014. "The Random-Walk Hypothesis on the Indian Stock Market," Monash Economics Working Papers 07-14, Monash University, Department of Economics.
• André Betzer & Markus Doumet & Marc Goergen, 2015. "Disentangling the link between stock and accounting performance in acquisitions," The European Journal of Finance, Taylor & Francis Journals, vol. 21(9), pages 755-771, July.
  • Andre Betzer & Marc Goergen, 2011. "Disentangling the Link Between Stock and Accounting Performance in Acquisitions," Schumpeter Discussion Papers sdp11010, Universitätsbibliothek Wuppertal, University Library.
• Lee-Young Cheng & Zhipeng Yan & Yan Zhao & Li-Ming Gao, 2015. "Investor Inattention and Under-Reaction to Repurchase Announcements," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 16(3), pages 267-277, July.
• Ozcan Ceylan, 2015. "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1031-1039, June.
  • Ceylan, Ozcan, 2010. "Limited Information-Processing Capacity and Asymmetric Stock Correlations," MPRA Paper 61587, University Library of Munich, Germany.
• Yao, Wenying & Tian, Jing, 2015. "The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements," Working Papers 2015-05, University of Tasmania, Tasmanian School of Business and Economics.
• Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas, 2015. "Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 8(2), pages 55-68, October.
• Roman Frydman & Michael Goldberg & Nicholas Mangee, 2015. "New Evidence for the Present-Value Model of Stock Prices: Why the REH Version Failed Empirically," Working Papers Series 2, Institute for New Economic Thinking.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015. "Option prices and model-free measurement of implied herd behavior in stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-35.
  • Daniël Linders & Jan Dhaene & Wim Schoutens, 2015. "Option prices and model-free measurement of implied herd behavior in stock markets," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 485228, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  • Daniël Linders & Jan Dhaene & Wim Schoutens, 2015. "Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets," Tinbergen Institute Discussion Papers 15-002/IV/DSF 83, Tinbergen Institute.
• Stefan Arping, 2015. "Banks and Market Liquidity," Tinbergen Institute Discussion Papers 15-020/IV, Tinbergen Institute.
• Sait R. Ozturk & Michel van der Wel & Dick van Dijk, 2015. "Why do Pit-Hours outlive the Pit?," Tinbergen Institute Discussion Papers 15-082/III, Tinbergen Institute.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2019. "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, vol. 51(30), pages 3212-3235, June.
  • Allen, D.E. & McAleer, M.J. & Singh, A.K., 2015. "Daily Market News Sentiment and Stock Prices," Econometric Institute Research Papers EI2015-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2015. "Daily Market News Sentiment and Stock Prices," Tinbergen Institute Discussion Papers 15-090/III, Tinbergen Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2015. "Daily Market News Sentiment and Stock Prices," Documentos de Trabajo del ICAE 2015-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Richard W. Carney & Travers Barclay Child, 2015. "Business Networks and Crisis Performance: Professional, Political, and Family Ties," Tinbergen Institute Discussion Papers 15-135/V, Tinbergen Institute, revised 20 Feb 2015.
• Hans Degryse & Frank de Jong & Vincent van Kervel, 2015. "The Impact of Dark Trading and Visible Fragmentation on Market Quality," Review of Finance, European Finance Association, vol. 19(4), pages 1587-1622.
  • de Jong, Frank & Degryse, Hans & van Kervel, Vincent, 2011. "The impact of dark trading and visible fragmentation on market quality," CEPR Discussion Papers 8630, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2014. "The impact of dark trading and visible fragmentation on market quality," Other publications TiSEM a51b5d9e-2687-4972-930f-4, Tilburg University, School of Economics and Management.
• Kim Ristolainen, 2016. "The relationship between distance-to-default and CDS spreads as measures of default risk for European banks," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(5), pages 121-143, June.
  • Kim Ristolainen, 2015. "The relationship between distance-to-default and CDS spreads as measures of default risk for European banks," Discussion Papers 102, Aboa Centre for Economics.
• Ding, Haina, 2015. "Innovation strategies and stock price informativeness," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 491, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Giovanni Ferri & Angelo Leogrande, 2015. "Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate," Mo.Fi.R. Working Papers 108, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  • Giovanni Ferri & Angelo Leogrande, 2015. "Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate," Euricse Working Papers 1576, Euricse (European Research Institute on Cooperative and Social Enterprises).
• Manuel Hoffmann & Matthias Neuenkirch, 2017. "The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine," International Economics and Economic Policy, Springer, vol. 14(1), pages 61-73, January.
  • Manuel Hoffmann & Matthias Neuenkirch, 2015. "The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine," Research Papers in Economics 2015-01, University of Trier, Department of Economics.
• Dan Richards & Heng Yuan & Marcelo Bianconi, 2015. "Equity Prices and Cartel Activity," Discussion Papers Series, Department of Economics, Tufts University 0813, Department of Economics, Tufts University.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2019. "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, vol. 51(30), pages 3212-3235, June.
  • Allen, D.E. & McAleer, M.J. & Singh, A.K., 2015. "Daily Market News Sentiment and Stock Prices," Econometric Institute Research Papers EI2015-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2015. "Daily Market News Sentiment and Stock Prices," Documentos de Trabajo del ICAE 2015-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2015. "Daily Market News Sentiment and Stock Prices," Tinbergen Institute Discussion Papers 15-090/III, Tinbergen Institute.
• Pando Sohn & Ji-Yong Seo, 2015. "Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market," Estudios de Economia, University of Chile, Department of Economics, vol. 42(1 Year 20), pages 21-51, June.
• Ariane Szafarz, 2015. "Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater," Bankers, Markets & Investors, ESKA Publishing, issue 139, pages 20-26, November-.
  • Ariane Szafarz, 2015. "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," Working Papers CEB 15-036, ULB -- Universite Libre de Bruxelles.
  • Ariane Szafarz, 2015. "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," ULB Institutional Repository 2013/239874, ULB -- Universite Libre de Bruxelles.
• Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Information Spillovers in Asset Markets with Correlated Values," American Economic Review, American Economic Association, vol. 107(7), pages 2007-2040, July.
  • William Fuchs & Brett Green & Vladimir Asriyan, 2015. "Information Spillovers in Asset Markets with Correlated Values," Working Papers 827, Barcelona School of Economics.
  • Vladimir Asriyan & William Fuchs & Brett Green, 2015. "Information spillovers in asset markets with correlated values," Economics Working Papers 1482, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2016.
  • Vladimir Asriyan, 2015. "Information Spillovers in Asset Markets with Correlated Values," 2015 Meeting Papers 711, Society for Economic Dynamics.
• Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2019. "Idiosyncratic volatility puzzle: influence of macro-finance factors," Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 381-401, February.
  • Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2014. "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," CREATES Research Papers 2014-45, Department of Economics and Business Economics, Aarhus University.
  • Aslanidis, Nektarios & Christiansen, Charlotte & Lambertides, Neophytos & Savva, Christos S., 2015. "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," Working Papers 2072/246968, Universitat Rovira i Virgili, Department of Economics.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," Discussion Papers 15-004, Stanford Institute for Economic Policy Research.
  • Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015. "Monetary Policy with Diverse Private Expectations," Working Papers 15-03, Utrecht School of Economics.
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• Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2017. "Competition in the credit rating Industry: Benefits for investors and issuers," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 235-257.
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• Finke, Christian & Weigert, Florian, 2015. "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Working Papers on Finance 1519, University of St. Gallen, School of Finance, revised Oct 2015.
• Kiesel, Rüdiger & Paraschiv, Florentina, 2017. "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, vol. 64(C), pages 77-90.
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• Manuel Ammann & Kristian Blickle & Christian Ehmann, 2017. "Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry," European Financial Management, European Financial Management Association, vol. 23(1), pages 127-152, January.
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• Xue-Zhong He & Kai Li & Youwei Li, 2015. "Optimal Time Series Momentum," Research Paper Series 353, Quantitative Finance Research Centre, University of Technology, Sydney.
• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26, March.
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• Samuele Murtinu & Vittoria Giada Scalera, 2015. "Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 123(4), pages 447-462.
• Samuele Murtinu & Vittoria Giada Scalera, 2015. "Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 131(4), pages 447-462.
• CIOACĂ, Sorin-Iulian, 2015. "Liquidity And Informational Inefficiency. The Case Of Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 80-92.
• CĂLIN, Adrian Cantemir, 2015. "The Effects Of The Federal Reserve’S Tapering Announcements On The Us Real Estate Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(3), pages 79-90.
• TUNA, Gülfen & BEKTUR, Çisem, 2015. "The Relationship Between Price-Trade Volume And Weather Effect In Istanbul Stock Exchange: Asymmetric Causality Test Analysis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(4), pages 6-20.
• Đorđe Đukić & Mališa Đukić, 2015. "Interdependencies of Markets in Southeastern Europe and Buyback of Shares on Shallow Capital Markets: The Application of Cointegration and Causality Tests," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(4), pages 469-491, September.
• Đorđe Đukić & Mališa Đukić, 2015. "Interdependencies of Markets in Southeastern Europe and Buyback of Shares on Shallow Capital Markets: The Application of Cointegration and Causality Tests," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(4), pages 469-491.
• Gupta Kapil & Kaur Mandeep, 2015. "Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India," South East European Journal of Economics and Business, Sciendo, vol. 10(2), pages 69-88, December.
• Fu, Jiangtao & Shimamoto, Daichi & Todo, Yasuyuki, 2017. "Can firms with political connections borrow more than those without? Evidence from firm-level data for Indonesia," Journal of Asian Economics, Elsevier, vol. 52(C), pages 45-55.
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• Yamamoto, Ryuichi, 2019. "Dynamic Predictor Selection And Order Splitting In A Limit Order Market," Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1757-1792, July.
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• Sakowski Paweł & Ślepaczuk Robert & Wywiał Mateusz, 2016. "Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 12(2), pages 23-35.
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• Pedraza, Alvaro & Pulga, Fredy, 2019. "Asset price effects of peer benchmarking: Evidence from a natural experiment," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 53-65.
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• Jürgen Gaul & Erik Theissen, 2015. "A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(4), pages 371-384, April.
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• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015. "Option prices and model-free measurement of implied herd behavior in stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-35.
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• Peter Lerner, 2015. "Patience vs. impatience of traders: Formation of the value-at-price distribution through competition for liquidity," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(03), pages 1-30.
• Viral V. Acharya & Stephen Schaefer & Yili Zhang, 2015. "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-51.
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• Viral V. Acharya & Stephen Schaefer & Yili Zhang, 2015. "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-51.
• Doowon Lee & M Kabir Hassan & M Arifur Rahman, 2015. "Firm Specific Variation In Returns And Fundamentals In Korea Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(04), pages 1-22.
• Doowon Lee & M Kabir Hassan & M Arifur Rahman, 2015. "Firm Specific Variation In Returns And Fundamentals In Korea Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(04), pages 1-22.
• Adam Nowak & Amanda Ross & Christopher Yencha, 2018. "Small Business Borrowing And Peer‐To‐Peer Lending: Evidence From Lending Club," Contemporary Economic Policy, Western Economic Association International, vol. 36(2), pages 318-336, April.
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• He, Qing & Lu, Liping & Ongena, Steven, 2015. "Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China," BOFIT Discussion Papers 1/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
  • He, Qing & Lu, Liping & Ongena, Steven, 2016. "Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China," CFS Working Paper Series 529, Center for Financial Studies (CFS).
• Klein, Paul-Olivier & Weill, Laurent, 2015. "Is it worth issuing bonds in China? Evidence from stock market reactions," BOFIT Discussion Papers 33/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Paul-Olivier Klein & Laurent Weill, 2016. "Is It Worth Issuing Bonds in China? Evidence from Stock Market Reactions," Working Papers of LaRGE Research Center 2016-01, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke, 2015. "Which financial stocks did short sellers target in the subprime crisis?," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 87-103.
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• Laakkonen, Helinä, 2015. "Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market," Bank of Finland Research Discussion Papers 4/2015, Bank of Finland.
• Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent, 2020. "Does the type of debt matter? Stock market perception in Europe," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 247-256.
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• Ambrocio, Gene, 2015. "Rational exuberance booms and asymmetric business cycles," Bank of Finland Research Discussion Papers 24/2015, Bank of Finland.
• Droll, Thomas & Podlich, Natalia & Wedow, Michael, 2016. "Out of sight, out of mind? On the risk of sub-custodian structures," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 47-56.
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• Greggers, Timo, 2015. "Informationsbeschaffung durch Crowdfunding-Vorverkäufe," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 657, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
• Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia, 2015. "The liquidity premium in CDS transaction prices: Do frictions matter?," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 184-205.
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• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
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  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," CFR Working Papers 15-01, University of Cologne, Centre for Financial Research (CFR).
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112872, Verein für Socialpolitik / German Economic Association.
• Kempf, Alexander & Mayston, Daniel & Gehde-Trapp, Monika & Yadav, Pradeep K., 2015. "Resiliency: A dynamic view of liquidity," CFR Working Papers 15-04, University of Cologne, Centre for Financial Research (CFR).
• Ederington, Louis & Guan, Wei & Yadav, Pradeep K., 2015. "Dealer spreads in the corporate bond market: Agent vs. market-making roles," CFR Working Papers 15-11, University of Cologne, Centre for Financial Research (CFR).
• Doumet, Markus & Limbach, Peter & Theissen, Erik, 2015. "Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil," CFR Working Papers 15-14, University of Cologne, Centre for Financial Research (CFR).
• Jank, Stephan & Smajlbegovic, Esad, 2015. "Dissecting short-sale performance: Evidence from large position disclosures," CFR Working Papers 15-15, University of Cologne, Centre for Financial Research (CFR).
• Korn, Olaf & Kuntz, Laura-Chloé, 2015. "Low-beta investment strategies," CFR Working Papers 15-17, University of Cologne, Centre for Financial Research (CFR).
• Antonio Gargano & Alberto G. Rossi & Russ Wermers, 2017. "The Freedom of Information Act and the Race Toward Information Acquisition," The Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 2179-2228.
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• Martin, Thorsten & Sonnenburg, Florian, 2015. "Managerial ownership changes and mutual fund performance," CFR Working Papers 16-03, University of Cologne, Centre for Financial Research (CFR).
• Kräussl, Roman & Lehnert, Thorsten & Senulytė, Sigita, 2016. "Euro crash risk," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 417-428.
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• Mehta, Deepshikha, 2015. "Evidences of Efficient Investment Portfolio in Indian Capital Markets - An Analysis Based on BSE and NSE Indices," EconStor Preprints 117335, ZBW - Leibniz Information Centre for Economics.
• Daniel Huerta & Peter V. Egly & Diego Escobari, 2016. "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 22(1), pages 47-62, January.
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• Alfarano, Simone & Camacho, Eva & Morone, Andrea, 2015. "Do investors rely too much on public information to be justified by its accuracy? An experimental study," FinMaP-Working Papers 30, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Barunik, Jozef & Barunikova, Michaela, 2015. "Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression," FinMaP-Working Papers 43, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Martyna Marczak & Thomas Beissinger, 2016. "Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1305-1311, December.
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  • Marczak, Martyna & Beissinger, Thomas, 2016. "Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145836, Verein für Socialpolitik / German Economic Association.
• Han, Heejoon & Kutan, Ali M. & Ryu, Doojin, 2015. "Modeling and predicting the market volatility index: The case of VKOSPI," Economics Discussion Papers 2015-7, Kiel Institute for the World Economy (IfW Kiel).
• Frydman, Roman & Goldberg, Michael D. & Mangee, Nicholas, 2015. "Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-50.
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• Han, Heejoon & Kutan, Ali M. & Ryu, Doojin, 2015. "Effects of the US stock market return and volatility on the VKOSPI," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-34.
• Krauss, Christopher & Stübinger, Johannes, 2015. "Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100," FAU Discussion Papers in Economics 15/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Brennan, Michael J. & Kraft, Holger, 2016. "Leaning against the wind: Debt financing in the face of adversity," SAFE Working Paper Series 119, Leibniz Institute for Financial Research SAFE, revised 2016.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2015. "Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?," SAFE Working Paper Series 95, Leibniz Institute for Financial Research SAFE.
• Zhang, Junni L. & Härdle, Wolfgang Karl & Chen, Cathy Y. & Bommes, Elisabeth, 2015. "Distillation of news flow into analysis of stock reactions," SFB 649 Discussion Papers 2015-005, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Smajlbegovic, Esad, 2019. "Regional Economic Activity and Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(3), pages 1051-1082, June.
  • Esad Smajlbegovic, 2015. "Regional Economic Activity and Stock Returns," 2015 Papers psm196, Job Market Papers.
  • Smajlbegovic, Esad, 2015. "Regional Economic Activity and Stock Returns," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112854, Verein für Socialpolitik / German Economic Association.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2014. "Who trades on momentum?," Discussion Papers 42/2014, Deutsche Bundesbank.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112872, Verein für Socialpolitik / German Economic Association.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," CFR Working Papers 15-01, University of Cologne, Centre for Financial Research (CFR).
• Gehrig, Thomas Paul & Fohlin, Caroline & Haas, Marlene, 2015. "Liquidty Freezes and Market Runs; Evidencefrom the Panic of 1907," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113008, Verein für Socialpolitik / German Economic Association.
• Focke, Florens & Ruenzi, Stefan & Ungeheuer, Michael, 2015. "Advertising, Attention, and Financial Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113032, Verein für Socialpolitik / German Economic Association.
• Herwartz, Helmut, 2015. "Are GARCH innovations independent - a long term assessment for the S&P 500," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113109, Verein für Socialpolitik / German Economic Association.
• Gelman, Sergey & Lushchikov, Roman, 2015. "Stock liquidity in forefront of anticipated announcements," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113176, Verein für Socialpolitik / German Economic Association.
• Armin Varmaz & Christian Fieberg & Jörg Prokop, 2015. "The value relevance of “too-big-to-fail” guarantees," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 16(5), pages 498-518, November.
• Christian Fieberg & Finn Marten Körner & Jörg Prokop & Armin Varmaz, 2015. "Big is beautiful: the information content of bank rating changes," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 16(3), pages 233-252, May.
• Armin Varmaz & Christian Fieberg & Jörg Prokop, 2015. "The value relevance of “too-big-to-fail” guarantees," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 16(5), pages 498-518, November.
• Christian Fieberg & Finn Marten Körner & Jörg Prokop & Armin Varmaz, 2015. "Big is beautiful: the information content of bank rating changes," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 16(3), pages 233-252, May.
• Maria Chiara Amadori & Lamia Bekkour & Thorsten Lehnert, 2015. "The relative informational efficiency of stocks, options and credit default swaps during the financial crisis," Journal of Risk Finance, Emerald Group Publishing, vol. 15(5), pages 510-532, January.
• Christian Fieberg & Finn Marten Körner & Jörg Prokop & Armin Varmaz, 2015. "Big is beautiful: the information content of bank rating changes," Journal of Risk Finance, Emerald Group Publishing, vol. 16(3), pages 233-252, May.
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• Armin Varmaz & Christian Fieberg & Jörg Prokop, 2015. "The value relevance of “too-big-to-fail” guarantees: Evidence from the 2008-2009 banking crisis," Journal of Risk Finance, Emerald Group Publishing, vol. 16(5), pages 498-518, November.
• Krishna Kumar & Lucy Lim, 2015. "Was Andersen’s audit quality lower than its peers?," Managerial Auditing Journal, Emerald Group Publishing Limited, vol. 30(8/9), pages 911-962, October.
• Krishna Kumar & Lucy Lim, 2015. "Was Andersen’s audit quality lower than its peers?: A comparative analysis of audit quality," Managerial Auditing Journal, Emerald Group Publishing, vol. 30(8/9), pages 911-962, October.
• Thanh T. Nguyen & Ninon K. Sutton & Dung (June) Pham, 2015. "The post-repurchase announcement drift: an anomaly in disguise?," Managerial Finance, Emerald Group Publishing, vol. 41(2), pages 205-224, February.
• Rahul Ravi & Youna Hong, 2015. "Information asymmetry around S&P 500 index changes," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 14(2), pages 106-127, May.
• Rahul Ravi & Youna Hong, 2015. "Information asymmetry around S&P 500 index changes," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 14(2), pages 106-127, May.
• Rahul Ravi & Youna Hong, 2015. "Information asymmetry around S&P 500 index changes," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 14(2), pages 106-127, May.
• Fabrizio Ferriani, 2015. "Traders and time: who moves the market?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(1), pages 74-97, March.
• Fabrizio Ferriani, 2015. "Traders and time: who moves the market?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(1), pages 74-97, March.
• Fohlin, Caroline & Gehrig, Thomas & Haas, Marlene, 2015. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CEPR Discussion Papers 10497, C.E.P.R. Discussion Papers.
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• David E. Allen & Michael McAleer & Abhay K. Singh, 2019. "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, vol. 51(30), pages 3212-3235, June.
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• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015. "Informatics, Data Mining, Econometrics and Financial Economics: A Connection," Econometric Institute Research Papers EI2015-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 08/2015, Stellenbosch University, Department of Economics.
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  • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 201544, University of Pretoria, Department of Economics.
• Paul Tucker & Michael Haliassos & Theodor Kockelkoren & Juan Carlos Ureta & José Manuel González-Páramo & Lori J. Schock & Colin Mayer & Eddy Wymeersch, 2015. "Challenges in Securities Markets Regulation: Investor Protection and Corporate Governance," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/1 edited by Pablo Gasós & Ernest Gnan & Morten Balling, May.
• Peter Fisher & Petri Jylhä & Jussi Keppo & Erkki Liikanen & George G. Pennacchi, 2015. "Liquidity and Market Efficiency – Alive and well?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/3 edited by Esa Jokivuolle & Jouko Vilmunen, May.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan, 2015. "Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets," International Econometric Review (IER), Econometric Research Association, vol. 7(1), pages 13-33, April.
• Lyudmila N. Rodionova & Olga G. Kantor & Natalia O. Ruhlyada & Svetlana A. Karpovskaya, 2015. "Optimization of Shareholders's Incomes with Investments into Production Reforming," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 101-114.
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• Fu, Jiangtao & Shimamoto, Daichi & Todo, Yasuyuki, 2017. "Can firms with political connections borrow more than those without? Evidence from firm-level data for Indonesia," Journal of Asian Economics, Elsevier, vol. 52(C), pages 45-55.
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• Elena Moreno García. & Daniel Vázquez Cotera. & Sergio Hernández Mejía & Luis Alberto Larios Ojeda, 2015. "Interdependencia de los mercados de valores en el mundo," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 43(2), pages 155-181, Julio-Dic.
• Ferran Armada Ramírez, 2015. "European Energy Market Integration: Efficiency Improvements in Electricity Producing Firms," UB School of Economics Working Papers 2015/331, University of Barcelona School of Economics.
• Ion-Iulian MARINESCU & Alexandra HOROBET, 2015. "Rules and Discretion in Monetary Policy: Is the Response of the Stock Market Rational?," Expert Journal of Economics, Sprint Investify, vol. 3(1), pages 50-62.
• Lubomira Gertler, 2015. "Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 106-126, March.
• Jiri Novak, 2015. "Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 167-190, April.
• Ales Cornanic & Jiri Novak, 2015. "Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(4), pages 307-335, August.
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• David Court & Benjamin Gillen & Jordi McKenzie & Charles R. Plott, 2018. "Two information aggregation mechanisms for predicting the opening weekend box office revenues of films: Boxoffice Prophecy and Guess of Guesses," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(1), pages 25-54, January.
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• Li An & Huijun Wang & Jian Wang & Jianfeng Yu, 2015. "Lottery-related anomalies: the role of reference-dependent preferences," Globalization Institute Working Papers 259, Federal Reserve Bank of Dallas.
• Nathan Foley-Fisher & Borghan Narajabad & Stéphane Verani, 2020. "Self-Fulfilling Runs: Evidence from the US Life Insurance Industry," Journal of Political Economy, University of Chicago Press, vol. 128(9), pages 3520-3569.
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• Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?," Boston College Working Papers in Economics 874, Boston College Department of Economics, revised 23 Apr 2015.
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• Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015. "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series WP-2015-9, Federal Reserve Bank of Chicago.
• Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2018. "Informational Contagion in the Laboratory," Review of Finance, European Finance Association, vol. 22(3), pages 877-904.
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• Rod Garratt & Peter Zimmerman, 2015. "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports 717, Federal Reserve Bank of New York.
• Pedraza, Alvaro & Pulga, Fredy, 2019. "Asset price effects of peer benchmarking: Evidence from a natural experiment," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 53-65.
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• Flannery, Mark & Hirtle, Beverly & Kovner, Anna, 2017. "Evaluating the information in the federal reserve stress tests," Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 1-18.
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• Paul S. Calem & Lauren Lambie-Hanson & Leonard I. Nakamura, 2015. "Information losses in home purchase appraisals," Working Papers 15-11, Federal Reserve Bank of Philadelphia.
• Douglas Davis & Edward Simpson Prescott, 2017. "Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 33-71, June.
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• Sheng Guo & William G. Hardin, 2017. "Financial and Housing Wealth, Expenditures and the Dividend to Ownership," The Journal of Real Estate Finance and Economics, Springer, vol. 54(1), pages 58-96, January.
  • Sheng Guo & William Hardin, 2015. "Financial and Housing Wealth, Expenditures and the Dividend to Ownership," Working Papers 1506, Florida International University, Department of Economics.
• Ravioli, Mario & Fabregat-Aibar, Laura, 2015. "Analysis Of Recommendations About Expected Prices Of Ibex 35 Using Fuzzy Numbers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 51-70, May.
• Marco Wölfle, 2015. "Information-Based Trade in German Real Estate and Equity Markets," Risks, MDPI, vol. 3(4), pages 1-26, December.
• Nuno Silva, 2015. "Industry based equity premium forecasts," GEMF Working Papers 2015-19, GEMF, Faculty of Economics, University of Coimbra.
• Nuno Silva, 2015. "Industry based equity premium forecasts," GEMF Working Papers 2015-19, GEMF, Faculty of Economics, University of Coimbra.
• Jen-Je Su & Eduardo Roca & Victor SH Wong, 2015. "The efficiency of Asian stock markets: Fresh evidence based on new tests," Discussion Papers in Finance finance:201507, Griffith University, Department of Accounting, Finance and Economics.
• Robert J Bianchi & Michael E Drew & John Hua Fan, 2015. "Microscopic momentum in commodity futures," Discussion Papers in Finance finance:201510, Griffith University, Department of Accounting, Finance and Economics.
• Abbas Valadkhani & Andrew C Worthington & Russell Smyth, 2015. "Seasonality in Australian capital city house and unit prices," Discussion Papers in Finance finance:201512, Griffith University, Department of Accounting, Finance and Economics.
• Hentati-Kaffel, Rania & de Peretti, Philippe, 2015. "Generalized runs tests to detect randomness in hedge funds returns," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 608-615.
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• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015. "Financial Symmetry and Moods in the Market," PLOS ONE, Public Library of Science, vol. 10(4), pages 1-21, April.
  • Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Documents de travail du Centre d'Economie de la Sorbonne 14030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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  • Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015. "Financial Symmetry and Moods in the Market," Post-Print hal-01215755, HAL.
  • Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Post-Print halshs-00983008, HAL.
• Bernard De Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Documents de travail du Centre d'Economie de la Sorbonne 15054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard de Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169563, HAL.
  • Bernard de Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Post-Print halshs-01169563, HAL.
• Boubaker, Sabri & Farag, Hisham & Nguyen, Duc Khuong, 2015. "Short-term overreaction to specific events: Evidence from an emerging market," Research in International Business and Finance, Elsevier, vol. 35(C), pages 153-165.
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• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015. "Financial Symmetry and Moods in the Market," PLOS ONE, Public Library of Science, vol. 10(4), pages 1-21, April.
  • Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Documents de travail du Centre d'Economie de la Sorbonne 14030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015. "Financial Symmetry and Moods in the Market," Post-Print hal-01215755, HAL.
  • Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015. "Financial Symmetry and Moods in the Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01215755, HAL.
  • Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Post-Print halshs-00983008, HAL.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015. "Will precious metals shine? A market efficiency perspective," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 284-291.
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• Sandrine Jacob Leal, 2015. "Fundamentalists, Chartists and Asset Pricing Anomalies," Post-Print hal-01369851, HAL.
• Nicolas Huck, 2015. "Pairs trading: does volatility timing matter?," Post-Print hal-01370246, HAL.
• Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3673-3695, July.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411785, HAL.
  • Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01385957, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411784, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers 2014-235, Department of Research, Ipag Business School.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01638223, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers 2014-17, University of Paris Nanterre, EconomiX.
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• El Ouadghiri, Imane & Uctum, Remzi, 2016. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Economic Modelling, Elsevier, vol. 54(C), pages 218-234.
  • Imane El Ouadghiri & Remzi Uctum, 2015. "Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets," EconomiX Working Papers 2015-14, University of Paris Nanterre, EconomiX.
  • Imane El Ouadghiri & Remzi Uctum, 2015. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print hal-01411808, HAL.
  • Remzi Uctum & Imane El Ouadghiri, 2015. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print hal-01638221, HAL.
  • Imane El Ouadghiri & Remzi Uctum, 2016. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print hal-01386027, HAL.
• Nicolas Huck, 2015. "Pairs trading: does volatility timing matter?," Applied Economics, Taylor & Francis Journals, vol. 47(57), pages 6239-6256, December.
  • Nicolas Huck, 2015. "Pairs trading: does volatility timing matter?," Post-Print hal-01507986, HAL.
• Mazza, Paolo & Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, vol. 15(C), pages 18-30.
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  • Paolo MAZZA & Mikael PETITJEAN, 2015. "How integrated is the European carbon derivatives market?," LIDAM Reprints CORE 2777, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Mazza, Paolo, 2015. "Price dynamics and market liquidity: An intraday event study on Euronext," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 139-153.
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• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016. "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, vol. 164(1), pages 83-104, March.
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• Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.
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  • Nikola Gradojevic & Camillo Lento, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print hal-01563053, HAL.
  • Nikola Gradojevic & Camillo Lento, 2013. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Papers 2014-ACF-03, IESEG School of Management.
• El Ouadghiri, Imane & Uctum, Remzi, 2016. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Economic Modelling, Elsevier, vol. 54(C), pages 218-234.
  • Imane El Ouadghiri & Remzi Uctum, 2015. "Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets," EconomiX Working Papers 2015-14, University of Paris Nanterre, EconomiX.
  • Remzi Uctum & Imane El Ouadghiri, 2015. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print hal-01638221, HAL.
  • Imane El Ouadghiri & Remzi Uctum, 2015. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print hal-01411808, HAL.
  • Imane El Ouadghiri & Remzi Uctum, 2016. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print hal-01386027, HAL.
• D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo, 2015. "Commonality on Euronext: Do location and account type matter?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 183-198.
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• Georges Prat & Remzi Uctum, 2015. "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print hal-01804144, HAL.
• Gallais-Hamonno, Georges & Hoang, Thi-Hong-Van & Oosterlinck, Kim, 2015. "Informational efficiency of the clandestine and official gold markets in Paris," Economics Letters, Elsevier, vol. 126(C), pages 28-30.
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• Phélippé-Guinvarc'h, Martial & Cordier, Jean, 2015. "Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures," MPRA Paper 68410, University Library of Munich, Germany.
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• Godlewski, Christophe J., 2015. "The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 1-17.
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• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015. "Risk Shifting with Fuzzy Capital Constraints," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 71-101, January.
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  • Simon Dubecq & Benoît Mojon & Xavier Ragot, 2015. "Risk Shifting with Fuzzy Capital Constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-01157527, HAL.
• Bianchi, Milo & Jehiel, Philippe, 2015. "Financial reporting and market efficiency with extrapolative investors," Journal of Economic Theory, Elsevier, vol. 157(C), pages 842-878.
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• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015. "Risk Shifting with Fuzzy Capital Constraints," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 71-101, January.
  • Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015. "Risk Shifting with Fuzzy Capital Constraints," SciencePo Working papers Main hal-03473718, HAL.
  • Simon Dubecq & Benoît Mojon & Xavier Ragot, 2015. "Risk Shifting with Fuzzy Capital Constraints," Post-Print halshs-01157527, HAL.
  • Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015. "Risk Shifting with Fuzzy Capital Constraints," Post-Print hal-03473718, HAL.
  • Simon Dubecq & Benoît Mojon & Xavier Ragot, 2015. "Risk Shifting with Fuzzy Capital Constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-01157527, HAL.
• Bernard De Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Documents de travail du Centre d'Economie de la Sorbonne 15054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard de Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Post-Print halshs-01169563, HAL.
  • Bernard de Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169563, HAL.
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• Tobias Nigbur, 2015. "Calls of convertible debt securities: no bad news at all," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(1), pages 61-79, February.
• Bryan Foltice & Thomas Langer, 2015. "Profitable momentum trading strategies for individual investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(2), pages 85-113, May.
• Matthias Bank & Ralf Baumann, 2015. "Market efficiency under ad hoc information: evidence from Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 173-206, August.
• Steve Janner & Daniel Schmidt, 2015. "Are economically significant bond returns explained by corporate news? An examination of the German corporate bond market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 271-298, August.
• Laura Henning, 2015. "Shareholder voting and merger returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(4), pages 337-363, November.
  • Henning, Laura Sophie, 2014. "Shareholder Voting and Merger Returns," Working Papers on Finance 1416, University of St. Gallen, School of Finance, revised Jul 2015.
• Paulo Silva, 2015. "The information content of the open interest of credit default swaps," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(4), pages 381-427, November.
• Paolo Caro, 2015. "Risk, ambiguity, and sovereign rating," International Economics and Economic Policy, Springer, vol. 12(1), pages 41-57, March.
  • Di Caro, Paolo, 2014. "Risk, ambiguity and sovereign rating," MPRA Paper 60295, University Library of Munich, Germany.
• Bachar Fakhry & Christian Richter, 2015. "Is the sovereign debt market efficient? Evidence from the US and German sovereign debt markets," International Economics and Economic Policy, Springer, vol. 12(3), pages 339-357, September.
• Kiridaran Kanagaretnam & Gerald Lobo & Chong Wang, 2015. "Religiosity and Earnings Management: International Evidence from the Banking Industry," Journal of Business Ethics, Springer, vol. 132(2), pages 277-296, December.
• Benjamin Blau & Kathleen Fuller & Chip Wade, 2015. "Short Selling and Price Pressure Around Merger Announcements," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(2), pages 143-160, October.
• Monica Martinez-Blasco & Josep Garcia-Blandon & Josep Argiles-Bosch, 2015. "Does the informational role of the annual general meeting depend on a country’s legal tradition?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 19(4), pages 849-873, November.
• Christian Weistroffer & Steffen Sebastian, 2015. "The German Open-End Fund Crisis – A Valuation Problem?," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 517-548, May.
• Roger Buckland & Julian Williams & Janice Beecher, 2015. "Risk and regulation in water utilities: a cross-country comparison of evidence from the CAPM," Journal of Regulatory Economics, Springer, vol. 47(2), pages 117-145, April.
• Benjamin Blau & Tyler Brough, 2015. "Are put-call ratios a substitute for short sales?," Review of Derivatives Research, Springer, vol. 18(1), pages 51-73, April.
• Finbarr Murphy & Ehud Ronn, 2015. "The valuation and information content of options on crude-oil futures contracts," Review of Derivatives Research, Springer, vol. 18(2), pages 95-106, July.
• Christian Koziol & Philipp Koziol & Thomas Schön, 2015. "Do correlated defaults matter for CDS premia? An empirical analysis," Review of Derivatives Research, Springer, vol. 18(3), pages 191-224, October.
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• Jon Poynter & James Winder & Tzu Tai, 2015. "An analysis of co-movements in industrial sector indices over the last 30 years," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 69-88, January.
• Kimberly Ellis & Phyllis Keys, 2015. "Workforce diversity and shareholder value: a multi-level perspective," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 191-212, February.
• Riccardo Bramante & Giovanni Petrella & Diego Zappa, 2015. "On the use of the market model R-square as a measure of stock price efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 379-391, February.
• William Forbes & Aloysius Igboekwu, 2015. "The explanatory power of representative agent earnings momentum models," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 473-492, April.
• Moonsoo Kang & Kiseok Nam, 2015. "Informed trade and idiosyncratic return variation," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 551-572, April.
• Qin Wang & Hsiao-Fen Yang, 2015. "Earnings announcements, trading volume, and price discovery: evidence from dual class firms," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 669-700, May.
• Robert Goldberg, 2015. "A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 733-754, May.
• Yu Huang & Yao Cheng, 2015. "Stock manipulation and its effects: pump and dump versus stabilization," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 791-815, May.
• Yan Zeng & Josie McLaren, 2015. "The impact of large public sales of Government assets: empirical evidence from the Chinese stock markets on a gradual and offer-to-get approach," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 137-173, July.
• Palani-Rajan Kadapakkam & Timothy Krause & Yiuman Tse, 2015. "Exchange traded funds, size-based portfolios, and market efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 89-110, July.
• Hung-Chao Yu & Wen-Ying Wang & Chingfu Chang, 2015. "The stock market valuation of intellectual capital in the IT industry," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 279-304, August.
• Richard Chung & Scott Fung & Jayendu Patel, 2015. "Alpha–beta–churn of equity picks by institutional investors and the robust superiority of hedge funds," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 363-405, August.
• Qin Wang & Jun Zhang, 2015. "Individual investor trading and stock liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 485-508, October.
• Ashok Robin & Qiang Wu, 2015. "Firm growth and the pricing of discretionary accruals," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 561-590, October.
• Mary Hill & Peter Johnson & Kelvin Liu & Thomas Lopez, 2015. "Operational restructurings: where’s the beef?," Review of Quantitative Finance and Accounting, Springer, vol. 45(4), pages 721-755, November.
• Katsushi Suzuki, 2015. "Unique Dividends for Retail Shareholders: Evidence from Shareholder Perks," Discussion Papers 2015-20, Kobe University, Graduate School of Business Administration.
• Cristina Ciumas & Diana-Maria Chis, 2015. "Unit-Linked Life Insurance Products Versus Other Alternative Investments," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 7(3), pages 222-227, September.
• Roxana Ionescu, 2015. "The Importance of Intermediaries in Stock Transaction," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 7(4), pages 65-68, December.
• Piotr Kasprzak, 2015. "Spanish SOCIMI (REIT) Funds and Efficiency of the Real Estate Capital Market," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 93, pages 41-48, September.
• Havran, Dániel & Erb, Tamás, 2015. "Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája [Trading mechanisms and market frictions. Microstructure of the financial markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 229-262.
• Alper Veli ÇAM, 2015. "The Effects of Sporting Success on Stock Returns: An Application in Istanbul Stock Exchange," Journal of Economics Library, KSP Journals, vol. 2(3), pages 147-154, September.
• Joanne GUO, 2015. "Quantitative Easingand U.S. Financial Asset Returns," Journal of Economics Bibliography, KSP Journals, vol. 2(3), pages 76-105, September.
• Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent, 2020. "Does the type of debt matter? Stock market perception in Europe," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 247-256.
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  • Zuzana FUNGACOVA & Christophe J. GODLEWSKI & Laurent WEILL, 2015. "Does the Type of Debt Matter? Stock Market Perception in Europe," Working Papers of LaRGE Research Center 2015-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Paul†Olivier Klein & Laurent Weill & Christophe J. Godlewski, 2018. "How sukuk shapes firm performance," The World Economy, Wiley Blackwell, vol. 41(3), pages 699-722, March.
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• Emilio Rojas Olea & Werner Kristjanpoller Rodríguez, 2015. "Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 83, pages 9-31, Julio - D.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2016. "How the euro-area sovereign-debt crisis led to a collapse in bank equity prices," Journal of Financial Stability, Elsevier, vol. 26(C), pages 266-275.
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  • Heather D. Gibson & Stephen G. Hall, & George S. Tavlas, 2015. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 15/13, Division of Economics, School of Business, University of Leicester.
  • Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 15/25, Division of Economics, School of Business, University of Leicester.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2016. "How the euro-area sovereign-debt crisis led to a collapse in bank equity prices," Journal of Financial Stability, Elsevier, vol. 26(C), pages 266-275.
  • Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2014. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 14/17, Division of Economics, School of Business, University of Leicester.
  • Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 15/25, Division of Economics, School of Business, University of Leicester.
  • Heather D. Gibson & Stephen G. Hall, & George S. Tavlas, 2015. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 15/13, Division of Economics, School of Business, University of Leicester.
• Laura Bottazzi, 2015. "Underpricing and voluntary disclosure: The case of mining IPOs in Australia," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(2), pages 18-29, April.
• Jijun Niu, 2015. "Stock price reaction to share repurchase announcements by banks in normal and crisis times," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(2), pages 55-62, April.
• Gideon Boako, 2015. "The response of stock prices to dividend news on the Ghana stock market: An empirical assessment," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(2), pages 78-85, April.
• Onem Ozocak, 2015. "Price impact of informed trades in the U.S. treasury markets," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(3), pages 29-40, June.
• Md. Al Mamun & Md. Abu Syeed & Farida Yasmeen, 2015. "Are investors rational, irrational or normal?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(4), pages 1-15, August.
• Susila Munisamy & Edward Wong Sek Khin & Chia Zi Fon, 2015. "Innovation and technical efficiency in Malaysian family manufacturing industries," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(4), pages 50-67, August.
• Yu-Wei Lan & Dan Lin & Lu Lin, 2015. "Cointegration analysis of tourism demand by Mainland China in Taiwan and stock investment strategy," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(5), pages 1-9, October.
• Edirisinghe U. C & Nimal P.D, 2015. "Stock Price Reaction to Announcements of Right Issues and Debenture Issues: Evidence from Colombo Stock Exchange," International Journal of Business and Social Research, LAR Center Press, vol. 5(2), pages 67-76, February.
• Santacruz Cano, Javier & Bernal Alonso, Miguel Ángel, 2015. "Efficiency in Pension Funds Management in a QE Environment: The Case of Spain/Eficiencia en la gestión de los fondos de pensiones en un entorno de QE: El caso de España," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 687-700, Septiembr.
• Sreejata Banerjee & Divya Sinha, 2015. "Effect of Macroeconomic News Releases on Bond Yields in India China and Japan," Working Papers 2015-125, Madras School of Economics,Chennai,India.
• Ekta Selarka & Subhra Choudhury, 2015. "Related Party Transactions and Stock Price Crash Risk: Evidence from India," Working Papers 2015-129, Madras School of Economics,Chennai,India.
• Badri , Ahmad, 2015. "Statement of Investment Deposits Performance: Improvement of Accountability in the Business Model of Usury-free Banking in Iran, Consistant with IFRS," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(1), pages 131-158, January.
• Jaroslav Bukovina, 2015. "Sentiment and blue-chip returns. Firm level evidence from a dynamic threshold model," MENDELU Working Papers in Business and Economics 2015-53, Mendel University in Brno, Faculty of Business and Economics.
• Jaroslav Bukovina, 2015. "Sentiment of a society and large-cap stock liquidity," MENDELU Working Papers in Business and Economics 2015-56, Mendel University in Brno, Faculty of Business and Economics.
• Denice Bodeutsch & Philip Hans Franses, 2015. "The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(1), pages 130-139, January.
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• Alexander Zimper, 2015. "Bank-Deposit Contracts Versus Financial-Market Participation in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 525-536, May.
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• Ankita Mishra & Vinod Mishra & Russell Smyth, 2015. "The Random-Walk Hypothesis on the Indian Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(5), pages 879-892, September.
  • Ankita Mishra & Vinod Mishra & Russell Smyth, 2014. "The Random-Walk Hypothesis on the Indian Stock Market," Monash Economics Working Papers 07-14, Monash University, Department of Economics.
• Nicky J. Ferguson & Dennis Philip & Herbert Y. T. Lam & Jie Michael Guo, 2015. "Media Content and Stock Returns: The Predictive Power of Press," Multinational Finance Journal, Multinational Finance Journal, vol. 19(1), pages 1-31, March.
• Robert Joliet & Aline Muller, 2015. "Dividends and Foreign Performance Signaling," Multinational Finance Journal, Multinational Finance Journal, vol. 19(2), pages 77-107, June.
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• Graham Bornholt & Paul Dou & Mirela Malin, 2015. "Trading Volume and Momentum: The International Evidence," Multinational Finance Journal, Multinational Finance Journal, vol. 19(4), pages 267-313, December.
• Andrew Phiri, 2015. "Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 13(4 (Winter), pages 369-387.
• Edirisinghe U. C & Nimal P.D, 2015. "Stock Price Reaction to Announcements of Right Issues and Debenture Issues: Evidence from Colombo Stock Exchange," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 5(2), pages 67-76, February.
• Kei Kawakami, 2017. "Welfare Consequences of Information Aggregation and Optimal Market Size," American Economic Journal: Microeconomics, American Economic Association, vol. 9(4), pages 303-323, November.
  • Kei Kawakami, 2015. "Welfare Consequences of Information Aggregation and Optimal Market Size," Department of Economics - Working Papers Series 1189, The University of Melbourne.
• Kawakami, Kei, 2016. "Market size matters: A model of excess volatility in large markets," Journal of Financial Markets, Elsevier, vol. 28(C), pages 24-45.
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• Péter Császár, 2015. "Four hours is actually how many hours? – The actual time required for intraday transfers," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(1), pages 166-192.
• Dániel Horváth & Eszter Makay, 2015. "Analysis methodology of interbank reference rates - International trends and the results of the first Hungarian annual statistical analysis for 2014," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(2), pages 62-88.
• Péter Kalmár & Zoltán Zéman & János Lukács, 2015. "Bank controlling with a marketing attitude – applied statistics in the service of controlling," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(4), pages 110-125.
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2015. "Towards a skewness index for the Italian stock market," Department of Economics 0064, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Yuri Biondi & Simone Righi, 2015. "Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time," Department of Economics 0075, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Riccardo Ferretti & Pierpaolo Pattitoni & Anna Salinas, 2015. "The effectiveness of insider trading regulations: The case of the Italian tender offers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0057, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Riccardo Ferretti & Pierpaolo Pattitoni & Anna Salinas, 2015. "The effectiveness of insider trading regulations: The case of the Italian tender offers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 15309, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Narayan, Seema & Smyth, Russell, 2015. "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 380-393.
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• Bernard de Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169563, HAL.
  • Bernard De Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Documents de travail du Centre d'Economie de la Sorbonne 15054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Anne Anderson & E. James Cowan & Karen C. Denning, 2015. "Human Capital Reorganizations and Market Performance: U.S. Firms," Business and Economic Research, Macrothink Institute, vol. 5(2), pages 97-121, December.
• Yu Zhang & Xiaosong Zheng, 2015. "A Study Of The Investment Behavior Based On Behavioral Finance," European Journal of Business and Economics, Central Bohemia University, vol. 10(1), pages 5571:10-557, June.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015. "Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach," Economic Modelling, Elsevier, vol. 51(C), pages 227-241.
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  • Hyeongwoo Kim & Deockhyun Ryu, 2015. "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series auwp2015-08, Department of Economics, Auburn University.
• İbrahim Bozkurt & Sezer Öksüz & Rıfat Karakuş, 2015. "The Impact of Financial Stataments’ Publications on Stock Returns: An Empirical Application on ISE," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 30(103), pages 112-141, April.
• Alex Edmans & Itay Goldstein & Wei Jiang, 2015. "Feedback Effects, Asymmetric Trading, and the Limits to Arbitrage," American Economic Review, American Economic Association, vol. 105(12), pages 3766-3797, December.
• Marco Ottaviani & Peter Norman Sørensen, 2015. "Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal," American Economic Review, American Economic Association, vol. 105(1), pages 1-34, January.
• Jordi Galí & Luca Gambetti, 2015. "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 233-257, January.
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• Aurélien Baillon & Han Bleichrodt, 2015. "Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses," American Economic Journal: Microeconomics, American Economic Association, vol. 7(2), pages 77-100, May.
• Olivier Niyitegeka & Devi Datt Tewari, 2015. "Short And Long-Term Dynamics Of Herd Behaviour At The Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, vol. 17(2), pages 84-102.
• Ye, Shiyu & Karali, Berna, 2016. "The informational content of inventory announcements: Intraday evidence from crude oil futures market," Energy Economics, Elsevier, vol. 59(C), pages 349-364.
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• Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015. "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207264, Italian Association of Agricultural and Applied Economics (AIEAA).
• Ivkov, Milan & Blešić, Ivana & Popov Raljić, Jovanka & Ivkov Džigurski, Anđelija & Pivac, Tatjana & Jovanović, Tamara, 2015. "Visitors’ Motives For Attending A Hybrid Event: A Case Study Of Agricultural Fair," Economics of Agriculture, Institute of Agricultural Economics, vol. 62(01), pages 1-20, March.
• Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke, 2016. "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 623-639.
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• Nicoleta Mihaela FLOREA & Stelian SELISTEANU & Radu BUZIERNESCU, 2015. "Approaching Performance Audit in Public Institutions," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 74-79, December.
• Mazza, Paolo & Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, vol. 15(C), pages 18-30.
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• Vasile CIOLPAN, 2015. "Efficient capital markets and their influence on national economies," Alma Mater University journal, Alma Mater University jornal of Sibiu, vol. 8(2), pages 48-53, July.
• Teodor Hada & Emil Olteanu & Iulian Bogdan Dobra, 2015. "Analysis Of The Average Share Price Of Companies Listed On Bse Depending On The Profit And Exchange Segment. Different Techniques Of General Least Square And Computing Coefficient Covariance For Mean ," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(17), pages 1-7.
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• Robert A. Jarrow, 2015. "Asset Price Bubbles," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 201-218, December.
• Oliver Linton & Katja Smetanina, 2015. "Mean Ratio Statistic for measuring predictability," CeMMAP working papers CWP08/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Mihaela Brindusa Tudose & Valentina Diana Rusu, 2015. "Global Competitiveness Of The European Union Member States: Evolution And Perspectives," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 22.
• Ralph Sonenshine & Evan Kraft, 2015. "What Motivates Banks and Other Financial Services Firms to Merge? An Empirical Analysis of Economic and Institutional Factors," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 66-82, August.
• Vladimir Tsenkov, 2015. "Crisis Influences between Developed and Developing Capital Markets – The Case of Central and Eastern European Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 71-107.
• Sharon Kozicki & Eric Santor & Lena Suchanek, 2015. "Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects," Staff Working Papers 15-21, Bank of Canada.
• Josef Schroth, 2015. "Managerial Compensation Duration and Stock Price Manipulation," Staff Working Papers 15-25, Bank of Canada.
• Verónica Balzarotti & Alejandra Anastasi, 2013. "Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(69), pages 101-149, December.
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• Eyup KADIOGLU & Guray KUCUKKOCAOGLU, 2015. "Intraday Return and Volatility Structures in Borsa Istanbul and the Impact of Opening and Closing Call Auction Sessions," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 9(1), pages 103-126.
• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015. "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers) 277, Bank of Italy, Economic Research and International Relations Area.
• Marcello Pericoli & Giovanni Veronese, 2015. "Forecaster heterogeneity, surprises and financial markets," Temi di discussione (Economic working papers) 1020, Bank of Italy, Economic Research and International Relations Area.
• Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 14080, Banco de la Republica.
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• Ingo Fender & Ulf Lewrick, 2015. "Shifting tides - market liquidity and market-making in fixed income instruments," BIS Quarterly Review, Bank for International Settlements, March.
• Ron Bird & Paolo Pellizzari & Danny Yeung & David Gallagher, 2015. "Performance implications of active management of institutional mutual funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(1), pages 1-27, March.
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• Anders C. Johansson, 2015. "On the challenge to competitive authoritarianism and political patronage in Malaysia," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 29(2), pages 47-67, November.
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• Pilar Abad & M. Dolores Robles, 2015. "The Risk–Return Binomial After Rating Changes," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 44(2), pages 249-274, July.
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• Growitsch Christian & Nepal Rabindra & Stronzik Marcus, 2015. "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, De Gruyter, vol. 16(1), pages 87-103, February.
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• Rickels Wilfried & Görlich Dennis & Peterson Sonja, 2015. "Explaining European Emission Allowance Price Dynamics: Evidence from Phase II," German Economic Review, De Gruyter, vol. 16(2), pages 181-202, May.
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• Peter G. Dunne & Harald Hau & Michael J. Moore, 2015. "Dealer Intermediation Between Markets," Journal of the European Economic Association, European Economic Association, vol. 13(5), pages 770-804, October.
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• Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015. "Change You Can Believe In? Hedge Fund Data Revisions," Journal of Finance, American Finance Association, vol. 70(3), pages 963-999, June.
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• Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2015. "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," Journal of Finance, American Finance Association, vol. 70(5), pages 1903-1948, October.
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• Giovanni Cespa & Xavier Vives, 2015. "The Beauty Contest and Short-Term Trading," Journal of Finance, American Finance Association, vol. 70(5), pages 2099-2154, October.
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• Tomasz Piskorski & Amit Seru & James Witkin, 2015. "Asset Quality Misrepresentation by Financial Intermediaries: Evidence from the RMBS Market," Journal of Finance, American Finance Association, vol. 70(6), pages 2635-2678, December.
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• Martin Hoesli & Kustrim Reka, 2015. "Contagion Channels between Real Estate and Financial Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 101-138, March.
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• OPREAN Camelia, 2015. "Theoretical And Methodological Proposals Regarding The Informational Efficiency Of Financial Markets," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(6), pages 66-80, December.
• Sumit Agarwal & Artashes Karapetyan, 2015. "Salience of debt and homebuyers' credit decisions," Working Paper 2015/21, Norges Bank, revised 20 Nov 2016.
• Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019. "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(1), pages 449-479, February.
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• Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2017. "Interactions among High-Frequency Traders," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1375-1402, August.
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• Brugler, James, 2015. "Into the light: dark pool trading and intraday market quality on the primary exchange," Bank of England working papers 545, Bank of England.
• Anderson, Nicola & Webber, Lewis & Noss, Joseph & Beale, Daniel & Crowley-Reidy, Liam, 2015. "Financial Stability Paper 34: The resilience of financial market liquidity," Bank of England Financial Stability Papers 34, Bank of England.
• He, Qing & Lu, Liping & Ongena, Steven, 2015. "Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China," BOFIT Discussion Papers 1/2015, Bank of Finland, Institute for Economies in Transition.
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• Klein, Paul-Olivier & Weill, Laurent, 2015. "Is it worth issuing bonds in China? Evidence from stock market reactions," BOFIT Discussion Papers 33/2015, Bank of Finland, Institute for Economies in Transition.
  • Paul-Olivier Klein & Laurent Weill, 2016. "Is It Worth Issuing Bonds in China? Evidence from Stock Market Reactions," Working Papers of LaRGE Research Center 2016-01, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke, 2015. "Which financial stocks did short sellers target in the subprime crisis?," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 87-103.
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• Laakkonen, Helinä, 2015. "Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market," Research Discussion Papers 4/2015, Bank of Finland.
• Francis, Bill & Hasan, Iftekhar & Li, Lingxiang, 2015. "Evidence for the existence of downward real earnings management," Research Discussion Papers 13/2015, Bank of Finland.
• Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent, 2020. "Does the type of debt matter? Stock market perception in Europe," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 247-256.
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• Gene Ambrocio, 2020. "Rational exuberance booms," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 263-282, January.
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• Emanuel Barnea & Yigal Menashe, 2015. "Banks Strategies and Credit Spreads as Leading Indicators for the Real Business Cycles Fluctuations," Bank of Israel Working Papers 2015.07, Bank of Israel.
• Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano, 2015. "Liquidity in JGB Markets: An Evaluation from Transaction Data," Bank of Japan Working Paper Series 15-E-2, Bank of Japan.
• Kim, Sei-Wan & Park, Jee-Won, 2015. "Is There Diversification Incentive in Foreign Equity Fund Investment?: Evidence from Korean Equity Fund Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 21(1), pages 37-64, March.
• Jieun Lee, 2015. "The Effects of Monetary Policy Announcements on Stock Market Liquidity (in Korean)," Working Papers 2015-6, Economic Research Institute, Bank of Korea.
• Park, Cyn-Young & Mercado, Rogelio & Choi, Jaehun & Lim, Hosung, 2015. "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series 427, Asian Development Bank.
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• Rahmi Erdem Aktug, 2015. "Empirical dynamics of emerging financial markets during the global mortgage crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(1), pages 17-36, March.
• Imlak Shaikh & Puja Padhi, 2015. "The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(1), pages 44-52, March.
• Nasif Ozkan & Mustafa Mesut Kayali, 2015. "The accrual anomaly: Evidence from Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(2), pages 115-125, June.
• Eyup Kadioðluu & Guray Kuçukkocaoglu & Saim Kilic, 2015. "Closing price manipulation in Borsa Istanbul and the impact of call auction sessions," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(3), pages 213-221, September.
• Walid Mensi & Shawkat Hammoudeh & Ahmet Sensoy & Seong-Min Yoon, 2015. "Dynamic Correlations and Portfolio Diversification between Islamic and Conventional Sector Equity Indexes," Working Paper 31, Research and Business Development Department, Borsa Istanbul.
• Christian Growitsch & Marcus Stronzik & Rabindra Nepal, 2015. "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, Verein für Socialpolitik, vol. 16(1), pages 87-103, February.
  • Growitsch Christian & Nepal Rabindra & Stronzik Marcus, 2015. "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, De Gruyter, vol. 16(1), pages 87-103, February.
  • Growitsch, Christian & Stronzik, Marcus & Nepal, Rabindra, 2012. "Price convergence and information efficiency in German natural gas markets," EWI Working Papers 2012-5, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Wilfried Rickels & Dennis Görlich & Sonja Peterson, 2015. "Explaining European Emission Allowance Price Dynamics: Evidence from Phase II," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 181-202, May.
  • Rickels Wilfried & Görlich Dennis & Peterson Sonja, 2015. "Explaining European Emission Allowance Price Dynamics: Evidence from Phase II," German Economic Review, De Gruyter, vol. 16(2), pages 181-202, May.
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• Al-Ississ Mohamad, 2015. "The Cross-Border Impact of Political Violence," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 21(2), pages 239-272, April.
• Sarsour Shaker & Daoud Yousef, 2015. "The Efficiency of the Banking System in Occupied Palestinian Territory (OPT) 2000–2009," Review of Middle East Economics and Finance, De Gruyter, vol. 11(1), pages 55-77, April.
• Richard Saito & Marco Tulio Clivati Padilha, 2015. "Por que as empresas fecham o capital no Brasil?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(2), pages 200-250.
• Melquiades Pereira Lima & Vinicio de Souza Almeida, 2015. "Sell-side analysts make good predictions in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(3), pages 365-393.
• Antonio Zoratto Sanvicente, 2015. "The Price-Trading Volume Relationship in the Brazilian Stock Market, the Impact of Stock Lending and a Role for Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(4), pages 631-649.
• Andrea Pinna, 2015. "Price Formation of Pledgeable Securities," BEMPS - Bozen Economics & Management Paper Series BEMPS26, Faculty of Economics and Management at the Free University of Bozen.
• Fany Declerck & Laurence Lescourret, 2015. "Dark pools et trading haute fréquence : une évolution utile ?," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 113-126.
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• Crowley, Meredith A. & Meng, Ning & Song, Huasheng, 2019. "Policy shocks and stock market returns: Evidence from Chinese solar panels," Journal of the Japanese and International Economies, Elsevier, vol. 51(C), pages 148-169.
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• Volha Audzei, 2015. "Information Acquisition and Excessive Risk: Impact of Policy Rate and Market Volatility," CERGE-EI Working Papers wp536, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Gabriela Kuvikova, 2015. "Loans for Better Living: The Role of Informal Collateral," CERGE-EI Working Papers wp541, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Andreas Roider & Andrea Voskort, 2016. "Reputational Herding in Financial Markets: A Laboratory Experiment," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 17(3), pages 244-266, July.
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• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," Discussion Papers 15-004, Stanford Institute for Economic Policy Research.
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• Gianluca Cafiso, 2015. "Treasury Auctions and Secondary Market Dynamics. An Analysis Based on the MTS Market for Italy," CESifo Working Paper Series 5357, CESifo.
• Qiubin Huang & Jakob De Haan & Bert Scholtens, 2019. "Analysing Systemic Risk in the Chinese Banking System," Pacific Economic Review, Wiley Blackwell, vol. 24(2), pages 348-372, May.
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• Silvia Miranda-Agrippino, 2015. "Unsurprising Shocks: Information, Premia, and the Monetary Transmission," Discussion Papers 1613, Centre for Macroeconomics (CFM), revised Apr 2016.
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• Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "The Transmission of Monetary Policy Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(3), pages 74-107, July.
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• Gregory S. Crawford & Nicola Pavanini & Fabiano Schivardi, 2018. "Asymmetric Information and Imperfect Competition in Lending Markets," American Economic Review, American Economic Association, vol. 108(7), pages 1659-1701, July.
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• Marina Druz & Alexander F. Wagner & Richard J. Zeckhauser, 2015. "Tips and Tells from Managers: How Analysts and the Market Read Between the Lines of Conference Calls," NBER Working Papers 20991, National Bureau of Economic Research, Inc.
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• Semyon MALAMUD, 2015. "Noisy Arrow-Debreu Equilibria," Swiss Finance Institute Research Paper Series 15-09, Swiss Finance Institute.
• Jakub ROJCEK & Alexandre ZIEGLER, 2015. "High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation," Swiss Finance Institute Research Paper Series 15-23, Swiss Finance Institute, revised Jul 2015.
• Rajna GIBSON BRANDON & Christopher HEMMENS & Mathieu TRÉPANIER, 2015. "Does Market Irrationality in the Media Affect Stock Returns?," Swiss Finance Institute Research Paper Series 15-25, Swiss Finance Institute.
• Johannes Muhle-Karbe & Kevin Webster, 2015. "Information and Inventories in High-Frequency Trading," Swiss Finance Institute Research Paper Series 15-35, Swiss Finance Institute.
• Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2019. "Average skewness matters," Journal of Financial Economics, Elsevier, vol. 134(1), pages 29-47.
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• Carlo Sala & Giovanni Barone-Adesi, 2015. "Conditioning the Information in Portfolio Optimization," Swiss Finance Institute Research Paper Series 15-50, Swiss Finance Institute, revised Apr 2016.
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• Diana MURESAN, 2015. "The Mishkin Test: An Analysis Of Model Extensions," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 393-400, April.
• Murgia, Maurizio & Pinna, Andrea & Gottardo, Pietro & Bosetti, Luisella, 2019. "The impact of large orders in electronic markets," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 174-192.
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• A. Pinna, 2015. "Price Formation of Pledgeable Securities," Working Paper CRENoS 201511, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 917, Banco de la Republica de Colombia.
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• Peña Cerezo, Miguel Ángel & Rodríguez Castellanos, Arturo & Ibáñez Hernández, Francisco Jaime, 2015. "Does rating shopping exist in spanish securitization issues?," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Xiaobao Song, 2015. "Monitoring or tunneling by large shareholders: evidence from China private listed companies," China Finance Review International, Emerald Group Publishing Limited, vol. 5(2), pages 187-211, May.
• Xiaobao Song, 2015. "Monitoring or tunneling by large shareholders: evidence from China private listed companies," China Finance Review International, Emerald Group Publishing Limited, vol. 5(2), pages 187-211, May.
• Xiaobao Song, 2015. "Monitoring or tunneling by large shareholders: evidence from China private listed companies," China Finance Review International, Emerald Group Publishing Limited, vol. 5(2), pages 187-211, May.
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• Charles Noussair & Yilong Xu, 2015. "Information mirages and financial contagion in an asset market experiment," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(6), pages 1029-1055, November.
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• Enze Liu, 2015. "A historical review of the control of corruption on economic crime in China," Journal of Financial Crime, Emerald Group Publishing Limited, vol. 23(1), pages 4-21, December.
• Jeffrey Hobbs & Ludwig Christian Schaupp & Joel Gingrich, 2015. "Terrorism, militarism, and stock returns," Journal of Financial Crime, Emerald Group Publishing Limited, vol. 23(1), pages 70-86, December.
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• Wasim Ahmad & Sanjay Sehgal, 2015. "The investigation of destabilization effect in India’s agriculture commodity futures market," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 7(2), pages 122-139, May.
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• Denis Gromb & Dimitri Vayanos, 2018. "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
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• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019. "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, vol. 74(1), pages 371-399, February.
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• Honghui Chen & Vijay Singal & Robert F. Whitelaw, 2015. "Comovement Revisited," NBER Working Papers 21281, National Bureau of Economic Research, Inc.
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• Nicolae Gârleanu & Lasse Heje Pedersen, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, vol. 73(4), pages 1663-1712, August.
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• Roman Šperka & Irena Szarowská, 2015. "Impact of a Financial Transaction Tax on a Financial Market," Working Papers 0013, Silesian University, School of Business Administration.
• César Huaroto De la Cruz & Arturo Leonardo Vásquez Cordano, 2015. "Los Conflictos Socio-Ambientales y el Valor de las Acciones de las Grandes Empresas Mineras en el Perú: Evaluando la Teoría de las Opciones Reales," Working Papers 34, Osinergmin, Gerencia de Políticas y Análisis Económico.
• Tihomir Zec & Vice Mihanovic & Jerko Zunic, 2015. "Achieving Competitive Advantage Of A Company Through Efficient Management Of Wages And Employee Rewards," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 11, pages 1133-1145.
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• Chang, Sanders S. & Wang, F. Albert, 2015. "Adverse selection and the presence of informed trading," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 19-33.
• Chan, Konan & Lin, Yueh-hsiang & Wang, Yanzhi, 2015. "The information content of R&D reductions," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 131-155.
• Tse, Yiuman, 2015. "Do industries lead stock markets? A reexamination," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 195-203.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2015. "Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate," Energy Economics, Elsevier, vol. 48(C), pages 46-60.
• Chang, Chun-Ping & Lee, Chien-Chiang, 2015. "Do oil spot and futures prices move together?," Energy Economics, Elsevier, vol. 50(C), pages 379-390.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, vol. 50(C), pages 391-402.
  • Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A unit root model for trending time-series energy variables," Working Papers fe_2015_05, Deakin University, Department of Economics.
• Le, Thai-Ha & Chang, Youngho, 2015. "Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?," Energy Economics, Elsevier, vol. 51(C), pages 261-274.
• Lubnau, Thorben & Todorova, Neda, 2015. "Trading on mean-reversion in energy futures markets," Energy Economics, Elsevier, vol. 51(C), pages 312-319.
• Hitzemann, Steffen & Uhrig-Homburg, Marliese & Ehrhart, Karl-Martin, 2015. "Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities," Energy Economics, Elsevier, vol. 51(C), pages 560-569.
• Griffin, Paul A. & Jaffe, Amy Myers & Lont, David H. & Dominguez-Faus, Rosa, 2015. "Science and the stock market: Investors' recognition of unburnable carbon," Energy Economics, Elsevier, vol. 52(PA), pages 1-12.
• Smales, Lee A., 2015. "Time-variation in the impact of news sentiment," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 40-50.
• Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher, 2015. "Liquidity and resolution of uncertainty in the European carbon futures market," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 89-102.
• Dichtl, Hubert & Drobetz, Wolfgang, 2015. "Sell in May and Go Away: Still good advice for investors?," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 29-43.
• Krieger, Kevin & Mauck, Nathan & Vazquez, Joseph, 2015. "Comparing U.S. and European market volatility responses to interest rate policy announcements," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 127-136.
  • Krieger, Kevin & Mauck, Nathan & Vasquez, Joseph, 2014. "Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements," MPRA Paper 52959, University Library of Munich, Germany.
• Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015. "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 167-178.
• Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald, 2015. "Does the stock market drive herd behavior in commodity futures markets?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 32-44.
• Hudson, Robert & Urquhart, Andrew, 2015. "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 166-177.
• González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael, 2015. "Momentum and default risk. Some results using the jump component," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 185-193.
• Jafarinejad, Mohammad & Jory, Surendranath R. & Ngo, Thanh N., 2015. "The effects of institutional ownership on the value and risk of diversified firms," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 207-219.
• Asimakopoulos, Panagiotis N. & Tsangarakis, Nickolaos V. & Tsiritakis, Emmanuel D., 2015. "Price adjustment method and ex-dividend day returns in a different institutional setting," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 1-12.
• Kryzanowski, Lawrence & Mohsni, Sana, 2015. "Earnings forecasts and idiosyncratic volatilities," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 107-123.
• Chou, Hsin-I & Tian, Gloria Y. & Yin, Xiangkang, 2015. "Takeover rumors: Returns and pricing of rumored targets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 13-27.
• Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan, 2015. "On the efficiency of the global gold markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 218-236.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015. "Will precious metals shine? A market efficiency perspective," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 284-291.
  • Amélie Charles & Olivier Darné & Jae H. Kim, 2015. "Will precious metals shine ? A market efficiency perspective," Post-Print hal-01238706, HAL.
• Smales, Lee A. & Yang, Yi, 2015. "The importance of belief dispersion in the response of gold futures to macroeconomic announcements," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 292-302.
• D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo, 2015. "Commonality on Euronext: Do location and account type matter?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 183-198.
  • Catherine d'Hondt & Christophe Majois & Paolo Mazza, 2015. "Commonality on Euronext: Do location and account type matter?," Post-Print hal-01667400, HAL.
• López, Raquel, 2015. "Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 292-303.
• Bai, Min & Qin, Yafeng, 2015. "Short sales constraints and price adjustments to earnings announcements: Evidence from the Hong Kong market," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 304-315.
• Sifat, Imtiaz Mohammad & Mohamad, Azhar, 2015. "Order imbalance and selling aggression under a shorting ban: Evidence from the UK," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 368-379.
• Narayan, Seema & Smyth, Russell, 2015. "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 380-393.
  • Seema Narayan & Russell Smyth, 2015. "The Financial Econometrics of Price Discovery and Predictability," Monash Economics Working Papers 06-15, Monash University, Department of Economics.
• Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N., 2015. "The long-term performance of index additions and deletions: Evidence from the Hang Seng Index," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 407-420.
• Switzer, Lorne N. & Tahaoglu, Cagdas, 2015. "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 76-97.
• Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih, 2015. "Long memory and the relation between options and stock prices," Finance Research Letters, Elsevier, vol. 12(C), pages 77-91.
• Wang, Miao & Wong, M. C. Sunny, 2015. "Rational speculative bubbles in the US stock market and political cycles," Finance Research Letters, Elsevier, vol. 13(C), pages 1-9.
• Dare, William H. & Dennis, Steven A. & Paul, Rodney J., 2015. "Player absence and betting lines in the NBA," Finance Research Letters, Elsevier, vol. 13(C), pages 130-136.
• Acker, Daniella & Duck, Nigel W., 2015. "Political risk, investor attention and the Scottish Independence referendum," Finance Research Letters, Elsevier, vol. 13(C), pages 163-171.
• Gerritsen, Dirk F., 2015. "Security analysts’ target prices and takeover premiums," Finance Research Letters, Elsevier, vol. 13(C), pages 205-213.
• Amaya, Diego & Filbien, Jean-Yves, 2015. "The similarity of ECB’s communication," Finance Research Letters, Elsevier, vol. 13(C), pages 234-242.
• Godek, Paul E., 2015. "A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles," Finance Research Letters, Elsevier, vol. 13(C), pages 29-35.
• Brawn, Derek & Sevǐc, Aleksandar, 2015. "Net payout return: An alternative to the traditional returns approach based on dividends and share repurchases," Finance Research Letters, Elsevier, vol. 13(C), pages 66-73.
• Neaime, Simon, 2015. "Are emerging MENA stock markets mean reverting? A Monte Carlo simulation," Finance Research Letters, Elsevier, vol. 13(C), pages 74-80.
• Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei, 2015. "Revisiting the earnings–price effect: The importance of future earnings," Finance Research Letters, Elsevier, vol. 13(C), pages 90-96.
• Bi, XiaoGang & Wang, Danni, 2015. "Role of single largest investors: Examples of mutual funds and acquisitions," Finance Research Letters, Elsevier, vol. 14(C), pages 104-110.
• Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015. "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, vol. 14(C), pages 36-44.
• Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren, 2015. "Technology upgrades in emerging equity markets: Effects on liquidity and trading activity," Finance Research Letters, Elsevier, vol. 14(C), pages 87-92.
• Mazza, Paolo & Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, vol. 15(C), pages 18-30.
  • Paolo Mazza & Mikael Petitjean, 2015. "How integrated is the European carbon derivatives market?," Post-Print hal-01526028, HAL.
  • Paolo MAZZA & Mikael PETITJEAN, 2015. "How integrated is the European carbon derivatives market?," LIDAM Reprints CORE 2777, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," LIDAM Reprints LFIN 2015004, Université catholique de Louvain, Louvain Finance (LFIN).
• Xu, Feng & Wan, Difang, 2015. "The impacts of institutional and individual investors on the price discovery in stock index futures market: Evidence from China," Finance Research Letters, Elsevier, vol. 15(C), pages 221-231.
• Chang, Jung-Hsien & Hung, Mao-Wei & Tsai, Feng-Tse, 2015. "Credit contagion and competitive effects of bond rating downgrades along the supply chain," Finance Research Letters, Elsevier, vol. 15(C), pages 232-238.
• Wen, Yi-Chieh & Lin, Philip T. & Li, Bin & Roca, Eduardo, 2015. "Stock return predictability in South Africa: The role of major developed markets," Finance Research Letters, Elsevier, vol. 15(C), pages 257-265.
• Haga, Jesper, 2015. "Intermediate-term momentum and credit rating," Finance Research Letters, Elsevier, vol. 15(C), pages 59-67.
• Luo, Xingguo & Ye, Zinan, 2015. "Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?," Finance Research Letters, Elsevier, vol. 15(C), pages 68-77.
• Massa, Massimo & Simonov, Andrei & Stenkrona, Anders, 2015. "Style representation and portfolio choice," Journal of Financial Markets, Elsevier, vol. 23(C), pages 1-25.
• Huh, Sahn-Wook & Lin, Hao & Mello, Antonio S., 2015. "Options market makers׳ hedging and informed trading: Theory and evidence," Journal of Financial Markets, Elsevier, vol. 23(C), pages 26-58.
• Jacobs, Heiko & Weber, Martin, 2015. "On the determinants of pairs trading profitability," Journal of Financial Markets, Elsevier, vol. 23(C), pages 75-97.
• Berkowitz, Jason P. & Depken, Craig A. & Gandar, John M., 2015. "Information and accuracy in pricing: Evidence from the NCAA men׳s basketball betting market," Journal of Financial Markets, Elsevier, vol. 25(C), pages 16-32.
• Bansal, Naresh & Connolly, Robert A. & Stivers, Chris, 2015. "Equity volatility as a determinant of future term-structure volatility," Journal of Financial Markets, Elsevier, vol. 25(C), pages 33-51.
• Chakrabarty, Bidisha & Pascual, Roberto & Shkilko, Andriy, 2015. "Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm," Journal of Financial Markets, Elsevier, vol. 25(C), pages 52-79.
• Paiardini, Paola, 2015. "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, vol. 26(C), pages 103-121.
  • Paiardini, Paola, 2009. "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers esdp09053, University of Molise, Department of Economics.
  • Paola Paiardini, 2009. "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance 0908, Birkbeck, Department of Economics, Mathematics & Statistics.
• Gao, Pengjie & Hao, Jia & Kalcheva, Ivalina & Ma, Tongshu, 2015. "Short sales and the weekend effect—Evidence from a natural experiment," Journal of Financial Markets, Elsevier, vol. 26(C), pages 85-102.
• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2015. "Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis," Journal of Financial Stability, Elsevier, vol. 16(C), pages 164-172.
  • Mr. Jorge A Chan-Lau & Miss Estelle X Liu & Jochen M. Schmittmann, 2012. "Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis," IMF Working Papers 2012/174, International Monetary Fund.
  • Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2013. "Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis," Discussion Papers 32/2013, Deutsche Bundesbank.
• Wu, Deming, 2015. "The effects of government capital and liquidity support programs on bank lending: Evidence from the syndicated corporate credit market," Journal of Financial Stability, Elsevier, vol. 21(C), pages 13-25.
• Silva, Paulo Pereira da & Vieira, Carlos & Vieira, Isabel, 2015. "The determinants of CDS open interest dynamics," Journal of Financial Stability, Elsevier, vol. 21(C), pages 95-109.
• Sayim, Mustafa & Rahman, Hamid, 2015. "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, vol. 26(C), pages 1-17.
• Shachmurove, Yochanan & Vulanovic, Milos, 2015. "Specified purpose acquisition companies in shipping," Global Finance Journal, Elsevier, vol. 26(C), pages 64-79.
• Alhashel, Bader, 2015. "Does stealth trading coexist with high levels of insider trading? Evidence from Kuwait," Global Finance Journal, Elsevier, vol. 27(C), pages 112-118.
• Chiang, Thomas C. & Zheng, Dazhi, 2015. "Liquidity and stock returns: Evidence from international markets," Global Finance Journal, Elsevier, vol. 27(C), pages 73-97.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, vol. 28(C), pages 95-110.
  • Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price Discovery in the Dual-Platform US Treasury Market," MPRA Paper 61440, University Library of Munich, Germany.
• Porras, Eva & Ülkü, Numan, 2015. "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 111-126.
• Ibikunle, Gbenga, 2015. "Opening and closing price efficiency: Do financial markets need the call auction?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 208-227.
• Fung, Ka Wai Terence & Demir, Ender & Lau, Chi Keung Marco & Chan, Kwok Ho, 2015. "Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 337-355.
• Chau, Frankie & Deesomsak, Rataporn, 2015. "Business cycle variation in positive feedback trading: Evidence from the G-7 economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 147-159.
• Grammatikos, Theoharry & Lehnert, Thorsten & Otsubo, Yoichi, 2015. "Market perceptions of US and European policy actions around the subprime crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 99-113.
  • Yoichi Otsubo & Theoharry Grammatikos & Thorsten Lehnert, 2012. "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," LSF Research Working Paper Series 12-14, Luxembourg School of Finance, University of Luxembourg.
  • Theoharry Grammatikos & Thorsten Lehnert & Yoichi Otsubo, 2014. "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," IMES Discussion Paper Series 14-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
• Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela, 2015. "Industry long-term return reversal," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 65-78.
• Goddard, John & Kita, Arben & Wang, Qingwei, 2015. "Investor attention and FX market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 79-96.
• Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S., 2015. "The effect of security and market order flow shocks on co-movement," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 136-155.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
  • Kilian, Lutz & Baumeister, Christiane, 2013. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers 9768, C.E.P.R. Discussion Papers.
  • Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).
  • Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers 14-11, Bank of Canada.
• Lleo, Sébastien & Ziemba, William T., 2015. "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, vol. 31(2), pages 399-425.
  • Lleo, Sebastien & Ziemba, Bill, 2014. "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics 60960, London School of Economics and Political Science, LSE Library.
• Billings, Mary Brooke & Cedergren, Matthew C., 2015. "Strategic silence, insider selling and litigation risk," Journal of Accounting and Economics, Elsevier, vol. 59(2), pages 119-142.
• Yezegel, Ari, 2015. "Why do analysts revise their stock recommendations after earnings announcements?," Journal of Accounting and Economics, Elsevier, vol. 59(2), pages 163-181.
• Burgstahler, David & Chuk, Elizabeth, 2015. "Do scaling and selection explain earnings discontinuities?," Journal of Accounting and Economics, Elsevier, vol. 60(1), pages 168-186.
• Devos, Erik & Elliott, William B. & Warr, Richard S., 2015. "CEO opportunism?: Option grants and stock trades around stock splits," Journal of Accounting and Economics, Elsevier, vol. 60(1), pages 18-35.
• Lys, Thomas & Naughton, James P. & Wang, Clare, 2015. "Signaling through corporate accountability reporting," Journal of Accounting and Economics, Elsevier, vol. 60(1), pages 56-72.
• Bloomfield, Matthew J. & Bloomfield, Robert, 2015. "Discussion of delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 104-109.
• Li, Kevin K. & You, Haifeng, 2015. "What is the value of sell-side analysts? Evidence from coverage initiations and terminations," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 141-160.
• Billings, Mary Brooke & Jennings, Robert & Lev, Baruch, 2015. "On guidance and volatility," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 161-180.
• Beneish, M.D. & Lee, C.M.C. & Nichols, D.C., 2015. "In short supply: Short-sellers and stock returns," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 33-57.
  • Beneish, M. D. & Lee, C. M. C. & Nichols, D. C., 2014. "In Short Supply: Short-Sellers and Stock Returns," Research Papers 3064, Stanford University, Graduate School of Business.
• Hansen, Robert S., 2015. "What is the value of sell-side analysts? Evidence from coverage changes – A discussion," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 58-64.
• Taylor, Daniel J. & Verrecchia, Robert E., 2015. "Delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 8-32.

2014

• Bechmann, Ken L. & Lunde, Asger & Zebedee, Allan A., 2014. "In- and out-of-the-money convertible bond calls: Signaling or price pressure?," Journal of Corporate Finance, Elsevier, vol. 24(C), pages 135-148.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian & Waisman, Maya, 2014. "Can firms learn by observing? Evidence from cross-border M&As," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 202-215.
  • Francis, Bill & Hasan, Iftekhar & Sun, Xian & Waisman, Maya, 2014. "Can firms learn by observing? Evidence from cross-border M&As," Bank of Finland Research Discussion Papers 17/2014, Bank of Finland.
• Autore, Don M. & Kovacs, Tunde, 2014. "Investor recognition and seasoned equity offers," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 216-233.
• Cline, Brandon N. & Garner, Jacqueline L. & Yore, Adam S., 2014. "Exploitation of the internal capital market and the avoidance of outside monitoring," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 234-250.
• Xu, Nianhang & Li, Xiaorong & Yuan, Qingbo & Chan, Kam C., 2014. "Excess perks and stock price crash risk: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 419-434.
• Karampatsas, Nikolaos & Petmezas, Dimitris & Travlos, Nickolaos G., 2014. "Credit ratings and the choice of payment method in mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 474-493.
• Vermaelen, Theo & Xu, Moqi, 2014. "Acquisition finance and market timing," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 73-91.
  • Vermaelen, Theo & Xu, Moqi, 2014. "Acquisition finance and market timing," LSE Research Online Documents on Economics 55120, London School of Economics and Political Science, LSE Library.
• Newhard, Joseph Michael, 2014. "The stock market speaks: How Dr. Alchian learned to build the bomb," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 116-132.
• Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis, 2014. "Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 133-156.
• Liu, Tingting & Wu, Juan (Julie), 2014. "Merger arbitrage short selling and price pressure," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 36-54.
• Renneboog, Luc & Zhao, Yang, 2014. "Director networks and takeovers," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 218-234.
  • Renneboog, L.D.R. & Zhao, Y., 2013. "Director Networks and Takeovers," Discussion Paper 2013-056, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Zhao, Y., 2014. "Director networks and takeovers," Other publications TiSEM b25bfaae-9d29-49cb-99ee-4, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Zhao, Y., 2013. "Director Networks and Takeovers," Other publications TiSEM 04ccf531-c446-4257-97e7-4, Tilburg University, School of Economics and Management.
• Fiordelisi, Franco & Ricci, Ornella, 2014. "Corporate culture and CEO turnover," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 66-82.
• Ben-Nasr, Hamdi & Cosset, Jean-Claude, 2014. "State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 179-199.
• May, Anthony D., 2014. "Corporate liquidity and the contingent nature of bank credit lines: Evidence on the costs and consequences of bank default," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 410-429.
• Yang, Chunpeng & Li, Jinfang, 2014. "Two-period trading sentiment asset pricing model with information," Economic Modelling, Elsevier, vol. 36(C), pages 1-7.
• Beckmann, Joscha & Czudaj, Robert, 2014. "Volatility transmission in agricultural futures markets," Economic Modelling, Elsevier, vol. 36(C), pages 541-546.
• Yang, Chunpeng & Zhang, Rengui, 2014. "Dynamic sentiment asset pricing model," Economic Modelling, Elsevier, vol. 37(C), pages 362-367.
• Gozbasi, Onur & Kucukkaplan, Ilhan & Nazlioglu, Saban, 2014. "Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests," Economic Modelling, Elsevier, vol. 38(C), pages 381-384.
• Yang, Chunpeng & Cai, Chuangqun, 2014. "Higher order expectations in sentiment asset pricing model," Economic Modelling, Elsevier, vol. 39(C), pages 95-100.
• Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Regime-dependent adjustment in energy spot and futures markets," Economic Modelling, Elsevier, vol. 40(C), pages 400-409.
• Tiwari, Aviral Kumar & Kyophilavong, Phouphet, 2014. "New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach," Economic Modelling, Elsevier, vol. 43(C), pages 38-41.
• Wang, Yuming & Ma, Jinpeng, 2014. "Excess volatility and the cross-section of stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 1-16.
• Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos, 2014. "Institutional changes of Specified Purpose Acquisition Companies (SPACs)," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 149-169.
  • Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos, 2013. "Institutional changes of SPACs," EconStor Preprints 68589, ZBW - Leibniz Information Centre for Economics.
  • Milan Lakicevic & Yochanan Shachmurove & Milos Vulanovic, 2013. "On Mergers, Acquisitions and Liquidation Using Specified Purpose Acquisition Companies (SPACs)," PIER Working Paper Archive 13-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos, 2013. "Institutional changes of SPACs," MPRA Paper 44181, University Library of Munich, Germany.
• Chan, Chia-Ying & Lo, Huai-Chun & Su, Yi-Ru, 2014. "Distribution of stock ratings and analyst recommendation revision," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 273-286.
• Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan, 2014. "Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 358-374.
• Li, Mingsheng & Zhao, Xin, 2014. "Impact of leveraged ETF trading on the market quality of component stocks," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 90-108.
• Zhang, Tai-Wei & Wu, Wei-Hwa, 2014. "The asymmetric predictability of high-yield bonds," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 146-155.
• Grobys, Klaus, 2014. "Momentum in global equity markets in times of troubles: Does the economic state matter?," Economics Letters, Elsevier, vol. 123(1), pages 100-103.
• Pancs, Romans, 2014. "The negative value of public information in the Glosten–Milgrom model," Economics Letters, Elsevier, vol. 124(2), pages 207-210.
• Cohen, Gil, 2014. "Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day," Economics Letters, Elsevier, vol. 124(3), pages 335-337.
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• Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 52-67, June.
  • Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 52-67, June.
  • Andrés Murcia & Diego Rojas, 2013. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia 789, Banco de la Republica de Colombia.
  • Andrés Murcia & Diego Rojas, 2013. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia 11093, Banco de la Republica.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 23-27, December.
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• Anoop S. Kumar, 2014. "Testing For Long Memory In Volatility In The Indian Forex Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 59(203), pages 75-90, October –.
• Alejandro Bernales, 2014. "The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings," Working papers 495, Banque de France.
• FOUCAULT, Thierry & DUGAST, Jérôme, 2014. "False News, Informational Efficiency, and Price Reversals," HEC Research Papers Series 1036, HEC Paris.
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• Bernales, A. & Dugast, J., 2014. "Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013," Bulletin de la Banque de France, Banque de France, issue 195, pages 45-47.
• A. Bernales. & J. Dugast., 2014. "International workshop on algorithmic and high-frequency trading:a brief summary," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 33, pages 39-42, spring.
• Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón & Santiago García-Verdú & Miguel Zerecero & Marco Vega & Erick Lahura & Ramon Moreno, 2014. "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia 849, Banco de la Republica de Colombia.
  • Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón & Santiago García-Verdú & Miguel Zerecero & Marco Vega & Erick Lahura & Ramon Moreno, 2014. "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," BIS Working Papers 462, Bank for International Settlements.
  • Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón, 2014. "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia 12258, Banco de la Republica.
• Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," The Economic Record, The Economic Society of Australia, vol. 90, pages 16-40, June.
  • Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series 181, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  • Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series 21, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Raphael A. Auer, 2014. "What drives TARGET2 balances? Evidence from a panel analysis [What drives Target2 balances? Evidence from a panel analysis]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(77), pages 139-197.
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• Ron Bird & Harry Liem & Susan Thorp, 2014. "Infrastructure: Real Assets and Real Returns," European Financial Management, European Financial Management Association, vol. 20(4), pages 802-824, September.
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• Khamis H. Al-Yahyaee, 2014. "Frequency and Motives for Stock Dividends in a Unique Environment," International Review of Finance, International Review of Finance Ltd., vol. 14(2), pages 295-318, June.
• Xavier Vives, 2014. "On The Possibility Of Informationally Efficient Markets," Journal of the European Economic Association, European Economic Association, vol. 12(5), pages 1200-1239, October.
  • Vives, Xavier, 2014. "On the Possibility of Informationally Efficient Markets," IESE Research Papers D/1104, IESE Business School.
• Miguel Antón & Christopher Polk, 2014. "Connected Stocks," Journal of Finance, American Finance Association, vol. 69(3), pages 1099-1127, June.
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• Diane Del Guercio & Jonathan Reuter, 2014. "Mutual Fund Performance and the Incentive to Generate Alpha," Journal of Finance, American Finance Association, vol. 69(4), pages 1673-1704, August.
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• Joel Peress, 2014. "The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes," Journal of Finance, American Finance Association, vol. 69(5), pages 2007-2043, October.
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• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014. "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, vol. 69(5), pages 2279-2337, October.
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• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, vol. 69(6), pages 2597-2649, December.
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• Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014. "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 78-97, February.
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• Cheung, Yin-Wong & Rime, Dagfinn, 2014. "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 170-189.
  • Yin-Wong Cheung & Dagfinn Rime, 2014. "The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market," CESifo Working Paper Series 4850, CESifo.
  • Cheung, Yin-Wong & Rime, Dagfinn, 2014. "The offshore renminbi exchange rate: Microstructure and links to the onshore market," BOFIT Discussion Papers 17/2014, Bank of Finland, Institute for Economies in Transition.
  • Cheung, YW & Rime, D, 2014. "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Santa Cruz Department of Economics, Working Paper Series qt9nj1q298, Department of Economics, UC Santa Cruz.
• Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2016. "Do the type of sukuk and choice of shari’a scholar matter?," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 63-76.
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• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian & Waisman, Maya, 2014. "Can firms learn by observing? Evidence from cross-border M&As," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 202-215.
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• Petr Zeman, 2014. "Technical Trading and Testing of Intra-day Market Efficiency in the Foreign Exchange Market," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, vol. 17(1), pages 3-13.
• Young Han Kim & Hosung Jung, 2014. "Investor Trading Behavior Around the Time of Geopolitical Risk Events: Evidence from South Korea," Working Papers 2014-10, Economic Research Institute, Bank of Korea.
• Junhan Kim & Jieun Lee, 2014. "Foreign Ownership and Commonality in Liquidity Between FX and Stock Markets (in Korean)," Working Papers 2014-18, Economic Research Institute, Bank of Korea.
• Ulkem Basdas & Adil Oran, 2014. "Event studies in Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(3), pages 167-188, September.
• Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar, 2014. "Impact of short selling activity on market dynamics: Evidence from an emerging market," Journal of Financial Stability, Elsevier, vol. 15(C), pages 53-62.
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• Kollias Christos & Papadamou Stephanos & Psarianos Iacovos, 2014. "Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 20(2), pages 267-292, April.
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• Regis Augusto Ely, 2014. "Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(1), pages 13-39.
• Glener de Almeida Dourado & Benjamin Miranda Tabak, 2014. "Testing the Adaptive Markets Hypothesis for Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(4), pages 517-553.
• Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame, 2014. "Asset Prices and Asymmetric Reasoning," Bristol Economics Discussion Papers 14/640, School of Economics, University of Bristol, UK.
• Christian Andres & André Betzer & Markus Doumet & Erik Theissen, 2018. "Open Market Share Repurchases in Germany: A Conditional Event Study Approach," Abacus, Accounting Foundation, University of Sydney, vol. 54(4), pages 417-444, December.
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• Eric M. Aldrich & Indra Heckenbach & Gregory Laughlin, 2014. "The Random Walk of High Frequency Trading," Papers 1408.3650, arXiv.org, revised Aug 2014.
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• Murgia, Maurizio & Pinna, Andrea & Gottardo, Pietro & Bosetti, Luisella, 2019. "The impact of large orders in electronic markets," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 174-192.
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• Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014. "Irrational Market Makers," Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
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• Nesrine Bentemessek Kahia, 2014. "Actif sous-jacent et produits dérivés financiers de la Compagnie des Mers du Sud. La rationalité de la bulle reconsidérée," Revue économique, Presses de Sciences-Po, vol. 65(5), pages 781-803.
• James Brugler & Oliver Linton, 2014. "Circuit Breakers on the London Stock Exchange: Do they improve subsequent market quality?," Cambridge Working Papers in Economics 1453, Faculty of Economics, University of Cambridge.
• Peter G. Dunne & Michael J. Fleming & Andrey Zholos, 2013. "ECB monetary operations and the interbank repo market," Staff Reports 654, Federal Reserve Bank of New York.
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• David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series," Tinbergen Institute Discussion Papers 14-014/III, Tinbergen Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Working Papers in Economics 14/04, University of Canterbury, Department of Economics and Finance.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Documentos de Trabajo del ICAE 2014-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Joshua Aizenman & Mahir Binici & Michael M. Hutchison, 2016. "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 317-356, June.
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  • Aizenman, Joshua & Binici, Mahir & Hutchison, Michael M, 2014. "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," Santa Cruz Department of Economics, Working Paper Series qt7n17z9km, Department of Economics, UC Santa Cruz.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014. "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 170-189.
  • Yin-Wong Cheung & Dagfinn Rime, 2014. "The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market," CESifo Working Paper Series 4850, CESifo.
  • Cheung, Yin-Wong & Rime, Dagfinn, 2014. "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Santa Cruz Department of Economics, Working Paper Series qt9nj1q298, Department of Economics, UC Santa Cruz.
  • Cheung, Yin-Wong & Rime, Dagfinn, 2014. "The offshore renminbi exchange rate: Microstructure and links to the onshore market," BOFIT Discussion Papers 17/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
• Myroslav Pidkuyko, 2014. "Dynamics of Consumption and Dividends over the Business Cycle," CERGE-EI Working Papers wp522, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014. "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 170-189.
  • Cheung, Yin-Wong & Rime, Dagfinn, 2014. "The offshore renminbi exchange rate: Microstructure and links to the onshore market," BOFIT Discussion Papers 17/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Yin-Wong Cheung & Dagfinn Rime, 2014. "The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market," CESifo Working Paper Series 4850, CESifo.
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• Hau, Harald & Lai, Sandy, 2016. "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, vol. 120(2), pages 309-329.
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• Makoto Nirei & Tsutomu Watanabe, 2014. "Beauty Contests and Fat Tails in Financial Markets," CARF F-Series CARF-F-346, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015. "Are institutions informed about news?," Journal of Financial Economics, Elsevier, vol. 117(2), pages 249-287.
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• Khamis Hamed Al-Yahyaee, 2014. "Stock dividend ex-day effect and market microstructure in a unique environment," International Economics, CEPII research center, issue 139, pages 71-79.
• Walid Mensi & Makram Beljid & Shunsuke Managi, 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," International Economics, CEPII research center, issue 140, pages 89-106.
• Claudia Keser & Andreas Markstädter, 2014. "Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals," CIRANO Working Papers 2014s-30, CIRANO.
• Mihaela – Lavinia CIOBĂNICĂ, 2014. "Organizational Systems Of Internal Financial Control In The World," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 3, pages 92-102, April.
• María José Roa, 2014. "La inclusión y la estabilidad financieras," Documentos de Investigación - Research Papers 15, CEMLA.
• Julio C. Alonso & Andrés M. Arcila, 2014. "Eficiencia semifuerte del mercado internacional del azúcar entre los anos 2001 y 2011," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
• Germán Horacio Cardona Vélez, 2014. "Análisis del impacto de los cambios del control corporativo sobre el valor de las empresas en América Latina," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
• Javier Eliecer Pirateque Niño, 2014. "Uso de la Metodología Wavelets para la validación de la regla de la raíz del tiempo y su aplicación al riesgo de mercado," Borradores de Economia 809, Banco de la Republica de Colombia.
  • Javier Eliecer Pirateque Niño, 2014. "Uso de la Metodología Wavelets para la Validación de la Regla de la Raíz del Tiempo y su Aplicación al Riesgo de Mercado," Borradores de Economia 11137, Banco de la Republica.
• Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón & Santiago García-Verdú & Miguel Zerecero & Marco Vega & Erick Lahura & Ramon Moreno, 2014. "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia 849, Banco de la Republica de Colombia.
  • Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón, 2014. "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia 12258, Banco de la Republica.
  • Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón & Santiago García-Verdú & Miguel Zerecero & Marco Vega & Erick Lahura & Ramon Moreno, 2014. "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," BIS Working Papers 462, Bank for International Settlements.
• Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 52-67, June.
  • Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 52-67, June.
  • Andrés Murcia & Diego Rojas, 2013. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia 11093, Banco de la Republica.
  • Andrés Murcia & Diego Rojas, 2013. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia 789, Banco de la Republica de Colombia.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 23-27, December.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 23-27, December.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 779, Banco de la Republica de Colombia.
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• Lee, Edward & Strong, Norman & Zhu, Zhenmei (Judy), 2014. "Did the value premium survive the subprime credit crisis?," The British Accounting Review, Elsevier, vol. 46(2), pages 166-178.
• Michou, Maria & Mouselli, Sulaiman & Stark, Andrew, 2014. "On the differences in measuring SMB and HML in the UK – Do they matter?," The British Accounting Review, Elsevier, vol. 46(3), pages 281-294.
• Andrey KUDRYAVTSEV & Shosh SHAHRABANI & Aviad DIDI & Eyal GESUNDHEIT, 2014. "Differential Effects Of Target Price Releases On Stock Prices: Psychological Aspects," Journal of Applied Economic Sciences Quarterly, ASERS Publishing, vol. 0(2), pages 153-166, December.
• Nicolas FULLI-LEMAIRE, 2014. "A Tale Of Two Euro-Zones. Banks' Funding, Sovereign Risk And Unconventional Monetary Policies," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 5-26, June.
• Andrey KUDRYAVTSEV & Eyal LEVAV & Shosh SHAHRABANI, 2014. "Effect Of Inlation On Nominal And Real Stock Returns: A Behavioral View," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 57-66, June.
• Andrey KUDRYAVTSEV & Shosh SHAHRABANI & Aviad DIDI & Eyal GESUNDHEIT, 2014. "Differential Effects Of Target Price Releases On Stock Prices: Psychological Aspects," Theoretical and Practical Research in Economic Fields, ASERS Publishing, vol. 0(2), pages 155-166, December.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the clock: An agent-based model of low- and high-frequency trading," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 49-76, March.
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  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the clock: an agent-based model of low- and high-frequency trading," SciencePo Working papers Main hal-01070542, HAL.
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• Jiř� Lahvička, 2014. "What causes the favourite-longshot bias? Further evidence from tennis," Applied Economics Letters, Taylor & Francis Journals, vol. 21(2), pages 90-92, January.
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• Takeshi Inoue & Shigeyuki Hamori, 2014. "Market Efficiency of Commodity Futures in India," World Scientific Book Chapters, in: INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, chapter 6, pages 73-85, World Scientific Publishing Co. Pte. Ltd..
  • Takeshi Inoue & Shigeyuki Hamori, 2014. "Market efficiency of commodity futures in India," Applied Economics Letters, Taylor & Francis Journals, vol. 21(8), pages 522-527, May.
  • Inoue, Takeshi & Hamori, Shigeyuki, 2012. "Market efficiency of commodity futures in India," IDE Discussion Papers 370, Institute of Developing Economies, Japan External Trade Organization(JETRO).
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2014. "Item response models to measure corporate social responsibility," Applied Financial Economics, Taylor & Francis Journals, vol. 24(22), pages 1449-1464, November.
• Romain Boissin & Patrick Sentis, 2014. "Long-run performance of IPOs and the role of financial analysts: some French evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 20(2), pages 125-149, February.
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• João A. Bastos & Jorge Caiado, 2014. "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2121-2133, December.
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• Haiqiang Chen & Terence Tai Leung Chong & Yingni She, 2014. "A principal component approach to measuring investor sentiment in China," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 573-579, April.
  • Chen, Haiqiang & Chong, Terence Tai Leung & She, Yingni, 2013. "A Principal Component Approach to Measuring Investor Sentiment in China," MPRA Paper 54150, University Library of Munich, Germany.
• Vassilis A. Efthymiou & George N. Leledakis, 2014. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 711-724, April.
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• Enrico Biffis & David Blake, 2014. "Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers," North American Actuarial Journal, Taylor & Francis Journals, vol. 18(1), pages 14-21.
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• Neslihan Topbas, 2014. "Tests of Rationality in Turkish Foreign Exchange Market," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 14(2), pages 65-78.
• Eleftherios Giovanis, 2014. "The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 7(3), pages 43-61, December.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Working Papers in Economics 14/04, University of Canterbury, Department of Economics and Finance.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series," Tinbergen Institute Discussion Papers 14-014/III, Tinbergen Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Documentos de Trabajo del ICAE 2014-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick, 2017. "Intraday price discovery in fragmented markets," Journal of Financial Markets, Elsevier, vol. 32(C), pages 28-48.
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• Albert J. Menkveld & Marius A. Zoican, 2017. "Need for Speed? Exchange Latency and Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1188-1228.
  • Albert J. Menkveld & Marius A. Zoican, 2014. "Need for Speed? Exchange Latency and Liquidity," Tinbergen Institute Discussion Papers 14-097/IV, Tinbergen Institute.
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• Marcin Wojtowicz, 2014. "Capital Structure Arbitrage revisited," Tinbergen Institute Discussion Papers 14-137/IV/DSF81, Tinbergen Institute.
• Marcin Wojtowicz, 2014. "The Determinants of CDS Bid-ask Spreads," Tinbergen Institute Discussion Papers 14-138/IV/ DSF82, Tinbergen Institute.
• Charles Noussair & Yilong Xu, 2015. "Information mirages and financial contagion in an asset market experiment," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(6), pages 1029-1055, November.
  • Noussair, C.N. & Xu, Yilong, 2014. "Information Mirages and Financial Contagion in Asset Market Experiment," Other publications TiSEM 8feff7d4-f49d-41a0-9bb0-5, Tilburg University, School of Economics and Management.
  • Noussair, C.N. & Xu, Yilong, 2014. "Information Mirages and Financial Contagion in Asset Market Experiment," Discussion Paper 2014-034, Tilburg University, Center for Economic Research.
• Charles Noussair & Yilong Xu, 2015. "Information mirages and financial contagion in an asset market experiment," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(6), pages 1029-1055, November.
  • Noussair, C.N. & Xu, Yilong, 2014. "Information Mirages and Financial Contagion in Asset Market Experiment," Discussion Paper 2014-034, Tilburg University, Center for Economic Research.
  • Noussair, C.N. & Xu, Yilong, 2014. "Information Mirages and Financial Contagion in Asset Market Experiment," Other publications TiSEM 8feff7d4-f49d-41a0-9bb0-5, Tilburg University, School of Economics and Management.
• Renneboog, Luc & Zhao, Yang, 2014. "Director networks and takeovers," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 218-234.
  • Renneboog, L.D.R. & Zhao, Y., 2013. "Director Networks and Takeovers," Discussion Paper 2013-056, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Zhao, Y., 2014. "Director networks and takeovers," Other publications TiSEM b25bfaae-9d29-49cb-99ee-4, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Zhao, Y., 2013. "Director Networks and Takeovers," Other publications TiSEM 04ccf531-c446-4257-97e7-4, Tilburg University, School of Economics and Management.
• He, Yinghua & Nielsson, Ulf & Wang, Yonglei, 2017. "Hurting without hitting: The economic cost of political tension," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 106-124.
  • He, Yinghua & Nielsson, Ulf & Wang, Yonglei, 2014. "Hurting without Hitting: The Economic Cost of Political Tension," TSE Working Papers 14-484, Toulouse School of Economics (TSE), revised Jul 2015.
• Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: Two sides of the same coin?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 72-85.
  • Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper 55208, University Library of Munich, Germany.
  • John Cotter & Davide Avino, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," Working Papers 201402, Geary Institute, University College Dublin.
• Cotter, John & Sullivan, Niall O' & Rossi, Francesco, 2015. "The conditional pricing of systematic and idiosyncratic risk in the UK equity market," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 184-193.
  • John Cotter & Niall O'Sullivan & Francesco Rossi, 2014. "The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market," Working Papers 201403, Geary Institute, University College Dublin.
• John Cotter & Stuart Gabriel & Richard Roll, 2015. "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 913-936.
  • John Cotter & Stuart Gabriel & Richard Roll, 2014. "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers 201412, Geary Institute, University College Dublin.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Working Papers in Economics 14/04, University of Canterbury, Department of Economics and Finance.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Documentos de Trabajo del ICAE 2014-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series," Tinbergen Institute Discussion Papers 14-014/III, Tinbergen Institute.
• Pilar Abad & M. Dolores Robles, 2015. "The Risk–Return Binomial After Rating Changes," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 44(2), pages 249-274, July.
  • Pilar Abad Romero & Maria Dolores Robles Fernández, 2014. "The Risk-Return binomial after rating changes," Documentos de Trabajo del ICAE 2014-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Alasdair Brown & Fuyu Yang, 2017. "The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange," Review of Finance, European Finance Association, vol. 21(2), pages 583-603.
  • Alasdair Brown & Fuyu Yang, 2014. "The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange," University of East Anglia Applied and Financial Economics Working Paper Series 068, School of Economics, University of East Anglia, Norwich, UK..
• Gallais-Hamonno, Georges & Hoang, Thi-Hong-Van & Oosterlinck, Kim, 2015. "Informational efficiency of the clandestine and official gold markets in Paris," Economics Letters, Elsevier, vol. 126(C), pages 28-30.
  • Georges Gallais-Hamonno & Thi-Hong-Van Hoang & Kim Oosterlinck, 2015. "Informational efficiency of the clandestine and official gold markets in Paris," Post-Print hal-02009842, HAL.
  • Georges Gallais-Hamonno & Thi-hong-van Hoang & Kim Oosterlinck, 2015. "Informational Efficiency of the Clandestine and Official Gold Markets in Paris," ULB Institutional Repository 2013/177963, ULB -- Universite Libre de Bruxelles.
• J. Daniel Aromi, 2014. "El mercado cambiario y los contenidos en la prensa: un analisis empírico," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 31(63), pages 3-23, july-dece.
• Makoto Nirei & Tsutomu Watanabe, 2014. "Beauty Contests and Fat Tails in Financial Markets," CARF F-Series CARF-F-346, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Makoto Nirei & Tsutomu Watanabe, 2014. "Beauty Contests and Fat Tails in Financial Markets," UTokyo Price Project Working Paper Series 024, University of Tokyo, Graduate School of Economics.
• Laura Henning, 2015. "Shareholder voting and merger returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(4), pages 337-363, November.
  • Henning, Laura Sophie, 2014. "Shareholder Voting and Merger Returns," Working Papers on Finance 1416, University of St. Gallen, School of Finance, revised Jul 2015.
• Haerri, Matthias & Morkoetter, Stefan & Westerfeld, Simone, 2014. "Sovereign Risk and the Pricing of Corporate Credit Default Swaps," Working Papers on Finance 1423, University of St. Gallen, School of Finance, revised Feb 2015.
• Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," The Economic Record, The Economic Society of Australia, vol. 90, pages 16-40, June.
  • Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series 181, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  • Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series 21, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Gerig, Austin & Michayluk, David, 2017. "Automated liquidity provision," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 1-13.
  • Austin Gerig & David Michayluk, 2010. "Automated Liquidity Provision and the Demise of Traditional Market Making," Papers 1007.2352, arXiv.org.
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• KiHoon Jimmy Hong & Eliza Wu, 2014. "Can Momentum Factors Be Used to Enhance Accounting Information based Fundamental Analysis in Explaining Stock Price Movements?," Research Paper Series 346, Quantitative Finance Research Centre, University of Technology, Sydney.
• Lijian Wei & Wei Zhang & Xiong Xiong & Lei Shi, 2014. "Position-Limit Design for the CSI 300 Futures Markets," Research Paper Series 349, Quantitative Finance Research Centre, University of Technology, Sydney.
• Dirk G Baur & Isaac Miyakawa, 2014. "The Stock Market, the Real Economy and Contagion," Working Paper Series 179, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," The Economic Record, The Economic Society of Australia, vol. 90, pages 16-40, June.
  • Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series 21, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  • Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series 181, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Fausto Corradin & Domenico Sartore, 2014. "Fund Ratings: The method reconsidered," Working Papers 2014:17, Department of Economics, University of Venice "Ca' Foscari".
• Owen Powell, 2014. "Measuring mispricing in experimental markets," Vienna Economics Papers 1407, University of Vienna, Department of Economics.
• Owen Powell, 2014. "Measuring mispricing in experimental markets," Vienna Economics Papers vie1407, University of Vienna, Department of Economics.
• LUPU, Radu & CALIN, Adrian Cantemir, 2014. "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 89-101.
• IORDACHI, Victoria, 2014. "The Activity Of Institutional Investors On The Securities Market Of The Republic Of Moldova," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 101-107.
• Prashant Joshi, 2014. "Analyzing Performance Of Garch Models In Nse," Working papers 2014-09-16, Voice of Research.
• Wiśniewska Marta, 2014. "Eurusd Intraday Price Reversal," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 152-162, December.
• 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?," Working Papers 2014-18, Faculty of Economic Sciences, University of Warsaw.
• 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," Working Papers 2014-26, Faculty of Economic Sciences, University of Warsaw.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014. "Options delta hedging with no options at all," Working Papers 2014-27, Faculty of Economic Sciences, University of Warsaw.
• Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014. "Generalized Momentum Asset Allocation Model," Working Papers 2014-30, Faculty of Economic Sciences, University of Warsaw.
• Karen Croxson & J. James Reade, 2014. "Information and Efficiency: Goal Arrival in Soccer Betting," Economic Journal, Royal Economic Society, vol. 124(575), pages 62-91, March.
  • Karen Croxson & J. James Reade, 2011. "Information and Efficiency: Goal Arrival in Soccer Betting," Discussion Papers 11-01, Department of Economics, University of Birmingham.
• Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski, 2014. "Decentralized Trading With Private Information," Econometrica, Econometric Society, vol. 82(3), pages 1055-1091, May.
  • Mikhail Golosov & Aleh Tsyvinski & Guido Lorenzoni, 2008. "Decentralized trading with private information," 2008 Meeting Papers 391, Society for Economic Dynamics.
  • Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski, 2009. "Decentralized Trading with Private Information," NBER Working Papers 15513, National Bureau of Economic Research, Inc.
• Guglielmo Maria Caporale & Luis Gil‐Alana, 2014. "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(2), pages 147-161, March.
  • L.A. Gil-Alana & G.M. caporale, 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings 344, Econometric Society.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers 05-09, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series 155, Institute for Advanced Studies.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series 2046, CESifo.
• Douglas Davis & Oleg Korenok & Edward Simpson Prescott, 2014. "An Experimental Analysis of Contingent Capital with Market‐Price Triggers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 999-1033, August.
  • Douglas D. Davis & Korenok Oleg & Edward S. Prescott, 2011. "An Experimental Analysis of Contingent Capital with Market-Price Triggers," Working Papers 1102, VCU School of Business, Department of Economics, revised Apr 2013.
• Fang, Jiali & Jacobsen, Ben & Qin, Yafeng, 2014. "Predictability of the simple technical trading rules: An out-of-sample test," Review of Financial Economics, Elsevier, vol. 23(1), pages 30-45.
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• Renfei Gao & Cindy S. H. Wang & Christian M. Hafner, 2014. "The Impact Of Acquisitions On New Technology Stocks: The Google–Motorola Case," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-23.
• Chia-Lin Chang & Yu-Pei Ke, 2014. "Testing Price Pressure, Information, Feedback Trading, And Smoothing Effects For Energy Exchange Traded Funds," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-26.
  • Chang, Chia-Lin & Ke, Yu-Pei, 2014. "Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds," MPRA Paper 57625, University Library of Munich, Germany.
• Renfei Gao & Cindy S. H. Wang & Christian M. Hafner, 2014. "The Impact Of Acquisitions On New Technology Stocks: The Google–Motorola Case," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-23.
• Chia-Lin Chang & Yu-Pei Ke, 2014. "Testing Price Pressure, Information, Feedback Trading, And Smoothing Effects For Energy Exchange Traded Funds," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-26.
  • Chang, Chia-Lin & Ke, Yu-Pei, 2014. "Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds," MPRA Paper 57625, University Library of Munich, Germany.
• Antje Berndt & Anastasiya Ostrovnaya, 2014. "Do Equity Markets Favor Credit Market News Over Options Market News?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(02), pages 1-51.
• Antje Berndt & Anastasiya Ostrovnaya, 2014. "Do Equity Markets Favor Credit Market News Over Options Market News?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(02), pages 1-51.
• Oleg Bondarenko, 2014. "Why Are Put Options So Expensive?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-50.
• Oleg Bondarenko, 2014. "Why Are Put Options So Expensive?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-50.
• Takeshi Inoue & Shigeyuki Hamori, 2014. "Market efficiency of commodity futures in India," Applied Economics Letters, Taylor & Francis Journals, vol. 21(8), pages 522-527, May.
  • Takeshi Inoue & Shigeyuki Hamori, 2014. "Market Efficiency of Commodity Futures in India," World Scientific Book Chapters, in: INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, chapter 6, pages 73-85, World Scientific Publishing Co. Pte. Ltd..
  • Inoue, Takeshi & Hamori, Shigeyuki, 2012. "Market efficiency of commodity futures in India," IDE Discussion Papers 370, Institute of Developing Economies, Japan External Trade Organization(JETRO).
• Crocker H. Liu & Adam Nowak & Stuart Rosenthal, 2014. "Bubbles, Post-Crash Dynamics, and the Housing Market," Working Papers 14-18, Department of Economics, West Virginia University.
• Karl L. Guntermann & Crocker Liu & Adam Nowak, 2014. "Repeat Sales Methods for Growing Cities and Short Horizons," Working Papers 14-20, Department of Economics, West Virginia University.
• Zachary McGurk & Adam Nowak, 2014. "The Relationship Between Stock Returns and Investor Sentiment: Evidence from Social Media," Working Papers 14-38, Department of Economics, West Virginia University.
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• Keser, Claudia & Markstädter, Andreas, 2014. "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics 207, University of Goettingen, Department of Economics.
• Keser, Claudia & Markstädter, Andreas, 2014. "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics 207 [rev.], University of Goettingen, Department of Economics.
• Theissen, Erik & Zehnder, Lars Simon, 2014. "Estimation of trading costs: Trade indicator models revisited," CFR Working Papers 14-09, University of Cologne, Centre for Financial Research (CFR).
• Friewald, Nils & Jankowitsch, Rainer & Subrahmanyam, Marti G., 2014. "To disclose or not to disclose: Transparency and liquidity in the structured product market," CFS Working Paper Series 461, Center for Financial Studies (CFS).
• Kilian, Lutz & Baumeister, Christiane, 2014. "A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil," CEPR Discussion Papers 10162, C.E.P.R. Discussion Papers.
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• Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2016. "Is there a bubble in the art market?," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 99-109.
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• Murphy, Anne L., 2014. "Making the market: Trading debt at the Eighteenth-Century Bank of England," eabh Papers 14-05, The European Association for Banking and Financial History (EABH).
• Ýlker SAKINÇ & Merve GÜLEN, 2014. "The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method," Journal of Economic and Social Thought, KSP Journals, vol. 1(1), pages 3-14, December.
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• Sakınç, İlker, 2014. "Using Grey Relational Analysis to Determine the Financial Performance of Turkish Football Clubs," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1(1), pages 22-33.
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• Alfarano, Simone & Camacho, Eva & Petrovic, Marko & Provenzano, Giulia, 2014. "The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches," FinMaP-Working Papers 9, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Seitz, Franz, 2014. "Geldpolitik und Behavioural Finance," Weidener Diskussionspapiere 40, University of Applied Sciences Amberg-Weiden (OTH).
• Leppin, Julian Sebastian, 2014. "The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon," HWWI Research Papers 158, Hamburg Institute of International Economics (HWWI).
• Dong, Ming, 2014. "Market reaction to transparency: An empirical study on life insurance demand in Europe," ICIR Working Paper Series 17/14, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• Mundt, Philipp & Förster, Niels & Alfarano, Simone & Milaković, Mishael, 2014. "The real versus the financial economy: A global tale of stability versus volatility," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-26.
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• da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2014. "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-27.
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• Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014. "Financial literacy and its consequences in the emerging middleclass," Kiel Working Papers 1943, Kiel Institute for the World Economy (IfW Kiel).
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• Will, Matthias Georg & Pies, Ingo, 2014. "Insiderhandel und die Regulierung der Kapitalmärkte: Ein Beitrag zur MiFID-Debatte," Discussion Papers 2014-7, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
• Rühl, Tobias R. & Stein, Michael, 2014. "Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets," Ruhr Economic Papers 500, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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• Boortz, Christopher & Kremer, Stephanie & Jurkatis, Simon & Nautz, Dieter, 2014. "Information risk, market stress and institutional herding in financial markets: New evidence through the lens of a simulated model," SFB 649 Discussion Papers 2014-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Leppin, Julian Sebstian, 2014. "The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100284, Verein für Socialpolitik / German Economic Association.
• Gider, Jasmin, 2014. "Do SEC Detections Deter Insider Trading? Evidence from Earnings Announcements," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100343, Verein für Socialpolitik / German Economic Association.
• Fricke, Daniel & Gerig, Austin, 2014. "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100402, Verein für Socialpolitik / German Economic Association.
• Luechinger, Simon & Moser, Christoph, 2014. "The value of the revolving door: Political appointees and the stock market," Journal of Public Economics, Elsevier, vol. 119(C), pages 93-107.
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• Lang, Gunnar & Shen, Yu & Xu, Xian, 2014. "Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings," ZEW Discussion Papers 14-007, ZEW - Leibniz Centre for European Economic Research.
• Andreas Hoepner & Ioannis Oikonomou & Bert Scholtens & Michael Schröder, 2016. "The Effects of Corporate and Country Sustainability Characteristics on The Cost of Debt: An International Investigation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 43(1-2), pages 158-190, January.
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• Kerstin Lopatta & Frerich Buchholz & Thomas Kaspereit, 2014. "Asymmetric Information and International Corporate Social Responsibility," ZenTra Working Papers in Transnational Studies 29 / 2014, ZenTra - Center for Transnational Studies, revised Jan 2014.
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• Maria Chiara Amadori & Lamia Bekkour & Thorsten Lehnert, 2014. "The relative informational efficiency of stocks, options and credit default swaps during the financial crisis," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 15(5), pages 510-532, November.
• Maria Chiara Amadori & Lamia Bekkour & Thorsten Lehnert, 2014. "The relative informational efficiency of stocks, options and credit default swaps during the financial crisis," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 15(5), pages 510-532, November.
• Maria Chiara Amadori & Lamia Bekkour & Thorsten Lehnert, 2014. "The relative informational efficiency of stocks, options and credit default swaps during the financial crisis," Journal of Risk Finance, Emerald Group Publishing, vol. 15(5), pages 510-532, November.
• Qiming Wang, 2014. "Evolution of integer price clustering of IPOs in the aftermarket," Nankai Business Review International, Emerald Group Publishing Limited, vol. 5(4), pages 365-381, October.
• Qiming Wang, 2014. "Evolution of integer price clustering of IPOs in the aftermarket," Nankai Business Review International, Emerald Group Publishing Limited, vol. 5(4), pages 365-381, October.
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• Wasim Ahmad & N.R. Bhanumurthy & Sanjay Sehgal, 2014. "The Eurozone crisis and its contagion effects on the European stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(3), pages 325-352, July.
• Silvio John Camilleri & Christopher J. Green, 2014. "Stock market predictability," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(4), pages 354-370, September.
• Wasim Ahmad & N.R. Bhanumurthy & Sanjay Sehgal, 2014. "The Eurozone crisis and its contagion effects on the European stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(3), pages 325-352, July.
• Silvio John Camilleri & Christopher J Green, 2014. "Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the national stock exchange of India," Studies in Economics and Finance, Emerald Group Publishing, vol. 31(4), pages 354-370.
• Silvio John Camilleri & Christopher J. Green, 2014. "Stock market predictability," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(4), pages 354-370, September.
• Denice Bodeutsch & Philip Hans Franses, 2015. "The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(1), pages 130-139, January.
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• Verwijmeren, P., 2014. "Forensic Finance," ERIM Inaugural Address Series Research in Management EIA-2014-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam..
• Ikram ul Haq & Kashif Rashid, 2014. "Stock Market Efficiency and Size of the Firm: Empirical Evidence from Pakistan," Oeconomics of Knowledge, Saphira Publishing House, vol. 6(1), pages 10-31, March.
• Dayong ZHANG & David C. Broadstock, 2014. "Impact of International Oil Price Shocks on Consumption Expenditures in ASEAN and East Asia," Working Papers DP-2014-24, Economic Research Institute for ASEAN and East Asia (ERIA).
• Amira Akl Ahmed, 2014. "Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 91-126, May.
• Lukas Macijauskas & Dimitrios I. Maditinos, 2014. "Looking for Synergy with Momentum in Main Asset Classes," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-16.
• Ozgur Arslan-Ayaydin & Darold Barnum & Mehmet Baha Karan & Atilla Hakan Ozdemir, 2014. "How is Moral Hazard Related to Financing R&D and Innovations?," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 111-131.
• Alfredas Lukasevicius & Indre Lapinskaite, 2014. "Strategy of Sustainable Development in Investment Portfolio Case," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 3-18.
• Kirill Shakhnov, 2022. "The Allocation of Talent: Finance versus Entrepreneurship," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 161-195, October.
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• Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR, 2014. "Productivity and Efficiency Evaluation of US Mutual Funds," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 120-143, March.
• Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017. "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 31-46.
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• Dan Li & Norman Schürhoff, 2019. "Dealer Networks," Journal of Finance, American Finance Association, vol. 74(1), pages 91-144, February.
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• Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak, 2014. "Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 337-400, June.
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• Ergys Islamaj & Maziar Kazemi, 2014. "Returns to Active Management: The Case of Hedge Funds," International Finance Discussion Papers 1112, Board of Governors of the Federal Reserve System (U.S.).
• Datta, Deepa Dhume & Londono, Juan M. & Ross, Landon J., 2017. "Generating options-implied probability densities to understand oil market events," Energy Economics, Elsevier, vol. 64(C), pages 440-457.
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• Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew, 2014. "Revisiting the Performance of MACD and RSI Oscillators," JRFM, MDPI, vol. 7(1), pages 1-12, February.
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• Pedro Godinho & Pedro Cerqueira, 2018. "The Impact of Expectations, Match Importance, and Results in the Stock Prices of European Football Teams," Journal of Sports Economics, , vol. 19(2), pages 230-278, February.
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• Pedro Godinho & Pedro Cerqueira, 2018. "The Impact of Expectations, Match Importance, and Results in the Stock Prices of European Football Teams," Journal of Sports Economics, , vol. 19(2), pages 230-278, February.
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• Uctum, Remzi & Renou-Maissant, Patricia & Prat, Georges & Lecarpentier-Moyal, Sylvie, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, Elsevier, vol. 35(C), pages 43-56.
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  • Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Erudite Working Paper 2013-05, Erudite.
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  • Georges Prat & Remzi Uctum & Sylvie Lecarpentier-Moyal & Patricia Renou-Maissant, 2014. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print hal-01638222, HAL.
• Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3673-3695, July.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411785, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411784, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers 2014-235, Department of Research, Ipag Business School.
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  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers 2014-17, University of Paris Nanterre, EconomiX.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01638224, HAL.
• Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3673-3695, July.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01638224, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411785, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411784, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers 2014-235, Department of Research, Ipag Business School.
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• Renaud Coulomb & Marc Sangnier, 2014. "The impact of political majorities on firm value: Do electoral promises or friendship connections matter?," Post-Print hal-01474420, HAL.
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• De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
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• Uctum, Remzi & Renou-Maissant, Patricia & Prat, Georges & Lecarpentier-Moyal, Sylvie, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, Elsevier, vol. 35(C), pages 43-56.
  • Remzi Uctum & Patricia Renou‐Maissant & Georges Prat & Sylvie Lecarpentier‐Moyal, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, John Wiley & Sons, vol. 35(1), pages 43-56, November.
  • Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," EconomiX Working Papers 2013-36, University of Paris Nanterre, EconomiX.
  • Georges Prat & Remzi Uctum & Sylvie Lecarpentier-Moyal & Patricia Renou-Maissant, 2014. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print hal-01638222, HAL.
  • Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Erudite Working Paper 2013-05, Erudite.
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  • Remzi Uctum & Patricia Renou-Maissant & Georges Prat & Sylvie Lecarpentier-Moyal, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Post-Print halshs-02080313, HAL.
  • Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2014. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print hal-01411783, HAL.
• Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3673-3695, July.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411785, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01638223, HAL.
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  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers 2014-17, University of Paris Nanterre, EconomiX.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01638224, HAL.
• Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3673-3695, July.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411785, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01638224, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411784, HAL.
  • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers 2014-235, Department of Research, Ipag Business School.
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• Coulomb, Renaud & Sangnier, Marc, 2014. "The impact of political majorities on firm value: Do electoral promises or friendship connections matter?," Journal of Public Economics, Elsevier, vol. 115(C), pages 158-170.
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• De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
  • Rudy de Winne & Carole Gresse & Isabelle Platten, 2008. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00673252, HAL.
  • Rudy de Winne & Carole Gresse & Isabelle Platten, 2014. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00997859, HAL.
  • De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN 2014003, Université catholique de Louvain, Louvain Finance (LFIN).
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• Fabrice Hervé & Mohamed Zouaoui, 2014. "Quand la psychologie et la linguistique rencontrent la finance:le cas de la France," Revue Finance Contrôle Stratégie, revues.org, vol. 17(1), pages 25-46, March.
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• Coulomb, Renaud & Sangnier, Marc, 2014. "The impact of political majorities on firm value: Do electoral promises or friendship connections matter?," Journal of Public Economics, Elsevier, vol. 115(C), pages 158-170.
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  • Renaud Coulomb & Marc Sangnier, 2014. "The impact of political majorities on firm value: Do electoral promises or friendship connections matter?," Post-Print halshs-01511083, HAL.
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  • Renaud Coulomb & Marc Sangnier, 2014. "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," Post-Print halshs-00990241, HAL.
• Coulomb, Renaud & Sangnier, Marc, 2014. "The impact of political majorities on firm value: Do electoral promises or friendship connections matter?," Journal of Public Economics, Elsevier, vol. 115(C), pages 158-170.
  • Renaud Coulomb & Marc Sangnier, 2014. "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," AMSE Working Papers 1414, Aix-Marseille School of Economics, France, revised May 2014.
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  • Renaud Coulomb & Marc Sangnier, 2014. "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," Post-Print halshs-00990241, HAL.
• Coulomb, Renaud & Sangnier, Marc, 2014. "The impact of political majorities on firm value: Do electoral promises or friendship connections matter?," Journal of Public Economics, Elsevier, vol. 115(C), pages 158-170.
  • Renaud Coulomb & Marc Sangnier, 2014. "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," AMSE Working Papers 1414, Aix-Marseille School of Economics, France, revised May 2014.
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  • Renaud Coulomb & Marc Sangnier, 2014. "The impact of political majorities on firm value: Do electoral promises or friendship connections matter?," Post-Print halshs-01511083, HAL.
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  • Renaud Coulomb & Marc Sangnier, 2014. "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," Post-Print halshs-00990241, HAL.
• Renaud Coulomb & Marc Sangnier, 2014. "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," PSE Working Papers halshs-00990241, HAL.
• Challe, Edouard & Chrétien, Edouard, 2015. "Market composition and price informativeness in a large market with endogenous order types," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 679-696.
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• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the clock: An agent-based model of low- and high-frequency trading," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 49-76, March.
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• Judson Caskey, 2014. "The Pricing Effects of Securities Class Action Lawsuits and Litigation Insurance," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 30(3), pages 493-532.
• Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014. "A Welfare Criterion For Models With Distorted Beliefs," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 129(4), pages 1753-1797.
  • Wei Xiong & Alp Simsek & Markus Brunnermeier, 2014. "A Welfare Criterion for Models with Distorted Beliefs," 2014 Meeting Papers 1418, Society for Economic Dynamics.
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• Thomas Gilbert & Christopher Hrdlicka & Jonathan Kalodimos & Stephan Siegel, 2014. "Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 4(1), pages 78-117.
• Zhihua Chen & Aziz A. Lookman & Norman Schürhoff & Duane J. Seppi, 2014. "Rating-Based Investment Practices and Bond Market Segmentation," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 4(2), pages 162-205.
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• Robin Greenwood & Andrei Shleifer, 2014. "Expectations of Returns and Expected Returns," The Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 714-746.
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• Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014. "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," The Review of Financial Studies, Society for Financial Studies, vol. 27(9), pages 2626-2660.
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• Karolina Daszynska-Zygadlo & Aleksandra Szpulak & Adam Szyszka, 2014. "Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets," Business and Economic Horizons (BEH), Prague Development Center, vol. 10(4), pages 362-373, November.
• Natasa Bilkic & Thomas Gries, 2014. "Destructive Agents, Finance Firms, and Systemic Risk," Working Papers CIE 76, Paderborn University, CIE Center for International Economics.
• Maximilian A. Müller & Denis Schweizer & Volker Seiler, 2016. "Wealth Effects of Rare Earth Prices and China’s Rare Earth Elements Policy," Journal of Business Ethics, Springer, vol. 138(4), pages 627-648, November.
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• Elmar A. Janssen, 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," Working Papers Dissertations 05, Paderborn University, Faculty of Business Administration and Economics.
• Tri Vi Dang & Gary Gorton & Bengt Holmström & Guillermo Ordoñez, 2017. "Banks as Secret Keepers," American Economic Review, American Economic Association, vol. 107(4), pages 1005-1029, April.
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• Hernández, Juan R., 2014. "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," MPRA Paper 100653, University Library of Munich, Germany.
• zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang, 2014. "Determinants of financial distress in u.s. large bank holding companies," MPRA Paper 53545, University Library of Munich, Germany.
• Alexander Barinov & Shawn Saeyeul Park & Çelim Yıldızhan, 2024. "Firm complexity and post-earnings announcement drift," Review of Accounting Studies, Springer, vol. 29(1), pages 527-579, March.
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• Kamal, Mona, 2014. "Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution," MPRA Paper 54708, University Library of Munich, Germany.
• Donna, Javier & Espin Sanchez, Jose, 2014. "The Illiquidity of Water Markets," MPRA Paper 117166, University Library of Munich, Germany.
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  • Donna, Javier & Espin-Sanchez, Jose, 2014. "The Illiquidity of Water Markets," MPRA Paper 55078, University Library of Munich, Germany.
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• Rešovský, Marcel & Gróf, Marek & Horváth, Denis & Gazda, Vladimír, 2014. "Analysis of the Lead-Lag Relationship on South Africa capital market," MPRA Paper 57309, University Library of Munich, Germany.
• Chia-Lin Chang & Yu-Pei Ke, 2014. "Testing Price Pressure, Information, Feedback Trading, And Smoothing Effects For Energy Exchange Traded Funds," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-26.
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• Wisniewski, Tomasz Piotr & Yekini, Liafisu Sina, 2014. "Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly," MPRA Paper 58107, University Library of Munich, Germany.
• Hiremath, Gourishankar S & Kumari, Jyoti, 2014. "Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India," MPRA Paper 58378, University Library of Munich, Germany.
• Estrada, Fernando, 2014. "Financial crisis in The Arcades Project of Walter Benjamin," MPRA Paper 58483, University Library of Munich, Germany.
• David Hirshleifer & Ming Jian & Huai Zhang, 2018. "Superstition and Financial Decision Making," Management Science, INFORMS, vol. 64(1), pages 235-252, January.
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• Estrada, Fernando, 2014. "Rescate y costos del riesgo financiero [Rescue costs and financial risk]," MPRA Paper 58848, University Library of Munich, Germany.
• Choudhary, M. Ali & Jain, Anil, 2014. "How public information affects asymmetrically informed lenders: evidence from credit registry reform," MPRA Paper 58917, University Library of Munich, Germany.
• Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna, 2014. "Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009," MPRA Paper 58942, University Library of Munich, Germany.
• David Hirshleife, 2015. "Behavioral Finance," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 133-159, December.
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• Estrada, Fernando, 2014. "Rescue costs and financial risk," MPRA Paper 59066, University Library of Munich, Germany.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2015. "Performance and performance persistence of socially responsible investment funds in Europe and North America," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 254-266.
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• Hooi Hooi Lean & Russell Smyth, 2015. "Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks," Applied Economics, Taylor & Francis Journals, vol. 47(16), pages 1710-1721, April.
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• Ojo, Marianne, 2014. "The evolution of common law: revisiting Posner, Hayek & the economic analysis of Law," MPRA Paper 59163, University Library of Munich, Germany.
• Hirshleifer, David & hsu, po-hsuan & li, dongmei, 2014. "Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns," MPRA Paper 59835, University Library of Munich, Germany.
• Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2014. "The 2007-2008 global financial crisis, and cross-border mergers and acquisitions: A 26-nation exploratory study," MPRA Paper 60148, University Library of Munich, Germany.
• Almánzar, Miguel & Torero, Máximo & Grebmer, Klaus von, 2013. "Futures Commodities Prices and Media Coverage," Discussion Papers 149414, University of Bonn, Center for Development Research (ZEF).
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• Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014. "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper 64078, University Library of Munich, Germany.
• Muteba Mwamba, John, 2014. "Another reason why the efficient market hypothesis is fuzzy," MPRA Paper 64383, University Library of Munich, Germany.
• Emara, Noha, 2014. "Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study South Africa & U.S. -," MPRA Paper 68684, University Library of Munich, Germany.
• Dzanic, Enis & Omerbegovic, Sead, 2014. "Impact Of Volatility And Performance Of Major Stock Markets On Sarajevo Stock Exchange In 2008 – 2012 Period," MPRA Paper 70016, University Library of Munich, Germany.
• Moudine, Chourouk & El Khattab, Younes, 2014. "Essai sur l'efficience informationnelle du marché boursier marocain [Testing the informational efficiency of the moroccan stock market]," MPRA Paper 70169, University Library of Munich, Germany.
• Cevik, Emrah Ismail & Topaloğlu, Gültekin, 2014. "Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği [Long memory and structural breaks on volatility: evidence from Borsa Istanbul]," MPRA Paper 71485, University Library of Munich, Germany, revised 2014.
• Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong, 2014. "Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting," MPRA Paper 73400, University Library of Munich, Germany, revised Mar 2016.
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• Camilleri, Silvio John & Green, Christopher J., 2014. "Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India," MPRA Paper 95302, University Library of Munich, Germany.
• John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta, 2014. "Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes," Working Papers 201480, University of Pretoria, Department of Economics.
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• Sébastien Pouget, 2014. "On the Financial Performance of Socially Responsible Investments," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 31-35, January-F.
• Bruno Biais & Thierry Foucault, 2014. "HFT and Market Quality," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 5-19, January-F.
• Jonathan Peillex & Loredana Ureche-Rangau, 2014. "How does the Market Price of the Corporate Sponsor React to Socially Responsible Fund Introductions?," Bankers, Markets & Investors, ESKA Publishing, issue 131, pages 17-29, July-Augu.
• Nadine Galy & Laurent Germain & Denis Hilton & Rainer Mathes, 2014. "In which Media are Analysts’ Recommendations most Followed?," Bankers, Markets & Investors, ESKA Publishing, issue 133, pages 34-46, November-.
• Matthieu Duvinage & Paolo Mazza, 2014. "Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis," Bankers, Markets & Investors, ESKA Publishing, issue 133, pages 4-10, November-.
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• Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014. "A Welfare Criterion For Models With Distorted Beliefs," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 129(4), pages 1753-1797.
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• Angelovska, Julijana, 2014. "Month Related Seasonality on the Macedonian Stock Market," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 5(1), pages 143-150, January.
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  • Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2014. "Asset Management Contracts and Equilibrium Prices," NBER Working Papers 20480, National Bureau of Economic Research, Inc.
  • Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul, 2014. "Asset management contracts and equilibrium prices," LSE Research Online Documents on Economics 119026, London School of Economics and Political Science, LSE Library.
  • Vayanos, Dimitri & Woolley, Paul & ,, 2014. "Asset Management Contracts and Equilibrium Prices," CEPR Discussion Papers 10152, C.E.P.R. Discussion Papers.
  • Buffa, Andrea M. & Vayanos, Dimitri & Woolley, Paul, 2022. "Asset management contracts and equilibrium prices," LSE Research Online Documents on Economics 113889, London School of Economics and Political Science, LSE Library.
• MacKenzie, Donald & Pardo-Guerra, Juan Pablo, 2014. "Insurgent capitalism: Island, bricolage and the re-making of finance," LSE Research Online Documents on Economics 57549, London School of Economics and Political Science, LSE Library.
• Lleo, Sebastien & Ziemba, William T., 2014. "Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models?," LSE Research Online Documents on Economics 59290, London School of Economics and Political Science, LSE Library.
• Georgy Chabakauri & Kathy Yuan & Konstantinos E Zachariadis, 2022. "Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2445-2490.
  • Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Konstantinos, 2014. "Multi-asset noisy rational expectations equilibrium with contingent claims," LSE Research Online Documents on Economics 60736, London School of Economics and Political Science, LSE Library.
  • Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Kostas, 2022. "Multi-asset noisy rational expectations equilibrium with contingent claims," LSE Research Online Documents on Economics 111974, London School of Economics and Political Science, LSE Library.
• Lleo, Sébastien & Ziemba, William T., 2015. "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, vol. 31(2), pages 399-425.
  • Lleo, Sebastien & Ziemba, Bill, 2014. "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics 60960, London School of Economics and Political Science, LSE Library.
• Sergey Kovbasyuk & Marco Pagano, 2022. "Advertising Arbitrage [Synchronization risk and delayed arbitrage]," Review of Finance, European Finance Association, vol. 26(4), pages 799-827.
  • Sergei Kovbasyuk & Marco Pagano, 2014. "Advertising Arbitrage," CSEF Working Papers 360, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 02 Apr 2022.
  • Sergei Kovbasyuk & Marco Pagano, 2014. "Advertising Arbitrage," EIEF Working Papers Series 1401, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2022.
  • Sergey Kovbasyuk & Marco Pagano, 2022. "Advertising Arbitrage," Working Papers w0287, New Economic School (NES).
  • Sergey Kovbasyuk & Marco Pagano, 2020. "Advertising Arbitrage," Working Papers w0277, New Economic School (NES).
  • Pagano, Marco & Kovbasyuk, Sergei, 2020. "Advertising Arbitrage," CEPR Discussion Papers 15064, C.E.P.R. Discussion Papers.
  • Kovbasyuk, Sergey & Pagano, Marco, 2020. "Advertising arbitrage," CFS Working Paper Series 641, Center for Financial Studies (CFS).
  • Kovbasyuk, Sergei & Pagano, Marco, 2014. "Advertising arbitrage," CFS Working Paper Series 482, Center for Financial Studies (CFS).
• Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016. "Credit rating agency downgrades and the Eurozone sovereign debt crises," Journal of Financial Stability, Elsevier, vol. 24(C), pages 117-131.
  • Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," Boston College Working Papers in Economics 841, Boston College Department of Economics, revised 30 Jan 2014.
  • Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," EcoMod2014 6939, EcoMod.
  • Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen, 2014. "Credit rating agency downgrades and the Eurozone sovereign debt crises," NBP Working Papers 177, Narodowy Bank Polski.
• Alex Maynard & Dongmeng Ren, 2014. "Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 673-711, Emerald Group Publishing Limited.
• Iftekhar Hasan & Jarl G. Kallberg & Crocker H. Liu & Xian Sun, 2014. "Mergers and Target Transparency," Advances in Financial Economics, in: Corporate Governance in the US and Global Settings, volume 17, pages 193-227, Emerald Group Publishing Limited.
• Prodosh Simlai, 2014. "Firm characteristics, distress risk and average stock returns," Accounting Research Journal, Emerald Group Publishing Limited, vol. 27(2), pages 101-123, August.
• Prodosh Simlai, 2014. "Firm characteristics, distress risk and average stock returns," Accounting Research Journal, Emerald Group Publishing Limited, vol. 27(2), pages 101-123, August.
• Prodosh Simlai, 2014. "Firm characteristics, distress risk and average stock returns," Accounting Research Journal, Emerald Group Publishing Limited, vol. 27(2), pages 101-123, August.
• Nazmi Demir & Syed F. Mahmud & M. Nihat Solakoglu, 2014. "Sentiment and Beta Herding in the Borsa Istanbul (BIST)," Contemporary Studies in Economic and Financial Analysis, in: Risk Management Post Financial Crisis: A Period of Monetary Easing, volume 96, pages 389-400, Emerald Group Publishing Limited.
• Valeria Martinez, 2014. "Carbon Emissions Trading: What it Means for Individual Investors," Frontiers of Economics and Globalization, in: Hung-gay Fung & Yiuman Tse (ed.), International Financial Markets, volume 13, pages 165-178, Emerald Publishing Ltd.
• Valeria Martinez, 2014. "Carbon Emissions Trading: What it Means for Individual Investors," Frontiers of Economics and Globalization, in: International Financial Markets, volume 13, pages 165-178, Emerald Group Publishing Limited.
• Assoc. Prof. Maggie (Chunhui) Liu & Tian Zhong & Robert Faff & Allan Hodgson & Lee J. Yao, 2014. "The role of board gender on the profitability of insider trading," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 22(3), pages 180-193, July.
• Tian Zhong & Robert Faff & Allan Hodgson & Lee J. Yao, 2014. "The role of board gender on the profitability of insider trading," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 22(3), pages 180-193, July.
• Tian Zhong & Robert Faff & Allan Hodgson & Lee J. Yao, 2014. "The role of board gender on the profitability of insider trading," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 22(3), pages 180-193, July.
• Tian Zhong & Robert Faff & Allan Hodgson & Lee J. Yao, 2014. "The role of board gender on the profitability of insider trading," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 22(3), pages 180-193, July.

2013

• Wang, Hao & Zhou, Hao & Zhou, Yi, 2013. "Credit default swap spreads and variance risk premia," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3733-3746.
• Neely, Christopher J. & Weller, Paul A., 2013. "Lessons from the evolution of foreign exchange trading strategies," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3783-3798.
  • Christopher J. Neely & Paul A. Weller, 2011. "Lessons from the evolution of foreign exchange trading strategies," Working Papers 2011-021, Federal Reserve Bank of St. Louis.
• Jiang, Danling, 2013. "The second moment matters! Cross-sectional dispersion of firm valuations and expected returns," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3974-3992.
• Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013. "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4025-4037.
  • Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012. "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers 2012_11, Business School - Economics, University of Glasgow.
  • Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2012. "Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis," SIRE Discussion Papers 2012-72, Scottish Institute for Research in Economics (SIRE).
• Sankaraguruswamy, Srinivasan & Shen, Jianfeng & Yamada, Takeshi, 2013. "The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4134-4143.
• Stivers, Chris & Sun, Licheng, 2013. "Returns and option activity over the option-expiration week for S&P 100 stocks," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4226-4240.
• Henderson, Brian J. & Marks, Joseph M., 2013. "Predicting forecast errors through joint observation of earnings and revenue forecasts," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4265-4277.
• Anderson, Ronald C. & Reeb, David M. & Zhang, Yuzhao & Zhao, Wanli, 2013. "The efficacy of regulatory intervention: Evidence from the distribution of informed option trading," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4337-4352.
• Lin, Yueh-Neng, 2013. "VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4432-4446.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013. "Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4449-4464.
• Xiao, Yuchao & Faff, Robert & Gharghori, Philip & Min, Byoung-Kyu, 2013. "Pricing innovations in consumption growth: A re-evaluation of the recursive utility model," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4465-4475.
• Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2013. "Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4488-4500.
• Drienko, Jozef & Sault, Stephen J., 2013. "The intraday impact of company responses to exchange queries," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4810-4819.
• Kashefi Pour, Eilnaz & Lasfer, Meziane, 2013. "Why do companies delist voluntarily from the stock market?," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4850-4860.
• Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J., 2013. "Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4879-4892.
• Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N., 2013. "A comprehensive long-term analysis of S&P 500 index additions and deletions," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4920-4930.
• Löffler, Gunter & Posch, Peter N, 2013. "Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5147-5158.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013. "Pricing deviation, misvaluation comovement, and macroeconomic conditions," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5285-5299.
• Petrella, Giovanni & Resti, Andrea, 2013. "Supervisors as information producers: Do stress tests reduce bank opaqueness?," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5406-5420.
• Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Hoque, Hafiz, 2013. "Information disclosure, CEO overconfidence, and share buyback completion rates," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5486-5499.
• Xu, Nianhang & Chan, Kam C. & Jiang, Xuanyu & Yi, Zhihong, 2013. "Do star analysts know more firm-specific information? Evidence from China," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 89-102.
• Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mathieu, Robert, 2013. "Impact of FDICIA internal controls on bank risk taking," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 614-624.
• Namvar, Ethan & Phillips, Blake, 2013. "Commonalities in investment strategy and the determinants of performance in mutual fund mergers," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 625-635.
• Goodell, John W. & Vähämaa, Sami, 2013. "US presidential elections and implied volatility: The role of political uncertainty," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1108-1117.
• Jones, Jeffrey S. & Lee, Wayne Y. & Yeager, Timothy J., 2013. "Valuation and systemic risk consequences of bank opacity," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 693-706.
• Baur, Dirk G., 2013. "The structure and degree of dependence: A quantile regression approach," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 786-798.
  • Dirk G Baur, 2012. "The Structure and Degree of Dependence - A Quantile Regression Approach," Working Paper Series 170, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Hutchison, Michael & Sushko, Vladyslav, 2013. "Impact of macro-economic surprises on carry trade activity," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1133-1147.
• Riordan, Ryan & Storkenmaier, Andreas & Wagener, Martin & Sarah Zhang, S., 2013. "Public information arrival: Price discovery and liquidity in electronic limit order markets," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1148-1159.
• Gupta-Mukherjee, Swasti, 2013. "When active fund managers deviate from their peers: Implications for fund performance," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1286-1305.
• Fiordelisi, Franco & Soana, Maria-Gaia & Schwizer, Paola, 2013. "The determinants of reputational risk in the banking sector," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1359-1371.
• Amici, Alessandra & Fiordelisi, Franco & Masala, Francesco & Ricci, Ornella & Sist, Federica, 2013. "Value creation in banking through strategic alliances and joint ventures," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1386-1396.
• Levy, Ariel & Lieberman, Offer, 2013. "Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1412-1421.
• Tong, Wilson H.S. & Zhang, Shaojun & Zhu, Yanjian, 2013. "Trading on inside information: Evidence from the share-structure reform in China," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1422-1436.
• Chakrabarty, Bidisha & Shkilko, Andriy, 2013. "Information transfers and learning in financial markets: Evidence from short selling around insider sales," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1560-1572.
• Da Costa, Newton & Goulart, Marco & Cupertino, Cesar & Macedo, Jurandir & Da Silva, Sergio, 2013. "The disposition effect and investor experience," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1669-1675.
  • Da Costa Jr, Newton & Goulart, Marco & Cupertino, Cesar & Macedo Jr, Jurandir & Da Silva, Sergio, 2013. "The disposition effect and investor experience," MPRA Paper 43570, University Library of Munich, Germany.
• Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013. "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1759-1776.
  • Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2012. "Revisiting Mutual Fund Performance Evaluation," MPRA Paper 36644, University Library of Munich, Germany.
• Fidrmuc, Jana P. & Korczak, Adriana & Korczak, Piotr, 2013. "Why does shareholder protection matter for abnormal returns after reported insider purchases and sales?," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1915-1935.
• Autore, Don M. & Gehy, Dominique, 2013. "Changing the rules again: Short selling in connection with public equity offers," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1974-1985.
• Wang, Tawei & Hsu, Carol, 2013. "Board composition and operational risk events of financial institutions," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2042-2051.
• Thapa, Chandra & Paudyal, Krishna & Neupane, Suman, 2013. "Access to information and international portfolio allocation," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2255-2267.
• Rösch, Christoph G. & Kaserer, Christoph, 2013. "Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2284-2302.
• Nofsinger, John R. & Varma, Abhishek, 2013. "Availability, recency, and sophistication in the repurchasing behavior of retail investors," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2572-2585.
• Farruggio, Christian & Michalak, Tobias C. & Uhde, Andre, 2013. "The light and dark side of TARP," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2586-2604.
  • Uhde, Andre & Farruggio, Christian & Michalak, Tobias C., 2013. "The light and dark side of TARP," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80004, Verein für Socialpolitik / German Economic Association.
• Biell, Lis & Muller, Aline, 2013. "Sudden crash or long torture: The timing of market reactions to operational loss events," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2628-2638.
• Basu, Devraj & Miffre, Joëlle, 2013. "Capturing the risk premium of commodity futures: The role of hedging pressure," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2652-2664.
• Ülkü, Numan & Weber, Enzo, 2013. "Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2733-2749.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013. "Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2823-2835.
  • Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013. "Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation," Discussion Papers 18/2013, Deutsche Bundesbank.
• Kalimipalli, Madhu & Nayak, Subhankar & Perez, M. Fabricio, 2013. "Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2969-2990.
• Chalmers, John & Kaul, Aditya & Phillips, Blake, 2013. "The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3318-3333.
• Weiß, Gregor N.F. & Supper, Hendrik, 2013. "Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3334-3350.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013. "ETF arbitrage: Intraday evidence," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3486-3498.
• Jiang, Li & Kim, Jeong-Bon & Pang, Lei, 2013. "Insiders’ incentives for asymmetric disclosure and firm-specific information flows," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3562-3576.
• Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013. "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3681-3693.
• Milidonis, Andreas, 2013. "Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3716-3732.
• Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2013. "Sukuk vs. conventional bonds: A stock market perspective," Journal of Comparative Economics, Elsevier, vol. 41(3), pages 745-761.
  • Christophe J. Godlewski & Rima Turk-Ariss & Laurent Weill, 2013. "Sukuk vs. conventional bonds: A stock market perspective," Post-Print hal-03047768, HAL.
• Calice, Giovanni & Chen, Jing & Williams, Julian, 2013. "Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 122-143.
• Sturm, Philipp, 2013. "Operational and reputational risk in the European banking industry: The market reaction to operational risk events," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 191-206.
• Rietz, Thomas A. & Sheremeta, Roman M. & Shields, Timothy W. & Smith, Vernon L., 2013. "Transparency, efficiency and the distribution of economic welfare in pass-through investment trust games," Journal of Economic Behavior & Organization, Elsevier, vol. 94(C), pages 257-267.
  • Thomas A. Rietz & Roman M. Sheremeta & Timothy W. Shields & Vernon L. Smith, 2011. "Transparency, Efficiency and the Distribution of Economic Welfare in Pass-Through Investment Trust Games," Working Papers 11-03, Chapman University, Economic Science Institute.
  • Rietz, Thomas & Sheremeta, Roman & Shields, Timothy & Smith, Vernon, 2013. "Transparency, Efficiency and the Distribution of Economic Welfare in Pass-Through Investment Trust Games," MPRA Paper 53594, University Library of Munich, Germany.
• Bayar, Onur, 2013. "Liquidity provision in a limit order book without adverse selection," Journal of Economics and Business, Elsevier, vol. 66(C), pages 98-124.
• Shynkevich, Andrei, 2013. "Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency," Journal of Economics and Business, Elsevier, vol. 69(C), pages 64-85.
• Oberndorfer, Ulrich & Schmidt, Peter & Wagner, Marcus & Ziegler, Andreas, 2013. "Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms," Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 497-509.
  • Ulrich Oberndorfer & Marcus Wagner & Andreas Ziegler, 2011. "Does the Stock Market Value the Inclusion in a Sustainability Stock Index? An Event Study Analysis for German Firms," MAGKS Papers on Economics 201130, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Matsushima, Hitoshi, 2013. "Behavioral aspects of arbitrageurs in timing games of bubbles and crashes," Journal of Economic Theory, Elsevier, vol. 148(2), pages 858-870.
  • Hitoshi Matsushima, 2009. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CIRJE F-Series CIRJE-F-606, CIRJE, Faculty of Economics, University of Tokyo.
  • Hitoshi Matsushima, 2012. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CARF F-Series CARF-F-285, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hitoshi Matsushima, 2009. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CARF F-Series CARF-F-144, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hitoshi Matsushima, 2012. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CIRJE F-Series CIRJE-F-857, CIRJE, Faculty of Economics, University of Tokyo.
• Mailath, George J. & von Thadden, Ernst-Ludwig, 2013. "Incentive compatibility and differentiability: New results and classic applications," Journal of Economic Theory, Elsevier, vol. 148(5), pages 1841-1861.
  • George J. Mailath & Ernst-Ludwig von Thadden, 2010. "Incentive Compatibility and Differentiability: New Results and Classic Applications," PIER Working Paper Archive 10-032, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Mailath, George J. & Thadden, Ernst-Ludwig von, 2013. "Incentive Compatibility and Differentiability New Results and Classic Applications," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 447, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Wahal, Sunil & Yavuz, M. Deniz, 2013. "Style investing, comovement and return predictability," Journal of Financial Economics, Elsevier, vol. 107(1), pages 136-154.
• Asquith, Paul & Au, Andrea S. & Covert, Thomas & Pathak, Parag A., 2013. "The market for borrowing corporate bonds," Journal of Financial Economics, Elsevier, vol. 107(1), pages 155-182.
  • Paul Asquith & Andrea S. Au & Thomas R. Covert & Parag A. Pathak, 2010. "The Market for Borrowing Corporate Bonds," NBER Working Papers 16282, National Bureau of Economic Research, Inc.
• Duchin, Ran & Schmidt, Breno, 2013. "Riding the merger wave: Uncertainty, reduced monitoring, and bad acquisitions," Journal of Financial Economics, Elsevier, vol. 107(1), pages 69-88.
• Muravyev, Dmitriy & Pearson, Neil D. & Paul Broussard, John, 2013. "Is there price discovery in equity options?," Journal of Financial Economics, Elsevier, vol. 107(2), pages 259-283.
• Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013. "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, vol. 107(3), pages 632-654.
• Barber, Brad M. & De George, Emmanuel T. & Lehavy, Reuven & Trueman, Brett, 2013. "The earnings announcement premium around the globe," Journal of Financial Economics, Elsevier, vol. 108(1), pages 118-138.
• Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander, 2013. "Anomalies and financial distress," Journal of Financial Economics, Elsevier, vol. 108(1), pages 139-159.
• Blocher, Jesse & Reed, Adam V. & Van Wesep, Edward D., 2013. "Connecting two markets: An equilibrium framework for shorts, longs, and stock loans," Journal of Financial Economics, Elsevier, vol. 108(2), pages 302-322.
• Hau, Harald & Lai, Sandy, 2013. "Real effects of stock underpricing," Journal of Financial Economics, Elsevier, vol. 108(2), pages 392-408.
  • Hau, Harald & Lai, Sandy, 2012. "Real Effects of Stock Underpricing," CEPR Discussion Papers 8820, C.E.P.R. Discussion Papers.
• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013. "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, vol. 108(2), pages 409-424.
• D’Amico, Stefania & King, Thomas B., 2013. "Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply," Journal of Financial Economics, Elsevier, vol. 108(2), pages 425-448.
• Watanabe, Akiko & Xu, Yan & Yao, Tong & Yu, Tong, 2013. "The asset growth effect: Insights from international equity markets," Journal of Financial Economics, Elsevier, vol. 108(2), pages 529-563.
• Hanson, Samuel G. & Sunderam, Adi, 2013. "Are there too many safe securities? Securitization and the incentives for information production," Journal of Financial Economics, Elsevier, vol. 108(3), pages 565-584.
• So, Eric C., 2013. "A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?," Journal of Financial Economics, Elsevier, vol. 108(3), pages 615-640.
• Anand, Amber & Irvine, Paul & Puckett, Andy & Venkataraman, Kumar, 2013. "Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis," Journal of Financial Economics, Elsevier, vol. 108(3), pages 773-797.
• Fu, Fangjian & Lin, Leming & Officer, Micah S., 2013. "Acquisitions driven by stock overvaluation: Are they good deals?," Journal of Financial Economics, Elsevier, vol. 109(1), pages 24-39.
• Bessembinder, Hendrik & Zhang, Feng, 2013. "Firm characteristics and long-run stock returns after corporate events," Journal of Financial Economics, Elsevier, vol. 109(1), pages 83-102.
• Loughran, Tim & McDonald, Bill, 2013. "IPO first-day returns, offer price revisions, volatility, and form S-1 language," Journal of Financial Economics, Elsevier, vol. 109(2), pages 307-326.
• Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2013. "Trading frenzies and their impact on real investment," Journal of Financial Economics, Elsevier, vol. 109(2), pages 566-582.
  • Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2010. "Trading Frenzies and Their Impact on Real Investment," 2010 Meeting Papers 94, Society for Economic Dynamics.
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• Cohen, Alma & Wang, Charles C.Y., 2013. "How do staggered boards affect shareholder value? Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 110(3), pages 627-641.
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• Fong, Wai Mun, 2013. "Footprints in the market: Hedge funds and the carry trade," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 41-59.
• Mink, Mark & de Haan, Jakob, 2013. "Contagion during the Greek sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 102-113.
• Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio, 2013. "Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 124-145.
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• Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 65-88.
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• Chen, Sichong, 2013. "How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s," Journal of the Japanese and International Economies, Elsevier, vol. 30(C), pages 1-18.
• Rosa, Carlo, 2013. "Market efficiency broadcasted live: ECB code words and euro exchange rates," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 167-178.
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• Hooy, Chee-Wooi & Lim, Kian-Ping, 2013. "Is market integration associated with informational efficiency of stock markets?," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 29-44.
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• Gleich, Benedikt & Achzet, Benjamin & Mayer, Herbert & Rathgeber, Andreas, 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," Resources Policy, Elsevier, vol. 38(3), pages 350-362.
• Koulakiotis, Athanasios & Kartalis, Nikos & Lyroudi, Katerina & Papasyriopoulos, Nicholas, 2013. "The impact of corporate governance, regulatory differences and futures contracts on movements among portfolios of cross-listed equities: The case of Germany," Journal of Multinational Financial Management, Elsevier, vol. 23(1), pages 34-53.
• Kryzanowski, Lawrence & Zhang, Ying, 2013. "Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S," Journal of Multinational Financial Management, Elsevier, vol. 23(1), pages 74-96.
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• Bhabra, Harjeet S. & Huang, Jiayin, 2013. "An empirical investigation of mergers and acquisitions by Chinese listed companies, 1997–2007," Journal of Multinational Financial Management, Elsevier, vol. 23(3), pages 186-207.
• Dang, Li & Yang, J. Jimmy, 2013. "The choice between rights and underwritten equity offerings: Evidence from Chinese stock markets," Journal of Multinational Financial Management, Elsevier, vol. 23(3), pages 235-253.
• Chien, Cheng-Yi & Lee, Hsiu-Chuan & Tai, Shih-Wen & Liao, Tzu-Hsiang, 2013. "Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange," Journal of Multinational Financial Management, Elsevier, vol. 23(5), pages 394-414.
• Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk, 2013. "Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand," Journal of Multinational Financial Management, Elsevier, vol. 23(5), pages 446-469.
• Tswei, Keshin, 2013. "Is transaction price more value relevant compared to accounting information? An investigation of a time-series approach," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1062-1078.
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• Wang, Ming-Chieh, 2013. "Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1160-1174.
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• Jung, Chan Shik & Kim, Woojin & Lee, Dong Wook, 2013. "Short selling by individual investors: Destabilizing or price discovering?," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1232-1248.
• Kouwenberg, Roy & Phunnarungsi, Visit, 2013. "Corporate governance, violations and market reactions," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 881-898.
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• Sawada, Michiru, 2013. "Measuring the effect of postal saving privatization on the Japanese banking industry: Evidence from the 2005 general election," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 967-983.
• Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng, 2013. "The price impact of options and futures volume in after-hours stock market trading," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 984-1007.
• Gu, Li & McNelis, Paul D., 2013. "Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market," Pacific-Basin Finance Journal, Elsevier, vol. 22(C), pages 37-49.
• Poon, Winnie P.H. & Chan, Kam C. & Firth, Michael A., 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," Pacific-Basin Finance Journal, Elsevier, vol. 22(C), pages 88-106.
• Baik, Bok & Kang, Hyoung-Goo & Kim, Young Jun, 2013. "Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 109-130.
• Jiang, Li & Li, Gao, 2013. "Investor sentiment and IPO pricing during pre-market and aftermarket periods: Evidence from Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 65-82.
• Cho, Jaemin & Lee, Jaeho, 2013. "The venture capital certification role in R&D: Evidence from IPO underpricing in Korea," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 83-108.
• Lu, Yang-Cheng & Shen, Chung-Hua & Wei, Yu-Chen, 2013. "Revisiting early warning signals of corporate credit default using linguistic analysis," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 1-21.
• Tang, Hui-wen & Chen, Anlin & Chang, Chong-Chuo, 2013. "Insider trading, accrual abuse, and corporate governance in emerging markets — Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 132-155.
• Zhao, Yan & Cheng, Lee-Young & Chang, Chong-Chuo & Ni, Cih-Ying, 2013. "Short sales, margin purchases and bid–ask spreads," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 199-220.
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• Bartholdy, Jan & Feng, Tiyi, 2013. "The quality of securities firms' earnings forecasts and stock recommendations: Do informational advantages, reputation and experience matter in China?," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 66-88.
• Shams, Syed M.M. & Gunasekarage, Abeyratna & Colombage, Sisira R.N., 2013. "Does the organisational form of the target influence market reaction to acquisition announcements? Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 89-108.
• Opie, Wei & Zhang, Hong Feng, 2013. "Investor heterogeneity and the cross-sectional stock returns in China," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 1-20.
• Tseng, Yun-lan & Hu, Shing-yang, 2013. "Tax reform and the identity of marginal traders around ex-dividend days," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 181-199.
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• Imbierowicz, Björn & Wahrenburg, Mark, 2013. "Wealth transfer effects between stockholders and bondholders," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(1), pages 23-43.
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• Zhou, Deqing, 2013. "Irrational confidence, imperfect and long-lived information," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 383-405.
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• Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2013. "Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 572-591.
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• Stelios D. Bekiros, 2013. "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 213-219, November.
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• Baur, Dirk G., 2013. "The autumn effect of gold," Research in International Business and Finance, Elsevier, vol. 27(1), pages 1-11.
• Climent Serrano, Salvador, 2013. "La reestructuración del sistema bancario español tras la crisis y la solvencia de las entidades financieras. Consecuencias para las cajas de ahorros," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 16(2), pages 136-146.
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• Hesam Aldin SHAHRIVAR & Nwin Anefo Fru ASABA, 2013. "Assessment of the Impact of Trade Partner’s Cross-Country Sovereign Rating on the Financial Market of Selected Emerging Market Economies," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 13(2), pages 137-150.
• Gao, Pengjie & Lou, Dong, 2013. "Cross-market timing in security issuance," LSE Research Online Documents on Economics 119036, London School of Economics and Political Science, LSE Library.
• Cristina Cella & Andrew Ellul & Mariassunta Giannetti, 2013. "Investors' Horizons and the Amplification of Market Shocks," The Review of Financial Studies, Society for Financial Studies, vol. 26(7), pages 1607-1648.
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• Lou, Dong, 2013. "Attracting investor attention through advertising," LSE Research Online Documents on Economics 54382, London School of Economics and Political Science, LSE Library.
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• Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T. & Wang, Yihui, 2013. "Mark-to-market accounting and systemic risk: evidence from the insurance industry," LSE Research Online Documents on Economics 60968, London School of Economics and Political Science, LSE Library.
• Gary A. Dymski, 2013. "Can relationship banking survive the Spanish economic crisis?," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 84(03), pages 182-205.
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• Chirinos, Miguel, 2013. "Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(317), pages 169-206, enero-mar.
• Alfaro, Rodrigo & Pacheco, David & Sagner, Andrés, 2013. "Dinámica de la frecuencia de impago de los créditos de consumo en cuotas," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(318), pages .329-343, abril-jun.
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• José Carlos Ramírez & Olga Chacón Arias, 2013. "The Risk of not Being Normal in Finance: An Essay on the Leptokurtic Behavior of Stock Series in Colombia," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(3, Cierre), pages 165-201.
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• Thomas Lux, 2013. "Effizienz und Stabilität von Finanzmärkten: Stehen wir vor einem Paradigmenwechsel?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(1), pages 16-22, January.
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• Michael Hanke & Michael Kirchler, 2013. "Football championships and jersey sponsors’ stock prices: an empirical investigation," The European Journal of Finance, Taylor & Francis Journals, vol. 19(3), pages 228-241, March.
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• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Other publications TiSEM dd894e7e-521a-4092-94b0-0, Tilburg University, School of Economics and Management.
  • Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Discussion Paper 2013-042, Tilburg University, Center for Economic Research.
  • Giovanni Giusti & Charles Noussair & Joachim Voth, 2013. "Recreating the South Sea bubble: Lessons from an experiment in financial history," Economics Working Papers 1381, Department of Economics and Business, Universitat Pompeu Fabra.
  • Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers 146, Department of Economics - University of Zurich.
  • Giovanni Giusti & Hans-Joachim Voth, 2015. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," Working Papers 710, Barcelona School of Economics.
  • Voth, Hans-Joachim & Giusti, Giovanni & Noussair, Charles, 2013. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," CEPR Discussion Papers 9652, C.E.P.R. Discussion Papers.
• Renneboog, Luc & Zhao, Yang, 2014. "Director networks and takeovers," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 218-234.
  • Renneboog, L.D.R. & Zhao, Y., 2013. "Director Networks and Takeovers," Discussion Paper 2013-056, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Zhao, Y., 2014. "Director networks and takeovers," Other publications TiSEM b25bfaae-9d29-49cb-99ee-4, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Zhao, Y., 2013. "Director Networks and Takeovers," Other publications TiSEM 04ccf531-c446-4257-97e7-4, Tilburg University, School of Economics and Management.
• Stenzel, A. & Wagner, W.B., 2013. "Asset Opacity and Liquidity," Discussion Paper 2013-066, Tilburg University, Center for Economic Research.
  • Stenzel, A. & Wagner, W.B., 2013. "Asset Opacity and Liquidity," Other publications TiSEM 36533529-29b8-4e85-9abd-0, Tilburg University, School of Economics and Management.
  • Stenzel, A. & Wagner, W.B., 2013. "Asset Opacity and Liquidity," Other publications TiSEM 995e0699-a8d9-4a58-a120-e, Tilburg University, School of Economics and Management.
• Stenzel, A. & Wagner, W.B., 2013. "Asset Opacity and Liquidity," Other publications TiSEM 36533529-29b8-4e85-9abd-0, Tilburg University, School of Economics and Management.
  • Stenzel, A. & Wagner, W.B., 2013. "Asset Opacity and Liquidity," Other publications TiSEM 995e0699-a8d9-4a58-a120-e, Tilburg University, School of Economics and Management.
  • Stenzel, A. & Wagner, W.B., 2013. "Asset Opacity and Liquidity," Discussion Paper 2013-066, Tilburg University, Center for Economic Research.
• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Discussion Paper 2013-042, Tilburg University, Center for Economic Research.
  • Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Other publications TiSEM dd894e7e-521a-4092-94b0-0, Tilburg University, School of Economics and Management.
  • Giovanni Giusti & Charles Noussair & Joachim Voth, 2013. "Recreating the South Sea bubble: Lessons from an experiment in financial history," Economics Working Papers 1381, Department of Economics and Business, Universitat Pompeu Fabra.
  • Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers 146, Department of Economics - University of Zurich.
  • Giovanni Giusti & Hans-Joachim Voth, 2015. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," Working Papers 710, Barcelona School of Economics.
  • Voth, Hans-Joachim & Giusti, Giovanni & Noussair, Charles, 2013. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," CEPR Discussion Papers 9652, C.E.P.R. Discussion Papers.
• Mailath, George J. & von Thadden, Ernst-Ludwig, 2013. "Incentive compatibility and differentiability: New results and classic applications," Journal of Economic Theory, Elsevier, vol. 148(5), pages 1841-1861.
  • George J. Mailath & Ernst-Ludwig von Thadden, 2010. "Incentive Compatibility and Differentiability: New Results and Classic Applications," PIER Working Paper Archive 10-032, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Mailath, George J. & Thadden, Ernst-Ludwig von, 2013. "Incentive Compatibility and Differentiability New Results and Classic Applications," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 447, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Josh Stillwagon, 2013. "Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets," Working Papers 1314, Trinity College, Department of Economics.
• Sharad Asthana, 2013. "Diversification By The Audit Office And Its Impact On Audit Quality," Working Papers 0152acc, College of Business, University of Texas at San Antonio.
• Karan Bhanot & Natasha Burns & Delroy Hunter & Michael Williams, 2013. "News Spillovers from the Greek Debt Crisis: Impact on the Eurozone Financial Sector," Working Papers 0176fin, College of Business, University of Texas at San Antonio.
• Bianconi, Marcelo & Hua, Xiaxin & Tan, Chih Ming, 2015. "Determinants of systemic risk and information dissemination," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 352-368.
  • Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013. "Determinants of Systemic Risk and Information Dissemination," Working Paper series 67_13, Rimini Centre for Economic Analysis.
  • Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013. "Determinants of Systemic Risk and Information Dissemination," Discussion Papers Series, Department of Economics, Tufts University 0776, Department of Economics, Tufts University.
• Pilar Abad & M. Dolores Robles & Gare Cuervo, 2013. "Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market," Documentos de Trabajo del ICAE 2013-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Journal of Reviews on Global Economics, Lifescience Global, vol. 2, pages 307-329.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Working Papers in Economics 13/23, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Documentos de Trabajo del ICAE 2013-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • McAleer, M.J. & Radalj, K., 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Econometric Institute Research Papers EI 2013-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," KIER Working Papers 873, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Tinbergen Institute Discussion Papers 13-086/III, Tinbergen Institute.
• Bo Becker & Daniel Bergstresser & Guhan Subramanian, 2013. "Does Shareholder Proxy Access Improve Firm Value? Evidence from the Business Roundtable's Challenge," Journal of Law and Economics, University of Chicago Press, vol. 56(1), pages 127-160.
  • Bo Becker & Daniel Bergstresser & Guhan Subramanian, 2012. "Does Shareholder Proxy Access Improve Firm Value? Evidence from the Business Roundtable Challenge," NBER Working Papers 17797, National Bureau of Economic Research, Inc.
• Brown, Alasdair & Yang, Fuyu, 2016. "Limited cognition and clustered asset prices: Evidence from betting markets," Journal of Financial Markets, Elsevier, vol. 29(C), pages 27-46.
  • Alasdair Brown & Fuyu Yang, 2013. "Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets," University of East Anglia Applied and Financial Economics Working Paper Series 054, School of Economics, University of East Anglia, Norwich, UK..
• David, Géraldine & Oosterlinck, Kim & Szafarz, Ariane, 2013. "Art market inefficiency," Economics Letters, Elsevier, vol. 121(1), pages 23-25.
  • Geraldine David & Kim Oosterlinck & Ariane Szafarz, 2013. "Art Market Inefficiency," Working Papers CEB 13-011, ULB -- Universite Libre de Bruxelles.
  • Geraldine David & Kim Oosterlinck & Ariane Szafarz, 2013. "Art Market Inefficiency," ULB Institutional Repository 2013/145737, ULB -- Universite Libre de Bruxelles.
• Billings, M.B. & Jennings, R. & Lev, B., 2013. "On guidance and volatility," Research Memorandum 039, Maastricht University, Graduate School of Business and Economics (GSBE).
• J. W.B. Bos & M. Frömmel & M. Lamers, 2013. "FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/850, Ghent University, Faculty of Economics and Business Administration.
  • Bos, J.W.B. & Frömmel, M. & Lamers, M., 2013. "FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11," Research Memorandum 047, Maastricht University, Graduate School of Business and Economics (GSBE).
• Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2020. "Locus of control and investment in risky assets," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 548-568.
  • Salamanca Acosta, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013. "Locus of control and investment in risky assets," ROA Research Memorandum 016, Maastricht University, Research Centre for Education and the Labour Market (ROA).
  • Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2016. "Locus of Control and Investment in Risky Assets," IZA Discussion Papers 10407, Institute of Labor Economics (IZA).
  • Salamanca, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013. "Locus of control and investment in risky assets," Research Memorandum 052, Maastricht University, Graduate School of Business and Economics (GSBE).
• Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2020. "Locus of control and investment in risky assets," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 548-568.
  • Salamanca, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013. "Locus of control and investment in risky assets," Research Memorandum 052, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2016. "Locus of Control and Investment in Risky Assets," IZA Discussion Papers 10407, Institute of Labor Economics (IZA).
  • Salamanca Acosta, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013. "Locus of control and investment in risky assets," ROA Research Memorandum 016, Maastricht University, Research Centre for Education and the Labour Market (ROA).
• Magomet Yandiev & Alexander Pakhalov, 2013. "The Relationship Between Stock Market Parameters and Interbank Lending Market: an Empirical Evidence," Papers 1309.5703, arXiv.org.
  • Magomet Yandiev & Alexander Pakhalov, 2013. "The relationship between stock market parameters and interbank lending market: an empirical evidence," Working Papers 0002, Moscow State University, Faculty of Economics.
• Magomet Yandiev & Renat Bekkin, 2013. "Credit in the Structure of the Market Quotation of Financial Assets in Relation to the Islamic Financial Laws," Working Papers 0008, Moscow State University, Faculty of Economics.
• Peter Koudijs & Hans-Joachim Voth, 2016. "Leverage and Beliefs: Personal Experience and Risk-Taking in Margin Lending," American Economic Review, American Economic Association, vol. 106(11), pages 3367-3400, November.
  • Peter Koudijs & Joachim Voth, 2013. "Leverage and beliefs: Personal experience and risk taking in margin lending," Economics Working Papers 1343, Department of Economics and Business, Universitat Pompeu Fabra.
  • Peter Koudijs & Hans-Joachim Voth, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," NBER Working Papers 19957, National Bureau of Economic Research, Inc.
  • Voth, Hans-Joachim & Koudijs, Peter, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," CEPR Discussion Papers 9920, C.E.P.R. Discussion Papers.
  • Peter Koudijs & Hans-Joachim Voth, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," ECON - Working Papers 148, Department of Economics - University of Zurich.
  • Koudijs, Peter & Voth, Hans-Joachim, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," Research Papers 3103, Stanford University, Graduate School of Business.
• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Discussion Paper 2013-042, Tilburg University, Center for Economic Research.
  • Giovanni Giusti & Charles Noussair & Joachim Voth, 2013. "Recreating the South Sea bubble: Lessons from an experiment in financial history," Economics Working Papers 1381, Department of Economics and Business, Universitat Pompeu Fabra.
  • Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers 146, Department of Economics - University of Zurich.
  • Giovanni Giusti & Hans-Joachim Voth, 2015. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," Working Papers 710, Barcelona School of Economics.
  • Voth, Hans-Joachim & Giusti, Giovanni & Noussair, Charles, 2013. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," CEPR Discussion Papers 9652, C.E.P.R. Discussion Papers.
  • Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Other publications TiSEM dd894e7e-521a-4092-94b0-0, Tilburg University, School of Economics and Management.
• Vicente Cuñat & Mireia Giné & Maria Guadalupe, 2016. "Say Pays! Shareholder Voice and Firm Performance," Review of Finance, European Finance Association, vol. 20(5), pages 1799-1834.
  • Vicente Cuñat & Mireia Giné & Maria Guadalupe, 2013. "Say Pays! Shareholder Voice and Firm Performance," FMG Discussion Papers dp724, Financial Markets Group.
  • Vicente Cunat & Mireia Gine & Maria Guadalupe, 2013. "Say Pays! Shareholder Voice and Firm Performance," Upjohn Working Papers 13-192, W.E. Upjohn Institute for Employment Research.
  • Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2014. "Say Pays! Shareholder Voice and Firm Performance," IZA Discussion Papers 8538, Institute of Labor Economics (IZA).
  • Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2016. "Say pays! Shareholder voice and firm performance," LSE Research Online Documents on Economics 63331, London School of Economics and Political Science, LSE Library.
  • Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2013. "Say pays! Shareholder voice and firm performance," LSE Research Online Documents on Economics 55406, London School of Economics and Political Science, LSE Library.
  • Cuñat, Vicente & Gine, Mireia & Guadalupe, Maria, 2013. "Say Pays! Shareholder Voice and Firm Performance," MPRA Paper 48489, University Library of Munich, Germany.
  • Cuñat, Vicente & Guadalupe, Maria & Gine, Mireia, 2014. "Say Pays! Shareholder Voice and Firm Performance," CEPR Discussion Papers 10141, C.E.P.R. Discussion Papers.
• de Frutos, M. Ángeles & Manzano, Carolina, 2014. "Market transparency, market quality, and sunshine trading," Journal of Financial Markets, Elsevier, vol. 17(C), pages 174-198.
  • Frutos, M. A. de & Manzano, Carolina, 2013. "Market Transparency, Market Quality and Sunshine Trading," Working Papers 2072/211882, Universitat Rovira i Virgili, Department of Economics.
• David Goldbaum, 2013. "Learning and Adaptation as a Source of Market Failure," Working Paper Series 14, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2013. "Learning and Information Dissemination in Limit Order Markets," Research Paper Series 333, Quantitative Finance Research Centre, University of Technology, Sydney.
• Carl Chiarella & Xue-Zhong He & Lijian Wei, 2013. "Learning and Evolution of Trading Strategies in Limit Order Markets," Research Paper Series 335, Quantitative Finance Research Centre, University of Technology, Sydney.
• Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757, December.
• Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757.
• Axel Groß‐KlußMann & Nikolaus Hautsch, 2013. "Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(8), pages 724-742, December.
  • Groß-Klußmann, Axel & Hautsch, Nikolaus, 2011. "Predicting bid-ask spreads using long memory autoregressive conditional poisson models," SFB 649 Discussion Papers 2011-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Haiqiang Chen & Qian Han & Yingxing Li & Kai Wu, 2013. "Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(12), pages 1167-1190, December.
• Biao Guo & Qian Han & Doojin Ryu, 2013. "Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(7), pages 629-652, July.
• Bekiros, Stelios D., 2013. "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, vol. 22(4), pages 213-219.
  • Stelios D. Bekiros, 2013. "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 213-219, November.
• Kapetanios, George & Mitchell, James & Shin, Yongcheol, 2014. "A nonlinear panel data model of cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 179(2), pages 134-157.
  • Dr. James Mitchell, 2010. "A Nonlinear Panel Data Model of Cross-sectional Dependence," National Institute of Economic and Social Research (NIESR) Discussion Papers 370, National Institute of Economic and Social Research.
  • Kapetanios, George & James Mitchell & Yongcheol Shin, 2013. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," EMF Research Papers 03, Economic Modelling and Forecasting Group.
  • James Mitchell & George Kapetanios & Yongcheol Shin, 2012. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," Discussion Papers in Economics 12/01, Division of Economics, School of Business, University of Leicester.
• João Paulo Vieito & K. V. Bhanu Murthy & Vanita Tripathi, 2013. "Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-27.
• N. R. Bhanumurthy & Pami Dua & Lokendra Kumawat, 2013. "Weather Shocks And Agricultural Commodity Prices In India," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-20.
• N. R. Bhanumurthy & Pami Dua & Lokendra Kumawat, 2013. "Weather Shocks And Agricultural Commodity Prices In India," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-20.
• Silvia Muzzioli, 2013. "The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-46.
• Silvia Muzzioli, 2013. "The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-46.
• Jing-Zhi Huang & Zhijian Huang, 2013. "Real-Time Profitability of Published Anomalies: An Out-of-Sample Test," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1-33.
• Emmanuel Morales-Camargo, 2013. "Restrictions on Allocation Discretion: Evidence from Clawbacks in Hong Kong IPOs," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1-57.
• Jing-Zhi Huang & Zhijian Huang, 2013. "Real-Time Profitability of Published Anomalies: An Out-of-Sample Test," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03n04), pages 1-33.
• Emmanuel Morales-Camargo, 2013. "Restrictions on Allocation Discretion: Evidence from Clawbacks in Hong Kong IPOs," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03n04), pages 1-57.
• Charles-Albert Lehalle & Sophie Laruelle, 2018. "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 1, pages 33-115, World Scientific Publishing Co. Pte. Ltd..
  • Charles-Albert Lehalle & Sophie Laruelle, 2013. "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 2, pages 29-107, World Scientific Publishing Co. Pte. Ltd..
• Charles-Albert Lehalle & Sophie Laruelle, 2018. "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 2, pages 117-191, World Scientific Publishing Co. Pte. Ltd..
  • Charles-Albert Lehalle & Sophie Laruelle, 2013. "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 3, pages 109-183, World Scientific Publishing Co. Pte. Ltd..
• Charles-Albert Lehalle & Sophie Laruelle, 2018. "Optimal Organizations for Optimal Trading," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 3, pages 193-246, World Scientific Publishing Co. Pte. Ltd..
  • Charles-Albert Lehalle & Sophie Laruelle, 2013. "Optimal Organisations for Optimal Trading," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 4, pages 185-220, World Scientific Publishing Co. Pte. Ltd..
• Bogdan DIMA & Petru-Eugen OPRIȘ, 2013. "Financial Intermediation and Economic Growth," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 6(20), pages 127-136.
• Weron, Rafał & Zator, Michał, 2014. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, vol. 44(C), pages 178-190.
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• Arne Feddersen & Brad R. Humphreys & Brian P. Soebbing, 2018. "Sentiment Bias in National Basketball Association Betting," Journal of Sports Economics, , vol. 19(4), pages 455-472, May.
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• Arne Feddersen & Brad R. Humphreys & Brian P. Soebbing, 2017. "Sentiment Bias And Asset Prices: Evidence From Sports Betting Markets And Social Media," Economic Inquiry, Western Economic Association International, vol. 55(2), pages 1119-1129, April.
  • Arne Feddersen & Brad Humphreys & Brian Soebbing, 2013. "Sentiment Bias and Asset Prices: Evidence from Sports Betting Markets and Social Media," Working Papers 13-07, Department of Economics, West Virginia University.
• Yan He & Hai Lin & Chunchi Wu & Uric B. Dufrene, 2013. "The 2000 presidential election and the information cost of sensitive versus," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• 马成虎 & 汪先珍, 2013. "中国股市价格的跳跃行为：基于上证综指高频数据的参数分析," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011. "Co-movements of Shanghai and New York stock prices by time-varying regressions," Journal of Comparative Economics, Elsevier, vol. 39(4), pages 577-583.
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• Biao Guo & Qian Han & Doojin Ryu, 2013. "Non-parametric Tests for the Martingale Restriction: A New Approach," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Biao Guo & Qian Han & Doojin Ryu, 2013. "The Number of State Variables for CDS Pricing," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Christophe Boya, 2017. "Testing capital market efficiency," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 19(2), pages 194-224.
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• Korhonen, Iikka & Peresetsky, Anatoly, 2013. "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers 4/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
• Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2014. "Institutional development and stock price synchronicity: Evidence from China," Journal of Comparative Economics, Elsevier, vol. 42(1), pages 92-108.
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• Gwilym, Owain Ap & Wang, Qvigwei & Hasan, Iftekhar & Xie, Ru, 2013. "In search of concepts: The effects of speculative demand on returns and volume," Bank of Finland Research Discussion Papers 10/2013, Bank of Finland.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013. "Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2823-2835.
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• Ugo Albertazzi & Margherita Bottero, 2013. "The procyclicality of foreign bank lending: evidence from the global financial crisis," Temi di discussione (Economic working papers) 926, Bank of Italy, Economic Research and International Relations Area.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 23-27, December.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 23-27, December.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 10977, Banco de la Republica.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 779, Banco de la Republica de Colombia.
• Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 52-67, June.
  • Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 52-67, June.
  • Andrés Murcia & Diego Rojas, 2013. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia 11093, Banco de la Republica.
  • Andrés Murcia & Diego Rojas, 2013. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia 789, Banco de la Republica de Colombia.
• Dugast, J., 2013. "Limited attention and news arrival in limit order markets," Working papers 449, Banque de France.
• Francisco Barillas & Kristoffer Nimark, 2012. "Speculation, risk premia and expectations in the yield curve," Economics Working Papers 1337, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2013.
  • Francisco Barillas & Kristoffer P. Nimark, 2015. "Speculation, Risk Premia and Expectations in the Yield Curve," Working Papers 659, Barcelona School of Economics.
  • Nimark, Kristoffer P & Barillas, Francisco, 2013. "Speculation, Risk Premia and Expectations in the Yield Curve," CEPR Discussion Papers 9755, C.E.P.R. Discussion Papers.
• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Discussion Paper 2013-042, Tilburg University, Center for Economic Research.
  • Giovanni Giusti & Hans-Joachim Voth, 2015. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," Working Papers 710, Barcelona School of Economics.
  • Giovanni Giusti & Charles Noussair & Joachim Voth, 2013. "Recreating the South Sea bubble: Lessons from an experiment in financial history," Economics Working Papers 1381, Department of Economics and Business, Universitat Pompeu Fabra.
  • Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers 146, Department of Economics - University of Zurich.
  • Voth, Hans-Joachim & Giusti, Giovanni & Noussair, Charles, 2013. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," CEPR Discussion Papers 9652, C.E.P.R. Discussion Papers.
  • Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Other publications TiSEM dd894e7e-521a-4092-94b0-0, Tilburg University, School of Economics and Management.
• Beißner, Patrick, 2013. "Coherent Price Systems and Uncertainty-Neutral Valuation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80010, Verein für Socialpolitik / German Economic Association.
  • Beißner, Patrick, 2014. "Coherent price systems and uncertainty-neutral valuation," Center for Mathematical Economics Working Papers 464, Center for Mathematical Economics, Bielefeld University.
• Kuang, P. & Schröder, M. & Wang, Q., 2014. "Illusory profitability of technical analysis in emerging foreign exchange markets," International Journal of Forecasting, Elsevier, vol. 30(2), pages 192-205.
  • P Kuang & M Schroder & Q Wang, 2013. "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," Discussion Papers 13-09, Department of Economics, University of Birmingham.
• Kuang, Pei, 2016. "A Note On Learning In A Credit Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 20(3), pages 845-855, April.
  • Pei Kuang, 2013. "A Note on Learning in a Credit Economy," Discussion Papers 14-08, Department of Economics, University of Birmingham.
• Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016. "The Response of Tail Risk Perceptions to Unconventional Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(2), pages 111-136, April.
  • Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2013. "The response of tail risk perceptions to unconventional monetary policy," BIS Working Papers 425, Bank for International Settlements.
• Jördis Hengelbrock & Erik Theissen & Christian Westheide, 2013. "Market Response to Investor Sentiment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(7-8), pages 901-917, September.
  • Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian, 2011. "Market response to investor sentiment," CFR Working Papers 11-01, University of Cologne, Centre for Financial Research (CFR).
  • Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian, 2011. "Market response to investor sentiment," CFS Working Paper Series 2011/02, Center for Financial Studies (CFS).
• Alessandro Beber & Marco Pagano, 2013. "Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis," Journal of Finance, American Finance Association, vol. 68(1), pages 343-381, February.
  • Alessandro Beber & Marco Pagano, 2009. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CSEF Working Papers 241, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 03 Sep 2011.
  • Alessandro Beber & Marco Pagano, 2010. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," Tinbergen Institute Discussion Papers 10-106/2/DSF 1, Tinbergen Institute.
  • Pagano, Marco & Beber, Alessandro, 2009. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CEPR Discussion Papers 7557, C.E.P.R. Discussion Papers.
• Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy, 2013. "The Effects of Stock Lending on Security Prices: An Experiment," Journal of Finance, American Finance Association, vol. 68(5), pages 1891-1936, October.
  • Kaplan, Steven N. & Moskowitz, Tobias J. & Sensoy, Berk A., 2009. "The Effects of Stock Lending on Security Prices: An Experiment," Working Paper Series 2009-20, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy, 2010. "The Effects of Stock Lending on Security Prices: An Experiment," NBER Working Papers 16335, National Bureau of Economic Research, Inc.
• Itzhak Ben‐David & Francesco Franzoni & Augustin Landier & Rabih Moussawi, 2013. "Do Hedge Funds Manipulate Stock Prices?," Journal of Finance, American Finance Association, vol. 68(6), pages 2383-2434, December.
  • Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," TSE Working Papers 11-221, Toulouse School of Economics (TSE).
  • Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," Working Paper Series 2011-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Itzhak Ben-David & Francesco A. Franzoni & Augustin Landier & Rabih Moussawi, 2011. "Do Hedge Funds Manipulate Stock Prices?," Swiss Finance Institute Research Paper Series 11-53, Swiss Finance Institute.
  • Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," IDEI Working Papers 628, Institut d'Économie Industrielle (IDEI), Toulouse.
• Annamaria Conti & Jerry Thursby & Marie Thursby, 2013. "Patents as Signals for Startup Financing," Journal of Industrial Economics, Wiley Blackwell, vol. 61(3), pages 592-622, September.
  • Annamaria Conti & Jerry Thursby & Marie C. Thursby, 2013. "Patents as Signals for Startup Financing," NBER Working Papers 19191, National Bureau of Economic Research, Inc.
• Edmund Cannon & Ian Tonks, 2013. "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(1), pages 95-119, March.
  • Edmund Cannon & Ian Tonks, 2009. "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Bristol Economics Discussion Papers 09/610, School of Economics, University of Bristol, UK.
• Refet S. Gürkaynak & Jonathan H. Wright, 2013. "Identification and Inference Using Event Studies," Manchester School, University of Manchester, vol. 81, pages 48-65, September.
  • Wright, Jonathan & Gürkaynak, Refet, 2013. "Identification and Inference Using Event Studies," CEPR Discussion Papers 9388, C.E.P.R. Discussion Papers.
• Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova, 2015. "What do Chinese macro announcements tell us about the world economy?," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 100-122.
  • Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013. "What do Chinese Macro Announcements Tell Us About the World Economy?," Boston College Working Papers in Economics 834, Boston College Department of Economics, revised 01 Jun 2015.
• Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016. "Credit rating agency downgrades and the Eurozone sovereign debt crises," Journal of Financial Stability, Elsevier, vol. 24(C), pages 117-131.
  • Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," Boston College Working Papers in Economics 841, Boston College Department of Economics, revised 30 Jan 2014.
  • Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," EcoMod2014 6939, EcoMod.
  • Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen, 2014. "Credit rating agency downgrades and the Eurozone sovereign debt crises," NBP Working Papers 177, Narodowy Bank Polski.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013. "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers 4/2013, Bank of Finland, Institute for Economies in Transition.
• Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2014. "Institutional development and stock price synchronicity: Evidence from China," Journal of Comparative Economics, Elsevier, vol. 42(1), pages 92-108.
  • Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2013. "Institutional development and stock price synchronicity : Evidence from China," BOFIT Discussion Papers 20/2013, Bank of Finland, Institute for Economies in Transition.
• Gwilym, Owain Ap & Wang, Qvigwei & Hasan, Iftekhar & Xie, Ru, 2013. "In search of concepts : The effects of speculative demand on returns and volume," Research Discussion Papers 10/2013, Bank of Finland.
• Frederick Dongchuhl Oh & Hyunjoon Lim, 2013. "Recent Theories Regarding Financial Contagion (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 19(3), pages 111-140, September.
• Nafis Alam & M. Kabir Hassan & Mohammad Aminul Haque, 2013. "Are Islamic bonds different from conventional bonds? International evidence from capital market tests," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 13(3), pages 22-29, September.
• Kate Phylaktis & Gikas Manalis, 2013. "Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 13(4), pages 79-92, December.
• Serkan Yuksel, 2013. "Determining Systemic Risk Factors in Borsa Istanbul," Working Paper 04, Research and Business Development Department, Borsa Istanbul.
• Orhan ERDEM & Evren ARIK & Serkan YÜKSEL, 2014. "Trading Puzzle, Puzzling Trade," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 29(345), pages 83-102.
  • Erdem, Orhan & Yüksel, Serkan & Arık, Evren, 2013. "Trading Puzzle, Puzzling Trade," MPRA Paper 46804, University Library of Munich, Germany, revised 21 Feb 2013.
  • Orhan Erdem & Evren Arik & Serkan Yüksel, 2013. "Trading Puzzle, Puzzling Trade," Working Paper 05, Research and Business Development Department, Borsa Istanbul.
• Serkan Yuksel & Mutahhar Erturk, 2013. "Casual Link Between Islamic and Conventional Banking: Evidence From Turkish Banking Sector," Working Paper 06, Research and Business Development Department, Borsa Istanbul.
• Ahmet Sensoy, 2013. "Efficiency of stock markets and exchange rates: Emerging vs.developed countries," Working Paper 11, Research and Business Development Department, Borsa Istanbul.
• Rodrigo Fernandes Malaquias & William Eid Junior, 2013. "Market Efficiency and Performance of Multimarket Funds," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(1), pages 119-142.
• Orleans Silva Martins & Edilson Paulo, 2013. "The probability of informed trading in the Brazilian stock market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(2), pages 249-280.
• Marcelo Perlin, 2013. "The effects of the introduction of market makers in the Brazilian equity market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(2), pages 281-304.
• Leonid Raneta & Denys Braga, 2013. "Influence of the information technology on the world economy," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 8(4), pages 64-74.
• Christian Andres & André Betzer & Peter Limbach, 2013. "Underwriter Reputation and the Quality of Certification: Evidence from High-Yield Bonds," Schumpeter Discussion Papers SDP13006, Universitätsbibliothek Wuppertal, University Library.
• Dmitri Boreiko & Maurizio Murgia, 2013. "European spin-offs Origin, value creation, and long-term performance," BEMPS - Bozen Economics & Management Paper Series BEMPS05, Faculty of Economics and Management at the Free University of Bozen.
• Eric De Bodt & Jean-Gabriel Cousin & Gaël Imad’Eddine, 2013. "Fusions-acquisitions et efficience allocationnelle," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 15-43.
• Ali Dardour, 2013. "L'impact des annonces de notation de crédit sur les valeurs européennes : une comparaison avant et pendant la crise de 2008," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 273-292.
• Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard, 2013. "Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?," Research Technical Papers 07/RT/13, Central Bank of Ireland.
• Warwick Anderson, 2013. "The Role of mid-year dividends as predictors of yearly earnings," Working Papers in Economics 13/01, University of Canterbury, Department of Economics and Finance.
• Warwick Anderson, 2013. "Event Studies in thinly-traded markets: An improvement to the market model," Working Papers in Economics 13/02, University of Canterbury, Department of Economics and Finance.
• Warwick Anderson & Samuel McLaughlin, 2013. "Buybacks versus Ordinary Dividends: Marginal Investor Reactions to Cash-return Announcements," Working Papers in Economics 13/03, University of Canterbury, Department of Economics and Finance.
• Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Journal of Reviews on Global Economics, Lifescience Global, vol. 2, pages 307-329.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Tinbergen Institute Discussion Papers 13-086/III, Tinbergen Institute.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Working Papers in Economics 13/23, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Documentos de Trabajo del ICAE 2013-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • McAleer, M.J. & Radalj, K., 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Econometric Institute Research Papers EI 2013-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," KIER Working Papers 873, Kyoto University, Institute of Economic Research.
• N. Taylor & Y. Xu, 2017. "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Quantitative Finance, Taylor & Francis Journals, vol. 17(7), pages 1021-1035, July.
  • Taylor, Nick & Xu, Yongdeng, 2013. "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers E2013/7, Cardiff University, Cardiff Business School, Economics Section.
• Iuliia Brushko, 2013. "Financial Signaling and Earnings Forecasts," CERGE-EI Working Papers wp498, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Robert S. Chirinko & Christopher Curran, 2013. "Greenspan Shrugs: Central Bank Communication, Formal Pronouncements and Bond Market Volatility," CESifo Working Paper Series 4236, CESifo.
• Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe, 2013. "The Micro Dynamics of Macro Announcements," CESifo Working Paper Series 4421, CESifo.
• Paulo Horta, 2013. "Contagion Effects in the European Nyse Euronext Stock Markets in the Context of the 2010 Sovereign Debt Crisis," CEFAGE-UE Working Papers 2013_12, University of Evora, CEFAGE-UE (Portugal).
• Martin Hoesli & Kustrim Reka, 2015. "Contagion Channels between Real Estate and Financial Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 101-138, March.
  • Martin Hoesli & Reka Kustrim, 2013. "Contagion Channels between Real Estate and Financial Markets," Swiss Finance Institute Research Paper Series 13-12, Swiss Finance Institute.
• Hau, Harald & Lai, Sandy, 2016. "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, vol. 120(2), pages 309-329.
  • Hau, Harald & Lai, Sandy, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers 9581, C.E.P.R. Discussion Papers.
  • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series 13-39, Swiss Finance Institute, revised Dec 2018.
  • Harald Hau & Sandy Lai, 2014. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CESifo Working Paper Series 5005, CESifo.
  • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Working Papers 222013, Hong Kong Institute for Monetary Research.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2013. "Do Prices Reveal the Presence of Informed Trading?," Swiss Finance Institute Research Paper Series 13-69, Swiss Finance Institute, revised Sep 2015.
• Erwan Morellec & Boris Nikolov & Francesca Zucchi, 2013. "Competition, Cash Holdings, and Financing Decisions," Swiss Finance Institute Research Paper Series 13-72, Swiss Finance Institute.
• Jovan Stojkovic, 2013. "An Option to Cheat: An Application of Option Theory to Realize Flipping in Underpricing," Swiss Finance Institute Research Paper Series 13-74, Swiss Finance Institute, revised Aug 2015.
• Pierre Bonetti & Antonio Parbonetti & Michel Magnan, 2013. "The Influence of Country- and Firm-Level Governance on Financial Reporting Quality: Revisiting the Evidence," CIRANO Working Papers 2013s-03, CIRANO.
• Mihăiță-Cosmin M. POPOVICI, 2013. "A Survey On Bank Efficiency Research With Data Envelopment Analysis And Stochastic Frontier Analysis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 1, pages 134-142, June.
• JJ. Cao-Alvira & LG Deidda, 2013. "Financial liberalization and the development of microcredit," Working Paper CRENoS 201324, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• John García & Luis Gutiérrez & Francesc Trillas, 2013. "Reforma regulatoria energética en Europa: impacto de los cambios de control corporativo sobre el valor de las empresas," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, January.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 23-27, December.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 23-27, December.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 779, Banco de la Republica de Colombia.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 10977, Banco de la Republica.
• Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 52-67, June.
  • Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 52-67, June.
  • Andrés Murcia & Diego Rojas, 2013. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia 789, Banco de la Republica de Colombia.
  • Andrés Murcia & Diego Rojas, 2013. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia 11093, Banco de la Republica.
• Michael Jetter & Alex Nikolsko-Rzhevskyy, 2013. "Monetary Policy Shifts and the Forward Discount Puzzle," Documentos de Trabajo de Valor Público 10729, Universidad EAFIT.
• John J. García & Francesc Trillas, 2013. "European energy industry shocks, corporate control and firms' value," Documentos de Trabajo de Valor Público 10928, Universidad EAFIT.
• Uribe Gil, Jorge Mario, 2013. "Testing for multiple bubbles with daily data," Documentos de Trabajo 11028, Universidad del Valle, CIDSE.
• José Morelos Gómez & Fabián Gazabón Arrieta & Roberto Enrique Gómez Fernández, 2013. "Análisis multivariado de la productividad y rendimientos financieros de empresas industriales en Cartagena, Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, June.
• Juan Benjamín Duarte Duarte & Zulay Yesenia Ramírez León & Katherine Julieth Sierra Suárez, 2013. "Evaluación del efecto tamano de empresa en los mercados bursátiles de América Latina," Revista Ecos de Economía, Universidad EAFIT, December.
• Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez, 2013. "Ciclo económico y prima por riesgo en el mercado accionario colombiano," Revista Ecos de Economía, Universidad EAFIT, December.
• Ignacio Vélez-Pareja, 2013. "Cost of Capital and Cash Flows for SMEs," Proyecciones Financieras y Valoración 10983, Master Consultores.
• WANG, Kent & WANG, Shin-Huei & PAN, Zheyao, 2013. "Can federal reserve policy deviation explain response patterns of financial markets over time?," LIDAM Discussion Papers CORE 2013029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Dao, Nguyen Thang & Dávila, Julio, 2013. "Can geography lock a society in stagnation?," Economics Letters, Elsevier, vol. 120(3), pages 442-446.
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  • Nguyen Thang Dao & Julio Dávila, 2013. "Can geography lock a society in stagnation?," Documents de travail du Centre d'Economie de la Sorbonne 13037, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Nguyen Thang Dao & Julio Dávila, 2013. "Can geography lock a society in stagnation?," Post-Print halshs-03096549, HAL.
  • DAO, Nguyen Thang & DAVILA, Julio, 2013. "Can geography lock a society in stagnation?," LIDAM Reprints CORE 2491, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Nguyen Thang Dao & Julio Davila, 2013. "Can geography lock a society in stagnation?," Post-Print halshs-00824847, HAL.
• Agnieszka Kapecka, 2013. "Fractal Analysis of Financial Time Series Using Fractal Dimension and Pointwise Hölder Exponents," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 107-126.
• Agata Kliber & Barbara Bedowska-Sojka, 2013. "Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 87-106.
• Kondor, Péter & Babus, Ana, 2013. "Trading and information diffusion in OTC markets," CEPR Discussion Papers 9271, C.E.P.R. Discussion Papers.
  • Babus, Ana & Kondor, Peter, 2018. "Trading and information diffusion in OTC markets," LSE Research Online Documents on Economics 88050, London School of Economics and Political Science, LSE Library.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2012. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," NBER Working Papers 18647, National Bureau of Economic Research, Inc.
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• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "A Theory of Asset Prices Based on Heterogeneous Information," Cowles Foundation Discussion Papers 1827, Cowles Foundation for Research in Economics, Yale University.
  • Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2013. "A Theory of Asset Prices based on Heterogeneous Information," CEPR Discussion Papers 9291, C.E.P.R. Discussion Papers.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2012. "A Theory of Asset Prices Based on Heterogeneous Information," Levine's Working Paper Archive 786969000000000347, David K. Levine.
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• Refet S. Gürkaynak & Jonathan H. Wright, 2013. "Identification and Inference Using Event Studies," Manchester School, University of Manchester, vol. 81, pages 48-65, September.
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• Acharya, Viral V. & Steffen, Sascha, 2015. "The “greatest” carry trade ever? Understanding eurozone bank risks," Journal of Financial Economics, Elsevier, vol. 115(2), pages 215-236.
  • Viral V. Acharya & Sascha Steffen, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers 19039, National Bureau of Economic Research, Inc.
  • Acharya, Viral & Steffen, Sascha, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," CEPR Discussion Papers 9432, C.E.P.R. Discussion Papers.
• Mario Padula & Yuri Pettinicchi, 2013. "Providing Financial Education: A General Equilibrium Approach," CSEF Working Papers 334, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Padula, Mario & Pettinicchi, Yuri, 2013. "Providing financial education: a general equilibrium approach," CEPR Discussion Papers 9556, C.E.P.R. Discussion Papers.
• Hau, Harald & Lai, Sandy, 2016. "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, vol. 120(2), pages 309-329.
  • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series 13-39, Swiss Finance Institute, revised Dec 2018.
  • Hau, Harald & Lai, Sandy, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers 9581, C.E.P.R. Discussion Papers.
  • Harald Hau & Sandy Lai, 2014. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CESifo Working Paper Series 5005, CESifo.
  • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Working Papers 222013, Hong Kong Institute for Monetary Research.
• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Discussion Paper 2013-042, Tilburg University, Center for Economic Research.
  • Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers 146, Department of Economics - University of Zurich.
  • Giovanni Giusti & Hans-Joachim Voth, 2015. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," Working Papers 710, Barcelona School of Economics.
  • Voth, Hans-Joachim & Giusti, Giovanni & Noussair, Charles, 2013. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," CEPR Discussion Papers 9652, C.E.P.R. Discussion Papers.
  • Giovanni Giusti & Charles Noussair & Joachim Voth, 2013. "Recreating the South Sea bubble: Lessons from an experiment in financial history," Economics Working Papers 1381, Department of Economics and Business, Universitat Pompeu Fabra.
  • Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Other publications TiSEM dd894e7e-521a-4092-94b0-0, Tilburg University, School of Economics and Management.
• Joel Peress, 2014. "The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes," Journal of Finance, American Finance Association, vol. 69(5), pages 2007-2043, October.
  • Peress, Joël, 2013. "The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes," CEPR Discussion Papers 9653, C.E.P.R. Discussion Papers.
• Francisco Barillas & Kristoffer Nimark, 2012. "Speculation, risk premia and expectations in the yield curve," Economics Working Papers 1337, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2013.
  • Francisco Barillas & Kristoffer P. Nimark, 2015. "Speculation, Risk Premia and Expectations in the Yield Curve," Working Papers 659, Barcelona School of Economics.
  • Nimark, Kristoffer P & Barillas, Francisco, 2013. "Speculation, Risk Premia and Expectations in the Yield Curve," CEPR Discussion Papers 9755, C.E.P.R. Discussion Papers.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
  • Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane, 2013. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers 9768, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers 14-11, Bank of Canada.
• Andrea Frazzini & David Kabiller & Lasse H. Pedersen, 2013. "Buffett's Alpha," NBER Working Papers 19681, National Bureau of Economic Research, Inc.
  • Pedersen, Lasse Heje & Frazzini, Andrea & Kabiller, David, 2013. "Buffett?s Alpha," CEPR Discussion Papers 9769, C.E.P.R. Discussion Papers.
• Koijen, Ralph S.J. & Moskowitz, Tobias J. & Pedersen, Lasse Heje & Vrugt, Evert B., 2018. "Carry," Journal of Financial Economics, Elsevier, vol. 127(2), pages 197-225.
  • Ralph S.J. Koijen & Tobias J. Moskowitz & Lasse Heje Pedersen & Evert B. Vrugt, 2013. "Carry," NBER Working Papers 19325, National Bureau of Economic Research, Inc.
  • Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013. "Carry," CEPR Discussion Papers 9771, C.E.P.R. Discussion Papers.
• Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2014. "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 50-69.
  • R. Kraeussl & A. Lucas & D. Rijsbergen & P.J. van der Sluis & E. Vrugt, 2008. "Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle," Tinbergen Institute Discussion Papers 08-101/2, Tinbergen Institute.
  • Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt, 2013. "Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle," LSF Research Working Paper Series 13-4, Luxembourg School of Finance, University of Luxembourg.
  • Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2010. "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," CFS Working Paper Series 2010/06, Center for Financial Studies (CFS).
• Eleni Thanou & Dikaios Tserkezos, 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," Working Papers 1311, University of Crete, Department of Economics.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2013. "On the inefficiency of Brownian motions and heavier tailed price processes," INDEM - Working Paper Business Economic Series id-13-01, Instituto para el Desarrollo Empresarial (INDEM).
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2013. "On the inefficiency of Brownian motions and heavier tailed price processes," IC3JM - Estudios = Working Papers id-13-01, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
• Perego, Erica R. & Vermeulen, Wessel N., 2016. "Macro-economic determinants of European stock and government bond correlations: A tale of two regions," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 214-232.
  • Erica R. PEREGO & Wessel N. VERMEULEN, 2013. "Macroeconomic determinants of European stock and government bond correlations: A tale of two regions," LIDAM Discussion Papers IRES 2013013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Xiangbo Liu & Zijun Liu & Zhigang Qiu, 2013. "Stock Market Manipulation in the Presence of Fund Flows," Annals of Economics and Finance, Society for AEF, vol. 14(2), pages 483-491, November.
• McManus, Ginette & Sharma, Rajneesh & Tezel, Ahmet, 2013. "Reversals in Wine Auction Prices," Journal of Wine Economics, Cambridge University Press, vol. 8(2), pages 189-197, November.
• Ana Fostel & John Geanakoplos, 2013. "Reviewing the Leverage Cycle," Cowles Foundation Discussion Papers 1918, Cowles Foundation for Research in Economics, Yale University.
• Benedetti, Giuseppe, 2013. "Investissement optimal et évaluation d'actifs sous certaines imperfections de marché," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12887 edited by Campi, Luciano.
• Hans-Helmut Kotz & Dorothea Schäfer, 2013. "Rating-Agenturen: fehlbar und überfordert," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 82(4), pages 135-162.
• Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas, 2013. "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises," Ratio Working Papers 224, The Ratio Institute.
  • Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013. "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis," Discussion Papers of DIW Berlin 1333, DIW Berlin, German Institute for Economic Research.
• Uctum, Remzi & Renou-Maissant, Patricia & Prat, Georges & Lecarpentier-Moyal, Sylvie, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, Elsevier, vol. 35(C), pages 43-56.
  • Remzi Uctum & Patricia Renou‐Maissant & Georges Prat & Sylvie Lecarpentier‐Moyal, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, John Wiley & Sons, vol. 35(1), pages 43-56, November.
  • Sylvie Lecarpentier Moyal & Georges Prat & Patricia Renou Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Working Papers 2013-27, Department of Research, Ipag Business School.
  • Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," EconomiX Working Papers 2013-36, University of Paris Nanterre, EconomiX.
  • Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Erudite Working Paper 2013-05, Erudite.
  • Remzi Uctum & Patricia Renou-Maissant & Georges Prat & Sylvie Lecarpentier-Moyal, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Post-Print halshs-02080313, HAL.
  • Georges Prat & Remzi Uctum & Sylvie Lecarpentier-Moyal & Patricia Renou-Maissant, 2014. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print hal-01638222, HAL.
  • Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2014. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print hal-01411783, HAL.
• Mathias S. Kruttli & Andrew J. Patton & Tarun Ramadorai, 2015. "The Impact of Hedge Funds on Asset Markets," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 5(2), pages 185-226.
  • Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai, 2013. "The Impact of Hedge Funds on Asset Markets," Working Papers 13-27, Duke University, Department of Economics.
  • Patton, Andrew & Kruttli, Mathias, 2014. "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers 10151, C.E.P.R. Discussion Papers.
• Yothin Jinjarak, 2013. "Supply Chains and Credit-Market Shocks : Some Implications for Emerging Markets," Microeconomics Working Papers 23849, East Asian Bureau of Economic Research.
• Yothin Jinjarak, 2013. "Supply Chains and Credit-Market Shocks : Some Implications for Emerging Markets," Trade Working Papers 23849, East Asian Bureau of Economic Research.
• Thierry Foucault & Johan Hombert & Ioanid Roşu, 2016. "News Trading and Speed," Journal of Finance, American Finance Association, vol. 71(1), pages 335-382, February.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713372, HAL.
  • Foucault , Thierry & Hombert , Johan & Rosu, Ioanid, 2013. "News Trading and Speed," HEC Research Papers Series 975, HEC Paris.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713376, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713377, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713374, HAL.
• Beneish, Messod Daniel & Capkun, Vedran & Fridson, Martin S., 2013. "Defying Gravity: Costly Signaling to Mislead or to Inform?," HEC Research Papers Series 1024, HEC Paris.
• Thiago de Oliveira Souza, 2013. "Discount rates, market frictions and the mystery of the size premium," 2013 Papers pde868, Job Market Papers.
  • de Oliveira Souza, Thiago, 2014. "Discount rates, market frictions, and the mystery of the size premium," Discussion Papers on Economics 15/2014, University of Southern Denmark, Department of Economics.
  • Thiago De Oliveira Souza, 2013. "Discount Rates, Market Frictions and the Mystery of the Size Premium," Working Papers ECARES ECARES 2013-43, ULB -- Universite Libre de Bruxelles.
• Salines, Marion & Glöckler, Gabriel & Gade, Thomas & Strodthoff, Steffen, 2013. ""Loose lips sinking markets?": the impact of political communication on sovereign bond spreads," Occasional Paper Series 150, European Central Bank.
• Reint Gropp & Anthony J. Richards, 2001. "Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can we Infer About Private Sector Monitoring of Bank Soundness?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(3), pages 373-398, November.
  • Gropp, Reint & Richards, Anthony J., 2001. "Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?," Working Paper Series 0076, European Central Bank.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 0080, European Central Bank.
• Manganelli, Simone, 2005. "Duration, volume and volatility impact of trades," Journal of Financial Markets, Elsevier, vol. 8(4), pages 377-399, November.
  • Manganelli, Simone, 2002. "Duration, volume and volatility impact of trades," Working Paper Series 0125, European Central Bank.
• Cappiello, Lorenzo & De Santis, Roberto A., 2005. "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series 0529, European Central Bank.
• Michael Ehrmann & Marcel Fratzscher & Helge Berger, 2006. "Forecasting ECB Monetary Policy; Accuracy is (Still) a Matter of Geography," IMF Working Papers 06/41, International Monetary Fund.
  • Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Working Paper Series 0578, European Central Bank.
  • Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Discussion Papers 2006/11, Free University Berlin, School of Business & Economics.
• Vitale, Paolo, 2006. "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5468, C.E.P.R. Discussion Papers.
  • Vitale, Paolo, 2006. "A market microstructure analysis of foreign exchange intervention," Working Paper Series 0629, European Central Bank.
• Reint Gropp & Arjan Kadareja, 2012. "Stale Information, Shocks, and Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1117-1149, 09.
  • Gropp, Reint & Kadareja, Arjan, 2006. "Stale information, shocks and volatility," Working Paper Series 0686, European Central Bank.
  • Gropp, Reint & Kadareja, Arjan, 2007. "Stale information, shocks and volatility," ZEW Discussion Papers 07-012, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Geography or skills: What explains Fed watchers’ forecast accuracy of US monetary policy?," Working Paper Series 0695, European Central Bank.
  • Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2008. "Geography or skills: what explains Fed Wachters' forecast accuracy of US monetary policy?," Discussion Papers 2008/11, Free University Berlin, School of Business & Economics.
• Andersson, Magnus, 2007. "Using intraday data to gauge financial market responses to Fed and ECB monetary policy decisions," Working Paper Series 0726, European Central Bank.
• Marco Cipriani & Antonio Guarino, 2006. "Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence," WEF Working Papers 0008, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  • Cipriani, Marco & Guarino, Antonio, 2007. "Transaction costs and informational cascades in financial markets: Theory and experimental evidence," Working Paper Series 0736, European Central Bank.
• Michael Ehrmann & Marcel Fratzscher, 2009. "Explaining Monetary Policy in Press Conferences," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 42-84, June.
  • Ehrmann, Michael & Fratzscher, Marcel, 2007. "Explaining monetary policy in press conferences," Working Paper Series 0767, European Central Bank.
• Fornari, Fabio, 2010. "Assessing the compensation for volatility risk implicit in interest rate derivatives," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 722-743, September.
  • Fornari, Fabio, 2008. "Assessing the compensation for volatility risk implicit in interest rate derivatives," Working Paper Series 0859, European Central Bank.
• Scheicher, Martin, 2008. "How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches," Working Paper Series 0910, European Central Bank.
• Maurizio Michael Habib & Mark Joy, 2010. "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Applied Financial Economics, Taylor & Francis Journals, vol. 20(8), pages 601-626.
  • Habib, Maurizio Michael & Joy, Mark, 2008. "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Working Paper Series 0947, European Central Bank.
• Marcel Fratzscher & Livio Stracca, 2009. "The political economy under monetary union: has the euro made a difference?," Economic Policy, CEPR;CES;MSH, vol. 24, pages 307-348, 04.
  • Fratzscher, Marcel & Stracca, Livio, 2008. "The political economy under monetary union: has the euro made a difference?," Working Paper Series 0956, European Central Bank.
• Idier, Julien & Nardelli, Stefano, 2008. "Probability of informed trading on the euro overnight market rate: an update," Working Paper Series 0987, European Central Bank.
• Scheicher, Martin & Fender, Ingo, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Working Paper Series 1056, European Central Bank.
• Fratzscher, Marcel & Stracca, Livio, 2009. "Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro," Working Paper Series 1064, European Central Bank.
• Michael Ehrmann & David Sondermann, 2009. "The reception of public signals in financial markets – what if central bank communication becomes stale?," NBP Working Papers 66, Narodowy Bank Polski.
  • Ehrmann, Michael & Sondermann, David, 2009. "The reception of public signals in financial markets - what if central bank communication becomes stale?," Working Paper Series 1077, European Central Bank.
• Andersson, Magnus & Alexopoulou, Ioana & Georgescu, Oana-Maria, 2009. "An empirical study on the decoupling movements between corporate bond and CDS spreads," Working Paper Series 1085, European Central Bank.
• Castrén, Olli & Kavonius, Ilja Kristian, 2009. "Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area," Working Paper Series 1124, European Central Bank.
• Grothe, Magdalena, 2010. "Price and trading response to public information," Working Paper Series 1177, European Central Bank.
• Beltratti, Andrea & Bortolotti, Bernardo & Caccavaio, Marianna, 2011. "The stock market reaction to the 2005 non-tradable share reform in China," Working Paper Series 1339, European Central Bank.
• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, vol. 69(6), pages 2597-2649, December.
  • Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud, 2011. "Global crises and equity market contagion," CEPR Discussion Papers 8438, C.E.P.R. Discussion Papers.
  • Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Discussion Papers of DIW Berlin 1352, DIW Berlin, German Institute for Economic Research.
  • Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud & Bekaert, Geert, 2011. "Global crises and equity market contagion," Working Paper Series 1381, European Central Bank.
  • Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl, 2011. "Global Crises and Equity Market Contagion," NBER Working Papers 17121, National Bureau of Economic Research, Inc.
• Ehrmann, Michael & Jansen, David-Jan, 2012. "The pitch rather than the pit: investor inattention during FIFA world cup matches," Working Paper Series 1424, European Central Bank.
• Hoffmann, Peter, 2013. "Adverse selection, market access and inter-market competition," Working Paper Series 1519, European Central Bank.
• Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014. "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 319-339.
  • Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2013. "The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?," Working Paper Series 1532, European Central Bank.
• Colliard, Jean-Edouard, 2013. "Catching falling knives: speculating on market overreaction," Working Paper Series 1545, European Central Bank.
• Grothe, Magdalena, 2013. "Market pricing of credit rating signals," Working Paper Series 1623, European Central Bank.
• Ulf Brüggemann & Aditya Kaul & Christian Leuz & Ingrid M. Werner, 2018. "The Twilight Zone: OTC Regulatory Regimes and Market Quality," The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 898-942.
  • Ulf Brüggemann & Aditya Kaul & Christian Leuz & Ingrid M. Werner, 2013. "The Twilight Zone: OTC Regulatory Regimes and Market Quality," NBER Working Papers 19358, National Bureau of Economic Research, Inc.
  • Bruggemann, Ulf & Kaul, Aditya & Leuz, Christian & Werner, Ingrid M., 2013. "The Twilight Zone: OTC Regulatory Regimes and Market Quality," Working Paper Series 2013-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Bao, Jack & Hou, Kewei, 2013. "Comovement of Corporate Bonds and Equities," Working Paper Series 2013-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Buti, Sabrina & Consonni, Francesco & Rindi, Barbara & Werner, Ingrid M., 2013. "Sub-Penny and Queue-Jumping," Working Paper Series 2013-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Roger K. Loh & René M. Stulz, 2018. "Is Sell‐Side Research More Valuable in Bad Times?," Journal of Finance, American Finance Association, vol. 73(3), pages 959-1013, June.
  • Loh, Roger & Stulz, Rene M., 2013. "Is Sell-Side Research More Valuable in Bad Times?," Working Paper Series 2013-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Roger K. Loh & René M. Stulz, 2014. "Is Sell-Side Research More Valuable in Bad Times?," NBER Working Papers 19778, National Bureau of Economic Research, Inc.
• William Fuchs & Andrzej Skrzypacz, 2019. "Costs and benefits of dynamic trading in a lemons market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 105-127, July.
  • Fuchs, William & Skrzypacz, Andrzej, 2013. "Costs and Benefits of Dynamic Trading in a Lemons Market," Research Papers 2133, Stanford University, Graduate School of Business.
• Moatemri Ouarda & Abdelfatteh El Bouri & Olivero Bernard, 2013. "Herding Behavior under Markets Condition: Empirical Evidence on the European Financial Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 3(1), pages 214-228.
• Samih Antoine Azar & Loucine Basmajian, 2013. "Oil Prices and the Kuwaiti and the Saudi Stock Markets:The Contrast," International Journal of Economics and Financial Issues, Econjournals, vol. 3(2), pages 294-304.
• Samih Antoine Azar, 2013. "Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 723-733.
• Han-Ching Huang & Yong-Chern Su & Chun-Chi Shih, 2013. "Speed of Convergence to Market Efficiency: Example of Top loser Stocks," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 591-601.
• Michael Ehrmann & Chiara Osbat & Jan Strasky & Lenno Uuskula, 2013. "The Euro exchange rate during the European sovereign debt crisis � dancing to its own tune?," Bank of Estonia Working Papers wp2013-3, Bank of Estonia, revised 24 May 2013.
• Gajewski, Jean-François & Quéré, Bertrand ¨P., 2013. "A Comparison of the Effects of Earnings Disclosures on Information Asymmetry: Evidence from France and the U.S," The International Journal of Accounting, Elsevier, vol. 48(1), pages 1-25.
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• Haw, In-Mu & Ho, Simon S.M. & Hu, Bingbing & Zhang, Xu, 2013. "Legal Institutions, Ownership Concentration, and Stock Repurchases Around the World: Signal Mimicking?," The International Journal of Accounting, Elsevier, vol. 48(4), pages 427-458.
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• Jiř� Lahvička, 2014. "What causes the favourite-longshot bias? Further evidence from tennis," Applied Economics Letters, Taylor & Francis Journals, vol. 21(2), pages 90-92, January.
  • Lahvicka, Jiri, 2013. "What Causes the Favorite-Longshot Bias? Further Evidence from Tennis," MPRA Paper 47905, University Library of Munich, Germany.
• Pennacchio, Luca, 2013. "The causal effect of venture capital backing on the underpricing of Italian IPOs," MPRA Paper 48695, University Library of Munich, Germany.
• Fulli-Lemaire, Nicolas, 2013. "A Tale of Two Eurozones: Banks’s Funding, Sovereign Risk & Unconventional Monetary Policies," MPRA Paper 49072, University Library of Munich, Germany.
• Akber, Ushna & Muhammad, Nabeel, 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," MPRA Paper 49128, University Library of Munich, Germany.
• Efthymiou, Vassilis A. & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2021. "Intraday analysis of the limit order bias on the ex-dividend day of U.S. common stocks," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 405-421.
  • Efthymiou, Vassilis A. & Leledakis, George N., 2013. "Intraday analysis of the limit order bias at the ex-dividend day of U.S. common stocks," MPRA Paper 49770, University Library of Munich, Germany.
• Niu, Zilong, 2013. "Relative Performance Concerns, Attention Allocation and Complementarities in Information Acquisition," MPRA Paper 51194, University Library of Munich, Germany, revised 02 Nov 2013.
• Chouliaras, Andreas & Grammatikos, Theoharry, 2013. "News Flow, Web Attention and Extreme Returns in the European Financial Crisis," MPRA Paper 51335, University Library of Munich, Germany.
• Nath, Golaka, 2013. "The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis," MPRA Paper 51591, University Library of Munich, Germany.
• Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013. "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper 51640, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities," MPRA Paper 51741, University Library of Munich, Germany.
• Rudiger, Jesper & Vigier, Adrien, 2013. "Financial Experts, Asset Prices and Reputation," MPRA Paper 51784, University Library of Munich, Germany.
• Evans, Olaniyi, 2013. "Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach," MPRA Paper 52458, University Library of Munich, Germany.
• Evans, Olaniyi, 2013. "International Financial Integration and The Nigerian Economic Performance: a Var Modeling Approach," MPRA Paper 52459, University Library of Munich, Germany.
• Dumitriu, Ramona & Stefanescu, Razvan, 2013. "Efecte Gone Fishin’ la Bursa de Valori din Bucureşti [Gone Fishin’ Effects on the Bucharest Stock Exchange]," MPRA Paper 52473, University Library of Munich, Germany, revised 28 Sep 2013.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013. "MOY effects in returns and in volatilities of the Romanian capital market," MPRA Paper 52474, University Library of Munich, Germany, revised 28 Oct 2013.
• Chiny, Faycal, 2013. "Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ? [The Investment Process In The Presence On Risk : Choosing A Sequence]," MPRA Paper 52527, University Library of Munich, Germany, revised 29 Dec 2013.
• Hiremath, Gourishankar S & Kumari, Jyoti, 2013. "Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India," MPRA Paper 52581, University Library of Munich, Germany.
• Kwok Ho Chan & KaWai Terence Fung & Zhou Lu, 2015. "Predation Due to Bargaining Power Difference in Financial Contracting," Economic Research Guardian, Mutascu Publishing, vol. 5(2), pages 121-132, December.
  • Chan, Kwok Ho & Lu, Zhou & Fung, Ka Wai Terence, 2013. "Predation Due to Bargaining Power Difference in Financial Contracting," MPRA Paper 52873, University Library of Munich, Germany.
• Fung, Ka Wai Terence & Demir, Ender & Lau, Marco Chi Keung & Chan, Kwok Ho, 2013. "An Examination of Sports Event Sentiment: Microeconomic Evidence from Borsa Istanbul," MPRA Paper 52874, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013. "Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union," MPRA Paper 53069, University Library of Munich, Germany, revised 04 Apr 2013.
• Rietz, Thomas A. & Sheremeta, Roman M. & Shields, Timothy W. & Smith, Vernon L., 2013. "Transparency, efficiency and the distribution of economic welfare in pass-through investment trust games," Journal of Economic Behavior & Organization, Elsevier, vol. 94(C), pages 257-267.
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• Shaikh, Salman, 2013. "Investment Decisions by Analysts: A Case Study of KSE," MPRA Paper 53802, University Library of Munich, Germany.
• Kazemi, Hossein S. & Zhai, Weili & He, Jibao & Cai, Jinghan, 2013. "Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence," MPRA Paper 54185, University Library of Munich, Germany, revised 15 Jul 2013.
• Foley, Maggie & Cebula, Richard & Jun, Chulhee, 2013. "An Analysis of Withdrawn Shareholder Proposals," MPRA Paper 55422, University Library of Munich, Germany.
• Cheteni, Priviledge, 2013. "Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa," MPRA Paper 56369, University Library of Munich, Germany.
• Avino, Davide & Cotter, John, 2013. "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper 56782, University Library of Munich, Germany.
• Mynhardt, H. R. & Plastun, Alex, 2013. "The Overreaction Hypothesis: The Case of Ukrainian Stock Market," MPRA Paper 58941, University Library of Munich, Germany.
• Plastun, Alex & Plastun, Vyacheslav, 2013. "Force-majeure events and financial market’s behavior," MPRA Paper 58975, University Library of Munich, Germany.
• Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2013. "Share repurchases, signaling effect and implications for corporate governance: Evidence from India," MPRA Paper 60147, University Library of Munich, Germany.
• Genest, Benoit & Rego, David & Freon, Helene, 2013. "Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -," MPRA Paper 62908, University Library of Munich, Germany.
• Breckenfelder, Johannes, 2013. "Competition between high-frequency traders, and market quality," MPRA Paper 66715, University Library of Munich, Germany, revised Dec 2013.
• Bennaceur, Fatma & Bendob, Ali, 2013. "اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010 [Testing the relationship between EURIBOR and share prices in emerging stock markets Econometric stu," MPRA Paper 76077, University Library of Munich, Germany, revised Feb 2014.
• Alexander Zimper, 2015. "Bank-Deposit Contracts Versus Financial-Market Participation in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 525-536, May.
  • Alexander Zimper, 2013. "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," Working Papers 201334, University of Pretoria, Department of Economics.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014. "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 367-378.
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• Zimper, Alexander, 2013. "On the welfare equivalence of asset markets and banking in Diamond Dybvig economies," Economics Letters, Elsevier, vol. 121(3), pages 356-359.
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• Jakub Kučera, 2013. "Definition, Benefits and Risks of High-Frequency Trading [Vymezení, přínosy a rizika vysokofrekvenčního obchodování]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2013(5), pages 3-30.
• Jan Pavel & Emilia Sičáková-Beblavá, 2013. "Do E-Auctions Realy Improve the Efficiency of Public Procurement? The Case of the Slovak Municipalities," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(1), pages 111-124.
• Kewei Hou & Lin Peng & Wei Xiong, 2013. "Is R-Squared a Measure of Market Inefficiency?," Working Papers 2013-8, Princeton University. Economics Department..
• Barbara Będowska-Sójka, 2013. "Macroeconomic News Effects on the Stock Markets in Intraday Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 5(4), pages 249-269, December.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015. "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, vol. 187(2), pages 557-579.
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• Nathanael Cox & Nicholas Garvin & Gerard Kelly, 2013. "Central Counterparty Links and Clearing System Exposures," RBA Research Discussion Papers rdp2013-12, Reserve Bank of Australia.
• Shang, Zilu & Brooks, Chris & McCloy, Rachel, 2014. "Are investors guided by the news disclosed by companies or by journalists?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 45-60.
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• Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2014. "Brand Capital and Firm Value," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 150-169, January.
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• Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2014. "Brand Capital and Firm Value," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 150-169, January.
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• Florian Scheuer, 2013. "Optimal Asset Taxes in Financial Markets with Aggregate Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 405-420, July.
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• Ana Babus & Péter Kondor, 2018. "Trading and Information Diffusion in Over‐the‐Counter Markets," Econometrica, Econometric Society, vol. 86(5), pages 1727-1769, September.
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• Saeed Sadeghi Boroujerdi & Kaveh Hasani, 2013. "Investigate sport clothing’s market segmentation in public sport based on demographic variables," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 16(48), pages 37-54, June.
• Andrey Kudryavtsev, 2013. "Think About Tomorrow Morning: Opening Stock Returns May Show Reversals," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 16(50), pages 51-64, December.
• Bianconi, Marcelo & Hua, Xiaxin & Tan, Chih Ming, 2015. "Determinants of systemic risk and information dissemination," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 352-368.
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• Jinjarak, Yothin, 2013. "Supply Chains and Credit-Market Shocks: Some Implications for Emerging Markets," ADBI Working Papers 443, Asian Development Bank Institute.
• Becchetti, L. & Ferrari, M. & Trenta, U., 2014. "The impact of the French Tobin tax," Journal of Financial Stability, Elsevier, vol. 15(C), pages 127-148.
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• Abdioglu, Zehra & Degirmenci, Nurdan, 2013. "Seasonal Anomalies in Istanbul Stock Exchange," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 4(3), pages 1-55, July.
• Dionisis Chionis & Ioannis Pragidis & Panagiotis Schizas, 2016. "The determinants of Greek bond yields: an empirical study before and during the crisis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(3), pages 504-519, August.
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• Kim , Sangbae & Jung , Taehun, 2013. "The Effect of Initial Margin on Long-run and Short-run Volatilities in Japan," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 17(3), pages 311-332, September.
• Nick, Sebastian, 2013. "Price Formation and Intertemporal Arbitrage within a Low-Liquidity Framework: Empirical Evidence from European Natural Gas Markets," EWI Working Papers 2013-14, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Bicchetti, David & Maystre, Nicolas Maystre, 2013. "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, vol. 2(3-4), pages 233-239.
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• Bailey, David H. & López de Prado, Marcos & del Pozo, Eva, 2013. "The strategy approval decision: A Sharpe ratio indifference curve approach," Algorithmic Finance, IOS Press, vol. 2(1), pages 99-109.
• Duarte, Juan & Ramirez, Zulay & Mascareñas, Juan, 2013. "Estudio del efecto tamaño en el mercado bursátil colombiano," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 18(00), pages 24-27.
• de Jong, Frank & Wingens, Loes, 2013. "Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(1), pages 159-176.
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• Acatrinei, Marius & Gorun, Adrian & Marcu, Nicu, 2013. "A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 136-148, March.
• Yang-Cheng Lu & Yu-Chen Wei, 2013. "The Chinese News Sentiment around Earnings Announcements," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 44-58, October.
• Hao FANG & Yang-Cheng Lu & Hwey-Yun Yau & Yen-Hsien Lee, 2013. "Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 232-245, December.
• Shu-Ching Cheng & Tsung-Pao Wu, 2013. "Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 82-93, December.
• Faris Nasif ALSHUBIRI, 2013. "Exploring the Relationship between Human Capital Investment and Corporate Financial Performance of Jordanian Industrial Sectors," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 16(2), pages 277-285, December.
• Faris Nasif AL-SHUBIRI, 2013. "The Impact of Value Added Intellectual Coefficient Components on Financial Health," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 14(3), pages 459-472, July.
• Ramona Dagostino, 2013. "Are Short-Selling Bans Effective? Evidence from the Summer 2011 European Bans on Net Short Sales," Rivista di Politica Economica, SIPI Spa, issue 4, pages 47-77, October-D.
• Madalina Gabriela ANGHEL & Zoica NICOLA, 2013. "Model de analiza SWOT a pietei de capital din Romania," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 203-206, March.
• Dragos Gabriel MECU, 2013. "Factorii care influenteaza investitiile," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 256-258, March.
• Florin PIELEANU & Diana COCONOIU, 2013. "Utilizarea comparata a modelelor CAPM si APT in analizele bursiere," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 295-301, March.
• Becchetti, L. & Ferrari, M. & Trenta, U., 2014. "The impact of the French Tobin tax," Journal of Financial Stability, Elsevier, vol. 15(C), pages 127-148.
  • Leonardo Becchetti & Massimo Ferrari, 2013. "The impact of the French Tobin tax," Econometica Working Papers wp47, Econometica.
  • Leonardo Becchetti & Massimo Ferrari & Ugo Trenta, 2013. "The impact of the French Tobin tax," CEIS Research Paper 266, Tor Vergata University, CEIS, revised 01 Mar 2013.
  • Becchetti, Leonardo & Ferrari, Massimo & Trenta, Ugo, 2013. "The impact of the French Tobin tax," AICCON Working Papers 118-2013, Associazione Italiana per la Cultura della Cooperazione e del Non Profit.
• Bos, J.W.B. & Frömmel, M. & Lamers, M., 2013. "FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11," Research Memorandum 047, Maastricht University, Graduate School of Business and Economics (GSBE).
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• Jie Lu & Bruce Mizrach, 2013. "Strategic Interaction in A Stock Trading Chat Room," Departmental Working Papers 201317, Rutgers University, Department of Economics.
• Chung, Huimin & Gao, Cheng & Lu, Jie & Mizrach, Bruce, 2013. "An empirical analysis of the Shanghai and Shenzhen limit order books," Economic Modelling, Elsevier, vol. 34(C), pages 37-41.
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• Guerrien, Bernard & Gun, Ozgur, 2013. "L’étrange silence du Nobel Prize Committee sur la « théorie des marchés efficients »," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 14.
• Tobias R. Rühl & Michael Stein, 2013. "The Cost of New Information – ECB Macro Announcement Impacts on Bid-Ask Spreads of European Blue Chips," Ruhr Economic Papers 0452, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Winson Chan & David Emanuel, 2011. "Board governance and acquirers’ returns: A study of Australian acquisitions," Australian Journal of Management, Australian School of Business, vol. 36(2), pages 174-199, August.
• W Jane Cheung & Andrew B Jackson, 2013. "Chief Executive Officer departures and market uncertainty," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 279-310, August.
• Greg Clinch, 2013. "Disclosure quality, diversification and the cost of capital," Australian Journal of Management, Australian School of Business, vol. 38(3), pages 475-489, December.
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• Francesco Guidi & Rakesh Gupta & Suneel Maheshwari, 2011. "Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(3), pages 337-389, December.
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• Hamish D. Anderson & Christopher B. Malone & Ben R. Marshall, 2012. "Time Diversification in Developed and Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 11(2), pages 115-144, August.
• Christos Floros & Yong Tan, 2013. "Moon Phases, Mood and Stock Market Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 12(1), pages 107-127, April.
• M.V. Lakshman & Sankarshan Basu & R. Vaidyanathan, 2013. "Market-wide Herding and the Impact of Institutional Investors in the Indian Capital Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 12(2), pages 197-237, August.
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• Santillan Salgado, Roberto Joaquín & Fonseca Ramírez, Alejandro, 2013. "Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores / Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 3(2), pages 119-144, julio-dic.
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• Suresh Chandra Bihari & Jayashree Kotagi, 2013. "A Study On Efficiency Of Steel Futures Market In India," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 5(1 (June)), pages 21-34.
• Abderrazak Dhaoui & Saad Bourouis & Melek Acar Boyacioglu, 2013. "The Impact Of Investor Psychology On Stock Markets: Evidence From France," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 5(1 (June)), pages 35-59.
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• Linda S. Goldberg & Christian Grisse, 2013. "Time variation in asset price responses to macro announcements," Staff Reports 626, Federal Reserve Bank of New York.
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• Sophie van Huellen, 2013. "Price Non-Convergence in Commodities: A Case Study of the Wheat Conundrum," Working Papers 185, Department of Economics, SOAS University of London, UK.
• Oscar Bernal Diaz & Astrid Herinckx & Ariane Szafarz, 2014. "Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 37, pages 244-256, March.
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• Renaud Bourlès & Anastasia Cozarenco, 2014. "State intervention and the microcredit market: the role of business development services," Small Business Economics, Springer, vol. 43(4), pages 931-944, December.
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  • Renaud Bourlès & Anastasia Cozarenco, 2013. "State Intervention and the (Micro) Credit Market in Developed Countries: Loan Guarantee and Business Development Services," AMSE Working Papers 1325, Aix-Marseille School of Economics, France, revised Apr 2013.
• İsmail MAZGİT, 2013. "Endeks Kapsamında Olmanın Hisse Senedi Getirilerine Etkisi: BIST Temettü 25 Endeksi Üzerine Bir Uygulama," Sosyoekonomi Journal, Sosyoekonomi Society, issue 20(20).
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• Nahoko Mitsuyama, 2013. "Stock Market Reaction to Patent Value in Japan: an Event Study Analysis," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 3(6), pages 1-12, December.
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• Michael Bergman & Michael M. Hutchison & Svend E. Hougaard Jensen, 2013. "Do Sound Public Finances Require Fiscal Rules Or Is Market Pressure Enough?," European Economy - Economic Papers 2008 - 2015 489, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
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• Leo H. Chan, 2013. "Which Chinese Markets to Diversify into?," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 8(2), pages 220-232, June.
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• Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013. "The Microstructure of China's Government Bond Market," Staff Reports 622, Federal Reserve Bank of New York.
• Michael J Fleming & Giang Nguyen, 2019. "Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 9(2), pages 256-295.
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• Linda S. Goldberg & Christian Grisse, 2013. "Time variation in asset price responses to macro announcements," Working Papers 2013-11, Swiss National Bank.
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• Massa, Massimo & Vermaelen, Theo & Xu, Moqi, 2013. "Rights offerings, trading, and regulation: a global perspective," LSE Research Online Documents on Economics 55403, London School of Economics and Political Science, LSE Library.
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• Alexandr Abramov, 2013. "2012: A Year of the State’s Increasing Presence in the Stock Market," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 23-28, February.
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• Benjamin Liu & Allen Huang, 2013. "The impact of the Goods and Services Tax on mortgage costs of Australian credit unions," Discussion Papers in Finance finance:201301, Griffith University, Department of Accounting, Finance and Economics.
• Allen Huang & Benjamin Liu, 2013. "The GST and mortgage costs: Australian evidence," Discussion Papers in Finance finance:201302, Griffith University, Department of Accounting, Finance and Economics.
• Orie Barron & Xuguang Sheng & Maya Thevenot, 2013. "Information Environment and The Cost of Capital," Working Papers 2013-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
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• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
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• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
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• Renaud Bourlès & Anastasia Cozarenco, 2014. "State intervention and the microcredit market: the role of business development services," Small Business Economics, Springer, vol. 43(4), pages 931-944, December.
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• Lazarczyk, Ewa, 2013. "Market Specific News and Its Impact on Electricity Prices – Forward Premia," Working Paper Series 953, Research Institute of Industrial Economics, revised 20 Aug 2013.
• Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013. "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis," Discussion Papers of DIW Berlin 1333, DIW Berlin, German Institute for Economic Research.
  • Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas, 2013. "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises," Ratio Working Papers 224, The Ratio Institute.
• Hull, Isaiah, 2013. "Predicting the Spread of Financial Innovations: An Epidemiological Approach," Working Paper Series 279, Sveriges Riksbank (Central Bank of Sweden).
• Lundström, Christian, 2013. "Day trading returns across volatility states," Umeå Economic Studies 861, Umeå University, Department of Economics, revised 03 Mar 2017.
• Dina Tsytsulina, 2013. "The effects of mergers on sellers, customers, and competitors in Russia’s ferrous and non-ferrous metal industries: the application of financial event study," HSE Working papers WP BRP 36/EC/2013, National Research University Higher School of Economics.
• Takkabutr, Nattapol, 2013. "Option-Implied Risk Aversion Anomalies: Evidence From Japanese Market," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 54(2), pages 137-157, December.
• Hau, Harald & Lai, Sandy, 2016. "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, vol. 120(2), pages 309-329.
  • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series 13-39, Swiss Finance Institute, revised Dec 2018.
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• Edward Jones & Quentin Mulet-Marquis, 2013. "The Stock Market Reaction to Changes to Credit Ratings of US-Listed Banks," CFI Discussion Papers 1303, Centre for Finance and Investment, Heriot Watt University.
• Iulian Panait, 2013. "The month-of-the-year effect on Bucharest Stock Exchange," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 1(1), pages 19-26, March.
• Vichet Sum, 2013. "Employee Benefits And Stock Returns: A Look At Health Care Benefits," Accounting & Taxation, The Institute for Business and Finance Research, vol. 5(1), pages 1-8.
• L.W. Makasi & J. W. Kruger, 2013. "Share Repurchases Announcement Effect On Earnings: Evidence From South Africa," Accounting & Taxation, The Institute for Business and Finance Research, vol. 5(1), pages 41-46.
• Abdelmoneim Youssef & Giuseppe Galloppo, 2013. "The Efficiency Of Emerging Stock Markets: Evidence From Asia And Africa," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(4), pages 1-17.
• Kevin Lee & Scott Miller & Nicole Velasquez & Christi Wann, 2013. "The Effect of Investor Bias and Gender on Portfolio Performance and Risk," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(1), pages 1-16.
• Halil Kiymaz, 2013. "Cross-Border Mergers and Acquisitions and Country Risk Ratings: Evidence From U.S. Financials," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(1), pages 17-29.
• Kenneth Yung & Hamid Rahman & Qian Sun, 2013. "Do Neglected Firms Suffer from an Information Deficit?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(1), pages 31-44.
• Richard Zhe Wang, 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 liter," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(1), pages 55-68.
• Cheng-Yi Chien, 2013. "Pre-close Transparency and Price Efficiency at Market Closing: Evidence from the Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(2), pages 17-26.
• Sanjay Sehgal & Sakshi Jain & Pr Laurence the Porteu de la Morandiere, 2013. "Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(2), pages 53-78.
• Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013. "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(3), pages 57-75.
  • Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013. "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," Post-Print hal-01881910, HAL.
• Stoyu I. Ivanov, 2013. "Analysis of the Effects of Pre Announcement of S&P 500 Index Changes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 1-10.
• Yoku Mimura, 2013. "Variations in Retirement Account Holdings: Evidence from Native and Immigrant Women in the U.S," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 11-22.
• Erie Febrian & Aldrin Herwany & Adi Primadhi, 2013. "Market REsponse to the Composition Change of Islamic Index: Evidence from Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 23-34.
• Yvan Nezerwe, 2013. "Presidential Elections And Stock Returns In Egypt," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 4(2), pages 63-68.
• Eduardo Sandoval, 2013. "Effect On D&S Shareholdersâ´ Wealth And Chilean Retail Companies Due To The Announcement Of Public Offering Shares Adquisition, Efecto Sobre La Riqueza De Los Accionistas De D&S Y Empresas Del Sector ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 6(2), pages 1-13.
• Kentaka Aruga & Shunsuke Managi, 2013. "Linkages among the US energy futures markets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 36(1), pages 13-26.
  • Aruga, Kentaka & Managi, Shunsuke, 2011. "Linkage among the U.S. Energy Futures Markets," MPRA Paper 36086, University Library of Munich, Germany.
• Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.
  • Nikola Gradojevic & Camillo Lento, 2012. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series 31_12, Rimini Centre for Economic Analysis.
  • Nikola Gradojevic & Camillo Lento, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print hal-01563053, HAL.
  • Nikola Gradojevic & Camillo Lento, 2013. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Papers 2014-ACF-03, IESEG School of Management.
• Alejandro Bernales & Massimo Guidolin, 2013. "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers 484, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Sibel ÇELİK, 2013. "Herd behavior in world stock markets: Evidence from quantile regression analysis," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(329), pages 75-96.
• Roger Su & Ronghua Yi & Keith Hooper & Amitabh Dutta, 2013. "Information Spillover, Profit Opportunities, and Return Deviations Analysis: The Case of Cross-Listed BHP Billiton," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 12(2), pages 155-170, December.
• Alan M. Rai, 2013. "The Impact of Policy Initiatives on Credit Spreads during the 2007-09 Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 45-104, March.
• Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 65-88.
  • Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Working Papers 13/124, National Institute of Public Finance and Policy.
  • Ila Patnaik & Ajay Shah, 2013. "The Investment Technology of Foreign and Domestic Institutional Investors in an Emerging Market," IMF Working Papers 13/90, International Monetary Fund.
• Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 65-88.
  • Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Working Papers 13/124, National Institute of Public Finance and Policy.
  • Ila Patnaik & Ajay Shah, 2013. "The Investment Technology of Foreign and Domestic Institutional Investors in an Emerging Market," IMF Working Papers 2013/090, International Monetary Fund.
• Rossi, S & Tinn, K, 2012. "Man or Machine? Rational trading without information about fundamentals," Working Papers 12194, Imperial College, London, Imperial College Business School.
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• Rodrigo Cabrero & Rodolfo Cermeño & Fausto Hernández Trillo, 2013. "Eficiencia en el Mercado Accionario: Nueva Evidencia para el Caso Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 8(1), pages 53-74, Enero-Jun.
• Salvador Rivas Aceves, 2013. "La Regulación del Sistema Financiero: Un Modelo de Crecimiento," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 8(2), pages 181-203, Julio-Dic.
• Thomas Stöckl, 2013. "Price efficiency and trading behavior in limit order markets with competing insiders," Working Papers 2013-11, Faculty of Economics and Statistics, Universität Innsbruck.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014. "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 367-378.
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• Uctum, Remzi & Renou-Maissant, Patricia & Prat, Georges & Lecarpentier-Moyal, Sylvie, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, Elsevier, vol. 35(C), pages 43-56.
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  • Sylvie Lecarpentier Moyal & Georges Prat & Patricia Renou Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Working Papers 2013-27, Department of Research, Ipag Business School.
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  • Remzi Uctum & Patricia Renou-Maissant & Georges Prat & Sylvie Lecarpentier-Moyal, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Post-Print halshs-02080313, HAL.
• Morales-Pelagio, Ricardo Cristhian & López-Herrera, Francisco & Cabrera-Llanos, Agustín Ignacio, 2013. "Eficiencia de las principales acciones de la bolsa mexicana de valores: 2001-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(37), pages 55-75, primer tr.
• Amélia Branco & João Carlos Lopes, 2013. "Vantagens da concentração geográfica da produção: o caso da indústria corticeira de Santa Maria da Feira," Working Papers Department of Economics 2013/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Roland Bénabou, 2013. "Groupthink: Collective Delusions in Organizations and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 429-462.
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• Ahlem NAJAH & Anis JARBOUI, 2013. "Non-Financial Disclosure and Value Creation through Consumer Satisfaction in France," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 4(1), December.
• Mohamed HADDAD & Mohamed Amir BOUZAIDA, 2013. "Développement local et gouvernance territoriale : Enjeux et perspectives post-révolution," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 4(1), December.
• Mihaela Ungureanu, 2013. "Financial Analysis From An Accounting Point Of View," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 5, pages 138-148.
• Florian Hett & Alexander Schmidt, 2013. "Bank Bailouts and Market Discipline: How Bailout Expectations Changed During the Financial Crisis," Working Papers 1305, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 01 Aug 2013.
• Thiago De Oliveira Souza, 2013. "Discount Rates, Market Frictions and the Mystery of the Size Premium," Working Papers ECARES ECARES 2013-43, ULB -- Universite Libre de Bruxelles.
  • de Oliveira Souza, Thiago, 2014. "Discount rates, market frictions, and the mystery of the size premium," Discussion Papers on Economics 15/2014, University of Southern Denmark, Department of Economics.
  • Thiago de Oliveira Souza, 2013. "Discount rates, market frictions and the mystery of the size premium," 2013 Papers pde868, Job Market Papers.
• Benjamin Blau, 2013. "Informed short sales and option introductions," Annals of Finance, Springer, vol. 9(3), pages 365-382, August.
• Joanna Howard & E. Stephenson, 2013. "Stocks on the Rocks: A Costa Concordia Sinking Event Study," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(4), pages 461-462, December.
• Silvia Muzzioli, 2013. "The Forecasting Performance of Corridor Implied Volatility in the Italian Market," Computational Economics, Springer;Society for Computational Economics, vol. 41(3), pages 359-386, March.
• Philipp Stephan & Rüdiger Nitzsch, 2013. "Do individual investors’ stock recommendations in online communities contain investment value?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(2), pages 149-186, June.
• Stephan Kessler & Bernd Scherer, 2013. "Momentum and macroeconomic state variables," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 335-363, December.
• Julian Mattes & Sascha Steffen & Mark Wahrenburg, 2013. "Do Information Rents in Loan Spreads Persist over the Business Cycles?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(2), pages 175-195, April.
• Seung Han & William Moore & Yoon Shin & Seongbaek Yi, 2013. "Unsolicited Versus Solicited: Credit Ratings and Bond Yields," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(3), pages 293-319, June.
• Serguei Chervachidze & William Wheaton, 2013. "What Determined the Great Cap Rate Compression of 2000–2007, and the Dramatic Reversal During the 2008–2009 Financial Crisis?," The Journal of Real Estate Finance and Economics, Springer, vol. 46(2), pages 208-231, February.
• David Downs & Z. Güner, 2013. "Commercial Real Estate, Information Production and Market Activity," The Journal of Real Estate Finance and Economics, Springer, vol. 46(2), pages 282-298, February.
• Peter Chinloy & Zhonghua Wu, 2013. "The Inventory-Sales Ratio and Homebuilder Return Predictability," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 397-423, April.
• Peter Chinloy & William Hardin & Zhonghua Wu, 2013. "Transaction Frequency and Commercial Property," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 640-658, November.
• Charles Knoeber & Mark Walker, 2013. "On political connectedness and the arrest of Ivan Boesky," Public Choice, Springer, vol. 157(1), pages 41-50, October.
• Costas Siriopoulos & Athanasios Fassas, 2013. "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, vol. 16(3), pages 233-266, October.
• A. Malliaris & Mary Malliaris, 2013. "Are oil, gold and the euro inter-related? Time series and neural network analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 1-14, January.
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• Karel Hrazdil & Thomas Scott, 2013. "The role of industry classification in estimating discretionary accruals," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 15-39, January.
• Ting-Kai Chou, 2013. "Information content of credit ratings in pricing of future earnings," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 217-250, February.
• Vikash Ramiah, 2013. "Effects of the Boxing Day tsunami on the world capital markets," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 383-401, February.
• Elizabeth Gordon & Elaine Henry & Marietta Peytcheva & Lili Sun, 2013. "Discretionary disclosure and the market reaction to restatements," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 75-110, July.
• Chengru Hu & Wei Jiang & Cheng-few Lee, 2013. "Managerial flexibility and the wealth effect of new product introductions," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 273-294, August.
• Chee Lim & David Ding & Charlie Charoenwong, 2013. "Non-audit fees, institutional monitoring, and audit quality," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 343-384, August.
• Edward Chow & Chung-Wen Hung & Christine Liu & Cheng-Yi Shiu, 2013. "Expiration day effects and market manipulation: evidence from Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 441-462, October.
• M. Rahman & M. Hassan, 2013. "Firm fundamentals and stock prices in emerging Asian stock markets: some panel data evidence," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 463-487, October.
• Mark Aleksanyan & Khondkar Karim, 2013. "Searching for value relevance of book value and earnings: a case of premium versus discount firms," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 489-511, October.
• Vivek Singh, 2013. "Did institutions herd during the internet bubble?," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 513-534, October.
• Benjamin Blau & Chip Wade, 2013. "Comparing the information in short sales and put options," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 567-583, October.
• Carl Chen & Peter Lung & F. Wang, 2013. "Where are the sources of stock market mispricing and excess volatility?," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 631-650, November.
• Greg Filbeck & Raymond Gorman & Xin Zhao, 2013. "Are the best of the best better than the rest? The effect of multiple rankings on company value," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 695-722, November.
• Jungshik Hur & Vivek Singh, 2013. "Does long-term disequilibrium in stock price predict future returns?," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 753-767, November.
• Norio Kitagawa & Shin' ya Okuda, 2013. "Management Forecasts, Idiosyncratic Risk, and Information Environment," Discussion Papers 2013-38, Kobe University, Graduate School of Business Administration, revised Jul 2013.
• Sofiane Aboura & Björn van Roye, 2013. "Financial stress and economic dynamics: an application to France," Kiel Working Papers 1834, Kiel Institute for the World Economy.
• Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2013. "The Microstructure of Exchange Rate Management: FX Intervention and Capital Controls in Brazil," Kiel Working Papers 1865, Kiel Institute for the World Economy.
• Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang, 2013. "Liquidity Shocks and Stock Market Reactions," Koç University-TUSIAD Economic Research Forum Working Papers 1304, Koc University-TUSIAD Economic Research Forum.
• Jelena Stankevičiene & Tatjana Sviderske & Algita Miečinskiene, 2013. "Relationship between Economic Security and Country Risk Indicators in EU Baltic Sea Region Countries," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 1(3), pages 21-33.
• Jelena Stankevičienė & Sergej Rosov, 2013. "Implementation of Multi-Objective Evaluation Method in Public Debt Risk Management," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 1(4), pages 7-19.
• Wasim Abbas Awan, 2013. "Determinants of Shift Work Impacting Job Satisfaction: A case of service sector organizations in Pakistan," KASBIT MBA (36 Credit Hours) Project Series, Khadim Ali Shah Bukhari Institute of Technology (KASBIT).
• Christian Happ & Frederik Schauer & Dirk Schiereck, 2013. "Rating-Meldungen europäischer Staaten und Werteffekte bei US-Banken: Eine Note zur Interdependenz globaler Kapitalmärkte," Credit and Capital Markets, Credit and Capital Markets, vol. 46(1), pages 95-117.
• Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Journal of Reviews on Global Economics, Lifescience Global, vol. 2, pages 307-329.
  • McAleer, M.J. & Radalj, K., 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Econometric Institute Research Papers EI 2013-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," KIER Working Papers 873, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Tinbergen Institute Discussion Papers 13-086/III, Tinbergen Institute.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Working Papers in Economics 13/23, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Documentos de Trabajo del ICAE 2013-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Christophe J. GODLEWSKI, 2013. "Does renegotiation of financial contracts matter for shareholders? Empirical evidence from Europe," Working Papers of LaRGE Research Center 2013-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Yawen Hudson & Christopher J. Green, 2013. "Born in the USA? Contagious investor sentiment and UK equity returns," Discussion Paper Series 2013_13, Department of Economics, Loughborough University, revised Nov 2013.
• Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Journal of Reviews on Global Economics, Lifescience Global, vol. 2, pages 307-329.
  • McAleer, M.J. & Radalj, K., 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Econometric Institute Research Papers EI 2013-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," KIER Working Papers 873, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Tinbergen Institute Discussion Papers 13-086/III, Tinbergen Institute.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Working Papers in Economics 13/23, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Documentos de Trabajo del ICAE 2013-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Nipun Agarwal, 2013. "Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 1(1), pages 1-14, December.
• Ching-Mei Chu, 2013. "Investigating smooth breaks in real exchange rates," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 1(1), pages 20-28, December.
• Robert Fraunhoffer & Andreas Freytag & Dirk Schiereck, 2013. "Market power consolidation and M&A success: A study of US-American and German utility takeovers," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 1(1), pages 29-45, December.
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• Ruchika Gahlota, 2013. "Capturing volatility and its spillover in South Asian countries," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 1(1), pages 46-60, December.
• Rico Belda, Paz, 2013. "No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 31, pages 555-576, Septiembr.
• Erica Perego & Wessel N. Vermeulen, 2013. "Macroeconomic determinants of European stock and government bond relations: a tale of two regions," DEM Discussion Paper Series 13-08, Department of Economics at the University of Luxembourg.
• Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt, 2013. "Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle," DEM Discussion Paper Series 13-4, Department of Economics at the University of Luxembourg.
• Jean-Sébastien Michel & J. Ari Pandes, 2013. "Why Do Analysts Disagree ?," Cahiers de recherche 1305, CIRPEE.
• Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014. "Irrational Market Makers," Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
  • Fabrice Rousseau & Laurent Germain & Anne Vanhems, 2013. "Irrational Market Makers," Economics Department Working Paper Series n261-13.pdf, Department of Economics, National University of Ireland - Maynooth.
• Rasaeiyan, Amir & Akbari, Mir Askar, 2013. "Investigation on the Relation between Tax Avoidance, Corporate Transparency, and Firm Value (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(16), pages 159-179, September.
• Thomas Chiang & Lin Tan & Jiandong Li & Edward Nelling, 2013. "Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications," Multinational Finance Journal, Multinational Finance Journal, vol. 17(3-4), pages 165-200, September.
• Boleslavsky, Raphael & Kelly, David L. & Taylor, Curtis R., 2017. "Selloffs, bailouts, and feedback: Can asset markets inform policy?," Journal of Economic Theory, Elsevier, vol. 169(C), pages 294-343.
  • Raphael Boleslavsky & David L Kelly & Curtis R Taylor, 2013. "Selloffs, Bailouts, and Feedback: Can Asset Markets Inform Policy," Working Papers 2013-11, University of Miami, Department of Economics.
• Matteo Pelagatti, 2013. "Nonparametric tests for event studies under cross-sectional dependence," Working Papers 244, University of Milano-Bicocca, Department of Economics, revised May 2013.
• Dániel Horváth & Zsolt Kuti & Imre Ligeti, 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," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 8(2), pages 31-42, May.
• silvia Muzzioli & Alessio Ruggieri, 2013. "Option Implied Trees and Implied Moments," Department of Economics (DEMB) 0015, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
• Silvia Muzzioli, 2013. "The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods," Department of Economics (DEMB) 0029, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
• Akiko Kamesaka, 2013. "The Great East Japan Earthquake and Investor Behavior in Japan's Equity Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 9(1), pages 71-86, January.
• Seiichiro Iwasawa & Tomonori Uchiyama, 2013. "A Behavioral Economics Exploration into the "Volatility Anomaly" ``," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 9(3), pages 457-490, September.
• Claudio Ferrari & Andrea Migliardi & Alessio Tei, 2013. "On the Efficiency of the Italian Logistic Providers," Economia dei Servizi, Società editrice il Mulino, issue 2, pages 147-160.
• Andrea Buraschi & Andrea Carnelli, 2013. "The economic value of predictability in portfolio management," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 5-22, January.

2012

• de Groot, E.A. & Renes, S. & Segers, R. & Franses, Ph.H.B.F., 2012. "Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies," ERIM Report Series Research in Management ERS-2012-013, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Madhuri Malhotra & M. Thenmozhi & G. Arun Kumar, 2013. "Evidence on changes in time varying volatility around bonus and rights issue announcements," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 8(2), pages 129-143, April.
  • Madhuri Malhotra & M. Thenmozhi & Arun Kumar Gopalaswamy, 2011. "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers 2011-061, Madras School of Economics,Chennai,India.
  • Madhuri Malhotra & M Thenmozhi & Arun Kumar Gopalaswamy, 2012. "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers id:4728, eSocialSciences.
• N. R. Bhanumurthy & Pami Dua & Lokendra Kumawat, 2012. "Weather Shocks, Spot and Futures Agricultural Commodity Prices- An Analysis for India," Working papers 219, Centre for Development Economics, Delhi School of Economics.
  • N R Bhanumurthy & Pami Dua & Lokendra Kumawat, 2012. "Weather Shocks, Spot And Futures Agricultural Commodity Prices: An Analysis For India," Working Papers id:5172, eSocialSciences.
• Peter S. Schmidt & Therese Werner, 2012. "Channeling the final Say in Politics," CER-ETH Economics working paper series 12/165, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Murat Karagoz & Baki Demirel & Emre Guneser Bozdag, 2012. "Does Inflation Targeting Reduce Pass-Through Effect?," European Journal of Economic and Political Studies, Fatih University, vol. 5(2), pages 21-33.
• Jan Filáček & Branislav Saxa, 2012. "Central Bank Forecasts as a Coordination Device: Evidence from the Czech Republic," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 6(3), pages 244-264, October.
• Kristýna Ivanková, 2012. "A Relative Efficiency Measure Based on Stock Market Index Data," Working Papers IES 2012/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2012.
• Ventura, André & Garcia, Marcio Gomes Pinto, 2012. "Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(1), March.
  • André Ventura & Marcio Gomes Pinto Garcia, 2009. "Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro," Textos para discussão 563, Department of Economics PUC-Rio (Brazil).
• Rasmus Fatum & Yohei Yamamoto, 2012. "Does Foreign Exchange Intervention Volume Matter?," EPRU Working Paper Series 2012-03, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  • Rasmus Fatum & Yohei Yamamoto, 2012. "Does foreign exchange intervention volume matter?," Globalization Institute Working Papers 115, Federal Reserve Bank of Dallas.
• Hanson, Samuel G. & Stein, Jeremy C., 2015. "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, vol. 115(3), pages 429-448.
  • Samuel Hanson & Jeremy C. Stein, 2012. "Monetary policy and long-term real rates," Finance and Economics Discussion Series 2012-46, Board of Governors of the Federal Reserve System (U.S.).
• Andr? Kurmann & Christopher Otrok, 2013. "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, vol. 103(6), pages 2612-2632, October.
  • Christopher Otrok & Andre Kurmann, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," 2010 Meeting Papers 72, Society for Economic Dynamics.
  • Andre Kurmann & Christopher Otrok, 2012. "News shocks and the slope of the term structure of interest rates," Working Papers 2012-011, Federal Reserve Bank of St. Louis.
  • André Kurmann & Christopher Otrok, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," Cahiers de recherche 1005, CIRPEE.
• Hamid Mehran & Lindsay Mollineaux, 2012. "Corporate Governance of Financial Institutions," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 215-232, October.
  • Hamid Mehran & Lindsay Mollineaux, 2012. "Corporate governance of financial institutions," Staff Reports 539, Federal Reserve Bank of New York.
• Marco Cipriani & Antonio Guarino, 2014. "Estimating a Structural Model of Herd Behavior in Financial Markets," American Economic Review, American Economic Association, vol. 104(1), pages 224-251, January.
  • Antonio Guarino & Marco Cipriani, 2010. "Estimating a Structural Model of Herd Behavior in Financial Markets," IMF Working Papers 2010/288, International Monetary Fund.
  • Marco Cipriani & Antonio Guarino, 2012. "Estimating a structural model of herd behavior in financial markets," Staff Reports 561, Federal Reserve Bank of New York.
• Bai, Jennie & Philippon, Thomas & Savov, Alexi, 2016. "Have financial markets become more informative?," Journal of Financial Economics, Elsevier, vol. 122(3), pages 625-654.
  • Jennie Bai & Thomas Philippon & Alexi Savov, 2012. "Have financial markets become more informative?," Staff Reports 578, Federal Reserve Bank of New York.
  • Jennie Bai & Thomas Philippon & Alexi Savov, 2013. "Have Financial Markets Become More Informative?," NBER Working Papers 19728, National Bureau of Economic Research, Inc.
• Dimitri Vayanos & Jiang Wang, 2012. "Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition," The Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1339-1365.
  • Vayanos, Dimitri & Wang, Jiang, 2012. "Liquidity and asset returns under asymmetric information and imperfect competition," LSE Research Online Documents on Economics 119045, London School of Economics and Political Science, LSE Library.
  • Dimitri Vayanos & Jiang Wang, 2012. "Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition," FMG Discussion Papers dp708, Financial Markets Group.
• Dimitri Vayanos & Jiang Wang, 2012. "Market Liquidity -- Theory and Empirical Evidence," NBER Working Papers 18251, National Bureau of Economic Research, Inc.
  • Dimitri Vayanos & Jiang Wang, 2012. "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers dp709, Financial Markets Group.
  • Vayanos, Dimitri & Wang, Jiang, 2012. "Market liquidity - theory and empirical evidence," LSE Research Online Documents on Economics 119044, London School of Economics and Political Science, LSE Library.
• Wallmeier, Martin, 2012. "Smile in Motion: An Intraday Analysis of Asymmetric Implied Volatility," FSES Working Papers 427, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Wallmeier, Martin & Tauscher, Kathrin, 2012. "A Note on the Impact of Portfolio Overlapping in Tests of the Fama and French Three-Factor Model," FSES Working Papers 433, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Gmür, Markus & Gmür, Markus, 2012. "Bezahlte Freiwilligenarbeit - ein Widerspruch ?," FSES Working Papers 434, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Bosch, Patrick, 2012. "Value Relevance of the Fair Value Hierarchy of IFRS 7 in Europe - How reliable are mark-to-model Fair Values ?," FSES Working Papers 439, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Alexandr Abramov, 2012. "IPO1-SPO2 problems of the Russian companies," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 61-68, October.
• Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013. "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4025-4037.
  • Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2012. "Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis," SIRE Discussion Papers 2012-72, Scottish Institute for Research in Economics (SIRE).
  • Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012. "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers 2012_11, Business School - Economics, University of Glasgow.
• Helder Sebastião, 2012. "The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery," GEMF Working Papers 2012-04, GEMF, Faculty of Economics, University of Coimbra.
• Ms. Yuko Hashimoto & Mr. Konstantin Wacker, 2012. "The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS," IMF Working Papers 2012/242, International Monetary Fund.
  • Yuko Hashimoto & Konstantin M. Wacker, 2012. "The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 124, Courant Research Centre PEG.
• Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011. "The dollar squeeze of the financial crisis," UC3M Working papers. Economics we1139, Universidad Carlos III de Madrid. Departamento de Economía.
  • Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The Dollar Squeeze of the Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673982, HAL.
  • Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The dollar squeeze of the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne 12009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2014. "Insider trading with product differentiation," Journal of Economics, Springer, vol. 111(2), pages 173-201, March.
  • Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2012. "Insider Trading With Product Differentiation," Post-Print halshs-00676502, HAL.
  • Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2012. "Insider Trading With Product Differentiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00676502, HAL.
  • Wassim Daher & Harun Aydilek & Fida Karam & Asiye Adydilek, 2012. "Insider trading with product differentiation," Documents de travail du Centre d'Economie de la Sorbonne 12014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne 12062r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
  • Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00747899, HAL.
  • Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Post-Print halshs-00747899, HAL.
  • Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne 12062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Thierry Foucault & Johan Hombert & Ioanid Roşu, 2016. "News Trading and Speed," Journal of Finance, American Finance Association, vol. 71(1), pages 335-382, February.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713377, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713372, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713374, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713376, HAL.
  • Foucault , Thierry & Hombert , Johan & Rosu, Ioanid, 2013. "News Trading and Speed," HEC Research Papers Series 975, HEC Paris.
• Thierry Foucault & Johan Hombert & Ioanid Roşu, 2016. "News Trading and Speed," Journal of Finance, American Finance Association, vol. 71(1), pages 335-382, February.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713377, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713374, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713372, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713376, HAL.
  • Foucault , Thierry & Hombert , Johan & Rosu, Ioanid, 2013. "News Trading and Speed," HEC Research Papers Series 975, HEC Paris.
• Thierry Foucault & Johan Hombert & Ioanid Roşu, 2016. "News Trading and Speed," Journal of Finance, American Finance Association, vol. 71(1), pages 335-382, February.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713377, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713376, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713374, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713372, HAL.
  • Foucault , Thierry & Hombert , Johan & Rosu, Ioanid, 2013. "News Trading and Speed," HEC Research Papers Series 975, HEC Paris.
• Thierry Foucault & Johan Hombert & Ioanid Roşu, 2016. "News Trading and Speed," Journal of Finance, American Finance Association, vol. 71(1), pages 335-382, February.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713376, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713377, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713374, HAL.
  • Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713372, HAL.
  • Foucault , Thierry & Hombert , Johan & Rosu, Ioanid, 2013. "News Trading and Speed," HEC Research Papers Series 975, HEC Paris.
• Stolowy, Hervé & Jeanjean, Thomas & Erkens, Michael, 2011. "The economic consequences of increasing the international visibility of financial reports," HEC Research Papers Series 957, HEC Paris.
  • Hervé Stolowy & T. Jeanjean & M. Erkens, 2012. "The Economic Consequences of Increasing the International Visibility of Financial Reports," Post-Print hal-00715389, HAL.
  • Hervé Stolowy & T. Jeanjean & M. Erkens, 2012. "The Economic Consequences of Increasing the International Visibility of Financial Reports," Post-Print hal-00715390, HAL.
• Stolowy, Hervé & Jeanjean, Thomas & Erkens, Michael, 2011. "The economic consequences of increasing the international visibility of financial reports," HEC Research Papers Series 957, HEC Paris.
  • Hervé Stolowy & T. Jeanjean & M. Erkens, 2012. "The Economic Consequences of Increasing the International Visibility of Financial Reports," Post-Print hal-00715390, HAL.
  • Hervé Stolowy & T. Jeanjean & M. Erkens, 2012. "The Economic Consequences of Increasing the International Visibility of Financial Reports," Post-Print hal-00715389, HAL.
• Karine Michalon, 2012. "Les réservations et les suspensions de cotation sont-elles un frein à l'efficience informationnelle des marchés ?," Post-Print hal-00752130, HAL.
• Lescourret, Laurence, 2012. "Non-Fundamental Information and Market-Makers' Behavior during the NASDAQ Preopening Session," ESSEC Working Papers WP1212, ESSEC Research Center, ESSEC Business School.
  • Laurence Lescourret, 2012. "Non-fundamental Information and Market-makers' Behavior during the NASDAQ Preopening Session," Post-Print hal-00772798, HAL.
• Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil, 2012. "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 589-608.
  • Sina Badreddine & Emilios C. C Galariotis & Phil Holmes, 2012. "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Post-Print hal-00956948, HAL.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1607-1626.
  • Amélie Charles & Olivier Darné & Jae H. Kim, 2010. "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers hal-00547722, HAL.
  • Amélie Charles & Olivier Darné & Jae H. Kim, 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Post-Print hal-00958288, HAL.
• Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2013. "Bottom-Up Corporate Governance," Review of Finance, European Finance Association, vol. 17(1), pages 161-201.
  • Augustin Landier & David Sraer & David Thesmar, 2005. "Bottom-Up Corporate Governance," Working Papers hal-00584699, HAL.
  • Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2012. "Bottom-Up Corporate Governance," Post-Print hal-01026127, HAL.
  • Thesmar, David & Landier, Augustin & Sraer, David, 2006. "Bottom-Up Corporate Governance," CEPR Discussion Papers 5500, C.E.P.R. Discussion Papers.
  • Augustin Landier & David Sraer & David Thesmar, 2005. "Bottom-Up Corporate Governance," Working Papers 2005-30, Center for Research in Economics and Statistics.
• Prat, Georges & Uctum, Remzi, 2013. "Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 33-54.
  • Georges Prat & Remzi Uctum, 2012. "Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data," Post-Print hal-01411732, HAL.
  • Georges Prat & Remzi Uctum, 2013. "Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data," Post-Print hal-01385855, HAL.
• Plunus, Séverine & Gillet, Roland & Hübner, Georges, 2012. "Reputational damage of operational loss on the bond market: Evidence from the financial industry," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 66-73.
  • Séverine Plunus & Roland Gillet & Georges Hübner, 2012. "Reputational damage of operational loss on the bond market: Evidence from the financial industry," ULB Institutional Repository 2013/142649, ULB -- Universite Libre de Bruxelles.
  • Séverine Plunus & Roland Gillet & Georges Hübner, 2012. "Reputational damage of operational loss on the bond market: Evidence from the financial industry," Post-Print hal-03712648, HAL.
• Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2014. "Insider trading with product differentiation," Journal of Economics, Springer, vol. 111(2), pages 173-201, March.
  • Wassim Daher & Harun Aydilek & Fida Karam & Asiye Adydilek, 2012. "Insider trading with product differentiation," Documents de travail du Centre d'Economie de la Sorbonne 12014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2012. "Insider Trading With Product Differentiation," Post-Print halshs-00676502, HAL.
  • Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2012. "Insider Trading With Product Differentiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00676502, HAL.
• Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne 12062r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
  • Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Post-Print halshs-00747899, HAL.
  • Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00747899, HAL.
  • Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne 12062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Coulomb, Renaud & Sangnier, Marc, 2014. "The impact of political majorities on firm value: Do electoral promises or friendship connections matter?," Journal of Public Economics, Elsevier, vol. 115(C), pages 158-170.
  • Renaud Coulomb & Marc Sangnier, 2012. "Impacts of Political Majorities on French Firms: Electoral Promises or Friendship Connections?," Working Papers halshs-00671405, HAL.
  • Renaud Coulomb & Marc Sangnier, 2012. "Impacts of Political Majorities on French Firms: Electoral Promises or Friendship Connections?," PSE Working Papers halshs-00671405, HAL.
  • Renaud Coulomb & Marc Sangnier, 2014. "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," AMSE Working Papers 1414, Aix-Marseille School of Economics, France, revised May 2014.
• DESGRANGES, Gabriel & FOUCAULT, Thierry, 2000. "Reputation-based pricing and price improvements in dealership markets," HEC Research Papers Series 716, HEC Paris, revised 01 Mar 2002.
  • Thierry Foucault & Gabriel Desgranges, 2012. "Reputation-Based Pricing and Price Improvements in Dealership Markets," Working Papers hal-00722600, HAL.
  • Thierry Foucault & Gabriel Desgranges, 2005. "Reputation-based pricing and price improvements in dealership markets," Post-Print halshs-00006428, HAL.
  • Foucault, Thierry & Desgranges, Gabriel, 2002. "Reputation-Based Pricing and Price Improvements in Dealership Markets," CEPR Discussion Papers 3359, C.E.P.R. Discussion Papers.
• Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," The Review of Financial Studies, Society for Financial Studies, vol. 25(11), pages 3305-3350.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577854, HAL.
  • Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," Working Papers hal-00722609, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577866, HAL.
  • Foucault, Thierry & Frésard, Laurent, 2011. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers 8331, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577862, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577859, HAL.
• Thesmar, David & Hombert, Johan, 2009. "Limits of Limits of Arbitrage: Theory and Evidence," CEPR Discussion Papers 7212, C.E.P.R. Discussion Papers.
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• Lescourret, Laurence, 2012. "Non-Fundamental Information and Market-Makers' Behavior during the NASDAQ Preopening Session," ESSEC Working Papers WP1212, ESSEC Research Center, ESSEC Business School.
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• Fricke, Christoph, 2012. "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP) dp-493, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Jørgensen, Casper W. & Moritzen, Mark R. & Stadtmann, Georg, 2012. "The news model of asset price determination - An empirical examination of the Danish football club Brøndby IF," Discussion Papers on Economics 3/2012, University of Southern Denmark, Department of Economics.
• Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2013. "Assessing the profitability of intraday opening range breakout strategies," Finance Research Letters, Elsevier, vol. 10(1), pages 27-33.
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• Mendel, Brock & Shleifer, Andrei, 2012. "Chasing noise," Journal of Financial Economics, Elsevier, vol. 104(2), pages 303-320.
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• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, vol. 104(3), pages 452-468.
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• Stefano Cascino & Joachim Gassen, 2012. "Comparability Effects of Mandatory IFRS Adoption," SFB 649 Discussion Papers SFB649DP2012-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Jannis Bischof & Ulf Brüggemann & Holger Daske, 2012. "Fair Value Reclassifications of Financial Assets during the Financial Crisis," SFB 649 Discussion Papers SFB649DP2012-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Hautsch, Nikolaus & Huang, Ruihong, 2012. "On the dark side of the market: Identifying and analyzing hidden order placements," CFS Working Paper Series 2012/04, Center for Financial Studies (CFS).
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• Tim R. Adam & Chitru S. Fernando & Evgenia Golubeva, 2012. "Managerial Overconfidence and Corporate Risk Management," SFB 649 Discussion Papers SFB649DP2012-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Tim R. Adam & Chitru S. Fernando & Jesus M. Salas, 2012. "Why Do Firms Engage in Selective Hedging?," SFB 649 Discussion Papers SFB649DP2012-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Gökhan Cebiroglu & Ulrich Horst, 2012. "Hidden Liquidity: Determinants and Impact," SFB 649 Discussion Papers SFB649DP2012-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Sebastian Ofumbia Uremadu, 2012. "Bank Capital Structure, Liquidity and Profitability Evidence from the Nigerian Banking System," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(1), pages 98-113, January.
• Sebastian Ofumbia Uremadu & Rapuluchukwu Uchenna Efobi, 2012. "The Impact of Capital Structure and Liquidity on Corporate Returns in Nigeria: Evidence from Manufacturing Firms," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(3), pages 1-16, July.
• Antonella Silvestri & Stefania Veltri, 2012. "A Test Of The Ohlson Model On The Italian Stock Exchange," Accounting & Taxation, The Institute for Business and Finance Research, vol. 4(1), pages 83-94.
• Bernardo Quintanilla García & Jesús Cuauhtémoc Téllez Gaytán & Lawrence A. Wolfskill, 2012. "The Role Of Technical Analysis In The Foreign Exchange Market," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 6(3), pages 17-22.
• Karen C. Castro-González, 2012. "Information Content Of Changes In Pension Plan Funding Status And Long-Term Debt," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(1), pages 1-14.
• Neeraj J. Gupta & Joseph Golec, 2012. "Do Investors Use Customer Metrics To Value High Growth Service Firms?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(2), pages 1-19.
• Meijui Sun, 2012. "Impact Of Divestiture Activities On Corporate Performance: Evidence From Listed Firms In Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(2), pages 59-67.
• Ramit Mehta & Dirk Schiereck, 2012. "The Consolidation Of The Global Brewing Industry And Wealth Effects From Mergers And Acquisitions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(3), pages 67-87.
• Jason West, 2012. "Convenience Yields in Bulk Commodities: The Case of Thermal Coal," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(4), pages 33-44.
• Vicente Ruiz Herran & Miguel Angel Perez Martinez & Aitziber Olasolo Sogorb, 2012. "The Weak Form Of The Efficient Market In The Spanish Stock Market: A Study Based On Use Of Active Strategies Management High Frequency Data, La Hipotesis Debil De Eficiencia En El Mercado Bursatil Esp," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 5(2), pages 1-14.
• Laurini, Márcio Poletti & Sanvicente, Antônio Zoratto & Monteiro, Rogério da Costa, 2011. "Generalized Tests of Investment Fund Performance," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(2), December.
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• Farhi, Emmanuel & Tirole, Jean, 2015. "Liquid bundles," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 634-655.
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• Pilar Abad & Antonio Díaz & M. Dolores Robles-Fernández, 2012. "Credit rating announcements, trading activity and yield spreads: the Spanish evidence," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(1), pages 38-63.
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• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014. "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 101(C), pages 78-102.
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• Macide ÇİÇEK, 2012. "Vadeli Finansal Piyasaların para politikası sürprizlerine tepkisi: Türkiye için bir T-GARCH uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(312), pages 85-120.
• Yusuf I. MUGALOĞLU, 2012. "Index warrant trading and the underlying index volatility: The case of Istanbul Stock Exchange," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(318), pages 95-110.
• Brian Lucey & Michael Dowling, 2012. "Psychological Barriers and Price Clustering in Energy Futures," The Institute for International Integration Studies Discussion Paper Series iiisdp405, IIIS.
• Imroze Nandha & Harminder Singh & Randy Silvers, 2012. "Does Momentum Still Exist in the Australian Stock-Market?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 11(1), pages 89-92, June.
• Michael Ehrmann & David Sondermann, 2012. "The News Content of Macroeconomic Announcements: What if Central Bank Communication Becomes Stale?," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 1-53, September.
• Rodrigo Alfaro & Natalia Gallardo, 2012. "The Determinants of Household Debt Default," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 27(1), pages 55-70, April.
• Werner Kristjanpoller Rodriguez, 2012. "Day of the Week Effect in Latin American Stock Markets," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 27(1), pages 71-89, April.
• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2015. "Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis," Journal of Financial Stability, Elsevier, vol. 16(C), pages 164-172.
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• Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018. "Private information, capital flows, and exchange rates," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 40-55.
  • Jacob Gyntelberg & Subhanij Tientip & Mico Loretan, 2012. "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers 12/213, International Monetary Fund.
  • Jacob Gyntelberg & Mico Loretan & Tientip Subhanij, 2015. "Private information, capital flows, and exchange rates," Working Papers 2015-12, Swiss National Bank.
• Yuko Hashimoto & Konstantin M. Wacker, 2012. "The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 124, Courant Research Centre PEG.
  • Yuko Hashimoto & Konstantin Wacker, 2012. "The Role of Risk and Information for International Capital Flows; New Evidence from the SDDS," IMF Working Papers 12/242, International Monetary Fund.
• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2015. "Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis," Journal of Financial Stability, Elsevier, vol. 16(C), pages 164-172.
  • Mr. Jorge A Chan-Lau & Miss Estelle X Liu & Jochen M. Schmittmann, 2012. "Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis," IMF Working Papers 2012/174, International Monetary Fund.
  • Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2013. "Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis," Discussion Papers 32/2013, Deutsche Bundesbank.
• Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018. "Private information, capital flows, and exchange rates," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 40-55.
  • Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012. "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers 2012/213, International Monetary Fund.
  • Jacob Gyntelberg & Mico Loretan & Tientip Subhanij, 2015. "Private information, capital flows, and exchange rates," Working Papers 2015-12, Swiss National Bank.
• Yuko Hashimoto & Konstantin M. Wacker, 2012. "The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 124, Courant Research Centre PEG.
  • Ms. Yuko Hashimoto & Mr. Konstantin Wacker, 2012. "The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS," IMF Working Papers 2012/242, International Monetary Fund.
• Marcela Jaramillo Jaramillo & María Antonieta García Benau, 2012. "Reacción del Mercado de Valores Mexicano ante los Escándalos Financieros: Evidencia Empírica," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 7(2), pages 129-153, Julio-Dic.
• Hugo Eduardo Ramirez J. & Liliana Blanco Castañeda, 2012. "Optimización de Portafolios con Capital en Riesgo Acotado," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 7(2), pages 211-231, Julio-Dic.
• Nidhi Aggarwal & Manish Singh & Susan Thomas, 2012. "Do changes in distance-to-default anticipate changes in the credit rating?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-010, Indira Gandhi Institute of Development Research, Mumbai, India.
• David Hirshleifer & Kewei Hou & Siew Hong Teoh, 2012. "The Accrual Anomaly: Risk or Mispricing?," Management Science, INFORMS, vol. 58(2), pages 320-335, February.
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• Caberra-Llanos, Agustín Ignacio. & López-Gil, Samantha Sofía. & López-Herrera, Francisco., 2012. "Dependencia de largo plazo en los rendimientos de acciones mexicanas selectas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(14), pages 59-78, primer se.
• Tânia Dias & Margarida Abreu, 2012. "A Crise da Dívida Soberana Portuguesa Lida Através dos Spreads dos CDS da Dívida Portuguesa Relativamente aos CDS da Divida Alemã," Working Papers Department of Economics 2012/39, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Teresa Simões & Margarida Abreu, 2012. "O Efeito Disposição nos Investidores Individuais Portugueses," Working Papers Department of Economics 2012/40, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Juan Murguia & Sergio Lence, 2015. "Investors’ Reaction to Environmental Performance: A Global Perspective of the Newsweek ’s “Green Rankings”," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 60(4), pages 583-605, April.
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• Silvia Martínez-Gorricho, 2012. "Beneficial consumer fraud," Working Papers. Serie AD 2012-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Paz Rico Belda, 2012. "No linealidad y asimetría en el proceso generador del Índice IBEX35," Working Papers. Serie EC 2012-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Lin, Carl, 2012. "Less Myth, More Measurement: Decomposing Excess Returns from the 1989 Minimum Wage Hike," IZA Discussion Papers 6269, Institute of Labor Economics (IZA).
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2013. "Prediction Markets for Economic Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 657-687, Elsevier.
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  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," NBER Working Papers 18222, National Bureau of Economic Research, Inc.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CAMA Working Papers 2012-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Sylvanus Ikhide & Olalekan Yinusa, 2012. "Why is the Cost of Financial Intermediation Rising in Botswana?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 46(1), pages 183-209, January-J.
• Maria Halep & Gabriela Dragan, 2012. "L’Impact De L’Application Des Reformes Bale Iii Sur L’Industrie Bancaire Roumaine," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 4(4), pages 707-725, December.
• Takeshi Inoue & Shigeyuki Hamori, 2014. "Market Efficiency of Commodity Futures in India," World Scientific Book Chapters, in: INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, chapter 6, pages 73-85, World Scientific Publishing Co. Pte. Ltd..
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• Barnett, William A. & Serletis, Apostolos, 2000. "Martingales, nonlinearity, and chaos," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 703-724, June.
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• George Christodoulakis, 2012. "Conditions for rational investment short-termism," Annals of Finance, Springer, vol. 8(1), pages 15-29, February.
• Phillip Simmons, 2012. "Using a Differential Evolutionary Algorithm to Test the Efficient Market Hypothesis," Computational Economics, Springer;Society for Computational Economics, vol. 40(4), pages 377-385, December.
• François-Xavier Delaloye & Michel Habib & Alexandre Ziegler, 2012. "Swiss banking secrecy: the stock market evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 143-176, March.
• Amit Goyal, 2012. "Empirical cross-sectional asset pricing: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 3-38, March.
• Andreas Storkenmaier & Martin Wagener & Christof Weinhardt, 2012. "Public information in fragmented markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(2), pages 179-215, June.
• Alexander Kerl & Oscar Stolper & Andreas Walter, 2012. "Tagging the triggers: an empirical analysis of information events prompting sell-side analyst reports," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(2), pages 217-246, June.
• Kevin Krieger & Nathan Mauck & Denghui Chen, 2012. "VIX changes and derivative returns on FOMC meeting days," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(3), pages 315-331, September.
• Mark Schaub, 2012. "International equities listed on the New York stock exchange: does type of issue or date of issue matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(4), pages 429-447, December.
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• Jukka Vauhkonen, 2012. "The Impact of Pillar 3 Disclosure Requirements on Bank Safety," Journal of Financial Services Research, Springer;Western Finance Association, vol. 41(1), pages 37-49, April.
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• David Downs & Z. Güner, 2012. "Information Producers and Valuation: Evidence from Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 167-183, January.
• Robert Edelstein & Peng Liu & Fang Wu, 2012. "The Market for Real Estate Presales: A Theoretical Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 30-48, June.
• William Hardin & Gow-Cheng Huang & Kartono Liano, 2012. "Dividend Size, Yield, Clienteles and REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 435-449, August.
• Liang Peng & Thomas Thibodeau, 2012. "Government Interference and the Efficiency of the Land Market in China," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 919-938, November.
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• Yuan Huang & Steven Wei, 2012. "Advertising intensity, investor recognition, and implied cost of capital," Review of Quantitative Finance and Accounting, Springer, vol. 38(3), pages 275-298, April.
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• Susana Yu, 2012. "New empirical evidence on the investment success of momentum strategies based on relative stock prices," Review of Quantitative Finance and Accounting, Springer, vol. 39(1), pages 105-121, July.
• Guohua Jiang & Donglin Li & Gang Li, 2012. "Capital investment and momentum strategies," Review of Quantitative Finance and Accounting, Springer, vol. 39(2), pages 165-188, August.
• Yang-Cheng Lu & Hao Fang & Chien-Chung Nieh, 2012. "The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market," Review of Quantitative Finance and Accounting, Springer, vol. 39(2), pages 189-208, August.
• April Knill & Kristina Minnick & Ali Nejadmalayeri, 2012. "Experience, information asymmetry, and rational forecast bias," Review of Quantitative Finance and Accounting, Springer, vol. 39(2), pages 241-272, August.
• Wen-Chun Lin & Shao-Chi Chang, 2012. "Corporate governance and the stock market reaction to new product announcements," Review of Quantitative Finance and Accounting, Springer, vol. 39(2), pages 273-291, August.
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• Koji Ota, 2012. "Information Content of Analysts' Stock Ratings and Earnings Forecasts in the Presence of Management Earnings Forecasts," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 2, pages 87-116, December.
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• Yoichi Otsubo, 2012. "Price Discovery of Tokyo-New York Cross-listed Stocks," DEM Discussion Paper Series 12-5, Department of Economics at the University of Luxembourg.
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• Frank Schmielewski, 2012. "Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008," Working Paper Series in Economics 229, University of Lüneburg, Institute of Economics.
• Frank Schmielewski & Thomas Wein, 2012. "Are private banks the better banks? An insight into the principal-agent structure and risk-taking behavior of German banks," Working Paper Series in Economics 236, University of Lüneburg, Institute of Economics.
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• Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne 12062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Kevin (Min) Zhao, 2012. "The Uptick Rule and Short-Selling Strategies," Working Papers 201202, Middle Tennessee State University, Department of Economics and Finance.
• Bian, Jiangze & Wang, Jun & Zhang, Ge, 2012. "Chinese block transactions and the market reaction," China Economic Review, Elsevier, vol. 23(1), pages 181-189.
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• Chahine, Salim & Arthurs, Jonathan D. & Filatotchev, Igor & Hoskisson, Robert E., 2012. "The effects of venture capital syndicate diversity on earnings management and performance of IPOs in the US and UK: An institutional perspective," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 179-192.
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• He, Xue-Zhong & Li, Kai, 2012. "Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 973-987.
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• Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2012. "Are securitised real estate markets efficient?," Economic Modelling, Elsevier, vol. 29(3), pages 684-690.
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• Berlemann, Michael & Vöpel, Henning, 2012. "Tournament incentives and asset price bubbles: Evidence from a field experiment," Economics Letters, Elsevier, vol. 115(2), pages 232-235.
• Hayo, Bernd & Neuenkirch, Matthias, 2012. "Bank of Canada communication, media coverage, and financial market reactions," Economics Letters, Elsevier, vol. 115(3), pages 369-372.
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• Dergiades, Theologos, 2012. "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, vol. 116(3), pages 404-407.
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• Bariviera, A.F. & Guercio, M. Belén & Martinez, Lisana B., 2012. "A comparative analysis of the informational efficiency of the fixed income market in seven European countries," Economics Letters, Elsevier, vol. 116(3), pages 426-428.
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• Gregory-Allen, Russell & Lu, Helen & Stork, Philip, 2012. "Asymmetric extreme tails and prospective utility of momentum returns," Economics Letters, Elsevier, vol. 117(1), pages 295-297.
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• Lazăr, Dorina & Todea, Alexandru & Filip, Diana, 2012. "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets," Economic Systems, Elsevier, vol. 36(3), pages 338-350.
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• Kaplanski, Guy & Levy, Haim, 2012. "Real estate prices: An international study of seasonality's sentiment effect," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 123-146.
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• Chen, Haiqiang & Choi, Paul Moon Sub, 2012. "Does information vault Niagara Falls? Cross-listed trading in New York and Toronto," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 175-199.
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• Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014. "Speed, algorithmic trading, and market quality around macroeconomic news announcements," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 89-105.
  • Martin L. Scholtus & Dick van Dijk & Bart Frijns, 2012. "Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements," Tinbergen Institute Discussion Papers 12-121/III, Tinbergen Institute.
• Kees E. Bouwman & Elvira Sojli & Wing Wah Tham, 2012. "Aggregate Stock Market Illiquidity and Bond Risk Premia," Tinbergen Institute Discussion Papers 12-140/IV/DSF46, Tinbergen Institute.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2011. "Sunshine trading: Flashes of trading intent at the NASDAQ," Working Paper 2011/17, Norges Bank.
  • Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Sunshine Trading: Flashes of Trading Intent at the NASDAQ," Tinbergen Institute Discussion Papers 12-141/IV/DSF47, Tinbergen Institute.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2012. "Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072)," Other publications TiSEM 347a970d-4a05-416f-a351-1, Tilburg University, School of Economics and Management.
  • Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2012. "Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072)," Discussion Paper 2012-012, Tilburg University, Center for Economic Research.
• Ian W. Marsh & Wolf Wagner, 2012. "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Tinbergen Institute Discussion Papers 12-033/IV/DSF33, Tinbergen Institute.
  • Marsch, I. & Wagner, W.B., 2012. "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Discussion Paper 2012-006, Tilburg University, Center for Economic Research.
• Fabio Braggion & Lyndon Moore, 2013. "How insiders traded before rules," Business History, Taylor & Francis Journals, vol. 55(4), pages 565-584, June.
  • Braggion, F. & Moore, L., 2012. "How Insiders Traded before Rules," Other publications TiSEM f4f6a08a-280d-41f3-adc5-a, Tilburg University, School of Economics and Management.
  • Braggion, F. & Moore, L., 2012. "How Insiders Traded before Rules," Discussion Paper 2012-007, Tilburg University, Center for Economic Research.
• Fabio Braggion & Lyndon Moore, 2013. "How insiders traded before rules," Business History, Taylor & Francis Journals, vol. 55(4), pages 565-584, June.
  • Braggion, F. & Moore, L., 2012. "How Insiders Traded before Rules," Discussion Paper 2012-007, Tilburg University, Center for Economic Research.
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• Matsushima, Hitoshi, 2013. "Behavioral aspects of arbitrageurs in timing games of bubbles and crashes," Journal of Economic Theory, Elsevier, vol. 148(2), pages 858-870.
  • Hitoshi Matsushima, 2009. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CIRJE F-Series CIRJE-F-606, CIRJE, Faculty of Economics, University of Tokyo.
  • Hitoshi Matsushima, 2012. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CIRJE F-Series CIRJE-F-857, CIRJE, Faculty of Economics, University of Tokyo.
  • Hitoshi Matsushima, 2012. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CARF F-Series CARF-F-285, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hitoshi Matsushima, 2009. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CARF F-Series CARF-F-144, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Testa, Alessia, 2012. "Path-Dependent Behavior with Asymmetric Information about Traders' Types," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 388, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Farhi, Emmanuel & Tirole, Jean, 2015. "Liquid bundles," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 634-655.
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• He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2014. "Subscribing to transparency," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 189-206.
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• John Cotter & Stuart Gabriel & Richard Roll, 2012. "Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust," Papers 1208.0371, arXiv.org.
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• Pilar Abad Romero & María Dolores Robles Fernández, 2012. "Credit rating agencies and unsystematic risk: Is there a linkage?," Documentos de Trabajo del ICAE 2012-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Lambert, Philippe & Laurent, Sébastien & Veredas, David, 2012. "Testing conditional asymmetry: A residual-based approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1229-1247.
  • Lambert, Philippe & Laurent, Sebastien & Veredas, David, 2012. "Testing conditional asymmetry: A residual-based approach," LIDAM Reprints ISBA 2012006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Philippe Lambert & Sébastien Laurent & David Veredas, 2012. "Testing conditional asymmetry. A residual based approach," ULB Institutional Repository 2013/136195, ULB -- Universite Libre de Bruxelles.
• Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio, 2013. "Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 124-145.
  • Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña, 2012. "Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis," Faculty Working Papers 22/12, School of Economics and Business Administration, University of Navarra.
• Óscar Arce & Sergio Mayordomo, 2012. "Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban," Faculty Working Papers 25/12, School of Economics and Business Administration, University of Navarra.
• Bicchetti, David & Maystre, Nicolas Maystre, 2013. "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, vol. 2(3-4), pages 233-239.
  • Bicchetti, David & Maystre, Nicolas, 2012. "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data," MPRA Paper 37486, University Library of Munich, Germany.
  • David Bicchetti & Nicolas Maystre, 2012. "The Synchronized And Long-Lasting Structural Change On Commodity Markets: Evidence From High Frequency Data," UNCTAD Discussion Papers 208, United Nations Conference on Trade and Development.
• Grigory V. Kalyagin & Vladimir A. Kozlov, 2012. "Coordination in Political Machinery under Dictatorship: Signals, Shirking and Repression," Working Papers 0001, Moscow State University, Faculty of Economics.
• Francisco Barillas & Kristoffer Nimark, 2012. "Speculation, risk premia and expectations in the yield curve," Economics Working Papers 1337, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2013.
  • Francisco Barillas & Kristoffer P. Nimark, 2015. "Speculation, Risk Premia and Expectations in the Yield Curve," Working Papers 659, Barcelona School of Economics.
  • Nimark, Kristoffer P & Barillas, Francisco, 2013. "Speculation, Risk Premia and Expectations in the Yield Curve," CEPR Discussion Papers 9755, C.E.P.R. Discussion Papers.
• Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012. "An alternative three-factor model for international markets: Evidence from the European Monetary Union," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1857-1864.
  • Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012. "An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union," Working Papers on Finance 1202, University of St. Gallen, School of Finance.
• Kohler, Alexander & von Wyss, Rico, 2012. "Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID," Working Papers on Finance 1209, University of St. Gallen, School of Finance.
• Kohler, Alexander & von Wyss, Rico, 2012. "Fragmentation in European Equity Markets and Market Quality – Evidence from the Analysis of Trade-Throughs," Working Papers on Finance 1210, University of St. Gallen, School of Finance.
• Tommaso Mancini Griffoli & Angelo Ranaldo, 2010. "Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity," Working Papers 2010-14, Swiss National Bank.
  • Mancini Griffoli, Tommaso & Ranaldo, Angelo, 2012. "Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity," Working Papers on Finance 1212, University of St. Gallen, School of Finance.
• Hoechle, Daniel & Schaub, nic & Schmid, Markus, 2012. "Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions," Working Papers on Finance 1215, University of St. Gallen, School of Finance, revised Sep 2015.
• Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2012. "Decomposing Performance," Working Papers on Finance 1216, University of St. Gallen, School of Finance, revised Nov 2015.
• Rajmund MIRDALA, 2012. "Financial Deepening And Economic Growth In The European Transition Economies," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(6(18)/ Su), pages 177-194.
  • Mirdala, Rajmund, 2011. "Financial Deepening and Economic Growth in the European Transition Economies," MPRA Paper 33609, University Library of Munich, Germany.
• Ece C. KARADAGLI & Nazlı C. OMAY, 2012. "Testing Weak Form Market Efficiency Of Emerging Markets: A Nonlinear Approach," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(3(21)/ Fa), pages 235-245.
• Amporn SOONGSWANG, 2012. "Do M&A Enhance Values? Mixed Methods And Evidence," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(3(21)/ Fa), pages 312-325.
• Leonardo Fernandez, 2012. "Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2012, January-A.
• Leonardo Fernandez, 2012. "Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3, July-Dece.
• Xue-Zhong He, 2012. "Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets," Research Paper Series 316, Quantitative Finance Research Centre, University of Technology, Sydney.
• Baur, Dirk G., 2013. "The structure and degree of dependence: A quantile regression approach," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 786-798.
  • Dirk G Baur, 2012. "The Structure and Degree of Dependence - A Quantile Regression Approach," Working Paper Series 170, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Roberto Casarin & Flaminio Squazzoni, 2012. "Financial press and stock markets in times of crisis," Working Papers 2012_04, Department of Economics, University of Venice "Ca' Foscari".
• Stefana Maria Dima & Chiara Saccon, 2012. "Financial Reporting for Joint ventures and Capital Markets Reactions," Working Papers 23, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Piotr Arendarski, 2012. "Tactical allocation in falling stocks: Combining momentum and solvency ratio signals," Working Papers 2012-01, Faculty of Economic Sciences, University of Warsaw.
• Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012. "Investment strategies beating the market. What can we squeeze from the market?," Working Papers 2012-04, Faculty of Economic Sciences, University of Warsaw.
• Fidrmuc, Jana P. & Korczak, Adriana & Korczak, Piotr, 2013. "Why does shareholder protection matter for abnormal returns after reported insider purchases and sales?," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1915-1935.
  • : Jana P. Fidrmuc & Adriana Korczak & Piotr Korczak, 2012. "Why does Shareholder Protection Matter for Abnormal Returns after Reported Insider Purcases and Sales?," Working Papers wpn12-03, Warwick Business School, Finance Group.
• Cécile Carpentier & Douglas Cumming & Jean‐Marc Suret, 2012. "The Value of Capital Market Regulation: IPOs Versus Reverse Mergers," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 9(1), pages 56-91, March.
  • Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2009. "The Value of Capital Market Regulation: IPOs versus Reverse Mergers," CIRANO Working Papers 2009s-06, CIRANO.
• Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi, 2012. "Variance risk premiums and predictive power of alternative forward variances in the corn market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(6), pages 587-608, June.
  • Wang, Zhiguang & Fausti, Scott W. & Qasmi, Bashir A., 2010. "Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market," Economics Staff Papers 61683, South Dakota State University, Department of Economics.
• Reint Gropp & Arjan Kadareja, 2012. "Stale Information, Shocks, and Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1117-1149, September.
  • Reint Gropp & Arjan Kadareja, 2012. "Stale Information, Shocks, and Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1117-1149, September.
  • Gropp, Reint & Kadareja, Arjan, 2006. "Stale information, shocks and volatility," Working Paper Series 686, European Central Bank.
  • Gropp, Reint E. & Kadareja, Arjan, 2007. "Stale information, shocks and volatility," ZEW Discussion Papers 07-012, ZEW - Leibniz Centre for European Economic Research.
• Ho, Kin-Yip & Zheng, Lin & Zhang, Zhaoyong, 2012. "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, Elsevier, vol. 21(4), pages 168-174.
  • Kin‐Yip Ho & Lin Zheng & Zhaoyong Zhang, 2012. "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, John Wiley & Sons, vol. 21(4), pages 168-174, November.
• Kurov, Alexander, 2012. "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, vol. 21(4), pages 175-187.
  • Alexander Kurov, 2012. "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, John Wiley & Sons, vol. 21(4), pages 175-187, November.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2012. "Federal Reserve Communications and Emerging Equity Markets," Southern Economic Journal, John Wiley & Sons, vol. 78(3), pages 1041-1056, January.
  • Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009. "Federal Reserve Communications and Emerging Equity Markets," MAGKS Papers on Economics 200923, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2012. "Federal Reserve Communications and Emerging Equity Markets," Southern Economic Journal, John Wiley & Sons, vol. 78(3), pages 1041-1056, January.
  • Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009. "Federal Reserve Communications and Emerging Equity Markets," MAGKS Papers on Economics 200923, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Alasdair Brown, 2012. "Examining Agency Conflict in Horse Racing," Southern Economic Journal, John Wiley & Sons, vol. 79(2), pages 388-398, October.
• Robert Jarrow, 2012. "The Third Fundamental Theorem Of Asset Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 1-11.
• Robert Jarrow, 2012. "The Third Fundamental Theorem Of Asset Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 1-11.
• João Paulo Vieito & K. V. Bhanu Murthy & Vanita Tripathi, 2013. "Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-27.
• Álvaro Cartea & José Penalva, 2012. "Where is the Value in High Frequency Trading?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 2(03), pages 1-46.
  • Álvaro Cartea & José Penalva, 2011. "Where is the value in high frequency trading?," Working Papers 1111, Banco de España.
• Martin D. D. Evans & Richard K. Lyons, 2017. "Exchange Rate Fundamentals and Order Flow," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 16, pages 645-724, World Scientific Publishing Co. Pte. Ltd..
  • Martin D. D. Evans & Richard K. Lyons, 2012. "Exchange Rate Fundamentals and Order Flow," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 2(04), pages 1-63.
  • Martin D. D. Evans & Richard K. Lyons, 2007. "Exchange Rate Fundamentals and Order Flow," NBER Working Papers 13151, National Bureau of Economic Research, Inc.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2012. "The Impacts Of The Imf-Supported Structural Reform Program On Asian Stock Market Efficiency," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(04), pages 1-21.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2012. "The Impacts Of The Imf-Supported Structural Reform Program On Asian Stock Market Efficiency," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(04), pages 1-21.
• Marianna BOTIKA, 2012. "Evolution of Shares Market Price During the Company’s Financial Results Announcement. Event Study Approach," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 5(17), pages 96-118.
• Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2013. "The bull and bear market model of Huang and Day: Some extensions and new results," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2351-2370.
  • Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2012. "The bull and bear market model of Huang and Day : Some extensions and new results," BERG Working Paper Series 89, Bamberg University, Bamberg Economic Research Group.
• Francis, Bill & Hasan, Iftekhar & Song, Liang & Yeung, Bernard, 2012. "What determines bank stock price synchronicity? Global evidence," Bank of Finland Research Discussion Papers 16/2012, Bank of Finland.
• Korkeamäki, Timo & Takalo, Tuomas, 2010. "Valuation of innovation: The case of iPhone," MPRA Paper 28042, University Library of Munich, Germany.
  • Korkeamäki, Timo & Takalo, Tuomas, 2012. "Valuation of innovation: the case of iPhone," Bank of Finland Research Discussion Papers 24/2012, Bank of Finland.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2014. "Does relationship matter? The choice of financial advisors," Journal of Economics and Business, Elsevier, vol. 73(C), pages 22-47.
  • Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2012. "Does relationship matter? The choice of financial advisors," Bank of Finland Research Discussion Papers 28/2012, Bank of Finland.
• Bosma, Jakob & Koetter, Michael & Wedow, Michael, 2012. "Credit risk connectivity in the financial industry and stabilization effects of government bailouts," Discussion Papers 16/2012, Deutsche Bundesbank.
• Jank, Stephan, 2012. "Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability," CFR Working Papers 12-08, University of Cologne, Centre for Financial Research (CFR).
• Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2012. "The price impact of CDS trading," CFR Working Papers 12-12, University of Cologne, Centre for Financial Research (CFR).
  • Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013. "The price impact of CDS trading," CFR Working Papers 12-12 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013. "The price impact of CDS trading," Discussion Papers 20/2013, Deutsche Bundesbank.
• Jürgen Gaul & Erik Theissen, 2015. "A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(4), pages 371-384, April.
  • Gaul, Jürgen & Theissen, Erik, 2008. "A partially linear approach to modelling the dynamics of spot and futures prices," CFS Working Paper Series 2008/12, Center for Financial Studies (CFS).
  • Gaul, Jürgen & Theissen, Erik, 2012. "A partially linear approach to modelling the dynamics of spot and futures prices," CFR Working Papers 13-01, University of Cologne, Centre for Financial Research (CFR).
• Hautsch, Nikolaus & Huang, Ruihong, 2012. "On the dark side of the market: Identifying and analyzing hidden order placements," SFB 649 Discussion Papers 2012-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Huang, Ruihong, 2012. "On the dark side of the market: Identifying and analyzing hidden order placements," CFS Working Paper Series 2012/04, Center for Financial Studies (CFS).
• Kraemer-Eis, Helmut & Lang, Frank, 2012. "The importance of leasing for SME finance," EIF Working Paper Series 2012/15, European Investment Fund (EIF).
• Jørgensen, Casper W. & Moritzen, Mark R. & Stadtmann, Georg, 2012. "The news model of asset price determination: An empirical examination of the Danish football club Brøndby IF," Discussion Papers 313, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• Croonenbroeck, Carsten & Monaco, Fabrizio Leonardo & Christensen, Mads Julius, 2012. "Does Danish football club Brøndby swim with the fishes? An application of the reversed news model," Discussion Papers 330, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• Lehmann, Sibylle H. & Hauber, Philipp & Opitz, Alexander, 2012. "Political rights, taxation, and firm valuation: Evidence from Saxony around 1900," FZID Discussion Papers 59-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
• Gracia, Eduard, 2012. "On the power and weakness of rational expectations: Logical fallacies, periodic bubbles and business cycles," Economics Discussion Papers 2012-27, Kiel Institute for the World Economy (IfW Kiel).
• Toke, Ioane Muni & Pomponio, Fabrizio, 2012. "Modelling trades-through in a limit order book using hawkes processes," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-23.
• Gracia, Eduard, 2012. "Predicting the unpredictable: Forecastable bubbles and business cycles under rational expectations," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-43.
• Rickels, Wilfried & Görlich, Dennis & Oberst, Gerrit & Peterson, Sonja, 2012. "Carbon price dynamics: Evidence from Phase II of the European Emission Trading Scheme," Kiel Working Papers 1804, Kiel Institute for the World Economy (IfW Kiel).
• Agiakloglou, Christos & Gkouvakis, Michail, 2015. "Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 150-159.
  • Agiakloglou, Christos & Gkouvakis, Michalis, 2012. "Causal interrelations among market fundamentals: Evidence from the Europen telecommunications sector," 23rd European Regional ITS Conference, Vienna 2012 60387, International Telecommunications Society (ITS).
• Will, Matthias Georg & Prehn, Sören & Pies, Ingo & Glauben, Thomas, 2012. "Schadet oder nützt die Finanzspekulation mit Agrarrohstoffen? Ein Literaturüberblick zum aktuellen Stand der empirischen Forschung," Discussion Papers 2012-26, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
• Will, Matthias Georg & Prehn, Sören & Pies, Ingo & Glauben, Thomas, 2012. "Is financial speculation with agricultural commodities harmful or helpful? A literature review of current empirical research," Discussion Papers 2012-27, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
• Cascino, Stefano & Gassen, Joachim, 2012. "Comparability effects of mandatory IFRS adoption," SFB 649 Discussion Papers 2012-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bischof, Jannis & Brüggemann, Ulf & Daske, Holger, 2012. "Fair value reclassifications of financial assets during the financial crisis," SFB 649 Discussion Papers 2012-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Hautsch, Nikolaus & Huang, Ruihong, 2012. "On the dark side of the market: Identifying and analyzing hidden order placements," CFS Working Paper Series 2012/04, Center for Financial Studies (CFS).
  • Hautsch, Nikolaus & Huang, Ruihong, 2012. "On the dark side of the market: Identifying and analyzing hidden order placements," SFB 649 Discussion Papers 2012-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia, 2012. "Managerial overconfidence and corporate risk management," SFB 649 Discussion Papers 2012-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2012. "Why do firms engage in selective hedging?," SFB 649 Discussion Papers 2012-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Cebiroğlu, Gökhan & Horst, Ulrich, 2012. "Hidden liquidity: Determinants and impact," SFB 649 Discussion Papers 2012-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Hecker, Renate & Wild, Andreas, 2012. "The market effects of the German two-tier enforcement of financial reporting," Tübinger Diskussionsbeiträge 334, University of Tübingen, School of Business and Economics.
• Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C., 2012. "Stock return autocorrelations revisited: A quantile regression approach," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 254-265.
  • Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C., 2012. "Stock return autocorrelations revisited: A quantile regression approach," University of Tübingen Working Papers in Business and Economics 24, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Haji Ali Beigi, Maryam & Budzinski, Oliver, 2012. "On the use of event studies to evaluate economic policy decisions: A note of caution," Ilmenau Economics Discussion Papers 80, Ilmenau University of Technology, Institute of Economics.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2012. "Flights to Safety," Working Paper Research 230, National Bank of Belgium.
• Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2017. "Technological Innovation, Resource Allocation, and Growth," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(2), pages 665-712.
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• Bo Becker & Daniel Bergstresser & Guhan Subramanian, 2013. "Does Shareholder Proxy Access Improve Firm Value? Evidence from the Business Roundtable's Challenge," Journal of Law and Economics, University of Chicago Press, vol. 56(1), pages 127-160.
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• Ciumas Cristina & Chis Diana-Maria & Botos Horia Mircea, 2012. "Global Financial Crisis And Unit-Linked Insurance Markets Efficiency: Empirical Evidence From Central And Eastern European Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 443-448, December.
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• Matthias R. Fengler & Helmut Herwartz & Christian Werner, 2012. "A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew," Journal of Financial Econometrics, Oxford University Press, vol. 10(3), pages 457-493, June.
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• Owen A. Lamont, 2012. "Go Down Fighting: Short Sellers vs. Firms," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 2(1), pages 1-30.
• Malcolm Baker & Jeffrey Wurgler, 2012. "Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 2(1), pages 57-87.
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• Jeffrey A. Busse & Qing Tong, 2012. "Mutual Fund Industry Selection and Persistence," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 2(2), pages 245-274.
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• Ming Dong & David Hirshleifer & Siew Hong Teoh, 2012. "Overvalued Equity and Financing Decisions," The Review of Financial Studies, Society for Financial Studies, vol. 25(12), pages 3645-3683.
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• Dimitri Vayanos & Jiang Wang, 2012. "Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition," The Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1339-1365.
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• Bryan Kelly & Alexander Ljungqvist, 2012. "Testing Asymmetric-Information Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1366-1413.
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• Rui Albuquerque, 2012. "Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns," The Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1630-1673.
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• Oprean Camelia & Bratu Renate, 2012. "Considerations about the Informational Efficiency of Financial Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1570-1575, May.
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• Parviz Saeidi & Abolghasem Okhli, 2012. "Studying the effect of assets return rate on stock price of the companies accepted in Tehran stock exchange," Business and Economic Horizons (BEH), Prague Development Center, vol. 8(2), pages 12-22, December.
• Cristian Ionescu, 2012. "Incomplete Markets and Financial Instability. The Role of Information," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(1), pages 141-150.
• Cristina Bălteanu & Oana Bărbulescu (Şeitan), 2012. "Qualitative Marketing Research Regarding The Impact of The Crisis on The Activity of The Leasing Companies," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(2), pages 55-62.
• Gheorghe Matei & Ana Preda, 2012. "Romanian Insurance Market-Road to Recovery after Financial Crisis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(3), pages 147-158.
• Abel L. Costa Fernandes & Paulo R. Mota, 2012. "Triffin’s Dilemma Again and the Efficient Level of U.S. Government Debt," FEP Working Papers 469, Universidade do Porto, Faculdade de Economia do Porto.
• Boissin, Romain, 2012. "Are financial analysts of IPO firms under pressure: the European evidence," MPRA Paper 36057, University Library of Munich, Germany.
• Mark Armstrong & John Vickers, 2012. "Consumer Protection and Contingent Charges," Journal of Economic Literature, American Economic Association, vol. 50(2), pages 477-493, June.
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• Bicchetti, David & Maystre, Nicolas Maystre, 2013. "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, vol. 2(3-4), pages 233-239.
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• Kohonen, Anssi, 2012. "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper 37504, University Library of Munich, Germany.
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• Bhaduri, Saumitra N. & Mahapatra, Siddharth D., 2013. "Applying an alternative test of herding behavior: A case study of the Indian stock market," Journal of Asian Economics, Elsevier, vol. 25(C), pages 43-52.
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• Klinedinst, Mark, 2012. "Going forward financially: credit unions as an alternative to commercial banks," MPRA Paper 38194, University Library of Munich, Germany, revised 13 Apr 2012.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2012. "Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011," MPRA Paper 38751, University Library of Munich, Germany.
• Nath, Golaka, 2012. "Indian corporate bonds market –an analytical prospective," MPRA Paper 38992, University Library of Munich, Germany.
• Estrada, Fernando, 2012. "Asymmetric information and financial markets," MPRA Paper 39025, University Library of Munich, Germany.
• Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012. "Effective Trade Execution," Papers 1206.5324, arXiv.org.
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• Sinha, Pankaj & Mathur, Kritika, 2012. "Evolution of security transaction tax in India," MPRA Paper 40165, University Library of Munich, Germany.
• Ming Dong & David Hirshleifer & Siew Hong Teoh, 2012. "Overvalued Equity and Financing Decisions," The Review of Financial Studies, Society for Financial Studies, vol. 25(12), pages 3645-3683.
  • Dong, Ming & Hirshleifer, David & Teoh, Siew Hong, 2012. "Overvalued equity and financing decisions," MPRA Paper 40221, University Library of Munich, Germany.
• Gyarmati, Ákos & Lublóy, Ágnes & Váradi, Kata, 2012. "The Budapest liquidity measure and the price impact function," MPRA Paper 40339, University Library of Munich, Germany.
• Y Ito & S Managi & A Matsuda, 2013. "Performances of socially responsible investment and environmentally friendly funds," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(11), pages 1583-1594, November.
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• Acuña, Andres A. & Pinto, Cristian F., 2012. "Respuesta del retorno accionario a la politica monetaria: Evidencia para el mercado chileno [Stock return response to monetary policy: Evidence from the Chilean market]," MPRA Paper 41091, University Library of Munich, Germany.
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 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," MPRA Paper 41407, University Library of Munich, Germany, revised 26 Feb 2012.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012. "The Halloween effect during quiet and turbulent times," MPRA Paper 41539, University Library of Munich, Germany, revised 25 Sep 2012.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012. "Reactions of the capital markets to the shocks before and during the global crisis," MPRA Paper 41540, University Library of Munich, Germany, revised 10 Jan 2012.
• Boissin, Romain, 2012. "Orphan versus non-orphan IPOs: the difference analyst coverage makes," MPRA Paper 41584, University Library of Munich, Germany.
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• Romain Boissin & Patrick Sentis, 2014. "Long-run performance of IPOs and the role of financial analysts: some French evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 20(2), pages 125-149, February.
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• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2012. "Overreaction and underreaction on the BUCHAREST STOCK EXCHANGE," MPRA Paper 41555, University Library of Munich, Germany, revised 25 Sep 2012.
• Boissin, Romain, 2012. "Orphan versus non-orphan IPOs: the difference analyst coverage makes," MPRA Paper 41542, University Library of Munich, Germany.
  • Boissin, Romain, 2012. "Orphan versus non-orphan IPOs: the difference analyst coverage makes," MPRA Paper 41584, University Library of Munich, Germany.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012. "Holiday effects during quiet and turbulent times," MPRA Paper 41625, University Library of Munich, Germany, revised 07 Mar 2012.
• Lim Kai Jie, Shawn & Chadha, Pavneet & Lau, Joshua & Potdar, Nishad, 2012. "Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency," MPRA Paper 41834, University Library of Munich, Germany.
• Ardliansyah, Rifqi, 2012. "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper 41958, University Library of Munich, Germany.
• Ahmad, Mahyudin, 2012. "Duration dependence test for rational speculative bubble: the strength and weakness," MPRA Paper 42156, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2012. "Short term momentum and contrarian profits on the Bucharest Stock Exchange before and during the global crisis," MPRA Paper 42510, University Library of Munich, Germany, revised 18 Sep 2012.
• Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan, 2012. "The dynamic relation between short sellers, option traders, and aggregate returns," MPRA Paper 42566, University Library of Munich, Germany.
• Sinha, Pankaj & Mathur, Kritika, 2012. "Securities transaction tax and the stock market– an Indian experience," MPRA Paper 42743, University Library of Munich, Germany.
• Avino, Davide & Lazar, Emese & Varotto, Simone, 2013. "Price discovery of credit spreads in tranquil and crisis periods," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 242-253.
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• Avino, Davide & Lazar, Emese, 2012. "Rethinking Capital Structure Arbitrage," MPRA Paper 42850, University Library of Munich, Germany.
• De Koning, Kees, 2012. "The United States: An Economic Balance Sheet Analysis," MPRA Paper 42900, University Library of Munich, Germany.
• Gyoshev, Stanley & Kaplan, Todd R. & Szewczyk, Samuel & Tsetsekos, George, 2012. "Why Do Financial Intermediaries Buy Put Options from Companies?," MPRA Paper 43149, University Library of Munich, Germany.
• Muto, Ichiro, 2017. "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, vol. 34(C), pages 16-31.
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• Mezgebo, Taddese, 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," MPRA Paper 43345, University Library of Munich, Germany.
• Enrico Biffis & David Blake, 2014. "Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers," North American Actuarial Journal, Taylor & Francis Journals, vol. 18(1), pages 14-21.
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• Ntim, Collins G, 2012. "Why African Stock Markets Should Formally Harmonise and Integrate their Operations," MPRA Paper 45806, University Library of Munich, Germany.
• Abounoori, Abbas Ali & Mohammadali, Hanieh & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "Comparative study of static and dynamic neural network models for nonlinear time series forecasting," MPRA Paper 46466, University Library of Munich, Germany.
• Saturnino, Odilon & Saturnino, Valéria & Gois de Oliveira, Marcos Roberto & Lucena, Pierre & Araújo, Luiz Fernando, 2012. "Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica [Opposite strategy and liquidity effect: an econometric analysis]," MPRA Paper 48104, University Library of Munich, Germany.
• Saturnino, Odilon & Saturnino, Valéria & Lucena, Pierre & Caetano, Marcelino & Florencio dos Santos, Josete, 2012. "Oferta Pública Inicial (IPO) de ações no Brasil: uma análise dos retornos da IPO de ações com baixo Índice Preço/Lucro (P/L) [Initial Public Offer of stocks in Brazil: an analysis of returns from s," MPRA Paper 48106, University Library of Munich, Germany.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2012. "Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns," MPRA Paper 48710, University Library of Munich, Germany.
• Bławat, Bogusław, 2012. "The Optimal Order Execution Problem within the Framework of a High-Frequency Trading - Sample Model," MPRA Paper 49081, University Library of Munich, Germany.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012. "The necessity of stock markets information incorporation into the methodology of credit rating agencies," MPRA Paper 50790, University Library of Munich, Germany.
• Wagner, Helmut & Matanovic, Eva, 2012. "Volatility Impact of Stock Index Futures Trading - A Revised Analysis," MPRA Paper 51204, University Library of Munich, Germany.
• Kasai, Katsuya, 2012. "Estimation of the Day of the Week Effect on Stock Market Volatility in the U.S. Manufacturing Sector using GARCH and EGARCH models," MPRA Paper 52240, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2012. "Prolonged holiday effects on Romanian capital market before and after the adhesion to EU," MPRA Paper 52770, University Library of Munich, Germany, revised Jan 2013.
• Erten, Irem & Tuncel, Murat B. & Okay, Nesrin, 2012. "Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach," MPRA Paper 56190, University Library of Munich, Germany.
• Erten, Irem & Okay, Nesrin, 2012. "Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011," MPRA Paper 56191, University Library of Munich, Germany.
• Davide Avino & Emese Lazar & Simone Varotto, 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," ICMA Centre Discussion Papers in Finance icma-dp2011-17, Henley Business School, University of Reading.
  • Avino, Davide & Lazar, Emese & Varotto, Simone, 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," MPRA Paper 56781, University Library of Munich, Germany.
• Kariastanto, Bayu & Ihsanin, Aulia, 2012. "Could regulator materialize potential demand for Islamic securities? Evidence from Indonesia," MPRA Paper 61247, University Library of Munich, Germany.
• Robert G. Kuklik, 2012. "The Macroeconomic Effects of Information Asymmetry in the Capital Markets," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2012(1), pages 62-73.
• Ladislav Krištoufek & Miloslav Vošvrda, 2012. "Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie [Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(2), pages 208-221.
• Fabrice Riva, 2012. "Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement," Revue d'Économie Financière, Programme National Persée, vol. 106(2), pages 37-48.
• Anastasios KONSTANTINIDIS & Androniki KATARACHIA & George BOROVAS & Maria Eleni VOUTSA, 2012. "From Efficient Market Hypothesis To Behavioural Finance: Can Behavioural Finance Be The New Dominant Model For Investing?," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(2), pages 16-26.
• Farhi, Emmanuel & Tirole, Jean, 2015. "Liquid bundles," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 634-655.
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• Cordier, Jean & Gohin, Alexandre, 2014. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Économie rurale, French Society of Rural Economics (SFER Société Française d'Economie Rurale), vol. 343(September).
  • Jean Cordier & Alexandre Gohin, 2011. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Post-Print hal-01462701, HAL.
  • Jean Cordier & Alexandre Gohin, 2012. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Working Papers SMART 12-06, INRAE UMR SMART.
  • Cordier, Jean & Gohin, Alexandre, 2012. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Working Papers 207989, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
• Konstantina Kappou & Ioannis Oikonomou, 2016. "Is There a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices," Journal of Business Ethics, Springer, vol. 133(3), pages 533-552, February.
  • Konstantina Kappou & Ioannis Oikonomou, 2012. "Is there a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices," ICMA Centre Discussion Papers in Finance icma-dp2012-10, Henley Business School, University of Reading.
• Anderson, Keith & Brooks, Chris, 2014. "Speculative bubbles and the cross-sectional variation in stock returns," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 20-31.
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• Borghan Nezami Narajabad, 2012. "Information Technology and the Rise of Household Bankruptcy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(4), pages 526-550, October.
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• Borghan Nezami Narajabad, 2012. "Information Technology and the Rise of Household Bankruptcy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(4), pages 526-550, October.
  • Borghan Nezami Narajabad, 2012. "Code and data files for "Information Technology and the Rise of Household Bankruptcy"," Computer Codes 10-43, Review of Economic Dynamics.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "A Theory of Asset Prices Based on Heterogeneous Information," Cowles Foundation Discussion Papers 1827, Cowles Foundation for Research in Economics, Yale University.
  • Christian Hellwig & Aleh Tsyvinski & Elias Albagli, 2012. "A theory of asset prices based on heterogeneous information," 2012 Meeting Papers 394, Society for Economic Dynamics.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2012. "A Theory of Asset Prices Based on Heterogeneous Information," Levine's Working Paper Archive 786969000000000347, David K. Levine.
  • Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2013. "A Theory of Asset Prices based on Heterogeneous Information," CEPR Discussion Papers 9291, C.E.P.R. Discussion Papers.
• Michaelides, Alexander & Nishiotis, George & Milidonis, Andreas & Papakyriacou, Panayiotis, 2012. "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers 8743, C.E.P.R. Discussion Papers.
  • Panayiotis Papakyriacou & George Nishiotis & Andreas Milidonis & Alex Michaelides, 2012. "Sovereign Debt Rating Changes and the Stock Market," 2012 Meeting Papers 522, Society for Economic Dynamics.
• Alexandru Constantinescu, 2012. "The business cycles and the influence of economic confidence indicators in the European region," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(44), pages 201-224, June.
• Mejra Festic & Alenka Kavkler & Silvo Dajcman, 2012. "Long memory in the Croatian and Hungarian stock market returns," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 30(1), pages 115-139.
• James L. Smith & Rex Thompson and Thomas K. Lee, . "The informational role of spot prices and inventories," Journal of Energy Markets, Journal of Energy Markets.
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  • Nikola Gradojevic & Camillo Lento, 2013. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Papers 2014-ACF-03, IESEG School of Management.
• Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012. "Effective Trade Execution," Papers 1206.5324, arXiv.org.
  • Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012. "Effective Trade Execution," Working Paper series 41_12, Rimini Centre for Economic Analysis.
  • Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo, 2012. "Effective Trade Execution," MPRA Paper 39619, University Library of Munich, Germany.
  • R. Cesari & M. Marzo & P. Zagaglia, 2012. "Effective Trade Execution," Working Papers wp836, Dipartimento Scienze Economiche, Universita' di Bologna.
• Bae, Kee-Hong, 2012. "Determinants of Local Currency Bonds and Foreign Holdings: Implications for Bond Market Development in the People’s Republic of China," Working Papers on Regional Economic Integration 97, Asian Development Bank.
• Eckert, Heather & van Egteren, Henry & Hannweber, Troy, 2012. "The Overpricing Problem: Moral Hazard and Franchises," Working Papers 2012-2, University of Alberta, Department of Economics.
• Stephens, Eric & Thompson, James, 2012. "Who Participates in Risk Transfer Markets? The Role of Transaction Costs and Counterparty Risk," Working Papers 2012-12, University of Alberta, Department of Economics.
• Tsytsulina, Dina, 2012. "The expected influence of Russian and foreign mergers on competition in metal industry 1999–2011," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 27(3), pages 70-85.
• Guzeldere, , Harun & Sarioglu, Serra Eren, 2012. "Validity of Fama-French Three-Factor Model In Asset Pricing: An Application In Istanbul Stock Exchange," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 3(2), pages 1-1, April.
• Akal, Mustafa & Birgili, Erhan & Durmuskaya, Sedat, 2012. "Testing Efficiency of Derivative Markets: ISE30, ISE100, USD and EURO," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 3(4), pages 1-1, October.
• Christian Growitsch & Marcus Stronzik & Rabindra Nepal, 2015. "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, Verein für Socialpolitik, vol. 16(1), pages 87-103, February.
  • Growitsch Christian & Nepal Rabindra & Stronzik Marcus, 2015. "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, De Gruyter, vol. 16(1), pages 87-103, February.
  • Growitsch, Christian & Stronzik, Marcus & Nepal, Rabindra, 2012. "Price convergence and information efficiency in German natural gas markets," EWI Working Papers 2012-5, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia, 2018. "The nexus between natural gas spot and futures prices at NYMEX: Do weather shocks and non-linear causality in low frequencies matter?," The Journal of Economic Asymmetries, Elsevier, vol. 18(C), pages 1-1.
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• Arroyave C., Elizabeth T. & Agudelo R., Diego A., 2012. "Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente:caso colombiano 1999-2007," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 17(33), pages 38-47.
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• Friederich, Tim & Kraus, Carolin & Zagst, Rudi, 2012. "ILLIX - A New Index for Quantifying Illiquidity," Journal of Financial Transformation, Capco Institute, vol. 34, pages 183-193.
• AL-Majali, Malek, 2012. "No More Traditional Stock Market Exchange: A Study Of Internet Trading Service (Its) In Jordan," Journal of Internet Banking and Commerce, , vol. 17(1), pages 01-19, April.
• An , Jiyoun & Park , Cheolbeom, 2012. "Election Cycles and Stock Market Reaction: International Evidence," Working Papers 12-4, Korea Institute for International Economic Policy.
• Camelia Oprean, 2012. "Testing the financial market informational efficiency in emerging states," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 4(2), pages 181-190, Decembre.
• Gabriela-Victoria ANGHELACHE & Andreea NEGRU (CIOBANU) & Catalina Claudia SAVA, 2012. "The Analysis of the Capital Market Efficiency," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(4), pages 60-63, November.
• Katarzyna Anna Czech, & Adam Waszkowski, 2012. "Foreign Exchange Market Efficiency. Empirical Results For The Usd/Eur Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 8(3), pages 1-9, October.
• Mateusz Polak, 2012. "The Misinformation Effect In Financial Markets – An Emerging Issue In Behavioural Finance," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 8(3), pages 55-61, October.
• Heather Anderson & Howard Chan & Robert Faff & Yew Kee Ho, 2012. "Reported earnings and analyst forecasts as competing sources of information: A new approach," Australian Journal of Management, Australian School of Business, vol. 37(3), pages 333-359, December.
  • H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007. "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics 2007-488, Australian National University, College of Business and Economics, School of Economics.
• Cameron Truong, 2013. "The January effect, does options trading matter?," Australian Journal of Management, Australian School of Business, vol. 38(1), pages 31-48, April.
• Thushari Vidanage & O.G. Dayaratna-Banda, 2012. "Does Past Information Help Predict Future Price Movements in Emerging Capital Markets? Evidence from the Colombo Securities Exchange," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 13(2), pages 241-264, September.
• Tomasz Potocki & Tomasz Swist, 2012. "Empirical Test of the Strong Form Efficiency of the Warsaw Stock Exchange: The Analysis of WIG 20 Index Shares," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 10(2), pages 155-172.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2012. "Federal Reserve Communications and Emerging Equity Markets," Southern Economic Journal, Southern Economic Association, vol. 78(3), pages 1041-1056, January.
• Alasdair Brown, 2012. "Examining Agency Conflict in Horse Racing," Southern Economic Journal, Southern Economic Association, vol. 79(2), pages 388-398, October.
• Alex Frino & Vito Mollica & Maria Grazia Romano & Zeyang Zhou, 2017. "Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(4), pages 359-373, April.
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• Amarjit Saini & Ravi Singla, 2012. "Impact Of Mergers On Corporate Performance: A Sample Study Of Indian Textile Industry," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 4(3 (Decemb), pages 284-292.
• Raphael A. Auer, 2014. "What drives TARGET2 balances? Evidence from a panel analysis [What drives Target2 balances? Evidence from a panel analysis]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(77), pages 139-197.
  • Raphael A. Auer, 2012. "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers 2012-15, Swiss National Bank.
  • Raphael A. Auer, 2013. "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers 13.03, Swiss National Bank, Study Center Gerzensee.
  • Raphael A. Auer, 2013. "What Drives Target2 Balances? Evidence from a Panel Analysis," CESifo Working Paper Series 4216, CESifo.
• Oscar Bernal Diaz & Astrid Herinckx & Ariane Szafarz, 2014. "Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 37, pages 244-256, March.
  • Bernal, Oscar & Herinckx, Astrid & Szafarz, Ariane, 2014. "Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe," International Review of Law and Economics, Elsevier, vol. 37(C), pages 244-256.
  • Astrid Herinckx & Ariane Szafarz, 2012. "Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe," Working Papers CEB 12-002, ULB -- Universite Libre de Bruxelles.
  • Oscar Bernal Diaz & Astrid Herinckx & Ariane Szafarz, 2013. "Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe," Working Papers CEB 13-001, ULB -- Universite Libre de Bruxelles.
• Knut Aastveit & Tørres Trovik, 2012. "Nowcasting norwegian GDP: the role of asset prices in a small open economy," Empirical Economics, Springer, vol. 42(1), pages 95-119, February.
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• Delia Coculescu & Monique Jeanblanc & Ashkan Nikeghbali, 2012. "Default times, no-arbitrage conditions and changes of probability measures," Finance and Stochastics, Springer, vol. 16(3), pages 513-535, July.
• Vladimir Vovk, 2012. "Continuous-time trading and the emergence of probability," Finance and Stochastics, Springer, vol. 16(4), pages 561-609, October.
• Christopher Lorenz & Alexander Schied, 2013. "Drift dependence of optimal trade execution strategies under transient price impact," Finance and Stochastics, Springer, vol. 17(4), pages 743-770, October.
• Gregor Weiß, 2012. "Analysing contagion and bailout effects with copulae," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 1-32, January.
• Tomasz Wisniewski & Geoffrey Lightfoot & Simon Lilley, 2012. "Speculating on presidential success: exploring the link between the price–earnings ratio and approval ratings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 106-122, January.
• Guan Wang & Pierre Yourougou & Yue Wang, 2012. "Which implied volatility provides the best measure of future volatility?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 93-105, January.
• Jeff Madura & Thanh Ngo, 2012. "Determinants of the medium of payment used to acquire privately-held targets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 424-442, April.
• Richard Fu & Marco Pagani, 2012. "On the cointegration of international stock indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 463-480, April.
• A. Inci & H. Seyhun, 2012. "How do quotes and prices evolve around isolated informed trades?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 499-519, April.
• Jeff Madura & Thanh Ngo, 2012. "Re-examination of industry effects due to withdrawn mergers," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 613-633, July.
• Robert Hull & Sungkyu Kwak & Rosemary Walker, 2012. "Explanation for market response to seasoned equity offerings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 634-661, July.
• Ralf Becker & Junsoo Lee & Benton Gup, 2012. "An empirical analysis of mean reversion of the S&P 500’s P/E ratios," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 675-690, July.
• Omar Esqueda & Dave Jackson, 2012. "Currency depreciation effects on ADR returns: evidence from Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 691-711, July.
• Deniz Igan & Marcelo Pinheiro, 2012. "Incentive to manipulate earnings and its connection to analysts’ forecasts, trading, and corporate governance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(4), pages 781-821, October.
• Marek Marciniak, 2012. "Information effects of announced stock index additions: evidence from S&P 400," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(4), pages 822-849, October.
• Zsuzsa Huszár & George Lentz & Wei Yu, 2012. "Does mandatory disclosure affect subprime lending to minority neighborhoods?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(4), pages 900-924, October.
• Eleftherios Thalassinos & Dimitrios Maditinos & Athanasios Paschalidis, 2012. "Observing evidence of insider trading in the Athens Stock Exchange," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 1(1), pages 1-26, December.
• Roberto Dieci & Frank Westerhoff, 2012. "A simple model of a speculative housing market," Journal of Evolutionary Economics, Springer, vol. 22(2), pages 303-329, April.
  • Dieci, Roberto & Westerhoff, Frank, 2009. "A simple model of a speculative housing market," BERG Working Paper Series 62, Bamberg University, Bamberg Economic Research Group.
• Marco Cipriani & Riccardo Costantini & Antonio Guarino, 2012. "A Bayesian approach to experimental analysis: trading in a laboratory financial market," Review of Economic Design, Springer;Society for Economic Design, vol. 16(2), pages 175-191, September.
• Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2011. "On the Effects of Private Information on Volatility," Tinbergen Institute Discussion Papers 11-077/4, Tinbergen Institute.
  • Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2012. "On the Effects of Private Information on Volatility," CREATES Research Papers 2012-08, Department of Economics and Business Economics, Aarhus University.
• Stig V. Møller & Jesper Rangvid, 2012. "End-of-the-year economic growth and time-varying expected returns," CREATES Research Papers 2012-42, Department of Economics and Business Economics, Aarhus University.
• Robert F. Engle & Martin Klint Hansen & Asger Lunde, 2012. "And Now, The Rest of the News: Volatility and Firm Specific News Arrival," CREATES Research Papers 2012-56, Department of Economics and Business Economics, Aarhus University.
• Mehmet Yazıcı & Erkut Baloğlu, 2012. "Information Sharing in Property Appraisal to Reduce Collateral Risk in Banking," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 27(97), pages 38-62, October.
• Stephen Morris & Hyun Song Shin, 2012. "Contagious Adverse Selection," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 1-21, January.
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• Adrián Fernández-Pérez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2012. "Genetic algorithm for arbitrage with more than three currencies," Working Papers 12-04, Asociación Española de Economía y Finanzas Internacionales.
• Anya Khanthavit & Natachai Boonyaprapatsara & Arunsri Saechung, 2012. "Evolving Market Efficiency of Thailand’s Stock Market (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 19(1), pages 46-67, June.
• Li-Chiu Chi, 2012. "Price Reactions to the Announcement of the Cross-Strait Economic Cooperation Framework Agreement," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(3), pages 213-221.
• Anke Kablau & Michael Wedow, 2012. "Gauging the Impact of a Low Interest Rate Environment on German Life Insurers," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(4), pages 279-298.
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• Irwin, Scott H., 2012. "Does the Masters Hypothesis Explain Recent Food Price Spikes?," Working Papers 126944, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
  • Irwin, Scott H., 2012. "Does the Masters Hypothesis Explain Recent Food Price Spikes?," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126877, International Association of Agricultural Economists.
• Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2012. "Information Demand and Agriculture Commodity Prices," 2012 International European Forum, February 13-17, 2012, Innsbruck-Igls, Austria 144973, International European Forum on System Dynamics and Innovation in Food Networks.
• Cordier, Jean & Gohin, Alexandre, 2014. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Économie rurale, French Society of Rural Economics (SFER Société Française d'Economie Rurale), vol. 343(September).
  • Jean Cordier & Alexandre Gohin, 2011. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Post-Print hal-01462701, HAL.
  • Cordier, Jean & Gohin, Alexandre, 2012. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Working Papers 207989, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
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• Samih Antoine Azar, 2012. "Determinants of Cyclical Aggregate Dividend Behavior," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 71-78, August.
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• Scott Hendry, 2012. "Central Bank Communication or the Media’s Interpretation: What Moves Markets?," Staff Working Papers 12-9, Bank of Canada.
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• Alessandro Borin & Virginia Di Nino, 2012. "The role of financial investments in agricultural commodity derivatives markets," Temi di discussione (Economic working papers) 849, Bank of Italy, Economic Research and International Relations Area.
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• Kristoffer Nimark, 2009. "Speculative dynamics in the term structure of interest rates," Economics Working Papers 1194, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2012.
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• Pei Kuang, 2012. "Comment on Assenza and Berardi "Learning in a Credit Economy" (2009, JEDC)," Discussion Papers 13-06, Department of Economics, University of Birmingham.
• Bernd Hayo & Matthias Neuenkirch, 2012. "Domestic Or U.S. News: What Drives Canadian Financial Markets?," Economic Inquiry, Western Economic Association International, vol. 50(3), pages 690-706, July.
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• Dion Bongaerts & K. J. Martijn Cremers & William N. Goetzmann, 2012. "Tiebreaker: Certification and Multiple Credit Ratings," Journal of Finance, American Finance Association, vol. 67(1), pages 113-152, February.
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• Ron Kaniel & Shuming Liu & Gideon Saar & Sheridan Titman, 2012. "Individual Investor Trading and Return Patterns around Earnings Announcements," Journal of Finance, American Finance Association, vol. 67(2), pages 639-680, April.
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• Lubos Pástor & Pietro Veronesi, 2012. "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, vol. 67(4), pages 1219-1264, August.
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• Vicente Cuñat & Mireia Gine & Maria Guadalupe, 2012. "The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value," Journal of Finance, American Finance Association, vol. 67(5), pages 1943-1977, October.
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• Alessio Anzuini & Fabio Fornari, 2012. "Macroeconomic Determinants of Carry Trade Activity," Review of International Economics, Wiley Blackwell, vol. 20(3), pages 468-488, August.
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• OPREAN Camelia & BRATIAN Vasile, 2012. "Financial Market Tests Of Informational Efficiency: The Case Of Emergent Markets," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 65(6), pages 57-82.
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• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Identifying cross-sided liquidity externalities," Working Paper 2012/20, Norges Bank.
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• Korkeamäki, Timo & Takalo, Tuomas, 2010. "Valuation of innovation: The case of iPhone," MPRA Paper 28042, University Library of Munich, Germany.
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• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2014. "Does relationship matter? The choice of financial advisors," Journal of Economics and Business, Elsevier, vol. 73(C), pages 22-47.
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• Muto, Ichiro, 2017. "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, vol. 34(C), pages 16-31.
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• Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2015. "Abnormal Returns of Soccer Teams," Journal of Sports Economics, , vol. 16(7), pages 735-759, October.
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• Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo, 2012. "Effective Trade Execution," MPRA Paper 39619, University Library of Munich, Germany.
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• Rasim Ozcan, 2012. "An Analysis of Manipulation Strategies in Stock Markets," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(49), pages 19-37.
• Nelson Ferreira Fonseca & Wagner Moura Lamounier & Aureliano Angel Bressan, 2012. "Abnormal Returns in the Ibovespa Using Models for High-Frequency Data," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(2), pages 243-265.
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• Walther, A., 2012. "Asset price manipulation with several traders," Cambridge Working Papers in Economics 1242, Faculty of Economics, University of Cambridge.
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• Paulo Jorge Silveira Ferreira, 2012. "Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece," CEFAGE-UE Working Papers 2012_24, University of Evora, CEFAGE-UE (Portugal).
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• Matsushima, Hitoshi, 2013. "Behavioral aspects of arbitrageurs in timing games of bubbles and crashes," Journal of Economic Theory, Elsevier, vol. 148(2), pages 858-870.
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• Edmundo R. Lizarzaburu & Luis Berggrun & Julio Quispe, 2012. "Gestión de riesgos financieros. Experiencia en un banco latinoamericano," Estudios Gerenciales, Universidad Icesi, December.
• Martínez Gámez, Ángel E., 2012. "Desarrollo financiero y crecimiento económico en Venezuela: un modelo econométrico para el período 1963-2008," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 19, pages 113-137, July.
• Panayiotis Papakyriacou & George Nishiotis & Andreas Milidonis & Alex Michaelides, 2012. "Sovereign Debt Rating Changes and the Stock Market," 2012 Meeting Papers 522, Society for Economic Dynamics.
  • Michaelides, Alexander & Nishiotis, George & Milidonis, Andreas & Papakyriacou, Panayiotis, 2012. "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers 8743, C.E.P.R. Discussion Papers.
• Harald Hau & Sandy Lai, 2017. "The Role of Equity Funds in the Financial Crisis Propagation," Review of Finance, European Finance Association, vol. 21(1), pages 77-108.
  • Harald HAU & Sandy LAI, 2011. "The Role of Equity Funds in the Financial Crisis Propagation," Swiss Finance Institute Research Paper Series 11-35, Swiss Finance Institute.
  • Hau, Harald & Lai, Sandy, 2012. "The Role of Equity Funds in the Financial Crisis Propagation," CEPR Discussion Papers 8819, C.E.P.R. Discussion Papers.
• Hau, Harald & Lai, Sandy, 2013. "Real effects of stock underpricing," Journal of Financial Economics, Elsevier, vol. 108(2), pages 392-408.
  • Hau, Harald & Lai, Sandy, 2012. "Real Effects of Stock Underpricing," CEPR Discussion Papers 8820, C.E.P.R. Discussion Papers.
• Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015. "Change You Can Believe In? Hedge Fund Data Revisions," Journal of Finance, American Finance Association, vol. 70(3), pages 963-999, June.
  • Patton, Andrew & Streatfield, Michael, 2012. "Change You Can Believe In? Hedge Fund Data Revisions," CEPR Discussion Papers 8898, C.E.P.R. Discussion Papers.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2013. "Prediction Markets for Economic Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 657-687, Elsevier.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CAMA Working Papers 2012-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2012. "Prediction Markets for Economic Forecasting," CEPR Discussion Papers 9059, C.E.P.R. Discussion Papers.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CESifo Working Paper Series 3884, CESifo.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2012. "Prediction Markets for Economic Forecasting," IZA Discussion Papers 6720, Institute of Labor Economics (IZA).
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," NBER Working Papers 18222, National Bureau of Economic Research, Inc.
• Schürhoff, Norman & Chen, Zhihua & Lookman, Aziz & Seppi, Duane J, 2012. "Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition," CEPR Discussion Papers 9108, C.E.P.R. Discussion Papers.
• Stefan Nagel, 2013. "Empirical Cross-Sectional Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 167-199, November.
  • Stefan Nagel, 2012. "Empirical Cross-Sectional Asset Pricing," NBER Working Papers 18554, National Bureau of Economic Research, Inc.
  • Nagel, Stefan, 2012. "Empirical Cross-Sectional Asset Pricing," CEPR Discussion Papers 9227, C.E.P.R. Discussion Papers.
• Grammatikos, Theoharry & Lehnert, Thorsten & Otsubo, Yoichi, 2015. "Market perceptions of US and European policy actions around the subprime crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 99-113.
  • Yoichi Otsubo & Theoharry Grammatikos & Thorsten Lehnert, 2012. "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," LSF Research Working Paper Series 12-14, Luxembourg School of Finance, University of Luxembourg.
  • Theoharry Grammatikos & Thorsten Lehnert & Yoichi Otsubo, 2014. "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," IMES Discussion Paper Series 14-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
• Yoichi Otsubo, 2012. "Price Discovery of Tokyo-New York Cross-listed Stocks," LSF Research Working Paper Series 12-5, Luxembourg School of Finance, University of Luxembourg.
• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011. "THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(4), pages 537-567, December.
  • Chakravarty, Sugato & Chiyachantana, Chiraphol N. & Jiang, Christine, 2004. "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Purdue University Economics Working Papers 1172, Purdue University, Department of Economics.
  • Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2012. "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Working Papers 1012, Purdue University, Department of Consumer Sciences.
  • Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011. "The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets," Working Papers 1011, Purdue University, Department of Consumer Sciences.
• Faias, Marta & Luque, Jaime, 2012. "Endogenous bourse structures," UC3M Working papers. Economics we1106, Universidad Carlos III de Madrid. Departamento de Economía.
• Tianyi Wang & Zhuo Huang, 2012. "The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 211-236, May.
• Irwin, Scott H. & Sanders, Dwight R., 2012. "Financialization and Structural Change in Commodity Futures Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(3), pages 1-26, August.
  • Irwin, Scott H. & Sanders, Dwight R., 2012. "Financialization and Structural Change in Commodity Futures Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(3), pages 371-396, August.
• Botshekan, Mahmoud & Kraeussl, Roman & Lucas, Andre, 2012. "Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1279-1301, December.
  • Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010. "Cash flow and discount rate risk in up and down markets: What is actually priced?," CFS Working Paper Series 2010/20, Center for Financial Studies (CFS).
  • Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010. "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers 10-116/2/DSF 3, Tinbergen Institute.
• Karim Jamal & Michael Maier & Shyam Sunder, 2012. "Decoupling Markets and Individuals: Rational Expectations Equilibrium Outcomes from Information Dissemination among Boundedly-Rational Traders," Cowles Foundation Discussion Papers 1868, Cowles Foundation for Research in Economics, Yale University.
• Karim Jamal & Michael Maier & Shyam Sunder, 2017. "Simple Agents, Intelligent Markets," Computational Economics, Springer;Society for Computational Economics, vol. 49(4), pages 653-675, April.
  • Karim Jamal & Michael Maier & Shyam Sunder, 2012. "Simple Agents, Intelligent Markets," Cowles Foundation Discussion Papers 1868R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
• Fischer, Thomas, 2011. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 54196, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas, 2012. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58930, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas, 2011. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77416, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas, 2011. "News reaction in financial markets within a behavioral finance model with heterogeneous agents," Darmstadt Discussion Papers in Economics 205, Darmstadt University of Technology, Department of Law and Economics.
• Drouhin, Pierre-Arnaud, 2012. "Caractéristiques statistiques et dynamique de prix des produits dérivés immobiliers," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10918 edited by Batsch, Laurent.
• Barraud, Christophe, 2012. "L'Efficience informationnelle du marché des paris sportifs : un parallèle avec les marchés boursiers," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11416 edited by Granger, Thierry.
• Mohamed Firas Thraya & Michel M. Albouy, 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 a," Revue Finance Contrôle Stratégie, revues.org, vol. 15(4), pages 47-69, December.
• Kollias Christos & Papadamou Stephanos & Psarianos Iacovos, 2014. "Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 20(2), pages 267-292, April.
  • Christos Kollias & Stephanos Papadamou, 2012. "Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests," Economics of Security Working Paper Series 67, DIW Berlin, German Institute for Economic Research.
• Mink, Mark & de Haan, Jakob, 2013. "Contagion during the Greek sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 102-113.
  • Mark Mink & Jakob de Haan, 2012. "Contagion during the Greek Sovereign Debt Crisis," DNB Working Papers 335, Netherlands Central Bank, Research Department.
• Ehrmann, Michael & Jansen, David-Jan, 2012. "The pitch rather than the pit: investor inattention during FIFA world cup matches," Working Paper Series 1424, European Central Bank.
  • Michael Ehrmann & David-Jan Jansen, 2012. "The pitch rather than the pit: investor inattention during FIFA World Cup matches," DNB Working Papers 337, Netherlands Central Bank, Research Department.
• Georges Prat & Remzi Uctum, 2012. "Modeling the horizon-dependent risk premium in the forex market: evidence from survey data," EconomiX Working Papers 2012-29, University of Paris Nanterre, EconomiX.
• Laurence Lescourret, 2012. "Non-fundamental Information and Market-makers' Behavior during the NASDAQ Preopening Session," Working Papers hal-00772798, HAL.
  • Lescourret, Laurence, 2012. "Non-Fundamental Information and Market-Makers' Behavior during the NASDAQ Preopening Session," ESSEC Working Papers WP1212, ESSEC Research Center, ESSEC Business School.
• Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2012. "Does Aggregate Riskiness Predict Future Economic Downturns?," Working Paper Series 2012-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Jindra, Jan & Voetmann, Torben & Walkling, Ralph A., 2012. "Reverse Mergers: The Chinese Experience," Working Paper Series 2012-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Kewei Hou & Chen Xue & Lu Zhang, 2012. "Digesting Anomalies: An Investment Approach," NBER Working Papers 18435, National Bureau of Economic Research, Inc.
  • Hou, Kewei & Xue, Chen & Zhang, Lu, 2012. "Digesting Anomalies: An Investment Approach," Working Paper Series 2012-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Hou, Kewei & Loh, Roger, 2012. "Have We Solved the Idiosyncratic Volatility Puzzle?," Working Paper Series 2012-28, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Darrell Duffie & Bruno Strulovici, 2012. "Capital Mobility and Asset Pricing," Econometrica, Econometric Society, vol. 80(6), pages 2469-2509, November.
  • Bruno Strulovici & Darrell Duffie, 2009. "Capital Mobility and Asset Pricing," 2009 Meeting Papers 87, Society for Economic Dynamics.
  • Darrell Duffie & Bruno Strulovici, 2009. "Capital Mobility and Asset Pricing," Discussion Papers 1478, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Darrell Duffie & Bruno Strulovici, 2011. "Capital Mobility and Asset Pricing," NBER Working Papers 17296, National Bureau of Economic Research, Inc.
• Seyyed Ali Paytakhti Oskooe, 2012. "Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 179-183.
• Bettina Lis & Christian Ne ler & Jan Retzmann, 2012. "Oil and Cars: The Impact of Crude Oil Prices on the Stock Returns of Automotive Companies," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 190-200.
• Hsien-Yi Lee & Khatanbaatar Sodoikhuu, 2012. "Efficiency Tests in Foreign Exchange Market," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 216-224.
• Pyemo Afego, 2012. "Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 2009)," International Journal of Economics and Financial Issues, Econjournals, vol. 2(3), pages 340-347.
• Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013. "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4025-4037.
  • Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012. "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers 2012_11, Business School - Economics, University of Glasgow.
  • Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2012. "Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis," SIRE Discussion Papers 2012-72, Scottish Institute for Research in Economics (SIRE).
• Abdallah, Abed AL-Nasser & Abdallah, Wissam & Ismail, Ahmad, 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," The International Journal of Accounting, Elsevier, vol. 47(2), pages 168-197.
• Abdul Wahab, Nor Shaipah & Holland, Kevin, 2012. "Tax planning, corporate governance and equity value," The British Accounting Review, Elsevier, vol. 44(2), pages 111-124.
• Coakley, Jerry & Kuo, Jing-Ming & Wood, Andrew, 2012. "The School’s Out effect: A new seasonal anomaly!," The British Accounting Review, Elsevier, vol. 44(3), pages 133-143.
• Hou, Wenxuan & Kuo, Jing-Ming & Lee, Edward, 2012. "The impact of state ownership on share price informativeness: The case of the Split Share Structure Reform in China," The British Accounting Review, Elsevier, vol. 44(4), pages 248-261.

2011

• Christian Bach & Bent Jesper Christensen, 2011. "Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach," CREATES Research Papers 2010-61, Department of Economics and Business Economics, Aarhus University.
• Christian Bach, 2011. "Conservatism in Corporate Valuation," CREATES Research Papers 2011-32, Department of Economics and Business Economics, Aarhus University.
• Andersen, Torben G. & Bondarenko, Oleg, 2014. "VPIN and the flash crash," Journal of Financial Markets, Elsevier, vol. 17(C), pages 1-46.
  • Torben G. Andersen & Oleg Bondarenko, 2011. "VPIN and the Flash Crash," CREATES Research Papers 2011-50, Department of Economics and Business Economics, Aarhus University.
• Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011. "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers 2011-51, Department of Economics and Business Economics, Aarhus University.
• Carol Wang & James E. Larsen & Fall M. Ainina & Marlena L. Akhbari & Nicolas Gressis, 2011. "Why the Dogs of the Dow Bark Loudly in China," American Journal of Economics and Business Administration, Science Publications, vol. 3(3), pages 560-568, November.
• Meltem Gürünlü, 2011. "From the Efficient Market Hypothesis to Behavioral Finance: The Evolution of Finance Theory," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 26(92), pages 31-50, July.
• Shimon Kogan & Anthony M. Kwasnica & Roberto A. Weber, 2011. "Coordination in the Presence of Asset Markets," American Economic Review, American Economic Association, vol. 101(2), pages 927-947, April.
  • Shimon Kogan & Anthony Kwasnica & Roberto Weber, "undated". "Coordination in the Presence of Asset Markets," GSIA Working Papers 2007-E33, Carnegie Mellon University, Tepper School of Business.
• Viral V. Acharya & Peter DeMarzo & Ilan Kremer, 2011. "Endogenous Information Flows and the Clustering of Announcements," American Economic Review, American Economic Association, vol. 101(7), pages 2955-2979, December.
  • DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2008. "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers 6985, C.E.P.R. Discussion Papers.
  • DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2011. "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers 8680, C.E.P.R. Discussion Papers.
  • Viral V. Acharya & Peter M. DeMarzo & Ilan Kremer, 2010. "Endogenous Information Flows and the Clustering of Announcements," NBER Working Papers 16485, National Bureau of Economic Research, Inc.
• Tarntip Boonkomrat & Kanokwan Chancharoenchai, 2011. "Futures Basis of RSS3 in the Agricultural Futures Exchange of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 18(1), pages 15-30, June.
• Robert Gallagher & Niall O’ Sullivan, 2011. "Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 57(4), pages 285-302.
• Motlatjo Moholwa & Guangling (Dave) Liu, 2011. "The Impact of Rand/US Dollar Exchange Rate Volatility on the Performance of Futures Markets for Agricultural Commodities," The African Finance Journal, Africagrowth Institute, vol. 13(1), pages 28-46.
• Chimwemwe Chipeta & Thando Chuma Zukisani Vokwana, 2011. "The Impact of Black Economic Empowerment Transactions on Shareholder Wealth and Firm Profitability: Evidence from the JSE," The African Finance Journal, Africagrowth Institute, vol. 13(Conferenc), pages 71-91.
• Karali, Berna & Ramirez, Octavio A., 2014. "Macro determinants of volatility and volatility spillover in energy markets," Energy Economics, Elsevier, vol. 46(C), pages 413-421.
  • Singh, Aaron & Karali, Berna & Ramirez, Octavio A., 2011. "High Price Volatility And Spillover Effects In Energy Markets," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103593, Agricultural and Applied Economics Association.
• Gutierrez, Luciano, 2011. "Looking for Rational Bubbles in Agricultural Commodity Markets," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 120377, European Association of Agricultural Economists.
• Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011. "Spot and Futures Prices of Agricultural Commodities: Fundamentals and Speculation," 2011 International European Forum, February 14-18, 2011, Innsbruck-Igls, Austria 122002, International European Forum on System Dynamics and Innovation in Food Networks.
• Sorin Gabriel Anton, 2011. "The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 58, pages 41-52, november.
• Leszek Czerwonka, 2011. "Announcement Of The Exchange Ratio Of The Merging Companies - Impact On The Acquiring Firms "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 58, pages 83-90, november.
• Alexandra Horobet & Radu Lupu & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia TINTEA, 2011. "Dynamic Trade-Offs In Financial Performances Of Romanian Companies," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 2011, pages 85-100, july.
• Abdur ROUF & Abdullah-Al HARUN, 2011. "Ownership Structure And Voluntary Disclosure In Annual Reports Of Bangladesh," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 7, pages 239-251, May.
• Felicia Ramona Birau, 2011. "An Analysis Of Weak-Form Efficiency On The Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(39), pages 194-205.
• Maria-Lenuta ULICI & Ioan Alin NISTOR, 2011. "Financial Liberalization and Stock Market Efficiency," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 154-160, December.
• Maria-Miruna POCHEA & Angela-Maria FILIP, 2011. "The Early Exercise Premium for American Options. Empirical Study on Sibex Market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 188-197, December.
• Ioan TRENCA & Simona MUTU, 2011. "An Empirical Model for Assesing Risk and Performance in the Romanian Banking System," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 89-95, December.
• Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat, 2011. "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(16), pages 161-175, April.
• Svetlana Vlady & Ekrem Tufan, PhD, 2011. "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 184-197, November.
• Jose L. Gallizo & Jordi Moreno & Ioana Iuliana Pop (Grigorescu), 2011. "Banking Efficiency And European Integration. Implications Of The Banking Reform In Romania," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(13), pages 1-25.
• Clemens Vinícius de A. Nunes & Márcio Holland & Cleomar Gomes da Silva, 2011. "Sinalização de Política Monetária e Movimentos na Estrutura a Termo da Taxa de Juros no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(1), pages 71-90.
  • Nunes, Clemens V. de Azevedo & Gomes, Cleomar & Brito, Márcio Holland de, 2009. "Sinalização de política monetária e movimentos na estrutura a termo da taxa de juros no Brasil," Textos para discussão 187, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Karen K. Lewis, 2011. "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 435-466, December.
  • Karen K. Lewis, 2011. "Global Asset Pricing," NBER Working Papers 17261, National Bureau of Economic Research, Inc.
  • Karen K. Lewis, 2011. "Global asset pricing," Globalization Institute Working Papers 88, Federal Reserve Bank of Dallas.
• Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2011. "Predictability of Returns and Cash Flows," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 467-491, December.
  • Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2010. "Predictability of Returns and Cash Flows," NBER Working Papers 16648, National Bureau of Economic Research, Inc.
• Narasimhan Jegadeesh & Sheridan Titman, 2011. "Momentum," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 493-509, December.
• Christopher Mayer, 2011. "Housing Bubbles: A Survey," Annual Review of Economics, Annual Reviews, vol. 3(1), pages 559-577, September.
• Vladimir Tsenkov, 2011. "Efficient-Market Hypothesis and the Global Financial Crises – on the Example of SOFIX, DJIA and DAX Indexes," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 53-88.
• Johan Almenberg & Artashes Karapetyan, 2014. "Hidden Costs of Hidden Debt," Review of Finance, European Finance Association, vol. 18(6), pages 2247-2281.
  • Johan Almenberg & Artashes Karapetyan, 2011. "The Hidden Costs of Hidden Debt," Working Papers 1206, Departament Empresa, Universitat Autònoma de Barcelona, revised Oct 2011.
  • Johan Almenberg & Artashes Karapetyan, 2012. "The hidden costs of hidden debt," Working Paper 2011/22, Norges Bank.
• Alexandre Lazarow, 2011. "Lessons from International Central Counterparties: Benchmarking and Analysis," Discussion Papers 11-4, Bank of Canada.
• Tom Roberts, 2011. "The Impact of Operational Events on the Network Structure of the LVTS," Discussion Papers 11-7, Bank of Canada.
• Jiang, George J. & Lo, Ingrid, 2014. "Private information flow and price discovery in the U.S. treasury market," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 118-133.
  • George Jiang & Ingrid Lo, 2011. "Private Information Flow and Price Discovery in the U.S. Treasury Market," Staff Working Papers 11-5, Bank of Canada.
• Arif Oduncu, 2011. "The Effects of Currency Futures Trading on Turkish Currency Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 5(1), pages 97-109.
• Hakan AYGOREN & M.Ensar YESILYURT, 2011. "Impact of Firm Attributes on the Efficiency of Brokerage Houses," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 5(2), pages 159-181.
• Muge DILER, 2011. "Efficiency, Productivity and Risk Analysis in Turkish Banks: A Bootstrap DEA Approach," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 5(2), pages 71-134.
• Álvaro Cartea & José Penalva, 2012. "Where is the Value in High Frequency Trading?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 2(03), pages 1-46.
  • Álvaro Cartea & José Penalva, 2011. "Where is the value in high frequency trading?," Working Papers 1111, Banco de España.
• Stefano Battilossi & Alfredo Gigliobianco & Giuseppe Marinelli & Sandra Natoli & Ivan Triglia, 2011. "L'efficienza allocativa del sistema bancario italiano, 1936-2010," Quaderni di storia economica (Economic History Working Papers) 25, Bank of Italy, Economic Research and International Relations Area.
• Alessio Anzuini & Fabio Fornari, 2012. "Macroeconomic Determinants of Carry Trade Activity," Review of International Economics, Wiley Blackwell, vol. 20(3), pages 468-488, August.
  • Alessio Anzuini & Fabio Fornari, 2011. "Macroeconomic determinants of carry trade activity," Temi di discussione (Economic working papers) 817, Bank of Italy, Economic Research and International Relations Area.
• Alessandro Carboni, 2011. "The sovereign credit default swap market: price discovery, volumes and links with banks' risk premia," Temi di discussione (Economic working papers) 821, Bank of Italy, Economic Research and International Relations Area.
• Viktor Todorov & George Tauchen, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 356-371, July.
  • Todorov, Viktor & Tauchen, George, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 356-371.
  • Viktor Todorov & George Tauchen, 2010. "Volatility Jumps," Working Papers 10-09, Duke University, Department of Economics.
• Jonathan Hartley, 2011. "Stock Prices and the Doctor Supply: Effect of Medicare Residency Policy on Healthcare Industry Firms," Working Papers 2011-011, Becker Friedman Institute for Research In Economics.
• Vladimir Simovic & Vojkan Vaskovic & Marko Rankovic & Slobodan Malinic, 2011. "The impact of the functional characteristics of a credit bureau on the level of indebtedness per capita: Evidence from East European countries," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 11(2), pages 101-130, December.
• Brangewitz, Sonja & Giraud, Gael, 2016. "Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information," Center for Mathematical Economics Working Papers 456, Center for Mathematical Economics, Bielefeld University.
• Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011. "The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(2 (Fall)), pages 215-287.
  • Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011. "The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy," NBER Working Papers 17555, National Bureau of Economic Research, Inc.
• Karen Croxson & J. James Reade, 2014. "Information and Efficiency: Goal Arrival in Soccer Betting," Economic Journal, Royal Economic Society, vol. 124(575), pages 62-91, March.
  • Karen Croxson & J. James Reade, 2011. "Information and Efficiency: Goal Arrival in Soccer Betting," Discussion Papers 11-01, Department of Economics, University of Birmingham.
• Karen Croxson & J. James Reade, 2011. "Exchange vs Dealers: A High-Frequency Analysis of In-Play Betting Prices," Discussion Papers 11-19, Department of Economics, University of Birmingham.
• Xin Huang & Hao Zhou & Haibin Zhu, 2012. "Systemic Risk Contributions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 55-83, October.
  • Xin Huang & Hao Zhou & Haibin Zhu, 2011. "Systemic risk contributions," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 36-43, Bank for International Settlements.
  • Xin Huang & Hao Zhou & Haibin Zhu, 2011. "Systemic risk contributions," Finance and Economics Discussion Series 2011-08, Board of Governors of the Federal Reserve System (U.S.).
• Mauricio Arias & Juan Carlos Mendoza & David Perez-Reyna, 2011. "Applying CoVaR to measure systemic market risk: the Colombian case," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 351-364, Bank for International Settlements.
  • Mauricio Arias & Juan Carlos Mendoza & David Pérez-Reyna, 2010. "Applying CoV aR to Measure Systemic Market Risk: the Colombian Case," Temas de Estabilidad Financiera 047, Banco de la Republica de Colombia.
• Chris Heaton & George Milunovich & Anthony Passé‐De Silva, 2011. "International Commodity Prices and the Australian Stock Market," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 37-44, March.
• Jan Hanousek & Evžen Kočenda, 2011. "Learning by investing," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 19(1), pages 125-149, January.
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• Huseyin Gulen & Yuhang Xing & Lu Zhang, 2011. "Value versus Growth: Time‐Varying Expected Stock Returns," Financial Management, Financial Management Association International, vol. 40(2), pages 381-407, June.
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• Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2011. "Security Issue Timing: What Do Managers Know, and When Do They Know It?," Journal of Finance, American Finance Association, vol. 66(2), pages 413-443, April.
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• Amil Dasgupta & Andrea Prat & Michela Verardo, 2011. "Institutional Trade Persistence and Long‐Term Equity Returns," Journal of Finance, American Finance Association, vol. 66(2), pages 635-653, April.
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• Dhammika Dharmapala & C. Fritz Foley & Kristin J. Forbes, 2011. "Watch What I Do, Not What I Say: The Unintended Consequences of the Homeland Investment Act," Journal of Finance, American Finance Association, vol. 66(3), pages 753-787, June.
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• Thierry Foucault & David Sraer & David J. Thesmar, 2011. "Individual Investors and Volatility," Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, August.
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• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011. "THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(4), pages 537-567, December.
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• Phil Molyneux & Klaus Schaeck & Tim Zhou, 2011. "‘Too Systemically Important to Fail’ in Banking," Working Papers 11011, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2011. "Sunshine trading: Flashes of trading intent at the NASDAQ," Working Paper 2011/17, Norges Bank.
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• Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2011. "Do markets perceive sukuk and conventional bonds as different financing instruments?," BOFIT Discussion Papers 6/2011, Bank of Finland, Institute for Economies in Transition.
• Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011. "Co-movements of Shanghai and New York stock prices by time-varying regressions," Journal of Comparative Economics, Elsevier, vol. 39(4), pages 577-583.
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• Kiema, Ilkka & Jokivuolle, Esa, 2011. "Leverage ratio requirement and credit allocation and bank stability," Research Discussion Papers 10/2011, Bank of Finland.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2013. "Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(11), pages 2480-2494, November.
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• Pavel Bandarchuk & Jens Hilscher, 2013. "Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics," Review of Finance, European Finance Association, vol. 17(2), pages 809-845.
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• Fernando Caio Galdi & Rodrigo Falco Lopes, 2011. "Equity Valuation and Accounting Numbers: Applying Zhang (2000) and Zhang and Chen (2007) models to Brazilian Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(1), pages 131-157.
• Walter Gonçalves Junior & Fábio Gallo Garcia & William Eid Junior & Luciana Ribeiro Chalela, 2011. "Short-Run Asset Selection using a Logistic Model," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(2), pages 227-256.
• Regis Augusto Ely, 2011. "Returns Predictability and Stock Market Efficiency in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(4), pages 571-584.
• Kind, Axel & Schläpfer, Yves, 2011. "Are forced CEO turnovers good or bad news?," Working papers 2011/10, Faculty of Business and Economics - University of Basel.
• Ramona Dumitriu & Razvan Stefanescu, 2011. "Changes in the dow effects in the romanian foreign exchange market," Manager Journal, Faculty of Business and Administration, University of Bucharest, vol. 11(1), pages 163-179, May.
  • Dumitriu, Ramona & Stefanescu, Razvan, 2010. "Changes in the DOW effects in the Romanian foreign exchange market," MPRA Paper 41666, University Library of Munich, Germany, revised 15 Mar 2010.
• André Betzer & Markus Doumet & Marc Goergen, 2015. "Disentangling the link between stock and accounting performance in acquisitions," The European Journal of Finance, Taylor & Francis Journals, vol. 21(9), pages 755-771, July.
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• Werner Boente & Ute Filipiak, 2011. "Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India," Schumpeter Discussion Papers sdp11014, Universitätsbibliothek Wuppertal, University Library.
• Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2009. "Strategic trading and trade reporting by corporate insiders," CFR Working Papers 09-15, University of Cologne, Centre for Financial Research (CFR).
  • André Betzer & Jasmin Gider & Daniel Metzger & Erik Theissen, 2011. "Strategic Trading and Trade Reporting by Corporate Insiders," Schumpeter Discussion Papers sdp11015, Universitätsbibliothek Wuppertal, University Library.
  • Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2011. "Strategic trading and trade reporting by corporate insiders," CFS Working Paper Series 2011/04, Center for Financial Studies (CFS).
  • Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2010. "Strategic trading and trade reporting by corporate insiders," CFR Working Papers 09-15 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l’industrie ? Quelques enseignements d’un épisode oublié de l’histoire de la Bourse de Paris," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 51-69.
  • Pierre-Cyrille Hautcœur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 51-70.
  • Pierre-Cyrille Hautcoeur, 2009. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print hal-00530079, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," PSE-Ecole d'économie de Paris (Postprint) halshs-00846974, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print halshs-00846974, HAL.
• Nathalie Oriol, 2011. "Investissement institutionnel et révision de la directive MIF," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 217-235.
  • Nathalie Oriol, 2011. "Investissement institutionnel et révision de la directive MIF," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 217-236.
• Dunne, Peter & Forker, John & Zholos, Andrey, 2011. "The Value Relevance of Sentiment," Research Technical Papers 5/RT/11, Central Bank of Ireland.
• Liebermann, Joelle, 2011. "The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance," Research Technical Papers 7/RT/11, Central Bank of Ireland.
• Lulu Gu & W. Robert Reed, 2011. "One For All or All For One? Using Multiple-listing Information in Event Studies," Working Papers in Economics 11/33, University of Canterbury, Department of Economics and Finance.
• Catherine Araujo Bonjean & Catherine Simonet, 2016. "Are grain markets in Niger driven by speculation?," Oxford Economic Papers, Oxford University Press, vol. 68(3), pages 714-735.
  • Catherine ARAUJO BONJEAN & Catherine SIMONET, 2011. "Are grain markets in Niger driven by speculation?," Working Papers 201128, CERDI.
  • Catherine Araujo Bonjean & Catherine Simonet, 2012. "Are grain markets in Niger driven by speculation?," Working Papers halshs-00626409, HAL.
  • Catherine Araujo Bonjean & Catherine Simonet, 2016. "Are grain markets in Niger driven by speculation?," Post-Print hal-01687417, HAL.
• Adam, Klaus & Marcet, Albert, 2011. "Internal rationality, imperfect market knowledge and asset prices," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1224-1252, May.
  • Adam, Klaus & Marcet, Albert, 2011. "Internal rationality, imperfect market knowledge and asset prices," LSE Research Online Documents on Economics 121722, London School of Economics and Political Science, LSE Library.
  • Klaus Adam & Albert Marcet, 2011. "Internal Rationality, Imperfect Market Knowledge and Asset Prices," CEP Discussion Papers dp1068, Centre for Economic Performance, LSE.
• Breinlich, Holger, 2014. "Heterogeneous firm-level responses to trade liberalization: A test using stock price reactions," Journal of International Economics, Elsevier, vol. 93(2), pages 270-285.
  • Breinlich, Holger, 2011. "Heterogeneous firm-level responses to trade liberalisation: a test using stock price reactions," LSE Research Online Documents on Economics 121748, London School of Economics and Political Science, LSE Library.
  • Holger Breinlich, 2011. "Heterogeneous Firm-Level Responses to Trade Liberalisation: A Test Using Stock Price Reactions," CEP Discussion Papers dp1085, Centre for Economic Performance, LSE.
  • Breinlich, Holger, 2011. "Heterogeneous Firm-Level Responses to Trade Liberalization: A Test Using Stock Price Reactions," CEPR Discussion Papers 8600, C.E.P.R. Discussion Papers.
• Vives, Xavier & Cespa, Giovanni, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
  • Giovanni Cespa & Xavier Vives, 2011. "Expectations, Liquidity, and Short-term Trading," CESifo Working Paper Series 3390, CESifo.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets can Save Event Studies," CAMA Working Papers 2011-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets can Save Event Studies," CESifo Working Paper Series 3434, CESifo.
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2011. "How Prediction Markets Can Save Event Studies," CEPR Discussion Papers 8351, C.E.P.R. Discussion Papers.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets Can Save Event Studies," NBER Working Papers 16949, National Bureau of Economic Research, Inc.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2011. "How Prediction Markets Can Save Event Studies," IZA Discussion Papers 5640, Institute of Labor Economics (IZA).
• Vives, Xavier, 2011. "A Large-Market Rational Expectations Equilibrium Model," CEPR Discussion Papers 8426, C.E.P.R. Discussion Papers.
  • Xavier Vives, 2011. "A Large-Market Rational Expectations Equilibrium Model," CESifo Working Paper Series 3485, CESifo.
  • Vives, Xavier, 2011. "A large-market rational expectations equilibrium model," IESE Research Papers D/924, IESE Business School.
• Xavier Vives, 2017. "Endogenous Public Information and Welfare in Market Games," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 935-963.
  • Vives, Xavier, 2011. "Endogenous Public Information and Welfare in Market Games," CEPR Discussion Papers 8437, C.E.P.R. Discussion Papers.
  • Xavier Vives, 2011. "Endogenous Public Information and Welfare in Market Games," CESifo Working Paper Series 3492, CESifo.
  • Xavier Vives, 2016. "Endogenous Public Information and Welfare in Market Games," 2016 Meeting Papers 413, Society for Economic Dynamics.
• Luís Miguel Serra Coelho, 2011. "Gambling on the stock market: the case of bankrupt companies," CEFAGE-UE Working Papers 2011_03, University of Evora, CEFAGE-UE (Portugal).
• Rúben Miguel Torcato Peixinho, 2011. "Do analysts know but not say? The case of going-concern opinions," CEFAGE-UE Working Papers 2011_09, University of Evora, CEFAGE-UE (Portugal).
• Luís Miguel Serra Coelho, 2011. "Does gradual diffusion of information really matters: The bankruptcy case," CEFAGE-UE Working Papers 2011_12, University of Evora, CEFAGE-UE (Portugal).
• Rúben Miguel Torcato Peixinho, 2011. "Are analysts misleading investors? The case of goingconcern opinions," CEFAGE-UE Working Papers 2011_22, University of Evora, CEFAGE-UE (Portugal).
• Didier SORNETTE & Susanne VON DER BECKE, 2011. "Crashes and High Frequency Trading," Swiss Finance Institute Research Paper Series 11-64, Swiss Finance Institute.
• Rietz, Thomas A. & Sheremeta, Roman M. & Shields, Timothy W. & Smith, Vernon L., 2013. "Transparency, efficiency and the distribution of economic welfare in pass-through investment trust games," Journal of Economic Behavior & Organization, Elsevier, vol. 94(C), pages 257-267.
  • Thomas A. Rietz & Roman M. Sheremeta & Timothy W. Shields & Vernon L. Smith, 2011. "Transparency, Efficiency and the Distribution of Economic Welfare in Pass-Through Investment Trust Games," Working Papers 11-03, Chapman University, Economic Science Institute.
  • Rietz, Thomas & Sheremeta, Roman & Shields, Timothy & Smith, Vernon, 2013. "Transparency, Efficiency and the Distribution of Economic Welfare in Pass-Through Investment Trust Games," MPRA Paper 53594, University Library of Munich, Germany.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009. "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 10(1), pages 124-163, 2012 10 1.
  • Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011. "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers 2011s-27, CIRANO.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Cowles Foundation Discussion Papers 1816, Cowles Foundation for Research in Economics, Yale University.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Levine's Working Paper Archive 786969000000000197, David K. Levine.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," NBER Working Papers 17330, National Bureau of Economic Research, Inc.
  • Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2011. "Information Aggregation, Investment, and Managerial Incentives," CEPR Discussion Papers 8539, C.E.P.R. Discussion Papers.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2011. "A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets," CNMV Working Papers CNMV Working Papers no. 4, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• José Eduardo Gómez-González & Andrés F. García-Suaza, 2012. "A Simple Test of Momentum in Foreign Exchange Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(5), pages 66-77, September.
  • Andres Felipe Garcia-Suaza & Jose Eduardo Gómez, 2011. "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia 8230, Banco de la Republica.
  • Andres Felipe García-Suaza & José E. Gómez González, 2011. "A simple test of momentum in foreign exchange markets," Documentos de Trabajo 8170, Universidad del Rosario.
  • Andrés Felipe García-Suaza & Jose Eduardo Gómez González, 2011. "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia 647, Banco de la Republica de Colombia.
• Jorge Mario Uribe Gil & Inés María Ulloa Villegas, 2011. "Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• José Eduardo Gómez-González & Andrés F. García-Suaza, 2012. "A Simple Test of Momentum in Foreign Exchange Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(5), pages 66-77, September.
  • Andres Felipe García-Suaza & José E. Gómez González, 2011. "A simple test of momentum in foreign exchange markets," Documentos de Trabajo 8170, Universidad del Rosario.
  • Andres Felipe Garcia-Suaza & Jose Eduardo Gómez, 2011. "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia 8230, Banco de la Republica.
  • Andrés Felipe García-Suaza & Jose Eduardo Gómez González, 2011. "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia 647, Banco de la Republica de Colombia.
• Carlos Leóm & Alejandro Reveiz, 2011. "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia 648, Banco de la Republica de Colombia.
  • Carlos León Rincón & Alejandro Reveiz, 2011. "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia 8277, Banco de la Republica.
• García-Suaza, Andrés Felipe & Gómez-González, José E. & Pabón, Andrés Murcia & Tenjo-Galarza, Fernando, 2012. "The cyclical behavior of bank capital buffers in an emerging economy: Size does matter," Economic Modelling, Elsevier, vol. 29(5), pages 1612-1617.
  • Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 650, Banco de la Republica de Colombia.
  • Andrés Felipe García-Suaza & Jose Eduardo Gómez-González & Andrés Murcia pabón & Feenando tenjo Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 8305, Banco de la Republica.
• Héctor Zárate & Katherine Sánchez & Margarita Marín, 2011. "Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas," Borradores de Economia 649, Banco de la Republica de Colombia.
  • Héctor Zárate & Katherine Sánchez & Margarita Marín, 2011. "Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas," Borradores de Economia 8327, Banco de la Republica.
• Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011. "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia 651, Banco de la Republica de Colombia.
  • Viviana Alejandra Alfonso & Luis Eduardo Arango Thomas & Fernando Arias & José David Pulido, 2011. "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia 8328, Banco de la Republica.
• Rafael Puyana & Mario Andrés Ramos & Héctor Zarate, 2011. "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia 652, Banco de la Republica de Colombia.
  • Rafael Puyana & Mario Andrés Ramos & Héctor Zárate, 2011. "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia 8337, Banco de la Republica.
• Sebastián Gómez Barrero & Julián Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 8577, Banco de la Republica.
  • Sebastián Gómez Barrero & Julián Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 8576, Banco de la Republica.
  • Sebástian Gómez Barrero & Julián A.Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 653, Banco de la Republica de Colombia.
• Sebástian Gómez Barrero & Julián A.Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 653, Banco de la Republica de Colombia.
  • Sebastián Gómez Barrero & Julián Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 8577, Banco de la Republica.
  • Sebastián Gómez Barrero & Julián Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 8576, Banco de la Republica.
• Javier Gómez Restrepo & Juan Manuel Hérnandez Herrera, 2011. "Composición cambiaria y poder adquisitivo de las reservas internacionales," Borradores de Economia 654, Banco de la Republica de Colombia.
  • Javier Gómez Restrepo & Juan Manuel Hernández Herrera, 2011. "Composición cambiaria y poder adquisitivo de las reservas internacionales," Borradores de Economia 8578, Banco de la Republica.
• Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 222-245, December.
  • Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 222-245, December.
  • Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia 656, Banco de la Republica de Colombia.
  • Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia 8698, Banco de la Republica.
• Karen Juliet Leiton Rodríguez, 2011. "Validez del Supuesto de Neutralidad del Horizonte de Tiempo en el CAPM y la Metodología del Rango Reescalado: Aplicación a Colombia," Borradores de Economia 9016, Banco de la Republica.
• Pamela cardozo Ortiz & carlos A. Huertas Campos & Julián A. Parra POlanía & Lina V. Patiño ECheverri, 2011. "Mercado interbancario colombiano y manejo de liquidez del Banco de la República," Borradores de Economia 673, Banco de la Republica de Colombia.
  • Pamela A. Cardozo & Carlos A. Huertas C. & Julián A. Parra P. & Lina V. Patiño Echeverri, 2011. "Mercado interbancario colombiano y manejo de liquidez del Banco de la República," Borradores de Economia 9017, Banco de la Republica.
• Carlos Medina & Christian Posso & Jorge Andrés Tamayo, 2011. "Costos de la violencia urbana y políticas públicas: algunas lecciones de Medellín," Borradores de Economia 674, Banco de la Republica de Colombia.
  • Carlos Medina & Christian Posso & Jorge Andrés Tamayo, 2011. "Costos de la violencia urbana y políticas públicas: algunas lecciones de Medellín," Borradores de Economia 9076, Banco de la Republica.
• John García & Francesc Trillas, 2011. "Control corporativo y riqueza de los accionistas en el sector eléctrico europeo (2000-2007)," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 13(25), pages 297-319, July-Dece.
  • John J. García & Francesc Trillas, 2011. "Control corporativo y riqueza de los accionistas en el sector eléctrico europeo (2000-2007)," Documentos de Trabajo de Valor Público 10660, Universidad EAFIT.
• Sonia Yajqueline Mateus Riveros & Edison Jair Duque Oliva, 2011. "Medición de la orientación al mercado de las empresas del sector artesanal en Boyacá y su incidencia en los resultados empresariales," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, July.
• Kristjanpoller Rodríguez, Werner & Morales Jure, Mauricio, 2011. "Teoría de la asignación del precio por arbitraje aplicada al mercado accionario chileno," Revista Lecturas de Economía, Universidad de Antioquia, CIE, June.
• María Concepción Verona Martel & José Juan Déniz Mayor, 2011. "Las agencias de rating y la crisis fi nanciera de 2008: ¿El fi n de un poder sin control?," Revista Criterio Libre, Universidad Libre - Sede Principal, June.
• Claudía María García Mazo & Jilmer Arley Moreno Martínez, 2011. "Optimización de portafolios de pensiones en Colombia: el esquema de multifondos, 2003-2010," Revista Ecos de Economía, Universidad EAFIT, December.
• Reyes, Giovanni, 2011. "Participación de agentes en mercados financieros: aplicación de los modelos chakraborty-ray y dornbusch," Revista Tendencias, Universidad de Narino, vol. 12(1), pages 192-212, January.
• Ron Kaniel & Shuming Liu & Gideon Saar & Sheridan Titman, 2012. "Individual Investor Trading and Return Patterns around Earnings Announcements," Journal of Finance, American Finance Association, vol. 67(2), pages 639-680, April.
  • Titman, Sheridan & Kaniel, Ron & Liu, Shuming & Saar, Gideon, 2011. "Individual Investor Trading and Return Patterns around Earnings Announcements," CEPR Discussion Papers 8259, C.E.P.R. Discussion Papers.
• Giovanni Cespa & Xavier Vives, 2011. "Expectations, Liquidity, and Short-term Trading," CESifo Working Paper Series 3390, CESifo.
  • Vives, Xavier & Cespa, Giovanni, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
• Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," The Review of Financial Studies, Society for Financial Studies, vol. 25(11), pages 3305-3350.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577862, HAL.
  • Foucault, Thierry & Frésard, Laurent, 2011. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers 8331, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," Working Papers hal-00722609, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577866, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577859, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577854, HAL.
• Giovanni Cespa & Thierry Focault, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CSEF Working Papers 284, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Foucault, Thierry & Cespa, Giovanni, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers 8350, C.E.P.R. Discussion Papers.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets can Save Event Studies," CAMA Working Papers 2011-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2011. "How Prediction Markets Can Save Event Studies," CEPR Discussion Papers 8351, C.E.P.R. Discussion Papers.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets can Save Event Studies," CESifo Working Paper Series 3434, CESifo.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2011. "How Prediction Markets Can Save Event Studies," IZA Discussion Papers 5640, Institute of Labor Economics (IZA).
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets Can Save Event Studies," NBER Working Papers 16949, National Bureau of Economic Research, Inc.
• Vives, Xavier, 2011. "A large-market rational expectations equilibrium model," IESE Research Papers D/924, IESE Business School.
  • Vives, Xavier, 2011. "A Large-Market Rational Expectations Equilibrium Model," CEPR Discussion Papers 8426, C.E.P.R. Discussion Papers.
  • Xavier Vives, 2011. "A Large-Market Rational Expectations Equilibrium Model," CESifo Working Paper Series 3485, CESifo.
• Xavier Vives, 2017. "Endogenous Public Information and Welfare in Market Games," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 935-963.
  • Xavier Vives, 2011. "Endogenous Public Information and Welfare in Market Games," CESifo Working Paper Series 3492, CESifo.
  • Xavier Vives, 2016. "Endogenous Public Information and Welfare in Market Games," 2016 Meeting Papers 413, Society for Economic Dynamics.
  • Vives, Xavier, 2011. "Endogenous Public Information and Welfare in Market Games," CEPR Discussion Papers 8437, C.E.P.R. Discussion Papers.
• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, vol. 69(6), pages 2597-2649, December.
  • Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl, 2011. "Global Crises and Equity Market Contagion," NBER Working Papers 17121, National Bureau of Economic Research, Inc.
  • Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Discussion Papers of DIW Berlin 1352, DIW Berlin, German Institute for Economic Research.
  • Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud, 2011. "Global crises and equity market contagion," CEPR Discussion Papers 8438, C.E.P.R. Discussion Papers.
  • Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud & Bekaert, Geert, 2011. "Global crises and equity market contagion," Working Paper Series 1381, European Central Bank.
• Sylvester Eijffinger & Ronald Mahieu & Louis Raes, 2017. "Can the Fed Talk the Hind Legs Off the Stock Market?," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 53-94, February.
  • Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2011. "Can the Fed talk the hind legs off the stock market?," CEPR Discussion Papers 8450, C.E.P.R. Discussion Papers.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Cowles Foundation Discussion Papers 1816, Cowles Foundation for Research in Economics, Yale University.
  • Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2011. "Information Aggregation, Investment, and Managerial Incentives," CEPR Discussion Papers 8539, C.E.P.R. Discussion Papers.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," NBER Working Papers 17330, National Bureau of Economic Research, Inc.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Levine's Working Paper Archive 786969000000000197, David K. Levine.
• Moser, Christoph & Rose, Andrew K., 2014. "Who benefits from regional trade agreements? The view from the stock market," European Economic Review, Elsevier, vol. 68(C), pages 31-47.
  • Christoph Moser & Andrew K. Rose, 2011. "Who Benefits from Regional Trade Agreements? The View from the Stock Market," NBER Working Papers 17415, National Bureau of Economic Research, Inc.
  • Rose, Andrew & Moser, Christoph, 2011. "Who Benefits from Regional Trade Agreements? The View from the Stock Market," CEPR Discussion Papers 8566, C.E.P.R. Discussion Papers.
• Joel Peress, 2014. "Learning from Stock Prices and Economic Growth," The Review of Financial Studies, Society for Financial Studies, vol. 27(10), pages 2998-3059.
  • Peress, Joël, 2011. "Learning From Stock Prices and Economic Growth," CEPR Discussion Papers 8569, C.E.P.R. Discussion Papers.
• Breinlich, Holger, 2014. "Heterogeneous firm-level responses to trade liberalization: A test using stock price reactions," Journal of International Economics, Elsevier, vol. 93(2), pages 270-285.
  • Breinlich, Holger, 2011. "Heterogeneous firm-level responses to trade liberalisation: a test using stock price reactions," LSE Research Online Documents on Economics 121748, London School of Economics and Political Science, LSE Library.
  • Breinlich, Holger, 2011. "Heterogeneous Firm-Level Responses to Trade Liberalization: A Test Using Stock Price Reactions," CEPR Discussion Papers 8600, C.E.P.R. Discussion Papers.
  • Holger Breinlich, 2011. "Heterogeneous Firm-Level Responses to Trade Liberalisation: A Test Using Stock Price Reactions," CEP Discussion Papers dp1085, Centre for Economic Performance, LSE.
• Hans Degryse & Frank de Jong & Vincent van Kervel, 2015. "The Impact of Dark Trading and Visible Fragmentation on Market Quality," Review of Finance, European Finance Association, vol. 19(4), pages 1587-1622.
  • de Jong, Frank & Degryse, Hans & van Kervel, Vincent, 2011. "The impact of dark trading and visible fragmentation on market quality," CEPR Discussion Papers 8630, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2014. "The impact of dark trading and visible fragmentation on market quality," Other publications TiSEM a51b5d9e-2687-4972-930f-4, Tilburg University, School of Economics and Management.
• Viral V. Acharya & Peter DeMarzo & Ilan Kremer, 2011. "Endogenous Information Flows and the Clustering of Announcements," American Economic Review, American Economic Association, vol. 101(7), pages 2955-2979, December.
  • DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2008. "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers 6985, C.E.P.R. Discussion Papers.
  • DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2011. "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers 8680, C.E.P.R. Discussion Papers.
  • Viral V. Acharya & Peter M. DeMarzo & Ilan Kremer, 2010. "Endogenous Information Flows and the Clustering of Announcements," NBER Working Papers 16485, National Bureau of Economic Research, Inc.
• Tavares, José & Sazedj, Sharmin, 2011. "Hope, Change, and Financial Markets: Can Obama's Words Drive the Market?," CEPR Discussion Papers 8713, C.E.P.R. Discussion Papers.
• Andrea Beccarini, 2011. "Optimal contract under asymmetric information: the role of options on futures," CQE Working Papers 1911, Center for Quantitative Economics (CQE), University of Muenster.
• Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadori, 2011. "The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps," LSF Research Working Paper Series 11-13, Luxembourg School of Finance, University of Luxembourg.
  • Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadari, 2011. "The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps," LSF Research Working Paper Series 11-04, Luxembourg School of Finance, University of Luxembourg.
• Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadari, 2011. "The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps," LSF Research Working Paper Series 11-04, Luxembourg School of Finance, University of Luxembourg.
  • Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadori, 2011. "The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps," LSF Research Working Paper Series 11-13, Luxembourg School of Finance, University of Luxembourg.
• Jos van Bommel & Peter Hoffmann, 2011. "Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra," LSF Research Working Paper Series 11-9, Luxembourg School of Finance, University of Luxembourg.
• Suleyman Cetintas & Luo Si & Sugato Chakravarty & Hans Aagard & Kyle Bowen, 2011. "Learning to Identify Students’ Relevant and IrrelevantQuestions in a Micro-blogging Supported Classroom," Working Papers 1010, Purdue University, Department of Consumer Sciences.
• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011. "THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(4), pages 537-567, December.
  • Chakravarty, Sugato & Chiyachantana, Chiraphol N. & Jiang, Christine, 2004. "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Purdue University Economics Working Papers 1172, Purdue University, Department of Economics.
  • Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2012. "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Working Papers 1012, Purdue University, Department of Consumer Sciences.
  • Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011. "The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets," Working Papers 1011, Purdue University, Department of Consumer Sciences.
• Figuerola-Ferretti, Isabel & Paraskevopoulos, Ioannis, 2011. "Pairing market risk with credit risk," DEE - Working Papers. Business Economics. WB wb110201, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011. "The dollar squeeze of the financial crisis," UC3M Working papers. Economics we1139, Universidad Carlos III de Madrid. Departamento de Economía.
  • Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The dollar squeeze of the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne 12009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The Dollar Squeeze of the Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673982, HAL.
• Tianyi Wang & Zhuo Huang, 2011. "The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective," CEMA Working Papers 514, China Economics and Management Academy, Central University of Finance and Economics.
• Malinova, Katya & Park, Andreas, 2010. "Trading Volume in Dealer Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1447-1484, December.
  • Katya Malinova & Andreas Park, 2009. "Trading Volume in Dealer Markets," Working Papers tecipa-357, University of Toronto, Department of Economics.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1493-1520, October.
  • Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers 7734, C.E.P.R. Discussion Papers.
• Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2011. "Information Aggregation, Investment, and Managerial Incentives," CEPR Discussion Papers 8539, C.E.P.R. Discussion Papers.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Cowles Foundation Discussion Papers 1816, Cowles Foundation for Research in Economics, Yale University.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," NBER Working Papers 17330, National Bureau of Economic Research, Inc.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Levine's Working Paper Archive 786969000000000197, David K. Levine.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "A Theory of Asset Prices Based on Heterogeneous Information," Cowles Foundation Discussion Papers 1827, Cowles Foundation for Research in Economics, Yale University.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2012. "A Theory of Asset Prices Based on Heterogeneous Information," Levine's Working Paper Archive 786969000000000347, David K. Levine.
  • Christian Hellwig & Aleh Tsyvinski & Elias Albagli, 2012. "A theory of asset prices based on heterogeneous information," 2012 Meeting Papers 394, Society for Economic Dynamics.
  • Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2013. "A Theory of Asset Prices based on Heterogeneous Information," CEPR Discussion Papers 9291, C.E.P.R. Discussion Papers.
• Fischer, Thomas, 2011. "News reaction in financial markets within a behavioral finance model with heterogeneous agents," Darmstadt Discussion Papers in Economics 205, Darmstadt University of Technology, Department of Law and Economics.
  • Fischer, Thomas, 2011. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 54196, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas, 2011. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77416, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas, 2012. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58930, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Fischer, Thomas, 2011. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 54196, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas, 2011. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77416, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas, 2011. "News reaction in financial markets within a behavioral finance model with heterogeneous agents," Darmstadt Discussion Papers in Economics 205, Darmstadt University of Technology, Department of Law and Economics.
  • Fischer, Thomas, 2012. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58930, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Corina SBUGHEA, 2011. "The Origins of the Global Financial Crisis and Its Impact on Romanian Economy," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 107-112.
• Claudia Elena DINUCA, 2011. "Association and Sequence Mining in Web Usage," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 31-36.
• Razvan STEFANESCU & Ramona DUMITRIU, 2011. "The SAD Cycle for the Bucharest Stock Exchange," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 372-377.
  • Stefanescu, Razvan & Dumitriu, Ramona, 2011. "The SAD cycle for the Bucharest Stock Exchange," MPRA Paper 41889, University Library of Munich, Germany, revised 09 Sep 2011.
• Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer, 2011. "How does investor sentiment affect stock market crises?Evidence from panel data," Working Papers CREGO 1110304, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Francisca Beer & Mohamed Wafta & Mohamed Zouaoui, 2011. "Is Sentiment Risk Priced by Stock Market?," Working Papers CREGO 1110502, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Francisca Beer & Mohamed Zouaoui, 2011. "Measuring investor sentiment in the stock market," Working Papers CREGO 1110901, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Paresh Kumar Narayan & Seema Narayan, 2011. "Has the structural break slowed down growth rates of stock markets?," Working Papers 2011_10, Deakin University, Department of Economics.
• Thai-Ha LE & Youngho CHANG, 2011. "The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies," Economic Growth Centre Working Paper Series 1103, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  • Thai-Ha Le & Youngho Chang, 2011. "The impact of oil price fluctuations on stock markets in developed and emerging economies," Working Papers 23, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Le, Thai-Ha & Chang, Youngho, 2011. "The impact of oil price fluctuations on stock markets in developed and emerging economies," MPRA Paper 31753, University Library of Munich, Germany.
• Andreas Fritz & Christoph Weber, 2011. "Informational Efficiency in Futures Markets for Crude Oil," EWL Working Papers 1103, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Jan 2012.
• Peter Benczur & Cosmin Ilut, 2011. "Evidence for Dynamic Contracts in Sovereign Bank Lending," Working Papers 11-06, Duke University, Department of Economics.
• Nicky J. Ferguson & Jie Michael Guo & Nicky Herbert Y.T. Lam & Dennis Philip, 2011. "Media Sentiment and UK Stock Returns," Department of Economics Working Papers 2011_06, Durham University, Department of Economics.
• Stolowy, Hervé & Jeanjean, Thomas & Erkens, Michael, 2011. "The economic consequences of increasing the international visibility of financial reports," HEC Research Papers Series 957, HEC Paris.
  • Hervé Stolowy & T. Jeanjean & M. Erkens, 2012. "The Economic Consequences of Increasing the International Visibility of Financial Reports," Post-Print hal-00715389, HAL.
  • Hervé Stolowy & T. Jeanjean & M. Erkens, 2012. "The Economic Consequences of Increasing the International Visibility of Financial Reports," Post-Print hal-00715390, HAL.
• Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Cespa, Giovanni & Vives, Xavier, 2011. "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers D/915, IESE Business School.
  • Xavier Vives & Giovanni Cespa, 2011. "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers 929, Society for Economic Dynamics.
• Xavier Vives, 2011. "A Large-Market Rational Expectations Equilibrium Model," CESifo Working Paper Series 3485, CESifo.
  • Vives, Xavier, 2011. "A large-market rational expectations equilibrium model," IESE Research Papers D/924, IESE Business School.
  • Vives, Xavier, 2011. "A Large-Market Rational Expectations Equilibrium Model," CEPR Discussion Papers 8426, C.E.P.R. Discussion Papers.
• Ramon Gomez-Salvador & Adriana Lojschova & Thomas Westermann, 2011. "Household Sector Borrowing in the Euro Area: A Micro Data Persective," BCL working papers 58, Central Bank of Luxembourg.
  • Gómez-Salvador, Ramón & Westermann, Thomas & Lojschová, Adriana, 2011. "Household sector borrowing in the euro area - a micro data perspective," Occasional Paper Series 125, European Central Bank.
• Christopher N. Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2016. "The "CAPS" Prediction System and Stock Market Returns," Review of Finance, European Finance Association, vol. 20(4), pages 1363-1381.
  • Avery, Christopher N. & Zeckhauser, Richard Jay, 2009. "The CAPS Prediction System and Stock Market Returns," Scholarly Articles 4415901, Harvard Kennedy School of Government.
  • Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard J., 2011. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp11-028, Harvard University, John F. Kennedy School of Government.
  • Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard, 2009. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp09-011, Harvard University, John F. Kennedy School of Government.
  • Christopher Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2011. "The "CAPS" Prediction System and Stock Market Returns," NBER Working Papers 17298, National Bureau of Economic Research, Inc.
  • Avery, Christopher N. & Chevalier, Judith & Zeckhauser, Richard Jay, 2011. "The "CAPS" Prediction System and Stock Market Returns," Scholarly Articles 5098427, Harvard Kennedy School of Government.
• Ben-David, Itzhak & Hirshleifer, David, 2011. "Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?," Working Paper Series 2011-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Xiaoji Lin & Lu Zhang, 2011. "Covariances versus Characteristics in General Equilibrium," NBER Working Papers 17285, National Bureau of Economic Research, Inc.
  • Lin, Xiaoji & Zhang, Lu, 2011. "Covariances versus Characteristics in General Equilibrium," Working Paper Series 2011-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Itzhak Ben‐David & Francesco Franzoni & Augustin Landier & Rabih Moussawi, 2013. "Do Hedge Funds Manipulate Stock Prices?," Journal of Finance, American Finance Association, vol. 68(6), pages 2383-2434, December.
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• Alex Edmans & Itay Goldstein & Wei Jiang, 2011. "Feedback Effects and the Limits to Arbitrage," NBER Working Papers 17582, National Bureau of Economic Research, Inc.
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• Andreas Park & Hamid Sabourian, 2011. "Herding and Contrarian Behavior in Financial Markets," Econometrica, Econometric Society, vol. 79(4), pages 973-1026, July.
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• Xavier Vives, 2011. "Strategic Supply Function Competition With Private Information," Econometrica, Econometric Society, vol. 79(6), pages 1919-1966, November.
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• Abdul Haque & Hung-Chun Liu & Fakhar-Un-Nisa, 2011. "Testing the Weak Form Efficiency of Pakistani Stock Market (2000 2010)," International Journal of Economics and Financial Issues, Econjournals, vol. 1(4), pages 153-162.
• Dooruj Rambaccussing, 2011. "Do Mean Reverting based trading strategies outperform Buy and Hold?," Working Papers 1113, Department of Applied Economics II, Universidad de Valencia.
• Hong, Gwangheon & Lee, Bong Soo, 2011. "The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market," Japan and the World Economy, Elsevier, vol. 23(4), pages 273-287.
• Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2733-2746, October.
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• Cartea, Álvaro & Karyampas, Dimitrios, 2011. "Volatility and covariation of financial assets: A high-frequency analysis," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3319-3334.
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• Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros, 2011. "Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3335-3350.
• Dai, Na, 2011. "Monitoring via staging: Evidence from Private investments in public equity," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3417-3431.
• Fricke, Christoph & Menkhoff, Lukas, 2011. "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1057-1072, May.
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• Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2011. "The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1239-1249, May.
• Rangel, José Gonzalo, 2011. "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1263-1276, May.
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• Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011. "Co-movements of Shanghai and New York stock prices by time-varying regressions," Journal of Comparative Economics, Elsevier, vol. 39(4), pages 577-583.
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• Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011. "Does volatility matter? Expectations of price return and variability in an asset pricing experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
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• Aldashev, Gani & Carletti, Timoteo & Righi, Simone, 2011. "Follies subdued: Informational efficiency under adaptive expectations and confirmatory bias," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 110-121.
• Harras, Georges & Sornette, Didier, 2011. "How to grow a bubble: A model of myopic adapting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 137-152.
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• Kirchler, Michael & Huber, Jürgen & Kleinlercher, Daniel, 2011. "Market microstructure matters when imposing a Tobin tax—Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, vol. 80(3), pages 586-602.
• Liu, Shinhua, 2011. "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, vol. 63(2), pages 152-165, March.
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• Liu, Shinhua, 2011. "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, vol. 63(2), pages 152-165.
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• Adam, Klaus & Marcet, Albert, 2011. "Internal rationality, imperfect market knowledge and asset prices," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1224-1252, May.
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• Ozsoylev, Han N. & Walden, Johan, 2011. "Asset pricing in large information networks," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2252-2280.
• Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011. "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, vol. 101(3), pages 574-595, September.
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• Liu, Xuewen & Mello, Antonio S., 2011. "The fragile capital structure of hedge funds and the limits to arbitrage," Journal of Financial Economics, Elsevier, vol. 102(3), pages 491-506.
• Lin, Chen & Officer, Micah S. & Zou, Hong, 2011. "Directors' and officers' liability insurance and acquisition outcomes," Journal of Financial Economics, Elsevier, vol. 102(3), pages 507-525.
• Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011. "Analysis of the intraday effects of economic releases on the currency market," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 692-707, June.
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• Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011. "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1696-1718.
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• Ferguson, Andrew & Scott, Tom, 2011. "Market reactions to Australian boutique resource investor presentations," Resources Policy, Elsevier, vol. 36(4), pages 330-338.
• Aruga, Kentaka & Managi, Shunsuke, 2011. "Testing the international linkage in the platinum-group metal futures markets," Resources Policy, Elsevier, vol. 36(4), pages 339-345.
• Anderson, Robert M., 2011. "Time-varying risk premia," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 253-259.
• Manzano, Carolina & Vives, Xavier, 2011. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 346-369.
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  • Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Working Papers 2072/151544, Universitat Rovira i Virgili, Department of Economics.
  • Carolina Manzano & Xavier Vives, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CESifo Working Paper Series 3137, CESifo.
  • Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," IESE Research Papers D/874, IESE Business School.
• Dutta, Shantanu & MacAulay, Kenneth & Saadi, Samir, 2011. "CEO power, M&A decisions, and market reactions," Journal of Multinational Financial Management, Elsevier, vol. 21(5), pages 257-278.
• Kollias, Christos & Manou, Efthalia & Papadamou, Stephanos & Stagiannis, Apostolos, 2011. "Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market," European Journal of Political Economy, Elsevier, vol. 27(S1), pages 64-77.
• Prat, Georges & Uctum, Remzi, 2011. "Modelling oil price expectations: Evidence from survey data," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(3), pages 236-247, June.
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• Khan, Salman & Batteau, Pierre, 2011. "Should the government directly intervene in stock market during a crisis?," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 350-359.
• Dimpfl, Thomas, 2011. "The impact of US news on the German stock market—An event study analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 389-398.
• Chen, Li-Hsueh & Hammoudeh, Shawkat & Yuan, Yuan, 2011. "Asymmetric convergence in US financial credit default swap sector index markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 408-418.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets Can Save Event Studies," NBER Working Papers 16949, National Bureau of Economic Research, Inc.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets can Save Event Studies," CAMA Working Papers 2011-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets can Save Event Studies," CESifo Working Paper Series 3434, CESifo.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2011. "How Prediction Markets Can Save Event Studies," IZA Discussion Papers 5640, Institute of Labor Economics (IZA).
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• Igor P. Rivera & Enzo D'Antonio di Vito & Andrés Fundia, 2011. "Valuación de Swaptions Bermuda basada en el modelo LIBOR adaptado a vectores frontera," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 5(1), pages 77-92.
• Fausto Humberto Membrillo Hernández & Marco Antonio Ruiz Olvera, 2011. "Valuación de mercado del seguro de desempleo," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 6(2), pages 34-65.
• Cohen, Lauren & Lou, Dong, 2011. "Complicated firms," LSE Research Online Documents on Economics 119066, London School of Economics and Political Science, LSE Library.
• Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2013. "Trading frenzies and their impact on real investment," Journal of Financial Economics, Elsevier, vol. 109(2), pages 566-582.
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  • Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2011. "Trading frenzies and their impact on real investment," LSE Research Online Documents on Economics 119077, London School of Economics and Political Science, LSE Library.
  • Itay Goldstein & Emre Ozdenoren & Kathy Yuan, 2011. "Trading Frenzies and their Impact on Real Investment," FMG Discussion Papers dp670, Financial Markets Group.
  • Goldstein, Itay & Yuan, Kathy & Ozdenoren, Emre, 2010. "Trading Frenzies and Their Impact on Real Investment," CEPR Discussion Papers 7652, C.E.P.R. Discussion Papers.
• Adam, Klaus & Marcet, Albert, 2011. "Internal rationality, imperfect market knowledge and asset prices," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1224-1252, May.
  • Klaus Adam & Albert Marcet, 2011. "Internal Rationality, Imperfect Market Knowledge and Asset Prices," CEP Discussion Papers dp1068, Centre for Economic Performance, LSE.
  • Adam, Klaus & Marcet, Albert, 2011. "Internal rationality, imperfect market knowledge and asset prices," LSE Research Online Documents on Economics 121722, London School of Economics and Political Science, LSE Library.
• Breinlich, Holger, 2014. "Heterogeneous firm-level responses to trade liberalization: A test using stock price reactions," Journal of International Economics, Elsevier, vol. 93(2), pages 270-285.
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  • Breinlich, Holger, 2011. "Heterogeneous firm-level responses to trade liberalisation: a test using stock price reactions," LSE Research Online Documents on Economics 121748, London School of Economics and Political Science, LSE Library.
  • Breinlich, Holger, 2011. "Heterogeneous Firm-Level Responses to Trade Liberalization: A Test Using Stock Price Reactions," CEPR Discussion Papers 8600, C.E.P.R. Discussion Papers.
• Christodoulaki, Olga & Cho, Haeran & Fryzlewicz, Piotr, 2011. "A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929," LSE Research Online Documents on Economics 38378, London School of Economics and Political Science, LSE Library.
• Walter Gonçalves Junior & William Eid Junior, 2011. "Surprises in relation to monetary policy and the capital market," Brazilian Journal of Political Economy, Center of Political Economy, vol. 31(3), pages 435-454.
• Gerard Caprio, 2011. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 14, Edward Elgar Publishing.
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• Jara Bertin, Mauricio & López Iturriaga, Félix J., 2011. "La calidad e importancia de las utilidades contables para las empresas cotizadas en los mercados de capitales chilenos," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(311), pages 643-674, julio-sep.
• Jin‐hui Luo & Di‐fang Wan & Yang Yang & Guang Yang, 2011. "The effect of differentiated margin on futures market investors' behavior and structure," China Finance Review International, Emerald Group Publishing Limited, vol. 1(2), pages 133-151, January.
• Haifeng You & Xiao‐Jun Zhang, 2011. "Limited attention and stock price drift following earnings announcements and 10‐K filings," China Finance Review International, Emerald Group Publishing Limited, vol. 1(4), pages 358-387, September.
• Yun Wang & Renhai Hua & Zongcheng Zhang, 2011. "The investor behavior and futures market volatility," China Finance Review International, Emerald Group Publishing Limited, vol. 1(4), pages 388-407, September.
• Karyn L. Neuhauser & Wallace N. Davidson & John L. Glascock, 2011. "An analysis of failed takeover attempts and merger cancellations," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 7(4), pages 347-376, September.
• Tho Nguyen, 2011. "US macroeconomic news spillover effects on Vietnamese stock market," Journal of Risk Finance, Emerald Group Publishing, vol. 12(5), pages 389-399, November.
• Sabur Mollah, 2011. "Do emerging market firms follow different dividend policies?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(2), pages 118-135, June.
• Christos Alexakis, 2011. "Financial Crisis, Ownership Effect and Investors Sentiment: Empirical Evidence from the Banking Sector in Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-18.
• Lubos Komarek & Ivana Kubicová, 2011. "The Classification and Identification of Asset Price Bubbles," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(1), pages 34-48, January.
• Ayesha Afzal & Nawazish Mirza, 2011. "Size and Value Premium in International Portfolios: Evidence from 15 European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(2), pages 173-190, June.
• Jan Hanousek & František Kopøiva, 2011. "Detecting Information-Driven Trading in a Dealers Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(3), pages 204-229, July.
• Numan Ülkü, 2011. "Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(3), pages 277-304, July.
• Kenneth Högholm1, Johan Knif, Seppo Pynnönen, 2011. "Fund Performance Robustness An Evaluation Using European Large-Cap Equity Funds," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(2), pages 1-26, October.
• Karen K. Lewis, 2011. "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 435-466, December.
  • Karen K. Lewis, 2011. "Global Asset Pricing," NBER Working Papers 17261, National Bureau of Economic Research, Inc.
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• Jianfeng Yu, 2011. "A sentiment-based explanation of the forward premium puzzle," Globalization Institute Working Papers 90, Federal Reserve Bank of Dallas.
• Xin Huang & Hao Zhou & Haibin Zhu, 2012. "Systemic Risk Contributions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 55-83, October.
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• Neely, Christopher J. & Weller, Paul A., 2013. "Lessons from the evolution of foreign exchange trading strategies," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3783-3798.
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• Maria Kasch & Asani Sarkar, 2011. "Is there an S&P 500 index effect?," Staff Reports 484, Federal Reserve Bank of New York.
• M.H. Middeldorp, 2011. "FOMC Communication Policy and the Accuracy of Fed Funds Futures," Working Papers 11-13, Utrecht School of Economics.
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• M. Middeldorp, 2011. "Central Bank Transparency, the Accuracy of Professional Forecasts, and Interest Rate Volatility," Working Papers 11-12, Utrecht School of Economics.
  • Menno Middeldorp, 2011. "Central bank transparency, the accuracy of professional forecasts, and interest rate volatility," Staff Reports 496, Federal Reserve Bank of New York.
• Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2013. "Trading frenzies and their impact on real investment," Journal of Financial Economics, Elsevier, vol. 109(2), pages 566-582.
  • Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2010. "Trading Frenzies and Their Impact on Real Investment," 2010 Meeting Papers 94, Society for Economic Dynamics.
  • Itay Goldstein & Emre Ozdenoren & Kathy Yuan, 2011. "Trading Frenzies and their Impact on Real Investment," FMG Discussion Papers dp670, Financial Markets Group.
  • Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2011. "Trading frenzies and their impact on real investment," LSE Research Online Documents on Economics 119077, London School of Economics and Political Science, LSE Library.
  • Goldstein, Itay & Yuan, Kathy & Ozdenoren, Emre, 2010. "Trading Frenzies and Their Impact on Real Investment," CEPR Discussion Papers 7652, C.E.P.R. Discussion Papers.
• Leonardo Becchetti & Rocco Ciciretti, 2011. "Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers'Event," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 70(2), pages 3-58, July.
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• Ana Rita Gonzaga & Helder Sebastião, 2012. "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers 2012-02, GEMF, Faculty of Economics, University of Coimbra.
• Francesco Guidi & Rakesh Gupta & Suneel Maheshwari, 2011. "Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(3), pages 337-389, December.
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• Francesco Guidi & Rakesh Gupta, 2011. "Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests," Discussion Papers in Finance finance:201113, Griffith University, Department of Accounting, Finance and Economics.
  • Guidi, Francesco & Gupta, Rakesh, 2011. "Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests," Greenwich Papers in Political Economy 7278, University of Greenwich, Greenwich Political Economy Research Centre.
• Guidi, Francesco & Gupta, Rakesh, 2011. "Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests," Greenwich Papers in Political Economy 7278, University of Greenwich, Greenwich Political Economy Research Centre.
  • Francesco Guidi & Rakesh Gupta, 2011. "Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests," Discussion Papers in Finance finance:201113, Griffith University, Department of Accounting, Finance and Economics.
• Daher, Wassim & Karam, Fida & Mirman, Leonard J., 2012. "Insider trading with different market structures," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 143-154.
  • Wassim Daher & Fida Karam & Leonard J. Mirman, 2011. "Insider trading with different market structures," Documents de travail du Centre d'Economie de la Sorbonne 11056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Wassim Daher & Fida Karam & Leonard J. Mirman, 2011. "Insider Trading with Different Market Structures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639657, HAL.
  • Wassim Daher & Fida Karam & Leonard J. Mirman, 2011. "Insider Trading with Different Market Structures," Post-Print halshs-00639657, HAL.
• Karam, Fida & Daher, Wassim, 2013. "Insider trading in a two-tier real market structure model," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(1), pages 44-52.
  • Wassim Daher & Fida Karam, 2011. "Insider Trading in a Two-Tier real market structure model," Post-Print halshs-00653971, HAL.
  • Wassim Daher & Fida Karam, 2011. "Insider Trading in a Two-Tier real market structure model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00653971, HAL.
• Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," The Review of Financial Studies, Society for Financial Studies, vol. 25(11), pages 3305-3350.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577859, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577854, HAL.
  • Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," Working Papers hal-00722609, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577866, HAL.
  • Foucault, Thierry & Frésard, Laurent, 2011. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers 8331, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577862, HAL.
• Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," The Review of Financial Studies, Society for Financial Studies, vol. 25(11), pages 3305-3350.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577854, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577859, HAL.
  • Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," Working Papers hal-00722609, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577866, HAL.
  • Foucault, Thierry & Frésard, Laurent, 2011. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers 8331, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577862, HAL.
• Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," The Review of Financial Studies, Society for Financial Studies, vol. 25(11), pages 3305-3350.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577854, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577862, HAL.
  • Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," Working Papers hal-00722609, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577866, HAL.
  • Foucault, Thierry & Frésard, Laurent, 2011. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers 8331, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577859, HAL.
• Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," The Review of Financial Studies, Society for Financial Studies, vol. 25(11), pages 3305-3350.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577854, HAL.
  • Thierry Foucault & Laurent Frésard, 2012. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," Working Papers hal-00722609, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577866, HAL.
  • Foucault, Thierry & Frésard, Laurent, 2011. "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers 8331, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577862, HAL.
  • Thierry Foucault & Laurent Fresard, 2011. "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print hal-00577859, HAL.
• Thierry Foucault & David Sraer & David J. Thesmar, 2011. "Individual Investors and Volatility," Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, August.
  • Foucault, Thierry & Thesmar, David & Sraer, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers.
  • Thierry Foucault & David Sraer & David Thesmar, 2011. "Individual Investors and Volatility," Post-Print hal-00630297, HAL.
  • Thierry Foucault & David Thesmar & David Sraer, 2008. "Individual Investors and Volatility," Working Papers hal-00578370, HAL.
  • Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," HEC Research Papers Series 899, HEC Paris.
• Luc Renneboog & Christophe Spaenjers, 2011. "The Dutch Grey Market," De Economist, Springer, vol. 159(1), pages 25-40, March.
  • Renneboog, L.D.R. & Spaenjers, C., 2008. "The Dutch Grey Market," Other publications TiSEM 77991d9e-e897-4d2f-8f26-a, Tilburg University, School of Economics and Management.
  • Christophe Spaenjers & Luc Renneboog, 2011. "The Dutch Grey Market," Post-Print hal-00630379, HAL.
  • Renneboog, L.D.R. & Spaenjers, C., 2011. "The Dutch grey market," Other publications TiSEM 0633541a-6421-442a-b1e6-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Spaenjers, C., 2008. "The Dutch Grey Market," Discussion Paper 2008-88, Tilburg University, Center for Economic Research.
• Loukil, Nadia & Yousfi, Ouidad, 2010. "Firm's information environment and stock liquidity: evidence from Tunisian context," MPRA Paper 28699, University Library of Munich, Germany, revised Feb 2011.
  • Nadia Loukil & Ouidad Yousfi, 2013. "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Papers 1304.4852, arXiv.org.
  • Nadia Loukil & Ouidad Yousfi, 2011. "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Post-Print hal-00813921, HAL.
• Abdourahmane Diaw, 2011. "The effect of mergers and acquisitions on shareholder wealth: the case of European banks [L'effet des fusions et acquisitions sur la richesse des actionnaires: le cas des banques européennes]," Post-Print hal-01184673, HAL.
  • Abdourahmane Diaw, 2014. "The effect of mergers and acquisitions on shareholder wealth: the case of European banks," Working Papers hal-01184665, HAL.
• Cordier, Jean & Gohin, Alexandre, 2014. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Économie rurale, French Society of Rural Economics (SFER Société Française d'Economie Rurale), vol. 343(September).
  • Jean Cordier & Alexandre Gohin, 2011. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Post-Print hal-01462701, HAL.
  • Jean Cordier & Alexandre Gohin, 2012. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Working Papers SMART 12-06, INRAE UMR SMART.
  • Cordier, Jean & Gohin, Alexandre, 2012. "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Working Papers 207989, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
• Christophe Godlewski & Zuzana Fungáčová & Laurent Weill, 2011. "Stock Market Reaction to Debt Financing Arrangements in Russia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 53(4), pages 679-693, December.
  • Christophe J. GODLEWSKI & Zuzana Fungacova & Laurent Weill, 2010. "Stock market reaction to debt financing arrangements in Russia," Working Papers of LaRGE Research Center 2010-10, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  • Christophe J. Godlewski & Zuzana Fungáčová & Laurent Weill, 2011. "Stock Market Reaction to Debt Financing Arrangements in Russia," Post-Print hal-03047770, HAL.
  • Godlewski, Christophe J. & Fungáčová, Zuzana & Weill, Laurent, 2010. "Stock market reaction to debt financing arrangements in Russia," BOFIT Discussion Papers 16/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
• Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, vol. 28(1-2), pages 27-35, January.
  • Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, vol. 28(1), pages 27-35.
  • Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Post-Print halshs-00600724, HAL.
• Daher, Wassim & Karam, Fida & Mirman, Leonard J., 2012. "Insider trading with different market structures," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 143-154.
  • Wassim Daher & Fida Karam & Leonard J. Mirman, 2011. "Insider trading with different market structures," Documents de travail du Centre d'Economie de la Sorbonne 11056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Wassim Daher & Fida Karam & Leonard J. Mirman, 2011. "Insider Trading with Different Market Structures," Post-Print halshs-00639657, HAL.
  • Wassim Daher & Fida Karam & Leonard J. Mirman, 2011. "Insider Trading with Different Market Structures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639657, HAL.
• Karam, Fida & Daher, Wassim, 2013. "Insider trading in a two-tier real market structure model," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(1), pages 44-52.
  • Wassim Daher & Fida Karam, 2011. "Insider Trading in a Two-Tier real market structure model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00653971, HAL.
  • Wassim Daher & Fida Karam, 2011. "Insider Trading in a Two-Tier real market structure model," Post-Print halshs-00653971, HAL.
• Isabelle Huault & Hélène Rainelli-Weiss, 2011. "Transforming financial OTC Markets. Struggles around categories," Post-Print halshs-00671812, HAL.
• Pierre-Cyrille Hautcœur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 51-70.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l’industrie ? Quelques enseignements d’un épisode oublié de l’histoire de la Bourse de Paris," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 51-69.
  • Pierre-Cyrille Hautcoeur, 2009. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print hal-00530079, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print halshs-00754507, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," PSE-Ecole d'économie de Paris (Postprint) halshs-00754507, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," PSE-Ecole d'économie de Paris (Postprint) halshs-00846974, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print halshs-00846974, HAL.
• Pierre-Cyrille Hautcœur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 51-70.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l’industrie ? Quelques enseignements d’un épisode oublié de l’histoire de la Bourse de Paris," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 51-69.
  • Pierre-Cyrille Hautcoeur, 2009. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print hal-00530079, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print halshs-00846974, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," PSE-Ecole d'économie de Paris (Postprint) halshs-00846974, HAL.
• Pierre-Cyrille Hautcœur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 51-70.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l’industrie ? Quelques enseignements d’un épisode oublié de l’histoire de la Bourse de Paris," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 51-69.
  • Pierre-Cyrille Hautcoeur, 2009. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print hal-00530079, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," PSE-Ecole d'économie de Paris (Postprint) halshs-00754507, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," PSE-Ecole d'économie de Paris (Postprint) halshs-00846974, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print halshs-00754507, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print halshs-00846974, HAL.
• Pierre-Cyrille Hautcœur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 51-70.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l’industrie ? Quelques enseignements d’un épisode oublié de l’histoire de la Bourse de Paris," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 51-69.
  • Pierre-Cyrille Hautcoeur, 2009. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print hal-00530079, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," PSE-Ecole d'économie de Paris (Postprint) halshs-00846974, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print halshs-00846974, HAL.
• Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
  • Thierry Foucault & Giovanni Cespa, 2011. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers hal-00580153, HAL.
  • Giovanni Cespa & Thierry Foucault, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers 628, Queen Mary University of London, School of Economics and Finance.
  • Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers 6794, C.E.P.R. Discussion Papers.
  • Cespa, Giovanni & Foucault, Thierry, 2008. "Insiders-outsiders, transparency and the value of the ticker," CFS Working Paper Series 2008/39, Center for Financial Studies (CFS).
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
  • Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN, 2003. "Does anonymity matter in electronic limit order markets ?," HEC Research Papers Series 784, HEC Paris.
  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2011. "Does anonymity matter in electronic limit order markets ?," Working Papers hal-00592031, HAL.
  • Thierry Foucault & Sophie Moinas & Eric Theissen, 2007. "Does anonymity matter in electronic limit order markets ?," Post-Print halshs-00170387, HAL.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2005. "Does anonymity matter in electronic limit order markets?," CFR Working Papers 05-15, University of Cologne, Centre for Financial Research (CFR).
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 3, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print hal-00459795, HAL.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2003. "Does Anonymity Matter in Electronic Limit Order Markets?," CEPR Discussion Papers 4091, C.E.P.R. Discussion Papers.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
  • Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2001. "Limit Order Book as a Market for Liquidity," CEPR Discussion Papers 2889, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2011. "Limit Order Book as a Market for Liquidity," Working Papers hal-00597190, HAL.
  • FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001. "Limit order book as a market for liquidity," HEC Research Papers Series 728, HEC Paris.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print halshs-00005043, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print hal-00459785, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Marianne Demarchi & Thierry Foucault, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Annals of Economics and Statistics, GENES, issue 60, pages 73-115.
  • FOUCAULT, Thierry & DEMARCHI, Marianne, 1998. "Equity Trading Systems in Europe - A survey of recent changes," HEC Research Papers Series 663, HEC Paris.
  • Thierry Foucault & Marianne Demarchi, 2011. "Equity Trading Systems in Europe - A Survey of Recent Changes," Working Papers hal-00599910, HAL.
  • Thierry Foucault & Marianne Demarchi, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Post-Print hal-00459776, HAL.
• Thierry Foucalt & Ailsa Roell & Patrik Sandas, "undated". "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers 15-99, Wharton School Rodney L. White Center for Financial Research.
  • Thierry Foucault & Ailsa Roell & Patrik Sandas, 2011. "Imperfect Market Monitoring and SOES Trading," Working Papers hal-00607040, HAL.
  • Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers 2265, C.E.P.R. Discussion Papers.
  • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," HEC Research Papers Series 671, HEC Paris.
• Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz, 2011. "A Reflection of History: Fluctuations in Greek Sovereign Risk between 1914 and 1929," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 50, Hellenic Observatory, LSE.
• Leonardo Becchetti & Rocco Ciciretti, 2011. "Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers'Event," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 70(2), pages 3-58, July.
  • Becchetti, Leonardo & Ciciretti, Rocco, 2011. "Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers' Event," Sustainable Investment and Corporate Governance Working Papers 2011/3, Sustainable Investment Research Platform.
• Soultanaeva, Albina, 2011. "Back on the Map - Essays on Financial Markets in the Baltic States," Umeå Economic Studies 820, Umeå University, Department of Economics.
• Song Han & Hao Zhou, 2016. "Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-49, September.
  • Song Han & Hao Zhou, 2008. "Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data," Finance and Economics Discussion Series 2008-40, Board of Governors of the Federal Reserve System (U.S.).
  • Song Han & Hao Zhou, 2011. "Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Working Papers 022011, Hong Kong Institute for Monetary Research.
• Bohl, Martin T. & Essid, Badye & Siklos, Pierre L., 2012. "Do short selling restrictions destabilize stock markets? Lessons from Taiwan," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 198-206.
  • Martin T. Bohl & Badye Essid & Pierre L. Siklos, 2011. "Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan," Working Papers 112011, Hong Kong Institute for Monetary Research.
• Christopher N. Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2016. "The "CAPS" Prediction System and Stock Market Returns," Review of Finance, European Finance Association, vol. 20(4), pages 1363-1381.
  • Avery, Christopher N. & Zeckhauser, Richard Jay, 2009. "The CAPS Prediction System and Stock Market Returns," Scholarly Articles 4415901, Harvard Kennedy School of Government.
  • Avery, Christopher N. & Chevalier, Judith & Zeckhauser, Richard Jay, 2011. "The "CAPS" Prediction System and Stock Market Returns," Scholarly Articles 5098427, Harvard Kennedy School of Government.
  • Christopher Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2011. "The "CAPS" Prediction System and Stock Market Returns," NBER Working Papers 17298, National Bureau of Economic Research, Inc.
  • Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard J., 2011. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp11-028, Harvard University, John F. Kennedy School of Government.
  • Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard, 2009. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp09-011, Harvard University, John F. Kennedy School of Government.
• Axel Groß‐KlußMann & Nikolaus Hautsch, 2013. "Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(8), pages 724-742, December.
  • Axel Groß-Klußmann & Nikolaus Hautsch, 2011. "Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models," SFB 649 Discussion Papers SFB649DP2011-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Nikolaus Hautsch & Ruihong Huang, 2011. "Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data," SFB 649 Discussion Papers SFB649DP2011-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Sven Tischer & Lutz Hildebrandt, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers SFB649DP2011-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Karen C. Castro-González,, 2011. "Do Changes In Pension Plan Accounting Standards Result In Better Market Valuation?," Accounting & Taxation, The Institute for Business and Finance Research, vol. 3(1), pages 71-80.
• Rogelio J. Cardona, 2011. "Revisiting The Relationship Between Option Expensing And Stock Returns," Accounting & Taxation, The Institute for Business and Finance Research, vol. 3(2), pages 1-16.
• Luciana Spica Almilia, 2011. "Value Relevance Of Accounting Information Using An Error Correction Model," Accounting & Taxation, The Institute for Business and Finance Research, vol. 3(2), pages 119-131.
• John Shon, 2011. "Economic Sanctions And The Source Country: How Economic Sanctions Imposed On China Affect The U.S," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(5), pages 1-9.
• Li-Hua, Lin & Szu-Hsien Lin & Ya-Chiu Angela Liu, 2011. "Stock Repurchase Announcements And Stock Prices Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(1), pages 1-12.
• Ling T. He & K. Michael Casey, 2011. "On The Pricing Of Dual Class Stocks: Evidence From Berkshire Hathaway," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(1), pages 103-112.
• Ariful Hoque, 2011. "Transaction Cost Discovery By Decomposition Of The Error Term: A Bootstrapping Approach," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(1), pages 113-121.
• Sarra Ben Slama Zouari & Abdelkader Boudriga & Neila Boulila Taktak, 2011. "Determinants Of Ipo Underpricing: Evidence From Tunisia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(1), pages 13-32.
• Ching-Ping Wang & Hung-Hsi Huang & Chien-Chia Hung, 2011. "Implied Index And Option Pricing Errors: Evidence From The Taiwan Option Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(2), pages 115-125.
• Tai-Yuan Chen & Lie-Jane Kao & Hsing-Yu Lin, 2011. "The Long-Term Wealth Effect Of Share Repurchases Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(2), pages 21-33.
• Frank D’Souza & Harold Fletcher & Octavian Ionici, 2011. "Equity Market Timing And Subsequent Delisting Likelihood," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(2), pages 85-94.
• Melita Charitou, 2011. "The Role Of Long Returns In Security Valuation: International Empirical Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(3), pages 101-110.
• Anoop S Kumar, 2011. "Testing for Weak Form of Market Efficiency in Indian Foreign Exchange Market," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 7-19, August.
  • Sasikumar, Anoop, 2011. "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper 37071, University Library of Munich, Germany.
• Itzhak Ben‐David & Francesco Franzoni & Augustin Landier & Rabih Moussawi, 2013. "Do Hedge Funds Manipulate Stock Prices?," Journal of Finance, American Finance Association, vol. 68(6), pages 2383-2434, December.
  • Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," TSE Working Papers 11-221, Toulouse School of Economics (TSE).
  • Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," IDEI Working Papers 628, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," Working Paper Series 2011-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Itzhak Ben-David & Francesco A. Franzoni & Augustin Landier & Rabih Moussawi, 2011. "Do Hedge Funds Manipulate Stock Prices?," Swiss Finance Institute Research Paper Series 11-53, Swiss Finance Institute.
• Lin, Carl, 2011. "Give Me Your Wired and Your Highly Skilled: Measuring the Impact of Immigration Policy on Employers and Shareholders," IZA Discussion Papers 5754, Institute for the Study of Labor (IZA).
  • Carl Lin, 2011. "Give me your wired and your highly skilled: measuring the impact of immigration policy on employers and shareholders," Working Papers 2011/17, Institut d'Economia de Barcelona (IEB).
• Lin, Carl, 2011. "Give Me Your Wired and Your Highly Skilled: Measuring the Impact of Immigration Policy on Employers and Shareholders," IZA Discussion Papers 5754, Institute of Labor Economics (IZA).
  • Carl Lin, 2011. "Give me your wired and your highly skilled: measuring the impact of immigration policy on employers and shareholders," Working Papers 2011/17, Institut d'Economia de Barcelona (IEB).
• Suat AYDIN, 2011. "Finansal Piyasalarda Gürültücüler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(304), pages 09-36.
• Metin ERCAN & Serhat ÇEVİKEL, 2011. "Survey on Ipo underpricing in the Istanbul Stock Exchange," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(305), pages 85-117.
• Rasim ÖZCAN, 2011. "Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(306), pages 53-67.
• Tarkan ÇAVUŞOĞLU & Soner GÖKTEN, 2011. "Efficiency and hedging effectiveness in the NYMEX crude oil futures market," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(308), pages 29-51.
• Ali F. Darrat & Bin Li & Benjamin Liu & Jen Je Su, 2011. "A Fresh Look at Seasonal Anomalies: An International Perspective," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 10(2), pages 93-116, August.
• Masazumi Hattori & Kazuhiko Ohashi, 2011. "Detrimental Effects of Retention Regulation: Incentives for Loan Screening in Securitization under Asymmetric Information," IMES Discussion Paper Series 11-E-17, Institute for Monetary and Economic Studies, Bank of Japan.
• Serhan Cevik & Joshua Charap, 2015. "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 111-124.
  • Joshua Charap & Serhan Cevik, 2011. "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," IMF Working Papers 11/156, International Monetary Fund.
• Gabriel Desgranges & Céline Rochon, 2013. "Conformism and public news," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(3), pages 1061-1090, April.
  • Celine Rochon & Gabriel Desgranges, 2011. "Conformism and Public News," IMF Working Papers 11/33, International Monetary Fund.
• Gabriel Desgranges & Céline Rochon, 2013. "Conformism and public news," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(3), pages 1061-1090, April.
  • Ms. Celine Rochon & Gabriel Desgranges, 2011. "Conformism and Public News," IMF Working Papers 2011/033, International Monetary Fund.
• Serhan Cevik & Joshua Charap, 2015. "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 111-124.
  • Mr. Joshua Charap & Mr. Serhan Cevik, 2011. "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," IMF Working Papers 2011/156, International Monetary Fund.
• Roberto J. Santillán-Salgado, 2011. "Is the Mexican Stock Market Becoming More Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 6(1), pages 87-102, Julio-Dic.
• Nidhi Aggarwal & Susan Thomas, 2019. "When stock futures dominate price discovery," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(3), pages 263-278, March.
  • Nidhi Aggarwal & Susan Thomas, 2011. "When do stock futures dominate price discovery," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2011-016, Indira Gandhi Institute of Development Research, Mumbai, India.
• Dan OLTEANU, 2011. "A Survey On The Drivers And Mechanisms Of Financial Crises," Romanian Journal of Economics, Institute of National Economy, vol. 33(2(bis)(42), pages 73-100, December.
• Jaime Casassus & Freddy Higuera, 2011. "Stock Return Predictability and Oil Prices," Documentos de Trabajo 406, Instituto de Economia. Pontificia Universidad Católica de Chile..
• Abreu, Margarida & Mendes, Victor, 2012. "Information, overconfidence and trading: Do the sources of information matter?," Journal of Economic Psychology, Elsevier, vol. 33(4), pages 868-881.
  • Margarida Abreu & Victor Mendes, 2011. "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics 2011/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Handan YOLSAL, 2011. "Applications of Parametric and Nonparametric Tests for Event Studies on ISE," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 15(1), pages 53-72, November.
• David M. Frankel & Yu Jin, 2015. "Securitization and Lending Competition," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(4), pages 1383-1408.
  • Frankel, David M. & Jin, Yu, 2011. "Securitization and lending competition," ISU General Staff Papers 201111280800001101, Iowa State University, Department of Economics.
  • Frankel, David M. & Jin, Yu, 2011. "Securitization and Lending Competition," Staff General Research Papers Archive 34868, Iowa State University, Department of Economics.
• James B. Bushnell & Howard Chong & Erin T. Mansur, 2009. "Profiting from Regulation: An Event Study of the EU Carbon Market," NBER Working Papers 15572, National Bureau of Economic Research, Inc.
  • Bushnell, James B. & Chong, Howard G. & Mansur, Erin T., 2011. "Profiting from regulation: an event study of the EU carbon market," ISU General Staff Papers 201104060700001124, Iowa State University, Department of Economics.
  • Bushnell, James & Chong, Howard G. & Mansur, Erin T., 2009. "Profiting from Regulation: An Event Study of the EU Carbon Market," Staff General Research Papers Archive 13139, Iowa State University, Department of Economics.
  • Bushnell, James & Mansur, Erin T. & Chong, Howard G., 2010. "Profiting from Regulation: An Event Study of the EU Carbon Market," Staff General Research Papers Archive 32737, Iowa State University, Department of Economics.
• David M. Frankel & Yu Jin, 2015. "Securitization and Lending Competition," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(4), pages 1383-1408.
  • Frankel, David M. & Jin, Yu, 2011. "Securitization and Lending Competition," Staff General Research Papers Archive 34868, Iowa State University, Department of Economics.
  • Frankel, David M. & Jin, Yu, 2011. "Securitization and lending competition," ISU General Staff Papers 201111280800001101, Iowa State University, Department of Economics.
• Qiang Gong & Ming Liu & Qianqiu Liu, 2011. "Is Momentum Really Momentum? International Evidence," Working Papers EMS_2011_22, Research Institute, International University of Japan.
• Simone Alfarano & Andrea Morone & Eva Camacho, 2011. "The role of public and private information in a laboratory financial market," Working Papers. Serie AD 2011-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets can Save Event Studies," CAMA Working Papers 2011-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2011. "How Prediction Markets Can Save Event Studies," IZA Discussion Papers 5640, Institute of Labor Economics (IZA).
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2011. "How Prediction Markets Can Save Event Studies," CEPR Discussion Papers 8351, C.E.P.R. Discussion Papers.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets Can Save Event Studies," NBER Working Papers 16949, National Bureau of Economic Research, Inc.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets can Save Event Studies," CESifo Working Paper Series 3434, CESifo.
• Lin, Carl, 2011. "Decomposing Excess Returns in Stochastic Linear Models," IZA Discussion Papers 6237, Institute of Labor Economics (IZA).
• Erin H. Kao & You-De Dai, 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," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 7(2), pages 257-283, July.
• Hsiu-I Ting & Ming-Chun Wang, 2011. "Institutional Investors and Stock Return Synchronicity: Evidence from Market, Industry, and Firm-Specific Information," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 7(2), pages 285-308, July.
• Igor Filatotchev & Xiaoxiang Zhang & Jenifer Piesse, 2011. "Multiple agency perspective, family control, and private information abuse in an emerging economy," Asia Pacific Journal of Management, Springer, vol. 28(1), pages 69-93, March.
• James Koch & Robert Fenili & Richard Cebula, 2011. "Do Investors Care if Steve Jobs is Healthy?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(1), pages 59-70, March.
• Luc Renneboog & Christophe Spaenjers, 2011. "The Dutch Grey Market," De Economist, Springer, vol. 159(1), pages 25-40, March.
  • Renneboog, L.D.R. & Spaenjers, C., 2008. "The Dutch Grey Market," Other publications TiSEM 77991d9e-e897-4d2f-8f26-a, Tilburg University, School of Economics and Management.
  • Christophe Spaenjers & Luc Renneboog, 2011. "The Dutch Grey Market," Post-Print hal-00630379, HAL.
  • Renneboog, L.D.R. & Spaenjers, C., 2011. "The Dutch grey market," Other publications TiSEM 0633541a-6421-442a-b1e6-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Spaenjers, C., 2008. "The Dutch Grey Market," Discussion Paper 2008-88, Tilburg University, Center for Economic Research.
• Carole Comerton-Forde & Tālis Putniņš, 2011. "Pricing accuracy, liquidity and trader behavior with closing price manipulation," Experimental Economics, Springer;Economic Science Association, vol. 14(1), pages 110-131, March.
• Kaspar Dardas & Andre Güttler, 2011. "Are directors’ dealings informative? Evidence from European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(2), pages 111-148, June.
• Michael Chlistalla & Marco Lutat, 2011. "Competition in securities markets: the impact on liquidity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(2), pages 149-172, June.
• Matthias Bank & Martin Larch & Georg Peter, 2011. "Google search volume and its influence on liquidity and returns of German stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(3), pages 239-264, September.
• Andy Fodor & Kevin Krieger & James Doran, 2011. "Do option open-interest changes foreshadow future equity returns?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(3), pages 265-280, September.
• Martin Wallmeier, 2011. "Beyond payoff diagrams: how to present risk and return characteristics of structured products," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(3), pages 313-338, September.
• Hans-Peter Burghof & Felix Prothmann, 2011. "The 52-week high strategy and information uncertainty," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 345-378, December.
• Nandkumar Nayar & Ajai Singh & Wen Yu, 2011. "Unraveling a puzzle: the case of value line timeliness rank upgrades," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 379-409, December.
• Nicholas Apergis & Emmanuel Mamatzakis & Christos Staikouras, 2011. "Testing for Regime Changes in Greek Sovereign Debt Crisis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 258-273, August.
• Robin Boadway & Motohiro Sato, 2011. "Entrepreneurship and asymmetric information in input markets," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 18(2), pages 166-192, April.
  • Robin Boadway & Motohiro Sato, 2006. "Entrepreneurship And Asymmetric Information In Input Markets," Working Paper 1069, Economics Department, Queen's University.
• Song Han, 2011. "Creditor Learning and Discrimination in Lending," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(1), pages 1-27, October.
• Stergios Leventis & Panagiotis Dimitropoulos & Asokan Anandarajan, 2011. "Loan Loss Provisions, Earnings Management and Capital Management under IFRS: The Case of EU Commercial Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(1), pages 103-122, October.
• Taher Hamza, 2011. "Determinants of short-term value creation for the bidder: evidence from France," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 15(2), pages 157-186, May.
• Pisun Xu & Jian Yang, 2011. "U.S. Monetary Policy Surprises and International Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 43(4), pages 459-490, November.
• Haina Ding & Alexander Molchanov & Philip Stork, 2011. "The value of celebrity endorsements: A stock market perspective," Marketing Letters, Springer, vol. 22(2), pages 147-163, June.
• Mare Sarr & Erwin Bulte & Chris Meissner & Tim Swanson, 2011. "On the looting of nations," Public Choice, Springer, vol. 148(3), pages 353-380, September.
• Vikas Agarwal & Costanza Meneghetti, 2011. "The role of hedge funds as primary lenders," Review of Derivatives Research, Springer, vol. 14(2), pages 241-261, July.
• Lawrence Kryzanowski & Skander Lazrak, 2011. "Informed traders of cross-listed shares trade more in the domestic market around earnings releases," Review of Quantitative Finance and Accounting, Springer, vol. 36(1), pages 1-31, January.
• Arie Harel & Giora Harpaz & Jack Francis, 2011. "Analysis of efficient markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 287-296, February.
• Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011. "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 323-353, April.
• Chia-Ching Chang & Sheng-Syan Chen & Robin Chou & Chin-Wen Hsin, 2011. "Intraday return spillovers and its variations across trading sessions," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 355-390, April.
• Mariarosaria Agostino & Danilo Drago & Damiano Silipo, 2011. "The value relevance of IFRS in the European banking industry," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 437-457, April.
• Ronald Bremer & Bonnie Buchanan & Philip English, 2011. "The advantages of using quarterly returns for long-term event studies," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 491-516, May.
• John Geppert & Stoyu Ivanov & Gordon Karels, 2011. "An analysis of the importance of S&P 500 discretionary constituent changes," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 21-34, July.
• Derek Oler & James Waegelein, 2011. "Can long-term performance plans mitigate the negative effects of stock consideration and high cash for acquirers?," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 63-86, July.
• Xu Li, 2011. "Behavioral theories and the pricing of IPOs’ discretionary current accruals," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 87-104, July.
• Benjamas Jirasakuldech & Donna Dudney & Thomas Zorn & John Geppert, 2011. "Financial disclosure, investor protection and stock market behavior: an international comparison," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 181-205, August.
• Vivek Sharma, 2011. "Stock returns and product market competition: beyond industry concentration," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 283-299, October.
• Elyas Elyasiani & Jingyi Jia, 2011. "Performance persistence of closed-end funds," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 381-408, October.
• Derann Hsu & Cheng-Huei Chiao, 2011. "Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 477-507, November.
• Shigeki Sakakibara & Takashi Yamasaki & Katsuhiko Okada, 2011. "The Calendar Structure of the Japanese Stock Market: ``Sell in May Effect" versus ``Dekansho-bushi Effect"," Discussion Papers 2011-08, Kobe University, Graduate School of Business Administration, revised Aug 2009.
• Björn van Roye, 2011. "Financial stress and economic activity in Germany and the Euro Area," Kiel Working Papers 1743, Kiel Institute for the World Economy.
• George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2013. "The Puzzle of Index Option Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(2), pages 229-257.
  • George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2011-17, Department of Economics, University of Konstanz.
  • George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2012. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2012-35, Department of Economics, University of Konstanz.
• Ferdinand Graf, 2011. "Mechanically Extracted Company Signals and their Impact on Stock and Credit Markets," Working Paper Series of the Department of Economics, University of Konstanz 2011-18, Department of Economics, University of Konstanz.
• Günter Franke & Thomas Weber, 2011. "Tranching and Pricing in CDO-Transactions," Working Paper Series of the Department of Economics, University of Konstanz 2011-21, Department of Economics, University of Konstanz.
• Christoph Safferling & Aaron Lowen, 2011. "Economics in the Kingdom of Loathing: Analysis of Virtual Market Data," Working Paper Series of the Department of Economics, University of Konstanz 2011-30, Department of Economics, University of Konstanz.
• Keiichi Kubota & Hitoshi Takehara, 2011. "Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 1, pages 17-37, December.
• Hiroyuki Ishikawa, 2011. "Empirical Analysis on the Dividend Life-Cycle Theory: Evidence from Japan," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 1, pages 39-60, December.
• Shin'ya Okuda, 2011. "Who Benefits from the Adoption of IFRS?," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 1, pages 61-69, December.
• Matthias W. Uhl, 2011. "Reuters Sentiment and Stock Returns," KOF Working papers 11-288, KOF Swiss Economic Institute, ETH Zurich.
• Ormos, Mihály & Erdős, Péter, 2011. "Borok mint alternatív befektetési lehetőségek [Wines as an alternative investment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 158-172.
• Ormos, Mihály & Joó, István, 2011. "Diszpozíciós hatás a magyar tőkepiacon [Disposition effect in the Hungarian capital market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 743-758.
• Martin Jaron, 2011. "Noise Trading in Stamm- und Vorzugsaktien," Credit and Capital Markets, Credit and Capital Markets, vol. 44(1), pages 105-128.
• Cetin-Behzet Cengiz & Marc Emanuel Schüssler & Rüdiger von Nitzsch, 2011. "Der Erfolg von Insidertransaktionen – Timing oder Fundamentalbewertung?," Credit and Capital Markets, Credit and Capital Markets, vol. 44(1), pages 75-103.
• Sebastian Lobe & Klaus Röder, 2011. "Extreme Börsenbewegung und Intraday-Preisstellung von Open-End-Turbo-Zertifikaten auf den DAX: Der Fall Kerviel," Credit and Capital Markets, Credit and Capital Markets, vol. 44(2), pages 217-242.
• Michele Dell'Era & Luis Santos-Pinto, 2011. "Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency," Cahiers de Recherches Economiques du Département d'économie 11.06, Université de Lausanne, Faculté des HEC, Département d’économie, revised Nov 2012.
• Werner Kristjanpoller & Mauricio Morales, 2011. "Arbitrage Pricing Theory Applied to the Chilean Stock Market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 74, pages 37-59.
• L. Randall Wray, 2012. "Money in finance," Chapters, in: Jan Toporowski & Jo Michell (ed.), Handbook of Critical Issues in Finance, chapter 33, pages i-ii, Edward Elgar Publishing.
  • L. Randall Wray, 2011. "Money in Finance," Economics Working Paper Archive wp_656, Levy Economics Institute.
• L. Randall Wray, 2012. "Keynes after 75 Years: Rethinking Money as a Public Monopoly," Chapters, in: Thomas Cate (ed.), Keynes’s General Theory, chapter 15, Edward Elgar Publishing.
  • L. Randall Wray, 2011. "Keynes after 75 Years: Rethinking Money as a Public Monopoly," Economics Working Paper Archive wp_658, Levy Economics Institute.
• L. Randall Wray, 2011. "The Financial Crisis Viewed from the Perspective of the “Social Costs” Theory," Economics Working Paper Archive wp_662, Levy Economics Institute.
• GABSZEWICZ, Jean J. & GVETADZE, Salome & ZANAJ, Skerdilajda, 2011. "Migrations, public goods and taxes," LIDAM Discussion Papers CORE 2011047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jean J. Gabszewicz & Salome Gvetadze & Skerdilajda Zanaj, 2011. "Migrations, public goods and taxes," DEM Discussion Paper Series 11-13, Department of Economics at the University of Luxembourg.
• Jos van Bommel, 2011. "Using Monte Carlo to Price Continuously Monitored Barrier Options on Discontinuously Traded Underlyings," DEM Discussion Paper Series 11-7, Department of Economics at the University of Luxembourg.
• Jos van Bommel & Peter Hoffmann, 2011. "Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra," DEM Discussion Paper Series 11-9, Department of Economics at the University of Luxembourg.
• Maschke Mario & Schmidt Ulrich, 2011. "Das Wettmonopol in Deutschland: Status quo und Reformansätze," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 60(1), pages 110-124, April.
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• Georges Dionne, 2011. "Book Review of : The Theory of Corporate Finance," Cahiers de recherche 1120, CIRPEE.
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• Oberndorfer, Ulrich & Schmidt, Peter & Wagner, Marcus & Ziegler, Andreas, 2013. "Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms," Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 497-509.
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• Ingo Fender & Bernd Hayo & Matthias Neuenkirch, 2011. "Daily CDS pricing in emerging markets before and during the global financial crisis," MAGKS Papers on Economics 201139, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Manolis G. Kavussanos & Ilias D. Visvikis, 2011. "The Predictability of Non-Overlapping Forecasts: Evidence from a New Market," Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 125-156, March - J.
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• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2011. "Spot and future prices of agricultural commodities: fundamentals and speculation," Departmental Working Papers 2011-003, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2011. "Spot and future prices of agricultural commodities: fundamentals and speculation," Departmental Working Papers 2011-03, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Enrico Maria Cervellati & Riccardo Ferretti & Pierpaolo Pattitoni, 2011. "Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0024, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Silvia Muzzioli, 2011. "Corridor implied volatility and the variance risk premium in the Italian market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0030, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Enrico Maria Cervellati & Riccardo Ferretti & Pierpaolo Pattitoni, 2011. "Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 11021, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Silvia Muzzioli, 2011. "Corridor implied volatility and the variance risk premium in the Italian market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 11112, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Carsten Burhop & David Chambers & Brian Cheffins, 2011. "Is Regulation Essential to Stock Market Development? Going Public in London and Berlin, 1900-1913," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2011_15, Max Planck Institute for Research on Collective Goods.
• Carsten Burhop & Sergey Gelman, 2011. "Liquidity measures, liquidity drivers and expected returns on an early call auction market," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2011_19, Max Planck Institute for Research on Collective Goods.
• Chowdhury, Abdur, 2011. "Do Stock Market Risk Premiums Respond to Consumer Confidence?," Working Papers and Research 2011-06, Marquette University, Center for Global and Economic Studies and Department of Economics.
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• Liao, Yin & Anderson, Heather M., 2019. "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 252-274.
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• Fabrizio Palmucci, 2011. "IPO underpricing: the price of liquidity," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 237-260.
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• Yamamoto, Ryuichi, 2011. "Order aggressiveness, pre-trade transparency, and long memory in an order-driven market," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1938-1963.
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• Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, vol. 28(1-2), pages 27-35, January.
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• Stein, Jerome L., 2011. "The crisis, Fed, Quants and stochastic optimal control," Economic Modelling, Elsevier, vol. 28(1-2), pages 272-280, January.
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• Kiani, Khurshid M., 2011. "Relationship between portfolio diversification and value at risk: Empirical evidence," Emerging Markets Review, Elsevier, vol. 12(4), pages 443-459.
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• Kim, Jae H. & Shamsuddin, Abul & Lim, Kian-Ping, 2011. "Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 868-879.
• Farka, Mira & DaSilva, Amadeu, 2011. "The fed and the term structure: Addressing simultaneity within a structural VAR model," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 935-952.
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• Meinshausen, Steffen & Schiereck, Dirk, 2011. "Dressed to merge — small fits fine: M&A success in the fashion and accessories industry," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 283-291.
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• Khandani, Amir E. & Lo, Andrew W., 2011. "What happened to the quants in August 2007? Evidence from factors and transactions data," Journal of Financial Markets, Elsevier, vol. 14(1), pages 1-46, February.
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• Al-Khazali, Osamah M. & Leduc, Guillaume & Pyun, Chong Soo, 2011. "Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries," Global Finance Journal, Elsevier, vol. 22(2), pages 154-168.
• Truong, Cameron, 2011. "Post-earnings announcement abnormal return in the Chinese equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 637-661.
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• King, Alan, 2011. "Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 867-873.
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• Laura Xiaolei Liu & Lu Zhang, 2011. "A Model of Momentum," NBER Working Papers 16747, National Bureau of Economic Research, Inc.
• Patrick Bayer & Christopher Geissler & Kyle Mangum & James W Roberts & Andrew Karolyi, 2020. "Speculators and Middlemen: The Strategy and Performance of Investors in the Housing Market," The Review of Financial Studies, Society for Financial Studies, vol. 33(11), pages 5212-5247.
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• Arindrajit Dube & Ethan Kaplan & Suresh Naidu, 2011. "Coups, Corporations, and Classified Information," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(3), pages 1375-1409.
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• Òscar Jordà & Alan M. Taylor, 2011. "Performance Evaluation of Zero Net-Investment Strategies," NBER Working Papers 17150, National Bureau of Economic Research, Inc.
• Karen K. Lewis, 2011. "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 435-466, December.
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• Lin, Xiaoji & Zhang, Lu, 2011. "Covariances versus Characteristics in General Equilibrium," Working Paper Series 2011-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Christopher N. Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2016. "The "CAPS" Prediction System and Stock Market Returns," Review of Finance, European Finance Association, vol. 20(4), pages 1363-1381.
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• Marcin Kacperczyk & Philipp Schnabl, 2011. "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers 17321, National Bureau of Economic Research, Inc.
• Moser, Christoph & Rose, Andrew K., 2014. "Who benefits from regional trade agreements? The view from the stock market," European Economic Review, Elsevier, vol. 68(C), pages 31-47.
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• Diane Del Guercio & Jonathan Reuter, 2014. "Mutual Fund Performance and the Incentive to Generate Alpha," Journal of Finance, American Finance Association, vol. 69(4), pages 1673-1704, August.
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• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "A Theory of Asset Pricing Based on Heterogeneous Information," NBER Working Papers 17548, National Bureau of Economic Research, Inc.
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• Edmans, Alex & Goldstein, Itay & Jiang, Wei, 2011. "Feedback Effects and the Limits to Arbitrage," Working Papers 11-67, University of Pennsylvania, Wharton School, Weiss Center.
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• Philip Bond & Alex Edmans & Itay Goldstein, 2012. "The Real Effects of Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 339-360, October.
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• Semenova, M., 2011. "Bank Runs and Costly Information," Journal of the New Economic Association, New Economic Association, issue 10, pages 31-52.
• Mariann Ollar & Marzena Rostek, 2011. "Information Aggregation and Innovation in Market Design," Working Papers 11-12, NET Institute.
• Phil Briggs & Carly Harker & Tim Ng & Aidan Yao, 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," Reserve Bank of New Zealand Discussion Paper Series DP2011/02, Reserve Bank of New Zealand.
• Stefan Kerbl, 2010. "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Papers 1011.6284, arXiv.org, revised Nov 2010.
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• Bogdan Victoria & Platon Judit & Popa Dorina Nicoleta, 2011. "Intellectual Capital Reporting And Disclosure In The Annual Reports Of Romanian Manufacturing Listed Companies €" Methodology And Discussion Of Results," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 466-476, December.
• Bogdan Victoria & Platon Judit & Farcas Mariana, 2011. "Intellectual Capital Reporting And Disclosure In The Annual Reports Of Romanian Manufacturing Listed Companies €" Theoretical Framework," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(special), pages 275-283, July.
• Youki Kohsaka, 2011. "Stock Split Bubble and Livedoor-Shock," Discussion Papers in Economics and Business 11-28, Osaka University, Graduate School of Economics.
• Andreas Neuhierl & Bernd Schlusche, 2011. "Data Snooping and Market-Timing Rule Performance," Journal of Financial Econometrics, Oxford University Press, vol. 9(3), pages 550-587, Summer.
• Arindrajit Dube & Ethan Kaplan & Suresh Naidu, 2011. "Coups, Corporations, and Classified Information," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(3), pages 1375-1409.
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• David Hirshleifer & Sonya S. Lim & Siew Hong Teoh, 2011. "Limited Investor Attention and Stock Market Misreactions to Accounting Information," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 1(1), pages 35-73.
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• Darrell Duffie & Haoxiang Zhu, 2011. "Does a Central Clearing Counterparty Reduce Counterparty Risk?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 1(1), pages 74-95.
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• Tim Bollerslev & Natalia Sizova & George Tauchen, 2011. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, vol. 16(1), pages 31-80.
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• James S. Doran & Danling Jiang & David R. Peterson, 2011. "Gambling Preference and the New Year Effect of Assets with Lottery Features," Review of Finance, European Finance Association, vol. 16(3), pages 685-731.
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• Rüdiger Fahlenbrach & Bernadette A. Minton & Carrie H. Pan, 2011. "Former CEO Directors: Lingering CEOs or Valuable Resources?," The Review of Financial Studies, Society for Financial Studies, vol. 24(10), pages 3486-3518.
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• Roger K. Loh & René M. Stulz, 2011. "When Are Analyst Recommendation Changes Influential?," The Review of Financial Studies, Society for Financial Studies, vol. 24(2), pages 593-627.
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  • Loh, Roger K. & Stulz, Rene M., 2009. "When Are Analyst Recommendation Changes Influential?," Working Paper Series 2009-7, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Pedro A. C. Saffi & Kari Sigurdsson, 2011. "Price Efficiency and Short Selling," The Review of Financial Studies, Society for Financial Studies, vol. 24(3), pages 821-852.
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• Fabio Braggion & Lyndon Moore, 2011. "Dividend Policies in an Unregulated Market: The London Stock Exchange, 1895--1905," The Review of Financial Studies, Society for Financial Studies, vol. 24(9), pages 2935-2973.
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• Diego García & Francesco Sangiorgi, 2011. "Information Sales and Strategic Trading," The Review of Financial Studies, Society for Financial Studies, vol. 24(9), pages 3069-3104.
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• Piciu Gabriela Cornelia & Chiþiga Georgiana, 2011. "Financial Innovations," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1655-1658, May.
• ªargu Alina Camelia & Chirleºan Dan & Potlog Dorian, 2011. "The Necessity of the European Capital Markets Development in the Current Economic Environment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 2027-2034, May.
• ªargu Alina Camelia & Roman Angela, 2011. "Financial Innovation and Its Effects on Financial Stability and Efficiency," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 2035-2041, May.
• Cãruntu Roxana Corina & Lãpãduºi Mihaela Loredana, 2011. "Profitability – Economic and Financial Performance of the Efficient Usage of Production Costs," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 192-195, May.
• Christophe Godlewski & Zuzana Fungáčová & Laurent Weill, 2011. "Stock Market Reaction to Debt Financing Arrangements in Russia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 53(4), pages 679-693, December.
  • Christophe J. GODLEWSKI & Zuzana Fungacova & Laurent Weill, 2010. "Stock market reaction to debt financing arrangements in Russia," Working Papers of LaRGE Research Center 2010-10, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  • Christophe J. Godlewski & Zuzana Fungáčová & Laurent Weill, 2011. "Stock Market Reaction to Debt Financing Arrangements in Russia," Post-Print hal-03047770, HAL.
  • Godlewski, Christophe J. & Fungáčová, Zuzana & Weill, Laurent, 2010. "Stock market reaction to debt financing arrangements in Russia," BOFIT Discussion Papers 16/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
• N Blasco & P Corredor & S Ferreruela, 2011. "Detecting intentional herding: what lies beneath intraday data in the Spanish stock market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(6), pages 1056-1066, June.
  • Natividad Blasco & Pilar Corredor & Sandra Ferreruela, 2009. "Detecting intentional herding: what lies beneath intraday data in the spanish stock market," Documentos de Trabajo dt2009-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2011. "How to measure Corporate Social Responsibility," Quaderni del Dipartimento di Economia, Finanza e Statistica 96/2011, Università di Perugia, Dipartimento Economia.
• Ioan-Ovidiu SPATACEAN, 2011. "The Impact Of Financial Reporting Upon Stock Prices Evolution - An Aproach Based On Financial Contagion," STUDIA UNIVERSITATIS PETRU MAIOR SERIES OECONOMICA, Petru Maior University, Faculty of Economics Law and Administrative Sciences, vol. 1, pages 87-104, December.
• Nuno Soares & Andrew W. Stark, 2011. "Is there an accruals or a cash flow anomaly in UK stock returns?," CEF.UP Working Papers 1107, Universidade do Porto, Faculdade de Economia do Porto.
• Benjamin Kauper & Karl-Kuno Kunze, 2011. "Modellierung von Aktienkursen im Lichte der Komplexitätsforschung," Statistische Diskussionsbeiträge 49, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
• Vassilis A. Efthymiou & George N. Leledakis, 2014. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 711-724, April.
  • Efthymiou, Vassilis A. & Leledakis, George N., 2011. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," MPRA Paper 28791, University Library of Munich, Germany.
• Mukherjee, Dr. Kedar nath, 2011. "Impact of Futures Trading on Indian Agricultural Commodity Market," MPRA Paper 29290, University Library of Munich, Germany, revised 04 Mar 2011.
• Pfau, Wade Donald, 2011. "Revisiting the Fisher and Statman Study on Market Timing," MPRA Paper 29448, University Library of Munich, Germany.
• Petrushchak, Bohdan, 2011. "Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку [The calendar regularity of earnings and volatility distribution on the Ukrainian stock market]," MPRA Paper 30367, University Library of Munich, Germany, revised 2011.
• Estrada, Fernando, 2011. "Benoit Mandelbrot (1924 - 2011 ) : A Greek among Romans," MPRA Paper 30563, University Library of Munich, Germany.
• Iqbal, Javed & Farooqi, Faraz Ahmed, 2011. "Stock price reaction to earnings announcement: the case of an emerging market," MPRA Paper 30865, University Library of Munich, Germany, revised 10 May 2011.
• Petrushchak, Bohdan, 2011. "The calendar regularity of earnings and volatility distribution on the Ukrainian stock market," MPRA Paper 31115, University Library of Munich, Germany, revised 2011.
• Puah, Chin-Hong & Liew, Samuel Wei-Siew, 2011. "White-collar crime and stock return: Empirical study from announcement effect," MPRA Paper 31748, University Library of Munich, Germany.
• Thai-Ha LE & Youngho CHANG, 2011. "The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies," Economic Growth Centre Working Paper Series 1103, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  • Le, Thai-Ha & Chang, Youngho, 2011. "The impact of oil price fluctuations on stock markets in developed and emerging economies," MPRA Paper 31753, University Library of Munich, Germany.
  • Thai-Ha Le & Youngho Chang, 2011. "The impact of oil price fluctuations on stock markets in developed and emerging economies," Working Papers 23, Development and Policies Research Center (DEPOCEN), Vietnam.
• Larson, Nathan, 2011. "Clustering on the same news sources in an asset market," MPRA Paper 32823, University Library of Munich, Germany.
• Lenz, Rainer, 2011. "Get rid of banks and build up a modern financial world," MPRA Paper 33501, University Library of Munich, Germany.
• Mukherjee, Dr. Kedar nath, 2011. "Commodity investments: opportunities for Indian institutional investors," MPRA Paper 33510, University Library of Munich, Germany.
• Rajmund MIRDALA, 2012. "Financial Deepening And Economic Growth In The European Transition Economies," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(6(18)/ Su), pages 177-194.
  • Mirdala, Rajmund, 2011. "Financial Deepening and Economic Growth in the European Transition Economies," MPRA Paper 33609, University Library of Munich, Germany.
• Govori, Fadil, 2011. "Ndikimi i informacionit asimetrik në tregjet financiare [The Impact of Asymmetric Information in Financial Markets]," MPRA Paper 33831, University Library of Munich, Germany.
• Pyemo N. Afego, 2013. "Stock Price Response to Earnings Announcements: Evidence From the Nigerian Stock Market," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 141-149, December.
  • Afego, Pyemo, 2011. "Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market," MPRA Paper 33931, University Library of Munich, Germany, revised 16 May 2011.
• Klinedinst, Mark, 2011. "Going forward financially: credit unions as an alternative to commercial banks," MPRA Paper 33962, University Library of Munich, Germany.
• Petrushchak, Bohdan, 2011. "Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика [The Calendar Effects and Anomalies on Ukrainian Stock Market: Theory and Empirical Evidence]," MPRA Paper 34948, University Library of Munich, Germany.
• Estrada, Fernando, 2011. "Financial crises, asymmetric information and argumentation," MPRA Paper 35080, University Library of Munich, Germany.
• A. Malliaris & Mary Malliaris, 2013. "Are oil, gold and the euro inter-related? Time series and neural network analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 1-14, January.
  • Malliaris, A.G. & Malliaris, Mary, 2011. "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper 35266, University Library of Munich, Germany.
• Pfau, Wade Donald, 2011. "Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation," MPRA Paper 35329, University Library of Munich, Germany.
• Rompotis, Gerasimos G., 2011. "Testing weak-form efficiency of exchange traded funds market," MPRA Paper 36020, University Library of Munich, Germany.
• Kentaka Aruga & Shunsuke Managi, 2013. "Linkages among the US energy futures markets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 36(1), pages 13-26.
  • Aruga, Kentaka & Managi, Shunsuke, 2011. "Linkage among the U.S. Energy Futures Markets," MPRA Paper 36086, University Library of Munich, Germany.
• Aruga, Kentaka, 2011. "Linkages among the non-genetically modified soybean, conventional soybean, and corn futures markets in the Tokyo Grain Exchange," MPRA Paper 36101, University Library of Munich, Germany.
• Constantinescu, Radu, 2011. "Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei- [Mainstream and keynesism: - two doctrines, two methods, same ideas -]," MPRA Paper 36130, University Library of Munich, Germany.
  • Constantinescu, Radu, 2011. "Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei- [Mainstream and keynesism: - two doctrines, two methods, same ideas -]," MPRA Paper 36128, University Library of Munich, Germany.
• Constantinescu, Radu, 2011. "Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei- [Mainstream and keynesism: - two doctrines, two methods, same ideas -]," MPRA Paper 36128, University Library of Munich, Germany.
  • Constantinescu, Radu, 2011. "Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei- [Mainstream and keynesism: - two doctrines, two methods, same ideas -]," MPRA Paper 36130, University Library of Munich, Germany.
• Lu s Pacheco, 2012. "Moody S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 58-83.
  • Pacheco, Luis, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers 22/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  • Pacheco, Luís, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper 36551, University Library of Munich, Germany.
• Dumitriu, Ramona & Stefanescu, Razvan, 2011. "Shocks on the Romanian foreign exchange market before and after the global crisis," MPRA Paper 36560, University Library of Munich, Germany, revised 09 Feb 2012.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "Analysis of within – month effects on the Bucharest stock exchange," MPRA Paper 36562, University Library of Munich, Germany, revised 09 Feb 2012.
• Guzman, Giselle C., 2011. "The case for higher frequency inflation expectations," MPRA Paper 36656, University Library of Munich, Germany.
• Rajmund Mirdala, 2011. "Financial Integration And Economic Growth In The European Transition Economies," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 2(2), pages 116-137.
  • Mirdala, Rajmund, 2011. "Financial Integration and Economic Growth in the European Transition Economies," MPRA Paper 36695, University Library of Munich, Germany.
• Sasikumar, Anoop, 2011. "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper 37071, University Library of Munich, Germany.
• Rossi, Francesco, 2011. "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper 38303, University Library of Munich, Germany, revised Nov 2011.
• Peresetsky, A. A., 2011. "What determines the behavior of the Russian stock market," MPRA Paper 41508, University Library of Munich, Germany.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "Monthly seasonality in the Bucharest stock exchange," MPRA Paper 41603, University Library of Munich, Germany, revised 08 Apr 2011.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2011. "Impact of the domestic and the US macroeconomic news on the Romanian stock market," MPRA Paper 41623, University Library of Munich, Germany, revised 08 Sep 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "The US macroeconomic news announcements and the within-month effects on the Bucharest Stock Exchange," MPRA Paper 41626, University Library of Munich, Germany, revised 11 Oct 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "Holiday effect on the Romanian stock market," MPRA Paper 41635, University Library of Munich, Germany, revised 08 Sep 2011.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2011. "Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011," MPRA Paper 41786, University Library of Munich, Germany.
• Razvan STEFANESCU & Ramona DUMITRIU, 2011. "The SAD Cycle for the Bucharest Stock Exchange," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 372-377.
  • Stefanescu, Razvan & Dumitriu, Ramona, 2011. "The SAD cycle for the Bucharest Stock Exchange," MPRA Paper 41889, University Library of Munich, Germany, revised 09 Sep 2011.
• Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel, 2011. "The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange," MPRA Paper 43658, University Library of Munich, Germany.
• Douch, Mohamed & Essaddam, Naceur, 2011. "Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms," MPRA Paper 46529, University Library of Munich, Germany, revised Mar 2013.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2011. "Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence," MPRA Paper 48517, University Library of Munich, Germany.
• Krishnankutty, Raveesh & Tiwari, Aviral Kumar, 2011. "Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test," MPRA Paper 48590, University Library of Munich, Germany, revised 20 Dec 2011.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011. "Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading," MPRA Paper 50791, University Library of Munich, Germany.
• Dergiades, Theologos, 2012. "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, vol. 116(3), pages 404-407.
  • Dergiades, Theologos, 2011. "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," MPRA Paper 51128, University Library of Munich, Germany, revised 15 Nov 2011.
  • Theologos Dergiades, 2012. "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," Discussion Paper Series 2012_05, Department of Economics, University of Macedonia, revised Apr 2012.
• Konchitchki, Yaniv, 2011. "Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices," MPRA Paper 52928, University Library of Munich, Germany.
• Silva, Pedro & Almeida, Liliana, 2011. "Weather and stock markets: empirical evidence from Portugal," MPRA Paper 54119, University Library of Munich, Germany.
• Reddy, K. Srinivasa, 2011. "The aftermarket pricing performance of initial public offers: Insights from India," MPRA Paper 62885, University Library of Munich, Germany, revised 2013.
• Anginer, Deniz & Mansi, Sattar & Warburton, A. Joseph & Yildizhan, Celim, 2011. "Firm Reputation and Cost of Debt Capital," MPRA Paper 64965, University Library of Munich, Germany, revised 05 Jun 2015.
• Gupta, Rangan & Modise, Mampho P., 2013. "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, vol. 30(C), pages 612-622.
  • Rangan Gupta & Mampho P. Modise, 2011. "Macroeconomic Variables and South African Stock Return Predictability," Working Papers 201107, University of Pretoria, Department of Economics.
• Michal Michalovský & Igor Paholok, 2011. "Portfolio Theory and Electricity Forward Markets," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2011(1), pages 76-103.
• Svend Reuse & Martin Svoboda, 2011. "Empirical Test of the Efficiency of Currency Investments," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(2), pages 99-119.
• Luboš Komárek & Ivana Kubicová, 2011. "Možnosti identifikace bublin cen aktiv v české ekonomice [Methods of Identification Asset Price Bubbles In the Czech Economy]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(2), pages 164-183.
• Pierre-Cyrille Hautcœur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 51-70.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l’industrie ? Quelques enseignements d’un épisode oublié de l’histoire de la Bourse de Paris," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 51-69.
  • Pierre-Cyrille Hautcoeur, 2009. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print hal-00530079, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," PSE-Ecole d'économie de Paris (Postprint) halshs-00846974, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print halshs-00846974, HAL.
• Nathalie Oriol, 2011. "Investissement institutionnel et révision de la directive MIF," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 217-236.
  • Nathalie Oriol, 2011. "Investissement institutionnel et révision de la directive MIF," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 217-235.
• Terenzio Cozzi, 2011. "La crisi della macroeconomia," Moneta e Credito, Economia civile, vol. 64(253), pages 31-44.
• Davide Avino & Emese Lazar & Simone Varotto, 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," ICMA Centre Discussion Papers in Finance icma-dp2011-17, Henley Business School, University of Reading.
  • Avino, Davide & Lazar, Emese & Varotto, Simone, 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," MPRA Paper 56781, University Library of Munich, Germany.
• Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2010. "Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle," NBER Working Papers 16358, National Bureau of Economic Research, Inc.
  • Hanno Lustig, 2011. "Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle," 2011 Meeting Papers 1443, Society for Economic Dynamics.
• Acharya, Viral & Bisin, Alberto, 2014. "Counterparty risk externality: Centralized versus over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 149(C), pages 153-182.
  • Viral V. Acharya & Alberto Bisin, 2011. "Counterparty Risk Externality: Centralized Versus Over-the-counter Markets," NBER Working Papers 17000, National Bureau of Economic Research, Inc.
  • Viral Acharya & Alberto Bisin, 2011. "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers 618, Society for Economic Dynamics.
• Lubos Pástor & Pietro Veronesi, 2012. "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, vol. 67(4), pages 1219-1264, August.
  • Veronesi, Pietro & Pástor, LuboÅ¡, 2010. "Uncertainty about Government Policy and Stock Prices," CEPR Discussion Papers 7897, C.E.P.R. Discussion Papers.
  • Pietro Veronesi & Lubos Pastor, 2011. "Uncertainty about Government Policy and Stock Prices," 2011 Meeting Papers 86, Society for Economic Dynamics.
  • Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," NBER Working Papers 16128, National Bureau of Economic Research, Inc.
• Cespa, Giovanni & Vives, Xavier, 2011. "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers D/915, IESE Business School.
  • Xavier Vives & Giovanni Cespa, 2011. "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers 929, Society for Economic Dynamics.
  • Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• John García & Francesc Trillas, 2011. "Control corporativo y riqueza de los accionistas en el sector eléctrico europeo (2000-2007)," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 13(25), pages 297-319, July-Dece.
  • John J. García & Francesc Trillas, 2011. "Control corporativo y riqueza de los accionistas en el sector eléctrico europeo (2000-2007)," Documentos de Trabajo de Valor Público 10660, Universidad EAFIT.
• Iulian Panait, 2011. "Study of the Correlation between the Romanian Stock Market and S&P500 Index during 2007-2009," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(39), pages 233-255, March.
• Delia-Elena Diaconasu & Alexandru Asavoaei, 2011. "The Role of Investment Funds in Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(39), pages 45-59, March.
• N. Apergis & E. Mamatzakis & C. Staikuras, 2011. "The Greek Sovereign Debt Crisis: Testing for Regime Changes," Working Paper series 16_11, Rimini Centre for Economic Analysis.
• Massimiliano Marzo & Paolo Zagaglia, 2012. "Trading directions and the pricing of Euro interbank deposits in the long run," Applied Economics Letters, Taylor & Francis Journals, vol. 19(18), pages 1827-1839, December.
  • Massimiliano Marzo & Paolo Zagaglia, 2011. "Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run," Working Paper series 20_11, Rimini Centre for Economic Analysis.
• Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2015. "Abnormal Returns of Soccer Teams," Journal of Sports Economics, , vol. 16(7), pages 735-759, October.
  • Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2011. "Abnormal Returns of Soccer Teams: Reassessing the Informational Value of Betting Odds," Working Paper series 26_11, Rimini Centre for Economic Analysis, revised Aug 2013.
  • M. Castellani & P. Pattitoni & R. Patuelli, 2012. "Event Clustering and Abnormal Returns: Reassessing the Informational Value of Bets," Working Papers wp817, Dipartimento Scienze Economiche, Universita' di Bologna.
• Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2015. "The impact of monetary policy on financial markets in small open economies: More or less effective during the global financial crisis?," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 60-70.
  • Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2011. "The Impact of Monetary Policy on Financial Markets in Small Open Economies: More or Less Effective During the Global Financial Crisis?," Working Papers on Regional Economic Integration 72, Asian Development Bank.
• Lu s Pacheco, 2012. "Moody S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 58-83.
  • Pacheco, Luís, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper 36551, University Library of Munich, Germany.
  • Pacheco, Luis, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers 22/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
• Thoenes, Stefan, 2011. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," EWI Working Papers 2011-6, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Samitas, Aristeidis & Tsakalos, Ioannis, 2011. "Hedging Effectiveness in Energy Market during Economic Crisis : Better Way to Integration," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 463-476.
• Shojai, Shahin & Feiger, George, 2011. "Economists’ Hubris – The Case of Award Winning Finance Literature," Journal of Financial Transformation, Capco Institute, vol. 31, pages 9-17.
• Antoniou, Antonios & Arbour, Philippe & Zhao, Huainan, 2011. "Measuring the Economic Gains of Mergers and Acquisitions: Is it Time for a Change?," Journal of Financial Transformation, Capco Institute, vol. 32, pages 159-168.
• Todea, Alexandru & Zoicas Ienciu, Adrian, 2011. "Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 175-192, March.
• Mansor H. Ibrahim, 2012. "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(1), pages 25-34, March.
  • Mansor, Ibrahim H., 2011. "Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 79-89, December.
• Tak ISA, 2011. "Impacts and Losses Caused By the Fraudulent and Manipulated Financial Information on Economic Decisions," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(5), pages 929-939, December.
• Olteanu, Dan, 2011. "Rolul Supracreditarii în Criza Economica a Tarilor Europene," Studii Economice 110910, Institutul National de Cercetari Economice (INCE).
• D. Van Geyt & P. Van Cauwenberge & H. Vander Bauwhede, 2011. "The Impact of the Financial Crisis on Insider Trading Profitability in Belgium," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/739, Ghent University, Faculty of Economics and Business Administration.
• Oleg Korenok & Bruce Mizrach & Stanislav Radchenko, 2011. "A Structural Approach To Information Shares," Departmental Working Papers 201130, Rutgers University, Department of Economics.
• Laurini, Márcio Poletti & Sanvicente, Antônio Zoratto & Monteiro, Rogério da Costa, 2011. "Generalized Tests of Investment Fund Performance," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(2), December.
  • Márcio Laurini, 2012. "Generalized Tests of Investment Fund Performance," IBMEC RJ Economics Discussion Papers 2012-03, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Mark Mietzner & Denis Schweizer & Marcel Tyrell, 2011. "Intra-Industry Effects of Shareholder Activism in Germany - Is there a Difference between Hedge Fund and Private Equity Investments?," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 63(2), pages 151-185, April.
• Cespa, Giovanni & Vives, Xavier, 2011. "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers D/915, IESE Business School.
  • Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Xavier Vives & Giovanni Cespa, 2011. "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers 929, Society for Economic Dynamics.
• Foucault, Thierry & Cespa, Giovanni, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers 8350, C.E.P.R. Discussion Papers.
  • Giovanni Cespa & Thierry Focault, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CSEF Working Papers 284, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Antonio Acconcia & Alfredo Del Monte & Luca Pennacchio & Germana Scepi, 2011. "IPO Underpricing and the Location of Firms," CSEF Working Papers 295, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 04 Feb 2021.
• Sarah Draus, 2011. "The Certification Role of Listings," CSEF Working Papers 297, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Egon Franck & Erwin Verbeek & Stephan Nüesch, 2011. "Sentimental Preferences and the Organizational Regime of Betting Markets," Southern Economic Journal, Southern Economic Association, vol. 78(2), pages 502-518, October.
• López Herrera, Francisco & Ortiz Calisto, Edgar & Gutiérrez, Raúl De Jesús, 2011. "Integración fraccionaria y valor en riesgo / Fractional Integration and Value at Risk," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 1(1), pages 29-53, enero-jun.
• Seongman Moon & Carlos Velasco, 2011. "The Forward Discount Puzzle: Identi cation of Economic Assumptions," Working Papers 1112, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers hal-03460920, HAL.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," SciencePo Working papers Main hal-03460920, HAL.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2012. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers 22-2012, Singapore Management University, School of Economics.
• Sébastien P. Kraenzlin & Benedikt von Scarpatetti, 2011. "Bargaining Power in the Repo Market," Working Papers 2011-14, Swiss National Bank.
• ABOSEDE, A. J. & OSENI, Jimoh Ezekiel, 2011. "Theoretical Analysis Of Firm And Market-Specific Proxies Of Information Asymmetry On Equity Prices In The Stock Markets," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 1(4), pages 1-10, June.
• Thomas Lux, 2011. "Sentiment dynamics and stock returns: the case of the German stock market," Empirical Economics, Springer, vol. 41(3), pages 663-679, December.
• John Appleby & Markus Riedle & Catherine Swords, 2013. "Bubbles and crashes in a Black–Scholes model with delay," Finance and Stochastics, Springer, vol. 17(1), pages 1-30, January.
• Robert Cressy & Hisham Farag, 2011. "Do size and unobservable company factors explain stock price reversals?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(1), pages 1-21, January.
• Daniel Kuester & Shane Sanders, 2011. "Regional information and market efficiency: the case of spread betting in United States college football," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(1), pages 116-122, January.
• Steve Johnson & Robert Stretcher, 2011. "News and noise: do investors react to stock split announcements differently during periods of high and low market volatility?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(1), pages 71-78, January.
• Richard DeFusco & Stoyu Ivanov & Gordon Karels, 2011. "The exchange traded funds’ pricing deviation: analysis and forecasts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(2), pages 181-197, April.
• Aigbe Akhigbe & Anna Martin & Melinda Newman, 2011. "Sarbanes-Oxley wealth effects: focus on technology firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(2), pages 211-237, April.
• António Martins & Ana Serra, 2011. "Market impact of international sporting and cultural events," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(4), pages 382-416, October.
  • António Miguel Martins & Ana Paula Serra, 2007. "Market Impact of International Sporting and Cultural Events," FEP Working Papers 240, Universidade do Porto, Faculdade de Economia do Porto.
  • António Miguel Martins & Ana Paula Serra, 2007. "Market Impact of International Sporting and Cultural Events," Working Papers 0720, International Association of Sports Economists;North American Association of Sports Economists.
• Kam Chan & Yung Lo, 2011. "Credit ratings and long-term IPO performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(4), pages 473-483, October.
• Ryuichi Yamamoto, 2011. "Volatility clustering and herding agents: does it matter what they observe?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 6(1), pages 41-59, May.
• Mordecai Kurz & Maurizio Motolese, 2011. "Diverse beliefs and time variability of risk premia," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 293-335, June.
  • Mordecai Kurz & Maurizio Motolese, 2007. "Diverse Beliefs and Time Variability of Risk Premia," Discussion Papers 06-044, Stanford Institute for Economic Policy Research.
• William Branch & George Evans, 2011. "Monetary policy and heterogeneous expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 365-393, June.
  • Branch, William A. & Evans, George W., 2010. "Monetary Policy and Heterogeneous Expectations," SIRE Discussion Papers 2010-32, Scottish Institute for Research in Economics (SIRE).
  • George W. Evans & William A.Branch, 2010. "Monetary Policy and Heterogeneous Expectations," University of Oregon Economics Department Working Papers 2010-4, University of Oregon Economics Department.
• Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.
• Han Ozsoylev & Jan Werner, 2011. "Liquidity and asset prices in rational expectations equilibrium with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 469-491, October.
• Xiaolou YANG, 2011. "Ambiguity, Analyst Forecast Incentives And Abnormal Stock Returns," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 117-129, June.
• Rajmund Mirdala, 2011. "Financial Integration And Economic Growth In The European Transition Economies," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 2(2), pages 116-137.
  • Mirdala, Rajmund, 2011. "Financial Integration and Economic Growth in the European Transition Economies," MPRA Paper 36695, University Library of Munich, Germany.
• Rajmund Mirdala, 2011. "Financial Integration And Economic Growth In The European Transition Economies," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 116-137, December.
  • Mirdala, Rajmund, 2011. "Financial Integration and Economic Growth in the European Transition Economies," MPRA Paper 36695, University Library of Munich, Germany.
• Tchai Tavor, 2011. "The Index Effect - Is It Possible To Predict?," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 177-184, December.
• Gonzalo Varela, 2011. "The Extrapolative Component in Exchange Rate Expectations and the Not-So-Puzzling Interest Parity: The Case of Uruguay," Working Paper Series 1911, Department of Economics, University of Sussex Business School.
• Taoufik Bouraoui, 2011. "The impact of stock spams on volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 21(13), pages 969-977.
  • Taoufik Bouraoui, 2009. "The impact of stock spams on volatility," EconomiX Working Papers 2009-30, University of Paris Nanterre, EconomiX.
• Lukas Menkhoff, 2011. "Are momentum traders different? Implications for the momentum puzzle," Applied Economics, Taylor & Francis Journals, vol. 43(29), pages 4415-4430.
  • Menkhoff, Lukas, 2010. "Are Momentum Traders Different? Implications for the Momentum Puzzle," Hannover Economic Papers (HEP) dp-448, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Maria Rosa Borges, 2011. "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, vol. 43(5), pages 631-639.
  • Maria Rosa Borges, 2007. "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics 2007/14, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2011. "The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress," The European Journal of Finance, Taylor & Francis Journals, vol. 17(9-10), pages 851-881, November.
  • Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2010. "The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress," CNMV Working Papers CNMV Working Papers no. 4, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Todorov, Viktor & Tauchen, George, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 356-371.
  • Viktor Todorov & George Tauchen, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 356-371, July.
  • Viktor Todorov & George Tauchen, 2010. "Volatility Jumps," Working Papers 10-09, Duke University, Department of Economics.
• Betty Agnani & Henry Aray, 2011. "The January effect across volatility regimes," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 947-953.
  • Bety Agnany & Henry Aray, 2007. "The January Effect across Volatility Regimes," ThE Papers 07/04, Department of Economic Theory and Economic History of the University of Granada..
• Murat Duran & Eda Gulsen & Refet Gurkaynak, 2011. "Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi," Working Papers 1122, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• George Diemer, 2011. "Comment on "Investigating Allegations of Pointshaving in NCAA Basketball Using Actual Sportsbook Betting Percentages"," DETU Working Papers 1101, Department of Economics, Temple University.
• Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2011. "On the Effects of Private Information on Volatility," Tinbergen Institute Discussion Papers 11-077/4, Tinbergen Institute.
  • Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2012. "On the Effects of Private Information on Volatility," CREATES Research Papers 2012-08, Department of Economics and Business Economics, Aarhus University.
• Ulrike Malmendier & Enrico Moretti & Florian Peters, 2011. "Winning by Losing: Evidence on Overbidding in Mergers," Tinbergen Institute Discussion Papers 11-101/2/DSF25, Tinbergen Institute.
• Humphery-Jenner, M., 2011. "High Frequency Trading, Information, and Takeovers," Discussion Paper 2011-047, Tilburg University, Center for Economic Research.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011. "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)," Other publications TiSEM f9895511-3b4b-4db5-bf34-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011. "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)," Discussion Paper 2011-069, Tilburg University, Center for Economic Research.
• Luc Renneboog & Christophe Spaenjers, 2011. "The Dutch Grey Market," De Economist, Springer, vol. 159(1), pages 25-40, March.
  • Renneboog, L.D.R. & Spaenjers, C., 2008. "The Dutch Grey Market," Other publications TiSEM 77991d9e-e897-4d2f-8f26-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Spaenjers, C., 2011. "The Dutch grey market," Other publications TiSEM 0633541a-6421-442a-b1e6-a, Tilburg University, School of Economics and Management.
  • Christophe Spaenjers & Luc Renneboog, 2011. "The Dutch Grey Market," Post-Print hal-00630379, HAL.
  • Renneboog, L.D.R. & Spaenjers, C., 2008. "The Dutch Grey Market," Discussion Paper 2008-88, Tilburg University, Center for Economic Research.
• Jon Faust & Jonathan H. Wright, 2011. "Efficient Prediction of Excess Returns," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 647-659, May.
  • Jon Faust & Jonathan H. Wright, 2008. "Efficient Prediction of Excess Returns," NBER Working Papers 14169, National Bureau of Economic Research, Inc.
• Yiuman Tse & Brian C. McTier & John K. Wald, 2011. "Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask sp," Working Papers 0004, College of Business, University of Texas at San Antonio.
• Yiuman Tse & Brian C. McTier & John K. Wald, 2011. "Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask sp," Working Papers 0004, College of Business, University of Texas at San Antonio.
• Yiuman Tse & Michael Williams, 2011. "Does Index Speculation Impact Commodity Prices? An Intraday Futures Analysis Using intraday data, we find that unidirectional causality runs from commodity index linked commodity futures to non-index ," Working Papers 0007, College of Business, University of Texas at San Antonio.
• Itzhak Ben‐David & Francesco Franzoni & Augustin Landier & Rabih Moussawi, 2013. "Do Hedge Funds Manipulate Stock Prices?," Journal of Finance, American Finance Association, vol. 68(6), pages 2383-2434, December.
  • Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," IDEI Working Papers 628, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," TSE Working Papers 11-221, Toulouse School of Economics (TSE).
  • Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," Working Paper Series 2011-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Itzhak Ben-David & Francesco A. Franzoni & Augustin Landier & Rabih Moussawi, 2011. "Do Hedge Funds Manipulate Stock Prices?," Swiss Finance Institute Research Paper Series 11-53, Swiss Finance Institute.
• Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano, 2011. "Insider Trading, Traded Volume and Returns," Working papers 26, Former Department of Economics and Public Finance "G. Prato", University of Torino.
• Eduardo Fajnzylber & Gonzalo Reyes, 2015. "Knowledge, Information, and Retirement Saving Decisions: Evidence from a Large-Scale Intervention in Chile," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 83-117, February.
  • Eduardo Fajnzylber & Gonzalo Reyes, 2011. "Knowledge, Information and retirement saving decisions: Evidence from a large scale intervention in Chile," Working Papers wp_011, Adolfo Ibáñez University, School of Government.
  • Fajnzylber, Eduardo & Reyes, Gonzalo, 2015. "Knowledge, information, and retirement saving decisions: evidence from a large-scale intervention in Chile," LSE Research Online Documents on Economics 123416, London School of Economics and Political Science, LSE Library.
• John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Papers 1110.4119, arXiv.org.
  • John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Working Papers 201131, Geary Institute, University College Dublin.
  • Cotter, John & Gabriel, Stuart & Roll, Richard, 2011. "Integration and contagion in US housing markets," MPRA Paper 34591, University Library of Munich, Germany.
• Pilar Abad & Antonio Díaz & M. Dolores Robles-Fernández, 2012. "Credit rating announcements, trading activity and yield spreads: the Spanish evidence," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(1), pages 38-63.
  • Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez, 2011. "Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence," Documentos de Trabajo del ICAE 2011-36, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez, 2011. "Determinants of trading activity after rating actions in the Corporate Debt Market," Documentos de Trabajo del ICAE 2011-37, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2011. "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 357-388.
  • Travis Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 357-387, National Bureau of Economic Research, Inc.
  • Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Working Papers 16491, National Bureau of Economic Research, Inc.
• Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2733-2746, October.
  • Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," CFS Working Paper Series 2010/01, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Dieter Hess & David Veredas, 2011. "The impact of macroeconomic news on quote adjustments, noise and informational volatility," ULB Institutional Repository 2013/136190, ULB -- Universite Libre de Bruxelles.
  • Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," SFB 649 Discussion Papers 2010-005, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Nikolaus Hautsch & Dieter Hess & David Veredas, 2010. "The impact of macroeconomic news on quote adjustments, noise and informational volatility," Working Papers ECARES 2010-004, ULB -- Universite Libre de Bruxelles.
  • Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," CFR Working Papers 11-06, University of Cologne, Centre for Financial Research (CFR).
• Magomet Yandiev, 2011. "The Damped Fluctuations as a Base of Market Quotations," Working Papers 0003, Moscow State University, Faculty of Economics.
• Marek SPIÅ Ã K & Roman Å PERKA, 2011. "Financial Market Simulation Based On Intelligent Agents €“ Case Study," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(3(17)/ Fa), pages 249-256.
• Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni, 2011. "Time lags in processing market-sensitive information. A case study," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 0811, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
• Ron Bird & Harry Liem & Susan Thorp, 2014. "Infrastructure: Real Assets and Real Returns," European Financial Management, European Financial Management Association, vol. 20(4), pages 802-824, September.
  • Ron Bird & Harry Liem & Susan Thorp, 2011. "Infrastructure: Real Assets and Real Returns," Working Paper Series 11, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
• Ron Bird & Harry Liem & Susan Thorp, 2011. "Private Equity: Strategies for Improving Performance," Working Paper Series 12, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
• Ron Bird & Paolo Pellizzari & Danny Yeung & David Gallagher, 2015. "Performance implications of active management of institutional mutual funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(1), pages 1-27, March.
  • Ron Bird & Paolo Pellizzari & Danny Yeung, 2011. "Performance Implications of Active Management of Institutional Mutual Funds," Working Paper Series 13, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
• Ron Bird & Krishna Reddy & Danny Yeung, 2014. "The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(2), pages 113-132.
  • Ron Bird & Krishna Reddy & Danny Yeung, 2011. "The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?," Working Paper Series 14, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
• Ron Bird & Daniel Choi & Danny Yeung, 2014. "Market uncertainty, market sentiment, and the post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 45-73, July.
  • Ron Bird & Daniel Choi & Danny Yeung, 2011. "Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift," Working Paper Series 15, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
• He, Xue-Zhong & Li, Kai, 2012. "Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 973-987.
  • Xue-Zhong He & Kai Li, 2011. "Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model," Research Paper Series 291, Quantitative Finance Research Centre, University of Technology, Sydney.
• Carmen LIPARA, 2011. "Investment Recommendations Made by Financial Analysts and Their Impact upon the Price Evolution of the Shares Listed on the Bucharest Stock Exchange," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 6(2), pages 100-123.
• Douglas Davis & Oleg Korenok & Edward Simpson Prescott, 2014. "An Experimental Analysis of Contingent Capital with Market‐Price Triggers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 999-1033, August.
  • Douglas D. Davis & Korenok Oleg & Edward S. Prescott, 2011. "An Experimental Analysis of Contingent Capital with Market-Price Triggers," Working Papers 1102, VCU School of Business, Department of Economics, revised Apr 2013.
• Miloš Božovic & Branko Uroševic & Boško Živkovic, 2011. "Credit Rating Agencies and Moral Hazard," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 58(2), pages 219-227, June.
• Miloš Božović & Branko Urošević & Boško Živković, 2011. "Credit Rating Agencies and Moral Hazard," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 58(2), pages 219-227.
• Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 172-188, April.
  • M. Frömmel & N. Kiss M & K. Pintér & -, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/626, Ghent University, Faculty of Economics and Business Administration.
  • Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," MNB Working Papers 2009/3, Magyar Nemzeti Bank (Central Bank of Hungary).
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2011. "Do individual index futures investors destabilize the underlying spot market?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(1), pages 81-101, January.
  • Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2009. "Do Individual Index Futures Investors Destabilize the Underlying Spot Market?," CQE Working Papers 0609, Center for Quantitative Economics (CQE), University of Muenster.
• Egon Franck & Erwin Verbeek & Stephan Nüesch, 2011. "Sentimental Preferences and the Organizational Regime of Betting Markets," Southern Economic Journal, John Wiley & Sons, vol. 78(2), pages 502-518, October.
  • Egon Franck & Erwin Verbeek & Stephan Nuesch, 2008. "Sentimental Preferences and the Organizational Regime of Betting Markets," Working Papers 0089, University of Zurich, Institute for Strategy and Business Economics (ISU), revised 2010.
• Egon Franck & Erwin Verbeek & Stephan Nüesch, 2011. "Sentimental Preferences and the Organizational Regime of Betting Markets," Southern Economic Journal, John Wiley & Sons, vol. 78(2), pages 502-518, October.
  • Egon Franck & Erwin Verbeek & Stephan Nuesch, 2008. "Sentimental Preferences and the Organizational Regime of Betting Markets," Working Papers 0089, University of Zurich, Institute for Strategy and Business Economics (ISU), revised 2010.
• Cristiana Mǎnescu, 2011. "Stock returns in relation to environmental, social and governance performance: Mispricing or compensation for risk?," Sustainable Development, John Wiley & Sons, Ltd., vol. 19(2), pages 95-118, March/Apr.
  • Manescu, Cristiana, 2009. "Stock returns in relation to environmental, social and governance performance: mispricing or compensation for risk?," Working Papers in Economics 376, University of Gothenburg, Department of Economics, revised 01 Mar 2010.
• Jinghan Cai & Hongbing Ouyang & Michael Chak Sham Wong, 2011. "The Bear Market In China: Which Trades Push The Stock Prices Down?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-22.
• Jinghan Cai & Hongbing Ouyang & Michael Chak Sham Wong, 2011. "The Bear Market In China: Which Trades Push The Stock Prices Down?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-22.
• Pravakar Sahoo & Rajiv Kumar, 2011. "The Impact Of Commodity Transaction Tax On Futures Trading In India: An Ex-Ante Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(03), pages 423-440.
• Pravakar Sahoo & Rajiv Kumar, 2011. "The Impact Of Commodity Transaction Tax On Futures Trading In India: An Ex-Ante Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(03), pages 423-440.
• Carsten Burhop & David Chambers & Brian Cheffins, 2011. "Is Regulation Essential to Stock Market Development? Going Public in London and Berlin, 1900-1913," Cologne Economic History papers 10, University of Cologne, Department of Economic and Business History, revised Mar 2011.
• Otilia SARAMAT & Bogdan DIMA, 2011. "Testing the Weak-Form Informational Efficiency of United Kingdom, United States of America and Japan’s Capital Markets," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(2(14)), pages 111-122.
• Haesner, Christian & Schanz, Deborah, 2011. "Taxes and the valuation of dividends: a study of dividend announcements in Germany," arqus Discussion Papers in Quantitative Tax Research 117, arqus - Arbeitskreis Quantitative Steuerlehre.
• Franke, Reiner & Westerhoff, Frank, 2012. "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1193-1211.
  • Franke, Reiner & Westerhoff, Frank, 2011. "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," BERG Working Paper Series 78, Bamberg University, Bamberg Economic Research Group.
• Dieci, Roberto & Westerhoff, Frank, 2011. "On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets," BERG Working Paper Series 79, Bamberg University, Bamberg Economic Research Group.
• Witte, Björn-Christopher, 2011. "Removing systematic patterns in returns in a financial market model by artificially intelligent traders," BERG Working Paper Series 82, Bamberg University, Bamberg Economic Research Group.
• Franke, Reiner & Westerhoff, Frank, 2011. "Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation," BERG Working Paper Series 83, Bamberg University, Bamberg Economic Research Group.
• Bobek, Andreas & Bohm, Thomas & Neuner, Stefan & Paintner, Sandra & Schmeußer, Stefanie & Waldvogel, Felix, 2011. "Ökonomische Analyse europäischer Bankenregulierung: Verbriefung und Interbankenmarkt im Fokus," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2011-01, University of Bayreuth, Chair of Finance and Banking.
• Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011. "Co-movements of Shanghai and New York stock prices by time-varying regressions," Journal of Comparative Economics, Elsevier, vol. 39(4), pages 577-583.
  • Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011. "Co-movements of Shanghai and New York Stock prices by time-varying regressions," BOFIT Discussion Papers 16/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Gregory C Chow & Changjiang Liu & Linlin Niu, 2013. "Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Kiema, Ilkka & Jokivuolle, Esa, 2011. "Leverage ratio requirement and credit allocation and bank stability," Bank of Finland Research Discussion Papers 10/2011, Bank of Finland.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2011. "Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors," Discussion Paper Series 1: Economic Studies 2011,23, Deutsche Bundesbank.
• Anke Kablau & Michael Wedow, 2012. "Gauging the Impact of a Low Interest Rate Environment on German Life Insurers," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(4), pages 279-298.
  • Kablau, Anke & Wedow, Michael, 2011. "Gauging the impact of a low-interest rate environment on German life insurers," Discussion Paper Series 2: Banking and Financial Studies 2011,02, Deutsche Bundesbank.
• Podlich, Natalia & Wedow, Michael, 2011. "Credit contagion between financial systems," Discussion Paper Series 2: Banking and Financial Studies 2011,15, Deutsche Bundesbank.
• Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2012. "Price adjustment to news with uncertain precision," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 337-355.
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," CFS Working Paper Series 2008/28, Center for Financial Studies (CFS).
  • Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2011. "Price adjustment to news with uncertain precision," CFR Working Papers 08-04 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," CFR Working Papers 08-04, University of Cologne, Centre for Financial Research (CFR).
  • Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008. "Price Adjustment to News with Uncertain Precision," FRU Working Papers 2008/01, University of Copenhagen. Department of Economics. Finance Research Unit.
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," SFB 649 Discussion Papers 2008-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Erik Theissen, 2012. "Price discovery in spot and futures markets: a reconsideration," The European Journal of Finance, Taylor & Francis Journals, vol. 18(10), pages 969-987, November.
  • Theissen, Erik, 2009. "Price discovery in spot and futures markets: A reconsideration," CFS Working Paper Series 2009/27, Center for Financial Studies (CFS).
  • Theissen, Erik, 2011. "Price discovery in spot and futures markets: A reconsideration," CFR Working Papers 09-17 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Theissen, Erik, 2009. "Price discovery in spot and futures markets: A reconsideration," CFR Working Papers 09-17, University of Cologne, Centre for Financial Research (CFR).
• Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2010. "The impact of investor sentiment on the German stock market," CFR Working Papers 10-03, University of Cologne, Centre for Financial Research (CFR).
  • Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2011. "The impact of investor sentiment on the German stock market," CFR Working Papers 10-03 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Hess, Dieter & Kreutzmann, Daniel & Pucker, Oliver, 2011. "Projected earnings accuracy and the profitability of stock recommendations," CFR Working Papers 10-17 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Jördis Hengelbrock & Erik Theissen & Christian Westheide, 2013. "Market Response to Investor Sentiment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(7-8), pages 901-917, September.
  • Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian, 2011. "Market response to investor sentiment," CFS Working Paper Series 2011/02, Center for Financial Studies (CFS).
  • Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian, 2011. "Market response to investor sentiment," CFR Working Papers 11-01, University of Cologne, Centre for Financial Research (CFR).
• Gerlinde Fellner & Erik Theissen, 2006. "Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory," Labsi Experimental Economics Laboratory University of Siena 009, University of Siena.
  • Fellner, Gerlinde & Theissen, Erik, 2011. "Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory," CFR Working Papers 11-03, University of Cologne, Centre for Financial Research (CFR).
  • Fellner, Gerline & Theissen, Erik, 2011. "Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory," CFS Working Paper Series 2011/05, Center for Financial Studies (CFS).
• Jank, Stephan, 2012. "Mutual fund flows, expected returns, and the real economy," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3060-3070.
  • Jank, Stephan, 2011. "Mutual fund flows, expected returns, and the real economy," CFR Working Papers 11-04, University of Cologne, Centre for Financial Research (CFR).
• Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2733-2746, October.
  • Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," CFS Working Paper Series 2010/01, Center for Financial Studies (CFS).
  • Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," CFR Working Papers 11-06, University of Cologne, Centre for Financial Research (CFR).
  • Nikolaus Hautsch & Dieter Hess & David Veredas, 2011. "The impact of macroeconomic news on quote adjustments, noise and informational volatility," ULB Institutional Repository 2013/136190, ULB -- Universite Libre de Bruxelles.
  • Nikolaus Hautsch & Dieter Hess & David Veredas, 2010. "The impact of macroeconomic news on quote adjustments, noise and informational volatility," Working Papers ECARES 2010-004, ULB -- Universite Libre de Bruxelles.
  • Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," SFB 649 Discussion Papers 2010-005, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Heinrichs, Nicolas & Hess, Dieter & Homburg, Carsten & Lorenz, Michael & Sievers, Soenke, 2011. "Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions," CFR Working Papers 11-11, University of Cologne, Centre for Financial Research (CFR).
• Hess, Dieter & Orbe, Sebastian, 2011. "Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test," CFR Working Papers 11-13, University of Cologne, Centre for Financial Research (CFR).
• Thomas Dimpfl & Stephan Jank, 2016. "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, vol. 22(2), pages 171-192, March.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can Internet search queries help to predict stock market volatility?," University of Tübingen Working Papers in Business and Economics 18, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can internet search queries help to predict stock market volatility?," CFR Working Papers 11-15, University of Cologne, Centre for Financial Research (CFR).
• Jördis Hengelbrock & Erik Theissen & Christian Westheide, 2013. "Market Response to Investor Sentiment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(7-8), pages 901-917, September.
  • Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian, 2011. "Market response to investor sentiment," CFR Working Papers 11-01, University of Cologne, Centre for Financial Research (CFR).
  • Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian, 2011. "Market response to investor sentiment," CFS Working Paper Series 2011/02, Center for Financial Studies (CFS).
• Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2009. "Strategic trading and trade reporting by corporate insiders," CFR Working Papers 09-15, University of Cologne, Centre for Financial Research (CFR).
  • Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2011. "Strategic trading and trade reporting by corporate insiders," CFS Working Paper Series 2011/04, Center for Financial Studies (CFS).
  • André Betzer & Jasmin Gider & Daniel Metzger & Erik Theissen, 2011. "Strategic Trading and Trade Reporting by Corporate Insiders," Schumpeter Discussion Papers sdp11015, Universitätsbibliothek Wuppertal, University Library.
  • Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2010. "Strategic trading and trade reporting by corporate insiders," CFR Working Papers 09-15 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Gerlinde Fellner & Erik Theissen, 2006. "Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory," Labsi Experimental Economics Laboratory University of Siena 009, University of Siena.
  • Fellner, Gerline & Theissen, Erik, 2011. "Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory," CFS Working Paper Series 2011/05, Center for Financial Studies (CFS).
  • Fellner, Gerlinde & Theissen, Erik, 2011. "Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory," CFR Working Papers 11-03, University of Cologne, Centre for Financial Research (CFR).
• H�lena Beltran-Lopez & Joachim Grammig & Albert J. Menkveld, 2012. "Limit order books and trade informativeness," The European Journal of Finance, Taylor & Francis Journals, vol. 18(9), pages 737-759, October.
  • Beltran-Lopez, Hélena & Grammig, Joachim G. & Menkveld, Albert J., 2011. "Limit order books and trade informativeness," CFS Working Paper Series 2011/09, Center for Financial Studies (CFS).
• Ben-Rephael, Azi & Oded, Jacob & Wohl, Avi, 2011. "Do firms buy their stock at bargain prices? Evidence from actual stock repurchase disclosure," CFS Working Paper Series 2011/17, Center for Financial Studies (CFS).
• Scholz, Peter & Walther, Ursula, 2011. "The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant," CPQF Working Paper Series 29, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
• Fischer, Thomas, 2011. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 54196, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas, 2011. "News reaction in financial markets within a behavioral finance model with heterogeneous agents," Darmstadt Discussion Papers in Economics 205, Darmstadt University of Technology, Department of Law and Economics.
  • Fischer, Thomas, 2011. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77416, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas, 2012. "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58930, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Toke, Ioane Muni & Pomponio, Fabrizio, 2011. "Modelling trades-through in a limited order book using Hawkes processes," Economics Discussion Papers 2011-32, Kiel Institute for the World Economy (IfW Kiel).
• van Roye, Björn, 2011. "Financial stress and economic activity in Germany and the Euro Area," Kiel Working Papers 1743, Kiel Institute for the World Economy (IfW Kiel).
• Axel Groß‐KlußMann & Nikolaus Hautsch, 2013. "Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(8), pages 724-742, December.
  • Groß-Klußmann, Axel & Hautsch, Nikolaus, 2011. "Predicting bid-ask spreads using long memory autoregressive conditional poisson models," SFB 649 Discussion Papers 2011-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Broll, Udo & Eckwert, Bernhard, 2011. "Information value, export and hedging," Dresden Discussion Paper Series in Economics 03/11, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
• Thomas Dimpfl & Stephan Jank, 2016. "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, vol. 22(2), pages 171-192, March.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can internet search queries help to predict stock market volatility?," CFR Working Papers 11-15, University of Cologne, Centre for Financial Research (CFR).
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can Internet search queries help to predict stock market volatility?," University of Tübingen Working Papers in Business and Economics 18, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Joseph P. Romano & Michael Wolf, 2011. "Testing for monotonicity in expected asset returns," ECON - Working Papers 017, Department of Economics - University of Zurich, revised Jan 2013.

2010

• André Schöne, 2010. "Zum Informationsgehalt der Volatilitätsindizes VDAX und VDAX-New der Deutsche Börse AG," Schmalenbach Journal of Business Research, Springer, vol. 62(6), pages 625-661, September.
• Russell Smyth & Ingrid Nielsen & Qingguo Zhai, 2010. "Personal Well-being in Urban China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 95(2), pages 231-251, January.
  • Russell Smyth & Ingrid Nielsen & Qingguo Zhai, 2009. "Personal Well-Being In Urban China," Development Research Unit Working Paper Series 01-09, Monash University, Department of Economics.
• Xiaolou YANG, 2010. "The Effect Of Annual Earnings Announcement Delay On Stock Returns," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 84-90, June.
• Fernando ESTRADA, 2010. "Theory Of Argumentation In Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(1), pages 18-22.
  • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 21824, University Library of Munich, Germany.
  • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 23932, University Library of Munich, Germany.
• Fernando Estrada, 2010. "Theory of Argumentation in Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 18-22, June.
  • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 21824, University Library of Munich, Germany.
  • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 23932, University Library of Munich, Germany.
• Ezzeddine ABAOUB & Mongi ARFAOUI & Hammadi SLITI, 2010. "Macroeconomic Fundamentals and Stock Return Dynamics: International Evidence from the Global Finance Area," Theoretical and Practical Research in Economic Fields, ASERS Publishing, vol. 0(2), pages 122-147, December.
• Manfred Gartner, 2010. "Predicting the presidential election cycle in US stock prices: guinea pigs versus the pros," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1759-1765.
  • Manfred Gärtner, 2008. "Predicting the Presidential Election Cycle in US Stock Prices: Guinea Pigs versus the Pros," University of St. Gallen Department of Economics working paper series 2008 2008-06, Department of Economics, University of St. Gallen.
• Christian David Dick & Qingwei Wang, 2010. "The economic impact of the Olympic Games: evidence from stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 861-864.
  • Dick, Christian D. & Wang, Qingwei, 2008. "The Economic Impact of Olympic Games: Evidence from Stock Markets," ZEW Discussion Papers 08-060, ZEW - Leibniz Centre for European Economic Research.
• Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi, 2010. "Integer-valued moving average modelling of the number of transactions in stocks," Applied Financial Economics, Taylor & Francis Journals, vol. 20(18), pages 1429-1440.
  • Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies 637, Umeå University, Department of Economics.
• Gerhard Kling & Utz Weitzel, 2010. "Endogenous mergers: bidder momentum and market reaction," Applied Financial Economics, Taylor & Francis Journals, vol. 20(3), pages 243-254.
  • G. Kling & U. Weitzel, 2009. "Endogenous mergers: Bidder momentum and market reaction," Working Papers 09-22, Utrecht School of Economics.
• Gregory James & Michail Karoglou, 2010. "Financial liberalization and stock market volatility: the case of Indonesia," Applied Financial Economics, Taylor & Francis Journals, vol. 20(6), pages 477-486.
  • Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009.
• Maurizio Michael Habib & Mark Joy, 2010. "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Applied Financial Economics, Taylor & Francis Journals, vol. 20(8), pages 601-626.
  • Habib, Maurizio Michael & Joy, Mark, 2008. "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Working Paper Series 947, European Central Bank.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010. "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, vol. 16(3), pages 227-244.
  • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0505009, University Library of Munich, Germany, revised 17 Jan 2006.
  • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0503014, University Library of Munich, Germany, revised 17 Jan 2006.
  • Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Economics Department Working Paper Series n1580505, Department of Economics, National University of Ireland - Maynooth.
• S. Muzzioli, 2010. "Option-based forecasts of volatility: an empirical study in the DAX-index options market," The European Journal of Finance, Taylor & Francis Journals, vol. 16(6), pages 561-586.
• Maria Rosa Borges, 2010. "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 711-726.
  • Maria Rosa Borges, 2008. "Efficient Market Hypothesis in European Stock Markets," Working Papers Department of Economics 2008/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Dungey, Mardi & Henry, Olan & McKenzie, Michael, 2010. "From Trade-to-Trade in US Treasuries," Working Papers 10446, University of Tasmania, Tasmanian School of Business and Economics, revised 01 May 2010.
• Dungey, Mardi & Hvozdyk, Lyudmyla, 2010. "Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)," Working Papers 10450, University of Tasmania, Tasmanian School of Business and Economics, revised 14 Jul 2010.
• Athanasios Vazakidis & Stergios Athianos, 2010. "Do Dividend Announcements Affect The Stock Prices in The Greek Stock Market?," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 3(2), pages 57-77, December.
• George Diemer & Mike Leeds, 2010. "Point Shaving in NCAA Basketball: Corrupt Behavior or Statistical Artifact?," DETU Working Papers 1009, Department of Economics, Temple University.
• Alessandro Beber & Marco Pagano, 2013. "Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis," Journal of Finance, American Finance Association, vol. 68(1), pages 343-381, February.
  • Alessandro Beber & Marco Pagano, 2009. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CSEF Working Papers 241, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 03 Sep 2011.
  • Alessandro Beber & Marco Pagano, 2010. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," Tinbergen Institute Discussion Papers 10-106/2/DSF 1, Tinbergen Institute.
  • Pagano, Marco & Beber, Alessandro, 2009. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CEPR Discussion Papers 7557, C.E.P.R. Discussion Papers.
• Botshekan, Mahmoud & Kraeussl, Roman & Lucas, Andre, 2012. "Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1279-1301, December.
  • Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010. "Cash flow and discount rate risk in up and down markets: What is actually priced?," CFS Working Paper Series 2010/20, Center for Financial Studies (CFS).
  • Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010. "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers 10-116/2/DSF 3, Tinbergen Institute.
• Cziraki, P. & de Goeij, P. C. & Renneboog, L.D.R., 2010. "Insider Trading, Option Exercises and Private Benefits of Control (Revision of DP 2010-32)," Other publications TiSEM d77eb862-1191-40d2-b2e6-f, Tilburg University, School of Economics and Management.
  • Cziraki, P. & de Goeij, P. C. & Renneboog, L.D.R., 2010. "Insider Trading, Option Exercises and Private Benefits of Control (Revision of DP 2010-32)," Discussion Paper 2010-90, Tilburg University, Center for Economic Research.
• Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2010. "Response speeds of direct and securitized real estate to shocks in the fundamentals," Discussion Papers 60, Aboa Centre for Economics.
• Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," KIER Working Papers 711, Kyoto University, Institute of Economic Research.
  • Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," CIRJE F-Series CIRJE-F-756, CIRJE, Faculty of Economics, University of Tokyo.
  • Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," CARF F-Series CARF-F-227, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Bernd SÜSSMUTH & Malte HEYNE, 2010. "Cycles, Shocks, And Sentiment: Reunification, Realignment Of Public Spending And The Cyclical Growth-National Sporting Succes Nexus," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 31, pages 65-80.
• Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 467-477, 04-05.
  • Vives, Xavier, 2009. "Asset auctions, information and liquidity," IESE Research Papers D/837, IESE Business School.
  • Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," CESifo Working Paper Series 2906, CESifo.
  • Vives, Xavier, 2010. "Asset Auctions, Information, and Liquidity," CEPR Discussion Papers 7670, C.E.P.R. Discussion Papers.
• Fasten, Erik R. & Hofmann, Dirk, 2010. "Two-sided Certification: The market for Rating Agencies," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 338, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," IDEI Working Papers 600, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," TSE Working Papers 10-147, Toulouse School of Economics (TSE).
• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815–2007," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 53-92, National Bureau of Economic Research, Inc.
  • Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 53-92.
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• Erik Snowberg & Justin Wolfers, 2010. "Explaining the Favorite-Long Shot Bias: Is it Risk-Love or Misperceptions?," Journal of Political Economy, University of Chicago Press, vol. 118(4), pages 723-746, August.
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• Roland Gillet & Hubert De La Bruslerie, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?," European Financial Management, European Financial Management Association, vol. 16(4), pages 552-584, September.
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• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, vol. 104(3), pages 452-468.
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  • Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Working Papers 16068, National Bureau of Economic Research, Inc.
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• Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2010. "On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders," Journal of Economic Behavior & Organization, Elsevier, vol. 74(3), pages 187-205, June.
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• Manzano, Carolina & Vives, Xavier, 2011. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 346-369.
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  • Carolina Manzano & Xavier Vives, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CESifo Working Paper Series 3137, CESifo.
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• Matthias R. Fengler & Helmut Herwartz & Christian Werner, 2012. "A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew," Journal of Financial Econometrics, Oxford University Press, vol. 10(3), pages 457-493, June.
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• Melita CHARITOU & Petros LOIS & Adamos VLITTIS, 2010. "Do Capital Markets Value Earnings And Cash Flows Alike? International Empirical Evidence," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(3(13)/Fal), pages 173-183.
• Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni, 2010. "Intra-day anomalies in the relationship between U.S. futures and European stock indexes," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 1210, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
• Bird, Ron & Yeung, Danny, 2012. "How do investors react under uncertainty?," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 310-327.
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• Ron Bird & Susan Thorp, 2010. "Hedge Fund Excess Returns Under Time-Varying Beta," Working Paper Series 9, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
• Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010. "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers 2010_10, Department of Economics, University of Venice "Ca' Foscari".
• Nikola Gradojević & Vladimir Djaković & Goran Andjelić, 2010. "Random Walk Theory and Exchange Rate Dynamics in Transition Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 303-320, September.
• Nikola Gradojević & Vladimir Djaković & Goran Andjelić, 2010. "Random Walk Theory and Exchange Rate Dynamics in Transition Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 303-320.
• Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk, 2010. "Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures," Working Papers 2010-03, Faculty of Economic Sciences, University of Warsaw.
• Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010. "Midquotes or Transactional Data? The Comparison of Black Model on HF Data," Working Papers 2010-15, Faculty of Economic Sciences, University of Warsaw.
• Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010. "Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options," Working Papers 2010-16, Faculty of Economic Sciences, University of Warsaw.
• Gerard Caprio, 2011. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 14, Edward Elgar Publishing.
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• Deniz Anginer & Çelim Yıldızhan, 2018. "Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns [The risk-adjusted cost of financial distress]," Review of Finance, European Finance Association, vol. 22(2), pages 633-660.
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• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1493-1520, October.
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• Kenneth N. Kuttner & Adam S. Posen, 2010. "Do Markets Care Who Chairs the Central Bank?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 347-371, March.
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• Sungho Choi & Bill B. Francis & Iftekhar Hasan, 2010. "Cross-Border Bank M&As and Risk: Evidence from the Bond Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 615-645, June.
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• Christoph Moser & Axel Dreher, 2010. "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1589-1612, December.
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• David Paton & Donald S. Siegel & Leighton Vaughan Williams, 2010. "Symposium - Gambling, Prediction Markets and Public Policy," Southern Economic Journal, John Wiley & Sons, vol. 76(4), pages 878-883, April.
• Jaiho Chung & Joon Ho Hwang, 2010. "Symposium -An Empirical Examination of the Parimutuel Sports Lottery Market versus the Bookmaker Market," Southern Economic Journal, John Wiley & Sons, vol. 76(4), pages 884-905, April.
• David Marginson, 2010. "Symposium - Market Inefficiency in Person-to-Person Betting: Examining ‘Known Loser’ Insider Trading on the Exchanges," Southern Economic Journal, John Wiley & Sons, vol. 76(4), pages 932-952, April.
• Rudolf F. Klein & K. Victor Chow, 2010. "Orthogonalized Equity Risk Premia and Systematic Risk Decomposition," Working Papers 10-05, Department of Economics, West Virginia University.
• Rudolf F. Klein & K. Victor Chow, 2010. "Sentiment Effect and Market Portfolio Inefficiency," Working Papers 10-08, Department of Economics, West Virginia University.
• Christophe Godlewski & Zuzana Fungáčová & Laurent Weill, 2011. "Stock Market Reaction to Debt Financing Arrangements in Russia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 53(4), pages 679-693, December.
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• Sungho Choi & Bill B. Francis & Iftekhar Hasan, 2010. "Cross‐Border Bank M&As and Risk: Evidence from the Bond Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 615-645, June.
  • Sungho Choi & Bill B. Francis & Iftekhar Hasan, 2010. "Cross-Border Bank M&As and Risk: Evidence from the Bond Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 615-645, June.
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• Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2010. "Credit allocation, capital requirements and output," Bank of Finland Research Discussion Papers 17/2010, Bank of Finland.
• Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2009. "Strategic trading and trade reporting by corporate insiders," CFR Working Papers 09-15, University of Cologne, Centre for Financial Research (CFR).
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• Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2010. "The impact of investor sentiment on the German stock market," CFR Working Papers 10-03, University of Cologne, Centre for Financial Research (CFR).
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• Grammig, Joachim G. & Peter, Franziska J., 2010. "Tell-tale tails: A data driven approach to estimate unique market information shares," CFR Working Papers 10-06, University of Cologne, Centre for Financial Research (CFR).
• Hess, Dieter E. & Kreutzmann, Daniel & Pucker, Oliver, 2010. "Projected earnings accuracy and the profitability of stock recommendations," CFR Working Papers 10-17, University of Cologne, Centre for Financial Research (CFR).
• Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2733-2746, October.
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• Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2014. "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 50-69.
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• Maurer, Kai-Oliver & Schäfer, Carsten, 2010. "Analysis of binary trading patterns in Xetra," CFS Working Paper Series 2010/12, Center for Financial Studies (CFS).
• Hendershott, Terrence & Menkveld, Albert J., 2014. "Price pressures," Journal of Financial Economics, Elsevier, vol. 114(3), pages 405-423.
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• Ende, Bartholomäus & Lutat, Marco, 2010. "Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50," CFS Working Paper Series 2010/15, Center for Financial Studies (CFS).
• Botshekan, Mahmoud & Kraeussl, Roman & Lucas, Andre, 2012. "Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1279-1301, December.
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• Verrier, Tatjana, 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," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 41600.
• Stein, Jerome L., 2010. "Alan Greenspan, the quants and stochastic optimal control," Economics Discussion Papers 2010-17, Kiel Institute for the World Economy (IfW Kiel).
• Caccioli, Fabio & Marsili, Matteo, 2010. "Efficiency and stability in complex financial markets," Economics Discussion Papers 2010-3, Kiel Institute for the World Economy (IfW Kiel).
• Caccioli, Fabio & Marsili, Matteo, 2010. "Information efficiency and financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-20.
• Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank, 2010. "Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-26.
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• Maschke Mario & Schmidt Ulrich, 2011. "Das Wettmonopol in Deutschland: Status quo und Reformansätze," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 60(1), pages 110-124, April.
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• Maschke Mario & Schmidt Ulrich, 2011. "Das Wettmonopol in Deutschland: Status quo und Reformansätze," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 60(1), pages 110-124, April.
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• Rickels Wilfried & Görlich Dennis & Peterson Sonja, 2015. "Explaining European Emission Allowance Price Dynamics: Evidence from Phase II," German Economic Review, De Gruyter, vol. 16(2), pages 181-202, May.
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• Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2733-2746, October.
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• Fasten, Erik R. & Hofmann, Dirk, 2010. "Two-sided certification: The market for rating agencies," SFB 649 Discussion Papers 2010-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Horst, Ulrich & Moreno-Bromberg, Santiago, 2010. "Efficiency and equilibria in games of optimal derivative design," SFB 649 Discussion Papers 2010-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Cascino, Stefano & Gassen, Joachim, 2010. "Mandatory IFRS adoption and accounting comparability," SFB 649 Discussion Papers 2010-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Breuer, Wolfgang & Gürtler, Marc, 2010. "Implied rates of return, the discount rate effect, and market risk premia," Working Papers IF33V3, Technische Universität Braunschweig, Institute of Finance.
• Ehlers, Stefan & Gürtler, Marc & Olboeter, Sven, 2010. "Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices," Working Papers IF34V1, Technische Universität Braunschweig, Institute of Finance.
• Broll, Udo & Eckwert, Bernhard & Wong, Kit Pong, 2010. "International trade and the role of market transparency," Dresden Discussion Paper Series in Economics 08/10, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
• Schulz, Frowin C., 2010. "Explaining time-varying risk of electricity forwards: trading activity and news announcements," Discussion Papers in Econometrics and Statistics 8/10, University of Cologne, Institute of Econometrics and Statistics.
• Schindler, Felix, 2010. "Further evidence on the (in-) efficiency of the U.S. housing market," ZEW Discussion Papers 10-004, ZEW - Leibniz Centre for European Economic Research.
• Schindler, Felix, 2010. "How efficient is the U.K. housing market?," ZEW Discussion Papers 10-030, ZEW - Leibniz Centre for European Economic Research.
• Felix Schindler, 2010. "Market Efficiency In The Emerging Securitized Real Estate Markets," ERES eres2010_138, European Real Estate Society (ERES).
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• Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2012. "Modeling and explaining the dynamics of European Union Allowance prices at high-frequency," Energy Economics, Elsevier, vol. 34(1), pages 316-326.
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• Schindler, Felix & Voronkova, Svitlana, 2010. "Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration," ZEW Discussion Papers 10-051, ZEW - Leibniz Centre for European Economic Research.
• Mohamed Ali Trabelsi, 2010. "Overreaction and portfolio‐selection strategies in the Tunisian stock market," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 11(3), pages 310-322, May.
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• Mohamed Ali Trabelsi, 2010. "Overreaction and portfolio-selection strategies in the Tunisian stock market," Journal of Risk Finance, Emerald Group Publishing, vol. 11(3), pages 310-322, May.
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• Leonard F.S. Wang & Ya‐Chin Wang, 2010. "Stackelberg real‐leader in an insider trading model," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(1), pages 30-46, March.
• Hans J. Blommestein & Lex H. Hoogduin & Jolanda J.W. Peeters & Wim W. Boonstra & Verónica Vallés & Christian Weistroffer & Stephan Schulmeister, 2010. "The Quest for Stability: the view of financial institutions," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/3 edited by Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn, May.
• Lorne N. Switzer & Haibo Fan, 2010. "Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment," International Econometric Review (IER), Econometric Research Association, vol. 2(1), pages 11-35, April.
• Konstantinos J. Liapis, 2010. "The Residual Value Models: A Framework for Business Administration," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 83-102.
• Lisa Leinert, 2010. "How do unanticipated discoveries of oil fields affect the oil price?," CER-ETH Economics working paper series 10/140, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Staffan Linden, 2010. "The Price and Risk Effects of Option Introductions on the Nordic Markets," European Economy - Economic Papers 2008 - 2015 434, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Salvatore Modica, 2010. "Uninformed Traders in European Stock Markets," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(100), pages 157-174.
• Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 281-294, November.
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• Ladislav Krištoufek, 2010. "Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 315-329, November.
• Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 281-294, November.
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• Michael Princ, 2010. "Relationship between Czech and European developed stock markets: DCC MVGARCH analysis," Working Papers IES 2010/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2010.
• Kristýna Ivanková, 2010. "Isobars and the Efficient Market Hypothesis," Working Papers IES 2010/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2010.
• Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík, 2010. "Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries," Working Papers IES 2010/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2010.
• Meng Li, 2010. "A CGE Analysis of Oil Price Change," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 5(1), pages 96-113, March.
• Anissa Naouar, 2010. "Can Market Actors Help Monitor European Banks?," Frontiers in Finance and Economics, SKEMA Business School, vol. 7(2), pages 138-182, October.
• Cristiana Cerqueira Leal, Manuel J. Rocha Armada, João L. C. Duque, 2010. "Are All Individual Investors Equally Prone to the Disposition Effect All the Time? New Evidence from a Small Market," Frontiers in Finance and Economics, SKEMA Business School, vol. 7(2), pages 38-68, October.
• Fatum, Rasmus, 2015. "Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 185-199.
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  • Rasmus Fatum, 2010. "Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?," Globalization Institute Working Papers 57, Federal Reserve Bank of Dallas.
• Gary Gorton & Andrew Metrick, 2010. "Haircuts," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 507-520.
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• Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011. "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, vol. 101(3), pages 574-595, September.
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• Miguel Antón & Christopher Polk, 2014. "Connected Stocks," Journal of Finance, American Finance Association, vol. 69(3), pages 1099-1127, June.
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• Amil Dasgupta & Andrea Prat & Michela Verardo, 2011. "Institutional Trade Persistence and Long‐Term Equity Returns," Journal of Finance, American Finance Association, vol. 66(2), pages 635-653, April.
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• Vicente Cuñat & Mireia Gine & Maria Guadalupe, 2012. "The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value," Journal of Finance, American Finance Association, vol. 67(5), pages 1943-1977, October.
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• Holger Daske & Moritz Bassemir & Felix F. Fischer, 2010. "Manipulation des Börsenkurses durch gezielte Informationspolitik im Rahmen von Squeeze-Outs? – Eine empirische Untersuchung am deutschen Kapitalmarkt," Working Paper Series: Finance and Accounting 200, Department of Finance, Goethe University Frankfurt am Main.
• Caitlin Ann Greatrex & Erick W. Rengifo, 2010. "Government Intervention and the CDS Market: A Look at the Market's Response to Policy Announcements During the 2007-2009 Financial Crisis," Fordham Economics Discussion Paper Series dp2010-12, Fordham University, Department of Economics.
• Abdul Jalil1 & Mete Feridun, 2010. "Explaining exchange rate movements: an application of the market microstructure approach on the Pakistani foreign exchange market," Journal of Developing Areas, Tennessee State University, College of Business, vol. 44(1), pages 255-265, September.
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• Mirela Malin & Graham Bornholt, 2010. "Enhancing Contrarian Strategies: Evidence from Developed Markets Indices," Discussion Papers in Finance finance:201001, Griffith University, Department of Accounting, Finance and Economics.
• Zoltam Murgulov & Eduardo Roca, 2010. "Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers?," Discussion Papers in Finance finance:201013, Griffith University, Department of Accounting, Finance and Economics.
• W.K. Adrian Cheung & Eduardo Roca, 2010. "Is Corporate Sustainability valued by Australian Investors?," Discussion Papers in Finance finance:201017, Griffith University, Department of Accounting, Finance and Economics.
• Alexeev, Vitali & Tapon, Francis, 2011. "Testing weak form efficiency on the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 661-691, September.
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• Cipriani Marco & Guarino Antonio, 2008. "Herd Behavior and Contagion in Financial Markets," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 8(1), pages 1-56, October.
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• Pierre-André Maugis, 2010. "Market efficiencies and market risks," Documents de travail du Centre d'Economie de la Sorbonne 10094, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Capelle-Blancard, Gunther & Laguna, Marie-Aude, 2010. "How does the stock market respond to chemical disasters?," Journal of Environmental Economics and Management, Elsevier, vol. 59(2), pages 192-205, March.
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• Roland Gillet & Hubert De La Bruslerie, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?," European Financial Management, European Financial Management Association, vol. 16(4), pages 552-584, September.
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• Roland Gillet & Hubert De La Bruslerie, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?," European Financial Management, European Financial Management Association, vol. 16(4), pages 552-584, September.
  • Roland Gillet & Hubert de La Bruslerie, 2010. "The consequences of issuing convertible bonds: Dilution and/or financial restructuring?," Post-Print halshs-00674248, HAL.
  • Roland Gillet & Hubert de la Bruslerie, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?," Post-Print hal-03934400, HAL.
  • Roland Gillet & Hubert de La Bruslerie, 2010. "The consequences of issuing convertible bonds: Dilution and/or financial restructuring?," ULB Institutional Repository 2013/14178, ULB -- Universite Libre de Bruxelles.
  • Étienne de Callataÿ & Roland Gillet, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring? [Incitations perverses, résultats non durables. Le rôle des politiques salariales et fiscales dans la crise f," Post-Print hal-03712714, HAL.
• Capelle-Blancard, Gunther & Laguna, Marie-Aude, 2010. "How does the stock market respond to chemical disasters?," Journal of Environmental Economics and Management, Elsevier, vol. 59(2), pages 192-205, March.
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  • Marie-Aude Laguna & Gunther Capelle-Blancard, 2010. "How Does the Stock Market Respond to Chemical Disasters?," Post-Print halshs-00637961, HAL.
• Roland Gillet & Hubert De La Bruslerie, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?," European Financial Management, European Financial Management Association, vol. 16(4), pages 552-584, September.
  • Roland Gillet & Hubert de la Bruslerie, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?," Post-Print hal-03934400, HAL.
  • Roland Gillet & Hubert de La Bruslerie, 2010. "The consequences of issuing convertible bonds: Dilution and/or financial restructuring?," Post-Print halshs-00674248, HAL.
  • Roland Gillet & Hubert de La Bruslerie, 2010. "The consequences of issuing convertible bonds: Dilution and/or financial restructuring?," ULB Institutional Repository 2013/14178, ULB -- Universite Libre de Bruxelles.
  • Étienne de Callataÿ & Roland Gillet, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring? [Incitations perverses, résultats non durables. Le rôle des politiques salariales et fiscales dans la crise f," Post-Print hal-03712714, HAL.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1607-1626.
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• Maximilian J. B. Hall & Paul Hamalainen & Adrian Pop & Barry Howcroft, 2008. "Did the market signal impending problems at Northern Rock? An analysis of four financial instruments," Discussion Paper Series 2008_11, Department of Economics, Loughborough University, revised Oct 2008.
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• Hélène Raymond, 2010. "Sovereign Wealth Funds as Domestic Investors of Last Resort During Crises," International Economics, CEPII research center, issue 123, pages 121-159.
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• Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," Working Papers CEB 10-002.RS, ULB -- Universite Libre de Bruxelles.
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• Menkhoff, Lukas, 2010. "The use of technical analysis by fund managers: International evidence," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2573-2586, November.
  • Menkhoff, Lukas, 2010. "The Use of Technical Analysis by Fund Managers: International Evidence," Hannover Economic Papers (HEP) dp-446, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Lukas Menkhoff, 2011. "Are momentum traders different? Implications for the momentum puzzle," Applied Economics, Taylor & Francis Journals, vol. 43(29), pages 4415-4430.
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• Fricke, Christoph & Menkhoff, Lukas, 2011. "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1057-1072, May.
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• Peter Cziraki & Prof. Dr. Luc Renneboog & Peter de Goeij, 2010. "Insider Trading, Option Exercises and Private Benefits of Control," CERS-IE WORKING PAPERS 1006, Institute of Economics, Centre for Economic and Regional Studies.
• Matthew S. Yiu & Wai-Yip Alex Ho & Yue Ma & Shu-Ki Tsang, 2010. "An Analytical Framework for the Hong Kong Dollar Exchange Rate Dynamics under Strong Capital Inflows," Working Papers 1005, Hong Kong Monetary Authority.
• Eric Girardin & Dijun Tan & Woon K. Wong, 2010. "Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets," Working Papers 022010, Hong Kong Institute for Monetary Research.
• Matthew S. Yiu & Joseph K. W. Fung & Lu Jin & Wai-Yip Alex Ho, 2010. "Liquidity Crunch in Late 2008: High-Frequency Differentials between Forward-Implied Funding Costs and Money Market Rates," Working Papers 262010, Hong Kong Institute for Monetary Research.
• Yue Ma & Shu-ki Tsang & Matthew S. Yiu & Wai-Yip Alex Ho, 2010. "A Target-Zone Model with Two Types of Assets," Working Papers 302010, Hong Kong Institute for Monetary Research.
• Christian Fahrholz & Roman Goldbach, 2010. "Burying the Stability Pact: The Reanimation of Default Risk in the Euro Area," Global Financial Markets Working Paper Series 10-2010, Friedrich-Schiller-University Jena.
• Ishikawa, Ryuichiro & Kudoh, Noritaka, 2010. "Beauty Contests and Asset Prices under Asymmetric Information," Discussion paper series. A 218, Graduate School of Economics and Business Administration, Hokkaido University.
• John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2010. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 305-344, January.
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  • John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," NBER Working Papers 11389, National Bureau of Economic Research, Inc.
  • Polk, Christopher & Vuolteenaho, Tuomo & Campbell, John Y., 2010. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Scholarly Articles 9887622, Harvard University Department of Economics.
  • John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Harvard Institute of Economic Research Working Papers 2082, Harvard - Institute of Economic Research.
• Hideaki Sakawa & Masato Ubukata, 2010. "The Reform of Tokyo Stock Exchange and Transparency," Global COE Hi-Stat Discussion Paper Series gd09-122, Institute of Economic Research, Hitotsubashi University.
• Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2733-2746, October.
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  • Nikolaus Hautsch & Dieter Hess & David Veredas, 2011. "The impact of macroeconomic news on quote adjustments, noise and informational volatility," ULB Institutional Repository 2013/136190, ULB -- Universite Libre de Bruxelles.
  • Nikolaus Hautsch & Dieter Hess & David Veredas, 2010. "The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility," SFB 649 Discussion Papers SFB649DP2010-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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• Erik R. Fasten & Dirk Hofmann, 2010. "Two-sided Certification: The market for Rating Agencies," SFB 649 Discussion Papers SFB649DP2010-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Ulrich Horst & Santiago Moreno-Bromberg, 2010. "Efficiency and Equilibria in Games of Optimal Derivative Design," SFB 649 Discussion Papers SFB649DP2010-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Ulrich Horst & Santiago Moreno-Bromberg, 2011. "Efficiency and Equilibria in Games of Optimal Derivative Design," Papers 1107.0839, arXiv.org.
• Stefano Cascino & Joachim Gassen, 2010. "Mandatory IFRS adoption and accounting comparability," SFB 649 Discussion Papers SFB649DP2010-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Yen-Hsien Lee, 2010. "The Impact Of Deregulation On Stock Market Efficiency," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(2), pages 165-176.
• R. Ratneswary V. Rasiah, 2010. "Macroeconomic Activity And The Malaysian Stock Market: Empirical Evidence Of Dynamic Relations," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(2), pages 59-69.
• Michael J. Gift & Paul Gift & YeQing Yang, 2010. "Financial Market Reactions To Earnings Announcements And Earnings Forecast Revisions: Evidence From The U.S. And China," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(2), pages 85-96.
• Stoyu I. Ivanov, 2010. "Discretionary Deletions From The S&P 500 Index: Evidence On Forecasted And Realized Earnings," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(4), pages 1-9.
• Md Hamid Uddin, 2010. "Corporate Spin-Offs And Shareholders' Value: Evidence From Singapore," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(4), pages 43-58.
• Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," TSE Working Papers 10-147, Toulouse School of Economics (TSE).
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• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1493-1520, October.
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• Abdullah YALAMA & Ulaş ÜNLÜ, 2010. "The calendar anomalies in IPO returns: Evidence from Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 25(286), pages 89-109.
• Nilgün ÇİL YAVUZ & Burcu KIRAN, 2010. "Could Istanbul Stock Exchange be characterized by random walk process?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 25(296), pages 77-91.
• Joshua Porter & Harminder Singh, 2010. "What Factors Drive Takeovers in Australia?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 9(2), pages 87-103, August.
• Magnus Andersson, 2010. "Using Intraday Data to Gauge Financial Market Responses to Federal Reserve and ECB Monetary Policy Decisions," International Journal of Central Banking, International Journal of Central Banking, vol. 6(2), pages 117-146, June.
• Caroline Jardet & Gaelle Le Fol, 2010. "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 316-330.
  • Caroline Jardet & Le Fol, G., 2007. "Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework," Working papers 167, Banque de France.
  • Caroline Jardet & Gaëlle Le Fol, 2009. "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," Post-Print hal-02877978, HAL.
• Paolo Colla & José M. Marín, 2010. "Performance evaluation in competitive REE models," Working Papers 2010-21, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
• Kei Imakubo & Yutaka Soejima, 2010. "The Transaction Network in Japan's Interbank Money Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 28, pages 107-150, November.
• Roberto Piazza, 2015. "Financial innovation and risk: the role of information," Annals of Finance, Springer, vol. 11(3), pages 477-502, November.
  • Roberto Piazza, 2010. "Financial innovation and risk: the role of information," 2010 Meeting Papers 73, Society for Economic Dynamics.
  • Roberto Piazza, 2010. "Financial Innovation and Risk, the Role of Information," IMF Working Papers 10/266, International Monetary Fund.
  • Roberto Piazza, 2010. "Financial innovation and risk: the role of information," Temi di discussione (Economic working papers) 759, Bank of Italy, Economic Research and International Relations Area.
• Laeven, Luc & Tong, Hui, 2012. "US monetary shocks and global stock prices," Journal of Financial Intermediation, Elsevier, vol. 21(3), pages 530-547.
  • Laeven, Luc & Tong, Hui, 2010. "U.S. Monetary Shocks and Global Stock Prices," CEPR Discussion Papers 8090, C.E.P.R. Discussion Papers.
  • Luc Laeven & Hui Tong, 2010. "U.S. Monetary Shocks and Global Stock Prices," IMF Working Papers 10/278, International Monetary Fund.
• Marco Cipriani & Antonio Guarino, 2014. "Estimating a Structural Model of Herd Behavior in Financial Markets," American Economic Review, American Economic Association, vol. 104(1), pages 224-251, January.
  • Antonio Guarino & Marco Cipriani, 2010. "Estimating a Structural Model of Herd Behavior in Financial Markets," IMF Working Papers 10/288, International Monetary Fund.
  • Marco Cipriani & Antonio Guarino, 2012. "Estimating a structural model of herd behavior in financial markets," Staff Reports 561, Federal Reserve Bank of New York.
• Laeven, Luc & Tong, Hui, 2012. "US monetary shocks and global stock prices," Journal of Financial Intermediation, Elsevier, vol. 21(3), pages 530-547.
  • Laeven, Luc & Tong, Hui, 2010. "U.S. Monetary Shocks and Global Stock Prices," CEPR Discussion Papers 8090, C.E.P.R. Discussion Papers.
  • Mr. Luc Laeven & Mr. Hui Tong, 2010. "U.S. Monetary Shocks and Global Stock Prices," IMF Working Papers 2010/278, International Monetary Fund.
• Marco Cipriani & Antonio Guarino, 2014. "Estimating a Structural Model of Herd Behavior in Financial Markets," American Economic Review, American Economic Association, vol. 104(1), pages 224-251, January.
  • Antonio Guarino & Marco Cipriani, 2010. "Estimating a Structural Model of Herd Behavior in Financial Markets," IMF Working Papers 2010/288, International Monetary Fund.
  • Marco Cipriani & Antonio Guarino, 2012. "Estimating a structural model of herd behavior in financial markets," Staff Reports 561, Federal Reserve Bank of New York.
• Thomas J. Brennan & Andrew W. Lo, 2010. "Impossible Frontiers," Management Science, INFORMS, vol. 56(6), pages 905-923, June.
  • Thomas J. Brennan & Andrew W. Lo, 2008. "Impossible Frontiers," NBER Working Papers 14525, National Bureau of Economic Research, Inc.
• Michael Hanke & Michael Kirchler, 2013. "Football championships and jersey sponsors’ stock prices: an empirical investigation," The European Journal of Finance, Taylor & Francis Journals, vol. 19(3), pages 228-241, March.
  • Michael Hanke & Michael Kirchler, 2010. "Football Championships and Jersey Sponsors' Stock Prices: An Empirical Investigation," Working Papers 2010-07, Faculty of Economics and Statistics, Universität Innsbruck.
• Thomas Stöckl & Michael Kirchler, 2010. "Trading strategies and trading profits in experimental asset markets with cumulative information," Working Papers 2010-09, Faculty of Economics and Statistics, Universität Innsbruck.
• Maria Rosa Borges & Ana Sofia Branca, 2010. "The Impact of Corporate Rebranding on the Firm's Market Value," Working Papers Department of Economics 2010/13, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Abdulkadir KAYA & Unal GULHAN, 2010. "Küresel Finansal Krizin Isletmelerin Etkinlik ve Performans Duzeylerine Etkileri: 2008 Finansal Kriz Ornegi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 11(1), pages 61-89, May.
• Ayca TUKEL, 2010. "Asimetrik Enformasyon Isiginda Halka Arzlarin Uzun Donemli Performanslarinin Degerlendirilmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 12(1), pages 102-121, November.
• James B. Bushnell & Howard Chong & Erin T. Mansur, 2009. "Profiting from Regulation: An Event Study of the EU Carbon Market," NBER Working Papers 15572, National Bureau of Economic Research, Inc.
  • Bushnell, James & Mansur, Erin T. & Chong, Howard G., 2010. "Profiting from Regulation: An Event Study of the EU Carbon Market," Staff General Research Papers Archive 32737, Iowa State University, Department of Economics.
  • Bushnell, James & Chong, Howard G. & Mansur, Erin T., 2009. "Profiting from Regulation: An Event Study of the EU Carbon Market," Staff General Research Papers Archive 13139, Iowa State University, Department of Economics.
  • Bushnell, James B. & Chong, Howard G. & Mansur, Erin T., 2011. "Profiting from regulation: an event study of the EU carbon market," ISU General Staff Papers 201104060700001124, Iowa State University, Department of Economics.
• Ángel Pardo Tornero & María Dolores Furió Ortega, 2010. "Politics and elections at the Spanish stock exchange," Working Papers. Serie EC 2010-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Pesaran, M.H., 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," Cambridge Working Papers in Economics 1033, Faculty of Economics, University of Cambridge.
  • Pesaran, M. Hashem, 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," IZA Discussion Papers 5037, Institute of Labor Economics (IZA).
  • M. Hashem Pesaran, 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," CESifo Working Paper Series 3116, CESifo.
• Abdul Jalil1 & Mete Feridun, 2010. "Explaining exchange rate movements: an application of the market microstructure approach on the Pakistani foreign exchange market," Journal of Developing Areas, Tennessee State University, College of Business, vol. 44(1), pages 255-265, September.
  • Jalil, Abdul & Feridun, Mete, 2010. "Explaining exchange rate movements: An application of the market microstructure approach on the Pakistani foreign exchange market," Greenwich Papers in Political Economy 7926, University of Greenwich, Greenwich Political Economy Research Centre.
• Takeshi Inoue & Shigeyuki Hamori, 2011. "An empirical analysis on the efficiency of the microfinance investment market," Economics Bulletin, AccessEcon, vol. 31(3), pages 2725-2735.
  • Inoue, Takeshi & Hamori, Shigeyuki, 2010. "An empirical analysis on the efficiency of the microfinance investment market," IDE Discussion Papers 271, Institute of Developing Economies, Japan External Trade Organization(JETRO).
• Nazaria Solferino & Robert Waldmann, 2010. "Predicting the signs of forecast errors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(5), pages 476-485.
  • Nazaria Solferino & Robert J. Waldmann, 2008. "Predicting the Signs of Forecast Errors," CEIS Research Paper 135, Tor Vergata University, CEIS, revised 24 Nov 2008.
• Prashant Joshi, 2010. "Modeling Volatility in Emerging Stock Markets Of India And China," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 86-94, January.
• Christophe Chamley, 2010. "Strategic complementarity of information in financial markets with large shocks," Annals of Finance, Springer, vol. 6(1), pages 137-145, January.
• Andrew Worthington, 2010. "The decline of calendar seasonality in the Australian stock exchange, 1958–2005," Annals of Finance, Springer, vol. 6(3), pages 421-433, July.
• Tyas Prevoo & Bas Weel, 2010. "The Effects of a Change in Market Abuse Regulation on Abnormal Returns and Volumes: Evidence from the Amsterdam Stock Market," De Economist, Springer, vol. 158(3), pages 237-293, September.
• Thomas Stöckl & Jürgen Huber & Michael Kirchler, 2010. "Bubble measures in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 13(3), pages 284-298, September.
• Helena Veiga & Marc Vorsatz, 2010. "Information aggregation in experimental asset markets in the presence of a manipulator," Experimental Economics, Springer;Economic Science Association, vol. 13(4), pages 379-398, December.
• Antonios Siganos, 2010. "Can small investors exploit the momentum effect?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 171-192, June.
• Matthias Pfister & Rico Wyss, 2010. "Delistings of secondary listings: price and volume effects," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(4), pages 395-418, December.
• María Penas & Günseli Tümer-Alkan, 2010. "Bank Disclosure and Market Assessment of Financial Fragility: Evidence from Turkish Banks’ Equity Prices," Journal of Financial Services Research, Springer;Western Finance Association, vol. 37(2), pages 159-178, June.
• Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2010. "Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode," Journal of Financial Services Research, Springer;Western Finance Association, vol. 37(2), pages 83-98, June.
• Jim Clayton & Norman Miller & Liang Peng, 2010. "Price-volume Correlation in the Housing Market: Causality and Co-movements," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 14-40, January.
• Susana Yu & Joel Rentzler & Kishore Tandon, 2010. "Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs," Review of Quantitative Finance and Accounting, Springer, vol. 34(1), pages 1-21, January.
• Alexandra Hachmeister & Dirk Schiereck, 2010. "Dancing in the dark: post-trade anonymity, liquidity and informed trading," Review of Quantitative Finance and Accounting, Springer, vol. 34(2), pages 145-177, February.
• Dirk Schiereck & Christian Voigt, 2010. "With or without you: market quality of floor trading when screen trading closes early," Review of Quantitative Finance and Accounting, Springer, vol. 34(2), pages 179-197, February.
• Kathleen Fuller & Bonnie Ness & Robert Ness, 2010. "Is information risk priced for NASDAQ-listed stocks?," Review of Quantitative Finance and Accounting, Springer, vol. 34(3), pages 301-312, April.
• Alex Frino & Elvis Jarnecic & Hui Zheng, 2010. "Activity in futures: does underlying market size relate to futures trading volume?," Review of Quantitative Finance and Accounting, Springer, vol. 34(3), pages 313-325, April.
• Wei He & Yen-Sheng Lee & Peihwang Wei, 2010. "Do option traders on value and growth stocks react differently to new information?," Review of Quantitative Finance and Accounting, Springer, vol. 34(3), pages 371-381, April.
• Yu Cong & Rani Hoitash & Murugappa Krishnan, 2010. "Event study with imperfect competition and private information: earnings announcements revisited," Review of Quantitative Finance and Accounting, Springer, vol. 34(3), pages 383-411, April.
• Thomas George & Chuan-Yang Hwang & Tavy Ronen, 2010. "Bootstrap refinements in tests of microstructure frictions," Review of Quantitative Finance and Accounting, Springer, vol. 35(1), pages 47-70, July.
• Daniel Weaver & Xing Zhou, 2010. "The value of the floor," Review of Quantitative Finance and Accounting, Springer, vol. 35(3), pages 221-243, October.
• Zhong-Guo Zhou, 2010. "The high-volume return premium: evidence from the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 35(3), pages 295-313, October.
• Michael Goldstein & Andriy Shkilko & Bonnie Ness & Robert Ness, 2010. "Inter-market competition for NYSE-listed securities under decimals," Review of Quantitative Finance and Accounting, Springer, vol. 35(4), pages 371-391, November.
• Soobin Kim & Chang Sik Kim, 2010. "Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach," Korean Economic Review, Korean Economic Association, vol. 26, pages 401-430.
• Wilfried Rickels & Dennis Görlich & Gerrit Oberst, 2010. "Explaining European Emission Allowance Price Dynamics: Evidence from Phase II," Kiel Working Papers 1650, Kiel Institute for the World Economy.
• Lublóy, Ágnes & Tóth, Eszter, 2010. "A közép-kelet-európai bankfúziók eredményessége [The success of the bank mergers in Central Eastern Europe]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 37-58.
• Fatum, Rasmus, 2015. "Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 185-199.
  • Rasmus Fatum, 2010. "Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?," Globalization Institute Working Papers 57, Federal Reserve Bank of Dallas.
  • Rasmus Fatum, 2010. "Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?," EPRU Working Paper Series 2010-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
• Christina E. Bannier, 2010. "Stabilität versus Aktualität – Wann sind stabile Agency-Ratings marktbasierten Bewertungen vorzuziehen?," Credit and Capital Markets, Credit and Capital Markets, vol. 43(3), pages 349-374.
• Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," CIRJE F-Series CIRJE-F-756, CIRJE, Faculty of Economics, University of Tokyo.
  • Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," KIER Working Papers 711, Kyoto University, Institute of Economic Research.
  • Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," CARF F-Series CARF-F-227, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Christophe J. GODLEWSKI & Rima Turk-Ariss & Laurent Weill, 2010. "Are Islamic Investment Certificates Special? Evidence on the Post-Announcement Performance of Sukuk Issues," Working Papers of LaRGE Research Center 2010-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Christophe Godlewski & Zuzana Fungáčová & Laurent Weill, 2011. "Stock Market Reaction to Debt Financing Arrangements in Russia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 53(4), pages 679-693, December.
  • Godlewski, Christophe J. & Fungáčová, Zuzana & Weill, Laurent, 2010. "Stock market reaction to debt financing arrangements in Russia," BOFIT Discussion Papers 16/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Christophe J. Godlewski & Zuzana Fungáčová & Laurent Weill, 2011. "Stock Market Reaction to Debt Financing Arrangements in Russia," Post-Print hal-03047770, HAL.
  • Christophe J. GODLEWSKI & Zuzana Fungacova & Laurent Weill, 2010. "Stock market reaction to debt financing arrangements in Russia," Working Papers of LaRGE Research Center 2010-10, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Muhammad Akbar & Humayun Habib Baig, 2010. "Reaction of Stock Prices to Dividend Announcements and Market Efficiency in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 15(1), pages 103-125, Jan-Jun.
• Esta Lestari, 2010. "Volatility Spillover Effects in East Asian Capital Markets: A Case Study of the Real Estate Sectors," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 58, pages 57-82, April.
• Romulus-Catalin DAMACEANU, 2010. "A Multi-Agent Computational Model of Trade (Enghish version)," Anuarul Universitatii „Petre Andrei” din Iasi / Year-Book „Petre Andrei” University from Iasi, Fascicula: Drept, Stiinte Economice, Stiinte Politice / Fascicle: Law, Economic Sciences, Political Scien, Editura Lumen, Department of Economics, vol. 1(5), pages 135-152, Decembrie.
• Tolga Cenesizoglu, 2010. "The Reaction of Stock Returns to News about Fundamentals," Cahiers de recherche 1032, CIRPEE.
• Tolga Cenesizoglu, 2010. "Size, Book-to-Market Ratio and Macroeconomic News," Cahiers de recherche 1033, CIRPEE.
• Elmar Lukas & Christian Heimann, 2010. "Bedingte Kaufpreisanpassungen, Informationsasymmetrien und Shareholder Value: Eine empirische Analyse deutscher Unternehmensübernahmen," FEMM Working Papers 100006, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Blackburn, Keith & Bose, Niloy & Capasso, Salvatore, 2012. "Tax evasion, the underground economy and financial development," Journal of Economic Behavior & Organization, Elsevier, vol. 83(2), pages 243-253.
  • Keith Blackburn & Niloy Bosey & Salvatore Capasso, 2010. "Tax Evasion, the Underground Economy and Financial Development," Centre for Growth and Business Cycle Research Discussion Paper Series 138, Economics, The University of Manchester.
• Hayo, Bernd & Neuenkirch, Matthias, 2012. "Bank of Canada communication, media coverage, and financial market reactions," Economics Letters, Elsevier, vol. 115(3), pages 369-372.
  • Bernd Hayo & Matthias Neuenkirch, 2010. "Bank of Canada Communication, Media Coverage, and Financial Market Reactions," MAGKS Papers on Economics 201020, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Kenneth N. Kuttner & Adam S. Posen, 2010. "Do Markets Care Who Chairs the Central Bank?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 347-371, March.
  • Kenneth N. Kuttner & Adam S. Posen, 2010. "Do Markets Care Who Chairs the Central Bank?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 347-371, March.
  • Kenneth N. Kuttner & Adam S. Posen, 2007. "Do Markets Care Who Chairs the Central Bank?," NBER Working Papers 13101, National Bureau of Economic Research, Inc.
  • Kenneth N. Kuttner & Adam S. Posen, 2007. "Do Markets Care Who Chairs the Central Bank?," Working Paper Series WP07-3, Peterson Institute for International Economics.
  • Kenneth Kuttner & Adam Posen, 2007. "Do Markets Care Who Chairs the Central Bank?," Department of Economics Working Papers 2007-05, Department of Economics, Williams College.
• Sungho Choi & Bill B. Francis & Iftekhar Hasan, 2010. "Cross‐Border Bank M&As and Risk: Evidence from the Bond Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 615-645, June.
  • Sungho Choi & Bill B. Francis & Iftekhar Hasan, 2010. "Cross-Border Bank M&As and Risk: Evidence from the Bond Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 615-645, June.
  • Choi, Sungho & Francis, Bill B. & Hasan, Iftekhar, 2010. "Cross-border bank M&As and risk: evidence from the bond market," Bank of Finland Research Discussion Papers 4/2010, Bank of Finland.
• Christoph Moser & Axel Dreher, 2010. "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1589-1612, December.
  • Christoph Moser & Axel Dreher, 2010. "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1589-1612, December.
  • Christoph Moser & Axel Dreher, 2007. "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," CESifo Working Paper Series 2177, CESifo.
  • Christoph Moser & Axel Dreher, 2007. "Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets," KOF Working papers 07-177, KOF Swiss Economic Institute, ETH Zurich.
  • Dreher, Axel & Moser, Christoph, 2008. "Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets," Proceedings of the German Development Economics Conference, Zurich 2008 29, Verein für Socialpolitik, Research Committee Development Economics.
• Ozgur Arslan & Mehmet Baha Karan & Cihan Eksi, 2010. "Board Structure and Corporate Performance," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 8(1), pages 003-022.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2010. "Is wine a financial parachute?," Departmental Working Papers 2010-001, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2010. "Is wine a financial parachute?," Departmental Working Papers 2010-01, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Silvia Muzzioli, 2010. "Towards a volatility index for the Italian stock market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0023, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Silvia Muzzioli, 2010. "Towards a volatility index for the Italian stock market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 10091, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Tri Vi Dang & Hendrik Hakenes, 2010. "Information Disclosure, Intertemporal Risk Sharing, and Asset Prices," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2010_36, Max Planck Institute for Research on Collective Goods.
• Alexander Subbotin & Thierry Chauveau, 2010. "Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders," Documents de travail du Centre d'Economie de la Sorbonne 10048, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Pierre-André Maugis, 2010. "Market Efficiencies and Market Risks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544324, HAL.
  • Pierre-André Maugis, 2010. "Market efficiencies and market risks," Documents de travail du Centre d'Economie de la Sorbonne 10094, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Tsiaras, Leonidas, 2009. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers F-2009-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  • Leonidas Tsiaras, 2010. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," CREATES Research Papers 2010-34, Department of Economics and Business Economics, Aarhus University.
• Leonidas Tsiaras, 2010. "Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns," CREATES Research Papers 2010-35, Department of Economics and Business Economics, Aarhus University.
• Bent Jesper Christensen & Paolo Santucci de Magistris, 2010. "Level Shifts in Volatility and the Implied-Realized Volatility Relation," CREATES Research Papers 2010-60, Department of Economics and Business Economics, Aarhus University.
• Stefano DellaVigna & Eliana La Ferrara, 2010. "Detecting Illegal Arms Trade," American Economic Journal: Economic Policy, American Economic Association, vol. 2(4), pages 26-57, November.
  • Stefano DellaVigna & Eliana La Ferrara, 2007. "Detecting Illegal Arms Trade," NBER Working Papers 13355, National Bureau of Economic Research, Inc.
• Alan L. Gustman & Thomas L. Steinmeier & Nahid Tabatabai, 2010. "What the Stock Market Decline Means for the Financial Security and Retirement Choices of the Near-Retirement Population," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 161-182, Winter.
  • Alan L. Gustman & Thomas L. Steinmeier & Nahid Tabatabai, 2009. "What the Stock Market Decline Means for the Financial Security and Retirement Choices of the Near-Retirement Population," NBER Working Papers 15435, National Bureau of Economic Research, Inc.
• Michael Batuo Enowbi & Francesco Guidi & Kupukile Mlambo, 2010. "Testing the Weak-form Market Efficiency and the Day of the Week Effects of some African Countries," The African Finance Journal, Africagrowth Institute, vol. 12(Conferenc), pages 1-26.
  • Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile, 2009. "Testing the weak-form market efficiency and the day of the week effects of some African countries," MPRA Paper 19116, University Library of Munich, Germany.
• Baldi, Lucia & Vandone, Daniela & Peri, Massimo, 2010. "Is Wine a Financial Parachute?," 2010 International European Forum, February 8-12, 2010, Innsbruck-Igls, Austria 100506, International European Forum on System Dynamics and Innovation in Food Networks.
• Urcola, Hernán A. & Irwin, Scott H., 2010. "Hog Options: Contract Redesign and Market Efficiency," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 42(4), pages 773-790, November.
  • Urcola, Hernan A. & Irwin, Scott H., 2010. "Hog Options: Contract Redesign and Market Efficiency," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 42(4), pages 1-18, November.
• Silva, Roseli da & Takeuchi, Rodrigo, 2010. "Mercados Futuro e à Vista de Açúcar: uma análise empírica de eficiência versus arbitragem," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 48(2), pages 1-24, June.
• Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi, 2012. "Variance risk premiums and predictive power of alternative forward variances in the corn market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(6), pages 587-608, June.
  • Wang, Zhiguang & Fausti, Scott W. & Qasmi, Bashir A., 2010. "Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market," Economics Staff Papers 61683, South Dakota State University, Department of Economics.
• McDonald, Tia Michelle & Keating, Ariel Ruth & Fausti, Scott W. & Li, Jing & Lundgren, Jonathan G. & Catangui, Mike, 2010. "Insecticide Use and Crop Selection: A South Dakota Case Study," Economics Staff Papers 91991, South Dakota State University, Department of Economics.
• Peter J. Bush & Seyed M. Mehdian & Mark J. Perry, 2010. "A Cross-Industry Analysis Of Investors’ Reaction To Unexpected Market Surprises: Evidence From Nasdaq Sector-Indices," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 2010, pages 97-120, july.
• Lect. Aurora Murgea Ph. D, 2010. "Classical Lassical And Behavioural Finance In Investor Decision," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(38), pages 1-12, May.
• Prof. Carmen Corduneanu Ph. D & Assist. Laura Raisa Miloș Ph. D, 2010. "A Model Of Construction Of A Minimum Risk Portfolio Based On Markowitz Portfolio Theory. Application On Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(38), pages 1-8, May.
• Riza ASIKOGLU & Canturk KAYAHAN, 2010. "Applicability of the EWMA model to estimate the volatility of Istanbul stock exchange bonds and bills market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 108-121, May.
• Ioan NISTOR & Maria ULICI, 2010. "The impact of Lehman Brothers on Romanian banks listed on BVB," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(12), pages 21-28, December.
• Ioan TRENCA & Eva DEZSI, 2010. "The integration of capital markets: correlation analysis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(12), pages 44-53, December.
• Bakhtiar Rana & Bazlur Rahman, 2010. "Index of Bangladesh as a destination of FDI: an assessment of FDI impact on socio-economic development," South Asian Journal of Management Sciences (SAJMS), Iqra University, Iqra University, vol. 4(1), pages 1-20, Spring.
• Md. Gazi Salah Uddin & Md. Mahmudul Alam, 2010. "The Impacts of Interest Rate on Stock Market: Empirical Evidence from Dhaka Stock Exchange," South Asian Journal of Management Sciences (SAJMS), Iqra University, Iqra University, vol. 4(1), pages 21-30, Spring.
• Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012. "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
  • Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010. "Individual Expectations, Limited Rationality and Aggregate Outcomes," CeNDEF Working Papers 10-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012. "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers 12-016/1, Tinbergen Institute.
• Bruno Ferreira Frascaroli & Nelson Leitão Paes & Francisco de Sousa Ramos, 2010. "Indústria Brasileira e o Racionamento de Crédito: Uma Análise do Comportamento dos Bancos sob Informações Assimétricas," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(2), pages 403-433.
  • Bruno Ferreira Frascaroli & Francisco de Sousa Ramos & Nelson Leitão Paes, 2008. "A indústria brasileira e o racionamento de crédito: Uma análise do comportamento dos bancos sob informações assimétricas," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807202106310, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Austin Gerig & David Michayluk, 2010. "Automated Liquidity Provision and the Demise of Traditional Market Making," Papers 1007.2352, arXiv.org.
  • Austin Gerig & David Michayluk, 2014. "Automated Liquidity Provision," Research Paper Series 345, Quantitative Finance Research Centre, University of Technology, Sydney.
• Stefan Kerbl, 2010. "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Papers 1011.6284, arXiv.org, revised Nov 2010.
  • Stefan Kerbl, 2011. "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Working Papers 174, Oesterreichische Nationalbank (Austrian Central Bank).
• Schindler, Felix, 2010. "Market efficiency in the emerging securitized real estate markets," ZEW Discussion Papers 10-033, ZEW - Leibniz Centre for European Economic Research.
  • Felix Schindler, 2010. "Market Efficiency In The Emerging Securitized Real Estate Markets," ERES eres2010_138, European Real Estate Society (ERES).
• Carlos Pinho & Mara Madaleno, 2010. "CO2 spot and futures price analysis for EEX and ECX," Working Papers de Economia (Economics Working Papers) 54, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
• Franco Fiordelisi, 2010. "Shareholder value creation and risks in European banks," BANCARIA, Bancaria Editrice, vol. 11, pages 23-35, November.
• Sílvia Bou & Magda Cayón, 2010. "Behavioral Aspects of Investment Fund's Markets: Are Good Managers Lucky or Skilled?," Working Papers 1101, Departament Empresa, Universitat Autònoma de Barcelona, revised Dec 2010.
• Paiardini, Paola, 2015. "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, vol. 26(C), pages 103-121.
  • Paiardini, Paola, 2009. "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers esdp09053, University of Molise, Department of Economics.
  • Paola Paiardini, 2009. "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance 0908, Birkbeck, Department of Economics, Mathematics & Statistics.
• Cartea, Álvaro & Karyampas, Dimitrios, 2011. "Volatility and covariation of financial assets: A high-frequency analysis," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3319-3334.
  • Cartea, Álvaro & Karyampas, Dimitrios, 2009. "Volatility and covariation of financial assets: a high-frequency analysis," DEE - Working Papers. Business Economics. WB wb097609, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Álvaro Cartea & Dimitrios Karyampas, 2009. "Volatility and Covariation of Financial Assets: A High-Frequency Analysis," Birkbeck Working Papers in Economics and Finance 0913, Birkbeck, Department of Economics, Mathematics & Statistics.
• Álvaro Cartea & Dimitrios Karyampas, 2016. "The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 929-950, June.
  • Cartea, Álvaro & Karyampas, Dimitrios, 2009. "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB wb097508, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Álvaro Cartea & Dimitrios Karyampas, 2009. "The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets," Birkbeck Working Papers in Economics and Finance 0914, Birkbeck, Department of Economics, Mathematics & Statistics.
• Fousseni Chabi-Yo & Jun Yang, 2010. "Idiosyncratic Coskewness and Equity Return Anomalies," Staff Working Papers 10-11, Bank of Canada.
• Scott Hendry & Alison Madeley, 2010. "Text Mining and the Information Content of Bank of Canada Communications," Staff Working Papers 10-31, Bank of Canada.
• Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo, 2010. "Call Money Interest Rate Determinants in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(57-58), pages 95-126, January -.
• Ibrahim Halil Seyrek & H. Ali Ata, 2010. "Efficiency Measurement in Deposit Banks Using Data Envelopment Analysis and Data Mining," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 4(2), pages 67-84.
• Roberto Piazza, 2015. "Financial innovation and risk: the role of information," Annals of Finance, Springer, vol. 11(3), pages 477-502, November.
  • Roberto Piazza, 2010. "Financial innovation and risk: the role of information," 2010 Meeting Papers 73, Society for Economic Dynamics.
  • Roberto Piazza, 2010. "Financial innovation and risk: the role of information," Temi di discussione (Economic working papers) 759, Bank of Italy, Economic Research and International Relations Area.
• Paolo Angelini & Giovanni Guazzarotti, 2010. "Information uncertainty and the reaction of stock prices to news," Temi di discussione (Economic working papers) 765, Bank of Italy, Economic Research and International Relations Area.
• Roberto Violi, 2010. "Credit ratings in structured finance and the role of systemic risk," Temi di discussione (Economic working papers) 774, Bank of Italy, Economic Research and International Relations Area.
• Gómez-Pineda, Javier G., 2010. "El mercado de acciones," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 9, pages 169-184, Banco de la Republica de Colombia.
• Mauricio Arias & Juan Carlos Mendoza & David Perez-Reyna, 2011. "Applying CoVaR to measure systemic market risk: the Colombian case," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 351-364, Bank for International Settlements.
  • Mauricio Arias & Juan Carlos Mendoza & David Pérez-Reyna, 2010. "Applying CoV aR to Measure Systemic Market Risk: the Colombian Case," Temas de Estabilidad Financiera 047, Banco de la Republica de Colombia.
• Lubos Pástor & Pietro Veronesi, 2012. "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, vol. 67(4), pages 1219-1264, August.
  • Pástor, Luboš & Veronesi, Pietro, 2010. "Uncertainty about Government Policy and Stock Prices," CEPR Discussion Papers 7897, C.E.P.R. Discussion Papers.
  • Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," Working Papers 2010-008, Becker Friedman Institute for Research In Economics.
  • Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," NBER Working Papers 16128, National Bureau of Economic Research, Inc.
  • Pietro Veronesi & Lubos Pastor, 2011. "Uncertainty about Government Policy and Stock Prices," 2011 Meeting Papers 86, Society for Economic Dynamics.
• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, vol. 104(3), pages 452-468.
  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected risks, financial innovation and financial fragility," Economics Working Papers 1251, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
  • Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected Risks, Financial Innovation, and Financial Fragility," Scholarly Articles 10886835, Harvard University Department of Economics.
  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," Working Papers 502, Barcelona School of Economics.
  • Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Working Papers 16068, National Bureau of Economic Research, Inc.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010. "Private information, stock markets, and exchange rates," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 186-210, Bank for International Settlements.
  • Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers 271, Bank for International Settlements.
  • Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," Working Papers 2009-07, Monetary Policy Group, Bank of Thailand.
• Claude Berrebi & Esteban F. Klor, 2010. "The Impact of Terrorism on the Defence Industry," Economica, London School of Economics and Political Science, vol. 77(307), pages 518-543, July.
  • Claude Berrebi & Esteban F. Klor, 2008. "The Impact of Terrorism on the Defense Industry," Working Papers WR-597, RAND Corporation.
• Sven‐Olof Fridolfsson & Johan Stennek, 2010. "Industry Concentration and Welfare: On the Use of Stock Market Evidence from Horizontal Mergers," Economica, London School of Economics and Political Science, vol. 77(308), pages 734-750, October.
  • Fridolfsson, Sven-Olof & Stennek, Johan, 2006. "Industry Concentration and Welfare - On the Use of Stock Market Evidence from Horizontal Mergers," Working Paper Series 682, Research Institute of Industrial Economics.
  • Stennek, Johan & Fridolfsson, Sven-Olof, 2006. "Industry Concentration and Welfare - On the Use of Stock Market Evidence from Horizontal Mergers," CEPR Discussion Papers 5977, C.E.P.R. Discussion Papers.
• Roland Gillet & Hubert De La Bruslerie, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?," European Financial Management, European Financial Management Association, vol. 16(4), pages 552-584, September.
  • Roland Gillet & Hubert de La Bruslerie, 2010. "The consequences of issuing convertible bonds: Dilution and/or financial restructuring?," Post-Print halshs-00674248, HAL.
  • Roland Gillet & Hubert de La Bruslerie, 2010. "The consequences of issuing convertible bonds: Dilution and/or financial restructuring?," ULB Institutional Repository 2013/14178, ULB -- Universite Libre de Bruxelles.
  • Étienne de Callataÿ & Roland Gillet, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring? [Incitations perverses, résultats non durables. Le rôle des politiques salariales et fiscales dans la crise f," Post-Print hal-03712714, HAL.
  • Roland Gillet & Hubert de la Bruslerie, 2010. "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?," Post-Print hal-03934400, HAL.
• Abul Shamsuddin & Jae H. Kim, 2010. "Short‐Horizon Return Predictability in International Equity Markets," The Financial Review, Eastern Finance Association, vol. 45(2), pages 469-484, May.
  • Abul Shamsuddin & Jae H Kim, 2009. "Short-Horizon Return Predictability in International Equity Markets," Working Papers 2009.01, School of Economics, La Trobe University.
  • Abul Shamsuddin & Jae H Kim, 2009. "Short-Horizon Return Predictability in International Equity Markets," Working Papers 2009.01, School of Economics, La Trobe University.
• Dickgiesser Sebastian & Kaserer Christoph, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, De Gruyter, vol. 11(3), pages 302-335, August.
  • Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 302-335, August.
  • Dickgiesser, Sebastian & Kaserer, Christoph, 2008. "Market efficiency reloaded: why insider trades do not reveal exploitable information," CEFS Working Paper Series 2008-04, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
• Alexandra Niessen & Stefan Ruenzi, 2010. "Political Connectedness and Firm Performance: Evidence from Germany," German Economic Review, Verein für Socialpolitik, vol. 11(4), pages 441-464, November.
  • Niessen, Alexandra & Ruenzi, Stefan, 2009. "Political connectedness and firm performance: Evidence from Germany," CFR Working Papers 07-15, University of Cologne, Centre for Financial Research (CFR).
• Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11, pages 302-335, August.
• Alexandra Niessen & Stefan Ruenzi, 2010. "Political Connectedness and Firm Performance: Evidence from Germany," German Economic Review, Verein für Socialpolitik, vol. 11, pages 441-464, November.
• Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2010. "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(3‐4), pages 369-407, April.
  • Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2010. "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(3-4), pages 369-407.
  • Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2009. "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Bristol Economics Discussion Papers 09/613, School of Economics, University of Bristol, UK.
• Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2010. "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(3‐4), pages 369-407, April.
  • Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2009. "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Bristol Economics Discussion Papers 09/613, School of Economics, University of Bristol, UK.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2010. "How Fast Do Tokyo And New York Stock Exchanges Respond To Each Other? An Analysis With High‐Frequency Data," The Japanese Economic Review, Japanese Economic Association, vol. 61(2), pages 175-201, June.
  • Yoshiro Tsutsui & Kenjiro Hirayama, 2008. "How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business 08-32, Osaka University, Graduate School of Economics.
• Lukas Menkhoff, 2010. "High‐Frequency Analysis Of Foreign Exchange Interventions: What Do We Learn?," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 85-112, February.
  • Lukas Menkhoff, 2008. "High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?," CESifo Working Paper Series 2473, CESifo.
• Gerard Hoberg & Gordon Phillips, 2010. "Real and Financial Industry Booms and Busts," Journal of Finance, American Finance Association, vol. 65(1), pages 45-86, February.
  • Gerard Hoberg & Gordon M. Phillips, 2008. "Real and Financial Industry Booms and Busts," NBER Working Papers 14290, National Bureau of Economic Research, Inc.
• Michelle Lowry & Micah S. Officer & G. William Schwert, 2010. "The Variability of IPO Initial Returns," Journal of Finance, American Finance Association, vol. 65(2), pages 425-465, April.
  • Michelle Lowry & Micah S. Officer & G. William Schwert, 2006. "The Variability of IPO Initial Returns," NBER Working Papers 12295, National Bureau of Economic Research, Inc.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010. "Sell‐Side School Ties," Journal of Finance, American Finance Association, vol. 65(4), pages 1409-1437, August.
  • Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "Sell Side School Ties," NBER Working Papers 13973, National Bureau of Economic Research, Inc.
• David Abad & Roberto Pascual, 2010. "Switching To A Temporary Call Auction In Times Of High Uncertainty," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(1), pages 45-75, March.
  • David Abad & Roberto Pascual, 2007. "Switching to a temporary call auction in times of high uncertainty," CNMV Working Papers CNMV Working Papers no. 1, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• BRATIAN Vasile Radu & TARAN-MOROSAN Adrian, 2010. "Testing The Efficient Market Hypothesis From The Informational Point Of View - The Case Of The Romanian Capital Market," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 53(6), pages 80-85.
• Qingwei Wang, 2010. "Sentiment, Convergence of Opinion, and Market Crash," Working Papers 10012, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Almenberg, Johan & Karapetyan, Artashes, 2009. "Mental Accounting in the Housing Market," SSE/EFI Working Paper Series in Economics and Finance 718, Stockholm School of Economics, revised 28 Aug 2010.
  • Johan Almenberg & Artashes Karapetyan, 2010. "Mental accounting in the housing market," Working Paper 2010/20, Norges Bank.
  • Johan Almenberg & Artashes Karapetyan, 2009. "Mental accounting in the housing market," IEW - Working Papers 453, Institute for Empirical Research in Economics - University of Zurich.
  • Almenberg, Johan & Karapetyan, Artashes, 2009. "Mental Accounting in the Housing Market," Working Paper Series 798, Research Institute of Industrial Economics.
• Vitale, Paolo & Rime, Dagfinn & Breedon, Francis, 2010. "A Transaction Data Study of the Forward Bias Puzzle," CEPR Discussion Papers 7791, C.E.P.R. Discussion Papers.
  • Francis Breedon & Dagfinn Rime & Paolo Vital, 2010. "A Transaction Data Study of the Forward Bias Puzzle," Working Paper 2010/26, Norges Bank.
• Christophe Godlewski & Zuzana Fungáčová & Laurent Weill, 2011. "Stock Market Reaction to Debt Financing Arrangements in Russia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 53(4), pages 679-693, December.
  • Christophe J. GODLEWSKI & Zuzana Fungacova & Laurent Weill, 2010. "Stock market reaction to debt financing arrangements in Russia," Working Papers of LaRGE Research Center 2010-10, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  • Christophe J. Godlewski & Zuzana Fungáčová & Laurent Weill, 2011. "Stock Market Reaction to Debt Financing Arrangements in Russia," Post-Print hal-03047770, HAL.
  • Godlewski, Christophe J. & Fungáčová, Zuzana & Weill, Laurent, 2010. "Stock market reaction to debt financing arrangements in Russia," BOFIT Discussion Papers 16/2010, Bank of Finland, Institute for Economies in Transition.
• Sungho Choi & Bill B. Francis & Iftekhar Hasan, 2010. "Cross‐Border Bank M&As and Risk: Evidence from the Bond Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 615-645, June.
  • Sungho Choi & Bill B. Francis & Iftekhar Hasan, 2010. "Cross-Border Bank M&As and Risk: Evidence from the Bond Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 615-645, June.
  • Choi, Sungho & Francis, Bill B. & Hasan, Iftekhar, 2010. "Cross-border bank M&As and risk : evidence from the bond market," Research Discussion Papers 4/2010, Bank of Finland.
• Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2010. "Credit allocation, capital requirements and output," Research Discussion Papers 17/2010, Bank of Finland.
• Jong-Ku Kang, 2010. "Empirical Estimation of Banks' Herding in the Korean Loan Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 16(1), pages 1-36, March.
• Junghoon Seon & Seung Hyun Oh, 2010. "The Efficiency of Price Discovery in the Korean Government Bond Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 16(3), pages 42-77, September.
• Junghoon Seon & Kyong Shik Eom, 2010. "Microstructure Approach to Private Information in the Won/Dollar FX Market: The Influence of Domestic and Foreign Dealers' Order Flows (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 16(4), pages 116-149, December.
• Faruk Bostanci & Saim Kilic, 2010. "The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(45), pages 1-14.
• Mehmet Hasan Eken & Taylan Ozgür Uner, 2010. "Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(45), pages 59-95.
• Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 302-335, August.
  • Dickgiesser Sebastian & Kaserer Christoph, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, De Gruyter, vol. 11(3), pages 302-335, August.
  • Dickgiesser, Sebastian & Kaserer, Christoph, 2008. "Market efficiency reloaded: why insider trades do not reveal exploitable information," CEFS Working Paper Series 2008-04, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
• Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011. "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1696-1718.
  • Osler, Carol & Mende, Alexander & Menkhoff, Lukas, 2006. "Price Discovery in Currency Markets," Hannover Economic Papers (HEP) dp-351, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Carol Osler & Alexander Mende & Lukas Menkhoff, 2010. "Price Discovery in Currency Markets," Working Papers 03, Brandeis University, Department of Economics and International Business School.
• LeBaron, Blake, 2012. "Wealth dynamics and a bias toward momentum trading," Finance Research Letters, Elsevier, vol. 9(1), pages 21-28.
  • Blake LeBaron, 2010. "Wealth Dynamics and a Bias Toward Momentum Trading," Working Papers 14, Brandeis University, Department of Economics and International Business School.
• LeBaron, Blake, 2012. "Heterogeneous gain learning and the dynamics of asset prices," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 424-445.
  • Blake LeBaron, 2010. "Heterogeneous Gain Learning and the Dynamics of Asset Prices," Working Papers 29, Brandeis University, Department of Economics and International Business School, revised Dec 2010.
• Antonio Zoratto Sanvicente & Renato Teles Delgado, 2010. "Learning Theory and Equity Valuation: an Empirical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(2), pages 113-139.
• Juliano Ribeiro de Almeida & William Eid Jr., 2010. "Estimating Stocks Return with Decomposition of the Book-to-Market Ratio: Evidences from Bovespa," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(4), pages 417-441.
• Kind, Axel & Schläpfer, Yves, 2010. "Is a CEO Turnover Good or Bad News?," Working papers 2010/13, Faculty of Business and Economics - University of Basel.
• Ramona Dumitriu & Razvan Stefanescu, 2010. "Changes in the dow effects in the romanian foreign exchange market," Manager Journal, Faculty of Business and Administration, University of Bucharest, vol. 11(1), pages 163-179, May.
  • Dumitriu, Ramona & Stefanescu, Razvan, 2010. "Changes in the DOW effects in the Romanian foreign exchange market," MPRA Paper 41666, University Library of Munich, Germany, revised 15 Mar 2010.
• Roger W Clark & George C Philippatos, 2010. "Nonlinear Properties, Complexity, and Emergence in the Governance Of the World Trade Organization," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 169-185.
• Baddeley, M. & Burke, C. & Schultz, W. & Tobler, T., 2010. "Impacts of Personality on Herding in Financial Decision-Making," Cambridge Working Papers in Economics 1006, Faculty of Economics, University of Cambridge.
• Pesaran, M. Hashem, 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," IZA Discussion Papers 5037, Institute of Labor Economics (IZA).
  • Pesaran, M.H., 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," Cambridge Working Papers in Economics 1033, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran, 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," CESifo Working Paper Series 3116, CESifo.
• Schouten, M.C., 2010. "The Mechanism of Voting Efficiency," Working Papers wp410, Centre for Business Research, University of Cambridge.
• Jędrzej Białkowski & Ahmad Etebari & Tomasz Piotr Wisniewski, 2010. "Piety and Profits: Stock Market Anomaly during the Muslim Holy Month," Working Papers in Economics 10/52, University of Canterbury, Department of Economics and Finance.
• Filippo Taddei, 2010. "Liquidity and Economic Fluctuations," Carlo Alberto Notebooks 138, Collegio Carlo Alberto.
• Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 467-477, 04-05.
  • Vives, Xavier, 2009. "Asset auctions, information and liquidity," IESE Research Papers D/837, IESE Business School.
  • Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," CESifo Working Paper Series 2906, CESifo.
  • Vives, Xavier, 2010. "Asset Auctions, Information, and Liquidity," CEPR Discussion Papers 7670, C.E.P.R. Discussion Papers.
• Jerome L. Stein, 2010. "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series 2924, CESifo.
• Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014. "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 78-97, February.
  • Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi, 2010. "Time-Varying Spot and Futures Oil Price Dynamics," Discussion Papers of DIW Berlin 988, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2010. "Time-Varying Spot and Futures Oil Price Dynamics," CESifo Working Paper Series 3015, CESifo.
  • Guglielmo Caporale & Davide Ciferri & Alessandro Girardi, 2010. "Time-varying spot and futures oil price dynamics," Quaderni del Dipartimento di Economia, Finanza e Statistica 75/2010, Università di Perugia, Dipartimento Economia.
• Pesaran, M.H., 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," Cambridge Working Papers in Economics 1033, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran, 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," CESifo Working Paper Series 3116, CESifo.
  • Pesaran, M. Hashem, 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," IZA Discussion Papers 5037, Institute of Labor Economics (IZA).
• Manzano, Carolina & Vives, Xavier, 2011. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 346-369.
  • Vives, Xavier & Manzano, Carolina, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CEPR Discussion Papers 7949, C.E.P.R. Discussion Papers.
  • Carolina Manzano & Xavier Vives, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CESifo Working Paper Series 3137, CESifo.
  • Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," IESE Research Papers D/874, IESE Business School.
  • Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Working Papers 2072/151544, Universitat Rovira i Virgili, Department of Economics.
• Jerome L. Stein, 2010. "Greenspan, Dodd-Frank and Stochastic Optimal Control," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(04), pages 55-62, December.
• Jerome L. Stein, 2010. "Greenspan, Dodd-Frank and Stochastic Optimal Control," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(4), pages 55-62, December.
• Giovanni BARONE-ADESI & Hakim DALL'O, 2010. "Is the Price Kernel Monotone?," Swiss Finance Institute Research Paper Series 10-03, Swiss Finance Institute, revised Apr 2010.
• Rüdiger Fahlenbrach & Bernadette A. Minton & Carrie H. Pan, 2011. "Former CEO Directors: Lingering CEOs or Valuable Resources?," The Review of Financial Studies, Society for Financial Studies, vol. 24(10), pages 3486-3518.
  • Rüdiger FAHLENBRACH & Bernadette A. MINTON & Carrie H. PAN, 2010. "Former CEO Directors: Lingering CEOs or Valuable Resources?," Swiss Finance Institute Research Paper Series 10-11, Swiss Finance Institute.
• Zhihua CHEN & Aziz A. LOOKMAN & Norman SCHURHOFF & Duane J. SEPPI, 2010. "Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change," Swiss Finance Institute Research Paper Series 10-30, Swiss Finance Institute.
• Shengle Lin & Stephen Rassenti, 2010. "Are Under- and Over-reaction the Same Matter? A Price Inertia based Account," Working Papers 10-05, Chapman University, Economic Science Institute.
• Hélène Raymond, 2010. "Sovereign Wealth Funds as Domestic Investors of Last Resort During Crises," International Economics, CEPII research center, issue 123, pages 121-159.
  • Hélène Raymond, 2010. "Sovereign Wealth Funds as domestic investors of last resort during crises," Working Papers hal-04140918, HAL.
  • Hélène Raymond, 2010. "Sovereign Wealth Funds as domestic investors of last resort during crises," EconomiX Working Papers 2010-12, University of Paris Nanterre, EconomiX.
• Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2010. "The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs," CIRANO Working Papers 2010s-01, CIRANO.
• Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2010. "Seasoned Equity Offerings by Small and Medium-Sized Enterprises," CIRANO Working Papers 2010s-07, CIRANO.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers 1502, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," Levine's Working Paper Archive 661465000000000237, David K. Levine.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers 15883, National Bureau of Economic Research, Inc.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2011. "The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress," The European Journal of Finance, Taylor & Francis Journals, vol. 17(9-10), pages 851-881, November.
  • Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2010. "The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress," CNMV Working Papers CNMV Working Papers no. 4, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Marcela Eslava & Arturo Galindo & Marc Hofstetter & Alejandro Izquierdo, 2010. "Scarring Recessions and Credit Constraints: Evidence from Colombian Plant Dynamics," Documentos CEDE 7711, Universidad de los Andes, Facultad de Economía, CEDE.
• Christian Espinosa Méndez, 2010. "Caos en el mercado de commodities," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• María Jesús Alonso Nuez & Jorge Rosell Martínez, 2010. "Desregulación sectorial y política de competencia en Espana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• Jhonatan Pérez Villalobos & Juan Carlos Mendoza, 2010. "Efecto día en el mercado accionario Colombiano: una aproximación no paramétrica," Borradores de Economia 585, Banco de la Republica de Colombia.
  • Jhonatan Pérez Villalobos & Juan Carlos Mendoza de Gutiérrez de Piñeres, 2010. "Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica," Borradores de Economia 6700, Banco de la Republica.
• Carlos León & Francisco Vivas, 2010. "Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia 603, Banco de la Republica de Colombia.
  • Carlos León & Francisco Vivas, 2010. "Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia 7011, Banco de la Republica.
• Luz Adriana Flórez, 2010. "Monetary Policy and Commodity Prices: an endogenous analysis using an SVAR approach," Borradores de Economia 610, Banco de la Republica de Colombia.
  • Luz Adriana Flórez, 2010. "Monetary Policy and Commodity Prices: an endogenous analysis using an SVAR approach," Borradores de Economia 7183, Banco de la Republica.
• Andrés González & Omar Mendoza & Hernán Rincón & Norberto Rodríguez, 2010. "Ciclo económico y efecto inflacionario de la depreciación de la moneda," Borradores de Economia 611, Banco de la Republica de Colombia.
  • Andrés González & Omar mendoza & Hernán Rincón & Norberto Rodríguez, 2010. "Ciclo económico y efecto inflacionario de la depreciación de la moneda," Borradores de Economia 7194, Banco de la Republica.
• Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2010. "Downward Wage Rigidities and Other Firms’ Responses to an Economic Slowdown: Evidence from a Survey of Colombian Firms," Borradores de Economia 612, Banco de la Republica de Colombia.
  • Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2010. "Downward Wage Rigidities and Other Firms´ Responses to an Economic Slowdown: Evidence from a Survey of Colombian Firms," Borradores de Economia 7195, Banco de la Republica.
• Luis Berggrun Preciado & Fernando Jaramillo Recio, 2010. "Performance Evaluation, Fund Selection And Portfolio Allocation Applied To Colombia´S Pension Funds," Estudios Gerenciales, Universidad Icesi, December.
• Roberto J. Santillán Salgado, 2010. "Stock Market Wealth-Effects During Privatization Initial Public Offers In Chile (1984-1989)," Estudios Gerenciales, Universidad Icesi, December.
• Julián Benavides Franco* & Samuel Mongrut Montalván, 2010. "Governance Codes: Facts Or Fictions? A Study Of Governance Codes In Colombia," Estudios Gerenciales, Universidad Icesi, December.
• Florina Guadalupe Arredondo Trapero & Verónica Del Carmen Maldonado De Lozada & Jorge De La Garza García, 2010. "Consumers And Their Buying Decision Making Based On Price And Information About Corporate Social Responsibility (Csr).Case Study: Undergraduate Studen," Estudios Gerenciales, Universidad Icesi, December.
• Ochoa P., Juan Camilo & Galeano M., Wilinton & Agudelo V., Luis Gabriel, 2010. "Construcción de un modelo de scoring para el otorgamiento de crédito en una entidad financiera," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, November.
• Kristjanpoller Rodríguez, Werner, 2010. "Análisis del efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, January.
• Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Velásquez Ceballos, 2010. "Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV," Revista Semestre Económico, Universidad de Medellín, September.
• Iván Eduardo Rozo & Lina Maria Contreras & Laura Maria Gallego, 2010. "Análisis comparado de los contratos marco para operaciones con derivados," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
• Ana Maria Prieto, 2010. "Ventas en Corto: discusión regulatoria y propuesta para Colombia," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
• Angelo Gutiérrez & Nazly Múnera, 2010. "Ventas en Corto: Analisis comparativo y propuesta para su implementación en el mercado de valores colombiano," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
• María Rosa Álvarez Castrillón & Andrés Ramírez Hassan & Alejandro Rendón Barrera, 2010. "La curva de rendimientos como un indicador adelantado de la actividad económica, el caso colombiano: Período 2001-2009," Revista Ecos de Economía, Universidad EAFIT, October.
• Giovanni E. Reyes & Andrea Briceño M., 2010. "Propuesta de modelo financiero para crecimiento corporativo sostenible," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 2(2), pages 57-64, December.
• Bas ter Weel & T. Prevoo, 2010. "The effects of a change in market abuse regulation on abnormal returns and volumes: Evidence from the Amsterdam stock market," CPB Discussion Paper 154, CPB Netherlands Bureau for Economic Policy Analysis.
• Bas ter Weel & T. Prevoo, 2010. "The effects of a change in market abuse regulation on abnormal returns and volumes: Evidence from the Amsterdam stock market," CPB Discussion Paper 154.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2008. "Learning and Complementarities: Implications for Speculative Attacks," 2008 Meeting Papers 276, Society for Economic Dynamics.
  • Goldstein, Itay & Yuan, Kathy & Ozdenoren, Emre, 2010. "Learning and Complementarities: Implications for Speculative Attacks," CEPR Discussion Papers 7651, C.E.P.R. Discussion Papers.
• Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2013. "Trading frenzies and their impact on real investment," Journal of Financial Economics, Elsevier, vol. 109(2), pages 566-582.
  • Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2010. "Trading Frenzies and Their Impact on Real Investment," 2010 Meeting Papers 94, Society for Economic Dynamics.
  • Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2011. "Trading frenzies and their impact on real investment," LSE Research Online Documents on Economics 119077, London School of Economics and Political Science, LSE Library.
  • Itay Goldstein & Emre Ozdenoren & Kathy Yuan, 2011. "Trading Frenzies and their Impact on Real Investment," FMG Discussion Papers dp670, Financial Markets Group.
  • Goldstein, Itay & Yuan, Kathy & Ozdenoren, Emre, 2010. "Trading Frenzies and Their Impact on Real Investment," CEPR Discussion Papers 7652, C.E.P.R. Discussion Papers.
• Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 467-477, 04-05.
  • Vives, Xavier, 2009. "Asset auctions, information and liquidity," IESE Research Papers D/837, IESE Business School.
  • Vives, Xavier, 2010. "Asset Auctions, Information, and Liquidity," CEPR Discussion Papers 7670, C.E.P.R. Discussion Papers.
  • Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," CESifo Working Paper Series 2906, CESifo.
• Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011. "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, vol. 101(3), pages 574-595, September.
  • Paolo Guasoni & Gur Huberman & Zhenyu Wang, 2010. "Performance maximization of actively managed funds," Staff Reports 427, Federal Reserve Bank of New York.
  • Huberman, Gur & Guasoni, Paolo & Wang, Zhenyu, 2010. "Performance Maximization of Actively Managed Funds," CEPR Discussion Papers 7676, C.E.P.R. Discussion Papers.
• Marc Flandreau & Norbert Gaillard & Ugo Panizza, 2009. "Conflicts of Interest, Reputation and the Interwar Debt Crisis: Banksters or Bad Luck?," IHEID Working Papers 02-2010, Economics Section, The Graduate Institute of International Studies, revised Feb 2010.
  • Flandreau, Marc & Panizza, Ugo & Gaillard, Norbert, 2010. "Conflicts of Interest, Reputation, and the Interwar Debt Crisis: Banksters or Bad Luck?," CEPR Discussion Papers 7705, C.E.P.R. Discussion Papers.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1493-1520, October.
  • Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers 7734, C.E.P.R. Discussion Papers.
• Francis Breedon & Dagfinn Rime & Paolo Vital, 2010. "A Transaction Data Study of the Forward Bias Puzzle," Working Paper 2010/26, Norges Bank.
  • Vitale, Paolo & Rime, Dagfinn & Breedon, Francis, 2010. "A Transaction Data Study of the Forward Bias Puzzle," CEPR Discussion Papers 7791, C.E.P.R. Discussion Papers.
• Rui Albuquerque, 2012. "Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns," The Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1630-1673.
  • Albuquerque, Rui, 2010. "Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns," CEPR Discussion Papers 7896, C.E.P.R. Discussion Papers.
• Lubos Pástor & Pietro Veronesi, 2012. "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, vol. 67(4), pages 1219-1264, August.
  • Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," NBER Working Papers 16128, National Bureau of Economic Research, Inc.
  • Veronesi, Pietro & Pástor, LuboÅ¡, 2010. "Uncertainty about Government Policy and Stock Prices," CEPR Discussion Papers 7897, C.E.P.R. Discussion Papers.
  • Pietro Veronesi & Lubos Pastor, 2011. "Uncertainty about Government Policy and Stock Prices," 2011 Meeting Papers 86, Society for Economic Dynamics.
• Manzano, Carolina & Vives, Xavier, 2011. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 346-369.
  • Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," IESE Research Papers D/874, IESE Business School.
  • Vives, Xavier & Manzano, Carolina, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CEPR Discussion Papers 7949, C.E.P.R. Discussion Papers.
  • Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Working Papers 2072/151544, Universitat Rovira i Virgili, Department of Economics.
  • Carolina Manzano & Xavier Vives, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CESifo Working Paper Series 3137, CESifo.
• Cristina Cella & Andrew Ellul & Mariassunta Giannetti, 2013. "Investors' Horizons and the Amplification of Market Shocks," The Review of Financial Studies, Society for Financial Studies, vol. 26(7), pages 1607-1648.
  • Cristina Cella & Andrew Ellul & Mariassunta Giannetti, "undated". "Investors’ Horizons and the Amplification of Market Shocks," FMG Discussion Papers dp717, Financial Markets Group.
  • Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta, 2013. "Investors' horizons and the amplification of market shocks," LSE Research Online Documents on Economics 119037, London School of Economics and Political Science, LSE Library.
  • Ellul, Andrew & Giannetti, Mariassunta & Cella, Cristina, 2010. "Investors' horizons and the Amplification of Market Shocks," CEPR Discussion Papers 8083, C.E.P.R. Discussion Papers.
• Laeven, Luc & Tong, Hui, 2012. "US monetary shocks and global stock prices," Journal of Financial Intermediation, Elsevier, vol. 21(3), pages 530-547.
  • Mr. Luc Laeven & Mr. Hui Tong, 2010. "U.S. Monetary Shocks and Global Stock Prices," IMF Working Papers 2010/278, International Monetary Fund.
  • Laeven, Luc & Tong, Hui, 2010. "U.S. Monetary Shocks and Global Stock Prices," CEPR Discussion Papers 8090, C.E.P.R. Discussion Papers.
• Urcola, Hernan A. & Irwin, Scott H., 2010. "Hog Options: Contract Redesign and Market Efficiency," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 42(4), pages 1-18, November.
  • Urcola, Hernán A. & Irwin, Scott H., 2010. "Hog Options: Contract Redesign and Market Efficiency," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 42(4), pages 773-790, November.
• Francis, Bill B. & Hasan, Iftekhar & Lothian, James R. & Sun, Xian, 2010. "The Signaling Hypothesis Revisited: Evidence from Foreign IPOs," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(1), pages 81-106, February.
  • Francis, Bill B. & Hasan, Iftekhar & Lothian, James R. & Sun, Xian, 2008. "The signalling hypothesis revisited: evidence from foreign IPOs," Bank of Finland Research Discussion Papers 10/2008, Bank of Finland.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012. "Leverage causes fat tails and clustered volatility," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 695-707, February.
  • Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2009. "Leverage Causes Fat Tails and Clustered Volatility," Papers 0908.1555, arXiv.org, revised Jan 2010.
  • Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.
  • Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2011.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012. "Leverage causes fat tails and clustered volatility," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 695-707, February.
  • Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2009. "Leverage Causes Fat Tails and Clustered Volatility," Papers 0908.1555, arXiv.org, revised Jan 2010.
  • Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2011.
  • Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.
• Hatem Mansali & Florence Labégorre, 2010. "Les performances économiques et boursières à long terme des sociétés introduites en bourse:le cas du marché français (1990-2003)," Revue Finance Contrôle Stratégie, revues.org, vol. 13(2), pages 67-106., June.
• Nikos Christofis & Christos Kollias & Stephanos Papadamou & Apostolos Stagiannis, 2010. "Terrorism and Capital Markets: The Effects of the Istanbul Bombings," Economics of Security Working Paper Series 31, DIW Berlin, German Institute for Economic Research.
• Christos Kollias & Efthalia Manou & Stephanos Papadamou & Apostolos Stagiannis, 2010. "Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market," Economics of Security Working Paper Series 40, DIW Berlin, German Institute for Economic Research.
• Kornelia Hagen & Lucia A. Reisch, 2010. "Riesterrente: Politik ohne Marktbeobachtung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 77(8), pages 2-14.
• Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014. "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 78-97, February.
  • Guglielmo Caporale & Davide Ciferri & Alessandro Girardi, 2010. "Time-varying spot and futures oil price dynamics," Quaderni del Dipartimento di Economia, Finanza e Statistica 75/2010, Università di Perugia, Dipartimento Economia.
  • Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi, 2010. "Time-Varying Spot and Futures Oil Price Dynamics," Discussion Papers of DIW Berlin 988, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2010. "Time-Varying Spot and Futures Oil Price Dynamics," CESifo Working Paper Series 3015, CESifo.
• Spierdijk, Laura & Bikker, Jacob A. & van den Hoek, Pieter, 2012. "Mean reversion in international stock markets: An empirical analysis of the 20th century," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 228-249.
  • L. Spierdijk & J.A. Bikker & P. van den Hoek, 2010. "Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century," Working Papers 10-07, Utrecht School of Economics.
  • Laura Spierdijk & Jacob Bikker & Pieter van den Hoek, 2010. "Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century," DNB Working Papers 247, Netherlands Central Bank, Research Department.
• Hélène Raymond, 2010. "Sovereign Wealth Funds as Domestic Investors of Last Resort During Crises," International Economics, CEPII research center, issue 123, pages 121-159.
  • Hélène Raymond, 2010. "Sovereign Wealth Funds as domestic investors of last resort during crises," Working Papers hal-04140918, HAL.
  • Hélène Raymond, 2010. "Sovereign Wealth Funds as domestic investors of last resort during crises," EconomiX Working Papers 2010-12, University of Paris Nanterre, EconomiX.
• Peixin Zhang, 2010. "Case Study of Three German Banks Stuck in the Subprime Crisis," EconomiX Working Papers 2010-20, University of Paris Nanterre, EconomiX.
• Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," Working Papers CEB 10-002.RS, ULB -- Universite Libre de Bruxelles.
  • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," EconomiX Working Papers 2010-3, University of Paris Nanterre, EconomiX.
  • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," Working Papers hal-04140930, HAL.
• Guru, Anuradha, 2010. "Interplay Between Exchange Traded Currency Futures Markets, Spot Markets and Forward Markets: A Study on India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 45(1), pages 111-130.
• Mihaela Nicolau, 2010. "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
  • Nicolau, Mihaela, 2010. "Practitioners' tools in analysing financial markets evolution," MPRA Paper 25646, University Library of Munich, Germany.
• Viktor Todorov & George Tauchen, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 356-371, July.
  • Todorov, Viktor & Tauchen, George, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 356-371.
  • Viktor Todorov & George Tauchen, 2010. "Volatility Jumps," Working Papers 10-09, Duke University, Department of Economics.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2011. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, vol. 16(1), pages 31-80.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers 2009-05, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2010. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-34, Duke University, Department of Economics.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-73, Duke University, Department of Economics.
• Cosmin Ilut, 2012. "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 33-65, July.
  • Cosmin Ilut, 2009. "Ambiguity Aversion: Implications For The Uncovered Interest Rate Parity Puzzle," 2009 Meeting Papers 328, Society for Economic Dynamics.
  • Cosmin L. Ilut, 2010. "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," Working Papers 10-53, Duke University, Department of Economics.
• Ariane Szafarz, 2009. "How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?," Working Papers CEB 09-048.RS, ULB -- Universite Libre de Bruxelles.
  • Ariane Szafarz, 2010. "How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?," DULBEA Working Papers 10-01.RS., ULB -- Universite Libre de Bruxelles.
• SHUBITA, Moade Fawzi & AL-SHARKAS, Adel A., 2010. "A Study Of Size Effect And Macroeconomics Factors In New York Stock Exchange Stock Returns," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(2).
• Manzano, Carolina & Vives, Xavier, 2011. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 346-369.
  • Vives, Xavier & Manzano, Carolina, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CEPR Discussion Papers 7949, C.E.P.R. Discussion Papers.
  • Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," IESE Research Papers D/874, IESE Business School.
  • Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Working Papers 2072/151544, Universitat Rovira i Virgili, Department of Economics.
  • Carolina Manzano & Xavier Vives, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CESifo Working Paper Series 3137, CESifo.
• Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2733-2746, October.
  • Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," CFS Working Paper Series 2010/01, Center for Financial Studies (CFS).
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• Yves Dominicy & David Veredas, 2010. "The method of simulated quantiles," Working Papers ECARES 2010-008, ULB -- Universite Libre de Bruxelles.
• Jin Ginger Wu & Lu Zhang, 2010. "Does Risk Explain Anomalies? Evidence from Expected Return Estimates," NBER Working Papers 15950, National Bureau of Economic Research, Inc.
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• Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2012. "The implied cost of capital: A new approach," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 504-526.
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• William Branch & George Evans, 2011. "Monetary policy and heterogeneous expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 365-393, June.
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• William A. Branch & George W. Evans, 2011. "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 159-191, July.
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• Menkhoff, Lukas, 2010. "The use of technical analysis by fund managers: International evidence," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2573-2586, November.
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• Bannier, Christina E. & Hirsch, Christian W., 2010. "The economic function of credit rating agencies - What does the watchlist tell us?," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 3037-3049, December.
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• Baur, Dirk G. & McDermott, Thomas K., 2010. "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1886-1898, August.
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• Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2010. "On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders," Journal of Economic Behavior & Organization, Elsevier, vol. 74(3), pages 187-205, June.
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• Hintermann, Beat, 2010. "Allowance price drivers in the first phase of the EU ETS," Journal of Environmental Economics and Management, Elsevier, vol. 59(1), pages 43-56, January.
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• Capelle-Blancard, Gunther & Laguna, Marie-Aude, 2010. "How does the stock market respond to chemical disasters?," Journal of Environmental Economics and Management, Elsevier, vol. 59(2), pages 192-205, March.
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• Acharya, Viral V. & Johnson, Timothy C., 2010. "More insiders, more insider trading: Evidence from private-equity buyouts," Journal of Financial Economics, Elsevier, vol. 98(3), pages 500-523, December.
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• Navarro-García, Juan Carlos & Bastida, Francisco, 2010. "An empirical insight on Spanish listed companies’ perceptions of International Financial Reporting Standards," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 19(2), pages 110-120.
• Schrimpf, Andreas, 2010. "International stock return predictability under model uncertainty," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1256-1282, November.
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• Nitschka, Thomas, 2010. "Cashflow news, the value premium and an asset pricing view on European stock market integration," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1406-1423, November.
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• Uhlig, Harald, 2010. "A model of a systemic bank run," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 78-96, January.
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• Bekaert, Geert & Engstrom, Eric, 2010. "Inflation and the stock market: Understanding the "Fed Model"," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 278-294, April.
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• Shin, Sangheon & Soydemir, Gökçe, 2010. "Exchange-traded funds, persistence in tracking errors and information dissemination," Journal of Multinational Financial Management, Elsevier, vol. 20(4-5), pages 214-234, December.
• Mishra, Vinod & Smyth, Russell, 2010. "An examination of the impact of India's performance in one-day cricket internationals on the Indian stock market," Pacific-Basin Finance Journal, Elsevier, vol. 18(3), pages 319-334, June.
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• Malin, Mirela & Bornholt, Graham, 2010. "Predictability of future index returns based on the 52-week high strategy," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 501-508, November.
  • Mirela Malin & Graham Bornholt, 2009. "Predictability of Future Index Returns based on the 52 Week High Strategy," Discussion Papers in Finance finance:200907, Griffith University, Department of Accounting, Finance and Economics.
• Bissoondoyal-Bheenick, Emawtee & Brooks, Robert D., 2010. "Does volume help in predicting stock returns? An analysis of the Australian market," Research in International Business and Finance, Elsevier, vol. 24(2), pages 146-157, June.
• Boppana Nagarjuna & Varadi Vijay Kumar, 2010. "Heat waves or Meteor showers: Empirical evidence from the stock markets," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 53(2), pages 57-74.
• Jian Zhang & Lee W. Sanning & Sherrill Shaffer, 2010. "Market Efficiency Test in the VIX Futures Market," CAMA Working Papers 2010-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Baur, Dirk G., 2012. "Financial contagion and the real economy," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2680-2692.
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• Milenko Popovi?, 2010. "Nepotpuno tržište i nerazvijenost doma?e ekonomije: Slu?aj Crne gore," Ekonomija Economics, Rifin d.o.o., vol. 17(1), pages 215-244.
• Vicente Cuñat & Mireia Gine & Maria Guadalupe, 2012. "The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value," Journal of Finance, American Finance Association, vol. 67(5), pages 1943-1977, October.
  • Vicente Cuñat & Mireia Gine & Maria Guadalupe, 2010. "The Vote is Cast: The Effect of Corporate Governance on Shareholder Value," NBER Working Papers 16574, National Bureau of Economic Research, Inc.
  • Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2010. "The vote is cast: the effect of corporate governance on shareholder value," LSE Research Online Documents on Economics 119079, London School of Economics and Political Science, LSE Library.
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• Dasgupta, Amil & Prat, Andrea & Verardo, Michela, 2010. "Institutional trade persistence and long-term equity returns," LSE Research Online Documents on Economics 119080, London School of Economics and Political Science, LSE Library.
• Dasgupta, Amil & Prat, Andrea & Verardo, Michela, 2010. "The price impact of institutional herding," LSE Research Online Documents on Economics 119088, London School of Economics and Political Science, LSE Library.
• Miguel Antón & Christopher Polk, 2014. "Connected Stocks," Journal of Finance, American Finance Association, vol. 69(3), pages 1099-1127, June.
  • Miguel Anton, & Christopher Polk, 2010. "Connected Stocks," FMG Discussion Papers dp651, Financial Markets Group.
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• H. Douglas Witte, 2010. "Outliers and the Halloween Effect: Comment on Maberly and Pierce," Econ Journal Watch, Econ Journal Watch, vol. 7(1), pages 91-98, January.
• Kyriakos Drivas, 2010. "The Implications of International Political Disputes on Business Interests: An Event Study," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 13(1), pages 36-55, Summer.
• Marina Martynova & Luc Renneboog, 2010. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisition," Chapters, in: Alessio M. Pacces (ed.), The Law and Economics of Corporate Governance, chapter 3, Edward Elgar Publishing.
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  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-008, Tilburg University, Tilburg Law and Economic Center.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM c21c2683-9244-4ee2-be47-0, Tilburg University, School of Economics and Management.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-18, Tilburg University, Center for Economic Research.
• Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra, 2010. "¿Influyen los tigres asiáticos en el comportamiento gregario español?," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 423-444, abril-jun.
• Castillo Maldonado, Carlos Eduardo, 2010. "Efectividad de la intervención cambiaria en Guatemala," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(307), pages 557-583, julio-sep.
• García, C. José & Herrero, Begoña & Ibáñez, Ana M., 2010. "El papel de la liquidez en el efecto de la nueva información. El caso de Latibex," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(307), pages 651-682, julio-sep.
• Dongmin Kong & Tusheng Xiao & Shasha Liu, 2010. "Asymmetric information, firm investment and stock prices," China Finance Review International, Emerald Group Publishing, vol. 1(1), pages 6-33, October.
• Xiao-dong Xu & Xia Wang & Yi Jin, 2010. "Releasing of restricted shares, firm quality, and market trading activity," China Finance Review International, Emerald Group Publishing, vol. 1(1), pages 78-97, October.
• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 53-92.
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  • Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER Working Papers 15128, National Bureau of Economic Research, Inc.
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• Travis Berge & Òscar Jordà & Alan M. Taylor, 2011. "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 357-388.
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• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, vol. 104(3), pages 452-468.
  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected risks, financial innovation and financial fragility," Economics Working Papers 1251, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
  • Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected Risks, Financial Innovation, and Financial Fragility," Scholarly Articles 10886835, Harvard University Department of Economics.
  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," Working Papers 502, Barcelona School of Economics.
  • Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Working Papers 16068, National Bureau of Economic Research, Inc.
• Ulrike Malmendier & Geoffrey Tate & Jonathan Yan, 2010. "Overconfidence and Early-life Experiences: The Impact of Managerial Traits on Corporate Financial Policies," NBER Working Papers 15659, National Bureau of Economic Research, Inc.
• Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012. "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, vol. 87(1), pages 162-177.
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• Allaudeen Hameed & Randall Morck & Jianfeng Shen & Bernard Yeung, 2015. "Information, Analysts, and Stock Return Comovement," The Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3153-3187.
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• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," Levine's Working Paper Archive 661465000000000237, David K. Levine.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers 15883, National Bureau of Economic Research, Inc.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers 1502, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Sergey Chernenko & C. Fritz Foley & Robin Greenwood, 2010. "Agency Costs, Mispricing, and Ownership Structure," NBER Working Papers 15910, National Bureau of Economic Research, Inc.
• Erik Snowberg & Justin Wolfers, 2010. "Explaining the Favorite-Long Shot Bias: Is it Risk-Love or Misperceptions?," Journal of Political Economy, University of Chicago Press, vol. 118(4), pages 723-746, August.
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  • Erik Snowberg & Justin Wolfers, 2010. "Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions?," NBER Working Papers 15923, National Bureau of Economic Research, Inc.
  • Erik Snowberg & Justin Wolfers, 2010. "Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions?," CESifo Working Paper Series 3029, CESifo.
  • Snowberg, Erik & Wolfers, Justin, 2010. "Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions?," IZA Discussion Papers 4884, Institute of Labor Economics (IZA).
• Robin Greenwood & Samuel Hanson, 2010. "Characteristic Timing," NBER Working Papers 15948, National Bureau of Economic Research, Inc.
• Wu, Jin (Ginger) & Zhang, Lu, 2010. "Does Risk Explain Anomalies? Evidence from Expected Return Estimates," Working Paper Series 2010-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Jin Ginger Wu & Lu Zhang, 2010. "Does Risk Explain Anomalies? Evidence from Expected Return Estimates," NBER Working Papers 15950, National Bureau of Economic Research, Inc.
• Huseyin Gulen & Yuhang Xing & Lu Zhang, 2011. "Value versus Growth: Time‐Varying Expected Stock Returns," Financial Management, Financial Management Association International, vol. 40(2), pages 381-407, June.
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• Mendel, Brock & Shleifer, Andrei, 2012. "Chasing noise," Journal of Financial Economics, Elsevier, vol. 104(2), pages 303-320.
  • Brock Mendel & Andrei Shleifer, "undated". "Chasing Noise," Working Paper 19517, Harvard University OpenScholar.
  • Brock Mendel & Andrei Shleifer, 2010. "Chasing Noise," NBER Working Papers 16042, National Bureau of Economic Research, Inc.
  • Mendel, Brock & Shleifer, Andrei, 2012. "Chasing Noise," Scholarly Articles 10859950, Harvard University Department of Economics.
• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, vol. 104(3), pages 452-468.
  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected risks, financial innovation and financial fragility," Economics Working Papers 1251, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
  • Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected Risks, Financial Innovation, and Financial Fragility," Scholarly Articles 10886835, Harvard University Department of Economics.
  • Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Working Papers 16068, National Bureau of Economic Research, Inc.
• V.V. Chari & Ali Shourideh & Ariel Zetlin-Jones, 2010. "Adverse Selection, Reputation and Sudden Collapses in Secondary Loan Markets," NBER Working Papers 16080, National Bureau of Economic Research, Inc.
• Bruce Ian Carlin & Shaun William Davies & Andrew Miles Iannaccone, 2010. "Competing for Attention in Financial Markets," NBER Working Papers 16085, National Bureau of Economic Research, Inc.
• Lubos Pástor & Pietro Veronesi, 2012. "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, vol. 67(4), pages 1219-1264, August.
  • Veronesi, Pietro & Pástor, LuboÅ¡, 2010. "Uncertainty about Government Policy and Stock Prices," CEPR Discussion Papers 7897, C.E.P.R. Discussion Papers.
  • Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," NBER Working Papers 16128, National Bureau of Economic Research, Inc.
  • Pietro Veronesi & Lubos Pastor, 2011. "Uncertainty about Government Policy and Stock Prices," 2011 Meeting Papers 86, Society for Economic Dynamics.
• Mohamad Al-Ississ & Nolan H. Miller, 2010. "What Does Health Reform Mean for the Healthcare Industry? Evidence from the Massachusetts Special Senate Election," NBER Working Papers 16193, National Bureau of Economic Research, Inc.
• Asquith, Paul & Au, Andrea S. & Covert, Thomas & Pathak, Parag A., 2013. "The market for borrowing corporate bonds," Journal of Financial Economics, Elsevier, vol. 107(1), pages 155-182.
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• Diane Del Guercio & Jonathan Reuter & Paula A. Tkac, 2010. "Broker Incentives and Mutual Fund Market Segmentation," NBER Working Papers 16312, National Bureau of Economic Research, Inc.
• Jonathan Reuter & Eric Zitzewitz, 2021. "How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach [Mutual fund’s R2 as predictor of performance]," Review of Finance, European Finance Association, vol. 25(5), pages 1395-1432.
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• Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy, 2013. "The Effects of Stock Lending on Security Prices: An Experiment," Journal of Finance, American Finance Association, vol. 68(5), pages 1891-1936, October.
  • Kaplan, Steven N. & Moskowitz, Tobias J. & Sensoy, Berk A., 2009. "The Effects of Stock Lending on Security Prices: An Experiment," Working Paper Series 2009-20, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy, 2010. "The Effects of Stock Lending on Security Prices: An Experiment," NBER Working Papers 16335, National Bureau of Economic Research, Inc.
• Frederico Belo & Chen Xue & Lu Zhang, 2010. "Cross-sectional Tobin's Q," NBER Working Papers 16336, National Bureau of Economic Research, Inc.
• Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2010. "Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle," NBER Working Papers 16358, National Bureau of Economic Research, Inc.
  • Hanno Lustig, 2011. "Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle," 2011 Meeting Papers 1443, Society for Economic Dynamics.
• Jeffrey Wurgler, 2010. "On the Economic Consequences of Index-Linked Investing," NBER Working Papers 16376, National Bureau of Economic Research, Inc.
• Jere R. Behrman & Olivia S. Mitchell & Cindy Soo & David Bravo, 2010. "Financial Literacy, Schooling, and Wealth Accumulation," NBER Working Papers 16452, National Bureau of Economic Research, Inc.
• Lauren Cohen & Christopher Malloy & Lukasz Pomorski, 2010. "Decoding Inside Information," NBER Working Papers 16454, National Bureau of Economic Research, Inc.
• Francis X. Diebold & Georg Strasser, 2013. "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(4), pages 1304-1337.
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• Travis Berge & Òscar Jordà & Alan M. Taylor, 2011. "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 357-388.
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• Christopher J. Mayer & Tomasz Piskorski & Alexei Tchistyi, 2010. "The Inefficiency of Refinancing: Why Prepayment Penalties Are Good for Risky Borrowers," NBER Working Papers 16586, National Bureau of Economic Research, Inc.
• Frazzini, Andrea & Pedersen, Lasse Heje, 2014. "Betting against beta," Journal of Financial Economics, Elsevier, vol. 111(1), pages 1-25.
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• Kapetanios, George & Mitchell, James & Shin, Yongcheol, 2014. "A nonlinear panel data model of cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 179(2), pages 134-157.
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• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers 15883, National Bureau of Economic Research, Inc.
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• Hans J. Blommestein & Eylem Vayvada Derya & Perla Ibarlucea Flores, 2011. "OECD Sovereign Borrowing Outlook No.3," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2010(2), pages 1-15.
• Sándor Gardó, 2010. "Bank Governance and Financial Stability in CESEE: A Review of the Literature," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 6-31.
• Jesús Crespo Cuaresma & Tomáš Slacík, 2010. "Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 32-48.
• Popa Dorina Nicoleta & Balint Platon Judit & Bogdan Victoria, 2010. "Voluntary Disclosure And Performance In Time Of Economic Instability. The Case Study Of Turism Felix Company," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 577-584, July.
• Nistor Ioan & Ulici (Ciupac-Ulici) Maria & Schiau (Macavei) Laura Liana, 2010. "Impact Of Financial Crisis On Construction Firm`S Cost Of Capital," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 616-622, December.
• Dedu Vasile & Turcan Radu Olimpiu Calin & Turcan Ciprian Sebastian, 2010. "Behavioral Biases In Trading Securities," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 717-722, December.
• Rascolean Ilie & Szabo Robert, 2010. "The Bucharest Stoc Exchange In The Context Of Economic Crisys," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 766-770, December.
• William Branch & George Evans, 2011. "Monetary policy and heterogeneous expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 365-393, June.
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• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010. "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business 10-29-Rev, Osaka University, Graduate School of Economics, revised Mar 2011.
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• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010. "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business 10-29, Osaka University, Graduate School of Economics.
  • Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010. "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business 10-29-Rev, Osaka University, Graduate School of Economics, revised Mar 2011.
• Claudio Borio, 2010. "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo Group, vol. 56(1), pages 70-95, March.
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• Alex Kane, 2010. "Forecast Precision and Portfolio Performance," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 265-304, Summer.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2010. "Information Acquisition and Under-Diversification," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 779-805.
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• John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2010. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 305-344, January.
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  • John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," NBER Working Papers 11389, National Bureau of Economic Research, Inc.
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• Narasimhan Jegadeesh & Woojin Kim, 2010. "Do Analysts Herd? An Analysis of Recommendations and Market Reactions," The Review of Financial Studies, Society for Financial Studies, vol. 23(2), pages 901-937, February.
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• William A. Branch & George W. Evans, 2010. "Asset Return Dynamics and Learning," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1651-1680, April.
  • Wiliam Branch & George W. Evans, "undated". "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department.
• Lieven Baele, 2010. "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, vol. 23(6), pages 2374-2428, June.
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• David Hirshleifer & Danling Jiang, 2010. "A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3401-3436.
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• Phd. Sandu Diana Ramona, 2010. "The IPO Underpricing Phenomenon – An Analysis of the Romanian Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1835-1839, May.
• Sarac Aldea Laura & Mitea Neluta, 2010. "The Role of Investment in Terms of Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1840-1844, May.
• Mihut Marius, 2010. "The causes of the 1997 Asian crisis. The start of subprime crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 721-726, May.
• Joel Shapiro, 2010. "credit rating agencies," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
• Mailath, George J. & von Thadden, Ernst-Ludwig, 2013. "Incentive compatibility and differentiability: New results and classic applications," Journal of Economic Theory, Elsevier, vol. 148(5), pages 1841-1861.
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• Zbigniew Korzeb, 2010. "Implications Of Cross-Border Mergers And Acquisitions In The Polish Banking Sector In The Context Of The Global Financial Crisis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(4), pages 143-156.
• Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014. "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 78-97, February.
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• Paolo Zagaglia, 2010. "Informed Trading in the Euro Money Market for Term Lending," Working Paper series 02_10, Rimini Centre for Economic Analysis.
  • Zagaglia, Paolo, 2010. "Informed trading in the Euro money market for term lending," MPRA Paper 20415, University Library of Munich, Germany.
• Di Maggio, Marco, 2010. "The Political Economy of the Yield Curve," MPRA Paper 20697, University Library of Munich, Germany.
• N. Narajabad, Borghan, 2010. "Information Technology and the Rise of Household Bankruptcy," MPRA Paper 21058, University Library of Munich, Germany.
• Gande, Amar & Parsley, David, 2010. "Sovereign Credit Ratings, Transparency and International Portfolio Flows," MPRA Paper 21118, University Library of Munich, Germany.
  • Amar Gande & David Parsley, 2014. "Sovereign Credit Ratings, Transparency and International Portfolio Flows," Working Papers 122014, Hong Kong Institute for Monetary Research.
• Fernando ESTRADA, 2010. "Theory Of Argumentation In Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(1), pages 18-22.
  • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 23932, University Library of Munich, Germany.
  • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 21824, University Library of Munich, Germany.
• Francesco Guidi & Rakesh Gupta & Suneel Maheshwari, 2011. "Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(3), pages 337-389, December.
  • Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2010. "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," MPRA Paper 21984, University Library of Munich, Germany.
  • Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2011. "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," Greenwich Papers in Political Economy 7275, University of Greenwich, Greenwich Political Economy Research Centre.
• Skardziukas, Domantas, 2010. "Asymmetric information: the multiplier effect of financial instability," MPRA Paper 23013, University Library of Munich, Germany.
• Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P., 2010. "Pension Fund Performance and Costs: Small is Beautiful," MPRA Paper 23556, University Library of Munich, Germany.
• Ferriani, Fabrizio, 2010. "Informed and uninformed traders at work: evidence from the French market," MPRA Paper 24487, University Library of Munich, Germany.
• Bojańczyk, Mirosław, 2010. "Communication of companies with their surroundings - the manipulation of information and information asymmetry," MPRA Paper 24589, University Library of Munich, Germany.
• Mihaela Nicolau, 2010. "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
  • Nicolau, Mihaela, 2010. "Practitioners' tools in analysing financial markets evolution," MPRA Paper 25646, University Library of Munich, Germany.
• Alfaro, Rodrigo & Sagner, Andres, 2010. "Financial Forecast for the Relative Strength Index," MPRA Paper 25913, University Library of Munich, Germany, revised Apr 2010.
• Bell, Peter N, 2010. "New methodology for event studies in Bonds," MPRA Paper 26694, University Library of Munich, Germany.
• Rambaccussing, Dooruj, 2010. "A real-time trading rule," MPRA Paper 27148, University Library of Munich, Germany.
• Avadanei, Andreea, 2010. "European corporate bond market integration: lessons from EMU," MPRA Paper 27309, University Library of Munich, Germany.
• Omay, Nazli C. & Karadagli, Ece C., 2010. "Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach," MPRA Paper 27312, University Library of Munich, Germany.
• Ale Ebrahim, Nader & Ahmed, Shamsuddin & Abdul Rashid, Salwa Hanim & Taha, Zahari, 2010. "The Effectiveness of Virtual R&D Teams in SMEs: Experiences of Malaysian SMEs," MPRA Paper 27368, University Library of Munich, Germany, revised Nov 2010.
  • Ale Ebrahim, Nader & Abdul Rashid, Salwa Hanim & Ahmed, Shamsuddin & Taha, Zahari, 2011. "The effectiveness of virtual R&D Teams in SMEs: experiences of Malaysian SMEs," MPRA Paper 31554, University Library of Munich, Germany, revised 30 May 2011.
• Klinedinst, Mark, 2010. "Bad loans in the meltdown: micro analysis of credit union performance versus banks, an initial investigation," MPRA Paper 27434, University Library of Munich, Germany.
• Korkeamäki, Timo & Takalo, Tuomas, 2010. "Valuation of innovation: The case of iPhone," MPRA Paper 28042, University Library of Munich, Germany.
  • Korkeamäki, Timo & Takalo, Tuomas, 2012. "Valuation of innovation: the case of iPhone," Bank of Finland Research Discussion Papers 24/2012, Bank of Finland.
• Petrushchak, Bohdan, 2010. "Тренди Довгострокового Впливу Іноземних Фондових Бірж На Динаміку Українського Фондового Ринку [The trend of influence of foreign stock market on Ukrainian stock market in long run]," MPRA Paper 28343, University Library of Munich, Germany.
• Loukil, Nadia & Yousfi, Ouidad, 2010. "Firm's information environment and stock liquidity: evidence from Tunisian context," MPRA Paper 28699, University Library of Munich, Germany, revised Feb 2011.
  • Nadia Loukil & Ouidad Yousfi, 2013. "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Papers 1304.4852, arXiv.org.
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• Romain Boissin & Patrick Sentis, 2014. "Long-run performance of IPOs and the role of financial analysts: some French evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 20(2), pages 125-149, February.
  • Boissin, Romain & Sentis, Patrick, 2010. "Long run performance of IPOs and the role of financial analysts: some French evidence," MPRA Paper 29568, University Library of Munich, Germany.
  • Boissin, Romain & Sentis, Patrick, 2012. "Long-run performance of IPOs and the role of financial analysts: some French evidence," MPRA Paper 41551, University Library of Munich, Germany.
• Chong, Zhiwei, 2010. "Rational expectations equilibrium with transaction costs in financial markets," MPRA Paper 34444, University Library of Munich, Germany, revised 14 Jul 2011.
• Courtney, Samuel, 2010. "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper 35366, University Library of Munich, Germany.
• Courtney, Samuel, 2010. "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper 35390, University Library of Munich, Germany.
• Salazar, Juan & Lambert, Annick, 2010. "fama and macbeth revisited: A Critique," MPRA Paper 35910, University Library of Munich, Germany.
• Lerner, Peter, 2010. "Theoretical analysis of the bid-ask bounce and Related Phenomena," MPRA Paper 35929, University Library of Munich, Germany.
• Guzman, Giselle C., 2010. "An inflation expectations horserace," MPRA Paper 36511, University Library of Munich, Germany.
• Pasaribu, Rowland Bismark Fernando, 2010. "Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45 [Overreaction Anomaly in Indonesia Stock Exchange: Case Study of LQ-45 Stocks]," MPRA Paper 36998, University Library of Munich, Germany.
• Ramona Dumitriu & Razvan Stefanescu, 2010. "Changes in the dow effects in the romanian foreign exchange market," Manager Journal, Faculty of Business and Administration, University of Bucharest, vol. 11(1), pages 163-179, May.
  • Dumitriu, Ramona & Stefanescu, Razvan, 2010. "Changes in the DOW effects in the Romanian foreign exchange market," MPRA Paper 41666, University Library of Munich, Germany, revised 15 Mar 2010.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010. "Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test," MPRA Paper 46502, University Library of Munich, Germany.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010. "Some Further Evidence on the Behaviour of Stock Returns in India," MPRA Paper 48518, University Library of Munich, Germany.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010. "Long Memory in Stock Market Volatility:Evidence from India," MPRA Paper 48519, University Library of Munich, Germany.
• Gurgul, Henryk & Lach, Łukasz, 2010. "The causal link between Polish stock market and key macroeconomic aggregates," MPRA Paper 52250, University Library of Munich, Germany.
• Ozcan Ceylan, 2015. "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1031-1039, June.
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• Ayoki, Milton, 2010. "Response of the Financial Markets to the European Central Bank’s Policy Announcements during the Subprime and Global Financial Crisis," MPRA Paper 78846, University Library of Munich, Germany.
• Mohamed Ali Trabelsi, 2010. "Overreaction and portfolio‐selection strategies in the Tunisian stock market," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 11(3), pages 310-322, May.
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• Trabelsi, Mohamed Ali, 2010. "Sélection de portefeuille via la stratégie de sur-réaction [Portfolio selection via the overreaction strategy]," MPRA Paper 81472, University Library of Munich, Germany, revised 2010.
• Trabelsi, Mohamed Ali, 2010. "Choix de portefeuille: comparaison des différentes stratégies [Portfolio selection: comparison of different strategies]," MPRA Paper 82946, University Library of Munich, Germany, revised 01 Dec 2010.
• Gupta, Rangan & Modise, Mampho P., 2012. "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, vol. 29(3), pages 908-916.
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• David Havlíček, 2010. "Analysis of the Impact of Weather on Trading in Equity Markets [Analýza vlivu počasí na obchodování na akciových trzích]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2010(3), pages 49-62.
• Ladislav Krištoufek, 2010. "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009 [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, vol. 2010(4), pages 471-487.
• Alain Cazalé, 2010. "L’information économique et financière et la crise," Revue d'Économie Financière, Programme National Persée, vol. 98(3), pages 85-103.
• David J. Denis & Antonio J. Macias, 2010. "Material Adverse Change Clauses and Acquisition Dynamics," Purdue University Economics Working Papers 1242, Purdue University, Department of Economics.
• Mark Bagnoli & Susan G. Watts, 2010. "Knowing Versus Telling Private Information About a Rival," Purdue University Economics Working Papers 1250, Purdue University, Department of Economics.
• George Kapetanios & James Mitchell & Yongcheol Shin, 2010. "A Nonlinear Panel Model of Cross-sectional Dependence," Working Papers 673, Queen Mary University of London, School of Economics and Finance.
• George Kapetanios & James Mitchell & Yongcheol Shin, 2010. "A Nonlinear Panel Model of Cross-sectional Dependence," Working Papers 673, Queen Mary University of London, School of Economics and Finance.
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• Dungey, Mardi & Hvozdyk, Lyudmyla, 2012. "Cojumping: Evidence from the US Treasury bond and futures markets," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1563-1575.
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• Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005. "Investor Overconfidence and the Forward Discount Puzzle," Working Paper Series 2005-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Tarek A. Hassan & Thomas M. Mertens, 2017. "The Social Cost of Near-Rational Investment," American Economic Review, American Economic Association, vol. 107(4), pages 1059-1103, April.
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  • Emmanuel Farhi & Samuel Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2015. "Crash Risk in Currency Markets," Working Paper 20948, Harvard University OpenScholar.
  • Emmanuel Farhi & Samuel Paul Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2009. "Crash Risk in Currency Markets," NBER Working Papers 15062, National Bureau of Economic Research, Inc.
• Andr? Kurmann & Christopher Otrok, 2013. "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, vol. 103(6), pages 2612-2632, October.
  • André Kurmann & Christopher Otrok, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," Cahiers de recherche 1005, CIRPEE.
  • Andre Kurmann & Christopher Otrok, 2012. "News shocks and the slope of the term structure of interest rates," Working Papers 2012-011, Federal Reserve Bank of St. Louis.
  • Christopher Otrok & Andre Kurmann, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," 2010 Meeting Papers 72, Society for Economic Dynamics.
• Roberto Piazza, 2015. "Financial innovation and risk: the role of information," Annals of Finance, Springer, vol. 11(3), pages 477-502, November.
  • Roberto Piazza, 2010. "Financial innovation and risk: the role of information," Temi di discussione (Economic working papers) 759, Bank of Italy, Economic Research and International Relations Area.
  • Roberto Piazza, 2010. "Financial innovation and risk: the role of information," 2010 Meeting Papers 73, Society for Economic Dynamics.
• Péter Benczúr & Cosmin L. Ilut, 2016. "Evidence for Relational Contracts in Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 375-404.
  • Péter Benczúr & Cosmin L. Ilut, 2016. "Evidence For Relational Contracts In Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 375-404, April.
  • Cosmin Ilut & Peter Benczur, 2010. "Evidence for Relational Contracts in Sovereign Bank Lending," 2010 Meeting Papers 91, Society for Economic Dynamics.
  • Peter Benczur & Cosmin L. Ilut, 2014. "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers 20391, National Bureau of Economic Research, Inc.
• Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2013. "Trading frenzies and their impact on real investment," Journal of Financial Economics, Elsevier, vol. 109(2), pages 566-582.
  • Goldstein, Itay & Yuan, Kathy & Ozdenoren, Emre, 2010. "Trading Frenzies and Their Impact on Real Investment," CEPR Discussion Papers 7652, C.E.P.R. Discussion Papers.
  • Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2011. "Trading frenzies and their impact on real investment," LSE Research Online Documents on Economics 119077, London School of Economics and Political Science, LSE Library.
  • Itay Goldstein & Emre Ozdenoren & Kathy Yuan, 2011. "Trading Frenzies and their Impact on Real Investment," FMG Discussion Papers dp670, Financial Markets Group.
  • Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2010. "Trading Frenzies and Their Impact on Real Investment," 2010 Meeting Papers 94, Society for Economic Dynamics.
• Paul Woolley, 2010. "Por qué los mercados financieros son tan ineficientes y explotadores, y una propuesta de solución," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 12(23), pages 55-83, July-Dece.
• Cristina Del Río & Rafael Santamaría, 2010. "Dinámica Del Volumen, Información Y Estructura De Propiedad," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 18(1), pages 121-149, Spring.
• Natividad Blasco De Las Heras & Sandra Ferreruela Garcés & Pilar Corredor Casado, 2010. "Una Explicación Del Efecto Herding Desde El Mercado De Derivados," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 18(3), pages 161-196, Winter.
• Zagaglia, Paolo, 2010. "Informed trading in the Euro money market for term lending," MPRA Paper 20415, University Library of Munich, Germany.
  • Paolo Zagaglia, 2010. "Informed Trading in the Euro Money Market for Term Lending," Working Paper series 02_10, Rimini Centre for Economic Analysis.
• Wang, Jian-Xin, 2010. "A Multi-Factor Measure for Cross-Market Liquidity Commonality," ADB Economics Working Paper Series 230, Asian Development Bank.
• Chung, Chae-Shick, 2010. "The Role and Magnitude of Order Flows in Seoul Foreign Market," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 14(1), pages 237-260, June.
• Jaggia, Sanjiv & Thosar, Satish, 2010. "A partial defense of the giant squid," Journal of Financial Transformation, Capco Institute, vol. 28, pages 8-11.
• Shojai, Shahin & Feiger, George & Kumar, Rajesh, 2010. "Economists’ hubris — the case of equity asset management," Journal of Financial Transformation, Capco Institute, vol. 29, pages 9-16.
• Kedar-Levy, Haim & Yu, Xiaoyan & Kamesaka, Akiko & Ben-Zion, Uri, 2010. "Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges," Journal of Financial Transformation, Capco Institute, vol. 30, pages 133-139.
• Stein, Jerome, 2010. "A critique of Alan Greenspan’s retrospective on the crisis," Journal of Financial Transformation, Capco Institute, vol. 30, pages 9-21.
• Pele, Daniel Traian & Voineagu, Virgil, 2008. "Testing Market Efficiency Via Decomposition Of Stock Return. Application To Romanian Capital Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(3), pages 63-79, September.
• Mihaiu, Diana Marieta & Opreana, Alin & Cristescu, Marian Pompiliu, 2010. "Efficiency, Effectiveness and Performance of the Public Sector," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 132-147, December.
• Rene M. Stulz, 2010. "Credit Default Swaps and the Credit Crisis," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 73-92, Winter.
  • Stulz, Rene, 2010. "Credit default Swaps and the Credit Crisis," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 157-175.
  • Stulz, Rene M., 2009. "Credit Default Swaps and the Credit Crisis," Working Paper Series 2009-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • René M. Stulz, 2009. "Credit Default Swaps and the Credit Crisis," NBER Working Papers 15384, National Bureau of Economic Research, Inc.
• Ran Zhang & Kenneth Simons & David I. Stern, 2010. "News Media as a Channel of Environmental Information Disclosure: Evidence from an EGARCH Approach," Rensselaer Working Papers in Economics 1001, Rensselaer Polytechnic Institute, Department of Economics.
• Bourghelle, David & Hyme, Pauline, 2010. "Du mythe de l’efficience des marchés au krach," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 8.
• Richard Heaney & F. Douglas Foster & Shirley Gregor & Terry O'Neill & Robert Wood, 2010. "Are two heads better than one? An experiment with novice share traders," Australian Journal of Management, Australian School of Business, vol. 35(2), pages 119-142, August.
• Ryan Bartens & Shakill Hassan, 2010. "Value, size and momentum portfolios in real time: the cross section of South African stocks," Australian Journal of Management, Australian School of Business, vol. 35(2), pages 181-202, August.
• Madhumita Chakraborty, 2010. "The Wealth Effects of Takeover Announcement for Firms in the Financial Services Sector in India," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(2), pages 199-227, August.
• William A. Branch & George W. Evans, 2011. "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 159-191, July.
  • Wiliam Branch & George W. Evans, "undated". "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," University of Oregon Economics Department Working Papers 2008-1, University of Oregon Economics Department.
  • William A. Branch & George W. Evans, 2010. "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," CDMA Working Paper Series 201010, Centre for Dynamic Macroeconomic Analysis, revised 15 Apr 2010.
  • Branch, William A. & Evans, George W., 2010. "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," SIRE Discussion Papers 2010-33, Scottish Institute for Research in Economics (SIRE).
• William Branch & George Evans, 2011. "Monetary policy and heterogeneous expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 365-393, June.
  • Branch, William A. & Evans, George W., 2010. "Monetary Policy and Heterogeneous Expectations," SIRE Discussion Papers 2010-32, Scottish Institute for Research in Economics (SIRE).
  • William A. Branch & George W. Evans, 2010. "Monetary Policy and Heterogeneous Expectations," CDMA Working Paper Series 201011, Centre for Dynamic Macroeconomic Analysis.
  • George W. Evans & William A.Branch, 2010. "Monetary Policy and Heterogeneous Expectations," University of Oregon Economics Department Working Papers 2010-4, University of Oregon Economics Department.
• Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi, 2012. "Variance risk premiums and predictive power of alternative forward variances in the corn market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(6), pages 587-608, June.
  • Wang, Zhiguang & Fausti, Scott W. & Qasmi, Bashir A., 2010. "Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market," Economics Staff Papers 61683, South Dakota State University, Department of Economics.
  • Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi, 2010. "Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market," Staff Papers 100001, South Dakota State University, Department of Economics.
• McDonald, Tia Michelle & Keating, Ariel Ruth & Fausti, Scott W. & Li, Jing & Lundgren, Jonathan G. & Catangui, Mike, 2010. "Insecticide Use and Crop Selection: A South Dakota Case Study," Economics Staff Papers 91991, South Dakota State University, Department of Economics.
  • McDonald, Tia Michelle & Scott W. Fausti & Keating, Ariel Ruth & Li, Jing & Lundgren, Jonathan & Catangui, Mike, 2010. "Insecticide Use and Crop Selection: A South Dakota Case Study," Staff Papers 100002, South Dakota State University, Department of Economics.
• David Paton & Donald S. Siegel & Leighton Vaughan Williams, 2010. "Symposium - Gambling, Prediction Markets and Public Policy," Southern Economic Journal, Southern Economic Association, vol. 76(4), pages 878-883, April.
• Jaiho Chung & Joon Ho Hwang, 2010. "Symposium -An Empirical Examination of the Parimutuel Sports Lottery Market versus the Bookmaker Market," Southern Economic Journal, Southern Economic Association, vol. 76(4), pages 884-905, April.
• David Marginson, 2010. "Symposium - Market Inefficiency in Person-to-Person Betting: Examining ‘Known Loser’ Insider Trading on the Exchanges," Southern Economic Journal, Southern Economic Association, vol. 76(4), pages 932-952, April.
• Suela Kristo & Servete Gruda, 2010. "Competition, Efficiency And Stability In Albanian Banking System," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 2(3 (Decemb), pages 281-296.
• Tommaso Mancini Griffoli & Angelo Ranaldo, 2010. "Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity," Working Papers 2010-14, Swiss National Bank.
  • Mancini Griffoli, Tommaso & Ranaldo, Angelo, 2012. "Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity," Working Papers on Finance 1212, University of St. Gallen, School of Finance.
• Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," Working Papers hal-04140930, HAL.
  • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," Working Papers CEB 10-002.RS, ULB -- Universite Libre de Bruxelles.
  • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," EconomiX Working Papers 2010-3, University of Paris Nanterre, EconomiX.
• Szafarz, Ariane, 2012. "Financial crises in efficient markets: How fundamentalists fuel volatility," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 105-111.
  • Ariane Szafarz, 2010. "Financial Crises in Efficient Markets: How Fundamentalists Fuel Volatility," Working Papers CEB 10-052, ULB -- Universite Libre de Bruxelles.
  • Ariane Szafarz, 2012. "Financial crises in efficient markets: How fundamentalists fuel volatility," ULB Institutional Repository 2013/149191, ULB -- Universite Libre de Bruxelles.
• Catherine Kyrtsou & Michel Terraza, 2010. "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, vol. 38(2), pages 325-345, April.
  • Catherine Kyrtsou & Michel Terraza, 2008. "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series 2008_09, Department of Economics, University of Macedonia, revised Sep 2008.
• Luciano Campi & Umut Çetin & Albina Danilova, 2013. "Equilibrium model with default and dynamic insider information," Finance and Stochastics, Springer, vol. 17(3), pages 565-585, July.
• Terrill Keasler & Chris McNeil, 2010. "Mad Money stock recommendations: market reaction and performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(1), pages 1-22, January.
• Vitaly Guzhva & Kseniya Beltsova & Vladimir Golubev, 2010. "Market undervaluation of risky convertible offerings: Evidence from the airline industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(1), pages 30-45, January.
• Jan-Peer Laabs & Dirk Schiereck, 2010. "The long-term success of M&A in the automotive supply industry: determinants of capital market performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(1), pages 61-88, January.
• William Bertin & Paul Fowler & David Michayluk & Laurie Prather, 2010. "An analysis of Australian exchange traded options and warrants," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(2), pages 150-172, April.
• Ming-Shiun Pan, 2010. "Autocorrelation, return horizons, and momentum in stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(3), pages 284-300, July.
• Anchor Lin & Peggy Swanson, 2010. "Contrarian strategies and investor overreaction under price limits," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(4), pages 430-454, October.
• Pantisa Pavabutr & Piyamas Chaihetphon, 2010. "Price discovery in the Indian gold futures market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(4), pages 455-467, October.
• Ingrid Nielsen & Russell Smyth & Qingguo Zhai, 2010. "Subjective Well-Being of China’s Off-Farm Migrants," Journal of Happiness Studies, Springer, vol. 11(3), pages 315-333, June.
  • Russell Smyth & Ingrid Nielsen & Qingguo Zhai, 2009. "Subjective Well-Being Of China'S Off-Farm Migrants," Development Research Unit Working Paper Series 02-09, Monash University, Department of Economics.
• Ingrid Nielsen & Olga Paritski & Russell Smyth, 2010. "Subjective Well-Being of Beijing Taxi Drivers," Journal of Happiness Studies, Springer, vol. 11(6), pages 721-733, December.
  • Ingrid Nielsen & Olga Paritski & Russell Smyth, 2009. "Subjective Well-Being Of Beijing Taxi Drivers," Development Research Unit Working Paper Series 03-09, Monash University, Department of Economics.
• Paulo Horta & Carlos Mendes & Isabel Vieira, 2010. "Contagion effects of the subprime crisis in the European NYSE Euronext markets," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 9(2), pages 115-140, August.
  • Isabel Maria Pereira Viegas Vieira, 2009. "Contagion Effects of the Subprime Crisis in the European NYSE-Euronext Markets," CEFAGE-UE Working Papers 2009_01, University of Evora, CEFAGE-UE (Portugal).
• Mohamed Chikhi & Claude Diebolt, 2010. "Nonparametric analysis of financial time series by the Kernel methodology," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(5), pages 865-880, August.
  • Mohamed Chikhi & Claude Diebolt, 2006. "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers 06-11, Association Française de Cliométrie (AFC).
• Holger Daske & Moritz Bassemir & Felix F. Fischer & Günther Gebhardt, 2010. "Manipulation des Börsenkurses durch gezielte Informationspolitik im Rahmen von Squeeze-Outs? — Eine empirische Untersuchung am deutschen Kapitalmarkt," Schmalenbach Journal of Business Research, Springer, vol. 62(3), pages 254-288, May.
• Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L., 2010. "Stock return seasonalities and investor structure: Evidence from China's B-share markets," China Economic Review, Elsevier, vol. 21(1), pages 190-201, March.
  • Martin T. Bohl & Michael Schuppli & Pierre L. Siklos, 2009. "Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets," CQE Working Papers 0709, Center for Quantitative Economics (CQE), University of Muenster.
  • Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L., 2009. "Stock return seasonalities and investor structure: Evidence from China's B-share markets," BOFIT Discussion Papers 20/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
• Hayo, Bernd & Kutan, Ali M. & Neuenkirch, Matthias, 2010. "The impact of U.S. central bank communication on European and pacific equity markets," Economics Letters, Elsevier, vol. 108(2), pages 172-174, August.
  • Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009. "The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets," MAGKS Papers on Economics 200927, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2010. "Modelling and measuring price discovery in commodity markets," Journal of Econometrics, Elsevier, vol. 158(1), pages 95-107, September.
  • Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2007. "Modelling and measuring price discovery in commodity markets," DEE - Working Papers. Business Economics. WB wb074510, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2008. "Modelling and Measuring Price Discovery in Commodity Markets," DEE - Working Papers. Business Economics. WB 15951, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Fornari, Fabio, 2010. "Assessing the compensation for volatility risk implicit in interest rate derivatives," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 722-743, September.
• Symeonidis, Lazaros & Daskalakis, George & Markellos, Raphael N., 2010. "Does the weather affect stock market volatility?," Finance Research Letters, Elsevier, vol. 7(4), pages 214-223, December.
  • Daskalakis, George & Symeonidis, Lazaros & Markellos, Raphael, 2009. "Does the weather affect stock market volatility?," MPRA Paper 34128, University Library of Munich, Germany.
• Cowling, Marc, 2010. "The role of loan guarantee schemes in alleviating credit rationing in the UK," Journal of Financial Stability, Elsevier, vol. 6(1), pages 36-44, April.
  • Cowling, Marc, 2007. "The Role of Loan Guarantee Schemes in Alleviating Credit Rationing in the UK," MPRA Paper 1613, University Library of Munich, Germany.
• De Meyer, Bernard, 2010. "Price dynamics on a stock market with asymmetric information," Games and Economic Behavior, Elsevier, vol. 69(1), pages 42-71, May.
  • Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
• Lo, Ingrid & Sapp, Stephen G., 2010. "Order aggressiveness and quantity: How are they determined in a limit order market?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 213-237, July.
  • Ingrid Lo & Stephen Sapp, 2007. "Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?," Staff Working Papers 07-23, Bank of Canada.

2009

• Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009. "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 368-387, June.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008. "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Other publications TiSEM 91f34e3c-7702-4ab3-bf1d-7, Tilburg University, School of Economics and Management.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008. "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Discussion Paper 2008-99, Tilburg University, Center for Economic Research.
• Bouis, Romain, 2009. "The short-term timing of initial public offerings," Journal of Corporate Finance, Elsevier, vol. 15(5), pages 587-601, December.
• Ladley, Dan & Schenk-Hoppé, Klaus Reiner, 2009. "Do stylised facts of order book markets need strategic behaviour?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 817-831, April.
  • Dan Ladley & Klaus Reiner Schenk-Hoppe, 2007. "Do Stylised Facts of Order Book Markets Need Strategic Behaviour?," Swiss Finance Institute Research Paper Series 07-20, Swiss Finance Institute.
• Özatay, Fatih & Özmen, Erdal & Sahinbeyoglu, Gülbin, 2009. "Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news," Economic Modelling, Elsevier, vol. 26(2), pages 526-531, March.
  • Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu, 2007. "Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News," ERC Working Papers 0707, ERC - Economic Research Center, Middle East Technical University, revised Dec 2007.
  • Fatih Özatay & Erdal Özmen & Gülbin Sahinbeyoglu, 2008. "Emerging Market Sovereign Spreads, Global Financial Conditions and US Macroeconomic News," Working Papers 400, Economic Research Forum, revised 03 Jan 2008.
• Schmeling, Maik, 2009. "Investor sentiment and stock returns: Some international evidence," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 394-408, June.
  • Schmeling, Maik, 2008. "Investor sentiment and stock returns: Some international evidence," Hannover Economic Papers (HEP) dp-407, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa, 2009. "Empirical evidence on jumps in the term structure of the US Treasury Market," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 430-445, June.
  • Mardi Dungey & Michael McKenzie & Vanessa Smith, 2007. "Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market," CAMA Working Papers 2007-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Chevallier, Julien & Ielpo, Florian & Mercier, Ludovic, 2009. "Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event," Energy Policy, Elsevier, vol. 37(1), pages 15-28, January.
• Nicolosi, Gina & Peng, Liang & Zhu, Ning, 2009. "Do individual investors learn from their trading experience?," Journal of Financial Markets, Elsevier, vol. 12(2), pages 317-336, May.
  • Gina Nicolosi & Liang Peng & Ning Zhu, 2003. "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers ysm439, Yale School of Management, revised 01 Sep 2009.
  • Gina Nicolosi & Liang Peng, 2004. "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings 532, Econometric Society.
• Kim, Suk-Joong & Nguyen, Do Quoc Tho, 2009. "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 415-431, July.
  • Suk-Joong, Kim & Do Quoc Tho, Nguyen, 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," MPRA Paper 17213, University Library of Munich, Germany.
• Goergen, Marc & Khurshed, Arif & Renneboog, Luc, 2009. "Why are the French so different from the Germans? Underpricing of IPOs on the Euro New Markets," International Review of Law and Economics, Elsevier, vol. 29(3), pages 260-271, September.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Discussion Paper 2006-008, Tilburg University, Tilburg Law and Economic Center.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Discussion Paper 2006-24, Tilburg University, Center for Economic Research.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Other publications TiSEM 2162fd8f-6662-4da5-bbc9-0, Tilburg University, School of Economics and Management.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Other publications TiSEM d472533d-2505-4c3d-a2d8-e, Tilburg University, School of Economics and Management.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2011. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, vol. 16(1), pages 31-80.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-73, Duke University, Department of Economics.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers 2009-05, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2010. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-34, Duke University, Department of Economics.
• Anna Obizhaeva, 2009. "Portfolio Transitions and Stock Price Dynamics," Working Papers w0224, New Economic School (NES).
• J. Bradford DeLong & Konstantin Magin, 2009. "The U.S. Equity Return Premium: Past, Present, and Future," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 193-208, Winter.
• Markus K. Brunnermeier, 2009. "Deciphering the Liquidity and Credit Crunch 2007-2008," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 77-100, Winter.
• William C. Weld & Roni Michaely & Richard H. Thaler & Shlomo Benartzi, 2009. "The Nominal Share Price Puzzle," Journal of Economic Perspectives, American Economic Association, vol. 23(2), pages 121-142, Spring.
• Thi Hong Van Hoang, 2009. "Efficience informationnelle des marchés de l'or à Paris et à Londres, 1948-2008 : une vérification économétrique de la forme faible," Working Papers 2009-1, Laboratoire Orléanais de Gestion - université d'Orléans.
  • Thi Hong Van Hoang, 2009. "Efficience informationnelle des marchés de l’or à Paris et à Londres, 1948-2008. Une vérification économétrique de la forme faible," Working Papers 09-09, Association Française de Cliométrie (AFC).
• Bashir Tijjani & David Power & Suzanne Fifield, 2009. "An Empirical Investigation of the Weak-Form of the Efficient Market Hypothesis for the Nigerian Stock Exchange," The African Finance Journal, Africagrowth Institute, vol. 11(2), pages 1-27.
• Kung, James J., 2009. "Predictability of Technical Trading Rules: Evidence from the Taiwan Stock Market," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 5(01-2), pages 1-17, March.
• Lin, Chien-Ting & Ho, Chia-Cheng & Hsieh, Hisn-Jung, 2009. "Market Psychology and Aggregate Stock Returns: Evidence from Australian Consumer Sentiment," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 5(01-2), pages 1-15, March.
• Horia CRISTEA, 2009. "The financial information's vulnerability," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 32-36, May.
• Franklin Allen & Ana Babus & Elena Carletti, 2009. "Financial Crises: Theory and Evidence," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 97-116, November.
• Gabriel Martinez, 2009. "Credit Rationing and Exchange-Rate Stabilization: Examining the Relation between Financial Frictions, Exchange-Rate Volatility, Lending Rates, and Capital Inflows," Working Papers 0902, Ave Maria University, Department of Economics.
• Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2012. "Modeling and explaining the dynamics of European Union Allowance prices at high-frequency," Energy Economics, Elsevier, vol. 34(1), pages 316-326.
  • Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2010. "Modeling and explaining the dynamics of European Union allowance prices at high-frequency," ZEW Discussion Papers 10-038, ZEW - Leibniz Centre for European Economic Research.
  • Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2010. "Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency," Working Papers 0497, University of Heidelberg, Department of Economics.
• Jacob Gyntelberg & Alicia Garcia Herrero & Andrea Tesei, 2008. "The Asian crisis: what did local stock markets expect?," BIS Working Papers 261, Bank for International Settlements.
  • Alicia Garcia-Herrero & Jacob Gyntelberg & Andrea Tesei, 2009. "The Asian crisis: what did local stock markets expect?," Working Papers 0902, BBVA Bank, Economic Research Department.
• Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo, 2009. "Determinants of the Inter-Bank Interest Rate in Argentina," BCRA Working Paper Series 200941, Central Bank of Argentina, Economic Research Department.
• Birol Yildiz & Soner Akkoç, 2009. "Predicting Bank Bankruptcies with Neuro Fuzzy Method," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 3(1), pages 9-36.
• José Manuel Campa & Ignacio Hernando, 2009. "Cash, access to credit, and value creation in M&As," Working Papers 0915, Banco de España.
• Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael R King & Aviram Levy & Federico M Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," BIS Papers, Bank for International Settlements, number 48.
  • Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers) 47, Bank of Italy, Economic Research and International Relations Area.
• Rangel, José Gonzalo, 2011. "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1263-1276, May.
  • Rangel José Gonzalo, 2009. "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers 2009-15, Banco de México.
• Uhlig, Harald, 2010. "A model of a systemic bank run," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 78-96, January.
  • Harald Uhlig, 2009. "A Model of a Systemic Bank Run," NBER Working Papers 15072, National Bureau of Economic Research, Inc.
  • Harald Uhlig, 2009. "A Model of a Systemic Bank Run," Working Papers 2009-006, Becker Friedman Institute for Research In Economics.
• Lucas, Y., 2009. "The impact of the financial crisis on transfer systems," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 14, pages 39-45, Summer.
• Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael R King & Aviram Levy & Federico M Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," BIS Papers, Bank for International Settlements, number 48.
  • Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers) 47, Bank of Italy, Economic Research and International Relations Area.
• Hui Guo, 2009. "Data Revisions And Out‐Of‐Sample Stock Return Predictability," Economic Inquiry, Western Economic Association International, vol. 47(1), pages 81-97, January.
• Marcel Fratzscher & Livio Stracca, 2009. "The political economy under monetary union: has the euro made a difference?," Economic Policy, CEPR;CES;MSH, vol. 24, pages 307-348, April.
• André Betzer & Erik Theissen, 2009. "Insider Trading and Corporate Governance: The Case of Germany," European Financial Management, European Financial Management Association, vol. 15(2), pages 402-429, March.
  • Betzer, André & Theissen, Erik, 2007. "Insider trading and corporate governance: The case of Germany," CFR Working Papers 07-07, University of Cologne, Centre for Financial Research (CFR).
• Michael R. King, 2009. "Prebid Run‐Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Financial Management, Financial Management Association International, vol. 38(4), pages 699-726, December.
  • Michael R. King & Maksym Padalko, 2005. "Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Staff Working Papers 05-3, Bank of Canada.
• Asani Sarkar & Robert A. Schwartz, 2009. "Market Sidedness: Insights into Motives for Trade Initiation," Journal of Finance, American Finance Association, vol. 64(1), pages 375-423, February.
  • Asani Sarkar & Robert A. Schwartz, 2007. "Market sidedness: insights into motives for trade initiation," Staff Reports 292, Federal Reserve Bank of New York.
• Kenji Kutsuna & Janet Kiholm Smith & Richard L. Smith, 2009. "Public Information, IPO Price Formation, and Long‐Run Returns: Japanese Evidence," Journal of Finance, American Finance Association, vol. 64(1), pages 505-546, February.
  • Kenji Kutsuna & Janet Kiholm Smith & Richard L. Smith, 2006. "Public Information, IPO Price Formation, and Long-run Returns: Japanese Evidence," Discussion Papers 2006-22, Kobe University, Graduate School of Business Administration.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Information Immobility and the Home Bias Puzzle," Journal of Finance, American Finance Association, vol. 64(3), pages 1187-1215, June.
  • Laura Veldkamp & Stijn Van Nieuwerburgh, 2004. "Information Immobility and the Home Bias Puzzle," Working Papers 04-32, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Stijn Van Nieuwerburgh & Laura Veldkamp, 2007. "Information Immobility and the Home Bias Puzzle," NBER Working Papers 13366, National Bureau of Economic Research, Inc.
  • Laura Veldkamp & Stijn Van Nieuwerburgh, 2005. "Information Immobility and the Home Bias Puzzle," 2005 Meeting Papers 78, Society for Economic Dynamics.
• David Hirshleifer & Sonya Seongyeon Lim & Siew Hong Teoh, 2009. "Driven to Distraction: Extraneous Events and Underreaction to Earnings News," Journal of Finance, American Finance Association, vol. 64(5), pages 2289-2325, October.
  • Hirshleifer, David & Lim, Sonya Seongyeon & Teoh, Siew Hong, 2006. "Driven to distraction: Extraneous events and underreaction to earnings news," MPRA Paper 3110, University Library of Munich, Germany, revised 16 Apr 2007.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009. "The Price Is (Almost) Right," Journal of Finance, American Finance Association, vol. 64(6), pages 2739-2782, December.
  • Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Price is (Almost) Right," NBER Working Papers 10131, National Bureau of Economic Research, Inc.
• Joseph A. Clougherty & Tomaso Duso, 2009. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," Journal of Management Studies, Wiley Blackwell, vol. 46(8), pages 1365-1395, December.
  • Duso, Tomaso & Clougherty, Joseph A., 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CEPR Discussion Papers 6867, C.E.P.R. Discussion Papers.
  • Joseph A. Clougherty & Tomaso Duso, 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers SP II 2008-17r, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), revised Feb 2009.
  • Clougherty, Joseph & Duso, Tomaso, 2008. "The impact of horizontal mergers on rivals: Gains to being left outside a merger," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 239, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Joseph A. Clougherty & Tomaso Duso, 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers SP II 2008-17r, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), revised Feb 2009.
• Jianjun Sun & Nobuyoshi Yamori, 2009. "Regional Disparities And Investment–Cash Flow Sensitivity: Evidence From Chinese Listed Firms," Pacific Economic Review, Wiley Blackwell, vol. 14(5), pages 657-667, December.
  • Sun, Jianjun & Yamori, Nobuyoshi, 2009. "Regional disparities and investment-cash flow sensitivity: Evidence from Chinese listed firms," MPRA Paper 14858, University Library of Munich, Germany.
• Günter Franke & Jan P. Krahnen, 2009. "Instabile Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 335-366, November.
  • Franke, Günter & Krahnen, Jan Pieter, 2009. "Instabile Finanzmärkte," CFS Working Paper Series 2009/13, Center for Financial Studies (CFS).
• Oscar A. Díaz Quevedo, 2009. "Determinantes del ratio de morosidad en el sistema financiero boliviano," Serie de Documentos de Trabajo 2009/01, Banco Central de Bolivia.
• Oscar A. Díaz Quevedo, 2009. "¿Cuán eficiente es la banca boliviana?: Una aproximación mediante fronteras estocásticas," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 11(1), pages 45-76, December.
• Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L., 2010. "Stock return seasonalities and investor structure: Evidence from China's B-share markets," China Economic Review, Elsevier, vol. 21(1), pages 190-201, March.
  • Martin T. Bohl & Michael Schuppli & Pierre L. Siklos, 2009. "Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets," CQE Working Papers 0709, Center for Quantitative Economics (CQE), University of Muenster.
  • Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L., 2009. "Stock return seasonalities and investor structure : Evidence from China's B-share markets," BOFIT Discussion Papers 20/2009, Bank of Finland, Institute for Economies in Transition.
• Becchetti, Leonardo & Ciciretti, Rocco & Hasan, Iftekhar, 2009. "Corporate social responsibility and shareholder's value : an empirical analysis," Research Discussion Papers 1/2009, Bank of Finland.
• Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2009. "Credit allocation, capital requirements and procyclicality," Research Discussion Papers 23/2009, Bank of Finland.
• Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P., 2013. "Revisiting the merger and acquisition performance of European banks," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 237-249.
  • Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P., 2009. "Revisiting the merger and acquisition performance of European banks," MPRA Paper 31994, University Library of Munich, Germany.
  • Ioannis Asimakopoulos & Panayiotis Athanasoglou,, 2009. "Revisiting the Merger and Acquisition Performance of European Banks," Working Papers 100, Bank of Greece.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2009. "An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange," Working Papers 107, Bank of Greece.
• Jong-Ku Kang, 2009. "Herding in Financial Markets: Its Causes and Implications (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 15(4), pages 118-165, December.
• Numan Ulku, 2009. "Further Out-of-Sample Tests of Simple Technical Trading Rules," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(41), pages 25-44.
• Ekrem Tufan & Bahattin Hamarat, 2009. "Jinx Numbers Effect," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(41), pages 45-60.
• Berna Kirkulak & Çagnur Kaytmaz Balsari, 2009. "Inflation Accounting and Stock Returns: Evidence From Istanbul Stock Exchange (ISE)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(42), pages 19-34.
• Thomas Oberlechner & Carol Osler, 2009. "Overconfidence in Currency Markets," Working Papers 02, Brandeis University, Department of Economics and International Business School.
• Jairo Laser Procianoy & Rodrigo Verdi, 2009. "Bovespa New Markets Adoption - Novo Mercado, Nível 1 and Nível 2, Determinants and Consequences," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(1), pages 107-136.
• Bruno Ferreira Frascaroli & Luciano da Costa Silva & Osvaldo Cândido da Silva Filho, 2009. "Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(1), pages 73-106.
• Bruno Ribeiro Castro & Andrea Maria Accioly Fonseca Minardi, 2009. "Performance Comparison of Active and Passive Stock Funds," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(2), pages 143-161.
• Aline Barreto dos Santos & Fernanda Finotti Cordeiro Perobelli, 2009. "Market Reaction to the Approval of Stock Option Plans: an Event Study of Bovespa Listed Companies," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(2), pages 163-195.
• Carlos Marcelo Lauretti & Eduardo Kazuo Kayo & Emerson Fernandes Marçal, 2009. "Market Overreaction to Intangible Information," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(2), pages 215-236.
• Edmund Cannon & Ian Tonks, 2013. "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(1), pages 95-119, March.
  • Edmund Cannon & Ian Tonks, 2009. "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Bristol Economics Discussion Papers 09/610, School of Economics, University of Bristol, UK.
• Daniella Acker & Nigel W. Duck, 2009. "On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts," Bristol Economics Discussion Papers 09/611, School of Economics, University of Bristol, UK.
• Piotr Korczak & Kate Phylaktis, 2009. "Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks," Bristol Economics Discussion Papers 09/612, School of Economics, University of Bristol, UK.
• Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2010. "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(3‐4), pages 369-407, April.
  • Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2009. "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Bristol Economics Discussion Papers 09/613, School of Economics, University of Bristol, UK.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010. "Private information, stock markets, and exchange rates," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 186-210, Bank for International Settlements.
  • Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers 271, Bank for International Settlements.
  • Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," Working Papers 2009-07, Monetary Policy Group, Bank of Thailand.
• Katarína Kálovcová & Andreas Ortmann, 2009. "Understanding the Plott-Wit-Yang Paradox," Journal of Prediction Markets, University of Buckingham Press, vol. 3(3), pages 33-44, December.
  • Katarina Kalovcova & Andreas Ortmann, 2009. "Understanding the Plott-Wit-Yang Paradox," CERGE-EI Working Papers wp397, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Audretsch, David & Bönte, Werner & Mahagaonkar, Prashanth, 2009. "Financial Signalling by Innovative Nascent Entrepreneurs," CEPR Discussion Papers 7165, C.E.P.R. Discussion Papers.
  • David B. Audretsch & Prashanth Mahagaonkar & Werner Bönte, 2009. "Financial Signaling by Innovative Nascent Entrepreneurs," Schumpeter Discussion Papers sdp09001, Universitätsbibliothek Wuppertal, University Library.
  • David B. Audretsch & Werner Bönte & Prashanth Mahagaonkar, 2009. "Financial Signaling by Innovative Nascent Entrepreneurs," Jena Economics Research Papers 2009-012, Friedrich-Schiller-University Jena.
• Park, A. & Sgroi, D., 2009. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Cambridge Working Papers in Economics 0938, Faculty of Economics, University of Cambridge.
  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis," The Warwick Economics Research Paper Series (TWERPS) 1109, University of Warwick, Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis," CRETA Online Discussion Paper Series 17, Centre for Research in Economic Theory and its Applications CRETA.
  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Economic Research Papers 269716, University of Warwick - Department of Economics.
• Andreas Park & Hamid Sabourian, 2011. "Herding and Contrarian Behavior in Financial Markets," Econometrica, Econometric Society, vol. 79(4), pages 973-1026, July.
  • Park, A. & Sabourian, H., 2009. "Herding and Contrarian Behaviour in Financial Markets," Cambridge Working Papers in Economics 0939, Faculty of Economics, University of Cambridge.
• Park, Andreas & Sgroi, Daniel, 2012. "Herding, contrarianism and delay in financial market trading," European Economic Review, Elsevier, vol. 56(6), pages 1020-1037.
  • Park, A. & Sgroi, D., 2009. "Herding, Contrarianism and Delay in Financial Market Trading," Cambridge Working Papers in Economics 0941, Faculty of Economics, University of Cambridge.
• Jezek, M., 2009. "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics 0951, Faculty of Economics, University of Cambridge.
• Hintermann, Beat, 2010. "Allowance price drivers in the first phase of the EU ETS," Journal of Environmental Economics and Management, Elsevier, vol. 59(1), pages 43-56, January.
  • Beat Hintermann, 2009. "Allowance Price Drivers in the First Phase of the EU ETS," CEPE Working paper series 09-63, CEPE Center for Energy Policy and Economics, ETH Zurich.
• Beat Hintermann, 2009. "An Options Pricing Approach for CO2 Allowances in the EU ETS," CEPE Working paper series 09-64, CEPE Center for Energy Policy and Economics, ETH Zurich.
• Katarína Kálovcová & Andreas Ortmann, 2009. "Understanding the Plott-Wit-Yang Paradox," Journal of Prediction Markets, University of Buckingham Press, vol. 3(3), pages 33-44, December.
  • Katarina Kalovcova & Andreas Ortmann, 2009. "Understanding the Plott-Wit-Yang Paradox," CERGE-EI Working Papers wp397, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Jerome L. Stein, 2009. "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series 2539, CESifo.
• Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange rate forecasters’ performance: evidence of skill?," Working Papers 2009_13, Business School - Economics, University of Glasgow.
  • Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange Rate Forecasters' Performance: Evidence of Skill?," CESifo Working Paper Series 2615, CESifo.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2014. "An Empirical Analysis of Legal Insider Trading in The Netherlands," De Economist, Springer, vol. 162(1), pages 71-103, March.
  • Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G., 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," Discussion Paper 2009-48, Tilburg University, Center for Economic Research.
  • Hans Degryse & Frank de Jong & Jérémie Lefebvre, 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," CESifo Working Paper Series 2687, CESifo.
  • Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G., 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," Other publications TiSEM 0d74f29a-ed4f-4c26-9c55-9, Tilburg University, School of Economics and Management.
• Giovanni Cespa & Xavier Vives, 2012. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
  • Cespa, Giovanni & Vives, Xavier, 2007. "Dynamic trading and asset prices: Keynes vs. Hayek," IESE Research Papers D/716, IESE Business School.
  • Giovanni Cespa & Xavier Vives, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series 2839, CESifo.
  • Giovanni Cespa & Xavier Vives, 2008. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers 191, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Vives, Xavier & Cespa, Giovanni, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers 7506, C.E.P.R. Discussion Papers.
• Xavier Vives, 2011. "Strategic Supply Function Competition With Private Information," Econometrica, Econometric Society, vol. 79(6), pages 1919-1966, November.
  • Xavier Vives, 2008. "Strategic Supply Function Competition with Private Information," CESifo Working Paper Series 2410, CESifo.
  • Xavier Vives, 2009. "Strategic Supply Function Competition with Private Information," CESifo Working Paper Series 2856, CESifo.
  • Xavier Vives, 2009. "Strategic Supply Function Competition with Private Information," Cowles Foundation Discussion Papers 1736, Cowles Foundation for Research in Economics, Yale University.
  • Vives, Xavier, 2008. "Strategic Supply Function Competition with Private Information," CEPR Discussion Papers 6960, C.E.P.R. Discussion Papers.
  • Vives, Xavier, 2008. "Strategic supply function competition with private information," IESE Research Papers D/774, IESE Business School.
• Paulo Horta & Carlos Mendes & Isabel Vieira, 2010. "Contagion effects of the subprime crisis in the European NYSE Euronext markets," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 9(2), pages 115-140, August.
  • Isabel Maria Pereira Viegas Vieira, 2009. "Contagion Effects of the Subprime Crisis in the European NYSE-Euronext Markets," CEFAGE-UE Working Papers 2009_01, University of Evora, CEFAGE-UE (Portugal).
• Anna Obizhaeva, 2009. "Portfolio Transitions and Stock Price Dynamics," Working Papers w0224, Center for Economic and Financial Research (CEFIR).
• Erwan MORELLEC & Norman SCHURHOFF, 2009. "Dynamic Investment and Financing under Asymmetric Information," Swiss Finance Institute Research Paper Series 09-09, Swiss Finance Institute.
• Ramazan GENCA & Rajna GIBSON & Yi XUE, 2009. "The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading," Swiss Finance Institute Research Paper Series 09-11, Swiss Finance Institute.
• Amelie Charles & Olivier Darne, 2009. "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.
  • Amélie Charles & Olivier Darné, 2009. "Testing for random walk behavior in euro exchange rates," Post-Print hal-00771082, HAL.
• Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2009. "Long-run Performance Following Cross-Listing: A Re-examination," CIRANO Working Papers 2007s-25, CIRANO.
• Cécile Carpentier & Douglas Cumming & Jean‐Marc Suret, 2012. "The Value of Capital Market Regulation: IPOs Versus Reverse Mergers," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 9(1), pages 56-91, March.
  • Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2009. "The Value of Capital Market Regulation: IPOs versus Reverse Mergers," CIRANO Working Papers 2009s-06, CIRANO.
• Dan Bernhardt & Ryan J. Davies, 2009. "Smart fund managers? Stupid money?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(2), pages 719-748, May.
  • Dan Bernhardt & Ryan J. Davies, 2009. "Smart fund managers? Stupid money?," Canadian Journal of Economics, Canadian Economics Association, vol. 42(2), pages 719-748, May.
  • Dan Bernhardt & Ryan Davies & Harvey Westbrook Jr., 2002. "Smart Fund Managers? Stupid Money?," ICMA Centre Discussion Papers in Finance icma-dp2002-19, Henley Business School, University of Reading, revised Jul 2003.
• João A. Bastos & Jorge Caiado, 2014. "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2121-2133, December.
  • Joao A. Bastos & Jorge Caiado, 2009. "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers 0904, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
• Mariana Conte Grand,., 2009. "Cuantificación de la reputación ambiental: una revisión de la literatura," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• Diego Alonso Agudelo Rueda & Álvarez L., A. Marcela & Osorno M., Yesica T., 2009. "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público 10655, Universidad EAFIT.
• Julio César Alonso & Juan Carlos García, 2009. "¿Qué Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento?," Estudios Gerenciales, Universidad Icesi, September.
• Julio Cesar Alonso & Juan Carlos Garcia, 2009. "¿Que tan buenos son los patrones del IGBC para predecir su comportamiento?: una aplicación de datos de alta frecuencia," Borradores de Economía y Finanzas 5243, Universidad Icesi.
• Alejandro Rodríguez Restrepo, 2009. "Análisis de la volatibilidad del IGBC en época de crisis (2005-2006)," Revista de Economía y Administración, Universidad Autónoma de Occidente, February.
• Acuna, Andrés & Pinto, Cristián, 2009. "Eficiencia del mercado accionario chileno: un enfoque dinámico usando tests de volatilidad," Revista Lecturas de Economía, Universidad de Antioquia, CIE, September.
• García, John Jairo, 2009. "Los estudios de acontecimiento y la importancia de la metodología de estimación," Revista Lecturas de Economía, Universidad de Antioquia, CIE, July.
• Sebastián Nieto-Parra, 2009. "Who Saw Sovereign Debt Crises Coming?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2009), pages 125-169, August.
  • Sebastián Nieto Parra, 2008. "Who Saw Sovereign Debt Crises Coming?," OECD Development Centre Working Papers 274, OECD Publishing.
• Ignacio Velez-Pareja, 2009. "El mercado de acciones en Colombia: 1930-1998," Proyecciones Financieras y Valoración 5517, Master Consultores.
• Thomas P. Gehrig & Torben Lütje & Lukas Menkhoff, 2009. "Bonus Payments and Fund Managers' Behavior: Transatlantic Evidence," CESifo Economic Studies, CESifo Group, vol. 55(3-4), pages 569-594.
  • Gehrig, Thomas P. & Lütje, Torben & Menkhoff, Lukas, 2008. "Bonus Payments and Fund Managers' Behavior: Trans-Atlantic Evidence," Hannover Economic Papers (HEP) dp-411, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Gehrig, Thomas & Menkhoff, Lukas & Lütje, Torben, 2009. "Bonus Payments and Fund Managers? Behaviour: Trans-Atlantic Evidence," CEPR Discussion Papers 7118, C.E.P.R. Discussion Papers.
• David B. Audretsch & Werner Bönte & Prashanth Mahagaonkar, 2009. "Financial Signaling by Innovative Nascent Entrepreneurs," Jena Economics Research Papers 2009-012, Friedrich-Schiller-University Jena.
  • Audretsch, David & Bönte, Werner & Mahagaonkar, Prashanth, 2009. "Financial Signalling by Innovative Nascent Entrepreneurs," CEPR Discussion Papers 7165, C.E.P.R. Discussion Papers.
  • David B. Audretsch & Prashanth Mahagaonkar & Werner Bönte, 2009. "Financial Signaling by Innovative Nascent Entrepreneurs," Schumpeter Discussion Papers sdp09001, Universitätsbibliothek Wuppertal, University Library.
• Bryan Kelly & Alexander Ljungqvist, 2012. "Testing Asymmetric-Information Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1366-1413.
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• David Thesmar, 2009. "Limits of Limits of Arbitrage: Theory and Evidence," Post-Print hal-00495715, HAL.
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• Emmanuel Farhi & Samuel Paul Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2009. "Crash Risk in Currency Markets," NBER Working Papers 15062, National Bureau of Economic Research, Inc.
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• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815–2007," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 53-92, National Bureau of Economic Research, Inc.
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• Hau, Harald, 2014. "The exchange rate effect of multi-currency risk arbitrage," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 304-331.
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• Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM b94d0405-1ced-4aa4-870b-2, Tilburg University, School of Economics and Management.
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• Marcet, Albert & Adam, Klaus, 2009. "Internal Rationality and Asset Prices," CEPR Discussion Papers 7498, C.E.P.R. Discussion Papers.
• Giovanni Cespa & Xavier Vives, 2012. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
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  • Giovanni Cespa & Xavier Vives, 2008. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers 191, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Giovanni Cespa & Xavier Vives, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series 2839, CESifo.
• Alessandro Beber & Marco Pagano, 2013. "Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis," Journal of Finance, American Finance Association, vol. 68(1), pages 343-381, February.
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  • Alessandro Beber & Marco Pagano, 2010. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," Tinbergen Institute Discussion Papers 10-106/2/DSF 1, Tinbergen Institute.
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• Jordà, Òscar & Taylor, Alan M., 2012. "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, vol. 88(1), pages 74-90.
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• Albuquerque, Rui, 2009. "Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity," CEPR Discussion Papers 7573, C.E.P.R. Discussion Papers.
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2011. "Do individual index futures investors destabilize the underlying spot market?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(1), pages 81-101, January.
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• Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L., 2010. "Stock return seasonalities and investor structure: Evidence from China's B-share markets," China Economic Review, Elsevier, vol. 21(1), pages 190-201, March.
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  • Martin T. Bohl & Michael Schuppli & Pierre L. Siklos, 2009. "Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets," CQE Working Papers 0709, Center for Quantitative Economics (CQE), University of Muenster.
• Martin T. Bohl & Christian A. Salm, 2009. "The Other January Effect: International Evidence," CQE Working Papers 0809, Center for Quantitative Economics (CQE), University of Muenster.
• Michael Schuppli & Martin T. Bohl, 2009. "Do Foreign Institutional Investors Destabilize China’s A-Share Markets?," CQE Working Papers 0909, Center for Quantitative Economics (CQE), University of Muenster.
• Mayordomo, Sergio & Peña, Juan Ignacio & Romo, Juan, 2009. "Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs," DEE - Working Papers. Business Economics. WB wb096303, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Álvaro Cartea & Dimitrios Karyampas, 2016. "The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 929-950, June.
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  • Cartea, Álvaro & Karyampas, Dimitrios, 2009. "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB wb097508, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Cartea, Álvaro & Karyampas, Dimitrios, 2011. "Volatility and covariation of financial assets: A high-frequency analysis," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3319-3334.
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  • Cartea, Álvaro & Karyampas, Dimitrios, 2009. "Volatility and covariation of financial assets: a high-frequency analysis," DEE - Working Papers. Business Economics. WB wb097609, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Portilla, Yolanda, 2009. "Two-sided career concern and financial equilibrium," UC3M Working papers. Economics we091207, Universidad Carlos III de Madrid. Departamento de Economía.
• Chanwoo Noh & Sungsub Choi, 2009. "Strategic Trading of Informed Trader with Monopoly on Short- and Long-Lived Information," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 351-365, November.
• Maynard, Alex & Shimotsu, Katsumi, 2009. "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, vol. 25(1), pages 63-116, February.
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  • Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 Far Eastern Meetings 518, Econometric Society.
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• Xavier Vives, 2011. "Strategic Supply Function Competition With Private Information," Econometrica, Econometric Society, vol. 79(6), pages 1919-1966, November.
  • Xavier Vives, 2008. "Strategic Supply Function Competition with Private Information," CESifo Working Paper Series 2410, CESifo.
  • Xavier Vives, 2009. "Strategic Supply Function Competition with Private Information," Cowles Foundation Discussion Papers 1736, Cowles Foundation for Research in Economics, Yale University.
  • Vives, Xavier, 2008. "Strategic Supply Function Competition with Private Information," CEPR Discussion Papers 6960, C.E.P.R. Discussion Papers.
  • Vives, Xavier, 2008. "Strategic supply function competition with private information," IESE Research Papers D/774, IESE Business School.
  • Xavier Vives, 2009. "Strategic Supply Function Competition with Private Information," CESifo Working Paper Series 2856, CESifo.
• Claudia Nicoleta BORSAN, 2009. "Investor’s Perception of Value Creation in Environmental Strategies: The Impact of Past Environmental Performance on Future Stock Market Returns," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 189-198.
• Taher Hamza, 2009. "La performance à court et à long terme de l'acquéreur:l'impact de la détention d'une position de contrôle," Revue Finance Contrôle Stratégie, revues.org, vol. 12(1), pages 33-65, March.
• Konstantinos Drakos, 2009. "Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception," Economics of Security Working Paper Series 16, DIW Berlin, German Institute for Economic Research.
• Thorsten Klug & Hermann Locarek-Junge & Max Mihm, 2009. "Rationale Marktübertreibungen im Zusammenhang der aktuellen Finanzmarktkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(1), pages 25-39.
• Achim Tiffe, 2009. "Verbraucherpolitik im Bereich der Finanzdienstleistungen muss mehr sein als Bereitstellung von Information," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(3), pages 110-124.
• Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2009. "Evaluating Greek Equity Funds Using Data Envelopment Analysis," Discussion Papers of DIW Berlin 906, DIW Berlin, German Institute for Economic Research.
• Gannon, Gerard L., 2009. "Dispersion of information or market behaviour: general public trading in S&P500 Index futures," Working Papers aef_2009_01, Deakin University, Department of Economics.
• Michael T. Chng & Gerard L. Gannon, 2009. "The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects," Working Papers 2009_02, Deakin University, Department of Economics.
• Narayan, Paresh Kumar & Narayan, Seema & Mishra, Sagarika, 2013. "Has the structural break slowed down growth rates of stock markets?," Economic Modelling, Elsevier, vol. 30(C), pages 595-601.
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• Aymen Belgacem, 2009. "Fundamentals, Macroeconomic Announcements and Asset Prices," EconomiX Working Papers 2009-16, University of Paris Nanterre, EconomiX.
• Alain Abou & Georges Prat, 2009. "The dynamics of U.S. equity risk premia: lessons from professionals'view," EconomiX Working Papers 2009-25, University of Paris Nanterre, EconomiX.
• Prat, Georges & Uctum, Remzi, 2011. "Modelling oil price expectations: Evidence from survey data," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(3), pages 236-247, June.
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• Taoufik Bouraoui, 2011. "The impact of stock spams on volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 21(13), pages 969-977.
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• Hélène Raymond, 2009. "The effect of Sovereign Wealth Funds’ investments on stock markets," Working Papers hal-04140850, HAL.
  • Hélène Raymond, 2009. "The effect of Sovereign Wealth Funds’ investments on stock markets," EconomiX Working Papers 2009-38, University of Paris Nanterre, EconomiX.
• Christoph Weber, 2009. "Efficiency versus Robustness of Markets - Why improving market efficiency should not be the only objective of market regulation," EWL Working Papers 0901, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised May 2009.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2011. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, vol. 16(1), pages 31-80.
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  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-73, Duke University, Department of Economics.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2010. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-34, Duke University, Department of Economics.
• SHANMUGAM, K.R. & MISRA, Biswa Swarup, 2009. "Stock Returns-Inflation Relation In India, 1980-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
• Michailidis, G., 2009. "Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
• Saffi, Pedro A.C. & Sturgess, Jason, 2009. "Equity lending markets and ownership structure," IESE Research Papers D/836, IESE Business School.
• Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 467-477, 04-05.
  • Vives, Xavier, 2009. "Asset auctions, information and liquidity," IESE Research Papers D/837, IESE Business School.
  • Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," CESifo Working Paper Series 2906, CESifo.
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• Christopher N. Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2016. "The "CAPS" Prediction System and Stock Market Returns," Review of Finance, European Finance Association, vol. 20(4), pages 1363-1381.
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  • Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard J., 2011. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp11-028, Harvard University, John F. Kennedy School of Government.
  • Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard, 2009. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp09-011, Harvard University, John F. Kennedy School of Government.
  • Christopher Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2011. "The "CAPS" Prediction System and Stock Market Returns," NBER Working Papers 17298, National Bureau of Economic Research, Inc.
  • Avery, Christopher N. & Chevalier, Judith & Zeckhauser, Richard Jay, 2011. "The "CAPS" Prediction System and Stock Market Returns," Scholarly Articles 5098427, Harvard Kennedy School of Government.
• Rene M. Stulz, 2010. "Credit Default Swaps and the Credit Crisis," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 73-92, Winter.
  • René M. Stulz, 2009. "Credit Default Swaps and the Credit Crisis," NBER Working Papers 15384, National Bureau of Economic Research, Inc.
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• Chabi-Yo, Fousseni, 2009. "Expected Returns and Volatility of Fama-French Factors," Working Paper Series 2009-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Chabi-Yo, Fousseni & Yang, Jun, 2009. "Default Risk, Idiosyncratic Coskewness and Equity Returns," Working Paper Series 2009-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy, 2013. "The Effects of Stock Lending on Security Prices: An Experiment," Journal of Finance, American Finance Association, vol. 68(5), pages 1891-1936, October.
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  • Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy, 2010. "The Effects of Stock Lending on Security Prices: An Experiment," NBER Working Papers 16335, National Bureau of Economic Research, Inc.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2009. "Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?," NBER Working Papers 14931, National Bureau of Economic Research, Inc.
  • Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2009. "Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms?," Working Paper Series 2009-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Roger K. Loh & René M. Stulz, 2011. "When Are Analyst Recommendation Changes Influential?," The Review of Financial Studies, Society for Financial Studies, vol. 24(2), pages 593-627.
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• MacDonald, Ronald & Menkhoff, Lukas & Rebitzky, Rafael R., 2009. "Exchange rate forecasters’ performance: evidence of skill?," SIRE Discussion Papers 2009-10, Scottish Institute for Research in Economics (SIRE).
• Cerrato, Mario & Abbasyan, Abdollah, 2008. "Optimal Martingales and American Option Pricing," SIRE Discussion Papers 2008-36, Scottish Institute for Research in Economics (SIRE).
  • Cerrato, Mario & Abbasyan, Abdollah, 2009. "Optimal Martingales and American Option Pricing," SIRE Discussion Papers 2009-38, Scottish Institute for Research in Economics (SIRE).
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• Laux, Christian & Leuz, Christian, 2009. "The crisis of fair-value accounting: Making sense of the recent debate," Accounting, Organizations and Society, Elsevier, vol. 34(6-7), pages 826-834, August.
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• Fischer, Andreas M. & Isakova, Gulzina & Termechikov, Ulanbek, 2009. "Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners' views," Journal of Asian Economics, Elsevier, vol. 20(2), pages 98-109, March.
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• Alwathainani, Abdulaziz M., 2009. "Consistency of firms' past financial performance measures and future returns," The British Accounting Review, Elsevier, vol. 41(3), pages 184-196.
• Carlos Forner & Sonia Sanabria & Joaquín Marhuenda, 2009. "Post-earnings announcement drift: Spanish evidence," Spanish Economic Review, Springer;Spanish Economic Association, vol. 11(3), pages 207-241, September.
• Lucian BRICIU & Daniel GOYEAU & Sophie NIVOIX, 2009. "The Analysis Of The Per Effect In The Financial Markets Of Ceec," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 18-28, June.
• Hachicha NIZAR, 2009. "Capm With Information Cost," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 169-186, December.
• Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011. "Does volatility matter? Expectations of price return and variability in an asset pricing experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
  • Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
  • Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2009. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," LEM Papers Series 2009/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Cruces, Juan José, 2009. "Anticipación a e Impacto de los Anuncios Corporativos en las Américas," Serie de Documentos de Trabajo 04, Superintendencia de Valores y Seguros.
• Bruce Mizrach & Susan Weerts, 2009. "Highs and lows: a behavioural and technical analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 19(10), pages 767-777.
  • Bruce Mizrach & Susan Weerts, 2006. "Highs and Lows: A Behavioral and Technical Analysis," Departmental Working Papers 200610, Rutgers University, Department of Economics.
• Demosthenes Tambakis, 2009. "Feedback trading and intermittent market turbulence," Quantitative Finance, Taylor & Francis Journals, vol. 9(4), pages 477-489.
  • Tambakis, D.N., 2008. "Feedback Trading and Intermittent Market Turbulence," Cambridge Working Papers in Economics 0847, Faculty of Economics, University of Cambridge.
• George Woodward & Heather Anderson, 2009. "Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter," Quantitative Finance, Taylor & Francis Journals, vol. 9(8), pages 913-924.
  • George Woodward & Heather Anderson, 2003. "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers 9/03, Monash University, Department of Econometrics and Business Statistics.
• O. Emre Tokel & M. Eray Yucel, 2009. "Click to Download Data : An Event Study of Internet Access to Economic Statistics," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 9(2), pages 1-22.
  • Tokel, O. Emre & Yucel, M. Eray, 2009. "Click to download data: an event study of Internet access to economic statistics," MPRA Paper 16833, University Library of Munich, Germany.
• Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2009. "Are market makers uninformed and passive? Signing trades in the absence of quotes," Staff Reports 395, Federal Reserve Bank of New York.
  • Michel van der Wel & Albert Menkveld & Asani Sarkar, 2009. "Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes," Tinbergen Institute Discussion Papers 09-046/3, Tinbergen Institute.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 354-389, 2012 06.
  • Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009. "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers 09-110/4, Tinbergen Institute.
• Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM b94d0405-1ced-4aa4-870b-2, Tilburg University, School of Economics and Management.
  • Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Discussion Paper 2009-58, Tilburg University, Center for Economic Research.
  • Mr. Luc Laeven & Harry Huizinga, 2009. "Accounting discretion of banks during a financial crisis," IMF Working Papers 2009/207, International Monetary Fund.
  • Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM 09764c84-fa16-45e7-942d-b, Tilburg University, School of Economics and Management.
  • Huizinga, Harry & Laeven, Luc, 2009. "Accounting discretion of banks during a financial crisis," CEPR Discussion Papers 7381, C.E.P.R. Discussion Papers.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2014. "An Empirical Analysis of Legal Insider Trading in The Netherlands," De Economist, Springer, vol. 162(1), pages 71-103, March.
  • Hans Degryse & Frank de Jong & Jérémie Lefebvre, 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," CESifo Working Paper Series 2687, CESifo.
  • Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G., 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," Discussion Paper 2009-48, Tilburg University, Center for Economic Research.
  • Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G., 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," Other publications TiSEM 0d74f29a-ed4f-4c26-9c55-9, Tilburg University, School of Economics and Management.
• Bosquet, K. & de Goeij, P. C. & Smedts, K., 2009. "Coexistence and Dynamics of Overconfidence and Strategic Incentives," Discussion Paper 2009-81, Tilburg University, Center for Economic Research.
• Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM b94d0405-1ced-4aa4-870b-2, Tilburg University, School of Economics and Management.
  • Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM 09764c84-fa16-45e7-942d-b, Tilburg University, School of Economics and Management.
  • Mr. Luc Laeven & Harry Huizinga, 2009. "Accounting discretion of banks during a financial crisis," IMF Working Papers 2009/207, International Monetary Fund.
  • Huizinga, Harry & Laeven, Luc, 2009. "Accounting discretion of banks during a financial crisis," CEPR Discussion Papers 7381, C.E.P.R. Discussion Papers.
  • Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Discussion Paper 2009-58, Tilburg University, Center for Economic Research.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2014. "An Empirical Analysis of Legal Insider Trading in The Netherlands," De Economist, Springer, vol. 162(1), pages 71-103, March.
  • Hans Degryse & Frank de Jong & Jérémie Lefebvre, 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," CESifo Working Paper Series 2687, CESifo.
  • Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G., 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," Other publications TiSEM 0d74f29a-ed4f-4c26-9c55-9, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G., 2009. "An Empirical Analysis of Legal Insider Trading in the Netherlands," Discussion Paper 2009-48, Tilburg University, Center for Economic Research.
• Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Discussion Paper 2009-58, Tilburg University, Center for Economic Research.
  • Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM b94d0405-1ced-4aa4-870b-2, Tilburg University, School of Economics and Management.
  • Mr. Luc Laeven & Harry Huizinga, 2009. "Accounting discretion of banks during a financial crisis," IMF Working Papers 2009/207, International Monetary Fund.
  • Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM 09764c84-fa16-45e7-942d-b, Tilburg University, School of Economics and Management.
  • Huizinga, Harry & Laeven, Luc, 2009. "Accounting discretion of banks during a financial crisis," CEPR Discussion Papers 7381, C.E.P.R. Discussion Papers.
• Matsushima, Hitoshi, 2013. "Behavioral aspects of arbitrageurs in timing games of bubbles and crashes," Journal of Economic Theory, Elsevier, vol. 148(2), pages 858-870.
  • Hitoshi Matsushima, 2009. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CARF F-Series CARF-F-144, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hitoshi Matsushima, 2012. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CARF F-Series CARF-F-285, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hitoshi Matsushima, 2009. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CIRJE F-Series CIRJE-F-606, CIRJE, Faculty of Economics, University of Tokyo.
  • Hitoshi Matsushima, 2012. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CIRJE F-Series CIRJE-F-857, CIRJE, Faculty of Economics, University of Tokyo.
• Malinova, Katya & Park, Andreas, 2010. "Trading Volume in Dealer Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1447-1484, December.
  • Katya Malinova & Andreas Park, 2009. "Trading Volume in Dealer Markets," Working Papers tecipa-357, University of Toronto, Department of Economics.
• Katya Malinova & Andreas Park, 2009. "Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading," Working Papers tecipa-358, University of Toronto, Department of Economics.
• Katya Malinova & Andreas Park, 2009. "Intraday Trading Patterns: The Role of Timing," Working Papers tecipa-365, University of Toronto, Department of Economics.
• Antoni Calvo-Armengol & Joan de Marti Beltran, 2009. "Information Gathering in Organizations: Equilibrium, Welfare, and Optimal Network Structure," Journal of the European Economic Association, MIT Press, vol. 7(1), pages 116-161, March.
• Marco Cipriani & Antonio Guarino, 2009. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Journal of the European Economic Association, MIT Press, vol. 7(1), pages 206-233, March.
  • Marco Cipriani & Antonio Guarino, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," IMF Working Papers 2008/141, International Monetary Fund.
  • Marco Cipriani & Antonio Guarino, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Working Papers 2009-16, The George Washington University, Institute for International Economic Policy.
  • Antonio Guarino & Marco Cipriani, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," WEF Working Papers 0047, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
• Jayant Vivek Ganguli & Liyan Yang, 2009. "Complementarities, Multiplicity, and Supply Information," Journal of the European Economic Association, MIT Press, vol. 7(1), pages 90-115, March.
• Abul Shamsuddin & Jae H. Kim, 2010. "Short‐Horizon Return Predictability in International Equity Markets," The Financial Review, Eastern Finance Association, vol. 45(2), pages 469-484, May.
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  • Abul Shamsuddin & Jae H Kim, 2009. "Short-Horizon Return Predictability in International Equity Markets," Working Papers 2009.01, School of Economics, La Trobe University.
• Lalatendu Misra & Jullavut Kittiakarasakun & Sinan Yildirim, 2009. "Termination of closed end funds and behavior of their discounts," Working Papers 0093, College of Business, University of Texas at San Antonio.
• Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
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  • Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
  • Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
  • Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
  • Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," HEC Research Papers Series 917, HEC Paris.
• Marmer, Vadim, 2008. "Nonlinearity, nonstationarity, and spurious forecasts," Journal of Econometrics, Elsevier, vol. 142(1), pages 1-27, January.
  • Vadim Marmer, 2005. "Nonlinearity, Nonstationarity and Spurious Forecasts," Econometrics 0503002, University Library of Munich, Germany, revised 15 Dec 2005.
  • Marmer, Vadim, 2009. "Nonlinearity, Nonstationarity, and Spurious Forecasts," Microeconomics.ca working papers vadim_marmer-2009-60, Vancouver School of Economics, revised 03 Nov 2009.
• Ángel Vilariño Sanz, 2009. "Formación de burbujas financieras y crisis: de la crisis del Nasdaq a la crisis de la hipotecas subprime [Economic bubbles and crisis: from the burst of Nasdaq to the subprime crisis]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), vol. 19, pages 4-28.
• Josep García Blandón & Josep María Argilés Bosch, 2009. "Short-term effects of analysts recommendations in spanish blue chips returns and trding volumes," Estudios de Economia, University of Chile, Department of Economics, vol. 36(1 Year 20), pages 33-46, June.
• Pol, Eduardo, 2009. "Regulating Financial Innovations Without Apology," Economics Working Papers wp09-01, School of Economics, University of Wollongong, NSW, Australia.
• Kristoffer Nimark, 2009. "Speculative dynamics in the term structure of interest rates," Economics Working Papers 1194, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2012.
  • Kristoffer P. Nimark, 2015. "Speculative Dynamics in the Term Structure of Interest Rates," Working Papers 430, Barcelona School of Economics.
• Manzano, Carolina & Vives, Xavier, 2009. "Information Dispersion and Equilibrium Multiplicity," Working Papers 2072/43862, Universitat Rovira i Virgili, Department of Economics.
• Georgiana PACESILA & Anamaria CIOBANU, 2009. "Analysis of Macro and Micro Economical Factors Impact on the Yields of Investments in Shares Marketable on BSE," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 4(1), pages 55-75.
• Daniel MANATE & Paval FARCAS, 2009. "The Fundamental Analysis of Financial Instruments in the Context of Diverse Investing Styles," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 4(2), pages 108-129.
• Maria PASCU-NEDELCU & Ioana Diana PAUN, 2009. "Does the Interdependence Between Capital Markets Change the Factors of Cost of Capital Assessment Models?," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 4(2), pages 88-107.
• Carlo D’ADDA, 2009. "La crisi finanziaria globale 2008-2009," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 117(1), pages 125-134.
• Robert Ślepaczuk & Grzegorz Zakrzewski, 2009. "Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices," Working Papers 2009-11, Faculty of Economic Sciences, University of Warsaw.
• Robert Ślepaczuk & Grzegorz Zakrzewski, 2009. "High-Frequency and Model-Free Volatility Estimators," Working Papers 2009-13, Faculty of Economic Sciences, University of Warsaw.
• Dan Bernhardt & Ryan J. Davies, 2009. "Smart fund managers? Stupid money?," Canadian Journal of Economics, Canadian Economics Association, vol. 42(2), pages 719-748, May.
  • Dan Bernhardt & Ryan J. Davies, 2009. "Smart fund managers? Stupid money?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(2), pages 719-748, May.
  • Dan Bernhardt & Ryan Davies & Harvey Westbrook Jr., 2002. "Smart Fund Managers? Stupid Money?," ICMA Centre Discussion Papers in Finance icma-dp2002-19, Henley Business School, University of Reading, revised Jul 2003.
• Piotr Orlowski, 2009. "Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock," Working Papers 38, Department of Applied Econometrics, Warsaw School of Economics.
• Terence Tai-Leung Chong & Tau-Hing Lam & Melvin J. Hinich, 2009. "Are Nonlinear Trading Rules Profitable In The Chinese Stock Market?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20.
• Jingliang Xiao & Robert D Brooks & Wing-Keung Wong, 2009. "Garch And Volume Effects In The Australian Stock Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20.
• Terence Tai-Leung Chong & Tau-Hing Lam & Melvin J. Hinich, 2009. "Are Nonlinear Trading Rules Profitable In The Chinese Stock Market?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20.
• Jingliang Xiao & Robert D Brooks & Wing-Keung Wong, 2009. "Garch And Volume Effects In The Australian Stock Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20.
• Melike Bildirici & Sadiye Oktay, 2009. "Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test," Working Papers 0010, Yildiz Technical University, Department of Economics, revised Apr 2009.
• Gary Gorton & Andrew Metrick, 2010. "Haircuts," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 507-520.
  • Gary B. Gorton & Andrew Metrick, 2009. "Haircuts," NBER Working Papers 15273, National Bureau of Economic Research, Inc.
  • Andrew Metrick & Gary Gorton, 2009. "Haircuts," Yale School of Management Working Papers amz2395, Yale School of Management, revised 01 Sep 2009.
• Gary Gorton & Andrew Metrick, 2010. "Haircuts," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 507-520.
  • Gary B. Gorton & Andrew Metrick, 2009. "Haircuts," NBER Working Papers 15273, National Bureau of Economic Research, Inc.
  • Andrew Metrick & Gary Gorton, 2009. "Haircuts," Yale School of Management Working Papers amz2395, Yale School of Management, revised 01 Sep 2009.
• N Blasco & P Corredor & S Ferreruela, 2011. "Detecting intentional herding: what lies beneath intraday data in the Spanish stock market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(6), pages 1056-1066, June.
  • Natividad Blasco & Pilar Corredor & Sandra Ferreruela, 2009. "Detecting intentional herding: what lies beneath intraday data in the spanish stock market," Documentos de Trabajo dt2009-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
• Westerhoff, Frank, 2009. "A simple agent-based financial market model: Direct interactions and comparisons of trading profits," BERG Working Paper Series 61, Bamberg University, Bamberg Economic Research Group.
• Roberto Dieci & Frank Westerhoff, 2012. "A simple model of a speculative housing market," Journal of Evolutionary Economics, Springer, vol. 22(2), pages 303-329, April.
  • Dieci, Roberto & Westerhoff, Frank, 2009. "A simple model of a speculative housing market," BERG Working Paper Series 62, Bamberg University, Bamberg Economic Research Group.
• Witte, Björn-Christopher, 2009. "Temporal information gaps and market efficiency: A dynamic behavioral analysis," BERG Working Paper Series 64, Bamberg University, Bamberg Economic Research Group.
• Waldvogel, Felix, 2009. "Zertifizierung von Verbriefungstransaktionen durch die True Sale International (TSI)," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2009-01, University of Bayreuth, Chair of Finance and Banking.
• Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L., 2010. "Stock return seasonalities and investor structure: Evidence from China's B-share markets," China Economic Review, Elsevier, vol. 21(1), pages 190-201, March.
  • Martin T. Bohl & Michael Schuppli & Pierre L. Siklos, 2009. "Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets," CQE Working Papers 0709, Center for Quantitative Economics (CQE), University of Muenster.
  • Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L., 2009. "Stock return seasonalities and investor structure: Evidence from China's B-share markets," BOFIT Discussion Papers 20/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
• Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2009. "Credit allocation, capital requirements and procyclicality," Bank of Finland Research Discussion Papers 23/2009, Bank of Finland.
• Völz, Manja & Wedow, Michael, 2009. "Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market," Discussion Paper Series 2: Banking and Financial Studies 2009,06, Deutsche Bundesbank.
• Fecht, Falko & Wedow, Michael, 2014. "The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 376-399.
  • Fecht, Falko & Wedow, Michael, 2009. "The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,10, Deutsche Bundesbank.
• Günther, Nina & Gegenfurtner, Bernhard & Kaserer, Christoph & Achleitner, Ann-Kristin, 2009. "International financial reporting standards and earnings Quality: the myth of voluntary vs. mandatory adoption," CEFS Working Paper Series 2009-09, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
• Lahr, Henry & Kaserer, Christoph, 2009. "Net asset value discounts in listed private equity funds," CEFS Working Paper Series 2009-12, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
• Alexandra Niessen & Stefan Ruenzi, 2010. "Political Connectedness and Firm Performance: Evidence from Germany," German Economic Review, Verein für Socialpolitik, vol. 11(4), pages 441-464, November.
  • Niessen, Alexandra & Ruenzi, Stefan, 2009. "Political connectedness and firm performance: Evidence from Germany," CFR Working Papers 07-15, University of Cologne, Centre for Financial Research (CFR).
• Boonenkamp, Ute & Kempf, Alexander & Homburg, Carsten, 2009. "Fundamental information in technical trading strategies," CFR Working Papers 08-12, University of Cologne, Centre for Financial Research (CFR).
• Frey, Stefan & Sandås, Patrik, 2009. "The impact of iceberg orders in limit order books," CFR Working Papers 09-06, University of Cologne, Centre for Financial Research (CFR).
• Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan, 2009. "The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks," CFR Working Papers 09-07, University of Cologne, Centre for Financial Research (CFR).
• Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2005. "Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE," MPRA Paper 13586, University Library of Munich, Germany, revised 10 Oct 2008.
  • Yadav, Pradeep K. & Bardong, Florian & Bartram, Söhnke M., 2009. "Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE," CFR Working Papers 09-08, University of Cologne, Centre for Financial Research (CFR).
• Yadav, Pradeep K. & Fotak, Veljko & Raman, Vikas, 2009. "Naked short selling: The emperor`s new clothes?," CFR Working Papers 09-09, University of Cologne, Centre for Financial Research (CFR).
• Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan, 2009. "Cross-sectional analysis of risk-neutral skewness," CFR Working Papers 09-11, University of Cologne, Centre for Financial Research (CFR).
• Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2009. "Strategic trading and trade reporting by corporate insiders," CFR Working Papers 09-15, University of Cologne, Centre for Financial Research (CFR).
  • André Betzer & Jasmin Gider & Daniel Metzger & Erik Theissen, 2011. "Strategic Trading and Trade Reporting by Corporate Insiders," Schumpeter Discussion Papers sdp11015, Universitätsbibliothek Wuppertal, University Library.
  • Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2011. "Strategic trading and trade reporting by corporate insiders," CFS Working Paper Series 2011/04, Center for Financial Studies (CFS).
  • Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2010. "Strategic trading and trade reporting by corporate insiders," CFR Working Papers 09-15 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Trapp, Monika, 2009. "Trading the bond-CDS basis: The role of credit risk and liquidity," CFR Working Papers 09-16, University of Cologne, Centre for Financial Research (CFR).
• Erik Theissen, 2012. "Price discovery in spot and futures markets: a reconsideration," The European Journal of Finance, Taylor & Francis Journals, vol. 18(10), pages 969-987, November.
  • Theissen, Erik, 2009. "Price discovery in spot and futures markets: A reconsideration," CFS Working Paper Series 2009/27, Center for Financial Studies (CFS).
  • Theissen, Erik, 2009. "Price discovery in spot and futures markets: A reconsideration," CFR Working Papers 09-17, University of Cologne, Centre for Financial Research (CFR).
  • Theissen, Erik, 2011. "Price discovery in spot and futures markets: A reconsideration," CFR Working Papers 09-17 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Laux, Christian & Leuz, Christian, 2009. "The crisis of fair-value accounting: Making sense of the recent debate," Accounting, Organizations and Society, Elsevier, vol. 34(6-7), pages 826-834, August.
  • Laux, Christian & Leuz, Christian, 2009. "The crisis of fair value accounting: Making sense of the recent debate," CFS Working Paper Series 2009/09, Center for Financial Studies (CFS).
• Günter Franke & Jan P. Krahnen, 2009. "Instabile Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 335-366, November.
  • Franke, Günter & Krahnen, Jan Pieter, 2009. "Instabile Finanzmärkte," CFS Working Paper Series 2009/13, Center for Financial Studies (CFS).
• Christian Laux & Christian Leuz, 2010. "Did Fair-Value Accounting Contribute to the Financial Crisis?," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 93-118, Winter.
  • Christian Laux & Christian Leuz, 2009. "Did Fair-Value Accounting Contribute to the Financial Crisis?," NBER Working Papers 15515, National Bureau of Economic Research, Inc.
  • Laux, Christian & Leuz, Christian, 2009. "Did fair-value accounting contribute to the financial crisis?," CFS Working Paper Series 2009/22, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Huang, Ruihong, 2012. "The market impact of a limit order," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 501-522.
  • Hautsch, Nikolaus & Huang, Ruihong, 2009. "The market impact of a limit order," SFB 649 Discussion Papers 2009-051, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Huang, Ruihong, 2009. "The market impact of a limit order," CFS Working Paper Series 2009/23, Center for Financial Studies (CFS).
• Wieland, Volker, 2009. "Fiscal stimulus and the promise of future spending cuts: A comment," CFS Working Paper Series 2009/26, Center for Financial Studies (CFS).
• Erik Theissen, 2012. "Price discovery in spot and futures markets: a reconsideration," The European Journal of Finance, Taylor & Francis Journals, vol. 18(10), pages 969-987, November.
  • Theissen, Erik, 2009. "Price discovery in spot and futures markets: A reconsideration," CFR Working Papers 09-17, University of Cologne, Centre for Financial Research (CFR).
  • Theissen, Erik, 2009. "Price discovery in spot and futures markets: A reconsideration," CFS Working Paper Series 2009/27, Center for Financial Studies (CFS).
  • Theissen, Erik, 2011. "Price discovery in spot and futures markets: A reconsideration," CFR Working Papers 09-17 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2009. "Quantifying high-frequency market reactions to real-time news sentiment announcements," SFB 649 Discussion Papers 2009-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Groß-Klußmann, Axel & Hautsch, Nikolaus, 2009. "Quantifying high-frequency market reactions to real-time news sentiment announcements," CFS Working Paper Series 2009/31, Center for Financial Studies (CFS).
• Bannier, Christina E. & Hirsch, Christian W., 2010. "The economic function of credit rating agencies - What does the watchlist tell us?," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 3037-3049, December.
  • Bannier, Christina E. & Hirsch, Christian, 2009. "The economic function of credit rating agencies: what does the watchlist tell us?," Frankfurt School - Working Paper Series 124, Frankfurt School of Finance and Management.
• Hankir, Yassin & Rauch, Christian & Umber, Marc P., 2009. "It's the market power, stupid! Stock return patterns in international bank M&A," Frankfurt School - Working Paper Series 129, Frankfurt School of Finance and Management.
• Küster Simic, André & Gabriel, Silke, 2009. "Entwicklung eines Index für Schiffsbeteiligungen," Working Paper Series 01/2009, Hamburg School of Business Administration (HSBA).
• Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank, 2010. "Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-26.
  • Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank, 2009. "Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models," Economics Discussion Papers 2009-51, Kiel Institute for the World Economy (IfW Kiel).
• Asher, Sam & Casaburi, Lorenzo & Nikolov, Plamen & Ye, Maoliang, 2009. "One Step at a Time: Do Threshold Patterns Matter in Public Good Provision?," Economics Discussion Papers 2009-5, Kiel Institute for the World Economy (IfW Kiel).
• Mendoza-Velázquez, Alfonso, 2009. "The information content and redistribution effects of state and municipal rating changes in Mexico," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-21.
  • Mendoza-Velázquez, Alfonso, 2009. "The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico," Economics Discussion Papers 2009-17, Kiel Institute for the World Economy (IfW Kiel).
• Mendoza-Velázquez, Alfonso, 2009. "The information content and redistribution effects of state and municipal rating changes in Mexico," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-21.
  • Mendoza-Velázquez, Alfonso, 2009. "The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico," Economics Discussion Papers 2009-17, Kiel Institute for the World Economy (IfW Kiel).
• Gründl, Helmut & Post, Thomas, 2009. "Transparency through financial claims with fingerprints: A free market mechanism for preventing mortgage securitization induced financial crises," SFB 649 Discussion Papers 2009-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Eckel, Stefanie & Löffler, Gunter & Maurer, Alina & Schmidt, Volker, 2009. "Measuring the effects of geographical distance on stock market correlation," SFB 649 Discussion Papers 2009-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Hautsch, Nikolaus & Huang, Ruihong, 2012. "The market impact of a limit order," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 501-522.
  • Hautsch, Nikolaus & Huang, Ruihong, 2009. "The market impact of a limit order," CFS Working Paper Series 2009/23, Center for Financial Studies (CFS).
  • Hautsch, Nikolaus & Huang, Ruihong, 2009. "The market impact of a limit order," SFB 649 Discussion Papers 2009-051, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2009. "Quantifying high-frequency market reactions to real-time news sentiment announcements," CFS Working Paper Series 2009/31, Center for Financial Studies (CFS).
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• Schmidt, Marko & Grigoleit, Jens & Nippa, Michael, 2009. "Die Auswirkungen der Unternehmenstransparenz auf den Erfolg börsenorientierter Kapitalgesellschaften in Deutschland - Eine Darstellung des aktuellen Forschungsstandes," Freiberg Working Papers 2009/01, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
• Schindler, Felix, 2009. "Long-term benefits from investing in international real estate," ZEW Discussion Papers 09-023, ZEW - Leibniz Centre for European Economic Research.
• Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel, 2009. "The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs," ZEW Discussion Papers 09-045, ZEW - Leibniz Centre for European Economic Research.
• Schindler, Felix & Rottke, Nico & Füss, Roland, 2009. "Testing the predictability and efficiency of securitized real estate markets," ZEW Discussion Papers 09-054, ZEW - Leibniz Centre for European Economic Research.
• Steiner, Christian & Groß, Anne & Entorf, Horst, 2009. "Return and Volatility Reactions to Monthly Announcements of Business Cycle Forecasts: An Event Study Based on High-Frequency Data," ZEW Discussion Papers 09-010, ZEW - Leibniz Centre for European Economic Research.
• Almenberg, Johan & Karapetyan, Artashes, 2009. "Mental Accounting in the Housing Market," SSE/EFI Working Paper Series in Economics and Finance 718, Stockholm School of Economics, revised 28 Aug 2010.
  • Johan Almenberg & Artashes Karapetyan, 2009. "Mental accounting in the housing market," IEW - Working Papers 453, Institute for Empirical Research in Economics - University of Zurich.
  • Johan Almenberg & Artashes Karapetyan, 2010. "Mental accounting in the housing market," Working Paper 2010/20, Norges Bank.
  • Almenberg, Johan & Karapetyan, Artashes, 2009. "Mental Accounting in the Housing Market," Working Paper Series 798, Research Institute of Industrial Economics.
• Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009. "Riding Bubbles," ERIM Report Series Research in Management ERS-2009-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Alexandru Todea & Adrian Zoicas-Ienciu & Angela-Maria Filip, 2009. "Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 63-72.
• Tuan Thi Ngoc Bui & Piet Sercu, 2009. "Forward Premiums in the Brussels SE and the Shadow Price of Cash Balances," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(4), pages 418-437.
• Lars Jonung, 2009. "The Swedish model for resolving the banking crisis of 1991 - 93. Seven reasons why it was successful," European Economy - Economic Papers 2008 - 2015 360, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Cabrales, Antonio & Gottardi, Piero, 2014. "Markets for information: Of inefficient firewalls and efficient monopolies," Games and Economic Behavior, Elsevier, vol. 83(C), pages 24-44.
  • Antonio Cabrales & Piero Gottardi, 2008. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Working Papers 2008_37, Department of Economics, University of Venice "Ca' Foscari".
  • Antonio Cabrales & Piero Gottardi, 2009. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Economics Working Papers ECO2009/11, European University Institute.
  • Cabrales, Antonio & Gottardi, Piero, 2008. "Markets for information : of inefficient firewalls and efficient monopolies," UC3M Working papers. Economics we080201, Universidad Carlos III de Madrid. Departamento de Economía.
  • Antonio Cabrales & Piero Gottardi, 2008. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," CESifo Working Paper Series 2336, CESifo.
• Ladislav Kristoufek, 2009. "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES 2009/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2009.
• Andrea Beltratti & Bernardo Bortolotti & Marianna Caccavaio, 2009. "Stock Prices in a Speculative Market: The Chinese Split-Share Reform," Working Papers 2009.15, Fondazione Eni Enrico Mattei.
• Dominique Guégan,Florian Ielpo, 2009. "Further Evidence on the Impact of Economic News on Interest Rates," Frontiers in Finance and Economics, SKEMA Business School, vol. 6(2), pages 1-45, October.
  • Ielpo, Florian & Guégan, Dominique, 2006. "Further evidence on the impact of economic news on interest rates," MPRA Paper 3425, University Library of Munich, Germany, revised Jun 2007.
  • Dominique Guegan & Florian Ielpo, 2007. "Further evidence on the impact of economic news on interest rates," Documents de travail du Centre d'Economie de la Sorbonne b07062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Florian Ielpo, 2007. "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188331, HAL.
  • Dominique Guegan & Florian Ielpo, 2009. "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00439820, HAL.
• Hans Andeweg, André Dorsman, Kees van Montfort, 2009. "Electricity Traffic over the Barriers of Networks: The Case of Germany and The Netherlands," Frontiers in Finance and Economics, SKEMA Business School, vol. 6(2), pages 120-139, October.
• Baptista, Ricardo F. de F. & Valls Pereira, Pedro L., 2008. "Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa [Analysis of the performance of Technical Analysis startegies applied to Intr," MPRA Paper 10351, University Library of Munich, Germany.
  • Baptista, Ricardo Fuscaldi de Figueiredo & Pereira, Pedro L. Valls, 2009. "Análise do desempenho de regras da análise técnica aplicada ao mercado intradiário do contrato futuro do índice Ibovespa," Textos para discussão 173, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar, 2009. "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," MPRA Paper 15624, University Library of Munich, Germany.
  • Pereira, Pedro L. Valls, 2009. "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," Textos para discussão 175, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Boainain, Pedro G. & Valls Pereira, Pedro L., 2009. "“Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro [Head and Shoulder: testing the profitability of graphic pattern of technical anal," MPRA Paper 15653, University Library of Munich, Germany.
  • Pereira, Pedro L. Valls, 2009. "Ombro-cabeça-ombro: testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro," Textos para discussão 181, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Clemens Vinícius de A. Nunes & Márcio Holland & Cleomar Gomes da Silva, 2011. "Sinalização de Política Monetária e Movimentos na Estrutura a Termo da Taxa de Juros no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(1), pages 71-90.
  • Nunes, Clemens V. de Azevedo & Gomes, Cleomar & Brito, Márcio Holland de, 2009. "Sinalização de política monetária e movimentos na estrutura a termo da taxa de juros no Brasil," Textos para discussão 187, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012. "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, vol. 104(2), pages 272-287.
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• Bekaert, Geert & Engstrom, Eric, 2010. "Inflation and the stock market: Understanding the "Fed Model"," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 278-294, April.
  • Geert Bekaert & Eric Engstrom, 2009. "Inflation and the stock market: Understanding the “Fed Model”," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
  • Geert Bekaert & Eric Engstrom, 2009. "Inflation and the Stock Market:Understanding the "Fed Model"," NBER Working Papers 15024, National Bureau of Economic Research, Inc.
• Diego Valderrama & Katheryn N. Russ, 2009. "A Theory of Banks, Bonds, and the Distribution of Firm Size," Working Papers 4, University of California, Davis, Department of Economics.
  • Katheryn N. Russ & Diego Valderrama, 2009. "A theory of banks, bonds, and the distribution of firm size," Working Paper Series 2009-25, Federal Reserve Bank of San Francisco.
  • Katheryn N. Russ & Diego Valderrama, 2009. "A Theory of Banks, Bonds, and the Distribution of Firm Size," NBER Working Papers 15454, National Bureau of Economic Research, Inc.
• Fleming, Michael J. & Mizrach, Bruce & Nguyen, Giang, 2018. "The microstructure of a U.S. Treasury ECN: The BrokerTec platform," Journal of Financial Markets, Elsevier, vol. 40(C), pages 2-22.
  • Michael Fleming & Bruce Mizrach, 2008. "The Microstructure of a U.S. Treasury ECN: The Brokertec Platform," Departmental Working Papers 200803, Rutgers University, Department of Economics.
  • Michael J. Fleming & Bruce Mizrach & Giang Nguyen, 2009. "The microstructure of a U.S. Treasury ECN: the BrokerTec platform," Staff Reports 381, Federal Reserve Bank of New York.
• Michel van der Wel & Albert Menkveld & Asani Sarkar, 2009. "Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes," Tinbergen Institute Discussion Papers 09-046/3, Tinbergen Institute.
  • Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2009. "Are market makers uninformed and passive? Signing trades in the absence of quotes," Staff Reports 395, Federal Reserve Bank of New York.
• Laurean BOGDAN, 2009. "Production Management And Market Constraints," Review of General Management, Spiru Haret University, Faculty of Management Brasov, vol. 10(2), pages 5-11, N0vember.
• Patton, Andrew J. & Verardo, Michela, 2009. "Does beta move with news? Systematic risk and firm-specific information flows," LSE Research Online Documents on Economics 24421, London School of Economics and Political Science, LSE Library.
  • Michela Verardo & Andrew Patton, 2009. "Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows," FMG Discussion Papers dp630, Financial Markets Group.
• Marc Flandreau & Norbert Gaillard & Ugo Panizza, 2009. "Conflicts of Interest, Reputation and the Interwar Debt Crisis: Banksters or Bad Luck?," IHEID Working Papers 02-2010, Economics Section, The Graduate Institute of International Studies, revised Feb 2010.
  • Flandreau, Marc & Panizza, Ugo & Gaillard, Norbert, 2010. "Conflicts of Interest, Reputation, and the Interwar Debt Crisis: Banksters or Bad Luck?," CEPR Discussion Papers 7705, C.E.P.R. Discussion Papers.
• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815–2007," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 53-92, National Bureau of Economic Research, Inc.
  • Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 53-92.
  • Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER Working Papers 15128, National Bureau of Economic Research, Inc.
  • Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," IHEID Working Papers 04-2009, Economics Section, The Graduate Institute of International Studies.
  • Flandreau, Marc & Flores, Juan & Gaillard, Norbert & Nieto-Parra, Sebastian, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," CEPR Discussion Papers 7347, C.E.P.R. Discussion Papers.
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• Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange Rate Forecasters' Performance: Evidence of Skill?," CESifo Working Paper Series 2615, CESifo.
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• Cerrato, Mario & Abbasyan, Abdollah, 2008. "Optimal Martingales and American Option Pricing," SIRE Discussion Papers 2008-36, Scottish Institute for Research in Economics (SIRE).
  • Mario Cerrato & Abdollah Abbasyan, 2009. "Optimal martingales and American option pricing," Working Papers 2009_27, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Abbasyan, Abdollah, 2009. "Optimal Martingales and American Option Pricing," SIRE Discussion Papers 2009-38, Scottish Institute for Research in Economics (SIRE).
• Malin, Mirela & Bornholt, Graham, 2010. "Predictability of future index returns based on the 52-week high strategy," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 501-508, November.
  • Mirela Malin & Graham Bornholt, 2009. "Predictability of Future Index Returns based on the 52 Week High Strategy," Discussion Papers in Finance finance:200907, Griffith University, Department of Accounting, Finance and Economics.
• Allen Huang & Benjamin Liu, 2009. "The Goods and Services Tax (GST) and Bank Mortgage Costs: Empirical Evidence," Discussion Papers in Finance finance:200914, Griffith University, Department of Accounting, Finance and Economics.
• Allen Huang & Benjamin Liu, 2009. "The Goods and Services Tax (GST) and Non-Bank Lender Mortgage Costs: Empirical Evidence," Discussion Papers in Finance finance:200915, Griffith University, Department of Accounting, Finance and Economics.
• Paula Hernandez-Verme, 2009. "Small Open Economies with Frictions in Credit Markets: Target inflation or money growth when floating?," Department of Economics and Finance Working Papers EC200903, Universidad de Guanajuato, Department of Economics and Finance.
• Paula Hernandez-Verme, 2009. "Inflation, Growth and Exchange Rate Regimes in Small Open Economies," Department of Economics and Finance Working Papers EC200906, Universidad de Guanajuato, Department of Economics and Finance.
• Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009. "High Watermarks of Market Risks," Documents de travail du Centre d'Economie de la Sorbonne 09054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Dominique Guégan,Florian Ielpo, 2009. "Further Evidence on the Impact of Economic News on Interest Rates," Frontiers in Finance and Economics, SKEMA Business School, vol. 6(2), pages 1-45, October.
  • Ielpo, Florian & Guégan, Dominique, 2006. "Further evidence on the impact of economic news on interest rates," MPRA Paper 3425, University Library of Munich, Germany, revised Jun 2007.
  • Dominique Guegan & Florian Ielpo, 2009. "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00439820, HAL.
  • Dominique Guegan & Florian Ielpo, 2007. "Further evidence on the impact of economic news on interest rates," Documents de travail du Centre d'Economie de la Sorbonne b07062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Florian Ielpo, 2007. "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188331, HAL.
• G. Dionne & F. Giuliano & P. Picard, 2002. "Optimal auditing for insurance fraud," THEMA Working Papers 2002-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
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• Thesmar, David & Hombert, Johan, 2009. "Limits of Limits of Arbitrage: Theory and Evidence," CEPR Discussion Papers 7212, C.E.P.R. Discussion Papers.
  • David Thesmar, 2009. "Limits of Limits of Arbitrage: Theory and Evidence," Post-Print hal-00495715, HAL.
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• Pierre-Cyrille Hautcœur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 51-70.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l’industrie ? Quelques enseignements d’un épisode oublié de l’histoire de la Bourse de Paris," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 51-69.
  • Pierre-Cyrille Hautcoeur, 2009. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print hal-00530079, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," PSE-Ecole d'économie de Paris (Postprint) halshs-00846974, HAL.
  • Pierre-Cyrille Hautcoeur, 2011. "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print halshs-00846974, HAL.
• Smith, Michael A. & Paton, David & Williams, Leighton Vaughan, 2009. "Do bookmakers possess superior skills to bettors in predicting outcomes?," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 539-549, August.
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• Amelie Charles & Olivier Darne, 2009. "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.
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• Robert Joliet & Aline Muller, 2015. "Dividends and Foreign Performance Signaling," Multinational Finance Journal, Multinational Finance Journal, vol. 19(2), pages 77-107, June.
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• De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
  • Rudy de Winne & Carole Gresse & Isabelle Platten, 2008. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00673252, HAL.
  • Rudy de Winne & Carole Gresse & Isabelle Platten, 2014. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00997859, HAL.
  • De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN 2014003, Université catholique de Louvain, Louvain Finance (LFIN).
  • Rudy de Winne & Carole Gresse & Isabelle Platten, 2009. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00674163, HAL.
• Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
  • Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," IDEI Working Papers 552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
  • Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
  • Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
  • Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
  • Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," HEC Research Papers Series 917, HEC Paris.
• Hélène Raymond, 2009. "The effect of Sovereign Wealth Funds’ investments on stock markets," EconomiX Working Papers 2009-38, University of Paris Nanterre, EconomiX.
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• Tsiaras, Leonidas, 2009. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers F-2009-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  • Leonidas Tsiaras, 2010. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," CREATES Research Papers 2010-34, Department of Economics and Business Economics, Aarhus University.
• Hansson, Fredrik & Rüdow Fors, Erik, 2009. "Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban," Working Papers in Economics 365, University of Gothenburg, Department of Economics.
• Cristiana Mǎnescu, 2011. "Stock returns in relation to environmental, social and governance performance: Mispricing or compensation for risk?," Sustainable Development, John Wiley & Sons, Ltd., vol. 19(2), pages 95-118, March/Apr.
  • Manescu, Cristiana, 2009. "Stock returns in relation to environmental, social and governance performance: mispricing or compensation for risk?," Working Papers in Economics 376, University of Gothenburg, Department of Economics, revised 01 Mar 2010.
• Salomonsson, Marcus, 2009. "Introducing a spread into the Kyle model," SSE/EFI Working Paper Series in Economics and Finance 713, Stockholm School of Economics.
• Johan Almenberg & Artashes Karapetyan, 2009. "Mental accounting in the housing market," IEW - Working Papers 453, Institute for Empirical Research in Economics - University of Zurich.
  • Almenberg, Johan & Karapetyan, Artashes, 2009. "Mental Accounting in the Housing Market," SSE/EFI Working Paper Series in Economics and Finance 718, Stockholm School of Economics, revised 28 Aug 2010.
  • Johan Almenberg & Artashes Karapetyan, 2010. "Mental accounting in the housing market," Working Paper 2010/20, Norges Bank.
  • Almenberg, Johan & Karapetyan, Artashes, 2009. "Mental Accounting in the Housing Market," Working Paper Series 798, Research Institute of Industrial Economics.
• Almenberg, Johan & Karapetyan, Artashes, 2009. "Mental Accounting in the Housing Market," SSE/EFI Working Paper Series in Economics and Finance 718, Stockholm School of Economics, revised 28 Aug 2010.
  • Johan Almenberg & Artashes Karapetyan, 2010. "Mental accounting in the housing market," Working Paper 2010/20, Norges Bank.
  • Almenberg, Johan & Karapetyan, Artashes, 2009. "Mental Accounting in the Housing Market," Working Paper Series 798, Research Institute of Industrial Economics.
  • Johan Almenberg & Artashes Karapetyan, 2009. "Mental accounting in the housing market," IEW - Working Papers 453, Institute for Empirical Research in Economics - University of Zurich.
• Lönnbark, Carl & Soultanaeva, Albina, 2009. "Profitability of Technical Trading Rules on the Baltic Stock Markets," Umeå Economic Studies 761, Umeå University, Department of Economics.
• Genberg, Hans & Hui, Cho-Hoi, 2008. "The credibility of 'The Link' from the perspective of modern financial theory," IMFS Working Paper Series 18, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Hans Genberg & Cho-hoi Hui, 2009. "The Credibility of the Link from the Perspective of Modern Financial Theory," Working Papers 0902, Hong Kong Monetary Authority.
• Laurence Fung & Ip-wing Yu, 2009. "Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008," Working Papers 0917, Hong Kong Monetary Authority.
• Tom Fong & Laurence Fung & Lillie Lam & Ip-wing Yu, 2009. "Measuring the Interdependence of Banks in Hong Kong," Working Papers 0919, Hong Kong Monetary Authority.
• Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April.
  • Campbell, John Y & Schwartz, Allie, 2007. "Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements," CEPR Discussion Papers 6390, C.E.P.R. Discussion Papers.
  • Campbell, John & Schwartz, Allie & Ramadorai, Tarun, 2009. "Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements," Scholarly Articles 2609649, Harvard University Department of Economics.
• Christopher N. Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2016. "The "CAPS" Prediction System and Stock Market Returns," Review of Finance, European Finance Association, vol. 20(4), pages 1363-1381.
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  • Avery, Christopher N. & Zeckhauser, Richard Jay, 2009. "The CAPS Prediction System and Stock Market Returns," Scholarly Articles 4415901, Harvard Kennedy School of Government.
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• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
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• Helmut Gründl & Thomas Post, 2009. "Transparency through Financial Claims with Fingerprints – A Free Market Mechanism for Preventing Mortgage Securitization Induced Financial Crises," SFB 649 Discussion Papers SFB649DP2009-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Denis Belomestny, 2009. "Pricing Bermudan options using regression: optimal rates of convergence for lower estimates," SFB 649 Discussion Papers SFB649DP2009-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Stefanie Eckel & Gunter Löffler & Alina Maurer & Volker Schmidt, 2009. "Measuring the effects of geographical distance on stock market correlation," SFB 649 Discussion Papers SFB649DP2009-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Hautsch, Nikolaus & Huang, Ruihong, 2012. "The market impact of a limit order," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 501-522.
  • Hautsch, Nikolaus & Huang, Ruihong, 2009. "The market impact of a limit order," CFS Working Paper Series 2009/23, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Ruihong Huang, 2009. "The Market Impact of a Limit Order," SFB 649 Discussion Papers SFB649DP2009-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2009. "Quantifying high-frequency market reactions to real-time news sentiment announcements," CFS Working Paper Series 2009/31, Center for Financial Studies (CFS).
  • Axel Groß-Klußmann & Nikolaus Hautsch, 2009. "Quantifying High-Frequency Market Reactions to Real-Time News Sentiment Announcements," SFB 649 Discussion Papers SFB649DP2009-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Aminah Nalikka, 2009. "Impact of Gender Diversity on Voluntary Disclosure in Annual Reports," Accounting & Taxation, The Institute for Business and Finance Research, vol. 1(1), pages 101-113.
• Eddy Junarsin & Bayu Pranoto, 2009. "Information Content and Intra-Industry Effect of Stock Splits: Evidence from Indonesia," Accounting & Taxation, The Institute for Business and Finance Research, vol. 1(1), pages 15-27.
• Giuseppe Galloppo, 2009. "Dynamic Asset Allocation Using a Combined Criteria Decision System," Accounting & Taxation, The Institute for Business and Finance Research, vol. 1(1), pages 29-44.
• Naser Abdelkarim & Yasser A. Shahin & Bayan M. Arquawi, 2009. "Investor Perception of Information Disclosed in Financial Reports of Palestine Securities Exchange Listed Companies," Accounting & Taxation, The Institute for Business and Finance Research, vol. 1(1), pages 45-61.
• Chien-Cheng Wang & Yung-Shi Liau & Jack J.W. Yang, 2009. "Information Spillovers In The Spot And Etf Indices In Taiwan," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 3(1), pages 117-131.
• Randall Zhaohui Xu, 2009. "Reexamination Of The Relationship Between Disclosure And Cost Of Capital," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 3(1), pages 15-26.
• Wei Ting & Sin-Hui Yen & Sheng-Shih Huang, 2009. "Top Management Compensation, Earnings Management And Default Risk: Insights From The Chinese Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(1), pages 31-46.
• Arman Kosedag & Jinhu Qian, 2009. "Do Dividend Clienteles Explain Price Reactions To Dividend Changes?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(1), pages 47-57.
• Kuei-Yuan Wang & Ching-Hai Jiang & Yen-Sheng Huang, 2009. "Market States And The Profitability Of Momentum Strategies: Evidence From The Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(1), pages 89-102.
• Yang-Cheng Lu & Jehn-Yih Wong & Hao Fang, 2009. "Herding Momentum Effect And Feedback Trading Of Qualified Foreign Institutional Investors In The Taiwan Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 147-167.
• Myojung Cho & John Shon & Yuan Xie, 2009. "Corporate Disclosures After The Eptember 11 Terrorist Attacks," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 169-174.
• Hans-Peter Burghof & Felix Prothmann, 2009. "Can Stock Price Momentum Be Explained By Anchoring?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 47-69.
• Dejun Xie, 2009. "Theoretical And Numerical Valuation Of Callable Bonds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 71-82.
• Alias Radam & A H Baharom & A M Dayang-Affizzah & Farhana Ismail, 2009. "Effect of Mergers on Efficiency and Productivity: Some Evidence for Banks in Malaysia," The IUP Journal of Bank Management, IUP Publications, vol. 0(1), pages 31-46, February.
  • Radam, Alias & Baharom, A.H. & Dayang-Afizzah, A.M., 2008. "Effect of mergerson efficiency and productivity: Some evidence for banks in Malaysia," MPRA Paper 12726, University Library of Munich, Germany.
• Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
  • Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," HEC Research Papers Series 917, HEC Paris.
  • Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," IDEI Working Papers 552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
  • Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
  • Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
  • Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
• Constantine Manasakis, 2009. "Shareholder wealth effects from mergers and acquisitions in the Greek banking industry," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 242-256.
  • Constantine Manasakis, 2006. "Shareholder wealth effects from mergers and acquisitions in the Greek banking industry," Working Papers 0612, University of Crete, Department of Economics.
• Silvio John Camilleri & Christopher J. Green, 2009. "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
  • Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
  • Camilleri, Silvio John & Green, Christopher, 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 85069, University Library of Munich, Germany.
• Germán López & Joaquín Marhuenda & Belén Nieto, 2009. "The relationship between risk and expected returns with incomplete information," Investigaciones Economicas, Fundación SEPI, vol. 33(1), pages 69-96, January.
• Vincent Brousseau & Alexandre Chailloux & Alain Durré, 2009. "Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing," Working Papers 2009-ECO-10, IESEG School of Management.
• Burcu ÖZCAN & Veli YILANCI, 2009. "Türk hisse senedi piyasasının zayıf formda etkinliğinin testi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(274), pages 100-115.
• Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK, 2009. "VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(274), pages 7-32.
• Khubaib Ahmed Qureshi, 2009. "Agent Based E-Market: Framework, Design, and Implementation," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, vol. 3(2), pages 30-44, December.
• Jong-Shin Wei & Li-Hsun Wang, 2009. "Improving Earnings per Share: An Illusory Motive in Stock Repurchases," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(3), pages 243-247, December.
• Michael Ehrmann & Marcel Fratzscher, 2009. "Explaining Monetary Policy in Press Conferences," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 42-84, June.
  • Ehrmann, Michael & Fratzscher, Marcel, 2007. "Explaining monetary policy in press conferences," Working Paper Series 767, European Central Bank.
• Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 1-1.
  • Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovespian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 268-279.
  • Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob, 2008. "'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," MPRA Paper 14814, University Library of Munich, Germany.
• Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovespian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 268-279.
  • Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 1-1.
  • Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob, 2008. "'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," MPRA Paper 14814, University Library of Munich, Germany.
• Montserrat Ferré & Carolina Manzano, 2009. "When do central banks prefer to intervene secretly?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(4), pages 378-393.
  • Ferré Carracedo, Montserrat & Manzano, Carolina, 2007. "When do central banks prefer to intervene secretly?," Working Papers 2072/5317, Universitat Rovira i Virgili, Department of Economics.
• Rasmus Fatum, 2009. "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 27(1), pages 75-98, November.
  • Rasmus Fatum, "undated". "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," EPRU Working Paper Series 2009-02, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
  • Rasmus Fatum, 2009. "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," IMES Discussion Paper Series 09-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
• Masazumi Hattori & Kazuhiko Ohashi, 2009. "Incentives to Issue Low-Quality Securitized Products in the OTD Business Model," IMES Discussion Paper Series 09-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
• Rasmus Fatum, 2009. "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 27(1), pages 75-98, November.
  • Rasmus Fatum, "undated". "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," EPRU Working Paper Series 2009-02, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
  • Rasmus Fatum, 2009. "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," IMES Discussion Paper Series 09-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
• Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM b94d0405-1ced-4aa4-870b-2, Tilburg University, School of Economics and Management.
  • Luc Laeven & Harry Huizinga, 2009. "Accounting discretion of banks during a financial crisis," IMF Working Papers 09/207, International Monetary Fund.
  • Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM 09764c84-fa16-45e7-942d-b, Tilburg University, School of Economics and Management.
  • Huizinga, Harry & Laeven, Luc, 2009. "Accounting discretion of banks during a financial crisis," CEPR Discussion Papers 7381, C.E.P.R. Discussion Papers.
  • Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Discussion Paper 2009-58, Tilburg University, Center for Economic Research.
• Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM b94d0405-1ced-4aa4-870b-2, Tilburg University, School of Economics and Management.
  • Mr. Luc Laeven & Harry Huizinga, 2009. "Accounting discretion of banks during a financial crisis," IMF Working Papers 2009/207, International Monetary Fund.
  • Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM 09764c84-fa16-45e7-942d-b, Tilburg University, School of Economics and Management.
  • Huizinga, Harry & Laeven, Luc, 2009. "Accounting discretion of banks during a financial crisis," CEPR Discussion Papers 7381, C.E.P.R. Discussion Papers.
  • Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Discussion Paper 2009-58, Tilburg University, Center for Economic Research.
• Felipe Zurita, 2009. "La Economía Financiera Frente a la Crisis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(134), pages 183-195.
• Rosa Borges, 2009. "Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries," Working Papers Department of Economics 2009/37, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Leif Brandes & Katja Rost, 2009. "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers 0098, University of Zurich, Institute for Strategy and Business Economics (ISU), revised Sep 2009.
• Leif Brandes & Egon Franck & Erwin Verbeek, 2009. "The Validity of Models on the Information Content of Trades," Working Papers 00120, University of Zurich, Institute for Strategy and Business Economics (ISU), revised 2010.
• Ulas UNLU & Birol YILDIZ & Abdullah YALAMA, 2009. "Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 10(1), pages 29-47, December.
• James B. Bushnell & Howard Chong & Erin T. Mansur, 2009. "Profiting from Regulation: An Event Study of the EU Carbon Market," NBER Working Papers 15572, National Bureau of Economic Research, Inc.
  • Bushnell, James & Chong, Howard G. & Mansur, Erin T., 2009. "Profiting from Regulation: An Event Study of the EU Carbon Market," Staff General Research Papers Archive 13139, Iowa State University, Department of Economics.
  • Bushnell, James & Mansur, Erin T. & Chong, Howard G., 2010. "Profiting from Regulation: An Event Study of the EU Carbon Market," Staff General Research Papers Archive 32737, Iowa State University, Department of Economics.
  • Bushnell, James B. & Chong, Howard G. & Mansur, Erin T., 2011. "Profiting from regulation: an event study of the EU carbon market," ISU General Staff Papers 201104060700001124, Iowa State University, Department of Economics.
• Chun-Da Chen & Chin-Chun Chen & Wan-Wei Tang & Bor-Yi Huang, 2009. "The positive and negative impacts of the sars outbreak:a case of the Taiwan industries," Journal of Developing Areas, Tennessee State University, College of Business, vol. 43(1), pages 281-293, September.
• Oberndorfer Ulrich & Ziegler Andreas, 2009. "2002 German Federal Elections and Associated Energy Policy: How Were Energy Corporations Financially Affected?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(5), pages 570-583, October.
• Audretsch, David & Bönte, Werner & Mahagaonkar, Prashanth, 2009. "Financial Signalling by Innovative Nascent Entrepreneurs," CEPR Discussion Papers 7165, C.E.P.R. Discussion Papers.
  • David B. Audretsch & Werner Bönte & Prashanth Mahagaonkar, 2009. "Financial Signaling by Innovative Nascent Entrepreneurs," Jena Economics Research Papers 2009-012, Friedrich-Schiller-University Jena.
  • David B. Audretsch & Prashanth Mahagaonkar & Werner Bönte, 2009. "Financial Signaling by Innovative Nascent Entrepreneurs," Schumpeter Discussion Papers sdp09001, Universitätsbibliothek Wuppertal, University Library.
• Marco Wölfle, 2009. "Information-based trade in Russia and the effects of listing abroad," Economic Change and Restructuring, Springer, vol. 42(4), pages 229-262, November.
• Marcel Naujoks & Kevin Aretz & Alexander Kerl & Andreas Walter, 2009. "Do German security analysts herd?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(1), pages 3-29, March.
• Nikolas Rokkanen, 2009. "Lemmings in the bond market? An empirical analysis of the term structure of credit spreads," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(1), pages 31-57, March.
• Michael Steiner, 2009. "Predicting premiums for the market, size, value, and momentum factors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(2), pages 137-155, June.
• Carlos Ulibarri, 2009. "Perpetual options: revisiting historical returns on paintings," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 33(2), pages 135-149, May.
• Kwang-Won Lee & Ian Sharpe, 2009. "Does a Bank’s Loan Screening and Monitoring Matter?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 35(1), pages 33-52, February.
• Seung Han & Yoon Shin & Walter Reinhart & William Moore, 2009. "Market Segmentation Effects in Corporate Credit Rating Changes: The Case of Emerging Markets," Journal of Financial Services Research, Springer;Western Finance Association, vol. 35(2), pages 141-166, April.
• Dong Lee, 2009. "How Do Employees View Their Underwater Stock Options?: Evidence from the Stock Option Exchange Program," Journal of Financial Services Research, Springer;Western Finance Association, vol. 35(3), pages 273-296, June.
• Shinhua Liu & Zhen Zhu, 2009. "Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(1), pages 65-83, August.
• Robert Campbell & Erasmo Giambona & C. Sirmans, 2009. "The Long-Horizon Performance of REIT Mergers," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 105-114, February.
• Yongheng Deng & Peng Liu, 2009. "Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 38(3), pages 214-240, April.
• William Hardin & Michael Highfield & Matthew Hill & G. Kelly, 2009. "The Determinants of REIT Cash Holdings," The Journal of Real Estate Finance and Economics, Springer, vol. 39(1), pages 39-57, July.
• Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan, 2009. "REIT Open-Market Stock Repurchases and Profitability," The Journal of Real Estate Finance and Economics, Springer, vol. 39(4), pages 439-449, November.
• Imre Karafiath, 2009. "Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?," Review of Quantitative Finance and Accounting, Springer, vol. 32(1), pages 17-31, January.
• Carl Chen & Peter Lung & F. Wang, 2009. "Mispricing and the cross-section of stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 32(4), pages 317-349, May.
• Pantisa Pavabutr & Sukanya Prangwattananon, 2009. "Tick size change on the Stock Exchange of Thailand," Review of Quantitative Finance and Accounting, Springer, vol. 32(4), pages 351-371, May.
• Steven Li & Qianqian Yang, 2009. "The relationship between implied and realized volatility: evidence from the Australian stock index option market," Review of Quantitative Finance and Accounting, Springer, vol. 32(4), pages 405-419, May.
• Dan Jordan & Donald Wort, 2009. "A test of bear market mergerstat control premiums," Review of Quantitative Finance and Accounting, Springer, vol. 33(1), pages 27-36, July.
• Jose Gutierrez & Yiuman Tse, 2009. "NYSE execution quality subsequent to migration to hybrid," Review of Quantitative Finance and Accounting, Springer, vol. 33(1), pages 59-81, July.
• Yue-cheong Chan & Louis Cheng, 2009. "Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market," Review of Quantitative Finance and Accounting, Springer, vol. 33(2), pages 159-176, August.
• Rob Brown & Howard Chan & Yew Ho, 2009. "Analysts’ recommendations: from which signal does the market take its lead?," Review of Quantitative Finance and Accounting, Springer, vol. 33(2), pages 91-111, August.
• Dan Palmon & Ephraim Sudit & Ari Yezegel, 2009. "The value of columnists’ stock recommendations: an event study approach," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 209-232, October.
• Chaoshin Chiao & Zi-May Wang & Hsiu-Ling Lai, 2009. "Order submission behaviors and opening price behaviors: evidence from an emerging market," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 253-278, October.
• Salvatore Zecchini & Marco Ventura, 2009. "The impact of public guarantees on credit to SMEs," Small Business Economics, Springer, vol. 32(2), pages 191-206, February.
• Fazakas, Gergely & Juhász, Péter, 2009. "Alacsonyabb kockázat - nagyobb osztalék?. A részvénykockázat és az osztalékfizetési hányad kapcsolatának vizsgálata a Budapesti Értéktőzsdén (1997-2007) [Lower risks - higher dividends?. Examining ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 322-342.
• Hans-Peter Burghof & Matthias Johannsen, 2009. "Risk Effect versus Delayed Price Response: The Case of the Post-Earnings-Announcement Drift in Germany," Credit and Capital Markets, Credit and Capital Markets, vol. 42(1), pages 55-91.
• Alexander G. Kerl & Andreas Walter, 2009. "Long-Run Performance Evaluation of Journalists’ Stock Recommendations," Credit and Capital Markets, Credit and Capital Markets, vol. 42(2), pages 213-243.
• Fei Jiang & Lawrence Leger, 2009. "The Impact on IPO Performance of Reforming IPO Allocation Regulations: An Event Study of Shanghai Stock Exchange A-Shares," Discussion Paper Series 2009_04, Department of Economics, Loughborough University, revised Feb 2009.
• Gregory James & Michail Karoglou, 2010. "Financial liberalization and stock market volatility: the case of Indonesia," Applied Financial Economics, Taylor & Francis Journals, vol. 20(6), pages 477-486.
  • Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009.
• John Jairo García, 2009. "Event studies and the importance of the estimation methodology," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 70, pages 223-235.
• Andrés Acuña & Cristián Pinto, 2009. "Efficiency of the Chilean stock market: A dynamic approach using volatility tests," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 70, pages 39-61.
• Werner Kristjanpoller Rodríguez, 2009. "An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 71, pages 189-208.
• Tomas Ramanauskas, 2009. "Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach," Bank of Lithuania Working Paper Series 3, Bank of Lithuania.
• Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas, 2009. "Building an Artificial Stock Market Populated by Reinforcement-Learning Agents," Bank of Lithuania Working Paper Series 6, Bank of Lithuania.
• Jamshed Y. Uppal, 2009. "The Role of Satellite Stock Exchanges: A Case Study of the Lahore Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 14(2), pages 1-47, Jul-Dec.
• Jaron, Martin, 2009. "Noise Trading in Stamm- und Vorzugsaktien," Discussion Papers in Business Administration 10218, University of Munich, Munich School of Management.
• Elsas, Ralf & Sabine, Mielert, 2009. "Do S&P's Corporate Ratings Reflect Credit Shocks?," Discussion Papers in Business Administration 10979, University of Munich, Munich School of Management.
• Jaron, Martin, 2009. "Neue Erkenntnisse zur Stimmrechtsprämie in Deutschland," Discussion Papers in Business Administration 11264, University of Munich, Munich School of Management.
• Thi Hong Van Hoang, 2009. "Efficience informationnelle des marchés de l’or à Paris et à Londres, 1948-2008. Une vérification économétrique de la forme faible," Working Papers 09-09, Association Française de Cliométrie (AFC).
  • Thi Hong Van Hoang, 2009. "Efficience informationnelle des marchés de l'or à Paris et à Londres, 1948-2008 : une vérification économétrique de la forme faible," Working Papers 2009-1, Laboratoire Orléanais de Gestion - université d'Orléans.
• Abul Shamsuddin & Jae H. Kim, 2010. "Short‐Horizon Return Predictability in International Equity Markets," The Financial Review, Eastern Finance Association, vol. 45(2), pages 469-484, May.
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• Silvia Muzzioli, 2011. "The Skew Pattern of Implied Volatility in the DAX Index Options Market," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 43-68, April.
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• Silvia Muzzioli, 2009. "The skew pattern of implied volatility in the DAX index options market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0020, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Silvia Muzzioli, 2011. "The Skew Pattern of Implied Volatility in the DAX Index Options Market," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 43-68, April.
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• Cong Ji, 2009. "Chinese Informal Financial Systems and Economic Growth --A Case Study of China's Small and Medium Enterprises," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 5(1), pages 63-88, October.
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• Ingrid Nielsen & Russell Smyth & Qingguo Zhai, 2010. "Subjective Well-Being of China’s Off-Farm Migrants," Journal of Happiness Studies, Springer, vol. 11(3), pages 315-333, June.
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• Ingrid Nielsen & Olga Paritski & Russell Smyth, 2010. "Subjective Well-Being of Beijing Taxi Drivers," Journal of Happiness Studies, Springer, vol. 11(6), pages 721-733, December.
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• Fares Triki, 2009. "Leverage Bubbles," Documents de travail du Centre d'Economie de la Sorbonne 09039, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Mokhtar Darmoul & Mokhtar Kouki, 2009. "Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period," Documents de travail du Centre d'Economie de la Sorbonne 09070, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Mokhtar Darmoul & Mokhtar Kouki, 2009. "Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response," Documents de travail du Centre d'Economie de la Sorbonne 09071, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Krzysztof Jackowicz, 2009. "Determinants of winning and losing persistence in the Polish banking sector," Bank i Kredyt, Narodowy Bank Polski, vol. 40(3), pages 5-23.
• Ehrmann, Michael & Sondermann, David, 2009. "The reception of public signals in financial markets - what if central bank communication becomes stale?," Working Paper Series 1077, European Central Bank.
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• Jung-Wook Kim & Jason Lee & Randall Morck, 2009. "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers 14733, National Bureau of Economic Research, Inc.
• Richard A. Lambert & Christian Leuz & Robert E. Verrecchia, 2011. "Information Asymmetry, Information Precision, and the Cost of Capital," Review of Finance, European Finance Association, vol. 16(1), pages 1-29.
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• Christian Leuz & Catherine Schrand, 2009. "Disclosure and the Cost of Capital: Evidence from Firms' Responses to the Enron Shock," NBER Working Papers 14897, National Bureau of Economic Research, Inc.
• Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2009. "Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms?," Working Paper Series 2009-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Joseph Golec & John Vernon, 2009. "What's the "Interest" in FDA Drug Advisory Committee Conflicts of Interest?," NBER Working Papers 14932, National Bureau of Economic Research, Inc.
• Gary B. Gorton & Lixin Huang & Qiang Kang, 2017. "The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover," Review of Finance, European Finance Association, vol. 21(1), pages 153-200.
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• Roger K. Loh & René M. Stulz, 2011. "When Are Analyst Recommendation Changes Influential?," The Review of Financial Studies, Society for Financial Studies, vol. 24(2), pages 593-627.
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• Dhammika Dharmapala & C. Fritz Foley & Kristin J. Forbes, 2011. "Watch What I Do, Not What I Say: The Unintended Consequences of the Homeland Investment Act," Journal of Finance, American Finance Association, vol. 66(3), pages 753-787, June.
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• Bekaert, Geert & Engstrom, Eric, 2010. "Inflation and the stock market: Understanding the "Fed Model"," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 278-294, April.
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• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815–2007," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 53-92, National Bureau of Economic Research, Inc.
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• Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017. "Market selection," Journal of Economic Theory, Elsevier, vol. 168(C), pages 209-236.
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• Geert Bekaert & Eric Engstrom, 2009. "Asset Return Dynamics under Bad Environment Good Environment Fundamentals," NBER Working Papers 15222, National Bureau of Economic Research, Inc.
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• Lieven Baele, 2010. "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, vol. 23(6), pages 2374-2428, June.
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• Gary Gorton & Andrew Metrick, 2010. "Haircuts," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 507-520.
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• Stefano DellaVigna & Matthew Gentzkow, 2010. "Persuasion: Empirical Evidence," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 643-669, September.
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• Dion Bongaerts & K. J. Martijn Cremers & William N. Goetzmann, 2012. "Tiebreaker: Certification and Multiple Credit Ratings," Journal of Finance, American Finance Association, vol. 67(1), pages 113-152, February.
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• Rene M. Stulz, 2010. "Credit Default Swaps and the Credit Crisis," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 73-92, Winter.
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• Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2012. "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," Critical Finance Review, now publishers, vol. 1(1), pages 183-221, January.
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• Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski, 2014. "Decentralized Trading With Private Information," Econometrica, Econometric Society, vol. 82(3), pages 1055-1091, May.
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• Jordà, Òscar & Taylor, Alan M., 2012. "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, vol. 88(1), pages 74-90.
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• Alexander David & Pietro Veronesi, 2009. "What Ties Return Volatilities to Price Valuations and Fundamentals?," NBER Working Papers 15563, National Bureau of Economic Research, Inc.
• Bushnell, James & Chong, Howard G. & Mansur, Erin T., 2009. "Profiting from Regulation: An Event Study of the EU Carbon Market," Staff General Research Papers Archive 13139, Iowa State University, Department of Economics.
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• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009. "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers 15591, National Bureau of Economic Research, Inc.
• Darrell Duffie & Bruno Strulovici, 2012. "Capital Mobility and Asset Pricing," Econometrica, Econometric Society, vol. 80(6), pages 2469-2509, November.
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• Nick Smyth, 2009. "Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD," Reserve Bank of New Zealand Discussion Paper Series DP2009/03, Reserve Bank of New Zealand.
• Rudiger Ahrend & Jens Matthias Arnold & Fabrice Murtin, 2009. "Prudential Regulation and Competition in Financial Markets," OECD Economics Department Working Papers 735, OECD Publishing.
• Tudor Cristiana, 2009. "Information Transmission between International Stock Markets and Bucharest Stock Exchange during a Turbulent Period (2007-2009)," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Peter Backé & Franz Schardax, 2009. "European and Non-European Emerging Market Currencies: Forward Premium Puzzle and Fundamentals," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-66.
• Nistor Ioan & Ulici Maria, 2009. "Impact Of Financial Crisis Over The Companies Of Bet Index Composition," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 281-287, May.
• Barna Flavia & Danuletiu Adina Elena & Mura Petru Ovidiu, 2009. "Role Of Information In Adoption Of Investment Decisions On Capital Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 474-479, May.
• Bogdan Victoria & Pop Cosmina Madalina & Popa Dorina Nicoleta, 2009. "Voluntary Internet Financial Reporting And Disclosure – A New Challenge For Romanian Companies," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 770-778, May.
• Boldea Bogdan Ion & Boldea Costin-Radu & Stanculescu Mircea, 2009. "An Adaptative Evolutionary Model Of Financial Investors," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 4(1), pages 897-901, May.
• Zdenko Klepic & Mirela Mabic & Jelena Brkic, 2009. "Organization and Application of Information Technologies in Enterprises of Herzegovina Region," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 5, pages 185-195.
• Youki Kohsaka, 2009. "Did the ETF enhance arbitrage between cash and futures of the Nikkei225?," Discussion Papers in Economics and Business 09-20, Osaka University, Graduate School of Economics.
• Shoko Morimoto, 2009. "Asset markets can achieve efficiency in the directed search framework," Discussion Papers in Economics and Business 09-33, Osaka University, Graduate School of Economics.
• Hideaki Sakawa & Masato Ubukata, 2012. "Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2103-2112.
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• Kenjiro Hirayama & Yoshiro Tsutsui, 2009. "Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock," Discussion Papers in Economics and Business 09-35, Osaka University, Graduate School of Economics.
• Thomas P. Gehrig & Torben Lütje & Lukas Menkhoff, 2009. "Bonus Payments and Fund Managers' Behavior: Transatlantic Evidence," CESifo Economic Studies, CESifo Group, vol. 55(3-4), pages 569-594.
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• Marcel Fratzscher & Livio Stracca, 2009. "The political economy under monetary union: has the euro made a difference? [‘Income distribution, political instability, and investment’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 24(58), pages 307-348.
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• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009. "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 10(1), pages 124-163, 2012 10 1.
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• Tim Bollerslev & George Tauchen & Hao Zhou, 2009. "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4463-4492, November.
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• Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok, 2009. "Benchmarking Money Manager Performance: Issues and Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4553-4599, November.
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• Helena NAFFA, 2009. "New thoughts on efficient markets," Proceedings of FIKUSZ '09, in: László Áron Kóczy (ed.),Proceedings of FIKUSZ '09, pages 139-145, Óbuda University, Keleti Faculty of Business and Management.
• Alali, Walid Y., 2009. "Economic Performance and Institutions: Measuring Technical Efficiency Using SPF Approach," MPRA Paper 114336, University Library of Munich, Germany, revised Aug 2009.
• Buda, Rodolphe, 2009. "Learning-Testing Process in Classroom: An Empirical Simulation Model," MPRA Paper 12146, University Library of Munich, Germany.
• Siddiqi, Hammad, 2009. "Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment," MPRA Paper 13515, University Library of Munich, Germany.
• Habibullah, M.S. & Baharom, A.H. & Fong, Kin Hing, 2009. "Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries," MPRA Paper 14114, University Library of Munich, Germany.
• Jianjun Sun & Nobuyoshi Yamori, 2009. "Regional Disparities And Investment–Cash Flow Sensitivity: Evidence From Chinese Listed Firms," Pacific Economic Review, Wiley Blackwell, vol. 14(5), pages 657-667, December.
  • Sun, Jianjun & Yamori, Nobuyoshi, 2009. "Regional disparities and investment-cash flow sensitivity: Evidence from Chinese listed firms," MPRA Paper 14858, University Library of Munich, Germany.
• Pereira, Pedro L. Valls, 2009. "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," Textos para discussão 175, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  • Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar, 2009. "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," MPRA Paper 15624, University Library of Munich, Germany.
• Pereira, Pedro L. Valls, 2009. "Ombro-cabeça-ombro: testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro," Textos para discussão 181, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  • Boainain, Pedro G. & Valls Pereira, Pedro L., 2009. "“Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro [Head and Shoulder: testing the profitability of graphic pattern of technical anal," MPRA Paper 15653, University Library of Munich, Germany.
• Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012. "U.S. industry-level returns and oil prices," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 112-128.
  • Fan, Qinbin & Jahan-Parvar, Mohammad R., 2009. "US Industry-Level Returns and Oil Prices," MPRA Paper 15670, University Library of Munich, Germany.
• Kristoufek, Ladislav, 2009. "Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range," MPRA Paper 16424, University Library of Munich, Germany.
• Kristoufek, Ladislav, 2009. "Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 [Long-term memory and its evolution in returns of PX between 1999 and 2009]," MPRA Paper 16435, University Library of Munich, Germany.
• Wang, Wen-Yao & Hernandez-Verme, Paula, 2009. "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," MPRA Paper 13802, University Library of Munich, Germany.
  • Hernandez-Verme, Paula & Wang, Wen-Yao, 2009. "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," MPRA Paper 16748, University Library of Munich, Germany, revised 11 Aug 2009.
  • Paula Hernandez-Verme & Wen-Yao Wang, 2009. "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," Department of Economics and Finance Working Papers EC200905, Universidad de Guanajuato, Department of Economics and Finance.
• O. Emre Tokel & M. Eray Yucel, 2009. "Click to Download Data : An Event Study of Internet Access to Economic Statistics," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 9(2), pages 1-22.
  • Tokel, O. Emre & Yucel, M. Eray, 2009. "Click to download data: an event study of Internet access to economic statistics," MPRA Paper 16833, University Library of Munich, Germany.
• Anwar, Yunita & Mulyadi, Martin Surya, 2009. "The day of the week effects in Indonesia, Singapore, and Malaysia stock market," MPRA Paper 16873, University Library of Munich, Germany.
• Mulyadi, Martin Surya, 2009. "Volatility spillover in Indonesia, USA, and Japan capital market," MPRA Paper 16914, University Library of Munich, Germany.
• Goderis, Benedikt & Wagner, Wolf, 2009. "Credit Derivatives and Sovereign Debt Crises," MPRA Paper 17314, University Library of Munich, Germany.
• Boudriga, Abdelkader & Ben Slama, Sarra & Boulila, Neila, 2009. "What determines IPO underpricing ? Evidence from a frontier market," MPRA Paper 18069, University Library of Munich, Germany.
• Michael Batuo Enowbi & Francesco Guidi & Kupukile Mlambo, 2010. "Testing the Weak-form Market Efficiency and the Day of the Week Effects of some African Countries," The African Finance Journal, Africagrowth Institute, vol. 12(Conferenc), pages 1-26.
  • Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile, 2009. "Testing the weak-form market efficiency and the day of the week effects of some African countries," MPRA Paper 19116, University Library of Munich, Germany.
• Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19433, University Library of Munich, Germany, revised Dec 2009.
• El Bouhadi, Abdelhamid & Achibane, Khalid, 2009. "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper 19482, University Library of Munich, Germany.
• Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19501, University Library of Munich, Germany, revised Dec 2009.
• Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa, 2009. "The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange," MPRA Paper 20084, University Library of Munich, Germany.
• Rashid, Abdul & Husain, Fazal, 2009. "Testing the Weak Form Efficiency in Pakistan’s Equity, Badla and Money Markets," MPRA Paper 22285, University Library of Munich, Germany.
• Giovanis, Eleftherios, 2009. "Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB," MPRA Paper 22326, University Library of Munich, Germany.
• Giovanis, Eleftherios, 2009. "The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets," MPRA Paper 22328, University Library of Munich, Germany.
• Giglio, Ricardo & Da Silva, Sergio, 2009. "Ranking the stocks listed on Bovespa according to their relative efficiency," MPRA Paper 22720, University Library of Munich, Germany.
• Sasidharan, Anand, 2009. "Does seasonality persists in Indian stock markets?," MPRA Paper 24185, University Library of Munich, Germany, revised Aug 2010.
• Sasidharan, Anand, 2009. "Stock Market's Reaction to Monetary Policy Announcements in India," MPRA Paper 24190, University Library of Munich, Germany, revised Jul 2010.
• Rambaccussing, Dooruj, 2009. "Exploiting price misalignements," MPRA Paper 27147, University Library of Munich, Germany.
• Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P., 2013. "Revisiting the merger and acquisition performance of European banks," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 237-249.
  • Ioannis Asimakopoulos & Panayiotis Athanasoglou,, 2009. "Revisiting the Merger and Acquisition Performance of European Banks," Working Papers 100, Bank of Greece.
  • Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P., 2009. "Revisiting the merger and acquisition performance of European banks," MPRA Paper 31994, University Library of Munich, Germany.
• Symeonidis, Lazaros & Daskalakis, George & Markellos, Raphael N., 2010. "Does the weather affect stock market volatility?," Finance Research Letters, Elsevier, vol. 7(4), pages 214-223, December.
  • Daskalakis, George & Symeonidis, Lazaros & Markellos, Raphael, 2009. "Does the weather affect stock market volatility?," MPRA Paper 34128, University Library of Munich, Germany.
• Rosenthal, Dale W.R., 2009. "Performance metrics for algorithmic traders," MPRA Paper 36787, University Library of Munich, Germany, revised 04 Jan 2012.
• Dumitriu, Ramona & Nistor, Costel & Stefanescu, Razvan, 2009. "Changes in the monthly effects from the Romanian foreign exchange market," MPRA Paper 41743, University Library of Munich, Germany, revised 08 May 2010.
• 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," MPRA Paper 41744, University Library of Munich, Germany, revised 04 Mar 2010.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2009. "Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange," MPRA Paper 41749, University Library of Munich, Germany, revised 19 Nov 2009.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2009. "On the random walk characteristics of stock returns in India," MPRA Paper 46499, University Library of Munich, Germany.
• Hiremath, Gourishankar S, 2009. "Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review," MPRA Paper 46512, University Library of Munich, Germany.
• Chancharat, Surachai & Kamalian, Amin Reza & Valadkhani, Abbas, 2009. "Random Walk and Multiple Structural Breaks In Thai Stock Market," MPRA Paper 50395, University Library of Munich, Germany.
• Deniz Anginer & Çelim Yıldızhan, 2018. "Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns [The risk-adjusted cost of financial distress]," Review of Finance, European Finance Association, vol. 22(2), pages 633-660.
  • Anginer, Deniz & Yildizhan, Celim, 2009. "Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns," MPRA Paper 53885, University Library of Munich, Germany, revised 23 Apr 2013.
  • Anginer, Deniz & Yildizhan, Celim, 2010. "Is there a distress risk anomaly ? pricing of systematic default risk in the cross section of equity returns," Policy Research Working Paper Series 5319, The World Bank.
• Trabelsi, Mohamed Ali, 2008. "Sur-réaction sur le marché tunisien des actions : une investigation empirique [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper 76925, University Library of Munich, Germany.
  • Trabelsi, Mohamed Ali, 2009. "Sur-réaction sur le marché tunisien des actions : une investigation empirique [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper 80441, University Library of Munich, Germany, revised 2009.
• Silvio John Camilleri & Christopher J. Green, 2009. "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
  • Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
  • Camilleri, Silvio John & Green, Christopher, 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 85069, University Library of Munich, Germany.
• Silvio John Camilleri & Christopher J. Green, 2009. "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
  • Camilleri, Silvio John & Green, Christopher, 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 85069, University Library of Munich, Germany.
  • Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
• Francis M. Kemegue, 2009. "Pattern of Interdependence of Aggregate FDI from the Same Source Country," Working Papers 200928, University of Pretoria, Department of Economics.
• Francis M. Kemegue, 2009. "Do Neighbors of Host Countries Matter to Aggregate US FDI Outflows?," Working Papers 200929, University of Pretoria, Department of Economics.
• Vít Pošta, 2009. "The Role of fundamentals factors of empirical analysis of the Prague stock exchange," Ekonomika a Management, Prague University of Economics and Business, vol. 2009(3).
• Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda, 2009. "Smart Agents and Sentiment in the Heterogeneous Agent Model," Prague Economic Papers, Prague University of Economics and Business, vol. 2009(3), pages 209-219.
• Jean-Hervé Lorenzi & Henri Elbaz, 2009. "Relance mondiale : comment la financer ?," Revue d'Économie Financière, Programme National Persée, vol. 94(1), pages 305-328.
• Radosław Cholewiński, 2009. "Real-Time Market Abuse Detection with a Stochastic Parameter Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(3), pages 261-284, November.
• Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted, 2012. "Optimal clearing arrangements for financial trades," Journal of Financial Economics, Elsevier, vol. 103(1), pages 189-203.
  • Cyril Monnet & Ted Temzelides & Thorsten V. Koeppl, 2009. "Optimal Clearing Arrangements For Financial Trades," Working Paper 1222, Economics Department, Queen's University.
• Robert J Bianchi & Adam E Clements & Michael E Drew, 2009. "HACking at Non-linearity: Evidence from Stocks and Bonds," School of Economics and Finance Discussion Papers and Working Papers Series 244, School of Economics and Finance, Queensland University of Technology.
• Chris Brooks & Xiafei Li & Joelle Miffre, 2009. "Time Varying Volatility and the Cross-Section of Equity Returns Â," ICMA Centre Discussion Papers in Finance icma-dp2009-01, Henley Business School, University of Reading.
• Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017. "Market selection," Journal of Economic Theory, Elsevier, vol. 168(C), pages 209-236.
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  • Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
• Cosmin Ilut, 2012. "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 33-65, July.
  • Cosmin Ilut, 2009. "Ambiguity Aversion: Implications For The Uncovered Interest Rate Parity Puzzle," 2009 Meeting Papers 328, Society for Economic Dynamics.
  • Cosmin L. Ilut, 2010. "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," Working Papers 10-53, Duke University, Department of Economics.
• Darrell Duffie & Bruno Strulovici, 2012. "Capital Mobility and Asset Pricing," Econometrica, Econometric Society, vol. 80(6), pages 2469-2509, November.
  • Darrell Duffie & Bruno Strulovici, 2009. "Capital Mobility and Asset Pricing," Discussion Papers 1478, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Bruno Strulovici & Darrell Duffie, 2009. "Capital Mobility and Asset Pricing," 2009 Meeting Papers 87, Society for Economic Dynamics.
  • Darrell Duffie & Bruno Strulovici, 2011. "Capital Mobility and Asset Pricing," NBER Working Papers 17296, National Bureau of Economic Research, Inc.
• Eric VERNIER & Aymeric BOUCHIE DE BELLE, 2009. "Impact des résultats passés sur l’aversion au risque de l’investisseur (The impact of past results on the investor's risk)," Working Papers 209, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation.
• Ventura, André & Garcia, Marcio Gomes Pinto, 2012. "Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(1), March.
  • André Ventura & Marcio Gomes Pinto Garcia, 2009. "Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro," Textos para discussão 563, Department of Economics PUC-Rio (Brazil).
• Luis H. B. Braido & Carlos E. da Costa & Bev Dahlby, 2011. "Adverse Selection and Risk Aversion in Capital Markets," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 67(4), pages 303-326, December.
  • Braido, Luis & da Costa, Carlos & Dahlby, Bev, 2009. "Adverse Selection and Risk Aversion in Capital Markets," Working Papers 2009-15, University of Alberta, Department of Economics, revised 07 Jul 2010.
• Georges Dionne, 2009. "Structured Finance, Risk Management, and the Recent Financial Crisis," Cahiers de recherche 0944, CIRPEE.
  • Dionne, Georges, 2009. "Structured finance, risk management, and the recent financial crisis," Working Papers 09-6, HEC Montreal, Canada Research Chair in Risk Management.
• Zhao, Min (Kevin), 2009. "Short Sale Constraints and Stock Misvaluation: Daily Evidence on the Nasdaq," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 62(4), pages 505-530.
• J. Kung, James & Wong, Wing-Keung, 2009. "Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 135-150.
• Shojai, Shahin, 2009. "Economists' Hubris - The Case of Mergers and Acquisitions," Journal of Financial Transformation, Capco Institute, vol. 26, pages 4-12.
• Blommestein, Hans, 2009. "The financial crisis as a symbol of the failure of academic finance? (A methodological digression)," Journal of Financial Transformation, Capco Institute, vol. 27, pages 3-8.
• Shojai, Shahin & Feiger, George, 2009. "Economists’ hubris – the case of asset pricing," Journal of Financial Transformation, Capco Institute, vol. 27, pages 9-13.
• Fernandez, Pablo, 2009. "The equity premium in 150 textbooks," Journal of Financial Transformation, Capco Institute, vol. 27, pages 14-18.
  • Fernandez, Pablo, 2009. "The equity premium in 150 textbooks," IESE Research Papers D/829, IESE Business School.
• von Furstenberg, George, 2009. "U.S. executive-branch transgressions in the depth of the 2007-09 financial crisis," Journal of Financial Transformation, Capco Institute, vol. 27, pages 29-34.
• Panait, Iulian & Lupu, Iulia, 2009. "The Behavior Of The Bucharest Stock Exchange During The Current Financial Markets Crisis And Proposed Measures For Its Sustainable Development," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 1(1), pages 73-80.
  • Panait, Iulian & Lupu, Iulia, 2009. "The behavior of the Bucharest Stock Exchange during the current financial markets crisis and proposed measures for its sustainable development," Papers 2009/101, Osterreichish-Rumanischer Akademischer Verein.
• Dragota, Victor & Stoian, Andreea & Pele, Daniel Traian & Mitrica, Eugen & Bensafta, Malik, 2009. "The Development of the Romanian Capital Market: Evidences on Information Efficiency," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 147-160, June.
• DRIGA Imola & NITA Dorina, 2009. "Bankruptcy – the consequence of defective bank management," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(2), pages 205-222, December.
• Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 172-188, April.
  • Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," MNB Working Papers 2009/3, Magyar Nemzeti Bank (Central Bank of Hungary).
  • M. Frömmel & N. Kiss M & K. Pintér & -, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/626, Ghent University, Faculty of Economics and Business Administration.
• Boyer, Robert, 2009. "Feu le régime d’accumulation tiré par la finance," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 5.
• Bappaditya Mukhopadhyay, 2009. "Are Competitive Rating Agencies Efficient?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(1), pages 67-85, April.
• Kian-Ping Lim & Muzafar Shah Habibullah & Melvin J. Hinich, 2009. "The Weak-form Efficiency of Chinese Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 133-163, May.
• Stuart Locke & Kartick Gupta, 2009. "Applicability of Contrarian Strategy in the Bombay Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 165-189, May.
• Kapil Gupta & Balwinder Singh, 2009. "Information Memory and Pricing Efficiency of Futures Contracts," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 191-250, May.
• Imen Kouki & Mahfuzul Haque, 2009. "Tunisian Dealer Behaviour in FX Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(3), pages 265-287, September.
• Michail Karoglou, 2009. "Stock Market Efficiency before and after a Financial Liberalisation Reform," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(3), pages 315-340, September.
• Ram Chandra Bhattarai & Nayan Krishna Joshi, 2009. "Dynamic Relationship among the Stock Market and the Macroeconomic Factors," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 10(2), pages 451-469, July.
• Alessandro Beber & Marco Pagano, 2013. "Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis," Journal of Finance, American Finance Association, vol. 68(1), pages 343-381, February.
  • Pagano, Marco & Beber, Alessandro, 2009. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CEPR Discussion Papers 7557, C.E.P.R. Discussion Papers.
  • Alessandro Beber & Marco Pagano, 2010. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," Tinbergen Institute Discussion Papers 10-106/2/DSF 1, Tinbergen Institute.
  • Alessandro Beber & Marco Pagano, 2009. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CSEF Working Papers 241, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 03 Sep 2011.
• Manuel Ammann & Michael Steiner, 2009. "The Performance of Actively and Passively Managed Swiss Equity Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 1-36, March.
• Ariane Szafarz, 2009. "How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?," Working Papers CEB 09-048.RS, ULB -- Universite Libre de Bruxelles.
  • Ariane Szafarz, 2010. "How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?," DULBEA Working Papers 10-01.RS., ULB -- Universite Libre de Bruxelles.
• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815–2007," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 53-92, National Bureau of Economic Research, Inc.
  • Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 53-92.
  • Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER Working Papers 15128, National Bureau of Economic Research, Inc.
  • Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815–2007," Working Papers CEB 10-017.RS, ULB -- Universite Libre de Bruxelles.
  • Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," IHEID Working Papers 04-2009, Economics Section, The Graduate Institute of International Studies.
  • Flandreau, Marc & Flores, Juan & Gaillard, Norbert & Nieto-Parra, Sebastian, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," CEPR Discussion Papers 7347, C.E.P.R. Discussion Papers.
• Igor Evstigneev & Dhruv Kapoor, 2009. "Arbitrage in stationary markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 32(1), pages 5-12, May.
  • Igor Evstigneev & Dhruv Kapoor, 2006. "Arbitrage in stationary markets," Economics Discussion Paper Series 0619, Economics, The University of Manchester.
  • Igor Evstigneev & Dhruv Kapoor, 2007. "Arbitrage in Stationary Markets," Swiss Finance Institute Research Paper Series 07-32, Swiss Finance Institute.
• Roberto Monte & Barbara Trivellato, 2009. "An equilibrium model of insider trading in continuous time," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 32(2), pages 83-128, November.
• Luis Muga & Rafael Santamaría, 2009. "Momentum, market states and investor behavior," Empirical Economics, Springer, vol. 37(1), pages 105-130, September.
• Gianandrea Goisis & Maria Giorgetti & Paola Parravicini & Francesco Salsano & Giovanna Tagliabue, 2009. "Economies of scale and scope in the European banking sector," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 56(3), pages 227-242, September.
• Christi Wann & D. Long, 2009. "Do liquidity induced changes in aggregate dividends signal aggregate future earnings growth?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(1), pages 1-12, January.
• Julie Cagle & Amit Sen & James Pawlukiewicz, 2009. "Inter-industry differences in layoff announcement effects for financial institutions," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(1), pages 100-110, January.
• Michele O’Neill & Judith Swisher, 2009. "How useful are signals? A micro-structure analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(1), pages 60-70, January.
• Larry Prather & Ting-Heng Chu & Paul Bayes, 2009. "Market reactions to announcements to expense options," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(3), pages 223-245, July.
• Kevin Krieger & David Peterson, 2009. "Predicting stock splits with the help of firm-specific experiences," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(4), pages 410-421, October.
• Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2009. "Smart predictors in the heterogeneous agent model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 4(2), pages 163-172, November.
• Christian Klein & Bernhard Zwergel & Sebastian Heiden, 2009. "On the existence of sports sentiment: the relation between football match results and stock index returns in Europe," Review of Managerial Science, Springer, vol. 3(3), pages 191-208, November.
• Antje Henne & Sebastian Ostrowski & Peter Reichling, 2009. "Dividend yield and stability versus performance on the German stock market: a descriptive study," Review of Managerial Science, Springer, vol. 3(3), pages 225-248, November.
• Martin Wallmeier, 2009. "Kapitalmarktwirkungen der Berichterstattung zur Unternehmensleistung," Schmalenbach Journal of Business Research, Springer, vol. 61(2), pages 212-224, March.
• Marc Rustige & Michael H. Grote, 2009. "Der Einfluss von Diversifikationsstrategien auf den Aktienkurs deutscher Unternehmen," Schmalenbach Journal of Business Research, Springer, vol. 61(5), pages 470-498, August.
  • Michael H. Grote & Marc Rustige, 2008. "Der Einfluss von Diversifikationsstrategien auf den Aktienkurs deutscher Unternehmen," Working Paper Series: Finance and Accounting 186, Department of Finance, Goethe University Frankfurt am Main.
• Benjamin Kleidt & Eckhard Scharmer & Dirk Schiereck, 2009. "Desinvestitionen von Aktienpaketen — Eine Analyse von Exchangeable Bonds," Schmalenbach Journal of Business Research, Springer, vol. 61(7), pages 738-780, November.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009. "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1741-1754, October.
  • Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008. "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper 2008/19, Norges Bank.
• Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
  • Angelo Ranaldo, 2007. "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers 2007-03, Swiss National Bank.
• Becker, Ralf & Clements, Adam E. & McClelland, Andrew, 2009. "The jump component of S&P 500 volatility and the VIX index," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1033-1038, June.
  • Ralf Becker & Adam Clements & Andrew McClelland, 2008. "The Jump component of S&P 500 volatility and the VIX index," NCER Working Paper Series 24, National Centre for Econometric Research.
• Chuang, Chia-Chang & Kuan, Chung-Ming & Lin, Hsin-Yi, 2009. "Causality in quantiles and dynamic stock return-volume relations," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1351-1360, July.
  • Chia-Chang Chuang & Chung-Ming Kuan & Hsin-yi Lin, 2007. "Causality in Quantiles and Dynamic Stock Return-Volume Relations," IEAS Working Paper : academic research 07-A006, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Menkhoff, Lukas & Rebitzky, Rafael R. & Schröder, Michael, 2009. "Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 241-252, May.
  • Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder, 2008. "Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach," CESifo Working Paper Series 2502, CESifo.
• Mizrach, Bruce & Weerts, Susan, 2009. "Experts online: An analysis of trading activity in a public Internet chat room," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 266-281, May.
  • Bruce Mizrach & Susan Weerts, 2004. "Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room," Departmental Working Papers 200412, Rutgers University, Department of Economics.
• Smith, Michael A. & Paton, David & Williams, Leighton Vaughan, 2009. "Do bookmakers possess superior skills to bettors in predicting outcomes?," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 539-549, August.
  • Michael A. Smith & David Paton & Leighton Vaughan Williams, 2009. "Do Bookmakers Possess Superior Skills to Bettors in Predicting Outcomes?," Post-Print hal-00684229, HAL.
• Large, Jeremy, 2009. "A market-clearing role for inefficiency on a limit order book," Journal of Financial Economics, Elsevier, vol. 91(1), pages 102-117, January.
  • Jeremy Large, 2006. "A Market-Clearing Role for Inefficiency on a Limit Order Book," Economics Papers 2006-W08, Economics Group, Nuffield College, University of Oxford.
• Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April.
  • Campbell, John Y & Schwartz, Allie, 2007. "Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements," CEPR Discussion Papers 6390, C.E.P.R. Discussion Papers.
  • Campbell, John & Schwartz, Allie & Ramadorai, Tarun, 2009. "Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements," Scholarly Articles 2609649, Harvard University Department of Economics.
• Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009. "Global private information in international equity markets," Journal of Financial Economics, Elsevier, vol. 94(1), pages 18-46, October.
  • Schneider, Martin & Albuquerque, Rui & ,, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers.
• Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009. "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 406-426, April.
  • Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Swiss Finance Institute Research Paper Series 06-15, Swiss Finance Institute, revised Jun 2006.
  • Bacchetta, Philippe & van Wincoop, Eric & Mertens, Elmar, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," CEPR Discussion Papers 5770, C.E.P.R. Discussion Papers.
  • Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 102006, Hong Kong Institute for Monetary Research.
  • Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 06.04, Swiss National Bank, Study Center Gerzensee.
• Francis, Bill & Hasan, Iftekhar & Wang, Haizhi, 2009. "Do Investors Value Securitization Activities: An Empirical Analysis," The Journal of Economic Asymmetries, Elsevier, vol. 6(3), pages 93-117.
• Amanda L. Coxbill & Lee W. Sanning & Sherrill Shaffer, 2009. "Market reaction to the announcement of a male-to-female CEO turnover," CAMA Working Papers 2009-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Francisco Venegas Martínez & Eduardo Hernández Pérez, 2009. "Comportamiento asintótico del rendimiento sobre el capital y de la razón precio-utilidad," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 3(1), pages 14-28.
• Nicolás Chávez Monroy & Alejandro Segundo Valdés, 2009. "Efectos de la Negociación Asincrónica en el Mercado de Acciones de México," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 3(2), pages 25-39.
• Nieto-Parra, Sebastián, 2009. "Who saw sovereign debt crises coming?," LSE Research Online Documents on Economics 123066, London School of Economics and Political Science, LSE Library.
• Michela Verardo & Andrew Patton, 2009. "Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows," FMG Discussion Papers dp630, Financial Markets Group.
  • Patton, Andrew J. & Verardo, Michela, 2009. "Does beta move with news? Systematic risk and firm-specific information flows," LSE Research Online Documents on Economics 24421, London School of Economics and Political Science, LSE Library.
• Garavito, Fabian, 2009. "Organizational diseconomies in the mutual fund industry," LSE Research Online Documents on Economics 29302, London School of Economics and Political Science, LSE Library.
• Muga, Luis & Santamaría, Rafael, 2009. "El efecto momentum en la Bolsa Mexicana de Valores," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(302), pages 433-463, abril-jun.
• González, Marcelo & Farías, Pablo, 2009. "Desempeño operacional posterior a la oferta pública inicial de acciones de las empresas chilenas," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(303), pages 751-773, julio-sep.

2008

• Li, Xiafei & Miffre, Joëlle & Brooks, Chris & O'Sullivan, Niall, 2008. "Momentum profits and time-varying unsystematic risk," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 541-558, April.
  • Xiafei Li & Chris Brooks & Joelle Miffre, 2006. "Momentum Profits and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance icma-dp2006-09, Henley Business School, University of Reading, revised Sep 2006.
• Huij, Joop & Derwall, Jeroen, 2008. ""Hot Hands" in bond funds," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 559-572, April.
• Fatum, Rasmus & Scholnick, Barry, 2008. "Monetary policy news and exchange rate responses: Do only surprises matter?," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1076-1086, June.
  • Rasmus Fatum & Barry Scholnick, "undated". "Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?," EPRU Working Paper Series 05-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2005.
• Cole, Rebel A. & Moshirian, Fariborz & Wu, Qiongbing, 2008. "Bank stock returns and economic growth," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 995-1007, June.
  • Cole, Rebel & Moshirian, Fari & Wu, Qionbing, 2007. "Bank stock returns and economic growth," MPRA Paper 29188, University Library of Munich, Germany.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008. "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1941-1953, September.
  • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Stock market volatiltity around national elections," MPRA Paper 302, University Library of Munich, Germany, revised Nov 2006.
  • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006. "Stock Market Volatility around National Elections," Working Paper Series 2006,2, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
• Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2008. "Does culture influence asset managers' views and behavior?," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 624-643, September.
  • Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2007. "Does Culture Influence Asset Managers? Views and Behavior?," Hannover Economic Papers (HEP) dp-367, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• de Carvalho, Antonio Gledson & Calomiris, Charles W. & de Matos, João Amaro, 2008. "Venture capital as human resource management," Journal of Economics and Business, Elsevier, vol. 60(3), pages 223-255.
  • Antonio Gledson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos, 2005. "Venture capital as human resource management," Nova SBE Working Paper Series wp470, Universidade Nova de Lisboa, Nova School of Business and Economics.
  • Antonio Geldson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos, 2005. "Venture Capital as Human Resource Management," NBER Working Papers 11350, National Bureau of Economic Research, Inc.
• Mailath, George J. & Nöldeke, Georg, 2008. "Does competitive pricing cause market breakdown under extreme adverse selection?," Journal of Economic Theory, Elsevier, vol. 140(1), pages 97-125, May.
  • George J. Mailath & Georg Noldeke, 2007. "Does Competitive Pricing Cause Market Breakdown under Extreme Adverse Selection?," PIER Working Paper Archive 07-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Foucault, Thierry & Gehrig, Thomas, 2008. "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, vol. 88(1), pages 146-168, April.
  • Thierry Foucault, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00121054, HAL.
  • Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," HEC Research Papers Series 840, HEC Paris.
  • Thierry Foucault & Thomas Gehrig, 2008. "Stock price informativeness, cross-listings and investment decisions," Post-Print hal-00459807, HAL.
  • Gehrig, Thomas & Foucault, Thierry, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers 5722, C.E.P.R. Discussion Papers.
  • Thierry Foucault & T. Gehrig, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00125690, HAL.
• Frazzini, Andrea & Lamont, Owen A., 2008. "Dumb money: Mutual fund flows and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 88(2), pages 299-322, May.
  • Andrea Frazzini & Owen A. Lamont, 2005. "Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns," NBER Working Papers 11526, National Bureau of Economic Research, Inc.
• Bae, Kee-Hong & Stulz, René M. & Tan, Hongping, 2008. "Do local analysts know more? A cross-country study of the performance of local analysts and foreign analysts," Journal of Financial Economics, Elsevier, vol. 88(3), pages 581-606, June.
  • Kee-Hong Bae & Rene M. Stulz & Hongping Tan, 2005. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," NBER Working Papers 11697, National Bureau of Economic Research, Inc.
  • Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series 2005-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Malmendier, Ulrike & Tate, Geoffrey, 2008. "Who makes acquisitions? CEO overconfidence and the market's reaction," Journal of Financial Economics, Elsevier, vol. 89(1), pages 20-43, July.
  • Malmendier, Ulrike M. & Tate, Geoffrey, 2003. "Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction," Research Papers 1798, Stanford University, Graduate School of Business.
  • Ulrike Malmendier & Geoffrey Tate, 2004. "Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction," NBER Working Papers 10813, National Bureau of Economic Research, Inc.
• Hong, Harrison & Scheinkman, José & Xiong, Wei, 2008. "Advisors and asset prices: A model of the origins of bubbles," Journal of Financial Economics, Elsevier, vol. 89(2), pages 268-287, August.
  • Harrison Hong & Jose A. Scheinkman & Wei Xiong, 2007. "Advisors and Asset Prices: A Model of the Origins of Bubbles," NBER Working Papers 13504, National Bureau of Economic Research, Inc.
• Fatum, Rasmus, 2008. "Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data," Journal of International Money and Finance, Elsevier, vol. 27(3), pages 438-454, April.
  • Rasmus Fatum, 2005. "Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data," EPRU Working Paper Series 05-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
• Trabelsi, Samir & Labelle, Réal & Dumontier, Pascal, 2008. "Incremental Voluntary Disclosure on Corporate Websites, Determinants and Consequences," Journal of Contemporary Accounting and Economics, Elsevier, vol. 4(2), pages 120-155.
• Narayan, Paresh Kumar, 2008. "Do shocks to G7 stock prices have a permanent effect?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(4), pages 369-373.
• Li, Ming-Yuan Leon, 2008. "Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 511-520.
• Gunther Capelle‐Blancard & Nicolas Couderc, 2008. "What drives the market value of firms in the defense industry?," Review of Financial Economics, John Wiley & Sons, vol. 17(1), pages 14-32.
  • Capelle-Blancard, Gunther & Couderc, Nicolas, 2008. "What drives the market value of firms in the defense industry," Review of Financial Economics, Elsevier, vol. 17(1), pages 14-32.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2005. "What drives the market value of firms in the Defense industry?," Cahiers de la Maison des Sciences Economiques bla06037, Université Panthéon-Sorbonne (Paris 1), revised Apr 2006.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2008. "What drives the market value of firms in the defense industry?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00305380, HAL.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2008. "What drives the market value of firms in the defense industry?," Post-Print halshs-00305380, HAL.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2006. "What drives the market value of firms in the defense industry?," Post-Print halshs-00115655, HAL.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2006. "What drives the market value of firms in the defense industry?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00115655, HAL.
• Sylwia Nowak, 2008. "How Do Public Announcements Affect The Frequency Of Trading In U.S. Airline Stocks?," CAMA Working Papers 2008-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Paul Davidson, 2008. "La creación de una agencia federal de refinanciación de hipotecas para evitar una recesión en Estados Unidos," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 67(01), pages 372-391.
• Paul Davidson, 2008. "Reviving the home owners' loan corporation to avoid a recession in USA," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 67(01), pages 372-391.
• Nieves García-Casarejos & Nuria Alcalde Fradejas & Manuel Espitia Escuer, 2008. "Alianzas estratégicas en el sector bancario español que cotiza en bolsa," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 68(02), pages 264-287.
• Genoni, Gustavo & Niño, Jorge, 2008. "Manipulación de resultados en la banca chilena por medio de la estimación de incobrables," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(300), pages 981-1016, octubre-d.
• Gabriel Desgranges & Celine Rochon, 2008. "Conformism, Public News and Market Effciency," OFRC Working Papers Series 2008fe16, Oxford Financial Research Centre.
  • Gabriel Desgranges & Céline Rochon, 2008. "Conformism, Public News and Market Efficiency," THEMA Working Papers 2008-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Gabriel Desgranges & Celine Rochon, 2008. "Conformism, Public News and Market Efficiency," Economics Series Working Papers 2008fe16, University of Oxford, Department of Economics.
• Andros Gregoriou, 2008. "The asymmetry of the price impact of block trades and the bid‐ask spread," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 35(2), pages 191-199, May.
• Anthony D. Hall & Nikolaus Hautsch, 2008. "Order aggressiveness and order book dynamics," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 133-165, Springer.
  • Anthony Hall & Nikolaus Hautsch, 2006. "Order aggressiveness and order book dynamics," Empirical Economics, Springer, vol. 30(4), pages 973-1005, January.
  • Anthony D. Hall & Nikolaus Hautsch, 2004. "Order Aggressiveness and Order Book Dynamics," FRU Working Papers 2005/04, University of Copenhagen. Department of Economics. Finance Research Unit.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2010. "Information Acquisition and Under-Diversification," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 779-805.
  • Stijn Van Nieuwerburgh & Laura Veldkamp, 2008. "Information Acquisition and Under-Diversification," NBER Working Papers 13904, National Bureau of Economic Research, Inc.
  • Laura Veldkamp & Stijn Van Nieuwerburgh, 2008. "Information Acquisition and Under-Diversification," Working Papers 08-21, New York University, Leonard N. Stern School of Business, Department of Economics.
• Evan Gilbert & Dave Strugnell, 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)," Working Papers 19/2008, Stellenbosch University, Department of Economics.
• Derek Bond & Kenneth Dyson, 2008. "Long memory and nonlinearity in stock markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(1), pages 45-48.
  • Bond, Derek & Dyson, Kenneth, 2006. "Long memory and non-linearity in Stock Markets," MPRA Paper 252, University Library of Munich, Germany.
• Martin Bohl & Pierre Siklos, 2008. "Empirical evidence on feedback trading in mature and emerging stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 18(17), pages 1379-1389.
  • Martin T. Bohl & Pierre Siklos, 2004. "Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets," Research Paper Series 137, Quantitative Finance Research Centre, University of Technology, Sydney.
• Lukas Menkhoff & Rafael Rebitzky & Michael Schroder, 2008. "Do dollar forecasters believe too much in PPP?," Applied Economics, Taylor & Francis Journals, vol. 40(3), pages 261-270.
  • Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005. "Do Dollar Forecasters Believe too Much in PPP?," Hannover Economic Papers (HEP) dp-321, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Derek Bond & Kenneth A. Dyson, 2008. "Long memory and nonlinearity in stock markets," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(1), pages 45-48.
  • Bond, Derek & Dyson, Kenneth, 2006. "Long memory and non-linearity in Stock Markets," MPRA Paper 252, University Library of Munich, Germany.
• John C. Frain, 2008. "Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices," Trinity Economics Papers tep0108, Trinity College Dublin, Department of Economics, revised May 2008.
• Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2014. "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 50-69.
  • R. Kraeussl & A. Lucas & D. Rijsbergen & P.J. van der Sluis & E. Vrugt, 2008. "Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle," Tinbergen Institute Discussion Papers 08-101/2, Tinbergen Institute.
  • Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt, 2013. "Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle," LSF Research Working Paper Series 13-4, Luxembourg School of Finance, University of Luxembourg.
  • Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2010. "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," CFS Working Paper Series 2010/06, Center for Financial Studies (CFS).
• Fabio Braggion & Lyndon Moore, 2011. "Dividend Policies in an Unregulated Market: The London Stock Exchange, 1895--1905," The Review of Financial Studies, Society for Financial Studies, vol. 24(9), pages 2935-2973.
  • Braggion, F. & Moore, L., 2008. "Dividend Policies in an Unregulated Market : The London Stock Exchange 1895-1905," Other publications TiSEM 3a430536-9f4a-49ae-b472-c, Tilburg University, School of Economics and Management.
  • Braggion, F. & Moore, L., 2008. "Dividend Policies in an Unregulated Market : The London Stock Exchange 1895-1905," Discussion Paper 2008-83, Tilburg University, Center for Economic Research.
• Luc Renneboog & Christophe Spaenjers, 2011. "The Dutch Grey Market," De Economist, Springer, vol. 159(1), pages 25-40, March.
  • Renneboog, L.D.R. & Spaenjers, C., 2008. "The Dutch Grey Market," Other publications TiSEM 77991d9e-e897-4d2f-8f26-a, Tilburg University, School of Economics and Management.
  • Christophe Spaenjers & Luc Renneboog, 2011. "The Dutch Grey Market," Post-Print hal-00630379, HAL.
  • Renneboog, L.D.R. & Spaenjers, C., 2011. "The Dutch grey market," Other publications TiSEM 0633541a-6421-442a-b1e6-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Spaenjers, C., 2008. "The Dutch Grey Market," Discussion Paper 2008-88, Tilburg University, Center for Economic Research.
• Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009. "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 368-387, June.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008. "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Other publications TiSEM 91f34e3c-7702-4ab3-bf1d-7, Tilburg University, School of Economics and Management.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008. "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Discussion Paper 2008-99, Tilburg University, Center for Economic Research.
• Goergen, M. & Renneboog, L.D.R. & Zhang, C., 2008. "Do UK Institutional Shareholders Monitor their Investee Firms?," Other publications TiSEM 9ee04924-7b61-4037-8bf8-5, Tilburg University, School of Economics and Management.
  • Goergen, M. & Renneboog, L.D.R. & Zhang, C., 2008. "Do UK Institutional Shareholders Monitor their Investee Firms?," Discussion Paper 2008-38, Tilburg University, Center for Economic Research.
• Marina Martynova & Luc Renneboog, 2010. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisition," Chapters, in: Alessio M. Pacces (ed.), The Law and Economics of Corporate Governance, chapter 3, Edward Elgar Publishing.
  • Martynova, Marina & Renneboog, Luc, 2008. "Spillover of corporate governance standards in cross-border mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 200-223, June.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM 6e13d8f6-4239-4c1b-a6e1-e, Tilburg University, School of Economics and Management.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-18, Tilburg University, Center for Economic Research.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-008, Tilburg University, Tilburg Law and Economic Center.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM c21c2683-9244-4ee2-be47-0, Tilburg University, School of Economics and Management.
• Marina Martynova & Luc Renneboog, 2010. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisition," Chapters, in: Alessio M. Pacces (ed.), The Law and Economics of Corporate Governance, chapter 3, Edward Elgar Publishing.
  • Martynova, Marina & Renneboog, Luc, 2008. "Spillover of corporate governance standards in cross-border mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 200-223, June.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM 6e13d8f6-4239-4c1b-a6e1-e, Tilburg University, School of Economics and Management.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-008, Tilburg University, Tilburg Law and Economic Center.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM c21c2683-9244-4ee2-be47-0, Tilburg University, School of Economics and Management.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-18, Tilburg University, Center for Economic Research.
• Fabio Braggion & Lyndon Moore, 2011. "Dividend Policies in an Unregulated Market: The London Stock Exchange, 1895--1905," The Review of Financial Studies, Society for Financial Studies, vol. 24(9), pages 2935-2973.
  • Braggion, F. & Moore, L., 2008. "Dividend Policies in an Unregulated Market : The London Stock Exchange 1895-1905," Discussion Paper 2008-83, Tilburg University, Center for Economic Research.
  • Braggion, F. & Moore, L., 2008. "Dividend Policies in an Unregulated Market : The London Stock Exchange 1895-1905," Other publications TiSEM 3a430536-9f4a-49ae-b472-c, Tilburg University, School of Economics and Management.
• Marina Martynova & Luc Renneboog, 2010. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisition," Chapters, in: Alessio M. Pacces (ed.), The Law and Economics of Corporate Governance, chapter 3, Edward Elgar Publishing.
  • Martynova, Marina & Renneboog, Luc, 2008. "Spillover of corporate governance standards in cross-border mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 200-223, June.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-18, Tilburg University, Center for Economic Research.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM 6e13d8f6-4239-4c1b-a6e1-e, Tilburg University, School of Economics and Management.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-008, Tilburg University, Tilburg Law and Economic Center.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM c21c2683-9244-4ee2-be47-0, Tilburg University, School of Economics and Management.
• Luc Renneboog & Christophe Spaenjers, 2011. "The Dutch Grey Market," De Economist, Springer, vol. 159(1), pages 25-40, March.
  • Renneboog, L.D.R. & Spaenjers, C., 2008. "The Dutch Grey Market," Discussion Paper 2008-88, Tilburg University, Center for Economic Research.
  • Christophe Spaenjers & Luc Renneboog, 2011. "The Dutch Grey Market," Post-Print hal-00630379, HAL.
  • Renneboog, L.D.R. & Spaenjers, C., 2011. "The Dutch grey market," Other publications TiSEM 0633541a-6421-442a-b1e6-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Spaenjers, C., 2008. "The Dutch Grey Market," Other publications TiSEM 77991d9e-e897-4d2f-8f26-a, Tilburg University, School of Economics and Management.
• Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009. "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 368-387, June.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008. "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Discussion Paper 2008-99, Tilburg University, Center for Economic Research.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008. "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Other publications TiSEM 91f34e3c-7702-4ab3-bf1d-7, Tilburg University, School of Economics and Management.
• Marina Martynova & Luc Renneboog, 2010. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisition," Chapters, in: Alessio M. Pacces (ed.), The Law and Economics of Corporate Governance, chapter 3, Edward Elgar Publishing.
  • Martynova, Marina & Renneboog, Luc, 2008. "Spillover of corporate governance standards in cross-border mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 200-223, June.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM 6e13d8f6-4239-4c1b-a6e1-e, Tilburg University, School of Economics and Management.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM c21c2683-9244-4ee2-be47-0, Tilburg University, School of Economics and Management.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-008, Tilburg University, Tilburg Law and Economic Center.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-18, Tilburg University, Center for Economic Research.
• Andreas Park, 2008. "Bid-Ask Spreads and Volume:The Role of Trade Timing," Working Papers tecipa-309, University of Toronto, Department of Economics.
• Park, Andreas & Sgroi, Daniel, 2008. "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Economic Research Papers 269852, University of Warwick - Department of Economics.
  • Andreas Park & Daniel Sgroi, 2008. "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Working Papers tecipa-316, University of Toronto, Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2008. "When Herding and Contrarianism Foster Market Efficiency : A Financial Trading Experiment," The Warwick Economics Research Paper Series (TWERPS) 854, University of Warwick, Department of Economics.
• Park, Andreas & Sgroi, Daniel, 2008. "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Economic Research Papers 269879, University of Warwick - Department of Economics.
  • Andreas Park & Daniel Sgroi, 2008. "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Working Papers tecipa-341, University of Toronto, Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2008. "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," The Warwick Economics Research Paper Series (TWERPS) 868, University of Warwick, Department of Economics.
• Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright, 2008. "Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 589-596, 04-05.
• Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen, 2008. "Emerging Market Liquidity and Crises," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 668-682, 04-05.
  • Yeyati, Eduardo Levy & Schmukler, Sergio L. & Van Horen, Neeltje, 2007. "Emerging market liquidity and crises," Policy Research Working Paper Series 4445, The World Bank.
• Gebhardt, Georg & Höffler, Felix, 2008. "How to Determine whether Regional Markets are Integrated? Theory and Evidence from European Electricity Markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 236, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Joseph A. Clougherty & Tomaso Duso, 2009. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," Journal of Management Studies, Wiley Blackwell, vol. 46(8), pages 1365-1395, December.
  • Duso, Tomaso & Clougherty, Joseph A., 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CEPR Discussion Papers 6867, C.E.P.R. Discussion Papers.
  • Clougherty, Joseph & Duso, Tomaso, 2008. "The impact of horizontal mergers on rivals: Gains to being left outside a merger," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 239, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Joseph A. Clougherty & Tomaso Duso, 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers SP II 2008-17r, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), revised Feb 2009.
  • Joseph A. Clougherty & Tomaso Duso, 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers SP II 2008-17r, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), revised Feb 2009.
• Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011. "Does volatility matter? Expectations of price return and variability in an asset pricing experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
  • Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
  • Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2009. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," LEM Papers Series 2009/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Karan Bhanot & Valeria Martinez & Zi Ning & Yiuman Tse, 2008. "Competition for Order Flow and Market Quality in the Gold and Silver Futures Markets," Working Papers 0036, College of Business, University of Texas at San Antonio.
• González, Maximiliano & Mayorca, María & Vera, Alejandro, 2008. "Game theoretic analysis of the mattel-Radica acquisiton," Galeras. Working Papers Series 021, Universidad de Los Andes. Facultad de Administración. School of Management.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 951-979, October.
  • Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007. "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers 13121, National Bureau of Economic Research, Inc.
• Lucy Beverley, 2008. "Stock Market Event Studies and Competition Commission Inquiries," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2008-16, Centre for Competition Policy, University of East Anglia, Norwich, UK..
• Kirsten H. Heppke‐Falk & Guntram B. Wolff, 2008. "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," Kyklos, Wiley Blackwell, vol. 61(3), pages 425-446, August.
  • Heppke-Falk, Kirsten H. & Wolff, Guntram B., 2007. "Moral hazard and bail-out in fiscal federations: evidence for the German Länder," Discussion Paper Series 1: Economic Studies 2007,07, Deutsche Bundesbank.
  • Kirsten H. Heppke‐Falk & Guntram Wolff, 2008. "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," ULB Institutional Repository 2013/386960, ULB -- Universite Libre de Bruxelles.
• Ferré Carracedo, Montserrat & Manzano, Carolina, 2008. "Market effects of foreign exchange coordinated intervention," Working Papers 2072/5366, Universitat Rovira i Virgili, Department of Economics.
• Manfred Gartner, 2010. "Predicting the presidential election cycle in US stock prices: guinea pigs versus the pros," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1759-1765.
  • Manfred Gärtner, 2008. "Predicting the Presidential Election Cycle in US Stock Prices: Guinea Pigs versus the Pros," University of St. Gallen Department of Economics working paper series 2008 2008-06, Department of Economics, University of St. Gallen.
• Pawel STRAWINSKI & Robert SLEPACZUK, 2008. "Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 306-319.
• Ron Bird & Lorenzo Casavecchia & Paul Woolley, 2008. "Insights into the Market Impact of Different Investment Styles," Working Paper Series 1, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
• Cabrales, Antonio & Gottardi, Piero, 2014. "Markets for information: Of inefficient firewalls and efficient monopolies," Games and Economic Behavior, Elsevier, vol. 83(C), pages 24-44.
  • Antonio Cabrales & Piero Gottardi, 2008. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," CESifo Working Paper Series 2336, CESifo.
  • Antonio Cabrales & Piero Gottardi, 2009. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Economics Working Papers ECO2009/11, European University Institute.
  • Antonio Cabrales & Piero Gottardi, 2008. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Working Papers 2008_37, Department of Economics, University of Venice "Ca' Foscari".
  • Cabrales, Antonio & Gottardi, Piero, 2008. "Markets for information : of inefficient firewalls and efficient monopolies," UC3M Working papers. Economics we080201, Universidad Carlos III de Madrid. Departamento de Economía.
• Ridhwan, M.M. & Nijkamp, P. & Rietveld, P., 2008. "Regional development and monetary policy : a review of the role of monetary unions, capital mobility and locational effects," Serie Research Memoranda 0007, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Strawinski, Pawel & Slepaczuk, Robert, 2008. "Analysis of HF data on the WSE in the context of EMH," MPRA Paper 9532, University Library of Munich, Germany.
  • Paweł Strawiński & Robert Ślepaczuk, 2008. "Analysis of HF data on the WSE in the context of EMH," Working Papers 2008-08, Faculty of Economic Sciences, University of Warsaw.
• Angrisani Marco & Guarino Antonio & Huck Steffen & Larson Nathan C, 2011. "No-Trade in the Laboratory," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 11(1), pages 1-58, April.
  • Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008. "No-Trade in the Laboratory," CESifo Working Paper Series 2436, CESifo.
  • Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008. "No-Trade in the Laboratory," WEF Working Papers 0045, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
• Marco Cipriani & Antonio Guarino, 2009. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Journal of the European Economic Association, MIT Press, vol. 7(1), pages 206-233, March.
  • Marco Cipriani & Antonio Guarino, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," IMF Working Papers 2008/141, International Monetary Fund.
  • Antonio Guarino & Marco Cipriani, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," WEF Working Papers 0047, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  • Marco Cipriani & Antonio Guarino, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Working Papers 2009-16, The George Washington University, Institute for International Economic Policy.
• Capelle-Blancard, Gunther & Couderc, Nicolas, 2008. "What drives the market value of firms in the defense industry," Review of Financial Economics, Elsevier, vol. 17(1), pages 14-32.
  • Gunther Capelle‐Blancard & Nicolas Couderc, 2008. "What drives the market value of firms in the defense industry?," Review of Financial Economics, John Wiley & Sons, vol. 17(1), pages 14-32.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2005. "What drives the market value of firms in the Defense industry?," Cahiers de la Maison des Sciences Economiques bla06037, Université Panthéon-Sorbonne (Paris 1), revised Apr 2006.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2006. "What drives the market value of firms in the defense industry?," Post-Print halshs-00115655, HAL.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2008. "What drives the market value of firms in the defense industry?," Post-Print halshs-00305380, HAL.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2006. "What drives the market value of firms in the defense industry?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00115655, HAL.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2008. "What drives the market value of firms in the defense industry?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00305380, HAL.
• Richard Borghesi, 2008. "Widespread Corruption in Sports Gambling: Fact Or Fiction," Southern Economic Journal, John Wiley & Sons, vol. 74(4), pages 1063-1069, April.
• Park, Andreas & Sgroi, Daniel, 2008. "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Economic Research Papers 269852, University of Warwick - Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2008. "When Herding and Contrarianism Foster Market Efficiency : A Financial Trading Experiment," The Warwick Economics Research Paper Series (TWERPS) 854, University of Warwick, Department of Economics.
  • Andreas Park & Daniel Sgroi, 2008. "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Working Papers tecipa-316, University of Toronto, Department of Economics.
• Andreas Park & Daniel Sgroi, 2008. "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Working Papers tecipa-341, University of Toronto, Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2008. "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," The Warwick Economics Research Paper Series (TWERPS) 868, University of Warwick, Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2008. "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Economic Research Papers 269879, University of Warwick - Department of Economics.
• Joseph A. Clougherty & Tomaso Duso, 2009. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," Journal of Management Studies, Wiley Blackwell, vol. 46(8), pages 1365-1395, December.
  • Duso, Tomaso & Clougherty, Joseph A., 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CEPR Discussion Papers 6867, C.E.P.R. Discussion Papers.
  • Joseph A. Clougherty & Tomaso Duso, 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers SP II 2008-17r, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), revised Feb 2009.
  • Clougherty, Joseph & Duso, Tomaso, 2008. "The impact of horizontal mergers on rivals: Gains to being left outside a merger," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 239, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Joseph A. Clougherty & Tomaso Duso, 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers SP II 2008-17r, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), revised Feb 2009.
• Joseph A. Clougherty & Tomaso Duso, 2009. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," Journal of Management Studies, Wiley Blackwell, vol. 46(8), pages 1365-1395, December.
  • Duso, Tomaso & Clougherty, Joseph A., 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CEPR Discussion Papers 6867, C.E.P.R. Discussion Papers.
  • Joseph A. Clougherty & Tomaso Duso, 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers SP II 2008-17r, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), revised Feb 2009.
  • Joseph A. Clougherty & Tomaso Duso, 2008. "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers SP II 2008-17r, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), revised Feb 2009.
  • Clougherty, Joseph & Duso, Tomaso, 2008. "The impact of horizontal mergers on rivals: Gains to being left outside a merger," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 239, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Glaser, Markus & López de Silanes, Florencio & Sautner, Zacharias, 2008. "Looking inside a conglomerate : efficiency of internal capital allocation and managerial power within a firm," Papers 08-24, Sonderforschungsbreich 504.
  • Glaser, Markus & Lopez de Silanes , Florencio & Sautner, Zacharias, 2008. "Looking Inside a Conglomerate: Efficiency of Internal Capital Allocation and Managerial Power Within a Firm," Sonderforschungsbereich 504 Publications 08-24, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Dion Bongaerts & K. J. Martijn Cremers & William N. Goetzmann, 2012. "Tiebreaker: Certification and Multiple Credit Ratings," Journal of Finance, American Finance Association, vol. 67(1), pages 113-152, February.
  • Dion Bongaerts & Martijn Cremers & William Goetzmann, 2008. "Tiebreaker: Certification and Multiple Credit Ratings," Yale School of Management Working Papers amz2394, Yale School of Management, revised 01 Sep 2009.
  • Dion Bongaerts & K.J. Martijn Cremers & William N. Goetzmann, 2009. "Tiebreaker: Certification and Multiple Credit Ratings," NBER Working Papers 15331, National Bureau of Economic Research, Inc.
• Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2008. "Should Benchmark Indices Have Alpha? Revisiting Performance," Yale School of Management Working Papers amz2452, Yale School of Management, revised 26 Jan 2010.
• Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2008. "Should Benchmark Indices Have Alpha? Revisiting Performance," Yale School of Management Working Papers amz2452, Yale School of Management, revised 26 Jan 2010.
• Kozluk, Tomasz, 2008. "Global and regional links between stock markets - the case of Russia and China," BOFIT Discussion Papers 4/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
• Ehrhardt, Olaf & Lahr, Henry, 2008. "Uncertain private benefits and the decision to go public," CEFS Working Paper Series 2008-02, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
• Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 302-335, August.
  • Dickgiesser Sebastian & Kaserer Christoph, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, De Gruyter, vol. 11(3), pages 302-335, August.
  • Dickgiesser, Sebastian & Kaserer, Christoph, 2008. "Market efficiency reloaded: why insider trades do not reveal exploitable information," CEFS Working Paper Series 2008-04, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
• Achleitner, Ann-Kristin & Andres, Christian & Betzer, André & Weir, Charlie, 2008. "Economic consequences of private equity investments on the German stock market," CEFS Working Paper Series 2008-05, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
• Hess, Dieter E. & Huang, He & Niessen-Ruenzi, Alexandra, 2008. "How do commodity futures respond to macroeconomic news?," CFR Working Papers 08-03, University of Cologne, Centre for Financial Research (CFR).
• Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2012. "Price adjustment to news with uncertain precision," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 337-355.
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," CFS Working Paper Series 2008/28, Center for Financial Studies (CFS).
  • Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2011. "Price adjustment to news with uncertain precision," CFR Working Papers 08-04 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," CFR Working Papers 08-04, University of Cologne, Centre for Financial Research (CFR).
  • Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008. "Price Adjustment to News with Uncertain Precision," FRU Working Papers 2008/01, University of Copenhagen. Department of Economics. Finance Research Unit.
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," SFB 649 Discussion Papers 2008-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Betzer, André & Theissen, Erik, 2008. "Sooner or later: delays in trade reporting by corporate insiders," CFR Working Papers 08-06, University of Cologne, Centre for Financial Research (CFR).
• Jürgen Gaul & Erik Theissen, 2015. "A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(4), pages 371-384, April.
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  • Gaul, Jürgen & Theissen, Erik, 2012. "A partially linear approach to modelling the dynamics of spot and futures prices," CFR Working Papers 13-01, University of Cologne, Centre for Financial Research (CFR).
• Sperl, Miriam, 2008. "Quantifying the efficiency of the Xetra LOB market: Detailed recipe," CFS Working Paper Series 2008/21, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2012. "Price adjustment to news with uncertain precision," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 337-355.
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," SFB 649 Discussion Papers 2008-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," CFS Working Paper Series 2008/28, Center for Financial Studies (CFS).
  • Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2011. "Price adjustment to news with uncertain precision," CFR Working Papers 08-04 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," CFR Working Papers 08-04, University of Cologne, Centre for Financial Research (CFR).
  • Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008. "Price Adjustment to News with Uncertain Precision," FRU Working Papers 2008/01, University of Copenhagen. Department of Economics. Finance Research Unit.
• Franke, Günter & Krahnen, Jan Pieter, 2008. "The future of securitization," CFS Working Paper Series 2008/31, Center for Financial Studies (CFS).
• Francis X. Diebold & Georg H. Strasser, 2008. "On the Correlation Structure of Microstructure Noise in Theory and Practice," PIER Working Paper Archive 08-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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• Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
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  • Giovanni Cespa & Thierry Foucault, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers 628, Queen Mary University of London, School of Economics and Finance.
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• Pagano, Michael S. & Peng, Lin & Schwartz, Robert A., 2008. "The quality of price formation at market openings and closings: Evidence from the Nasdaq stock market," CFS Working Paper Series 2008/45, Center for Financial Studies (CFS).
• Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel, 2008. "Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate," CFS Working Paper Series 2008/47, Center for Financial Studies (CFS).
• Frey, Stefan & Sandås, Patrik, 2008. "The impact of hidden liquidity in limit order books," CFS Working Paper Series 2008/48, Center for Financial Studies (CFS).
• Ben-Rephael, Azi & Kadan, Ohad & Wohl, Avi, 2008. "The diminishing liquidity premium," CFS Working Paper Series 2008/52, Center for Financial Studies (CFS).
• George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, August.
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• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Geography or skills: What explains Fed watchers’ forecast accuracy of US monetary policy?," Working Paper Series 695, European Central Bank.
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• Christoph Moser & Axel Dreher, 2010. "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1589-1612, December.
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• Rottmann, Horst & Franz, Thomas, 2008. "Die Performance deutscher Aktienfonds: Lassen sich Selektions- und Timingfähigkeiten nachweisen und hat die Wahl des Performancemaßes einen Einfluss auf die Beurteilung?," Weidener Diskussionspapiere 5, University of Applied Sciences Amberg-Weiden (OTH).
• Küster Simic, André & Prigge, Stefan & Thönnessen, Rasmus, 2008. "Informationseffizienz von Handelsplattformen für Schiffsfonds," Working Paper Series 04/2008, Hamburg School of Business Administration (HSBA).
• Rui Vilela Mendes & M. J. Oliveira, 2006. "A data-reconstructed fractional volatility model," Papers math/0602013, arXiv.org, revised Jun 2007.
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• Lux, Thomas, 2008. "Sentiment dynamics and stock returns: the case of the German stock market," Kiel Working Papers 1470, Kiel Institute for the World Economy (IfW Kiel).
• Genberg, Hans & Hui, Cho-Hoi, 2008. "The credibility of 'The Link' from the perspective of modern financial theory," IMFS Working Paper Series 18, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
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• Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2012. "Price adjustment to news with uncertain precision," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 337-355.
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  • Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2011. "Price adjustment to news with uncertain precision," CFR Working Papers 08-04 [rev.], University of Cologne, Centre for Financial Research (CFR).
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• Gassen, Joachim, 2008. "Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?," SFB 649 Discussion Papers 2008-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Becker, Franziska & Gürtler, Marc, 2008. "Quantitative forecast model for the application of the Black-Litterman approach," Working Papers IF27V2, Technische Universität Braunschweig, Institute of Finance.
• Schrimpf, Andreas, 2010. "International stock return predictability under model uncertainty," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1256-1282, November.
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• Christian David Dick & Qingwei Wang, 2010. "The economic impact of the Olympic Games: evidence from stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 861-864.
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• Koustas, Zisimos & Lamarche, Jean-François & Serletis, Apostolos, 2008. "Threshold random walks in the US stock market," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 43-48.
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• Marina Martynova & Luc Renneboog, 2010. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisition," Chapters, in: Alessio M. Pacces (ed.), The Law and Economics of Corporate Governance, chapter 3, Edward Elgar Publishing.
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  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-008, Tilburg University, Tilburg Law and Economic Center.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM c21c2683-9244-4ee2-be47-0, Tilburg University, School of Economics and Management.
  • Martynova, M. & Renneboog, L.D.R., 2008. "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper 2008-18, Tilburg University, Center for Economic Research.
• Benveniste, Lawrence M. & Fu, Huijing & Seguin, Paul J. & Yu, Xiaoyun, 2008. "On the anticipation of IPO underpricing: Evidence from equity carve-outs," Journal of Corporate Finance, Elsevier, vol. 14(5), pages 614-629, December.
• Quoreshi, A.M.M. Shahiduzzaman, 2008. "A vector integer-valued moving average model for high frequency financial count data," Economics Letters, Elsevier, vol. 101(3), pages 258-261, December.
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• Marmer, Vadim, 2008. "Nonlinearity, nonstationarity, and spurious forecasts," Journal of Econometrics, Elsevier, vol. 142(1), pages 1-27, January.
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• Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George, 2008. "Risk, jumps, and diversification," Journal of Econometrics, Elsevier, vol. 144(1), pages 234-256, May.
  • Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007. "Risk, Jumps, and Diversification," CREATES Research Papers 2007-19, Department of Economics and Business Economics, Aarhus University.
• Ammann, Manuel & Kind, Axel & Wilde, Christian, 2008. "Simulation-based pricing of convertible bonds," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 310-331, March.
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• Menkhoff, Lukas & Rebitzky, Rafael R., 2008. "Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 455-467, June.
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• Waldenström, Daniel & Frey, Bruno S., 2008. "Did nordic countries recognize the gathering storm of World War II? Evidence from the bond markets," Explorations in Economic History, Elsevier, vol. 45(2), pages 107-126, April.
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• Aggarwal, Raj & Zhao, Xinlei, 2008. "Significant issuance date returns in seasoned equity offerings: An options-based resolution of a puzzle," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 793-804, December.
• Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H., 2008. "Order flow and exchange rate dynamics in electronic brokerage system data," Journal of International Economics, Elsevier, vol. 75(1), pages 93-109, May.
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• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December.
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• Tim Bollerslev & George Tauchen & Hao Zhou, 2009. "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4463-4492, November.
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  • Tim Bollerslev & Tzuo Hao & George Tauchen, 2008. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2008-48, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Hao Zhou, 2007. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2007-17, Department of Economics and Business Economics, Aarhus University.
• John Geanakoplos & Ana Fostel, 2008. "Leverage Cycles and the Anxious Economy," American Economic Review, American Economic Association, vol. 98(4), pages 1211-1244, September.
• Tom Nicholas, 2008. "Does Innovation Cause Stock Market Runups? Evidence from the Great Crash," American Economic Review, American Economic Association, vol. 98(4), pages 1370-1396, September.
• Kalu Ojah & Stella Muhanji & Andrew Myburg, 2008. "Market Reaction and Equity Market Efficiency: A Survey of the Insider Trading Law in South Africa," The African Finance Journal, Africagrowth Institute, vol. 10(2), pages 1-28.
• Park, Andreas & Sgroi, Daniel, 2008. "When Herding and Contrarianism Foster Market Efficiency : A Financial Trading Experiment," The Warwick Economics Research Paper Series (TWERPS) 854, University of Warwick, Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2008. "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Economic Research Papers 269852, University of Warwick - Department of Economics.
  • Andreas Park & Daniel Sgroi, 2008. "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Working Papers tecipa-316, University of Toronto, Department of Economics.
• Andreas Park & Daniel Sgroi, 2008. "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Working Papers tecipa-341, University of Toronto, Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2008. "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Economic Research Papers 269879, University of Warwick - Department of Economics.
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• Horia CRISTEA, 2008. "Financial information transparency and publicity," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(7), pages 31-34, May.
• Ioan TRENCA & Adrian ZOICAS-IENCIU, 2008. "Stock Markets and their informational inefficiencies - the BSE case," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(8), pages 117-125, December.
• Marius HERBEI & Florin DUMITER, 2008. "The Single Euro Payments Area (SEPA) - the pan - European market for the European integration," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(8), pages 57-62, December.
• Marius HERBEI & Florin DUMITER, 2008. "Target2-securities - a central settlement hub for the euro," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(8), pages 69-76, December.
• Victoria Bogdan & Cosmina Mădălina Pop, 2008. "Romanian Companies' Web-Based Disclosure Choices And Capital Markets," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-9.
• Bruno Ferreira Frascaroli & Nelson Leitão Paes & Francisco de Sousa Ramos, 2010. "Indústria Brasileira e o Racionamento de Crédito: Uma Análise do Comportamento dos Bancos sob Informações Assimétricas," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(2), pages 403-433.
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• Harras, Georges & Sornette, Didier, 2011. "How to grow a bubble: A model of myopic adapting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 137-152.
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• George Jiang & Ingrid Lo & Adrien Verdelhan, 2008. "Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market," Staff Working Papers 08-22, Bank of Canada.
• Numan Ülkü, 2008. "Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 2(1), pages 85-108.
• Recep Bildik & Mustafa K. Yilmaz, 2008. "The Market Performance of Initial Public Offerings in the Istanbul Stock Exchange," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 2(2), pages 49-76.
• Dejan Trifunović, 2008. "The Dual Role Of Equilibrium Price In Competitive Economies With Asymmetric Information," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 53(178-179), pages 7-43, July - De.
• Lucas, Y., 2008. "TARGET2 et l’intégration financière européenne," Bulletin de la Banque de France, Banque de France, issue 169, pages 23-30.
• Bonnier, V., 2008. "TARGET2 : le rôle d’un système d’aide à la décision pour compléter les fonctions de règlement," Bulletin de la Banque de France, Banque de France, issue 169, pages 31-36.
• Ewerhart, C. & Valla, N., 2008. "Financial market liquidity and the lender of last resort," Financial Stability Review, Banque de France, issue 11, pages 133-148, February.
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• Raymond, H., 2008. "The effect of Sovereign Wealth Funds’ involvement on stock markets," Occasional papers 7, Banque de France.
• Lucas, Y., 2008. "TARGET2 and European financial integration," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 12, pages 5-14, Summer.
• Bonnier, V., 2008. "Supplementing settlement functions with a decision-support system in TARGET2," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 12, pages 15-22, Summer.
• Naohiko Baba & Frank Packer & Teppei Nagano, 2008. "The spillover of money market turbulence to FX swap and cross-currency swap markets," BIS Quarterly Review, Bank for International Settlements, March.
• Ingo Fender & Martin Scheicher, 2008. "The ABX: how do the markets price subprime mortgage risk?," BIS Quarterly Review, Bank for International Settlements, September.
• Richhild Moessner & William R. Nelson, 2008. "Central Bank Policy Rate Guidance and Financial Market Functioning," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 193-226, December.
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• James E. Pesando & Pauline M. Shum, 2008. "The Auction Market For Modern Prints: Confirmations, Contradictions, And New Puzzles," Economic Inquiry, Western Economic Association International, vol. 46(2), pages 149-159, April.
• Asaf Zussman & Noam Zussman & Morten Ørregaard Nielsen, 2008. "Asset Market Perspectives on the Israeli–Palestinian Conflict," Economica, London School of Economics and Political Science, vol. 75(297), pages 84-115, February.
  • Asaf Zussman & Noam Zussman & Morten Nielsen, 2006. "Asset Market Perspectives on the Israeli-Palestinian Conflict," Bank of Israel Working Papers 2006.02, Bank of Israel.
• Luc Renneboog & Peter G. Szilagyi, 2008. "Corporate Restructuring and Bondholder Wealth," European Financial Management, European Financial Management Association, vol. 14(4), pages 792-819, September.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Other publications TiSEM 65f6d007-95f0-427f-8922-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-23, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Other publications TiSEM 760257ae-6086-414d-9ace-5, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-007, Tilburg University, Tilburg Law and Economic Center.
• Philipp M. Schlumpf & Markus M. Schmid & Heinz Zimmermann, 2008. "The First‐ and Second‐Hand Effect of Analysts' Stock Recommendations: Evidence from the Swiss Stock Market," European Financial Management, European Financial Management Association, vol. 14(5), pages 962-988, November.
  • Schlumpf, Philipp M. & Schmid, Markus M. & Zimmermann, Heinz, 2006. "The First- and Second-Hand Effect of Analysts' Stock Recommendations - Evidence from the Swiss Stock Market," Working papers 2006/14, Faculty of Business and Economics - University of Basel.
• Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008. "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, vol. 63(1), pages 159-196, February.
  • Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Giovanni Cespa, 2008. "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, vol. 63(2), pages 639-672, April.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," Working Papers 613, Queen Mary University of London, School of Economics and Finance.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," CSEF Working Papers 174, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Dirk Hackbarth & Erwan Morellec, 2008. "Stock Returns in Mergers and Acquisitions," Journal of Finance, American Finance Association, vol. 63(3), pages 1213-1252, June.
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• Rui Albuquerque & Eva De Francisco & Luis B. Marques, 2008. "Marketwide Private Information in Stocks: Forecasting Currency Returns," Journal of Finance, American Finance Association, vol. 63(5), pages 2297-2343, October.
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• Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October.
  • José M. Marín & Jacques Olivier, 2006. "The dog that did not bark: Insider trading and crashes," Economics Working Papers 948, Department of Economics and Business, Universitat Pompeu Fabra.
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• Kirsten H. Heppke‐Falk & Guntram B. Wolff, 2008. "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," Kyklos, Wiley Blackwell, vol. 61(3), pages 425-446, August.
  • Heppke-Falk, Kirsten H. & Wolff, Guntram B., 2007. "Moral hazard and bail-out in fiscal federations: evidence for the German Länder," Discussion Paper Series 1: Economic Studies 2007,07, Deutsche Bundesbank.
  • Kirsten H. Heppke‐Falk & Guntram Wolff, 2008. "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," ULB Institutional Repository 2013/386960, ULB -- Universite Libre de Bruxelles.
• Knut Aastveit & Tørres Trovik, 2012. "Nowcasting norwegian GDP: the role of asset prices in a small open economy," Empirical Economics, Springer, vol. 42(1), pages 95-119, February.
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• Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2008. "The Risk Components of Liquidity," Discussion Papers 2008/7, Norwegian School of Economics, Department of Business and Management Science.
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• Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2008. "Liquidity at the Oslo Stock Exchange," Working Paper 2008/09, Norges Bank.
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• Lucy Beverley, 2008. "Stock Market Event Studies and Competition Commission Inquiries," Working Papers 08-16, Centre for Competition Policy, University of East Anglia.
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• Kyriacou, Kyriacos & Luintel, Kul B & Mase, Bryan, 2008. "Private Information in Executives' Option Trades: Evidence from the UK," Cardiff Economics Working Papers E2008/4, Cardiff University, Cardiff Business School, Economics Section.
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• Christoph Moser & Axel Dreher, 2010. "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1589-1612, December.
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• Prof. Dr. Walter Krämer & Sebastian Schich, "undated". "Large - scaledisasters and the insurance industry," Working Papers 4, Business and Social Statistics Department, Technische Universität Dortmund, revised Mar 2005.
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• Isabel Maria Pereira Viegas Vieira, 2008. "Contagion effects of the US Subprime Crisis on Developed Countries," CEFAGE-UE Working Papers 2008_08, University of Evora, CEFAGE-UE (Portugal).
• Alejandro Revéiz Herault & Sebastian Rojas, 2008. "The case for active management from the perspective of Complexity Theory," Borradores de Economia 495, Banco de la Republica de Colombia.
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• Darcy Fuenzalida & Samuel Mongrut & Mauricio Nash, 2008. "Stock Splits En La Bolsa De Valores De Lima: ¿Afectan El Rendimiento Y La Liquidez De Los Títulos?," Estudios Gerenciales, Universidad Icesi, December.
• Bastidas M., Alexander, 2008. "Incertidumbre de la prima de riesgo del mercado accionario de Colombia 1991-2007," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, December.
• Rafael Di Tella & Alexander Dyck, 2008. "Cost Reductions, Cost Padding, and Stock Market Prices: the Chilean Experience with Price-Cap Regulation," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 155-196, January.
• Alberto Gómez Mejía, 2008. "Modelos EGARCH Aplicados a la prueba del CAPM y los Modelos multifactoriales párrafo Acciones colombianas (2002-2008)," Revista Equidad y Desarrollo, Universidad de la Salle, November.
• Adriana Patricia López Velázquez & Néstor Juan Sanabria Landazábal, 2008. "Bogotá: metrópoli de conflictos," Revista Equidad y Desarrollo, Universidad de la Salle, November.
• Santiago Manuel Sáenz Torres & Salomón Helfgott Lerner, 2008. "Evaluación del impacto de la agricultura de conservación en la reconversión agropecuaria sustentable de la región centro-andina colombiana," Revista Equidad y Desarrollo, Universidad de la Salle, June.
• Mariano Gonzalez Sanchez & Ignacio Velez-Pareja & Ana Isabel Mateos Ansotegui, 2008. "La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera," Proyecciones Financieras y Valoración 4707, Master Consultores.
• Grüner, Hans Peter, 2008. "Capital Markets, Information Aggregation and Inequality: Theory and Experimental Evidence," CEPR Discussion Papers 6750, C.E.P.R. Discussion Papers.
• Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
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• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December.
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• Tristan Boyer & Elena Chane-Alune, 2008. "IFRS and the Need for Non-Financial Information," LSF Research Working Paper Series 08-06, Luxembourg School of Finance, University of Luxembourg.
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• Eleni Thanou & Dikaios Tserkezos, 2008. "Nonlinear Diachronic Effects Between Stock Returns and Mutual Fund Flows: Additional Empirical Evidence from the Athens Stocks Exchange," Working Papers 0826, University of Crete, Department of Economics.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2010. "Modelling and measuring price discovery in commodity markets," Journal of Econometrics, Elsevier, vol. 158(1), pages 95-107, September.
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• Cabrales, Antonio & Gottardi, Piero, 2014. "Markets for information: Of inefficient firewalls and efficient monopolies," Games and Economic Behavior, Elsevier, vol. 83(C), pages 24-44.
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• Paul P.J. Gao & Kevin X.D. Huang, 2008. "Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence," Annals of Economics and Finance, Society for AEF, vol. 9(1), pages 1-37, May.
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• Lukas Vacha & Miloslav Vosvrda, 2008. "Wavelets and Sentiment in the Heterogeneous Agents Model," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 15(25).
• Kourouvakalis, Stylianos, 2008. "Méthodes numériques pour la valorisation d'options swings et autres problèmes sur les matières premières," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/116 edited by Geman, Hélyette.
• Khalid Elbadraoui & Jean-Jacques Lilti & Bouchra M'Zali, 2008. "La performance opérationnelle à long terme des entreprises françaises émettrices d’obligations convertibles," Revue Finance Contrôle Stratégie, revues.org, vol. 11(3), pages 125-154, September.
• Chng, Michael T. & Gannon, Gerard L., 2008. "The trading performance of dynamic hedging models: time varying covariance and volatility transmission effects," Working Papers aef_2008_01, Deakin University, Department of Economics.
• Gannon, Gerard L., 2008. "Market makers v's the general public: a first look at S&P500 futures trade data," Working Papers aef_2008_02, Deakin University, Department of Economics.
• Georges Prat & Remzi Uctum, 2007. "The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data," Post-Print halshs-00173109, HAL.
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• Aymen Belgacem, 2008. "L'impact des signaux de politique monétaire sur la rentabilité et la volatilité des actions du CAC 40," EconomiX Working Papers 2008-38, University of Paris Nanterre, EconomiX.
• Taoufik Bouraoui, 2008. "Les spams boursiers : Etude empirique sur le marché des penny stocks," EconomiX Working Papers 2008-41, University of Paris Nanterre, EconomiX.
• Pravakar Sahoo & Rajiv Kumar, 2008. "Impact Of Proposed Commodity Transaction Tax On Futures Trading In India," Finance Working Papers 22239, East Asian Bureau of Economic Research.
• K.R. Shanmugam & Biswa Swarup Misra, 2008. "Stock Returns-Inflation Relation In India," Working Papers 2008-038, Madras School of Economics,Chennai,India.
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• Thierry Foucault & David Sraer & David J. Thesmar, 2011. "Individual Investors and Volatility," Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, August.
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• Saffi, Pedro, 2008. "Differences of opinion, information and the timing of trades," IESE Research Papers D/747, IESE Business School.
• Pedro A. C. Saffi & Kari Sigurdsson, 2011. "Price Efficiency and Short Selling," The Review of Financial Studies, Society for Financial Studies, vol. 24(3), pages 821-852.
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• Fornari, Fabio, 2008. "Assessing the compensation for volatility risk implicit in interest rate derivatives," Working Paper Series 859, European Central Bank.
• Scheicher, Martin, 2008. "How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches," Working Paper Series 910, European Central Bank.
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• Canegrati, Emanuele, 2008. "Testing the CAPM: Evidences from Italian Equity Markets," MPRA Paper 10407, University Library of Munich, Germany.
• Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets - Updated," MPRA Paper 11150, University Library of Munich, Germany.
• Canegrati, Emanuele, 2008. "In Search of Market Index Leaders: Evidence from Asian Markets," MPRA Paper 11246, University Library of Munich, Germany.
• Canegrati, Emanuele, 2008. "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper 11292, University Library of Munich, Germany.
• Werner, Arndt, 2008. "Do Credit Constraints Matter more for College Dropout Entrepreneurs?," MPRA Paper 11867, University Library of Munich, Germany.
• Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 12621, University Library of Munich, Germany.
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• Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S., 2008. "Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia," MPRA Paper 11925, University Library of Munich, Germany.
• Ye, Maoliang & Nikolov, Plamen & Casaburi, Lorenzo & Asher, Sam, 2008. "Do threshold patterns matter in public good provision?," MPRA Paper 12029, University Library of Munich, Germany.
• Canegrati, Emanuele, 2008. "New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case," MPRA Paper 12166, University Library of Munich, Germany.
• Baharom, A.H. & Habibullah, M.S. & R.C., Royfaizal, 2008. "Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia," MPRA Paper 12445, University Library of Munich, Germany.
• Gray, Wesley & Kern, Andrew, 2008. "Fundamental Value Investors: Characteristics and Performance," MPRA Paper 12620, University Library of Munich, Germany.
• Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 11918, University Library of Munich, Germany, revised 31 Nov 2008.
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• Alexandru, Ciprian Antoniade, 2008. "Trust and Loss Aversion in Romanian Capital Market," MPRA Paper 12778, University Library of Munich, Germany.
• Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008. "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper 12788, University Library of Munich, Germany.
• Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily, 2008. "The Efficiency of Trading Halts; Evidence from Bursa Malaysia," MPRA Paper 13077, University Library of Munich, Germany.
• Steinbacher, Matjaz, 2008. "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper 13603, University Library of Munich, Germany.
• Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovespian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 268-279.
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• T. Kaizoji & D. Sornette, 2008. "Market bubbles and crashes," Papers 0812.2449, arXiv.org.
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• James S. Doran & Danling Jiang & David R. Peterson, 2011. "Gambling Preference and the New Year Effect of Assets with Lottery Features," Review of Finance, European Finance Association, vol. 16(3), pages 685-731.
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• Kim, Suk-Joong & Nguyen, Do Quoc Tho, 2009. "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 415-431, July.
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• El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008. "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca [THE efficient portfolio construction: an empirica," MPRA Paper 19681, University Library of Munich, Germany.
• Emenike, Kalu O., 2008. "Efficiency across Time: Evidence from the Nigerian Stock Exchange," MPRA Paper 22901, University Library of Munich, Germany.
• Trabelsi, Mohamed Ali, 2006. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty : What approach?]," MPRA Paper 25442, University Library of Munich, Germany.
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• Murhadi, Werner-Ria, 2008. "Study On Dividend Policy: Antecedent and Its Impact On Share Price," MPRA Paper 25596, University Library of Munich, Germany.
• Klinedinst, Mark, 2008. "A strength of credit unions: employee productivity of credit unions versus banks in the U.S.?," MPRA Paper 26296, University Library of Munich, Germany.
• Trabelsi, Mohamed Ali, 2008. "Sur-réaction sur le marché tunisien des actions : une investigation empirique [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper 26751, University Library of Munich, Germany.
• Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008. "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper 27731, University Library of Munich, Germany.
• Cavalcante, Mileno, 2008. "Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI [Crude oil prices and speculative bubbles: evidence from the WTI market]," MPRA Paper 28582, University Library of Munich, Germany.
• Rashid, Abdul & Ahmad, Shabbir, 2008. "Badla Financing, Stock Returns and Volatility: The Case Study of Karachi Stock Exchange," MPRA Paper 30487, University Library of Munich, Germany.
• Ntim, Collins G & Opong, Kwaku K & Danbolt, Jo & Dewotor, Frank, 2008. "Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?," MPRA Paper 32289, University Library of Munich, Germany, revised 14 Jul 2011.
• Guzman, Giselle C., 2008. "Using sentiment to predict GDP growth and stock returns," MPRA Paper 36505, University Library of Munich, Germany.
• Giselle Guzmán, 2009. "Using Sentiment Surveys to Predict GDP Growth and Stock Returns," Chapters, in: Lawrence R. Klein (ed.), The Making of National Economic Forecasts, chapter 12, Edward Elgar Publishing.
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• Caratelli, Massimo, 2008. "Information needs and efficiency in banking services. A 'demand-side' approach," MPRA Paper 37105, University Library of Munich, Germany.
• Rossi, Francesco, 2008. "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper 40183, University Library of Munich, Germany.
• Lee, Chin & Lee, Weng Hong, 2008. "Can financial ratios predict the Malaysian stock return?," MPRA Paper 59170, University Library of Munich, Germany.
• Camilleri, Silvio John, 2008. "Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange," MPRA Paper 62493, University Library of Munich, Germany.
• Ahmad, Mashood & Ali, Syed Babar, 2008. "Technical Analysis in the Stock Markets of Pakistan: A Case of Commercial Banks," MPRA Paper 64521, University Library of Munich, Germany.
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• Trabelsi, Mohamed Ali, 2008. "Sur-réaction sur le marché tunisien des actions : une investigation empirique [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper 76925, University Library of Munich, Germany.
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• Trabelsi, Mohamed Ali, 2008. "Peut-on encore parler des mesures de performance ? [One is able again to speak of performance measures?]," MPRA Paper 25443, University Library of Munich, Germany.
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• Qiao, Yongyuan, 2008. "Analysis into IPO underpricing and clustering in Hong Kong equity market," MPRA Paper 7876, University Library of Munich, Germany.
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• Jiang, Danling, 2008. "Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns," MPRA Paper 8325, University Library of Munich, Germany.
• Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets," MPRA Paper 8704, University Library of Munich, Germany.
• Amaral, Hudson & Iquiapaza, Robert & Tomaz, Wesley & Bertucci, Luiz, 2008. "Governança corporativa e divulgação de relatórios financeiros anuais [Corporate governance and release of annual financial statements]," MPRA Paper 9068, University Library of Munich, Germany.
• Inchauspe, Julian, 2008. "Modeling currency instability: The 1997 Asian crisis re-examined," MPRA Paper 93050, University Library of Munich, Germany.
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• Mierzejewski, Fernando, 2008. "The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates," MPRA Paper 9827, University Library of Munich, Germany.
• Canegrati, Emanuele, 2008. "A Non-Random Walk down Canary Wharf," MPRA Paper 9871, University Library of Munich, Germany.
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  • Eduardo A. Cavallo & Andrew Powell & Roberto Rigobón, 2008. "Do Credit Rating Agencies Add Value?: Evidence from the Sovereign Rating Business Institutions," IDB Publications (Working Papers) 6753, Inter-American Development Bank.
• Powell, Andrew & Martínez, Juan Francisco, 2008. "On Emerging Economy Sovereign Spreads and Ratings," IDB Publications (Working Papers) 1611, Inter-American Development Bank.
  • Andrew Powell & Juan F. Martinez S., 2008. "On Emerging Economy Sovereign Spreads and Ratings," Research Department Publications 4565, Inter-American Development Bank, Research Department.
• Cavallo, Eduardo A. & Powell, Andrew & Rigobón, Roberto, 2008. "Do Credit Rating Agencies Add Value?: Evidence from the Sovereign Rating Business Institutions," IDB Publications (Working Papers) 1634, Inter-American Development Bank.
  • Eduardo Cavallo & Andrew Powell & Roberto Rigobon, 2008. "Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions," Research Department Publications 4601, Inter-American Development Bank, Research Department.
• Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis, 2008. "Parameter instability and forecasting performance: a Monte Carlo study," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 1(1), pages 1-20.
  • Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004. "Parameter Instability and Forecasting Performance. A Monte Carlo Study," Economics Series 160, Institute for Advanced Studies.
• Pau Castells & Francesc Trillas, 2008. "Political parties and the economy: Macro convergence, micro partisanship?," Working Papers 2008/1, Institut d'Economia de Barcelona (IEB).
• Pau Castells & Francesc Trillas, 2008. "Political parties and the economy: Macro convergence, micro partisanship?," Working Papers 2008/1, Institut d'Economia de Barcelona (IEB).
• Mónica Espinosa & Mikel Tapia & Marco Trombetta, 2008. "Disclosure and liquidity in a driven by orders market: Empirical evidence from panel data," Investigaciones Economicas, Fundación SEPI, vol. 32(3), pages 339-370, September.
• Zeynep Özge YETKİN, 2008. "İletişim Politikası ve Bekleyişlerin Yönetimi: Önemi ve TCMB Örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(263), pages 5-23.
• Sadık ÇUKUR & Mehmet ERYİĞİT & Seda DURAN, 2008. "Sendikasyon ve seküritizasyon kredileri anlaşmalarının borçlanan bankaların hisse fiyatlarına etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(264), pages 58-78.
• Alper ÖZÜN & Mehmet TÜRK, 2008. "Döviz kurlarının öngörüsünde stokastik oynaklık modelleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(265), pages 50-67.
• Emin AVCI & Murat ÇİNKO, 2008. "Endeks getirilerinin yapay sinir agları modelleri ile tahmin edilmesi: Gelismekte olan Avrupa borsaları uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(266), pages 114-137.
• Sezgin DEMİR & Yusuf KADERLİ, 2008. "Ödül beta yaklasımının Istanbul Menkul Kıymetler Borsası’nda uygulanması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(266), pages 95-113.
• Ali ALP & Zafer SAYAR, 2008. "Son düzenleme ve gelişmeler kapsamında bağımsız denetim ve muhasebe-denetim mesleğinin rolü: Sermaye piyasaları açısından bir değerlendirme," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(267), pages 70-88.
• John Krainer & Jose A. Lopez, 2008. "Using Securities Market Information for Bank Supervisory Monitoring," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 125-164, March.
  • John Krainer & Jose A. Lopez, 2004. "Using securities market information for bank supervisory monitoring," Working Paper Series 2004-05, Federal Reserve Bank of San Francisco.
• Carlo Rosa & Giovanni Verga, 2008. "The Impact of Central Bank Announcements on Asset Prices in Real Time," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 175-217, June.
• Richhild Moessner & William R. Nelson, 2008. "Central Bank Policy Rate Guidance and Financial Market Functioning," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 193-226, December.
  • Richhild Moessner & William Nelson, 2008. "Central bank policy rate guidance and financial market functioning," BIS Working Papers 246, Bank for International Settlements.
• Marco Cipriani & Antonio Guarino, 2009. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Journal of the European Economic Association, MIT Press, vol. 7(1), pages 206-233, March.
  • Antonio Guarino & Marco Cipriani, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," WEF Working Papers 0047, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  • Marco Cipriani & Antonio Guarino, 2008. "Herd Behavior in Financial Markets; An Experiment with Financial Market Professionals," IMF Working Papers 08/141, International Monetary Fund.
  • Marco Cipriani & Antonio Guarino, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Working Papers 2009-16, The George Washington University, Institute for International Economic Policy.
• Marco Cipriani & Antonio Guarino, 2009. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Journal of the European Economic Association, MIT Press, vol. 7(1), pages 206-233, March.
  • Antonio Guarino & Marco Cipriani, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," WEF Working Papers 0047, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  • Marco Cipriani & Antonio Guarino, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," IMF Working Papers 2008/141, International Monetary Fund.
  • Marco Cipriani & Antonio Guarino, 2008. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Working Papers 2009-16, The George Washington University, Institute for International Economic Policy.
• Michael Kirchler, 2008. "It is hard to beat the Monkeys - On the Value of Asymmetric Fundamental Information in Asset Markets," Working Papers 2008-19, Faculty of Economics and Statistics, Universität Innsbruck.
• Maria Rosa Borges, 2010. "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 711-726.
  • Maria Rosa Borges, 2008. "Efficient Market Hypothesis in European Stock Markets," Working Papers Department of Economics 2008/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Egon Franck & Erwin Verbeek & Stephan Nüesch, 2011. "Sentimental Preferences and the Organizational Regime of Betting Markets," Southern Economic Journal, John Wiley & Sons, vol. 78(2), pages 502-518, October.
  • Egon Franck & Erwin Verbeek & Stephan Nuesch, 2008. "Sentimental Preferences and the Organizational Regime of Betting Markets," Working Papers 0089, University of Zurich, Institute for Strategy and Business Economics (ISU), revised 2010.
• Severin Borenstein & James Bushnell & Christopher R. Knittel & Catherine Wolfram, 2008. "Inefficiencies And Market Power In Financial Arbitrage: A Study Of California'S Electricity Markets," Journal of Industrial Economics, Wiley Blackwell, vol. 56(2), pages 347-378, June.
  • Borenstein, Severin & Bushnell, James & Wolfram, Catherine D, 2006. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California’s Electricity Markets," Institute of Transportation Studies, Working Paper Series qt7fp26301, Institute of Transportation Studies, UC Davis.
  • Borenstein, Severin & Bushnell, James & Knittel, Chris & Wolfram, Catherine, 2008. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California's Electricity Markets," Staff General Research Papers Archive 13133, Iowa State University, Department of Economics.
  • Christopher Knittel & Catherine Wolfram & James Bushnell & Severin Borenstein, 2006. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California?s Electricity Markets," Working Papers 105, University of California, Davis, Department of Economics.
• Marco Trombetta & Francisco Bravo Urquiza & María Cristina Abad Navarro, 2008. "Determinantes de la divulgación de información previsional en España: un análisis de las empresas del ibex 35," Working Papers. Serie EC 2008-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Chih-Jen Huang, 2008. "The Interactive Effect between Earnings and Dividend Announcements: Complement or Substitute?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 4(2), pages 163-180, July.
• Shih-Ju Chan & Ching-Chung Lin & Wen-Hsiu Kuo, 2008. "The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 4(2), pages 203-228, July.
• Chun-Da Chen & Fu-Pin Hung & Dar-Hsin Chen & Hsin-Ho Lin, 2008. "The Motivations of Issuing Convertible Bonds - An Inquiry regarding the Sequential-Financing Hypothesis," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 4(2), pages 229-250, July.
• Tobias Brünner & Rene Levinsky, 2008. "Do prices in the unmediated call auction reflect insider information? - An experimental analysis," Jena Economics Research Papers 2008-090, Friedrich-Schiller-University Jena.
• Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2008. "Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration," Annals of Finance, Springer, vol. 4(2), pages 217-241, March.
• Constantinos Kardaras, 2008. "Balance, growth and diversity of financial markets," Annals of Finance, Springer, vol. 4(3), pages 369-397, July.
• Ronald Doeswijk, 2008. "The Optimism Cycle: Sell in May," De Economist, Springer, vol. 156(2), pages 175-200, June.
• Per-Olof Bjuggren & Daniel Wiberg, 2008. "Industry specific effects in investment performance and valuation of firms," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 35(3), pages 279-291, July.
• Glen Larsen & Bruce Resnick, 2008. "Return enhancement trading strategies for size based portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(1), pages 21-45, March.
• Dieter Hess & He Huang & Alexandra Niessen, 2008. "How do commodity futures respond to macroeconomic news?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(2), pages 127-146, June.
• François-Éric Racicot & Raymond Théoret & Alain Coën, 2008. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 112-124, February.
  • Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series UQO-DSA-wp152006, Département des sciences administratives, UQO.
• Hoje Jo & Yongtae Kim, 2008. "Ethics and Disclosure: A Study of the Financial Performance of Firms in the Seasoned Equity Offerings Market," Journal of Business Ethics, Springer, vol. 80(4), pages 855-878, July.
• Shinhua Liu, 2008. "Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225," Journal of Financial Services Research, Springer;Western Finance Association, vol. 34(1), pages 77-91, August.
• João Duque & Inês Pinto, 2008. "Regulatory disclosure via the internet: does it make financial markets more efficient?," Journal of Regulatory Economics, Springer, vol. 33(1), pages 5-19, February.
• Mahmud Hossain, 2008. "Change in value relevance of quarterly foreign sales data of U.S. multinational corporations after adopting SFAS 131," Review of Quantitative Finance and Accounting, Springer, vol. 30(1), pages 1-23, January.
• Rani Hoitash & Murugappa (Murgie) Krishnan, 2008. "Herding, momentum and investor over-reaction," Review of Quantitative Finance and Accounting, Springer, vol. 30(1), pages 25-47, January.
• Mark Cassano & Bing Han, 2008. "Option volume, strike distribution, and foreign exchange rate movements," Review of Quantitative Finance and Accounting, Springer, vol. 30(1), pages 49-67, January.
• Terrence Martell & Gwendolyn Webb, 2008. "The performance of stocks that are reverse split," Review of Quantitative Finance and Accounting, Springer, vol. 30(3), pages 253-279, April.
• John Becker-Blease & Afshad Irani, 2008. "Do corporate governance attributes affect adverse selection costs? Evidence from seasoned equity offerings," Review of Quantitative Finance and Accounting, Springer, vol. 30(3), pages 281-296, April.
• Malay Dey & Hossein Kazemi, 2008. "Bid ask spread in a competitive market with institutions and order size," Review of Quantitative Finance and Accounting, Springer, vol. 30(4), pages 433-453, May.
• Ben Marshall & Martin Young & Rochester Cahan, 2008. "Are candlestick technical trading strategies profitable in the Japanese equity market?," Review of Quantitative Finance and Accounting, Springer, vol. 31(2), pages 191-207, August.
• Hoje Jo & Yongtae Kim & Myung Park, 2008. "The impact of surprise offer-share adjustments on offer-day returns: evidence from seasoned equity offers," Review of Quantitative Finance and Accounting, Springer, vol. 31(3), pages 261-286, October.
• Ruey Tsay & Yi-Mien Lin & Hsiao-Wen Wang, 2008. "Residual income, value-relevant information and equity valuation: a simultaneous equations approach," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 331-358, November.
• Vinay Datar & Raymond So & Yiuman Tse, 2008. "Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 379-393, November.
• Sang Hoon Kang & SEONG-MIN YOON, 2008. "Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market," Korean Economic Review, Korean Economic Association, vol. 24, pages 383-412.
• Thomas Lux, 2008. "Sentiment Dynamics and Stock Returns: The Case of the German Stock Market," Kiel Working Papers 1470, Kiel Institute for the World Economy.
• Ábel, István & Kóbor, Ádám, 2008. "Kamatkülönbözet, spekulációs profit és árfolyam-változékonyság [Interest-rate differentials, speculative capital flows and exchange-rate volatility]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 941-961.
• Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2012. "Price adjustment to news with uncertain precision," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 337-355.
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," CFS Working Paper Series 2008/28, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008. "Price Adjustment to News with Uncertain Precision," FRU Working Papers 2008/01, University of Copenhagen. Department of Economics. Finance Research Unit.
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," CFR Working Papers 08-04, University of Cologne, Centre for Financial Research (CFR).
  • Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2011. "Price adjustment to news with uncertain precision," CFR Working Papers 08-04 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008. "Price adjustment to news with uncertain precision," SFB 649 Discussion Papers 2008-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Christina E. Bannier & Falko Fecht & Marcel Tyrell, 2008. "Open-End Real Estate Funds in Germany – Genesis and Crisis," Credit and Capital Markets, Credit and Capital Markets, vol. 41(1), pages 9-36.
  • Bannier, Christina E. & Fecht, Falko & Tyrell, Marcel, 2007. "Open-end real estate funds in Germany: genesis and crisis," Discussion Paper Series 2: Banking and Financial Studies 2007,04, Deutsche Bundesbank.
  • Christina E. Bannier & Falko Fecht & Marcel Tyrell, 2008. "Open-End Real Estate Funds in Germany - Genesis and Crisis," Working Paper Series: Finance and Accounting 165, Department of Finance, Goethe University Frankfurt am Main.
• Hannes Rehm, 2008. "Das deutsche Bankensystem Befund – Probleme – Perspektiven (Teil I)," Credit and Capital Markets, Credit and Capital Markets, vol. 41(2), pages 135-159.
• Hannes Rehm, 2008. "Das deutsche Bankensystem Befund – Probleme – Perspektiven (Teil II)," Credit and Capital Markets, Credit and Capital Markets, vol. 41(3), pages 305-331.
• Christiane Goodfellow & Martin T. Bohl & Dirk Schiereck, 2008. "Vorteilhaftigkeit des börslichen Abendhandels aus Anlegersicht," Credit and Capital Markets, Credit and Capital Markets, vol. 41(4), pages 541-556.
• Maximilian J. B. Hall & Paul Hamalainen & Adrian Pop & Barry Howcroft, 2008. "Did the market signal impending problems at Northern Rock? An analysis of four financial instruments," Discussion Paper Series 2008_11, Department of Economics, Loughborough University, revised Oct 2008.
  • Paul Hamalainen & Adrian Pop & Max Hall & Barry Howcroft, 2010. "Did the Market Signal Impending Problems at Northern Rock? An Analysis of Four Financial Instruments," Working Papers hal-00547736, HAL.
• Nawazish Mirza & Saima Shahid, 2008. "Size and Value Premium inKarachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(2), pages 1-26, Jul-Dec.
  • Nawazish Mirza, 2008. "Size and value premium in Karachi stock exchange," CREB Working papers 1-2008, Centre for Research in Economics and Business, The Lahore School of Economics, revised 2008.
• Nawazish Mirza & Saima Shahid, 2008. "Size and Value Premium inKarachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(2), pages 1-26, Jul-Dec.
  • Nawazish Mirza, 2008. "Size and value premium in Karachi stock exchange," CREB Working papers 1-2008, Centre for Research in Economics and Business, The Lahore School of Economics, revised 2008.
• Abul Shamsuddin & Jae H. Kim, 2008. "Short-Horizon Return Predictability in International Equity Markets," Working Papers 1837-2198/978-0-9807041-0, School of Economics, La Trobe University.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2008. "Financial Market Reaction to Federal Reserve Communications: Does the Crisis Make a Difference?," MAGKS Papers on Economics 200808, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Bernd Hayo & Matthias Neuenkirch, 2013. "Does the currency board matter? US news and Argentine financial market reaction," Applied Economics, Taylor & Francis Journals, vol. 45(28), pages 4034-4040, October.
  • Bernd Hayo & Matthias Neuenkirch, 2008. "Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction," MAGKS Papers on Economics 200823, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Philippe Bacchetta & Eric Van Wincoop, 2008. "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 837-866, August.
  • Philippe Bacchetta & Eric Van Wincoop, 2008. "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 837-866, August.
  • Philippe BACCHETTA & Eric VAN WINCOOP, 2004. "Higher Order Expectations in Asset Pricing," FAME Research Paper Series rp110, International Center for Financial Asset Management and Engineering.
  • Philippe Bacchetta & Eric van Wincoop, 2004. "Higher Order Expectations in Asset Pricing," Working Papers 04.03, Swiss National Bank, Study Center Gerzensee.
  • Bacchetta, Philippe & van Wincoop, Eric, 2008. "Higher Order Expectations in Asset Pricing," CEPR Discussion Papers 6648, C.E.P.R. Discussion Papers.
• Catherine Kyrtsou & Michel Terraza, 2010. "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, vol. 38(2), pages 325-345, April.
  • Catherine Kyrtsou & Michel Terraza, 2008. "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series 2008_09, Department of Economics, University of Macedonia, revised Sep 2008.
• Naoto Isaka & Hiroshi Yoshikawa, 2008. "The Effect of Reductions in Minimum Trading Units on Equity Premiums," Discussion Papers 10, Meisei University, School of Economics.
• Raj Aggarwal & Winston T. Lin & Sunil K. Mohanty, 2008. "Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 1-20, March-Jun.
• David Michayluk & Laurie Prather, 2008. "A Liquidity Motivated Algorithm for Discerning Trade Direction," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 45-66, March-Jun.
• Raj Aggarwal & Sijing Zong, 2008. "Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction," Multinational Finance Journal, Multinational Finance Journal, vol. 12(3-4), pages 241-277, September.
• Judit Páles & Lóránt Varga, 2008. "Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 3(1), pages 44-51, April.
• Csaba Csávás & Lóránt Varga & Csaba Balogh, 2008. "The forint interest rate swap market and the main drivers of swap spreads," MNB Occasional Papers 2008/64, Magyar Nemzeti Bank (Central Bank of Hungary).
• Glaser, Markus & Lopez de Silanes , Florencio & Sautner, Zacharias, 2008. "Looking Inside a Conglomerate: Efficiency of Internal Capital Allocation and Managerial Power Within a Firm," Sonderforschungsbereich 504 Publications 08-24, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  • Glaser, Markus & López de Silanes, Florencio & Sautner, Zacharias, 2008. "Looking inside a conglomerate : efficiency of internal capital allocation and managerial power within a firm," Papers 08-24, Sonderforschungsbreich 504.
• Riccardo Ferretti & Francesco Pattarin, 2008. "Is public information really public? The role of newspapers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0008, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Silvia Muzzioli, 2008. "Option based forecasts of volatility: An empirical study in the DAX index options market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0011, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Riccardo Ferretti & Francesco Pattarin, 2008. "Is public information really public? The role of newspapers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08013, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• S. Muzzioli, 2010. "Option-based forecasts of volatility: an empirical study in the DAX-index options market," The European Journal of Finance, Taylor & Francis Journals, vol. 16(6), pages 561-586.
  • Silvia Muzzioli, 2008. "Option based forecasts of volatility: An empirical study in the DAX index options market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08051, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Coluzzi, Chiara & Ginebri, Sergio, 2008. "Order Dynamics in the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers esdp08050, University of Molise, Department of Economics.
• Mishra, Vinod & Smyth, Russell, 2010. "An examination of the impact of India's performance in one-day cricket internationals on the Indian stock market," Pacific-Basin Finance Journal, Elsevier, vol. 18(3), pages 319-334, June.
  • Vinod Mishra & Russell Smyth, 2008. "An Examination Of The Impact Of India'S Performance In One-Day Cricket Internationals On The Indian Stock Market," Monash Economics Working Papers 09/08, Monash University, Department of Economics.
• Mathieu Gatumel & Dominique Guegan, 2008. "Towards an understanding approach of the insurance linked securities market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235354, HAL.
  • Mathieu Gatumel & Dominique Guegan, 2008. "Towards an understanding approach of the insurance linked securities market," Documents de travail du Centre d'Economie de la Sorbonne b08006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic Analysis of the Insurance Linked Securities Index," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00320378, HAL.
  • Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic analysis of the insurance linked securities index," Documents de travail du Centre d'Economie de la Sorbonne b08049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Alexander Subbotin, 2008. "A multi-horizon scale for volatility," Documents de travail du Centre d'Economie de la Sorbonne bla08020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Emmanuel Jurczenko & Bertrand Maillet & Paul Merlin, 2008. "Efficient Frontier for Robust Higher-order Moment Portfolio Selection," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00336475, HAL.
  • Emmanuel F. Jurczenko & Bertrand Maillet & Paul M. Merlin, 2008. "Efficient frontier for robust higher-order moment portfolio selection," Documents de travail du Centre d'Economie de la Sorbonne bla08062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Yong U. Glasure & Massoud Metghalchi, 2008. "Comovement in Equity Price Indexes of the EU Stock Markets: The Information Contents of Samples of Different Frequency," Journal of Economic Insight, Missouri Valley Economic Association, vol. 34(2), pages 11-22.

2007

• Anne Cazavan‐Jeny & Thomas Jeanjean, 2007. "Levels of voluntary disclosure in IPO prospectuses: an empirical analysis," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 6(2), pages 131-149, May.
  • Thomas Jeanjean & Anne Cazavan-Jeny, 2005. "Levels of voluntary disclosure in IPO prospectuses: An empirical analysis," Working Papers hal-00586546, HAL.
  • Cazavan-Jeny , Anne & Jeanjean, Thomas, 2006. "Levels of voluntary disclosure in IPO prospectuses: an empirical analysis," ESSEC Working Papers DR 06001, ESSEC Research Center, ESSEC Business School.
  • Jeanjean, Thomas & Cazavan-Jeny, Anne, 2005. "Levels of voluntary disclosure in IPO prospectuses : an empirical analysis," HEC Research Papers Series 827, HEC Paris.
  • Anne Cazavan-Jeny & Thomas Jeanjean, 2007. "Levels of voluntary disclosure in IPO prospectuses: An empirical analysis," Post-Print halshs-00170565, HAL.
• Burgers, J.H. & van den Bosch, F.A.J. & Volberda, H.W., 2007. "Why New Business Development Projects Fail: Coping with the Differences of Technological versus Market Knowledge," ERIM Report Series Research in Management ERS-2007-072-STR, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• van Dijk, D.J.C., 2007. "Good News is No News," ERIM Inaugural Address Series Research in Management EIA-2007-031-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam..
• Miloslav Vošvrda & Lukáš Vácha, 2007. "Heterogeneous Agents Model with the Worst Out Algorithm," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(1), pages 54-66, March.
  • Lukáš Vácha & Miloslav Vošvrda, 2005. "Heterogeneous Agents Model with the Worst Out Algorithm," Working Papers IES 91, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
• Vít Pošta & Zbynìk Hackl, 2007. "Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(5-6), pages 235-254, August.
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• Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
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• Dennis Y. Chung & Dušan Isakov & Christophe Pérignon, 2005. "Repurchasing Shares on a Second Trading Line," FSES Working Papers 391, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
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• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
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  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print hal-00459795, HAL.
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• Anne Cazavan‐Jeny & Thomas Jeanjean, 2007. "Levels of voluntary disclosure in IPO prospectuses: an empirical analysis," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 6(2), pages 131-149, May.
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• Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," Recherches économiques de Louvain, De Boeck Université, vol. 76(2), pages 195-217.
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• Georges Prat & Remzi Uctum, 2007. "The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data," Post-Print halshs-00173109, HAL.
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• Beckmann, Daniela & Lütje, Torben & Rebeggiani, Luca, 2007. "Italian Asset Managers’ Behavior: Evidence on Overconfidence, Risk Taking and Gender," Hannover Economic Papers (HEP) dp-358, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2008. "Does culture influence asset managers' views and behavior?," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 624-643, September.
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• Menkhoff, Lukas & Rebitzky, Rafael R., 2008. "Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 455-467, June.
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• Hvide, Hans K. & Møen, Jarle, 2007. "Liquidity Constraints and Entrepreneurial Performance," CEPR Discussion Papers 6495, C.E.P.R. Discussion Papers.
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• Jakobsson, Robin & Karlsson, Niklas, 2007. "Testing Market Efficiency in a Fixed Odds Betting Market," Working Papers 2007:12, Örebro University, School of Business.
• Martinez, Jose Vicente, 2007. "Information Misweighting and Stock Recommendations," SIFR Research Report Series 59, Institute for Financial Research.
• Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007. "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies 725, Umeå University, Department of Economics.
• Nakano, Shoko, 2007. "Impact Mitigation for Emergency Events: Their Effects on Day-ahead and Real-time Market Locationlal Based Marginal Pricing at the New York ISO," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 48(2), pages 185-197, December.
• Jim Wong & Tom Pak-Wing Fong & Eric Tak-Chuen Wong & Ka-Fai Choi, 2008. "Determinants of the Performance of Banks in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Hans Genberg & Cho-Hoi Hui (ed.), The Banking Sector in Hong Kong, chapter 4, pages 50-65, Palgrave Macmillan.
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• Eric Wong & Cho-Hoi Hui & Chi-fai Lo, 2007. "Ratings Versus Market-Based Measures of Default Risk of East Asian Banks," Working Papers 0712, Hong Kong Monetary Authority.
• Abe, Naohito & Chung, Yessica C.Y., 2009. "Voluntary Information Disclosure and Corporate Governance : The Empirical Evidence on Earnings Forecasts," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(2), pages 59-74, December.
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• Alexandra Niessen, 2007. "Media Coverage and Macroeconomic Information Processing," SFB 649 Discussion Papers SFB649DP2007-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Ivaldi, Marc & Motis, Jrissy, 2007. "Mergers as Auctions," CEPR Discussion Papers 6434, C.E.P.R. Discussion Papers.
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• Kenneth N. Kuttner & Adam S. Posen, 2010. "Do Markets Care Who Chairs the Central Bank?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 347-371, March.
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• Özge AKINCI & Burcu GÜRCİHAN & Refet GÜRKAYNAK & Özgür ÖZEL, 2007. "Devlet iç borçlanma senetleri için getiri eğrisi tahmini," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(252), pages 5-25.
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• Adnan KASMAN & Berna KIRKULAK, 2007. "Türk Hisse Senedi Piyasası Etkin mi? Yapısal Kırılmalı Birim Kök Testlerinin Uygulanması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(253), pages 68-78.
• Sadık ÇUKUR & Resul ERYİĞİT, 2007. "Yatırım ortaklıkları ve bedelsiz sermaye artırımları: İMKB’de ampirik bir analiz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(254), pages 73-85.
• Mehmet BOLAK & Ömür SÜER, 2007. "17 Ağustos 1999 depreminin taş ve toprağa dayalı sanayide faaliyet gösteren firmaların hisse senetleri üzerindeki etkisine ilişkin amprik bir çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(255), pages 73-84.
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• Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ, 2007. "Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(261), pages 100-113.
• Gaiyan Zhang, 2007. "A Model of Price, Volume, and Sequential Information," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 6(3), pages 207-223, December.
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• Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October.
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• Naohiko Baba & Masakazu Inada, 2007. "Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS," IMES Discussion Paper Series 07-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
• Maria Rosa Borges, 2011. "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, vol. 43(5), pages 631-639.
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• Maria Rosa Borges, 2007. "An Arbitrage Model for the Stock Price Adjustment in the Dividend Period," Working Papers Department of Economics 2007/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Marian Berneburg, 2007. "Systematic Mispricing in European Equity Prices?," IWH Discussion Papers 6, Halle Institute for Economic Research.
• Cooray, Arusha. & Wickremasinghe, Guneratne., 2007. "The efficiency of emerging stock markets: empirical evidence from the south asian region," Journal of Developing Areas, Tennessee State University, College of Business, vol. 41(1), pages 171-183, September.
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• Dar-Hsin Chen & Chun-Da Chen & Chih-Min Lai, 2007. "The Impacts of Opening Margin Trading on Stock Return, Volatility and Turnover Rate in Taiwan," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 3(1), pages 97-124, January.
• I-Chun Tsai & Tai Ma & Ming-Chi Chen, 2007. "Limit Order or Market Order? The Trade-Off between Price Improvement and Delayed Execution," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 3(2), pages 201-223, July.
• Ola Simonsen, 2007. "An empirical model for durations in stocks," Annals of Finance, Springer, vol. 3(2), pages 241-255, March.
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• Federico Ferretti, 2007. "Consumer credit information systems: a critical review of the literature. Too little attention paid by Lawyers?," European Journal of Law and Economics, Springer, vol. 23(1), pages 71-88, February.
• Thomas Zellweger & Roger Meister & Urs Fueglistaller, 2007. "The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(2), pages 203-220, June.
• Henryk Gurgul & Paweł Majdosz & Roland Mestel, 2007. "Price–volume relations of DAX companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 353-379, September.
• Juan Rendon & William Ziemba, 2007. "Is the January effect still alive in the futures markets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 381-396, September.
• Stefan Neher, 2007. "Distribution of the shareholder base of Swiss cantonal banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(4), pages 471-485, December.
• Maria Borges, 2007. "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(1), pages 65-80, February.
• WaQar Ghani & Samuel Szewczyk & Tayyeb Shabbir, 2007. "Financial Analysts’ Forecasts and Unprecedented Events: The Case of German Reunification," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(2), pages 123-138, May.
• Vijay Gondhalekar & Sonia Dalmia, 2007. "Examining the Stock Market Response: A Comparison of Male and Female CEOs," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(3), pages 395-396, August.
• Anthony Herbst, 2007. "Lunacy in the Stock Market—What is the Evidence?," Journal of Bioeconomics, Springer, vol. 9(1), pages 1-18, April.
• James Pesando & Pauline Shum, 2007. "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 31(4), pages 263-277, December.
• Shinhua Liu, 2007. "Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(3), pages 161-176, December.
• Brian Ciochetti & James Shilling, 2007. "Loss Recoveries, Realized Excess Returns, and Credit Rationing in the Commercial Mortgage Market," The Journal of Real Estate Finance and Economics, Springer, vol. 34(4), pages 425-445, May.
• William Hardin & Kartono Liano & Gow-Cheng Huang & Gregory Nagel, 2007. "REITs, Decimalization, and Ex-dividend Stock Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 34(4), pages 499-511, May.
• Manfen Chen & Rohan Christie-David & William Moore, 2007. "Deregulation, news releases, and price discovery," Journal of Regulatory Economics, Springer, vol. 31(3), pages 289-312, June.
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• Howard Chan & Robert Faff & Philip Gharghori & Yew Ho, 2007. "The relation between R&D intensity and future market returns: does expensing versus capitalization matter?," Review of Quantitative Finance and Accounting, Springer, vol. 29(1), pages 25-51, July.
• Hamish Anderson & Ben Marshall, 2007. "Takeover motives in a weak regulatory environment surrounding a market shock: a case study of New Zealand with a comparison of Gondhalekar and Bhagwat’s (2003) US findings," Review of Quantitative Finance and Accounting, Springer, vol. 29(1), pages 53-67, July.
• Robin Wilber, 2007. "Why do firms repurchase stock to acquire another firm?," Review of Quantitative Finance and Accounting, Springer, vol. 29(2), pages 155-172, August.
• Carole Comerton-Forde & James Rydge & Hayley Burridge, 2007. "Not all call auctions are created equal: evidence from Hong Kong," Review of Quantitative Finance and Accounting, Springer, vol. 29(4), pages 395-413, November.
• Lucía Cuadro Sáez & Manuel Moreno, 2007. "GARCH Modeling of Robust Market Returns," Kiel Advanced Studies Working Papers 440, Kiel Institute for the World Economy.
• Christoph Moser & Axel Dreher, 2010. "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1589-1612, December.
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• Bethlendi, András, 2007. "A hazai bankok hitelezésiveszteség-elszámolásának vizsgálata [Examination of loan-loss allowance practices by Hungarian banks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 67-93.
• Wolfgang Bessler & Matthias Stanzel, 2007. "Qualität und Effizienz der Gewinnprognosen von Analysten. Eine empirische Untersuchung für den deutschen Kapitalmarkt," Credit and Capital Markets, Credit and Capital Markets, vol. 40(1), pages 89-129.
• Jörg Mußhoff & Christopher Jahns & Dirk Schiereck, 2007. "Wertschaffung durch feindliche M&A-Transaktionen in der europäischen Bankenindustrie? – Das Beispiel BNP und Paribas (Teil I)," Credit and Capital Markets, Credit and Capital Markets, vol. 40(3), pages 407-450.
• Jörg Mußhoff & Christopher Jahns & Dirk Schiereck, 2007. "Wertschaffung durch feindliche M&A- Transaktionen in der europäischen Bankenindustrie? - Das Beispiel BNP und Paribas (Teil II)," Credit and Capital Markets, Credit and Capital Markets, vol. 40(4), pages 553-582.
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• Rudolph, Bernd & Scholz, Julia, 2007. "Pooling und Tranching im Rahmen von ABS-Transaktionen," Discussion Papers in Business Administration 1884, University of Munich, Munich School of Management.
• Rudolph, Bernd, 2007. "Kreditrisikotransfer – Abbau alter gegen den Aufbau neuer Risiken?," Discussion Papers in Business Administration 1897, University of Munich, Munich School of Management.
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• George Milunovich & Roselyne Joyeux, 2007. "Testing Market Efficiency and Price Discovery in European Carbon Markets," Research Papers 0701, Macquarie University, Department of Economics.
• Antje Henne & Sebastian Ostrowski & Peter Reichling, 2007. "Dividend Yield and Stability versus Performance at the German Stock Market," FEMM Working Papers 07017, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• 井坂 直人 & 吉川 浩史, 2007. "投資家の認知度と資本コスト：日本における最低投資金額引下げからの証左," Discussion Papers 4, Meisei University, School of Economics.
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• Pascal Alphonse, 2007. "Mispricing Persistence and the Effectiveness of Arbitrage Trading," Multinational Finance Journal, Multinational Finance Journal, vol. 11(1-2), pages 123-156, March-Jun.
• Antonis Demos & George Vasillelis, 2007. "U.K. Stock Market Inefficiencies and the Risk Premium," Multinational Finance Journal, Multinational Finance Journal, vol. 11(1-2), pages 97-122, March-Jun.
• Erik R. Lidén, 2007. "Swedish Stock Recommendations: Information Content or Price Pressure?," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 253-285, September.
• Henryk Gurgul & Pawel Majdosz, 2007. "Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 5(2), pages 179-192.
• Paulo Maio, 2007. "ICAPM with time-varying risk aversion," Money Macro and Finance (MMF) Research Group Conference 2006 111, Money Macro and Finance Research Group.
• Rafael R. Rebitzky, 2007. "Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?," Money Macro and Finance (MMF) Research Group Conference 2006 118, Money Macro and Finance Research Group.
• Burcu Hacibedel & Jos van Bommel, 2007. "Do emerging markets benefit from index inclusion?," Money Macro and Finance (MMF) Research Group Conference 2006 128, Money Macro and Finance Research Group.
• Andros Gregoriou, 2007. "The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange," Money Macro and Finance (MMF) Research Group Conference 2006 76, Money Macro and Finance Research Group.
• Norbert Kiss M. & Klára Pintér, 2007. "How do macroeconomic announcements and FX market transactions affect exchange rates?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 2(1), pages 22-30, June.
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• Silvia Muzzioli, 2007. "The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 07101, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
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• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
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• Schmeling, Maik, 2007. "Institutional and individual sentiment: Smart money and noise trader risk?," International Journal of Forecasting, Elsevier, vol. 23(1), pages 127-145.
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• Koetter, M. & Bos, J.W.B. & Heid, F. & Kolari, J.W. & Kool, C.J.M. & Porath, D., 2007. "Accounting for distress in bank mergers," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3200-3217, October.
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• Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya, 2007. "Privatization and stock market liquidity," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 297-316, February.
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• Ginglinger, Edith & Hamon, Jacques, 2007. "Actual share repurchases, timing and liquidity," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 915-938, March.
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• Uchida, Hirofumi & Nakagawa, Ryuichi, 2007. "Herd behavior in the Japanese loan market: Evidence from bank panel data," Journal of Financial Intermediation, Elsevier, vol. 16(4), pages 555-583, October.
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• Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle, 2007. "Market impact costs of institutional equity trades," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 974-1000, October.
• Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007. "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 138-152, March.
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• Jermann, Urban J. & Quadrini, Vincenzo, 2007. "Stock market boom and the productivity gains of the 1990s," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 413-432, March.
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• Creighton, Adam & Gower, Luke & Richards, Anthony J., 2007. "The impact of rating changes in Australian financial markets," Pacific-Basin Finance Journal, Elsevier, vol. 15(1), pages 1-17, January.
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• Daher, Wassim & Mirman, Leonard J., 2007. "Market structure and insider trading," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 306-331.
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• Jamdee, Sutthisit & Los, Cornelis A., 2007. "Long memory options: LM evidence and simulations," Research in International Business and Finance, Elsevier, vol. 21(2), pages 260-280, June.
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• Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa, 2009. "Empirical evidence on jumps in the term structure of the US Treasury Market," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 430-445, June.
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• Francisco Venegas Martínez & J. Víctor Reynoso Vendrell, 2007. "The Valuation of Mortgage Backed Securities with Stochastic Probabilities of Default and Prepayment," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 1(2), pages 148-168.
• Jan Kregel, 2007. "Las transformaciones recientes del sistema financiero estadounidense y la crisis de las hipotecas de alto riesgo «subprime»," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 66(03), pages 126-143.
• Fernando Gómez-Bezares Pascual & José Antonio Madariaga Ibarra & Javier Santibáñez Grúber & Amaia Apraiz Larragán, 2007. "Índices de performance, gestión activa y eficiencia. Un análisis de sensitividad y del fenómeno de la persistencia," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 66(03), pages 220-245.
• José Mariano Moneva Abadía & Eduardo Ortas Fredes, 2007. "Información de sostenibilidad y performance financiera en el mercado español: especial referencia al sector financiero," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 66(03), pages 246-265.
• Parisi, Franco & Espinosa, Christian & Parisi, Antonino, 2007. "Pruebas de comportamiento caótico en índices bursátiles americanos," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(296), pages 901-927, octubre-d.
• Pilar Abad-Romero & M. Robles-Fernández, 2007. "Bond rating changes and stock returns: evidence from the Spanish stock market," Spanish Economic Review, Springer;Spanish Economic Association, vol. 9(2), pages 79-103, June.
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• Carlos Vieira & Isabel Vieira, 2007. "Seasonalities in Eastern Foreign Exchange Markets: A Barrier to Euro Adoption?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 14(2), pages 283-294, November.
• Erling Røed Larsen & Steffen Weum, 2007. "Home, Sweet Home or Is It - Always? Testing the Efficiency of the Norwegian Housing Market," Discussion Papers 506, Statistics Norway, Research Department.
• Luis Gutierrez & Jesus Otero, 2007. "Testing for stock market integration in a developing economy: Colombia," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(4), pages 231-236.
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• Christian Pierdzioch & Andrea Schertler, 2007. "Sources of Predictability of European Stock Markets for High-technology Firms," The European Journal of Finance, Taylor & Francis Journals, vol. 13(1), pages 1-27.
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• Yasuo Takatsuki, 2007. "The rice price co-movement in Tokugawa Japan," Discussion Papers in Economics and Business 07-21, Osaka University, Graduate School of Economics.
• Tatsuyoshi Junji Shimada & Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi, 2007. "Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the U.S.:EGARCH vs. SV Models," Discussion Papers in Economics and Business 07-23, Osaka University, Graduate School of Economics.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2007. "The Effects of IMF Supported-Program on the Asian Crisis," Discussion Papers in Economics and Business 07-24, Osaka University, Graduate School of Economics.
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• Kazuhiro Takino, 2007. "Utility Indifference Pricing in an Incomplete Market Model with Incomplete Information," Discussion Papers in Economics and Business 07-46, Osaka University, Graduate School of Economics.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2007. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(2), pages 807-829.
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• Apergis, Nicholas & Lamprinidis, Lampros, 2007. "More Evidence on the Relationship between the Stock and the Real Estate Market," MPRA Paper 124596, University Library of Munich, Germany, revised 2011.
• Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2007. "Are Short-sellers Different?," MPRA Paper 13585, University Library of Munich, Germany, revised 16 Nov 2008.
• Brugger Jakob, Samuel Immanuel, 2007. "¿Puede el gobierno corporativo aprender del gobierno público? [Can corporate governance learn from public governance?]," MPRA Paper 13857, University Library of Munich, Germany, revised Apr 2008.
• Cowling, Marc, 2010. "The role of loan guarantee schemes in alleviating credit rationing in the UK," Journal of Financial Stability, Elsevier, vol. 6(1), pages 36-44, April.
  • Cowling, Marc, 2007. "The Role of Loan Guarantee Schemes in Alleviating Credit Rationing in the UK," MPRA Paper 1613, University Library of Munich, Germany.
• Hirshleifer, David & Jiang, Danling, 2007. "Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns," MPRA Paper 16134, University Library of Munich, Germany, revised 08 Jul 2009.
• Ghent, Andra, 2007. "Why do markets react badly to good news? Evidence from Fed Funds Futures," MPRA Paper 1708, University Library of Munich, Germany.
• Lahiri, Soumitra, 2007. "Shadows of economic prosperity in india in retrospection of the capital market," MPRA Paper 1778, University Library of Munich, Germany, revised 13 Feb 2007.
• David Hirshleifer & Danling Jiang, 2010. "A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3401-3436.
  • Hirshleifer, David & Jiang, Danling, 2007. "A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns," MPRA Paper 20636, University Library of Munich, Germany, revised 10 Feb 2010.
• Mlambo, Chipo & Biekpe, Nicholas, 2007. "The efficient market hypothesis: Evidence from ten African stock markets," MPRA Paper 25968, University Library of Munich, Germany, revised 2007.
• Parker, John, 2007. "The Impact Of Economic News On Financial Markets," MPRA Paper 2675, University Library of Munich, Germany.
• Joshi, Nayan & Bhattarai, Ram Chandra, 2007. "Stock returns and economically neutral behavioral variables: evidence from the Nepalese stock market," MPRA Paper 27000, University Library of Munich, Germany.
• Klinedinst, Mark, 2007. "Cooperative comebacks: resilience in the face of the Hurricane Katrina Catastrophe (New Orleans and Southern Mississippi, May 2005–May 2006)," MPRA Paper 28521, University Library of Munich, Germany.
• Cole, Rebel A. & Moshirian, Fariborz & Wu, Qiongbing, 2008. "Bank stock returns and economic growth," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 995-1007, June.
  • Cole, Rebel & Moshirian, Fari & Wu, Qionbing, 2007. "Bank stock returns and economic growth," MPRA Paper 29188, University Library of Munich, Germany.
• Arroyo, Martín R., 2007. "Banking concentration, information asymmetries and credit rationing: The Argentinean case," MPRA Paper 29968, University Library of Munich, Germany, revised 30 Mar 2011.
• Dong, Ming & Hirshleifer, David & Teoh, Siew Hong, 2007. "Stock market misvaluation and corporate investment," MPRA Paper 3109, University Library of Munich, Germany, revised 05 May 2007.
• Espinosa Méndez, Christian, 2007. "Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno [Effect Weekend And Effect Month End In The Chilean Stock Market]," MPRA Paper 3252, University Library of Munich, Germany.
• Ewald, Christian-Oliver & Xiao, Yajun, 2007. "Information : Price And Impact On General Welfare And Optimal Investment. An Anticipative Stochastic Differential Game Model," MPRA Paper 3301, University Library of Munich, Germany.
• Sarker, Debnarayan & Ghosh, Bikash Kumar, 2007. "A study of market efficiency in the stock market, forex market and bullion market in India," MPRA Paper 33701, University Library of Munich, Germany.
• Jiranyakul, Komain, 2007. "Behavior of Stock Market Index in the Stock Exchange of Thailand," MPRA Paper 45961, University Library of Munich, Germany.
• Ellouz, Siwar & Bellalah, Mondher, 2007. "Asset pricing and predictability of stock returns in the french market," MPRA Paper 4961, University Library of Munich, Germany, revised 24 Sep 2007.
• Doran, James & Jiang, Danling & Peterson, David, 2007. "Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle," MPRA Paper 4995, University Library of Munich, Germany.
• Chancharat, Surachai & Valadkhani, Abbas, 2007. "Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices," MPRA Paper 50394, University Library of Munich, Germany.
• David Hirshleifer & Kewei Hou & Siew Hong Teoh, 2012. "The Accrual Anomaly: Risk or Mispricing?," Management Science, INFORMS, vol. 58(2), pages 320-335, February.
  • Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2006. "The Accrual Anomaly: Risk or Mispricing?," Working Paper Series 2006-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Hou, Kewei & Hirshleifer, David & Teoh, Siew Hong, 2007. "The Accrual Anomaly: Risk or Mispricing?," MPRA Paper 5173, University Library of Munich, Germany.
• Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2007. "Accruals and Aggregate Stock Market Returns," MPRA Paper 5197, University Library of Munich, Germany.
• Hirshleifer, David & Teoh, Siew Hong & Yu, Jeff Jiewei, 2007. "Do short-sellers arbrtrage accrual-based return anomalies?," MPRA Paper 5510, University Library of Munich, Germany, revised 27 Oct 2007.
• Dionne, Georges & Harchaoui, Tarek, 2007. "Bank Capital, Securitization and Credit Risk: an Empirical Evidence," MPRA Paper 56693, University Library of Munich, Germany, revised 2007.
• Dima, Bogdan & Barna, Flavia & Pirtea, Marilen, 2007. "Romanian Capital Market And The Informational Efficiency," MPRA Paper 5807, University Library of Munich, Germany.
• Dima, Bogdan & Barna, Flavia & Pirtea, Marilen & Nachescu, Miruna, 2007. "The Analisis Of The Bet-Fi Index’S Static Properties," MPRA Paper 5871, University Library of Munich, Germany.
• Toudas, Kanellos & Karathanassis, George, 2007. "Corporate Governance and Firm Performance: Results from Greek Firms," MPRA Paper 6414, University Library of Munich, Germany.
• Mierzejewski, Fernando, 2007. "The Short-Run Monetary Equilibrium with Liquidity Constraints," MPRA Paper 6526, University Library of Munich, Germany.
• Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2007. "Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange," MPRA Paper 7582, University Library of Munich, Germany, revised 09 Mar 2008.
• Anolli, Mario & Petrella, Giovanni, 2007. "A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality," MPRA Paper 7931, University Library of Munich, Germany.
• Guido VENIER, 2008. "A New Model For Stock Price Movements," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 329-350.
  • Venier, Guido, 2007. "A new Model for Stock Price Movements," MPRA Paper 9146, University Library of Munich, Germany.
• Lukáš Vácha, 2007. "Fractal Properties of the Financial Market [Fraktální vlastnosti finančních trhů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2007(4), pages 49-55.
• Lukáš Vácha & Miloslav Vošvrda, 2007. "Wavelet Decomposition of the Financial Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2007(1), pages 38-54.
• Jan Hájek, 2007. "Czech Capital Market Weak-Form Efficiency, Selected Issues," Prague Economic Papers, Prague University of Economics and Business, vol. 2007(4), pages 303-318.
• Evžen Kočenda & Jan Hanousek, 2007. "Existence procesu učení na umělém akciovém trhu [Existence of the learning process at a proxy stock market]," Politická ekonomie, Prague University of Economics and Business, vol. 2007(3).
• Tran Van Quang, 2007. "Testování slabé formy efektivnosti na českém akciovém trhu [Testing the weak form of efficient market hypothesis for the czech stock market]," Politická ekonomie, Prague University of Economics and Business, vol. 2007(6), pages 751-772.
• Jan Hájek, 2007. "Test slabé formy efektivnosti středoevropských akciových trhů [Weak-form efficiency test in the central european capital markets]," Politická ekonomie, Prague University of Economics and Business, vol. 2007(6), pages 773-791.
• Vladimír Pikora, 2007. "Vliv zveřejněných informací na výnosovou křivku [The impact of fresh releases on the yield curve]," Politická ekonomie, Prague University of Economics and Business, vol. 2007(6), pages 809-828.
• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011. "THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(4), pages 537-567, December.
  • Chakravarty, Sugato & Chiyachantana, Chiraphol N. & Jiang, Christine, 2004. "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Purdue University Economics Working Papers 1172, Purdue University, Department of Economics.
  • Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011. "The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets," Working Papers 1011, Purdue University, Department of Consumer Sciences.
  • Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2012. "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Working Papers 1012, Purdue University, Department of Consumer Sciences.
• Giovanni Cespa, 2008. "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, vol. 63(2), pages 639-672, April.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," CSEF Working Papers 174, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," Working Papers 613, Queen Mary University of London, School of Economics and Finance.
• Giovanni Cespa, 2008. "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, vol. 63(2), pages 639-672, April.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," CSEF Working Papers 174, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," Working Papers 613, Queen Mary University of London, School of Economics and Finance.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," Working Papers 613, Queen Mary University of London, School of Economics and Finance.
• Ralf Becker & Adam Clements & James Curchin, 2007. "Does implied volatility reflect a wider information set than econometric forecasts?," NCER Working Paper Series 15, National Centre for Econometric Research.
• Adam Clements & Michael E. Drew & Evan M. Reedman, 2007. "The Death of the Overreaction Anomaly? A Multifactor Explanation of Contrarian Returns," School of Economics and Finance Discussion Papers and Working Papers Series 219, School of Economics and Finance, Queensland University of Technology.
• Chris Brooks & Xiafei Li & Joelle Miffre, 2007. "The Value Premium and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance icma-dp2007-03, Henley Business School, University of Reading.
• Chris Brooks & Konstantina Kappou & Charles Ward, 2007. "The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance," ICMA Centre Discussion Papers in Finance icma-dp2007-05, Henley Business School, University of Reading.
• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014. "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 101(C), pages 78-102.
  • Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2012. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Economics Series 294, Institute for Advanced Studies.
  • Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2013. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series 05_13, Rimini Centre for Economic Analysis.
  • Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2012. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series 75_12, Rimini Centre for Economic Analysis.
• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014. "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 101(C), pages 78-102.
  • Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2012. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Economics Series 294, Institute for Advanced Studies.
  • Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2013. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series 05_13, Rimini Centre for Economic Analysis.
  • Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2012. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series 75_12, Rimini Centre for Economic Analysis.
• Titov, Sergey, 2007. "An Adaptive System of Decision Making for Financial Markets," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 7(3), pages 27-43.
• Alexakis, Christos A. & Paleologos, John M., 2007. "“An empirical investigation of the stock price dynamics between Athens, Istanbul and London," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 60(3), pages 293-304.
• Ozturk, Feride & Cicek, Macide, 2007. "Is Official Intervention Effective? The Case of Turkey," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 60(3), pages 343-353.
• Marshall, Ben & Young, Martin & Rose, Lawrence, 2007. "Market timing with candlestick technical analysis," Journal of Financial Transformation, Capco Institute, vol. 20, pages 18-25.
• Carmen-Loredana TOPALA, 2007. "Characteristics and Behaviors Types of Bank’s Clients and the Negotiation Tactics Adjusting (part II)," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 10(1), pages 74-80, July.
• Jie Lu & Bruce Mizrach, 2007. "Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room," Departmental Working Papers 200701, Rutgers University, Department of Economics.
• Bruce Mizrach, 2007. "Recovering Probabilistic Information From Options Prices and the Underlying," Departmental Working Papers 200702, Rutgers University, Department of Economics.
• Luis Muga & Adriana Rodriguez & Rafael Santamaría, 2007. "Persistence in Mutual Funds in Latin American Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(1), pages 1-37, January.
• K.A. Al–Abdulqader & G. Hannah & D.M. Power, 2007. "A Test of the Weak–form of the Efficient Markets Hypothesis for the Saudi Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(2), pages 167-190, May.
• Christos Floros, 2007. "Price and Open Interest in Greek Stock Index Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(2), pages 191-202, May.
• Michail Koubouros & Ekaterini Panopoulou, 2007. "Intertemporal Market Risks and the Cross–Section of Greek Average Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(2), pages 203-227, May.
• Georgia Siougle, 2007. "Earnings Forecasts Disclosed in SEO Prospectuses: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(3), pages 249-267, December.
• Sanjay Sehgal & Meenakshi Gupta, 2007. "Tests of Technical Analysis in India," Vision, , vol. 11(3), pages 11-23, July.
• Yongyuan Qiao, 2007. "Analysis into IPO Underpricing and Clustering in Hong Kong Equity Market," CRIEFF Discussion Papers 0716, Centre for Research into Industry, Enterprise, Finance and the Firm.
  • Qiao, Yongyuan, 2008. "Analysis into IPO underpricing and clustering in Hong Kong equity market," MPRA Paper 7876, University Library of Munich, Germany.
• Bernd Hüfner, 2007. "The SEC’S MD&A: Does it Meet the Informational Demands of Investors?– A Conceptual Evaluation –," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 59(1), pages 58-84, January.
• Christian Langmann, 2007. "Stock Market Reaction and Stock Option Plans: Evidence from Germany," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 59(1), pages 85-106, January.
• Giovanni Cespa, 2008. "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, vol. 63(2), pages 639-672, April.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," Working Papers 613, Queen Mary University of London, School of Economics and Finance.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," CSEF Working Papers 174, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Andreas Zingg & Sebastian Lang & Daniela Wyttenbach, 2007. "Insider Trading in the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(III), pages 331-362, September.
• Chuang, Chia-Chang & Kuan, Chung-Ming & Lin, Hsin-Yi, 2009. "Causality in quantiles and dynamic stock return-volume relations," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1351-1360, July.
  • Chia-Chang Chuang & Chung-Ming Kuan & Hsin-yi Lin, 2007. "Causality in Quantiles and Dynamic Stock Return-Volume Relations," IEAS Working Paper : academic research 07-A006, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Mordecai Kurz & Maurizio Motolese, 2011. "Diverse beliefs and time variability of risk premia," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 293-335, June.
  • Mordecai Kurz & Maurizio Motolese, 2007. "Diverse Beliefs and Time Variability of Risk Premia," Discussion Papers 06-044, Stanford Institute for Economic Policy Research.
• Fischer, Andreas M. & Isakova, Gulzina & Termechikov, Ulanbek, 2009. "Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners' views," Journal of Asian Economics, Elsevier, vol. 20(2), pages 98-109, March.
  • Andreas M. Fischer & Ulan Termechikov, 2007. "Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market practitioners' views," Working Papers 2007-01, Swiss National Bank.
• Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
  • Angelo Ranaldo, 2007. "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers 2007-03, Swiss National Bank.
• Mahmut YARDIMCIOĞLU, 2007. "Geçiş Ekonomilerinde Kamu Borçlarının Finansal Piyasalar Üzerindeki Etkileri: Türkiye Örneği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2007-2.
• António Martins & Ana Serra, 2011. "Market impact of international sporting and cultural events," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(4), pages 382-416, October.
  • António Miguel Martins & Ana Paula Serra, 2007. "Market Impact of International Sporting and Cultural Events," FEP Working Papers 240, Universidade do Porto, Faculdade de Economia do Porto.
  • António Miguel Martins & Ana Paula Serra, 2007. "Market Impact of International Sporting and Cultural Events," Working Papers 0720, International Association of Sports Economists;North American Association of Sports Economists.
• Henryk Gurgul & Paweł Majdosz, 2007. "The informational content of insider trading disclosures: empirical results for the Polish stock market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 15(1), pages 1-19, March.
• Monique Jeanblanc & Stoyan Valchev, 2007. "Default-risky bond prices with jumps, liquidity risk and incomplete information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 30(2), pages 109-136, November.
• Steven Petra, 2007. "The Effects of Corporate Governance on the Informativeness of Earnings," Economics of Governance, Springer, vol. 8(2), pages 129-152, February.
• B. Tóth & E. Scalas & J. Huber & M. Kirchler, 2007. "The value of information in a multi-agent market model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 55(1), pages 115-120, January.
  • Bence Toth & Enrico Scalas & Juergen Huber & Michael Kirchler, 2006. "The value of information in a multi-agent market model," Papers physics/0610026, arXiv.org, revised Feb 2007.
  • Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael, 2006. "The value of information in a multi-agent market model," MPRA Paper 341, University Library of Munich, Germany.
• Zhixiong Zeng, 2007. "The price of size and financial market allocations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(1), pages 21-48, January.
  • Zhixiong Zeng, 2004. "The Price Of Size And Financial Market Allocations," Royal Economic Society Annual Conference 2004 86, Royal Economic Society.
• Dominique Dupont & Gabriel Lee, 2007. "Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(2), pages 393-400, May.
  • Dupont, Dominique Y. & Lee, Gabriel S., 2003. "Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread," Economics Series 132, Institute for Advanced Studies.
• Tilman Klumpp, 2007. "Communication in financial markets with several informed traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(3), pages 437-456, December.
• Daniel Bartsch & Christoph J. Börner, 2007. "Werteffekte strategischer Desinvestitionen — Eine empirische Untersuchung am deutschen Kapitalmarkt," Schmalenbach Journal of Business Research, Springer, vol. 59(1), pages 2-34, February.
• Tim Bollerslev & George Tauchen & Hao Zhou, 2009. "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4463-4492, November.
  • Tim Bollerslev & Hao Zhou, 2006. "Expected stock returns and variance risk premia," Finance and Economics Discussion Series 2007-11, Board of Governors of the Federal Reserve System (U.S.).
  • Tim Bollerslev & Hao Zhou, 2007. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2007-17, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Tzuo Hao & George Tauchen, 2008. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2008-48, Department of Economics and Business Economics, Aarhus University.
• Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George, 2008. "Risk, jumps, and diversification," Journal of Econometrics, Elsevier, vol. 144(1), pages 234-256, May.
  • Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007. "Risk, Jumps, and Diversification," CREATES Research Papers 2007-19, Department of Economics and Business Economics, Aarhus University.
• Anna Obizhaeva, 2007. "Liquidity Estimates and Selection Bias," Working Papers w0225, New Economic School (NES).
• Heather Anderson & Howard Chan & Robert Faff & Yew Kee Ho, 2012. "Reported earnings and analyst forecasts as competing sources of information: A new approach," Australian Journal of Management, Australian School of Business, vol. 37(3), pages 333-359, December.
  • H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007. "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics 2007-488, Australian National University, College of Business and Economics, School of Economics.
• Lasse Heje Pedersen & Mark Mitchell & Todd Pulvino, 2007. "Slow Moving Capital," American Economic Review, American Economic Association, vol. 97(2), pages 215-220, May.
  • Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino, 2007. "Slow Moving Capital," NBER Working Papers 12877, National Bureau of Economic Research, Inc.
  • Pedersen, Lasse Heje & Mitchell, Mark & Pulvino, Todd, 2007. "Slow Moving Capital," CEPR Discussion Papers 6117, C.E.P.R. Discussion Papers.
• Massimo Guidolin & Eliana La Ferrara, 2007. "Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms?," American Economic Review, American Economic Association, vol. 97(5), pages 1978-1993, December.
  • La Ferrara, Eliana & Guidolin, Massimo, 2004. "Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms?," CEPR Discussion Papers 4668, C.E.P.R. Discussion Papers.
  • Massimo Guidolin & Eliana La Ferrara, 2006. "Diamonds are forever, wars are not. Is conflict bad for private firms?," Working Papers 2005-004, Federal Reserve Bank of St. Louis.
• Malcolm Baker & Jeffrey Wurgler, 2007. "Investor Sentiment in the Stock Market," Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 129-152, Spring.
  • Malcolm Baker & Jeffrey Wurgler, 2007. "Investor Sentiment in the Stock Market," NBER Working Papers 13189, National Bureau of Economic Research, Inc.
• Collins G. Ntim & Kwaku K. Opong & Jo Danbolt, 2007. "An Empirical Re-Examination of the Weak Form Efficient Markets Hypothesis of the Ghana Stock Market Using Variance-Ratios Tests," The African Finance Journal, Africagrowth Institute, vol. 9(2), pages 1-25.
• Levent Gokdemir & Kamil Durdu, 2007. "Economic Significance Of Tourism In The Economic Growth Of Turkey," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(7), pages 169-176, April.
• Moisescu Ovidiu Ioan & Gica Oana Adriana, 2007. "An Analysis Of The Brand Loyalty Based Consumer Typology," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(8), pages 83-88, April.
  • Moisescu Ovidiu Ioan, 2007. "An Analysis Of The Brand Loyalty Based Consumer Typology," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(7), pages 55-60, April.
• Gruescu Ramona, 2007. "Tendencies Regarding The Training And The Education In Tourism," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(7), pages 71-82, April.
• Dimitar Nenkov, 2007. "Actual and Fundamental Rates “Price-Earnings” on the Bulgarian Capital Market," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 23-44.
• Gregory Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," Staff Working Papers 07-20, Bank of Canada.
• Lo, Ingrid & Sapp, Stephen G., 2010. "Order aggressiveness and quantity: How are they determined in a limit order market?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 213-237, July.
  • Ingrid Lo & Stephen Sapp, 2007. "Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?," Staff Working Papers 07-23, Bank of Canada.
• Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007. "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Staff Working Papers 07-27, Bank of Canada.
• Christopher Chung & Bryan Campbell & Scott Hendry, 2007. "Price Discovery in Canadian Government Bond Futures and Spot Markets," Staff Working Papers 07-4, Bank of Canada.
• Bryan Campbell & Scott Hendry, 2007. "Price Discovery in Canadian and U.S. 10-Year Government Bond Markets," Staff Working Papers 07-43, Bank of Canada.
• Natasha Khan, 2007. "Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds," Staff Working Papers 07-5, Bank of Canada.
• Ognjen Radonjić, 2007. "Rational Speculative Bubbles: A Critical View," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 52(174-175), pages 73-99, July - De.
• Ewerhart, C. & Valla, N., 2008. "Financial market liquidity and the lender of last resort," Financial Stability Review, Banque de France, issue 11, pages 133-148, February.
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• Uri Ben-Zion & Sharon Shafran & TAL SHAVIT, 2007. "Investors’ Decision To Trade Stocks – An Experimental Study," Working Papers 0708, Ben-Gurion University of the Negev, Department of Economics.
• Tae Soo Kang & Guonan Ma, 2007. "Recent episodes of credit card distress in Asia," BIS Quarterly Review, Bank for International Settlements, June.
• Upper, Christian & Werner, Thomas, 2002. "Tail Wags Dog? Time-Varying Information Shares in the Bund Market," Discussion Paper Series 1: Economic Studies 2002,24, Deutsche Bundesbank.
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• Michael Schröder, 2007. "Is there a Difference? The Performance Characteristics of SRI Equity Indices," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 331-348, January.
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• Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3-4), pages 613-641.
  • Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
  • DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," CORE Discussion Papers RP 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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  • Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
• Michael Schröder, 2007. "Is there a Difference? The Performance Characteristics of SRI Equity Indices," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 331-348, January.
  • Schröder, Michael, 2005. "Is there a Difference? The Performance Characteristics of SRI Equity Indexes," ZEW Discussion Papers 05-50, ZEW - Leibniz Centre for European Economic Research.
• Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
  • Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
  • DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • A. Durre & P. Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Post-Print hal-00269291, HAL.
  • A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
  • Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
• Paolo Vitale, 2007. "A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 903-934, December.
  • Vitale, Paolo, 2004. "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers 4530, C.E.P.R. Discussion Papers.
• Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2007. "Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market," Journal of Finance, American Finance Association, vol. 62(2), pages 557-595, April.
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• Ari Hyytinen & Mika Pajarinen, 2007. "Is The Cost Of Debt Capital Higher For Younger Firms?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(1), pages 55-71, February.
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• Oscar A. Díaz Quevedo, 2007. "Disciplina de mercado en el sistema bancario boliviano," Serie de Documentos de Trabajo 2007/01, Banco Central de Bolivia.
• Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2007. "What captures liquidity risk? A comparison of trade and order based liquidity factors," Working Paper 2007/03, Norges Bank.
• Jokivuolle, Esa & Vesala, Timo, 2007. "Portfolio effects and efficiency of lending under Basel II," Research Discussion Papers 13/2007, Bank of Finland.
• Jozsef Molnar, 2002. "Preemptive Horizontal Mergers: Theory and Evidence," CERS-IE WORKING PAPERS 0213, Institute of Economics, Centre for Economic and Regional Studies.
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• Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2007. "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers 2018.1, Bank of Israel, revised Oct 2018.
• Yasuaki Amatatsu & Naohiko Baba, 2007. "Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis," Bank of Japan Working Paper Series 07-E-12, Bank of Japan.
• Hackbarth, Dirk & Miao, Jianjun, 2012. "The dynamics of mergers and acquisitions in oligopolistic industries," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 585-609.
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• Giuliano Lorenzoni & Adrian Pizzinga & Rodrigo Atherino & Cristiano Fernandes & Rosane Riera Freire, 2007. "On the Statistical Validation of Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 5(1), pages 3-28.
• Newton Carneiro Affonso da Costa Jr. & Roberto Meurer & César Medeiros Cupertino, 2007. "Is there a relationship between accounting and stock market returns in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 5(2), pages 233-245.
• Hoechle, Daniel & Zimmermann, Heinz, 2007. "A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors," Working papers 2007/14, Faculty of Business and Economics - University of Basel.
• Drobetz, Wolfgang & Erdmann, Thomas & Zimmermann, Heinz, 2007. "Predictability in the cross-section of European bank stock returns," Working papers 2007/21, Faculty of Business and Economics - University of Basel.
• Taoufik Bouraoui, 2007. "The Impact of Stock Spam on Volumes," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 50(4), pages 411-425.
• Diego García & Francesco Sangiorgi, 2011. "Information Sales and Strategic Trading," The Review of Financial Studies, Society for Financial Studies, vol. 24(9), pages 3069-3104.
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• John Ashton & Khac Pham, 2007. "Efficiency and Price Effects of Horizontal Bank Mergers," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2007-09, Centre for Competition Policy, University of East Anglia, Norwich, UK..
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• Oberndorfer, Ulrich & Ulbricht, Dirk, 2007. "Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis," ZEW Discussion Papers 07-030, ZEW - Leibniz Centre for European Economic Research.
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• Anna Obizhaeva, 2007. "Liquidity Estimates and Selection Bias," Working Papers w0225, Center for Economic and Financial Research (CEFIR).
• Ladley, Dan & Schenk-Hoppé, Klaus Reiner, 2009. "Do stylised facts of order book markets need strategic behaviour?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 817-831, April.
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• Bajgrowicz, Pierre & Scaillet, Olivier, 2012. "Technical trading revisited: False discoveries, persistence tests, and transaction costs," Journal of Financial Economics, Elsevier, vol. 106(3), pages 473-491.
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• Nicolas Melissas, 2007. "The Trader, the Market Maker, his Guru and her Information," Working Papers 0702, Centro de Investigacion Economica, ITAM.
• Cécile Carpentier & Jean-François L'Her & Stephan Smith & Jean-Marc Suret, 2007. "Risk, Timing and Overoptimism in Private Placements and Public Offerings," CIRANO Working Papers 2007s-27, CIRANO.
• Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Levine's Bibliography 321307000000000841, UCLA Department of Economics.
• Richard C. Green & Burton Hollifield & Norman Schürhoff, 2007. "Financial Intermediation and the Costs of Trading in an Opaque Market," The Review of Financial Studies, Society for Financial Studies, vol. 20(2), pages 275-314.
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• Martin Cincibuch & Matrina Horníková, 2008. "Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 210-230, August.
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• David Abad & Roberto Pascual, 2010. "Switching To A Temporary Call Auction In Times Of High Uncertainty," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(1), pages 45-75, March.
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• Juan Camilo Rojas, 2007. "En busca de algunos hechos estilizados del mercado financiero colombiano," Borradores de Investigación 4360, Universidad del Rosario.
• Jorge Mario Uribe Gil, 2007. "Caracterización del mercado accionario colombiano, 2001-2006: un análisis comparativo," Borradores de Economia 456, Banco de la Republica de Colombia.
  • Jorge Marío Uribe Gil, 2007. "Caracterización Del Mercado Accionario Colombiano, 2001-2006: Un Análisis Comparativo," Borradores de Economia 4025, Banco de la Republica.
• Carolina Ramírez L., 2007. "Impacto de las noticias sobre el mercado de deuda pública interna en Colombia," Coyuntura Económica, Fedesarrollo, December.
• Nicolás Acevedo Vélez, 2007. "The cattle crush strategy: trading opportunities for cattle producers," Revista Ecos de Economía, Universidad EAFIT, October.
• AKTAS, Nihat & DE BODT, Eric & VAN OPPENS, Hervé, 2007. "Evidence of the contribution of legal insider trading to market efficiency," LIDAM Discussion Papers CORE 2007014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
  • Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
  • DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • A. Durre & P. Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Post-Print hal-00269291, HAL.
  • A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
  • Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
• Hau, Harald, 2007. "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers 6094, C.E.P.R. Discussion Papers.
• Lasse Heje Pedersen & Mark Mitchell & Todd Pulvino, 2007. "Slow Moving Capital," American Economic Review, American Economic Association, vol. 97(2), pages 215-220, May.
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• Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October.
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  • José M. Marín & Jacques Olivier, 2007. "The dog that did not bark: Insider trading and crashes," Working Papers 2007-20, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
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• Amil Dasgupta & Andrea Prat & Michela Verardo, 2011. "Institutional Trade Persistence and Long‐Term Equity Returns," Journal of Finance, American Finance Association, vol. 66(2), pages 635-653, April.
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• Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April.
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• Ivaldi, Marc & Motis, Jrissy, 2007. "Mergers as Auctions," IDEI Working Papers 461, Institut d'Économie Industrielle (IDEI), Toulouse.
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• Hvide, Hans K. & Møen, Jarle, 2007. "Liquidity Constraints and Entrepreneurial Performance," Discussion Papers 2007/21, Norwegian School of Economics, Department of Business and Management Science.
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• Alex Gershkov & Flavio Toxvaerd, 2013. "On seller estimates and buyer returns," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 47-55, May.
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• Paolo Vitale, 2012. "Optimal informed trading in the foreign exchange market," The European Journal of Finance, Taylor & Francis Journals, vol. 18(10), pages 989-1013, November.
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• Albuquerque, Rui & Miao, Jianjun, 2014. "Advance information and asset prices," Journal of Economic Theory, Elsevier, vol. 149(C), pages 236-275.
  • Rui Albuquerque & Jianjun Miao, "undated". "Advance Information and Asset Prices," Boston University - Department of Economics - Working Papers Series wp2009-017, Boston University - Department of Economics.
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• Viral V. Acharya & Stephen Schaefer & Yili Zhang, 2015. "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-51.
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• Acharya, Viral V. & Johnson, Timothy C., 2010. "More insiders, more insider trading: Evidence from private-equity buyouts," Journal of Financial Economics, Elsevier, vol. 98(3), pages 500-523, December.
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• Waldenström, Daniel & Frey, Bruno S., 2008. "Did nordic countries recognize the gathering storm of World War II? Evidence from the bond markets," Explorations in Economic History, Elsevier, vol. 45(2), pages 107-126, April.
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  • Daniel Waldenstrom & Bruno S. Frey, 2007. "Did Nordic Countries Recognize the Gathering Storm of World War II? Evidence from the Bond Markets," CREMA Working Paper Series 2007-18, Center for Research in Economics, Management and the Arts (CREMA).
• Tristan Boyer & Elena CHANE-ALUNE, 2007. "Les IFRS et les besoins en informations non financières," LSF Research Working Paper Series 07-06, Luxembourg School of Finance, University of Luxembourg.
• Dikaios Tserkezos & Eleni Thanou, 2007. "Conventional Nonlinear Relationships between GDP, Inflation and Stock Market Returns. An Investigation for the Greek Economy," Working Papers 0731, University of Crete, Department of Economics.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2010. "Modelling and measuring price discovery in commodity markets," Journal of Econometrics, Elsevier, vol. 158(1), pages 95-107, September.
  • Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2007. "Modelling and measuring price discovery in commodity markets," DEE - Working Papers. Business Economics. WB wb074510, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2008. "Modelling and Measuring Price Discovery in Commodity Markets," DEE - Working Papers. Business Economics. WB 15951, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Flores, Juan-Huitzi, 2007. "Information asymmetries and financial intermediation during the Baring crisis : 1880-1890," IFCS - Working Papers in Economic History.WH wp07-16, Universidad Carlos III de Madrid. Instituto Figuerola.
• Hautsch, Nikolaus & Hess, Dieter, 2007. "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 189-208, March.
  • Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Discussion Papers 04-17, University of Copenhagen. Department of Economics.
  • Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery," FRU Working Papers 2004/06, University of Copenhagen. Department of Economics. Finance Research Unit.
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• Ang, Andrew & Gu, Li & Hochberg, Yael V., 2007. "Is Ipo Underperformance a Peso Problem?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(3), pages 565-594, September.
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• De Meyer, Bernard, 2010. "Price dynamics on a stock market with asymmetric information," Games and Economic Behavior, Elsevier, vol. 69(1), pages 42-71, May.
  • Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
• Marc Feuilloley & Patrick Sentis, 2007. "Pertinence économique de la comptabilisation des dépréciations de goodwill:le cas français," Revue Finance Contrôle Stratégie, revues.org, vol. 10(1), pages 95-124, March.
• Maxime Merli & Alain Schatt, 2007. "Are there contagion or competition effects for non rated firms?The case of successive bond rating downgrades of Alcatel," Working Papers CREGO 1070603, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Gerard Gannon & Siu Pang Au-Yeung, 2007. "Modelling Regulatory Change V's Volume of Trade Effects in HSIF and HSI Volatility: A Note," Working Papers 2007_06, Deakin University, Department of Economics.
• Pullen, Daniel & Gannon, Gerard, 2007. "The index effect: an investigation of the price, volume and trading effects surrounding changes to the S & P Australian indices," Working Papers aef_2007_07, Deakin University, Department of Economics.
• Gerard Gannon & Yuwei Zhou, 2007. "Conflicts of Interest and China's A- Share Underpricing," Working Papers 2007_09, Deakin University, Department of Economics.
• Yap, Chee Jin & Gannon, Gerard, 2007. "Factors affecting the credit spreads behaviour of USD Malaysian bonds," Working Papers aef_2007_10, Deakin University, Department of Economics.
• Gannon, Gerard & Au-Yeung, Siu Pang, 2007. "Modelling regulatory change v's volume of trade effects in HSIF and HSI volatility: a note," Working Papers aef_2007_06, Deakin University, Department of Economics.
• Marie-Laure Breuillé, 2007. "Tradable deficit permits: a way to ensure sub-national fiscal discipline?," EconomiX Working Papers 2007-17, University of Paris Nanterre, EconomiX.
• Yousfi, Ouidad, 2007. "Le rôle de la dette dans le LBO : une revue de la littérature [Debt in LBO projects: survey of the literature]," MPRA Paper 28708, University Library of Munich, Germany, revised 2007.
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• Surachai CHANCHARAT & Abbas VALADKHANI & Charles HAVIE, 2007. "The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(1).
• KIANI, Khurshid M., 2007. "Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(1), pages 103-118.
• Abdul Qayyum & Sajawal Khan, 2007. "X-efficiency, Scale Economies, Technological Progress and Competition: A Case of Banking Sector in Pakistan," PIDE-Working Papers 2007:23, Pakistan Institute of Development Economics.
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• Giovanni Cespa & Xavier Vives, 2012. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
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• Andersson, Magnus, 2007. "Using intraday data to gauge financial market responses to Fed and ECB monetary policy decisions," Working Paper Series 726, European Central Bank.
• Marco Cipriani & Antonio Guarino, 2006. "Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence," WEF Working Papers 0008, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  • Cipriani, Marco & Guarino, Antonio, 2007. "Transaction costs and informational cascades in financial markets: Theory and experimental evidence," Working Paper Series 736, European Central Bank.
• Michael Ehrmann & Marcel Fratzscher, 2009. "Explaining Monetary Policy in Press Conferences," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 42-84, June.
  • Ehrmann, Michael & Fratzscher, Marcel, 2007. "Explaining monetary policy in press conferences," Working Paper Series 767, European Central Bank.
• Fahlenbrach, Rudiger & Minton, Bernadette A. & Pan, Carrie H., 2007. "The Market for Comeback CEOs," Working Paper Series 2007-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• George Bulkley & Richard W P Holt, 2007. "Forecasting Cross-Section Stock Returns using The Present Value Model," Edinburgh School of Economics Discussion Paper Series 163, Edinburgh School of Economics, University of Edinburgh.
• Charitou, Andreas & Lambertides, Neophytos & Trigeorgis, Lenos, 2007. "Managerial discretion in distressed firms," The British Accounting Review, Elsevier, vol. 39(4), pages 323-346.

2006

• Owen A. Lamont & Jeremy C. Stein, 2006. "Investor Sentiment and Corporate Finance: Micro and Macro," American Economic Review, American Economic Association, vol. 96(2), pages 147-151, May.
  • Owen A. Lamont & Jeremy C. Stein, 2005. "Investor Sentiment and Corporate Finance: Micro and Macro," NBER Working Papers 11882, National Bureau of Economic Research, Inc.
• Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June.
  • Eric van Wincoop & Philippe Bacchetta, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," NBER Working Papers 9498, National Bureau of Economic Research, Inc.
  • Bacchetta, Philippe & van Wincoop, Eric, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers 3808, C.E.P.R. Discussion Papers.
  • Philippe Bacchetta & Eric van Wincoop, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Working Papers 03.02, Swiss National Bank, Study Center Gerzensee.
  • Eric van Wincoop & Philippe Bacchetta, 2004. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Econometric Society 2004 North American Winter Meetings 628, Econometric Society.
• Laura L. Veldkamp, 2006. "Media Frenzies in Markets for Financial Information," American Economic Review, American Economic Association, vol. 96(3), pages 577-601, June.
  • Laura Veldkamp, 2003. "Media Frenzies in Markets for Financial Information," Working Papers 03-20, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Laura Veldkamp, 2004. "Media Frenzies in Markets for Financial Information," Econometric Society 2004 North American Winter Meetings 4, Econometric Society.
• Mohamed Chikhi & Claude Diebolt, 2010. "Nonparametric analysis of financial time series by the Kernel methodology," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(5), pages 865-880, August.
  • Mohamed Chikhi & Claude Diebolt, 2006. "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers 06-11, Association Française de Cliométrie (AFC).
• Charles Adjasi & Nicholas Biekpe, 2006. "Interest Rate and Stock Market Returns in Africa," The African Finance Journal, Africagrowth Institute, vol. 8(2), pages 12-30.
• Robin Boadway & Motohiro Sato, 2011. "Entrepreneurship and asymmetric information in input markets," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 18(2), pages 166-192, April.
  • Robin Boadway & Motohiro Sato, 2006. "Entrepreneurship and Asymmetric Information in Input Markets," Working Papers 1069, Queen's University, Department of Economics.
  • Boadway, Robin & Sato, Motohiro, 2006. "Entrepreneurship and Asymmetric Information in Input Markets," Queen's Economics Department Working Papers 273545, Queen's University - Department of Economics.
• Chen, Kim Heng & Han, Li-Ming, 2006. "Efficiency in Information Processing: A Study of Non-Nearby Currency Futures and Relationships with Nearby Counterparts," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 2(01), pages 1-29.
• DE SCHEPPER, Ann & HEIJNEN, Bart, 2006. "Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values," Working Papers 2006019, University of Antwerp, Faculty of Business and Economics.
• DE SCHEPPER, Ann & HEIJNEN, Bart, 2006. "Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk," Working Papers 2006020, University of Antwerp, Faculty of Business and Economics.
• Pedro Elosegui & Paula Español & Demian Panigo & Juan Sotes Paladino, 2006. "Methodological Alternatives for the Analysis of Financial Constraints in Argentina," BCRA Working Paper Series 200602, Central Bank of Argentina, Economic Research Department.
• Antonio, DI Cesare, 2006. "Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 35(1), pages 121-150, February.
  • Antonio Di Cesare, 2006. "Do market-based indicators anticipate rating agencies? Evidence for international banks," Temi di discussione (Economic working papers) 593, Bank of Italy, Economic Research and International Relations Area.
• Humberto Mora & Hernán Rincón, 2006. "Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries?," Borradores de Economia 364, Banco de la Republica de Colombia.
• Lagerblom, A. & Levy-Rueff, G., 2006. "La gestion des réserves de change et ses conséquences pour les marchés," Bulletin de la Banque de France, Banque de France, issue 148, pages 39-50.
• Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October.
  • José M. Marín & Jacques Olivier, 2006. "The dog that did not bark: Insider trading and crashes," Economics Working Papers 948, Department of Economics and Business, Universitat Pompeu Fabra.
  • Jacques Olivier & José M. Marín, 2015. "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers 241, Barcelona School of Economics.
  • José M. Marín & Jacques Olivier, 2007. "The dog that did not bark: Insider trading and crashes," Working Papers 2007-20, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  • Marín Vigueras, José Maria & Olivier, Jacques, 2007. "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers 6244, C.E.P.R. Discussion Papers.
  • Jacques Olivier & J. M. Marin, 2006. "The dog that did not bark: insider trading and crashes," Post-Print halshs-00121093, HAL.
• Nikola Tarashev & Kostas Tsatsaronis, 2006. "Risk premia across asset markets: information from option prices," BIS Quarterly Review, Bank for International Settlements, March.
• Maurizio Luisi & Jeffery D. Amato, 2006. "Macro factors in the term structure of credit spreads," BIS Working Papers 203, Bank for International Settlements.
• Marian Micu & Eli M Remolona & Philip D. Wooldridge, 2006. "The price impact of rating announcements: which announcements matter?," BIS Working Papers 207, Bank for International Settlements.
• Antonio, DI Cesare, 2006. "Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 35(1), pages 121-150, February.
  • Antonio Di Cesare, 2006. "Do market-based indicators anticipate rating agencies? Evidence for international banks," Temi di discussione (Economic working papers) 593, Bank of Italy, Economic Research and International Relations Area.
• David J. Beggs & Christopher L. Skeels, 2006. "Market Arbitrage of Cash Dividends and Franking Credits," The Economic Record, The Economic Society of Australia, vol. 82(258), pages 239-252, September.
  • D. Beggs & C.L. Skeels, 2005. "Market Arbitrage of Cash Dividends and Franking Credits," Department of Economics - Working Papers Series 947, The University of Melbourne.
• Joshua Kirkwood & Daehoon Nahm, 2006. "Australian Banking Efficiency and Its Relation to Stock Returns," The Economic Record, The Economic Society of Australia, vol. 82(258), pages 253-267, September.
  • Joshua Kirkwood & Daehoon Nahm, 2005. "Australian Banking Efficiency and its Relation to Stock Returns," Research Papers 0508, Macquarie University, Department of Economics.
• Pilar Abad‐Romero & M. Dolores Robles‐Fernandez, 2006. "Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(5‐6), pages 885-908, June.
  • Pilar Abad-Romero & M. Dolores Robles-Fernandez, 2006. "Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(5-6), pages 885-908.
• Peter‐Jan Engelen & Rezaul Kabir, 2006. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7‐8), pages 1142-1167, September.
  • Peter-Jan Engelen & Rezaul Kabir, 2006. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7-8), pages 1142-1167.
  • Engelen, P.J. & Kabir, M.R., 2001. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Discussion Paper 2001-92, Tilburg University, Center for Economic Research.
• Pilar Abad‐Romero & M. Dolores Robles‐Fernandez, 2006. "Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(5‐6), pages 885-908, June.
  • Pilar Abad Romero & M. Dolores Robles Fernández, 2005. "Risk and returns around bond rating changes: New evidence from the Spanish Stock Market," Documentos de Trabajo del ICAE 0505, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Peter‐Jan Engelen & Rezaul Kabir, 2006. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7‐8), pages 1142-1167, September.
  • Engelen, P.J. & Kabir, M.R., 2001. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Other publications TiSEM 28eafb93-739c-4826-a624-d, Tilburg University, School of Economics and Management.
  • Engelen, P.J. & Kabir, M.R., 2001. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Discussion Paper 2001-92, Tilburg University, Center for Economic Research.
• Francesco Franzoni & José M. Marín, 2006. "Pension Plan Funding and Stock Market Efficiency," Journal of Finance, American Finance Association, vol. 61(2), pages 921-956, April.
  • Francesco Franzoni & José M. Marín, 2005. "Pension plan funding and stock market efficiency," Economics Working Papers 871, Department of Economics and Business, Universitat Pompeu Fabra.
  • Francesco Franzoni & J. M. Marin, 2006. "Pension Plan Funding and Stock Market Efficiency," Post-Print halshs-00009850, HAL.
• Jana P. Fidrmuc & Marc Goergen & Luc Renneboog, 2006. "Insider Trading, News Releases, and Ownership Concentration," Journal of Finance, American Finance Association, vol. 61(6), pages 2931-2973, December.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM 2cc19d5c-a469-4877-a6f4-a, Tilburg University, School of Economics and Management.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Discussion Paper 2005-025, Tilburg University, Tilburg Law and Economic Center.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM 12ebc2dc-8f53-4136-b360-6, Tilburg University, School of Economics and Management.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Discussion Paper 2005-97, Tilburg University, Center for Economic Research.
• Rainio, Elina, 2006. "Osakeyhtiölain vaikutukset sijoittajan suojaan ja rahoitusmarkkinoiden kehitykseen," Research Discussion Papers 16/2006, Bank of Finland.
• Anandarajan, Asokan & Hasan, Iftekhar & McCarthy, Cornelia, 2006. "The use of loan loss provisions for capital management, earnings management and signalling by Australian banks," Research Discussion Papers 23/2006, Bank of Finland.
• Alexandros E. Milionis, 2006. "An Alternative Definition of Market Efficiency and some Comments on its Empirical Testing," Working Papers 50, Bank of Greece.
• Asaf Zussman & Noam Zussman & Morten Ørregaard Nielsen, 2008. "Asset Market Perspectives on the Israeli–Palestinian Conflict," Economica, London School of Economics and Political Science, vol. 75(297), pages 84-115, February.
  • Asaf Zussman & Noam Zussman & Morten Nielsen, 2006. "Asset Market Perspectives on the Israeli-Palestinian Conflict," Bank of Israel Working Papers 2006.02, Bank of Israel.
• Wook Sohn & Yunsung Eom, 2006. "Monetary Policy and the Stock Market: Intraday Transaction Data Analysis (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 12(3), pages 38-78, September.
• Sangwon Suh, 2006. "The Stabilizing Effects of Active KRW-JPY Transactions on KRW Exchange Rate Movements (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 12(3), pages 79-115, September.
• Zeynel Abidin Ozdemir, 2006. "Persistence in Emerging Market Stock Returns: Empirical Evidence from Six Stock Markets," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(31), pages 19-30.
• Richard Saito & José André C. M. Pereira, 2006. "Bookbuilding and Strategic Allocation: Evidence from the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 4(1), pages 33-53.
• Jairo Laser Procianoy & Rodrigo S. Verdi, 2006. "The Market Reaction to Changes in the Brazilian Stock Exchange Indexes," Brazilian Review of Finance, Brazilian Society of Finance, vol. 4(2), pages 141-167.
• Marcos Roberto Gois de Oliveira & Charles Ulises de Montreuil Carmona & José Lamartine Távora Junior, 2006. "Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte Carlo Simulation," Brazilian Review of Finance, Brazilian Society of Finance, vol. 4(2), pages 181-202.
• Koustas, Zisimos & Lamarche, Jean-François & Serletis, Apostolos, 2008. "Threshold random walks in the US stock market," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 43-48.
  • Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006. "Threshold Random Walks in the U.S. Stock Market," Working Papers 0602, Brock University, Department of Economics, revised May 2006.
• George J. Mailath & Georg Nöldeke, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Levine's Bibliography 321307000000000267, UCLA Department of Economics.
  • Mailath, George J. & Nöldeke, Georg, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Working papers 2006/09, Faculty of Business and Economics - University of Basel.
  • George J. Mailath & Georg Noldeke, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Cowles Foundation Discussion Papers 1573, Cowles Foundation for Research in Economics, Yale University.
• Pensa, Pascal, 2006. "Nomen est Omen: How Company Names Influence Short- and Long-Run Stock Market Performance," Working papers 2006/13, Faculty of Business and Economics - University of Basel.
• Philipp M. Schlumpf & Markus M. Schmid & Heinz Zimmermann, 2008. "The First‐ and Second‐Hand Effect of Analysts' Stock Recommendations: Evidence from the Swiss Stock Market," European Financial Management, European Financial Management Association, vol. 14(5), pages 962-988, November.
  • Schlumpf, Philipp M. & Schmid, Markus M. & Zimmermann, Heinz, 2006. "The First- and Second-Hand Effect of Analysts' Stock Recommendations - Evidence from the Swiss Stock Market," Working papers 2006/14, Faculty of Business and Economics - University of Basel.
• Alan Hughes & Jaeho Lee, 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," Working Papers wp336, Centre for Business Research, University of Cambridge.
• Andrea M. Buffa & Giovanna Nicodano, 2008. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Review of Finance, European Finance Association, vol. 12(4), pages 735-765.
  • Andrea Buffa & Giovanna Nicodano, 2006. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Carlo Alberto Notebooks 16, Collegio Carlo Alberto.
• Christopher Knittel & Catherine Wolfram & James Bushnell & Severin Borenstein, 2006. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California?s Electricity Markets," Working Papers 630, University of California, Davis, Department of Economics.
  • Borenstein, Severin & Bushnell, James & Knittel, Chris & Wolfram, Catherine, 2008. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California's Electricity Markets," Staff General Research Papers Archive 13133, Iowa State University, Department of Economics.
• Severin Borenstein & James Bushnell & Christopher R. Knittel & Catherine Wolfram, 2008. "Inefficiencies And Market Power In Financial Arbitrage: A Study Of California'S Electricity Markets," Journal of Industrial Economics, Wiley Blackwell, vol. 56(2), pages 347-378, June.
  • Borenstein, Severin & Bushnell, James & Wolfram, Catherine D, 2006. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California’s Electricity Markets," Institute of Transportation Studies, Working Paper Series qt7fp26301, Institute of Transportation Studies, UC Davis.
  • Christopher Knittel & Catherine Wolfram & James Bushnell & Severin Borenstein, 2006. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California?s Electricity Markets," Working Papers 105, University of California, Davis, Department of Economics.
  • Borenstein, Severin & Bushnell, James & Knittel, Chris & Wolfram, Catherine, 2008. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California's Electricity Markets," Staff General Research Papers Archive 13133, Iowa State University, Department of Economics.
• Christopher Knittel & Catherine Wolfram & James Bushnell & Severin Borenstein, 2006. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California?s Electricity Markets," Working Papers 630, University of California, Davis, Department of Economics.
• Meenagh, David & Minford, Patrick & Peel, David, 2007. "Simulating stock returns under switching regimes - A new test of market efficiency," Economics Letters, Elsevier, vol. 94(2), pages 235-239, February.
  • Minford, Patrick & Peel, David & Meenagh, David, 2006. "Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency," CEPR Discussion Papers 5614, C.E.P.R. Discussion Papers.
  • Meenagh, David & Minford, Patrick & Peel, David, 2006. "Simulating Stock Returns under switching regimes - a new test of market efficiency," Cardiff Economics Working Papers E2006/13, Cardiff University, Cardiff Business School, Economics Section.
• Rosa, Carlo & Verga, Giovanni, 2006. "The impact of central bank announcements on asset prices in real time: testing the efficiency of the Euribor futures market," LSE Research Online Documents on Economics 19777, London School of Economics and Political Science, LSE Library.
  • Carlo Rosa & Giovanni Verga, 2006. "The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market," CEP Discussion Papers dp0764, Centre for Economic Performance, LSE.
• Dirk Hackbarth & Erwan Morellec, 2008. "Stock Returns in Mergers and Acquisitions," Journal of Finance, American Finance Association, vol. 63(3), pages 1213-1252, June.
  • Dirk Hackbarth & Erwan Morellec, 2006. "Stock Returns in Mergers and Acquisitions," Swiss Finance Institute Research Paper Series 06-01, Swiss Finance Institute.
• Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009. "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 406-426, April.
  • Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 06.04, Swiss National Bank, Study Center Gerzensee.
  • Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Swiss Finance Institute Research Paper Series 06-15, Swiss Finance Institute, revised Jun 2006.
  • Bacchetta, Philippe & van Wincoop, Eric & Mertens, Elmar, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," CEPR Discussion Papers 5770, C.E.P.R. Discussion Papers.
  • Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 102006, Hong Kong Institute for Monetary Research.
• Miguel Vidal González, 2006. "Gestión conjunta de la calidad en grupos empresariales de la economía social," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 54, pages 53-72, April.
• Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam, 2006. "Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum," Canadian Journal of Economics, Canadian Economics Association, vol. 39(2), pages 621-642, May.
• Mailath, George J. & Nöldeke, Georg, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Working papers 2006/09, Faculty of Business and Economics - University of Basel.
  • George J. Mailath & Georg Nöldeke, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Levine's Bibliography 321307000000000267, UCLA Department of Economics.
  • George J. Mailath & Georg Noldeke, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Cowles Foundation Discussion Papers 1573, Cowles Foundation for Research in Economics, Yale University.
• Mr. Garry J. Schinasi, 2004. "Private Finance and Public Policy," IMF Working Papers 2004/120, International Monetary Fund.
  • Garry J. Schinasi, 2006. "Private Finance and Public Policy," Research and Policy Notes 2006/02, Czech National Bank, Research and Statistics Department.
• Luis Gutiérrez & Jesús Otero, 2007. "Testing for stock market integration in a developing economy: Colombia," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(4), pages 231-236.
  • Luis H Gutierrez & Jesús Otero, 2006. "Testing for stock market integration in a developing economy: Colombia," Documentos de Trabajo 3560, Universidad del Rosario.
• Guillermo Buenaventura Vera & Andrés Felipe Cuevas Ulloa, 2006. "Una propuesta metodológica para la optimización de portafolios de inversión y su aplicacion al caso colombiano," Estudios Gerenciales, Universidad Icesi, January.
• Jorge David Quintero Otero & Hans Peter García Rico, 2006. "Eficiencia en costos en el sistema bancario colombiano: 1989-2003," Revista Semestre Económico, Universidad de Medellín, November.
• Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January.
  • Pierre Giot & Joachim Grammig, 2002. "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002 2002-23, Department of Economics, University of St. Gallen.
  • GIOT, Pierre & GRAMMIG, Joachim, 2006. "How large is liquidity risk in an automated auction market?," LIDAM Reprints CORE 1846, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • GIOT, Pierre & GRAMMIG, Joachim, 2002. "How large is liquidity risk in an automated auction market ?," LIDAM Discussion Papers CORE 2002054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Refet Gürkaynak & Justin Wolfers, 2005. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2005, pages 11-50, National Bureau of Economic Research, Inc.
  • Gürkaynak, Refet S. & Wolfers, Justin, 2005. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," IZA Discussion Papers 1899, Institute of Labor Economics (IZA).
  • Wolfers, Justin & Gürkaynak, Refet, 2006. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," CEPR Discussion Papers 5466, C.E.P.R. Discussion Papers.
  • Refet Gurkaynak & Justin Wolfers, 2006. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Working Papers 11929, National Bureau of Economic Research, Inc.
  • Refet S. Gürkaynak & Justin Wolfers, 2005. "Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk," Working Paper Series 2005-26, Federal Reserve Bank of San Francisco.
• Vitale, Paolo, 2006. "A market microstructure analysis of foreign exchange intervention," Working Paper Series 629, European Central Bank.
  • Vitale, Paolo, 2006. "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5468, C.E.P.R. Discussion Papers.
• Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2013. "Bottom-Up Corporate Governance," Review of Finance, European Finance Association, vol. 17(1), pages 161-201.
  • Augustin Landier & David Sraer & David Thesmar, 2005. "Bottom-Up Corporate Governance," Working Papers hal-00584699, HAL.
  • Thesmar, David & Landier, Augustin & Sraer, David, 2006. "Bottom-Up Corporate Governance," CEPR Discussion Papers 5500, C.E.P.R. Discussion Papers.
  • Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2012. "Bottom-Up Corporate Governance," Post-Print hal-01026127, HAL.
  • Augustin Landier & David Sraer & David Thesmar, 2005. "Bottom-Up Corporate Governance," Working Papers 2005-30, Center for Research in Economics and Statistics.
• Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 531-541, 04-05.
  • Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," NBER Working Papers 11989, National Bureau of Economic Research, Inc.
  • Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," CEPR Discussion Papers 5507, C.E.P.R. Discussion Papers.
  • Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," IZA Discussion Papers 1944, Institute of Labor Economics (IZA).
• Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," Research Papers 1927, Stanford University, Graduate School of Business.
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers.
  • Justin Wolfers & Eric Zitzewitz, 2006. "Prediction Markets in Theory and Practice," NBER Working Papers 12083, National Bureau of Economic Research, Inc.
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," IZA Discussion Papers 1991, Institute of Labor Economics (IZA).
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2007. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(2), pages 807-829.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," IZA Discussion Papers 1996, Institute of Labor Economics (IZA).
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," CEPR Discussion Papers 5591, C.E.P.R. Discussion Papers.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," NBER Working Papers 12073, National Bureau of Economic Research, Inc.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan impacts on the economy: evidence from prediction markets and close elections," Working Paper Series 2006-08, Federal Reserve Bank of San Francisco.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," Research Papers 1928, Stanford University, Graduate School of Business.
• Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers.
• Rui Albuquerque & Eva De Francisco & Luis B. Marques, 2008. "Marketwide Private Information in Stocks: Forecasting Currency Returns," Journal of Finance, American Finance Association, vol. 63(5), pages 2297-2343, October.
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• Meenagh, David & Minford, Patrick & Peel, David, 2007. "Simulating stock returns under switching regimes - A new test of market efficiency," Economics Letters, Elsevier, vol. 94(2), pages 235-239, February.
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• Foucault, Thierry & Gehrig, Thomas, 2008. "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, vol. 88(1), pages 146-168, April.
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• Vitale, Paolo, 2006. "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5729, C.E.P.R. Discussion Papers.
• Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009. "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 406-426, April.
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• Thomas Gehrig & Caroline Fohlin, 2006. "Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange 1880–1910," Review of Finance, European Finance Association, vol. 10(4), pages 587-612, December.
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• Constantine Manasakis, 2009. "Shareholder wealth effects from mergers and acquisitions in the Greek banking industry," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 242-256.
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• Xianfeng Jiang & Yongdong Shi, 2006. "The Impact of Insider Trading on the Secondary Market with Order-Driven System," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 129-143, May.
• Pin-Huang Chou & Guofu Zhou, 2006. "Using Bootstrap to Test Portfolio Efficiency," Annals of Economics and Finance, Society for AEF, vol. 7(2), pages 217-249, November.
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• Entorf, Horst & Steiner, Christian, 2006. "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Darmstadt Discussion Papers in Economics 159, Darmstadt University of Technology, Department of Law and Economics.
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• Nihat Aktas & Eric de Bodt & Laurent Liagre, 2006. "Le décollage d'EADS:le point de vue des marchés financiers," Revue Finance Contrôle Stratégie, revues.org, vol. 9(1), pages 5-34, March.
• Fabrice Hervé, 2006. "Les fonds de pension protègent-ils les investisseurs des évolutions du marché?," Working Papers CREGO 1060101, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Prasad Bhattacharaya & Harminder Singh, 2006. "Estimating Forward Pricing Function: How Efficient is Indian Stock Index Futures Market?," Working Papers 2006_02, Deakin University, Department of Economics.
• Jan De Dreu & Vasso P. Ioannidou, 2005. "The impact of explicit deposit insurance on market discipline," Proceedings 992, Federal Reserve Bank of Chicago.
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• Jacob Bikker & Jan de Dreu, 2006. "Pension fund efficiency: the impact of scale, governance and plan design," DNB Working Papers 109, Netherlands Central Bank, Research Department.
• Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," Recherches économiques de Louvain, De Boeck Université, vol. 76(2), pages 195-217.
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• Fredj Jawadi & Slim Chaouachi, 2006. "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," Working Papers hal-04138865, HAL.
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• CHUKWUOGOR-NDU, Chiaku & FERIDUN, Mete, 2006. "N Econometric Investigation Of The Day-Of-The-Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets (1998-2003)," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
• Quentin C. Chu & Mustafa Mesut Kayali, 2006. "Standard & Poor’S Depositary Receipts And The Market Quality Of S&P 500 Index Futures," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
• Naim Sipra, 2006. "Mutual Fund Performance in Pakistan, 1995-2004," Finance Working Papers 22281, East Asian Bureau of Economic Research.
• Enrico Tanuwidjaja, 2006. "Multi Factor SUR in Event Study Analysis : Evidence from M&A in Singapore’s Financial Industry," Finance Working Papers 22577, East Asian Bureau of Economic Research.
• Anne Cazavan‐Jeny & Thomas Jeanjean, 2007. "Levels of voluntary disclosure in IPO prospectuses: an empirical analysis," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 6(2), pages 131-149, May.
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• Gottshalg, Oliver & Zipser, Daniel, 2006. "Money chasing deals and chasing money - the impact of supply and demand on buyout performance," HEC Research Papers Series 851, HEC Paris.
• Laganá, Marco & Peřina, Martin & von Köppen-Mertes, Isabel & Persaud, Avinash, 2006. "Implications for liquidity from innovation and transparency in the European corporate bond market," Occasional Paper Series 50, European Central Bank.
• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Discussion Papers 2006/11, Free University Berlin, School of Business & Economics.
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• Vitale, Paolo, 2006. "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5468, C.E.P.R. Discussion Papers.
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• Reint Gropp & Arjan Kadareja, 2012. "Stale Information, Shocks, and Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1117-1149, September.
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• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Geography or skills: What explains Fed watchers’ forecast accuracy of US monetary policy?," Working Paper Series 695, European Central Bank.
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• Bae, Kee-Hong & Stulz, René M. & Tan, Hongping, 2008. "Do local analysts know more? A cross-country study of the performance of local analysts and foreign analysts," Journal of Financial Economics, Elsevier, vol. 88(3), pages 581-606, June.
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• Mehran, Hamid & Stulz, Rene M., 2007. "The economics of conflicts of interest in financial institutions," Journal of Financial Economics, Elsevier, vol. 85(2), pages 267-296, August.
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• Jin, Li & Merton, Robert C. & Bodie, Zvi, 2006. "Do a firm's equity returns reflect the risk of its pension plan?," Journal of Financial Economics, Elsevier, vol. 81(1), pages 1-26, July.
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• Bailey, Warren & Andrew Karolyi, G. & Salva, Carolina, 2006. "The economic consequences of increased disclosure: Evidence from international cross-listings," Journal of Financial Economics, Elsevier, vol. 81(1), pages 175-213, July.
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• Dominguez, Kathryn M.E., 2006. "When do central bank interventions influence intra-daily and longer-term exchange rate movements?," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1051-1071, November.
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• Aguiar, Mark & Broner, Fernando A., 2006. "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 699-724, May.
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• Beber, Alessandro & Brandt, Michael W., 2006. "The effect of macroeconomic news on beliefs and preferences: Evidence from the options market," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1997-2039, November.
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• Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing, 2006. "Persistence characteristics of Latin American financial markets," Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 269-290, July.
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• Daher, Wassim & Mirman, Leonard J., 2006. "Cournot duopoly and insider trading with two insiders," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 530-551, September.
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• Dirk Baur & Renee Fry, 2006. "Endogenous Contagion - A Panel Data Analysis," CAMA Working Papers 2006-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007. "Are there Monday effects in stock returns: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 736-755, December.
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• Dante Mendes Aldrighi, 2006. "An evaluation of Stiglitz’s Contributions to the Theory of the Financial Markets," Brazilian Journal of Political Economy, Center of Political Economy, vol. 26(1), pages 137-157.
• Ansgar Belke & Thorsten Polleit, 2006. "Dividend Yields for Forecasting Stock Market Returns. An ARDL Cointegration Analysis for Germany," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 9(1), pages 86-116, Summer.
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• Parisi F., Antonino & Parisi F., Franco, 2006. "Modelos predictivos de lógica y lógica borrosa en índices bursátiles de América del Norte," El Trimestre Económico, Fondo de Cultura Económica, vol. 73(290), pages 265-288, abril-jun.
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• Baquero, G. & Verbeek, M.J.C.M., 2006. "Do Sophisticated Investors Believe in the Law of Small Numbers?," ERIM Report Series Research in Management ERS-2006-033-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Jorge H. del Castillo-Spíndola, 2006. "A Non-Parametric Test of the Conditional CAPM for the Mexican Economy," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 21(2), pages 275-297.
• Eleftherios Thalassinos & Theodoros Kyriazidis & John Thalassinos, 2006. "The Greek Capital Market: Caught in Between Poor Corporate Governance and Market Inefficiency," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 3-24.
• Eleftherios Thalassinos & Pantelis E. Thalassinos, 2006. "Stock Markets' Integration Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 3-14.
• Henryk Gurgul & Pawe³ Majdosz & Roland Mestel, 2006. "Implications of Dividend Announcements for the Stock Prices and Trading Volumes of DAX Companies (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(1-2), pages 58-68, January.
• Haksoon KIM, 2006. "Which Explains Stock Return Co-movement better, Corporate Governance or Corporate Transparency? Evidence from R2 (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(11-12), pages 534-551, November.
• Filip Zikes & Vít Bubák, 2006. "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(5-6), pages 223-245, May.
• Henryk GURGUL & Tomasz WÓJTOWICZ, 2006. "Long Memory on the German Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 447-468, September.
• Vít Bubák & Filip Žikeš, 2006. "The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange," Working Papers IES 2006/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006.
• Lukáš Vácha & Miloslav Vošvrda, 2006. "Wavelet Applications to Heterogeneous Agents Model," Working Papers IES 2006/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006.
• Bernardo Bortolotti & Andrea Beltratti, 2006. "The Nontradable Share Reform in the Chinese Stock Market," Working Papers 2006.131, Fondazione Eni Enrico Mattei.
• Karen Watkins, 2006. "Crisis Anticipation at a Micro-Level: Mexico 1995-1996," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(1), pages 79-102, June.
• Gitit G. Gershgoren, Shmuel Hauser, 2006. "Stock Market Reaction to Unexpected Changes in Interest Rates," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(2), pages 1-17, December.
• Abdullah Iqbal, Susanne Espenlaub, Norman Strong, 2006. "The Long-Run Performance of UK Rights Issuers," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(2), pages 18-54, December.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2007. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(2), pages 807-829.
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• Tim Bollerslev & George Tauchen & Hao Zhou, 2009. "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4463-4492, November.
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• Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H., 2008. "Order flow and exchange rate dynamics in electronic brokerage system data," Journal of International Economics, Elsevier, vol. 75(1), pages 93-109, May.
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• Gregory Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers 04-47, Bank of Canada.
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• Hjalmarsson, Erik & Hjalmarsson, Randi, 2006. "Efficiency In Housing Markets: Do Home Buyers Know How To Discount?," Working Papers in Economics 232, University of Gothenburg, Department of Economics.
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• Massimo Guidolin & Eliana La Ferrara, 2007. "Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms?," American Economic Review, American Economic Association, vol. 97(5), pages 1978-1993, December.
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• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007. "Are there Monday effects in stock returns: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 736-755, December.
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• Capelle-Blancard, Gunther & Couderc, Nicolas, 2008. "What drives the market value of firms in the defense industry," Review of Financial Economics, Elsevier, vol. 17(1), pages 14-32.
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• Thierry Foucault, 2006. "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 123-138.
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• Olivier Brandouy & Philippe Mathieu, 2006. "A Broad-Spectrum Computational Approach for Market Efficiency," Computing in Economics and Finance 2006 492, Society for Computational Economics.
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• Francesco Franzoni & José M. Marín, 2006. "Pension Plan Funding and Stock Market Efficiency," Journal of Finance, American Finance Association, vol. 61(2), pages 921-956, April.
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• Emiliano Grossman & Emilio Luque & Fabian Muniesa, 2006. "Economies through transparency," CSI Working Papers Series 003, Centre de Sociologie de l'Innovation (CSI), Mines ParisTech.
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  • Emiliano Grossman & Emilio Luque & Fabian Muniesa, 2008. "Economies through transparency," Post-Print halshs-00322141, HAL.
• Capelle-Blancard, Gunther & Couderc, Nicolas, 2008. "What drives the market value of firms in the defense industry," Review of Financial Economics, Elsevier, vol. 17(1), pages 14-32.
  • Gunther Capelle‐Blancard & Nicolas Couderc, 2008. "What drives the market value of firms in the defense industry?," Review of Financial Economics, John Wiley & Sons, vol. 17(1), pages 14-32.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2005. "What drives the market value of firms in the Defense industry?," Cahiers de la Maison des Sciences Economiques bla06037, Université Panthéon-Sorbonne (Paris 1), revised Apr 2006.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2006. "What drives the market value of firms in the defense industry?," Post-Print halshs-00115655, HAL.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2008. "What drives the market value of firms in the defense industry?," Post-Print halshs-00305380, HAL.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2006. "What drives the market value of firms in the defense industry?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00115655, HAL.
  • Gunther Capelle-Blancard & Nicolas Couderc, 2008. "What drives the market value of firms in the defense industry?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00305380, HAL.
• José M. Marín & Francesco Franzoni, 2005. "Portable alphas from pension mispricing," Economics Working Papers 894, Department of Economics and Business, Universitat Pompeu Fabra.
  • Francesco Franzoni & J. M. Marin, 2006. "Portable Alphas from Pension Mispricing," Post-Print halshs-00119546, HAL.
  • Francesco Franzoni & José M. Marín, 2015. "Portable Alphas from Pension Mispricing," Working Papers 227, Barcelona School of Economics.
• Foucault, Thierry & Gehrig, Thomas, 2008. "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, vol. 88(1), pages 146-168, April.
  • Thierry Foucault & T. Gehrig, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00125690, HAL.
  • Thierry Foucault, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00121054, HAL.
  • Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," HEC Research Papers Series 840, HEC Paris.
  • Thierry Foucault & Thomas Gehrig, 2008. "Stock price informativeness, cross-listings and investment decisions," Post-Print hal-00459807, HAL.
  • Gehrig, Thomas & Foucault, Thierry, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers 5722, C.E.P.R. Discussion Papers.
• Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October.
  • José M. Marín & Jacques Olivier, 2006. "The dog that did not bark: Insider trading and crashes," Economics Working Papers 948, Department of Economics and Business, Universitat Pompeu Fabra.
  • Jacques Olivier & José M. Marín, 2015. "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers 241, Barcelona School of Economics.
  • José M. Marín & Jacques Olivier, 2007. "The dog that did not bark: Insider trading and crashes," Working Papers 2007-20, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  • Marín Vigueras, José Maria & Olivier, Jacques, 2007. "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers 6244, C.E.P.R. Discussion Papers.
  • Jacques Olivier & J. M. Marin, 2006. "The dog that did not bark: insider trading and crashes," Post-Print halshs-00121093, HAL.
• Foucault, Thierry & Gehrig, Thomas, 2008. "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, vol. 88(1), pages 146-168, April.
  • Thierry Foucault, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00121054, HAL.
  • Thierry Foucault & T. Gehrig, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00125690, HAL.
  • Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," HEC Research Papers Series 840, HEC Paris.
  • Thierry Foucault & Thomas Gehrig, 2008. "Stock price informativeness, cross-listings and investment decisions," Post-Print hal-00459807, HAL.
  • Gehrig, Thomas & Foucault, Thierry, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers 5722, C.E.P.R. Discussion Papers.
• Sebastián Nieto Parra & Javier Santiso, 2006. "The usual suspects: Investment Banks' Recommendations and Emerging Markets," Working Papers hal-01065636, HAL.
• Slim Chaouachi & Fredj Jawadi, 2006. "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," EconomiX Working Papers 2006-20, University of Paris Nanterre, EconomiX.
  • Fredj Jawadi & Slim Chaouachi, 2006. "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," Working Papers hal-04138865, HAL.
• Emiliano Grossman & Emilio Luque & Fabian Muniesa, 2006. "Economies through transparency," CSI Working Papers Series 003, Centre de Sociologie de l'Innovation (CSI), Mines ParisTech.
  • Emiliano Grossman & Fabian Muniesa & Emilio Luque, 2006. "Economies through transparency," Working Papers halshs-00087886, HAL.
  • Emiliano Grossman & Emilio Luque & Fabian Muniesa, 2008. "Economies through transparency," Post-Print halshs-00322141, HAL.
• Menkhoff, Lukas & Schmeling, Maik, 2006. "A prospect-theoretical interpretation of momentum returns," Economics Letters, Elsevier, vol. 93(3), pages 360-366, December.
  • Menkhoff, Lukas & Schmeling, Maik, 2006. "A Prospect-Theoretical Interpretation of Momentum Returns," Hannover Economic Papers (HEP) dp-335, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Schmeling, Maik, 2007. "Institutional and individual sentiment: Smart money and noise trader risk?," International Journal of Forecasting, Elsevier, vol. 23(1), pages 127-145.
  • Schmeling, Maik, 2006. "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP) dp-337, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011. "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1696-1718.
  • Osler, Carol & Mende, Alexander & Menkhoff, Lukas, 2006. "Price Discovery in Currency Markets," Hannover Economic Papers (HEP) dp-351, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Carol Osler & Alexander Mende & Lukas Menkhoff, 2010. "Price Discovery in Currency Markets," Working Papers 03, Brandeis University, Department of Economics and International Business School.
• Lidén, Erik R. & Rosenberg, Markus, 2006. "Ten Years of Misleading Information - Investment Advice in Printed Media," Working Papers in Economics 230, University of Gothenburg, Department of Economics.
• Erik Hjalmarsson & Randi Hjalmarsson, 2006. "Efficiency in Housing Markets: Do Home Buyers Know how to Discount?," International Finance Discussion Papers 879, Board of Governors of the Federal Reserve System (U.S.).
  • Hjalmarsson, Erik & Hjalmarsson, Randi, 2006. "Efficiency In Housing Markets: Do Home Buyers Know How To Discount?," Working Papers in Economics 232, University of Gothenburg, Department of Economics.
• Salomonsson, Marcus, 2006. "Endogenous Noise Traders," SSE/EFI Working Paper Series in Economics and Finance 644, Stockholm School of Economics.
• Daniel Waldenstrom & Bruno S. Frey, 2006. "Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II," CREMA Working Paper Series 2006-27, Center for Research in Economics, Management and the Arts (CREMA).
  • Waldenström, Daniel & Frey, Bruno S., 2006. "Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries Facing World War II," Working Paper Series 676, Research Institute of Industrial Economics.
  • Daniel Waldenstr�m & Bruno S. Frey, 2006. "Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II," IEW - Working Papers 308, Institute for Empirical Research in Economics - University of Zurich.
• Sven‐Olof Fridolfsson & Johan Stennek, 2010. "Industry Concentration and Welfare: On the Use of Stock Market Evidence from Horizontal Mergers," Economica, London School of Economics and Political Science, vol. 77(308), pages 734-750, October.
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• Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2006. "Pricing Implications of Shared Variance in Liquidity Measures," Discussion Papers 2006/9, Norwegian School of Economics, Department of Business and Management Science, revised 21 Jun 2007.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December.
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• Quoreshi, Shahiduzzaman, 2006. "LongMemory, Count Data, Time Series Modelling for Financial Application," Umeå Economic Studies 673, Umeå University, Department of Economics.
• Quoreshi, A.M.M. Shahiduzzaman, 2008. "A vector integer-valued moving average model for high frequency financial count data," Economics Letters, Elsevier, vol. 101(3), pages 258-261, December.
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• Quoreshi, Shahiduzzaman, 2006. "Time Series Modelling Of High Frequency Stock Transaction Data," Umeå Economic Studies 675, Umeå University, Department of Economics.
• Hellström, Jörgen & Simonsen, Ola, 2006. "Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements?," Umeå Economic Studies 687, Umeå University, Department of Economics.
• Simonsen, Ola, 2006. "The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden," Umeå Economic Studies 688, Umeå University, Department of Economics.
• Simonsen, Ola, 2006. "Stock Data, Trade Durations, And Limit Order Book Information," Umeå Economic Studies 689, Umeå University, Department of Economics.
• Du, Yan & Liu, Qianqiu & Rhee, S. Ghon, 2006. "An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data," CEI Working Paper Series 2005-17, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
• Paul D. McNelis & Salih N. Neftci, 2006. "Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?," Working Papers 012006, Hong Kong Institute for Monetary Research.
• Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009. "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 406-426, April.
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• Wing Lon Ng, 2006. "Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose," SFB 649 Discussion Papers SFB649DP2006-086, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Carlos Forner Rodríguez & Joaquín Marhuenda Fructuoso, 2006. "Análisis del origen de los beneficios del momentum en el mercado de valores español," Investigaciones Economicas, Fundación SEPI, vol. 30(3), pages 401-439, September.
• Nihal Y. MIZRAK, 2006. "Finansal Piyasalara İlişkin Potikalar Açısından Sanal Ortamda Deneme Modellerinin Değerlendirilmesi Ve Uygulanabilirliği: Sanal Ortamda Etkileşen Ekonomik Birimler Modeli," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(239), pages 70-81.
• Sadık ÇUKUR & Resul ERYİĞİT, 2006. "Banka birleşme ve devralma olaylarının borsadaki etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(243), pages 96-107.
• Halil ALTINTAŞ & Rahmi ÇETİN, 2006. "Şeffaflık artışı bankacılık sektöründe istikrar için yeterli bir araç mıdır? Türkiye’de bankacılık krizlerinin şeffaflık çerçevesinde değerlendirilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(245), pages 138-159.
• M.Mete DOĞANAY, 2006. "Fama-French üç faktör varlık fiyatlama modelinin İMKB’de uygulanması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(249), pages 61-71.
• Hakan AYGÖREN, 2006. "İstanbul Menkul Kıymetler Borsasında değişkenlik (oynaklık) davranışı üzerine bir ampirik çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(249), pages 95-110.
• Dirk Baur & Brian M. Lucey, 2006. "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series iiisdp122, IIIS.
• Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS.
• Kim-Leng Goh & Kim-Lian Kok, 2006. "Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 5(1), pages 41-59, April.
• Gene C. Lai & Keith M. Moore & Henry R. Oppenheimer, 2006. "Shall One Invest in Cancelled Targets after the Termination of Mergers and Acquisitions?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 5(2), pages 93-110, August.
• Jonathan Kearns & Phil Manners, 2006. "The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
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• Steven Li, 2006. "The Arbitrage Efficiency of the Nikkei 225 Options Market: A Put-Call Parity Analysis," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(2), pages 33-54, November.
• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Discussion Papers 2006/11, Free University Berlin, School of Business & Economics.
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  • Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Working Paper Series 578, European Central Bank.
• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Discussion Papers 2006/11, Free University Berlin, School of Business & Economics.
  • Michael Ehrmann & Marcel Fratzscher & Mr. Helge Berger, 2006. "Forecasting ECB Monetary Policy: Accuracy is (Still) a Matter of Geography," IMF Working Papers 2006/041, International Monetary Fund.
  • Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Working Paper Series 578, European Central Bank.
• Bidisha Chakrabarty & Zhaohui Han & Konstantin Tyurin & Xiaoyong Zheng, 2006. "A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market," CAEPR Working Papers 2006-015, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Antonino Parisini & Franco Parisini & David Díaz, 2006. "Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 43(128), pages 251-284.
• Salvatore Zecchini & Marco Ventura, 2006. "Public Credit Guarantees and SME Finance," ISAE Working Papers 73, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
• Victor Mendes & Margarida Abreu, 2006. "Cultura Financeira dos Investidores e Diversificação das Carteiras," Working Papers Department of Economics 2006/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Ana María Sabater & Joaquina Laffarga, 2006. "Divulgación Voluntaria Estratégica Ante Un Nuevo Evento Laboral: Evidencia Empírica Para El Mercado Continuo Español," Working Papers. Serie EC 2006-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• M. Illueca & J. A. LaFuente, 2006. "New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(9), pages 923-938, September.
  • Juan A. Lafuente & Manuel Illueca Muñoz, 2006. "New Evidence On Expiration-Day Effects Using Realized Volatility: An Intraday Analysis For The Spanish Stock Exchange," Working Papers. Serie EC 2006-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Fulgencio López Martínez & José Yagüe & Pedro Martínez Solano, 2006. "Titulización De Activos: Efectos Sobre El Valor De Las Entidades Bancarias," Working Papers. Serie EC 2006-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Marian Berneburg, 2006. "Excess Volatility in European Equity Style Indices - New Evidence," IWH Discussion Papers 16, Halle Institute for Economic Research.
• Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 531-541, 04-05.
  • Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," CEPR Discussion Papers 5507, C.E.P.R. Discussion Papers.
  • Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," IZA Discussion Papers 1944, Institute of Labor Economics (IZA).
  • Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," NBER Working Papers 11989, National Bureau of Economic Research, Inc.
• Justin Wolfers & Eric Zitzewitz, 2006. "Prediction Markets in Theory and Practice," NBER Working Papers 12083, National Bureau of Economic Research, Inc.
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," IZA Discussion Papers 1991, Institute of Labor Economics (IZA).
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," Research Papers 1927, Stanford University, Graduate School of Business.
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2007. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(2), pages 807-829.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan impacts on the economy: evidence from prediction markets and close elections," Working Paper Series 2006-08, Federal Reserve Bank of San Francisco.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," IZA Discussion Papers 1996, Institute of Labor Economics (IZA).
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," CEPR Discussion Papers 5591, C.E.P.R. Discussion Papers.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," Research Papers 1928, Stanford University, Graduate School of Business.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," NBER Working Papers 12073, National Bureau of Economic Research, Inc.
• Paxton, Julia A., 2006. "Technical efficiency in the rural financial sector: evidence from Mexico," Journal of Developing Areas, Tennessee State University, College of Business, vol. 39(2), pages 101-119, January-M.
• Ching-Chung Lin & Min-Hsien Chiang & Shih-Ju Chan & Chao-Hsien Lin, 2006. "Impact of Taiwan Top 50 ETF on the Liquidity of the Constituents of the Taiwan 50 Index," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 2(2), pages 187-205, July.
• Andrew C. Worthington & Helen Higgs, 2006. "Evaluating Financial Development In Emerging Capital Markets With Efficiency Benchmarks," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 31(1), pages 17-44, June.
• Carmen Bachmann & Wolfgang Schultze, 2006. "Einfluss der Besteuerung auf die Bewertung ausländischer Kapitalgesellschaften," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!) 25/2006, Friedrich Schiller University of Jena, School of of Economics and Business Administration.
• Dan Bernhardt & Bart Taub, 2006. "Kyle v. Kyle (’85 v. ’89)," Annals of Finance, Springer, vol. 2(1), pages 23-38, January.
• Georg Nöldeke & Thomas Tröger, 2006. "A characterization of the distributions that imply existence of linear equilibria in the Kyle-model," Annals of Finance, Springer, vol. 2(1), pages 73-85, January.
  • Nöldeke, Georg & Tröger, Thomas, 2005. "A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle-Model," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 43, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Nöldeke, Georg & Tröger, Thomas, 2005. "A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model," Bonn Econ Discussion Papers 9/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Martin Dierker, 2006. "Endogenous Information Acquisition with Cournot Competition," Annals of Finance, Springer, vol. 2(4), pages 369-395, October.
• Steven Li & Elia Alfay, 2006. "Evidence on the arbitrage efficiency of SPI index futures and options markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(1), pages 71-93, March.
• Bappaditya Mukhopadhyay, 2006. "Existence of Unsolicited Ratings," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(3), pages 207-233, September.
• R. Doeswijk & H. Hemmes & R. Venekamp, 2006. "25 Years of Dutch Ipos: An Examination of Frequently Cited Ipo Anomalies Within Main Sectors and During Hot- and Cold-Issue Periods," De Economist, Springer, vol. 154(3), pages 405-427, September.
• Gerhard Kling, 2006. "Does the merger paradox exist even without any regulations? Evidence from Germany in the pre-1914 period," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 33(5), pages 315-328, December.
• Yakov Amihud & Haim Mendelson, 2006. "Stock and Bond Liquidity and its Effect on Prices and Financial Policies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(1), pages 19-32, April.
• Andreas Hackethal & Alexandre Zdantchouk, 2006. "Signaling Power of Open Market Share Repurchases in Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(2), pages 123-151, June.
• Bogdan Stacescu, 2006. "Dividend Policy in Switzerland," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(2), pages 153-183, June.
• Manuel Ammann & Michael Verhofen, 2006. "The Effect of Market Regimes on Style Allocation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(3), pages 309-337, September.
• Shuhong Kong & Majid Taghavi, 2006. "The Effect of Annual Earnings Announcements on the Chinese Stock Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(3), pages 318-326, August.
• Linda Allen & Aron Gottesman, 2006. "The Informational Efficiency of the Equity Market As Compared to the Syndicated Bank Loan Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 30(1), pages 5-42, August.
• Shaun Bond & Mardi Dungey & Renée Fry, 2006. "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 253-274, May.
  • Shaun A. Bond & Mardi Dungey & Renee Fry, 2004. "A web of shocks: Crises across Asian real estate market," CAMA Working Papers 2004-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Neil Hartnett, 2006. "Management disclosure bias and audit services," Review of Quantitative Finance and Accounting, Springer, vol. 26(4), pages 369-390, June.
• F. DePenya & L. Gil-Alana, 2006. "Testing of nonstationary cycles in financial time series data," Review of Quantitative Finance and Accounting, Springer, vol. 27(1), pages 47-65, August.
  • Javier De Peña & Luis A. Gil-Alana, 2003. "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers 15/03, School of Economics and Business Administration, University of Navarra.
• Ari Hyytinen & Lotta Väänänen, 2006. "Where Do Financial Constraints Originate from? An Empirical Analysis of Adverse Selection and Moral Hazard in Capital Markets," Small Business Economics, Springer, vol. 27(4), pages 323-348, December.
• Kenji Kutsuna & Janet Kiholm Smith & Richard L. Smith, 2009. "Public Information, IPO Price Formation, and Long‐Run Returns: Japanese Evidence," Journal of Finance, American Finance Association, vol. 64(1), pages 505-546, February.
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• Takashi Hatakeda, 2006. "Share Repurchase Behavior of Japanese Banks," Discussion Papers 2006-27, Kobe University, Graduate School of Business Administration.
• Gerhard Frank & Hautsch Nikolaus, 2007. "A Dynamic Semiparametric Proportional Hazard Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(2), pages 1-42, May.
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• Igor Evstigneev & Dhruv Kapoor, 2009. "Arbitrage in stationary markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 32(1), pages 5-12, May.
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• Patrick Leoni, 2008. "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
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• Robin Boadway & Michael Keen, 2006. "Financing and Taxing New Firms under Asymmetric Information," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 62(4), pages 471-502, December.
• Péter Banczúr & Cosmin Ilut, 2006. "Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History," MNB Working Papers 2006/1, Magyar Nemzeti Bank (Central Bank of Hungary).
• Heng Chen & Dietrich K. Fausten & Wing-Keung Wong, 2006. "Evolution Of Dollar/Euro Exchange Rate Before And After The Birth Of Euro And Policy Implications," Monash Economics Working Papers 14/06, Monash University, Department of Economics.
• Param Silvapulle & Xibin Zhang, 2006. "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers 9/06, Monash University, Department of Econometrics and Business Statistics.
• Paul Gompers & Josh Lerner, 2006. "The Venture Capital Cycle, 2nd Edition," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262572389, December.
• Westerhoff, Frank H. & Dieci, Roberto, 2006. "The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 293-322, February.
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• Menkhoff, Lukas & Schmeling, Maik, 2006. "A prospect-theoretical interpretation of momentum returns," Economics Letters, Elsevier, vol. 93(3), pages 360-366, December.
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• Menkhoff, Lukas & Schmidt, Ulrich & Brozynski, Torsten, 2006. "The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence," European Economic Review, Elsevier, vol. 50(7), pages 1753-1766, October.
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• Schulmeister, Stephan, 2006. "The interaction between technical currency trading and exchange rate fluctuations," Finance Research Letters, Elsevier, vol. 3(3), pages 212-233, September.
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• Haas, Markus & Mittnik, Stefan & Mizrach, Bruce, 2006. "Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts," Journal of Financial Stability, Elsevier, vol. 2(1), pages 28-54, April.
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• De Broeck, Mark & Slok, Torsten, 2006. "Interpreting real exchange rate movements in transition countries," Journal of International Economics, Elsevier, vol. 68(2), pages 368-383, March.
• Bohl, Martin T. & Brzeszczynski, Janusz, 2006. "Do institutional investors destabilize stock prices? evidence from an emerging market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 370-383, October.
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• Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 531-541, 04-05.
  • Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," IZA Discussion Papers 1944, Institute of Labor Economics (IZA).
  • Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," NBER Working Papers 11989, National Bureau of Economic Research, Inc.
  • Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," CEPR Discussion Papers 5507, C.E.P.R. Discussion Papers.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2007. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(2), pages 807-829.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," IZA Discussion Papers 1996, Institute of Labor Economics (IZA).
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," NBER Working Papers 12073, National Bureau of Economic Research, Inc.
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," CEPR Discussion Papers 5591, C.E.P.R. Discussion Papers.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," Research Papers 1928, Stanford University, Graduate School of Business.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan impacts on the economy: evidence from prediction markets and close elections," Working Paper Series 2006-08, Federal Reserve Bank of San Francisco.
• Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers.
  • Justin Wolfers & Eric Zitzewitz, 2006. "Prediction Markets in Theory and Practice," NBER Working Papers 12083, National Bureau of Economic Research, Inc.
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," IZA Discussion Papers 1991, Institute of Labor Economics (IZA).
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," Research Papers 1927, Stanford University, Graduate School of Business.
• Ang, Andrew & Gu, Li & Hochberg, Yael V., 2007. "Is Ipo Underperformance a Peso Problem?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(3), pages 565-594, September.
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• James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc.
• Michelle Lowry & Micah S. Officer & G. William Schwert, 2010. "The Variability of IPO Initial Returns," Journal of Finance, American Finance Association, vol. 65(2), pages 425-465, April.
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• Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok, 2009. "Benchmarking Money Manager Performance: Issues and Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4553-4599, November.
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• Michael W Brandt & David A Chapman, 2018. "Linear Approximations and Tests of Conditional Pricing Models [A new approach to international arbitrage pricing]," Review of Finance, European Finance Association, vol. 22(2), pages 455-489.
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• Mehran, Hamid & Stulz, Rene M., 2007. "The economics of conflicts of interest in financial institutions," Journal of Financial Economics, Elsevier, vol. 85(2), pages 267-296, August.
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• Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2011. "Security Issue Timing: What Do Managers Know, and When Do They Know It?," Journal of Finance, American Finance Association, vol. 66(2), pages 413-443, April.
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• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2007. "Party Influence in Congress and the Economy," Quarterly Journal of Political Science, now publishers, vol. 2(3), pages 277-286, August.
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• Jonathan E. Alevy & Michael S. Haigh & John List, 2006. "Information Cascades: Evidence from An Experiment with Financial Market Professionals," NBER Working Papers 12767, National Bureau of Economic Research, Inc.
• Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2006. "Liquidity and Asset Prices," Foundations and Trends(R) in Finance, now publishers, vol. 1(4), pages 269-364, February.
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• Large, Jeremy, 2009. "A market-clearing role for inefficiency on a limit order book," Journal of Financial Economics, Elsevier, vol. 91(1), pages 102-117, January.
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• Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006. "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business 06-09, Osaka University, Graduate School of Economics.
• Yasuo Takatsuki, 2006. "The formation of the efficient market in Tokugawa Japan," Discussion Papers in Economics and Business 06-28-Rev.2, Osaka University, Graduate School of Economics, revised Jun 2007.
  • Yasuo Takatsuki, 2006. "The formation of the efficient market in Tokugawa Japan," Discussion Papers in Economics and Business 06-28-Rev, Osaka University, Graduate School of Economics, revised May 2007.
  • Yasuo Takatsuki, 2012. "The formation of an efficient market in Tokugawa Japan," Discussion Paper Series DP2012-21, Research Institute for Economics & Business Administration, Kobe University.
• Yasuo Takatsuki, 2006. "The formation of the efficient market in Tokugawa Japan," Discussion Papers in Economics and Business 06-28-Rev, Osaka University, Graduate School of Economics, revised May 2007.
  • Yasuo Takatsuki, 2006. "The formation of the efficient market in Tokugawa Japan," Discussion Papers in Economics and Business 06-28-Rev.2, Osaka University, Graduate School of Economics, revised Jun 2007.
  • Yasuo Takatsuki, 2012. "The formation of an efficient market in Tokugawa Japan," Discussion Paper Series DP2012-21, Research Institute for Economics & Business Administration, Kobe University.
• Paul Hughes, 2006. "Do EPA Defendants Prefer Republicans? Evidence from the 2000 Election," Economic Inquiry, Western Economic Association International, vol. 44(3), pages 579-585, July.
• Thomas Gehrig & Caroline Fohlin, 2006. "Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange 1880–1910," Review of Finance, European Finance Association, vol. 10(4), pages 587-612, December.
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• Massimo Massa & Andrei Simonov, 2006. "Hedging, Familiarity and Portfolio Choice," The Review of Financial Studies, Society for Financial Studies, vol. 19(2), pages 633-685.
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• Jon Wongswan, 2006. "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
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• Michael Lemmon & Evgenia Portniaguina, 2006. "Consumer Confidence and Asset Prices: Some Empirical Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1499-1529.
• Jeremy Large, 2006. "A Market-Clearing Role for Inefficiency on a Limit Order Book," Economics Series Working Papers 2006-W08, University of Oxford, Department of Economics.
• Khurshid M. Kiani, 2006. "Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(3), pages 369-381.
• Jorge Farinha & Nuno Filipe Basílio, 2006. "Stock Splits: Real Effects or Just a Question of Maths? An Empirical Analysis of the Portuguese Case," CEF.UP Working Papers 0608, Universidade do Porto, Faculdade de Economia do Porto.
• François-Éric Racicot & Raymond Théoret & Alain Coën, 2008. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 112-124, February.
  • Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series UQO-DSA-wp152006, Département des sciences administratives, UQO.
• Pagliacci, Carolina, 2006. "The Venezuelan Overnight Fund Market: Understanding a Credit Constraint Limit Order Market," MPRA Paper 106541, University Library of Munich, Germany.
• Pires Gonçalves, Ricardo, 2006. "Management Quality Measurement: Using Data Envelopment Analysis (DEA) Estimation Approach for Banks in Brazil," MPRA Paper 11143, University Library of Munich, Germany.
• Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2006. "The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis," MPRA Paper 13155, University Library of Munich, Germany, revised 26 Oct 2008.
• Guttler, Caio & Meurer, Roberto & Da Silva, Sergio, 2006. "Informational inefficiency of the Brazilian stockmarket," MPRA Paper 1980, University Library of Munich, Germany.
• Derek Bond & Kenneth A. Dyson, 2008. "Long memory and nonlinearity in stock markets," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(1), pages 45-48.
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• Igan, Deniz & de Paula, Aureo & Pinheiro, Marcelo, 2006. "Liquidity and Dividend Policy," MPRA Paper 29409, University Library of Munich, Germany, revised 2010.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008. "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1941-1953, September.
  • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006. "Stock Market Volatility around National Elections," Working Paper Series 2006,2, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
  • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Stock market volatiltity around national elections," MPRA Paper 302, University Library of Munich, Germany, revised Nov 2006.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006. "Political Orientation of Government and Stock Market Returns," Working Paper Series 2006,9, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
  • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Political orientation of government and stock market returns," MPRA Paper 307, University Library of Munich, Germany, revised Nov 2006.
• David Hirshleifer & Sonya Seongyeon Lim & Siew Hong Teoh, 2009. "Driven to Distraction: Extraneous Events and Underreaction to Earnings News," Journal of Finance, American Finance Association, vol. 64(5), pages 2289-2325, October.
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• B. Tóth & E. Scalas & J. Huber & M. Kirchler, 2007. "The value of information in a multi-agent market model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 55(1), pages 115-120, January.
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• Maria Semenova, 2008. "Information Sharing in Credit Markets: Incentives for Incorrect Information Reporting," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 50(3), pages 381-415, September.
  • Semenova, Maria, 2006. "Information sharing in credit markets: incentives for incorrect information reporting," MPRA Paper 359, University Library of Munich, Germany.
• Spanos, Loukas & Mylonakis, John, 2006. "Internet corporate reporting in Greece," MPRA Paper 42997, University Library of Munich, Germany.
• Cole, Rebel & Fatemi, Ali & Vu, Joseph, 2006. "Do mergers create or destroy value? Evidence from unsuccessful mergers," MPRA Paper 4717, University Library of Munich, Germany.
• Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006. "Calendar anomalies in the Malaysian stock market," MPRA Paper 516, University Library of Munich, Germany.
• Dima, Bogdan & Barna, Flavia & Nachescu, Miruna, 2006. "Macroeconomic Determinants Of The Investment Funds Market. The Romanian Case," MPRA Paper 5802, University Library of Munich, Germany.
• Bohl, Martin T. & Gottschalk, Katrin & Henke, Harald & Pál, Rozália, 2006. "Institutional investors and stock market efficiency: The case of the January anomaly," Working Paper Series 2006,6, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
  • Bohl, Martin T. & Gottschalk, Katrin & Pál, Rozália, 2006. "Institutional investors and stock market efficiency: The case of the January anomaly," MPRA Paper 677, University Library of Munich, Germany, revised Nov 2006.
• De Marchi, Raffaele, 2006. "La persistance des performances des OPCVM actions françaises [The persistence of French equity mutual funds]," MPRA Paper 92549, University Library of Munich, Germany.
• Nguyen The Hung, 2006. "Determination of risk factors of stock returns in Central Europe [Determinace rizikových faktorů při tvorbě akciových výnosů v střední Evropě]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2006(1), pages 179-192.
• Dana Kovanicová, 2006. "About Problem of Economic Responsibility of an Entity [K problému ekonomické odpovědnosti podniku]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2006(4), pages 125-131.
• Miloslav Vošvrda, 2006. "Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets," Prague Economic Papers, Prague University of Economics and Business, vol. 2006(3), pages 231-242.
• Jean-Pierre Pinatton, 2006. "L'évolution du marché : des agents de change à Euronext," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 17-26.
• Patrick Artus & Jean-François Théodore, 2006. "La place des marchés d'actions dans le financement de l'économie : Interview à deux voix," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 67-83.
• Gianluca Garbi & Philippe Rakotovao, 2006. "Titres obligataires : une tendance nouvelle à la centralisation des transactions sur les Bourses ?," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 85-97.
• Emmanuel Boutron & Jean-François Gajewski & Carole Gresse & Florence Labégorre, 2006. "Les procédures d’introduction en Bourse en Europe : évolution des pratiques et perspectives," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 99-115.
• Thierry Foucault, 2006. "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 123-138.
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• James Newsome, 2006. "La criée ou le tout électronique : le marché décide," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 147-151.
• Benn Steil, 2006. "Réglementer les marchés financiers de demain," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 153-156.
• Joël Mérère, 2006. "Infrastructures de marché : harmonisation des pratiques de marché et intégration des systèmes," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 201-211.
• Christophe Hémon, 2006. "Alliances, nouveaux marchés et nouveaux produits des contreparties centrales : risques et enjeux," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 213-220.
• Jean-Pierre Pinatton, 2006. "A history of the market, from « agents de change » to Euronext," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 17-26.
• Patrick Artus & Jean-François Théodore, 2006. "The role of equity markets in financing economic activity," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 61-76.
• Gianluca Garbi & Philippe Rakotovao, 2006. "Fixed income : a new trend towards centralisation of trading on exchanges?," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 77-87.
• Emmanuel Boutron & Jean-François Gajewski & Carole Gresse & Florence Labégorre, 2006. "IPO procedures in Europe : the development of practices and perspectives," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 89-105.
• Thierry Foucault, 2006. "Liquidity, cost of capital and the organization of trading in stock markets," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 113-123.
• James Newsome, 2006. "Open outcry or electronic : it’s the market’s choice," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 133-137.
• Benn Steil, 2006. "Regulating for tomorrow’s equity markets," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 139-142.
• Joël Mérère, 2006. "Market infrastructures : harmonisation of market practices and integration of systems," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 185-194.
• Christophe Hémon, 2006. "Alliances, new markets and new products from central counterparties : risks and challenges," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 195-201.
• Bagnoli, Mark & Watts, Susan G., 2006. "Financial Reporting and Supplemental Voluntary Disclosures," Purdue University Economics Working Papers 1186, Purdue University, Department of Economics.
• Robin Boadway & Motohiro Sato, 2011. "Entrepreneurship and asymmetric information in input markets," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 18(2), pages 166-192, April.
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• Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006. "Corporate Reputation and Stock Returns; are good firm good for investors?," ICMA Centre Discussion Papers in Finance icma-dp2006-05, Henley Business School, University of Reading.
• Li, Xiafei & Miffre, Joëlle & Brooks, Chris & O'Sullivan, Niall, 2008. "Momentum profits and time-varying unsystematic risk," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 541-558, April.
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• Martin Lettau & Stijn Van Nieuwerburgh, 2008. "Reconciling the Return Predictability Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1607-1652, July.
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  • Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," 2006 Meeting Papers 29, Society for Economic Dynamics.
• Toni M. Whited & Lu Zhang, 2006. "Testing the q-Theory of Anomalies," 2006 Meeting Papers 380, Society for Economic Dynamics.
• Pamela Labadie, 2006. "Allocation of Individual Risks in a Market Economy," 2006 Meeting Papers 672, Society for Economic Dynamics.
• Makoto Nirei, 2006. "Herd Behavior and Fat Tails in Financial Markets," 2006 Meeting Papers 879, Society for Economic Dynamics.
• Hyytinen, Ari & Maliranta, Mika, 2006. "When Do Employees Leave Their Job for Entrepreneurship: Evidence from Linked Employer-Employee Data," Discussion Papers 1023, The Research Institute of the Finnish Economy.
• Anderson, Hamish & Rose, Lawrence, 2006. "Pricing effects of private seasoned equity issues in New Zealand's laissez-faire regulatory environment," Journal of Financial Transformation, Capco Institute, vol. 18, pages 71-78.
• Paul Zarembka, 2006. "Initiation of the 9-11 Operation, with Evidence of Insider Trading Beforehand," RESEARCH IN POLITICAL ECONOMY, in: Paul Zarembka (ed.), THE HIDDEN HISTORY OF 9-11-2001, volume 23, chapter 2, pages 49-77, Paul Zarembka.
• Paul Zarembka (ed.), 2006. "The Hidden History Of 9-11-2001," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, volume 23, number volm23a, September.
• J. Annaert & W. Van Hyfte, 2006. "Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/376, Ghent University, Faculty of Economics and Business Administration.
• B. Mizrach, 2006. "Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility," Competition and Regulation in Network Industries, Intersentia, vol. 7(4), pages 471-486, December.
  • Bruce Mizrach, 2006. "Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility," Departmental Working Papers 200602, Rutgers University, Department of Economics.
• Bruce Mizrach & Chris Neely, 2006. "The Transition to Electronic Trading in the Secondary Treasury Market," Departmental Working Papers 200603, Rutgers University, Department of Economics.
• Bruce Mizrach & Susan Weerts, 2009. "Highs and lows: a behavioural and technical analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 19(10), pages 767-777.
  • Bruce Mizrach & Susan Weerts, 2006. "Highs and Lows: A Behavioral and Technical Analysis," Departmental Working Papers 200610, Rutgers University, Department of Economics.
• Cemal Berk OÄŸuzsoy & Sibel Güven, 2006. "Turn of the Month and Turn of the Month Surrounding Days Effects in Istanbul Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 5(1), pages 1-13, April.
• George Filis, 2006. "Testing for Market Efficiency in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 5(2), pages 121-133, August.
• Jangkoo Kang & Chang Joo Lee & Soonhee Lee, 2006. "An Empirical Investigation of the Lead-Lag Relations of Returns and Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 5(3), pages 235-261, December.
• Holger Daske & Günther Gebhardt & Stefan Klein, 2006. "Estimating the Expected Cost of Equity Capital Usind Analysts’ Consensus Forecasts," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 58(1), pages 2-36, January.
• Enrico Tanuwidjaja, 2006. "Multi Factor SUR in Event Study Analysis: Evidence from M&A in Singapore’s Financial Industry," SCAPE Policy Research Working Paper Series 0607, National University of Singapore, Department of Economics, SCAPE.
• Geraldine Ryan, 2006. "The predictive power of the present value model of stock prices," Computing in Economics and Finance 2006 102, Society for Computational Economics.
• Panayiotis C. Andreou & Chris Charalambous & Spiros H. Martzoukos, 2006. "Artificial Neural Network Enhanced Parametric Option Pricing," Computing in Economics and Finance 2006 118, Society for Computational Economics.
• Daxue Wang, 2006. "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006 182, Society for Computational Economics.
• Kyriacos Kyriacou & Bryan Mase, 2006. "The Information Contained in the Exercise of Executive Stock Options," Computing in Economics and Finance 2006 193, Society for Computational Economics.
• Philippe Mathieu & Olivier Brandouy, 2006. "A Broad-Spectrum Computational Approach for Market Efficiency," Post-Print hal-00731962, HAL.
  • Olivier Brandouy & Philippe Mathieu, 2006. "A Broad-Spectrum Computational Approach for Market Efficiency," Computing in Economics and Finance 2006 492, Society for Computational Economics.
• Marshall Gramm & Douglas H. Owens, 2006. "Efficiency in Pari-Mutuel Betting Markets across Wagering Pools in the Simulcast Era," Southern Economic Journal, Southern Economic Association, vol. 72(4), pages 926-937, April.
• Lucy F. Ackert & Narat Charupat & Bryan K. Church & Richard Deaves, 2006. "Margin, Short Selling, And Lotteries In Experimental Asset Markets," Southern Economic Journal, Southern Economic Association, vol. 73(2), pages 419-436, October.
• B. Mizrach, 2006. "Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility," Competition and Regulation in Network Industries, Intersentia, vol. 7(4), pages 471-486, December.
  • Bruce Mizrach, 2006. "Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility," Departmental Working Papers 200602, Rutgers University, Department of Economics.
• Claudio Loderer & Marc-André Mittermayer, 2006. "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(I), pages 79-114, March.
• Manuel Ammann & Ralf Seiz & Martin Zulauf, 2006. "Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 447-477, December.
• Fischer, Andreas M., 2007. "Measuring income elasticity for Swiss money demand: What do the cantons say about financial innovation?," European Economic Review, Elsevier, vol. 51(7), pages 1641-1660, October.
  • Andreas Fischer, 2005. "Measuring Income Elasticity for Swiss Money Demand: What do the cantons say about financial innovation?," Working Papers 05.01, Swiss National Bank, Study Center Gerzensee.
  • Andreas M. Fischer, 2006. "Measuring Income Elasticity for Swiss Money Demand: What do the Cantons say about Financial Innovation?," Working Papers 2006-01, Swiss National Bank.
  • Fischer, Andreas, 2005. "Measuring Income Elasticity for Swiss Money Demand: What Do the Cantons Say About Financial Innovation?," CEPR Discussion Papers 5050, C.E.P.R. Discussion Papers.
• Charlotte Christiansen & Angelo Ranaldo, 2007. "Realized bond—stock correlation: Macroeconomic announcement effects," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(5), pages 439-469, May.
  • Christiansen, Charlotte & Ranaldo, Angelo, 2005. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Finance Research Group Working Papers F-2005-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  • Charlotte Christiansen & Angelo Ranaldo, 2006. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Working Papers 2006-02, Swiss National Bank.
• Angelo Ranaldo, 2006. "Intraday Market Dynamics Around Public Information Arrivals," Working Papers 2006-11, Swiss National Bank.
• Marie Briere & Aurélie Cohen, 2006. "A quoi réagit le marchés des obligations privées?," Working Papers CEB 06-003.RS, ULB -- Universite Libre de Bruxelles.
• Marie Briere, 2006. "Market Reactions to Central Bank Communication Policies :Reading Interest Rate Options Smiles," Working Papers CEB 38, ULB -- Universite Libre de Bruxelles.
• Georg Stadtmann, 2006. "Frequent News and Pure Signals: The Case of a Publicly Traded Football Club," IASE Conference Papers 0625, International Association of Sports Economists.
• Georg Stadtmann, 2006. "Frequent News and Pure Signals: The Case of a Publicly Traded Football Club," Working Papers 0603, International Association of Sports Economists;North American Association of Sports Economists.
• John D. Burger & Richard D. Grayson & Stephen J.K. Walters, 2006. "Initial Public Offerings of Ballplayers," Working Papers 0624, International Association of Sports Economists;North American Association of Sports Economists.
• Sebastián Nieto Parra & Javier Santiso, 2006. "The usual suspects: Investment Banks' Recommendations and Emerging Markets," Working Papers hal-01065636, HAL.
  • Sébastian Nieto Parra & Javier Santiso, 2006. "The usual suspects: Investment Banks’ Recommendations and Emerging Markets," Sciences Po publications info:hdl:2441/806, Sciences Po.
• David Veredas, 2006. "Macroeconomic surprises and short-term behaviour in bond futures," Empirical Economics, Springer, vol. 30(4), pages 843-866, January.
• Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January.
  • GIOT, Pierre & GRAMMIG, Joachim, 2002. "How large is liquidity risk in an automated auction market ?," LIDAM Discussion Papers CORE 2002054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Pierre Giot & Joachim Grammig, 2002. "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002 2002-23, Department of Economics, University of St. Gallen.
  • GIOT, Pierre & GRAMMIG, Joachim, 2006. "How large is liquidity risk in an automated auction market?," LIDAM Reprints CORE 1846, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Anthony D. Hall & Nikolaus Hautsch, 2008. "Order aggressiveness and order book dynamics," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 133-165, Springer.
  • Anthony Hall & Nikolaus Hautsch, 2006. "Order aggressiveness and order book dynamics," Empirical Economics, Springer, vol. 30(4), pages 973-1005, January.
  • Anthony D. Hall & Nikolaus Hautsch, 2004. "Order Aggressiveness and Order Book Dynamics," FRU Working Papers 2005/04, University of Copenhagen. Department of Economics. Finance Research Unit.
• Pratap Chandra Biswal & Prabir Kumar Mohanty, 2006. "Wavelet Analysis of Price and Volatility Spillovers in Stock Markets: The Case of India and the US," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 4(2), pages 1-13, July.
• Jürgen Huber & Michael Kirchler & Matthias Sutter, 2006. "Vom Nutzen zusätzlicher Information auf Märkten mit unterschiedlich informierten Händlern — Eine experimentelle Studie," Schmalenbach Journal of Business Research, Springer, vol. 58(2), pages 188-211, March.
• Florian Eisele & Andreas Walter, 2006. "Kursreaktionen auf die Ankündigung von Going Private-Transaktionen am deutschen Kapitalmarkt," Schmalenbach Journal of Business Research, Springer, vol. 58(3), pages 337-362, May.
• Holger Daske & Günther Gebhardt, 2006. "Zukunftsorientierte Bestimmung von Risikoprämien und Eigenkapitalkosten für die Unternehmensbewertung," Schmalenbach Journal of Business Research, Springer, vol. 58(4), pages 530-551, June.
• Alexander Mende, 2006. "09/11 on the USD/EUR foreign exchange market," Applied Financial Economics, Taylor & Francis Journals, vol. 16(3), pages 213-222.
  • Mende, Alexander, 2005. "09/11 on the USD/EUR Foreign Exchange Market," Hannover Economic Papers (HEP) dp-312, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Jianling Wang & Lin Song, 2006. "Timeliness of Annual Reports of Chinese Listed Companies," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 4(3), pages 241-257.
• Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu, 2006. "The Determinants of Sovereign Spreads in Emerging Markets," Working Papers 0604, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Özge AKINCI & Burcu GÜRCİHAN & Refet GÜRKAYNAK & Özgür ÖZEL, 2007. "Devlet iç borçlanma senetleri için getiri eğrisi tahmini," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(252), pages 5-25.
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• Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006. "The Convertible Arbitrage Strategy Analyzed," Other publications TiSEM 1ed5c7ae-011b-4948-b459-e, Tilburg University, School of Economics and Management.
  • Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006. "The Convertible Arbitrage Strategy Analyzed," Discussion Paper 2006-98, Tilburg University, Center for Economic Research.
• Goergen, Marc & Khurshed, Arif & Renneboog, Luc, 2009. "Why are the French so different from the Germans? Underpricing of IPOs on the Euro New Markets," International Review of Law and Economics, Elsevier, vol. 29(3), pages 260-271, September.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Other publications TiSEM d472533d-2505-4c3d-a2d8-e, Tilburg University, School of Economics and Management.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Discussion Paper 2006-24, Tilburg University, Center for Economic Research.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Discussion Paper 2006-008, Tilburg University, Tilburg Law and Economic Center.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Other publications TiSEM 2162fd8f-6662-4da5-bbc9-0, Tilburg University, School of Economics and Management.
• Renneboog, L.D.R. & Szilagyi, P.G., 2006. "How do Mergers and Acquisitions Affect Bondholders in Europe? Evidence on the Impact and Spillover of Governance and Legal Standards," Other publications TiSEM 25af7145-7a86-4604-a6fd-4, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "How do Mergers and Acquisitions Affect Bondholders in Europe? Evidence on the Impact and Spillover of Governance and Legal Standards," Discussion Paper 2006-55, Tilburg University, Center for Economic Research.
• Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006. "Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market," Other publications TiSEM 6036423f-db13-4e07-b9d1-7, Tilburg University, School of Economics and Management.
  • Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006. "Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market," Discussion Paper 2006-65, Tilburg University, Center for Economic Research.
• Jan De Dreu & Vasso P. Ioannidou, 2005. "The impact of explicit deposit insurance on market discipline," Proceedings 992, Federal Reserve Bank of Chicago.
  • Ioannidou, V. & de Dreu, J., 2006. "The Impact of Explicit Deposit Insurance on Market Discipline," Discussion Paper 2006-5, Tilburg University, Center for Economic Research.
• Luc Renneboog & Peter G. Szilagyi, 2008. "Corporate Restructuring and Bondholder Wealth," European Financial Management, European Financial Management Association, vol. 14(4), pages 792-819, September.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Other publications TiSEM 65f6d007-95f0-427f-8922-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-23, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Other publications TiSEM 760257ae-6086-414d-9ace-5, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-007, Tilburg University, Tilburg Law and Economic Center.
• Luc Renneboog & Peter G. Szilagyi, 2008. "Corporate Restructuring and Bondholder Wealth," European Financial Management, European Financial Management Association, vol. 14(4), pages 792-819, September.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Other publications TiSEM 65f6d007-95f0-427f-8922-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-007, Tilburg University, Tilburg Law and Economic Center.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-23, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Other publications TiSEM 760257ae-6086-414d-9ace-5, Tilburg University, School of Economics and Management.
• Goergen, Marc & Khurshed, Arif & Renneboog, Luc, 2009. "Why are the French so different from the Germans? Underpricing of IPOs on the Euro New Markets," International Review of Law and Economics, Elsevier, vol. 29(3), pages 260-271, September.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Other publications TiSEM d472533d-2505-4c3d-a2d8-e, Tilburg University, School of Economics and Management.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Discussion Paper 2006-008, Tilburg University, Tilburg Law and Economic Center.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Discussion Paper 2006-24, Tilburg University, Center for Economic Research.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Other publications TiSEM 2162fd8f-6662-4da5-bbc9-0, Tilburg University, School of Economics and Management.
• Goergen, Marc & Khurshed, Arif & Renneboog, Luc, 2009. "Why are the French so different from the Germans? Underpricing of IPOs on the Euro New Markets," International Review of Law and Economics, Elsevier, vol. 29(3), pages 260-271, September.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Other publications TiSEM d472533d-2505-4c3d-a2d8-e, Tilburg University, School of Economics and Management.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Other publications TiSEM 2162fd8f-6662-4da5-bbc9-0, Tilburg University, School of Economics and Management.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Discussion Paper 2006-008, Tilburg University, Tilburg Law and Economic Center.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Discussion Paper 2006-24, Tilburg University, Center for Economic Research.
• Luc Renneboog & Peter G. Szilagyi, 2008. "Corporate Restructuring and Bondholder Wealth," European Financial Management, European Financial Management Association, vol. 14(4), pages 792-819, September.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-007, Tilburg University, Tilburg Law and Economic Center.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Other publications TiSEM 65f6d007-95f0-427f-8922-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-23, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Other publications TiSEM 760257ae-6086-414d-9ace-5, Tilburg University, School of Economics and Management.
• Luc Renneboog & Peter G. Szilagyi, 2008. "Corporate Restructuring and Bondholder Wealth," European Financial Management, European Financial Management Association, vol. 14(4), pages 792-819, September.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Other publications TiSEM 65f6d007-95f0-427f-8922-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Other publications TiSEM 760257ae-6086-414d-9ace-5, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-23, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-007, Tilburg University, Tilburg Law and Economic Center.
• Goergen, Marc & Khurshed, Arif & Renneboog, Luc, 2009. "Why are the French so different from the Germans? Underpricing of IPOs on the Euro New Markets," International Review of Law and Economics, Elsevier, vol. 29(3), pages 260-271, September.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Other publications TiSEM 2162fd8f-6662-4da5-bbc9-0, Tilburg University, School of Economics and Management.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Other publications TiSEM d472533d-2505-4c3d-a2d8-e, Tilburg University, School of Economics and Management.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Discussion Paper 2006-008, Tilburg University, Tilburg Law and Economic Center.
  • Goergen, M. & Khurshed, A. & Renneboog, L.D.R., 2006. "Why are the French so Different from the Germans? Underpricing of IPOs on the Euro New Markets," Discussion Paper 2006-24, Tilburg University, Center for Economic Research.
• Andreas Park & Hamid Sabourian, 2006. "Herd Behavior in Efficient Financial Markets," Working Papers tecipa-249, University of Toronto, Department of Economics.
• Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 531-541, 04-05.
  • Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," IZA Discussion Papers 1944, Institute of Labor Economics (IZA).
  • Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," NBER Working Papers 11989, National Bureau of Economic Research, Inc.
  • Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," CEPR Discussion Papers 5507, C.E.P.R. Discussion Papers.
• Harald Hau, 2006. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," Journal of the European Economic Association, MIT Press, vol. 4(4), pages 862-890, June.
  • Hau, Harald, 2002. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," CEPR Discussion Papers 3651, C.E.P.R. Discussion Papers.
• Alex Gershkov & Flavio Toxvaerd, 2013. "On seller estimates and buyer returns," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 47-55, May.
  • Gershkov, Alex & Toxvaerd, Flavio, 2006. "On Seller Estimates and Buyer Returns," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 143, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Toxvaerd, Flavio & Gershkov, Alex, 2007. "On Seller Estimates and Buyer Returns," CEPR Discussion Papers 6503, C.E.P.R. Discussion Papers.
• Martin Hellwig, 2005. "Market Discipline, Information Processing, and Corporate Governance," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2005_19, Max Planck Institute for Research on Collective Goods.
  • Hellwig, Martin, 2006. "Market Discipline, Information Processing, and Corporate Governance," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 155, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• H. Henry Cao & Martin D. D. Evans & Richard K. Lyons, 2017. "Inventory Information," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 9, pages 363-413, World Scientific Publishing Co. Pte. Ltd..
  • H. Henry Cao & Martin D. Evans & Richard K. Lyons, 2006. "Inventory Information," The Journal of Business, University of Chicago Press, vol. 79(1), pages 325-364, January.
  • Martin D.D. Evans, H. Henry Cao, Richard K. Lyons, 2003. "Inventory Information," Working Papers gueconwpa~03-03-33, Georgetown University, Department of Economics.
  • H. Henry Cao & Richard K. Lyons & Martin D.D. Evans, 2003. "Inventory Information," NBER Working Papers 9893, National Bureau of Economic Research, Inc.
• Giovanni Villani, 2006. "An R&D Investment Game under Uncertainty in Real Option Analysis," Quaderni DSEMS 10-2006, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
• Plunus, Séverine & Gillet, Roland & Hübner, Georges, 2012. "Reputational damage of operational loss on the bond market: Evidence from the financial industry," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 66-73.
  • Séverine Plunus & Roland Gillet & Georges Hübner, 2012. "Reputational damage of operational loss on the bond market: Evidence from the financial industry," Post-Print hal-03712648, HAL.
  • Séverine Plunus & Roland Gillet & Georges Hübner, 2012. "Reputational damage of operational loss on the bond market: Evidence from the financial industry," ULB Institutional Repository 2013/142649, ULB -- Universite Libre de Bruxelles.
• He, Wei & Mukherjee, Tarun K. & Wei, Peihwang P., 2006. "Examining the Choice Between Tracking Stocks and Minority Carve-out and Their Relative Performances," Working Papers 2005-12, University of New Orleans, Department of Economics and Finance.
• Valadkhani, Abbas & Chancharat, Surachai & Harvie, Charles, 2006. "The Interplay Between the Thai and Several Other International Stock Markets," Economics Working Papers wp06-18, School of Economics, University of Wollongong, NSW, Australia.
• Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October.
  • Jacques Olivier & J. M. Marin, 2006. "The dog that did not bark: insider trading and crashes," Post-Print halshs-00121093, HAL.
  • Jacques Olivier & José M. Marín, 2015. "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers 241, Barcelona School of Economics.
  • José M. Marín & Jacques Olivier, 2007. "The dog that did not bark: Insider trading and crashes," Working Papers 2007-20, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  • Marín Vigueras, José Maria & Olivier, Jacques, 2007. "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers 6244, C.E.P.R. Discussion Papers.
  • José M. Marín & Jacques Olivier, 2006. "The dog that did not bark: Insider trading and crashes," Economics Working Papers 948, Department of Economics and Business, Universitat Pompeu Fabra.
• José M. Marín & Antoni Sureda-Gomila, 2006. "Firms vs. insiders as traders of last resort," Economics Working Papers 999, Department of Economics and Business, Universitat Pompeu Fabra.
  • José M. Marín & Antoni Sureda-Gomila, 2007. "Firms vs. insiders as traders of last resort," Working Papers 2007-21, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
• Gerlinde Fellner & Erik Theissen, 2006. "Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory," Labsi Experimental Economics Laboratory University of Siena 009, University of Siena.
  • Fellner, Gerline & Theissen, Erik, 2011. "Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory," CFS Working Paper Series 2011/05, Center for Financial Studies (CFS).
  • Fellner, Gerlinde & Theissen, Erik, 2011. "Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory," CFR Working Papers 11-03, University of Cologne, Centre for Financial Research (CFR).
• Susan Thorp & George Milunovich, 2006. "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series 177, Quantitative Finance Research Centre, University of Technology, Sydney.
• Lucy Amigo Dobaño, 2006. "Anomalías de los Mercados Financieros. Análisis de las Empresas Gallegas que cotizan en el Mercado de Renta Variable," Working Papers 0602, Universidade de Vigo, Departamento de Economía Aplicada.
• Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008. "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, vol. 63(1), pages 159-196, February.
  • Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Marco Cipriani & Antonio Guarino, 2006. "Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence," WEF Working Papers 0008, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  • Cipriani, Marco & Guarino, Antonio, 2007. "Transaction costs and informational cascades in financial markets: Theory and experimental evidence," Working Paper Series 736, European Central Bank.
• Marie‐Claude Beaulieu & Jean‐Claude Cosset & Naceur Essaddam, 2006. "Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(2), pages 621-642, May.
• M. Illueca & J. A. LaFuente, 2006. "New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(9), pages 923-938, September.
  • Juan A. Lafuente & Manuel Illueca Muñoz, 2006. "New Evidence On Expiration-Day Effects Using Realized Volatility: An Intraday Analysis For The Spanish Stock Exchange," Working Papers. Serie EC 2006-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Klaus Abbink & Bettina Rockenbach, 2006. "Option pricing by students and professional traders: a behavioural investigation," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(6), pages 497-510.
  • Klaus Abbink & Bettina Rockenbach, 2005. "Option Pricing by Students and Professional Traders: A Behavioural Investigation," Discussion Papers 2005-12, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
• Marshall Gramm & Douglas H. Owens, 2006. "Efficiency in Pari-Mutuel Betting Markets across Wagering Pools in the Simulcast Era," Southern Economic Journal, John Wiley & Sons, vol. 72(4), pages 926-937, April.
• Lucy F. Ackert & Narat Charupat & Bryan K. Church & Richard Deaves, 2006. "Margin, Short Selling, And Lotteries In Experimental Asset Markets," Southern Economic Journal, John Wiley & Sons, vol. 73(2), pages 419-436, October.
• Rainio, Elina, 2006. "Osakeyhtiölain vaikutukset sijoittajan suojaan ja rahoitusmarkkinoiden kehitykseen," Bank of Finland Research Discussion Papers 16/2006, Bank of Finland.
• Anandarajan, Asokan & Hasan, Iftekhar & McCarthy, Cornelia, 2006. "The use of loan loss provisions for capital management, earnings management and signalling by Australian banks," Bank of Finland Research Discussion Papers 23/2006, Bank of Finland.
• Bohl, Martin T. & Döpke, Jörg & Pierdzioch, Christian, 2006. "Real-time forecasting and political stock market anomalies: evidence for the U.S," Discussion Paper Series 1: Economic Studies 2006,22, Deutsche Bundesbank.
• Trauten, Andreas & Schulz, Roland C., 2006. "IPO investment strategies and pseudo market timing," Working Papers 36, University of Münster, Competence Center Internet Economy and Hybrid Systems, European Research Center for Information Systems (ERCIS).
• Kempf, Alexander & Mayston, Daniel, 2006. "Liquidity commonality beyond best prices," CFR Working Papers 06-04, University of Cologne, Centre for Financial Research (CFR).
• Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007. "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 333-354, May.
  • Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan, 2006. "Portfolio optimization when risk factors are conditionally varying and heavy tailed," CFS Working Paper Series 2006/24, Center for Financial Studies (CFS).
• Canto, Bea & Kräussl, Roman, 2006. "Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets," CFS Working Paper Series 2006/25, Center for Financial Studies (CFS).
• Entorf, Horst & Steiner, Christian, 2006. "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," ZEW Discussion Papers 06-008, ZEW - Leibniz Centre for European Economic Research.
  • Entorf, Horst & Steiner, Christian, 2006. "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Darmstadt Discussion Papers in Economics 159, Darmstadt University of Technology, Department of Law and Economics.
  • Entorf, Horst & Steiner, Christian, 2006. "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36782, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Entorf, Horst & Steiner, Christian, 2009. "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77415, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008. "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1941-1953, September.
  • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Stock market volatiltity around national elections," MPRA Paper 302, University Library of Munich, Germany, revised Nov 2006.
  • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006. "Stock Market Volatility around National Elections," Working Paper Series 2006,2, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
• Bohl, Martin T. & Gottschalk, Katrin & Pál, Rozália, 2006. "Institutional investors and stock market efficiency: The case of the January anomaly," MPRA Paper 677, University Library of Munich, Germany, revised Nov 2006.
  • Bohl, Martin T. & Gottschalk, Katrin & Henke, Harald & Pál, Rozália, 2006. "Institutional investors and stock market efficiency: The case of the January anomaly," Working Paper Series 2006,6, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Political orientation of government and stock market returns," MPRA Paper 307, University Library of Munich, Germany, revised Nov 2006.
  • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006. "Political Orientation of Government and Stock Market Returns," Working Paper Series 2006,9, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
• Michael Ehrmann & Marcel Fratzscher & Mr. Helge Berger, 2006. "Forecasting ECB Monetary Policy: Accuracy is (Still) a Matter of Geography," IMF Working Papers 2006/041, International Monetary Fund.
  • Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Discussion Papers 2006/11, Free University Berlin, School of Business & Economics.
  • Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Working Paper Series 578, European Central Bank.
• Berneburg, Marian, 2006. "Excess Volatility in European Equity Style Indices - New Evidence," IWH Discussion Papers 16/2006, Halle Institute for Economic Research (IWH).
• Nitschka, Thomas, 2006. "Does sensitivity to cashflow news explain the value premium on European stock markets?," Technical Reports 2006,12, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
• Ng, Wing Lon, 2006. "Overreaction and multiple tail dependence at the high-frequency level: The copula rose," SFB 649 Discussion Papers 2006-086, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Dymke, Björn M. & Walter, Andreas, 2006. "Insider trading in Germany: Do corporate insiders exploit inside information?," Tübinger Diskussionsbeiträge 309, University of Tübingen, School of Business and Economics.
• Falck, Oliver & Heblich, Stephan, 2006. "Corporate Social Responsibility: Einbettung des Unternehmens in das Wirtschaftssystem," Passauer Diskussionspapiere, Volkswirtschaftliche Reihe V-45-06, University of Passau, Faculty of Business and Economics.
• Oberndorfer, Ulrich & Ziegler, Andreas, 2006. "Environmentally oriented energy policy and stock returns: an empirical analysis," ZEW Discussion Papers 06-079, ZEW - Leibniz Centre for European Economic Research.
• Stefan Reimann, 2006. "An Elementary Model of Price Dynamics in a Financial Market Distribution, Multiscaling & Entropy," IEW - Working Papers 271, Institute for Empirical Research in Economics - University of Zurich.
• Stefan Reimann, 2006. "The Process of price formation and the skewness of asset returns," IEW - Working Papers 276, Institute for Empirical Research in Economics - University of Zurich.
• Daniel Waldenstrom & Bruno S. Frey, 2006. "Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II," CREMA Working Paper Series 2006-27, Center for Research in Economics, Management and the Arts (CREMA).
  • Daniel Waldenstr�m & Bruno S. Frey, 2006. "Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II," IEW - Working Papers 308, Institute for Empirical Research in Economics - University of Zurich.
  • Waldenström, Daniel & Frey, Bruno S., 2006. "Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries Facing World War II," Working Paper Series 676, Research Institute of Industrial Economics.

2005

• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005. "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, in: Michèle Breton & Hatem Ben-Ameur (ed.), Numerical Methods in Finance, chapter 0, pages 173-191, Springer.
  • BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005. "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche 2005-04, Universite de Montreal, Departement de sciences economiques.
  • BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005. "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche 04-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005. "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers 2005s-03, CIRANO.
• Torben Lütje & Lukas Menkhoff, 2005. "Risk Management, Rational Herding and Institutional Investors: A Macro View," Springer Books, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel (ed.), Risk Management, edition 0, pages 785-799, Springer.
  • Lütje, Torben & Menkhoff, Lukas, 2003. "Risk Management, Rational Herding and Institutional Investors: A Macro View," Hannover Economic Papers (HEP) dp-285, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Lukas Menkhoff & Ulrich Schmidt, 2005. "The use of trading strategies by fund managers: some first survey evidence," Applied Economics, Taylor & Francis Journals, vol. 37(15), pages 1719-1730.
  • Menkhoff, Lukas & Schmidt, Ulrich, 2005. "The Use of Trading Strategies by Fund Managers: Some First Survey Evidence," Hannover Economic Papers (HEP) dp-314, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 059428e3-2ed6-42e2-8d3c-2, Tilburg University, School of Economics and Management.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-62, Tilburg University, Center for Economic Research.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-016, Tilburg University, Tilburg Law and Economic Center.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 1deb12a0-54a3-47f7-9626-5, Tilburg University, School of Economics and Management.
• Jana P. Fidrmuc & Marc Goergen & Luc Renneboog, 2006. "Insider Trading, News Releases, and Ownership Concentration," Journal of Finance, American Finance Association, vol. 61(6), pages 2931-2973, December.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM 2cc19d5c-a469-4877-a6f4-a, Tilburg University, School of Economics and Management.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Discussion Paper 2005-97, Tilburg University, Center for Economic Research.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Discussion Paper 2005-025, Tilburg University, Tilburg Law and Economic Center.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM 12ebc2dc-8f53-4136-b360-6, Tilburg University, School of Economics and Management.
• Jana P. Fidrmuc & Marc Goergen & Luc Renneboog, 2006. "Insider Trading, News Releases, and Ownership Concentration," Journal of Finance, American Finance Association, vol. 61(6), pages 2931-2973, December.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM 2cc19d5c-a469-4877-a6f4-a, Tilburg University, School of Economics and Management.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Discussion Paper 2005-025, Tilburg University, Tilburg Law and Economic Center.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM 12ebc2dc-8f53-4136-b360-6, Tilburg University, School of Economics and Management.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Discussion Paper 2005-97, Tilburg University, Center for Economic Research.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 059428e3-2ed6-42e2-8d3c-2, Tilburg University, School of Economics and Management.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-016, Tilburg University, Tilburg Law and Economic Center.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-62, Tilburg University, Center for Economic Research.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 1deb12a0-54a3-47f7-9626-5, Tilburg University, School of Economics and Management.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 1deb12a0-54a3-47f7-9626-5, Tilburg University, School of Economics and Management.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 059428e3-2ed6-42e2-8d3c-2, Tilburg University, School of Economics and Management.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-016, Tilburg University, Tilburg Law and Economic Center.
  • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-62, Tilburg University, Center for Economic Research.
• Jana P. Fidrmuc & Marc Goergen & Luc Renneboog, 2006. "Insider Trading, News Releases, and Ownership Concentration," Journal of Finance, American Finance Association, vol. 61(6), pages 2931-2973, December.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM 2cc19d5c-a469-4877-a6f4-a, Tilburg University, School of Economics and Management.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM 12ebc2dc-8f53-4136-b360-6, Tilburg University, School of Economics and Management.
  • Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005. "Insider Trading, News Releases and Ownership Concentration," Discussion Paper 2005-025, Tilburg University, Tilburg Law and Economic Center.
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• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 059428e3-2ed6-42e2-8d3c-2, Tilburg University, School of Economics and Management.
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• Jana P. Fidrmuc & Marc Goergen & Luc Renneboog, 2006. "Insider Trading, News Releases, and Ownership Concentration," Journal of Finance, American Finance Association, vol. 61(6), pages 2931-2973, December.
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• Marco Cipriani & Antonio Guarino, 2005. "Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 315-321, 04/05.
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• Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 11-26, Springer.
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• Alar Kein, 2005. "An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market," Working Papers 120, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
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• Matthew C. Clayton & Jay C. Hartzell & Joshua Rosenberg, 2005. "The Impact of CEO Turnover on Equity Volatility," The Journal of Business, University of Chicago Press, vol. 78(5), pages 1779-1808, September.
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• Yanna Wu & Subhash C. Ray, 2005. "Technical Efficiency and Stock Market Reaction to Horizontal Mergers," Working papers 2005-05, University of Connecticut, Department of Economics.
• Luca Grilli & Angelo Sfrecola, 2005. "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS 14-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
• DURENARD, Eugene & VEREDAS, David, 2002. "Macro surprises and short-term behaviour in bond futures," LIDAM Discussion Papers CORE 2002037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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• Roland Gillet & Ariane Szafarz, 2004. "L'efficience informationnelle des marchés: une hypothèse, et au-delà ?," Working Papers CEB 04-004.RS, ULB -- Universite Libre de Bruxelles.
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• Roland Gillet & Ariane Szafarz, 2004. "L'efficience informationnelle des marchés: une hypothèse, et au-delà ?," Working Papers CEB 04-004.RS, ULB -- Universite Libre de Bruxelles.
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• de Carvalho, Antonio Gledson & Calomiris, Charles W. & de Matos, João Amaro, 2008. "Venture capital as human resource management," Journal of Economics and Business, Elsevier, vol. 60(3), pages 223-255.
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• Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005. "The weekend trading profitability: evidence from international mutual funds," Working Papers 2004-10, University of New Orleans, Department of Economics and Finance.
• Al-Zoubi, Haitham A. & Daal, Elton, 2005. "A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?," Working Papers 2005-06, University of New Orleans, Department of Economics and Finance.
• Fernando Lago, 2005. "Tres ensayos sobre crisis financieras basadas en fundamentals," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 22(45), pages 1-66, july-dece.
• Francesco Franzoni & José M. Marín, 2006. "Pension Plan Funding and Stock Market Efficiency," Journal of Finance, American Finance Association, vol. 61(2), pages 921-956, April.
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• Laura Nyantung Beny, 2005. "Do Insider Trading Laws Matter? Some Preliminary Comparative Evidence," William Davidson Institute Working Papers Series wp741, William Davidson Institute at the University of Michigan.
• Solomon Tadesse, 2005. "Stock Markets Liquidity, Corporate Governance and Small Firms," William Davidson Institute Working Papers Series wp883, William Davidson Institute at the University of Michigan.
• Schulmeister, Stephan, 2006. "The interaction between technical currency trading and exchange rate fluctuations," Finance Research Letters, Elsevier, vol. 3(3), pages 212-233, September.
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• Marmer, Vadim, 2008. "Nonlinearity, nonstationarity, and spurious forecasts," Journal of Econometrics, Elsevier, vol. 142(1), pages 1-27, January.
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• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005. "Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks," Econometrics 0509006, University Library of Munich, Germany.
• Marco Cipriani & Antonio Guarino, 2005. "Herd Behavior in a Laboratory Financial Market," American Economic Review, American Economic Association, vol. 95(5), pages 1427-1443, December.
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• Carl Plat, 2005. "A Double Auction Market with Signals of Varying Precision," Experimental 0508004, University Library of Munich, Germany.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010. "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, vol. 16(3), pages 227-244.
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• Ulrich Pape & Stephan Schmidt-Tank, 2005. "Liquidity Effects of Changes in a Pan-European Stock Index," Finance 0503016, University Library of Munich, Germany.
• Silvio John Camilleri & Christopher J. Green, 2005. "An Analysis of the Impacts of Non-Synchronous Trading On," Finance 0504020, University Library of Munich, Germany.
• Jamdee, Sutthisit & Los, Cornelis A., 2007. "Long memory options: LM evidence and simulations," Research in International Business and Finance, Elsevier, vol. 21(2), pages 260-280, June.
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• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010. "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, vol. 16(3), pages 227-244.
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• Michael Kaestner, 2005. "Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?," Finance 0505018, University Library of Munich, Germany, revised 03 Oct 2005.
• Silvio John Camilleri & Christopher J. Green, 2004. "The Impact of the Suspension of Opening and Closing Call," Finance 0411012, University Library of Munich, Germany.
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• Camilleri, Silvio John, 2005. "Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data," MPRA Paper 84574, University Library of Munich, Germany.
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• Ammann, Manuel & Kind, Axel & Wilde, Christian, 2008. "Simulation-based pricing of convertible bonds," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 310-331, March.
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• Michael Kaestner, 2005. "Prévisions de résultat et réactions : étude de deux sous- réactions sous l’angle du biais d’ancrage," Finance 0510002, University Library of Munich, Germany.
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• Dimitris Kenourgios & Nikolaos Pavlidis, 2005. "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance 0512011, University Library of Munich, Germany.
• Dimitris Kenourgios, 2005. "Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market," Finance 0512014, University Library of Munich, Germany.
• Dimitris Kenourgios, 2005. "Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market," Finance 0512015, University Library of Munich, Germany.
• Schulmeister, Stephan, 2006. "The interaction between technical currency trading and exchange rate fluctuations," Finance Research Letters, Elsevier, vol. 3(3), pages 212-233, September.
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• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, University Library of Munich, Germany.
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• von Kalckreuth, Ulf, 2005. "A "wreckers theory" of financial distress," Discussion Paper Series 1: Economic Studies 2005,40, Deutsche Bundesbank.
• Koetter, M. & Bos, J.W.B. & Heid, F. & Kolari, J.W. & Kool, C.J.M. & Porath, D., 2007. "Accounting for distress in bank mergers," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3200-3217, October.
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• Bos, Jaap W. B. & Heid, Frank & Koetter, Michael & Kolari, James W. & Kool, Clemens J. M., 2005. "Inefficient or just different? Effects of heterogeneity on bank efficiency scores," Discussion Paper Series 2: Banking and Financial Studies 2005,15, Deutsche Bundesbank.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
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  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2005. "Does anonymity matter in electronic limit order markets?," CFR Working Papers 05-15, University of Cologne, Centre for Financial Research (CFR).
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• Erik Theissen, 2007. "An analysis of private investors' stock market return forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 35-43.
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• Haas, Markus & Mittnik, Stefan & Mizrach, Bruce, 2006. "Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts," Journal of Financial Stability, Elsevier, vol. 2(1), pages 28-54, April.
  • Markus Haas & Stefan Mittnik & Bruce Mizrach, 2004. "Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts," Departmental Working Papers 200424, Rutgers University, Department of Economics.
  • Haas, Markus & Mittnik, Stefan & Mizrach, Bruce, 2005. "Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts," CFS Working Paper Series 2005/09, Center for Financial Studies (CFS).
• Korczak, Piotr & Tavakkol, Amir, 2004. "Institutional investors and the information content of earnings announcements: the case of Poland," Economic Systems, Elsevier, vol. 28(2), pages 193-208, June.
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• Siklos, Pierre L. & Bohl, Martin T., 2005. "Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004," Working Paper Series 2005,7, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
• Gilbert, Aaron & Tourani Rad, Alireza & Wisniewski, Tomasz Piotr, 2005. "The relationship between insider trading and volume-induced return autocorrelation," Working Paper Series 2005,9, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
• Müller, Sebastian & Müller, Gerhard, 2005. "Sicherheits-orientiertes Portfoliomanagement," Wismar Discussion Papers 09/2005, Hochschule Wismar, Wismar Business School.
• Christian Pierdzioch & Andrea Schertler, 2007. "Sources of Predictability of European Stock Markets for High-technology Firms," The European Journal of Finance, Taylor & Francis Journals, vol. 13(1), pages 1-27.
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• Nippel, Peter & Pierdzioch, Christian & Schertler, Andrea, 2005. "Underpricing and Index Excess Returns," Kiel Working Papers 1259, Kiel Institute for the World Economy (IfW Kiel).
• Prof. Dr. Walter Krämer & Sebastian Schich, "undated". "Large - scaledisasters and the insurance industry," Working Papers 4, Business and Social Statistics Department, Technische Universität Dortmund, revised Mar 2005.
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• Yu, Peiyi & Neus, Werner, 2005. "Market Structure, Scale Efficiency, and Risk as Determinants of German Banking Profitability," Tübinger Diskussionsbeiträge 294, University of Tübingen, School of Business and Economics.
• Michael Schröder, 2007. "Is there a Difference? The Performance Characteristics of SRI Equity Indices," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 331-348, January.
  • Schröder, Michael, 2005. "Is there a Difference? The Performance Characteristics of SRI Equity Indexes," ZEW Discussion Papers 05-50, ZEW - Leibniz Centre for European Economic Research.
• van Baalen, Peter & Bloemhof-Ruwaard, Jacqueline & van Heck, Eric, 2005. "Knowledge Sharing in an Emerging Network of Practice:: The Role of a Knowledge Portal," European Management Journal, Elsevier, vol. 23(3), pages 300-314, June.
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• Michael Glezakos & Dr. George Gotzageorgis, 2005. "An empirical investigation of underpricing in Greek IPO’s: 1990-2003," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 3-20.
• Sanne Zwart, 2005. "Liquidity runs with endogenous information acquisition," Economics Working Papers ECO2005/18, European University Institute.
• Richard C. Green & Burton Hollifield & Norman Schürhoff, 2007. "Financial Intermediation and the Costs of Trading in an Opaque Market," The Review of Financial Studies, Society for Financial Studies, vol. 20(2), pages 275-314.
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• Alessandro Beber & Cecilia Caglio, 2005. "Order Submission Strategies and Information: Empirical Evidence from the NYSE," FAME Research Paper Series rp146, International Center for Financial Asset Management and Engineering.
• Alexandre Ziegler & François-Xavier Delaloye & Michel Habib, 2005. "Negotiating over Banking Secrecy: The Case of Switzerland and the European Union," FAME Research Paper Series rp157, International Center for Financial Asset Management and Engineering.
• Dennis Y. Chung & Dušan Isakov & Christophe Pérignon, 2005. "Repurchasing Shares on a Second Trading Line," FSES Working Papers 391, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
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  • Dusan ISAKOV & Dennis Y. CHUNG & Christophe PERIGNON, 2005. "Repurchasing Shares on a Second Trading Line," FAME Research Paper Series rp162, International Center for Financial Asset Management and Engineering.
• Helena Horská, 2005. "The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 283-301, May.
• Karel Diviš & Petr Teplý, 2005. "Information Efficiency of Central Europe Stock Exchanges (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(9-10), pages 471-482, September.
• Tomáš Cahlík & Adam Geršl & Michal Hlaváček & Michael Berlemann, 2005. "Market Prices as Indicators of Political Events Evidence from the Experimental Market on the Czech Republic Parliamentary Election in 2002," Working Papers IES 77, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
• Vít Bubák & Filip Žikeš, 2005. "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model," Working Papers IES 80, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
• Miloslav Vošvrda & Lukáš Vácha, 2007. "Heterogeneous Agents Model with the Worst Out Algorithm," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(1), pages 54-66, March.
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• Kateřina Tsolov, 2005. "ADR/GDR Potential in Central Europe," Working Papers IES 92, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
• Bernardo Bortolotti, 2005. "Italy’s Privatization Process and Its Implications for China," Working Papers 2005.118, Fondazione Eni Enrico Mattei.
• Arun J. Prakash, Suchismita Mishra, Dispari Ghosh, 2005. "The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies," Frontiers in Finance and Economics, SKEMA Business School, vol. 2(2), pages 67-78, December.
• Refet Gürkaynak & Justin Wolfers, 2005. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2005, pages 11-50, National Bureau of Economic Research, Inc.
  • Gürkaynak, Refet S. & Wolfers, Justin, 2005. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," IZA Discussion Papers 1899, Institute of Labor Economics (IZA).
  • Refet Gurkaynak & Justin Wolfers, 2006. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Working Papers 11929, National Bureau of Economic Research, Inc.
  • Refet S. Gürkaynak & Justin Wolfers, 2005. "Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk," Working Paper Series 2005-26, Federal Reserve Bank of San Francisco.
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• John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2010. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 305-344, January.
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  • John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," NBER Working Papers 11389, National Bureau of Economic Research, Inc.
  • Polk, Christopher & Vuolteenaho, Tuomo & Campbell, John Y., 2010. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Scholarly Articles 9887622, Harvard University Department of Economics.
  • John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Harvard Institute of Economic Research Working Papers 2082, Harvard - Institute of Economic Research.
• Jan De Dreu & Vasso P. Ioannidou, 2005. "The impact of explicit deposit insurance on market discipline," Proceedings 992, Federal Reserve Bank of Chicago.
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• Christina E. Bannier & Marcel Tyrell, 2005. "Modelling the role of credit rating agencies - Do they spark off a virtuous circle?," Working Paper Series: Finance and Accounting 160, Department of Finance, Goethe University Frankfurt am Main.
• Dusan ISAKOV & Dennis Y. CHUNG & Christophe PERIGNON, 2005. "Repurchasing Shares on a Second Trading Line," FAME Research Paper Series rp162, International Center for Financial Asset Management and Engineering.
  • Dennis Y. Chung & Dušan Isakov & Christophe Pérignon, 2005. "Repurchasing Shares on a Second Trading Line," FSES Working Papers 391, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  • Christophe Pérignon & Dennis Y. Chung & Dusan Isakov, 2007. "Repurchasing Shares on a Second Trading Line," Post-Print hal-00461078, HAL.
• John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2010. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 305-344, January.
  • John Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or glamour? fundamentals and systemic risk in stock returns," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," NBER Working Papers 11389, National Bureau of Economic Research, Inc.
  • Polk, Christopher & Vuolteenaho, Tuomo & Campbell, John Y., 2010. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Scholarly Articles 9887622, Harvard University Department of Economics.
  • John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Harvard Institute of Economic Research Working Papers 2082, Harvard - Institute of Economic Research.
• Kaestner, Michael, 2005. "Investors’ Misreaction to Unexpected Earnings: Evidence of Simultaneous Overreaction and Underreaction," Accepted Papers Series 2005-3, Montpellier University, Center for Research in Finance.
• Kaestner, Michael, 2005. "Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?," Working Paper Series 2005-1, Montpellier University, Center for Research in Finance.
• Julien Reynaud & Rofikoh Rokhim, 2005. "Do banking crises enhance efficiency? A case study of 1994 Turkish and 1997 Indonesian crises," Post-Print halshs-00193306, HAL.
  • Julien Reynaud & Rofikoh Rokhim, 2005. "Do banking crises enhance efficiency? A case study of 1994 Turkish and 1997 Indonesian crises," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00193306, HAL.
  • Julien Reynaud & Rofikoh Rokhim, 2005. "Do banking crises enhance efficiency? A case study of 1994 Turkish and 1997 Indonesian crises," Cahiers de la Maison des Sciences Economiques bla05007, Université Panthéon-Sorbonne (Paris 1).
• Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
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  • A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
  • DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2011. "Limit Order Book as a Market for Liquidity," Working Papers hal-00597190, HAL.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Roland Gillet & Ariane Szafarz, 2004. "L'efficience informationnelle des marchés: une hypothèse, et au-delà ?," Working Papers CEB 04-004.RS, ULB -- Universite Libre de Bruxelles.
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  • Roland Gillet & Ariane Szafarz, 2005. "L’efficience informationnelle des marchés. Une hypothèse, et au-delà ?," ULB Institutional Repository 2013/669, ULB -- Universite Libre de Bruxelles.
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• Christian Walter, 2005. "La gestion indicielle et la théorie des moyennes," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 113-136.
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• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
  • Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2001. "Limit Order Book as a Market for Liquidity," CEPR Discussion Papers 2889, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print halshs-00005043, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2011. "Limit Order Book as a Market for Liquidity," Working Papers hal-00597190, HAL.
  • FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001. "Limit order book as a market for liquidity," HEC Research Papers Series 728, HEC Paris.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print hal-00459785, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• DESGRANGES, Gabriel & FOUCAULT, Thierry, 2000. "Reputation-based pricing and price improvements in dealership markets," HEC Research Papers Series 716, HEC Paris, revised 01 Mar 2002.
  • Thierry Foucault & Gabriel Desgranges, 2012. "Reputation-Based Pricing and Price Improvements in Dealership Markets," Working Papers hal-00722600, HAL.
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• Julien Reynaud & Rofikoh Rokhim, 2005. "Do banking crises enhance efficiency? A case study of 1994 Turkish and 1997 Indonesian crises," Cahiers de la Maison des Sciences Economiques bla05007, Université Panthéon-Sorbonne (Paris 1).
  • Julien Reynaud & Rofikoh Rokhim, 2005. "Do banking crises enhance efficiency? A case study of 1994 Turkish and 1997 Indonesian crises," Post-Print halshs-00193306, HAL.
  • Julien Reynaud & Rofikoh Rokhim, 2005. "Do banking crises enhance efficiency? A case study of 1994 Turkish and 1997 Indonesian crises," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00193306, HAL.
• Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2013. "Bottom-Up Corporate Governance," Review of Finance, European Finance Association, vol. 17(1), pages 161-201.
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• Anne Cazavan‐Jeny & Thomas Jeanjean, 2007. "Levels of voluntary disclosure in IPO prospectuses: an empirical analysis," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 6(2), pages 131-149, May.
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• Alexander Mende, 2006. "09/11 on the USD/EUR foreign exchange market," Applied Financial Economics, Taylor & Francis Journals, vol. 16(3), pages 213-222.
  • Mende, Alexander, 2005. "09/11 on the USD/EUR Foreign Exchange Market," Hannover Economic Papers (HEP) dp-312, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Lukas Menkhoff & Ulrich Schmidt, 2005. "The use of trading strategies by fund managers: some first survey evidence," Applied Economics, Taylor & Francis Journals, vol. 37(15), pages 1719-1730.
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• Lukas Menkhoff & Rafael Rebitzky & Michael Schroder, 2008. "Do dollar forecasters believe too much in PPP?," Applied Economics, Taylor & Francis Journals, vol. 40(3), pages 261-270.
  • Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005. "Do Dollar Forecasters Believe too Much in PPP?," Hannover Economic Papers (HEP) dp-321, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Charlotte Christiansen & Angelo Ranaldo, 2007. "Realized bond—stock correlation: Macroeconomic announcement effects," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(5), pages 439-469, May.
  • Christiansen, Charlotte & Ranaldo, Angelo, 2005. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Finance Research Group Working Papers F-2005-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  • Charlotte Christiansen & Angelo Ranaldo, 2006. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Working Papers 2006-02, Swiss National Bank.
• Bjuggren, Per-Olof & Wiberg, Daniel, 2005. "Industry Specific Effects in Investment Performance and Valuation of Firms - Marginal q in a Stock Market Bubble," Working Paper Series in Economics and Institutions of Innovation 45, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Quoreshi, Shahiduzzaman, 2005. "Bivariate Time Series Modelling of Financial Count Data," Umeå Economic Studies 655, Umeå University, Department of Economics.
• Quoreshi, Shahiduzzaman, 2005. "Modelling High Frequency Financial Count Data," Umeå Economic Studies 656, Umeå University, Department of Economics.
• Simonsen, Ola, 2005. "An Empirical Model for Durations in Stocks," Umeå Economic Studies 657, Umeå University, Department of Economics.
• Christian Weiner, 2005. "The Impact of Industry Classification Schemes on Financial Research," SFB 649 Discussion Papers SFB649DP2005-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Christian Weiner & Niels Ulbricht, 2005. "Worldscope meets Compustat: A Comparison of Financial Databases," SFB 649 Discussion Papers SFB649DP2005-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Bohl, Martin T. & Brzeszczynski, Janusz, 2006. "Do institutional investors destabilize stock prices? evidence from an emerging market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 370-383, October.
  • Martin T. Bohl & Janusz Brzeszczynski, 2005. "Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market," CERT Discussion Papers 0501, Centre for Economic Reform and Transformation, Heriot Watt University.
• Cornelis A Los, 2005. "Why VaR FailsLong Memory and Extreme Events in Financial Markets," The IUP Journal of Financial Economics, IUP Publications, vol. 0(3), pages 19-36, September.
  • Cornelis A. Los, 2004. "Why VAR Fails: Long Memory and Extreme Events in Financial Markets," Finance 0412014, University Library of Munich, Germany.
• Robert J. Bianchi & Michael E. Drew & John Polichronis, 2005. "A test of momentum trading strategies in foreign exchange markets: evidence from the G7," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 7(2/3), pages 155-179.
• Mónica Melle, 2005. "¿Cómo valora el mercado de valores español la adopción de planes de opciones sobre acciones para directivos y consejeros?," Investigaciones Economicas, Fundación SEPI, vol. 29(1), pages 73-115, January.
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• Thomas Lagoarde Segot & Brian M Lucey, 2005. "Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis," The Institute for International Integration Studies Discussion Paper Series iiisdp92, IIIS.
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• Jorge Ludlow Wiechers & Beatríz Mota Aragón, 2005. "La Dinámica De La Volatilidad Del Ipc Y Sus Componentes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 4(2), pages 149-173, Junio 200.
• Jorge Ludlow Wiechers & M. Beatríz Mota Aragón, 2005. "Curvas De Apalancamiento Y Elección De Carteras En La Bmv," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 4(4), pages 313-346, Diciembre.
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• Rodrigo Saens & Eduardo Sandoval, 2005. "Measuring Security Price Performance Using Chilean Daily Stock Returns: The Event Study Method," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(126), pages 307-328.
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• Juan Carlos Gómez Sala & Germán López Espinosa, 2005. "El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español," Working Papers. Serie EC 2005-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• David Abad & José Yagüe & Sonia Sanabria, 2005. "Liquidity And Information Around Annual Earnings Announcements: An Intraday Analysis Of The Spanish Stock Market," Working Papers. Serie EC 2005-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Daniele CHECCHI & Massimo FLORIO & Jorge CARRERA, 2004. "Privatization discontent and its determinants: evidence from Latin America," Departmental Working Papers 2004-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
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• Andreas Freytag & Dirk Schiereck & Thomas W. Thomas, 2005. "Consolidation and Market Power of Energy Utilities - The case of US-American and German Utility Takeovers," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!) 07/2005, Friedrich Schiller University of Jena, School of of Economics and Business Administration.
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• Alexander Gümbel, 2005. "Should short-term speculators be taxed, or subsidised?," Annals of Finance, Springer, vol. 1(3), pages 327-348, August.
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• Roland Füss, 2005. "Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets," Economic Change and Restructuring, Springer, vol. 38(1), pages 37-62, March.
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• Németh, András, 2005. "Hírpiacok szimulációja [Simulation of news markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 249-274.
• Kutas, Gábor & Végh, Richárd, 2005. "A Budapest Likviditási Mérték bevezetéséről. A magyar részvények likviditásának összehasonlító elemzése a budapesti, a varsói és a londoni értéktőzsdéken [Introduction of the Budapest Liquidity Mea," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 686-711.
• Rasmus Fatum & Michael R. King, 2005. "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series 05-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
• Fatum, Rasmus, 2008. "Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data," Journal of International Money and Finance, Elsevier, vol. 27(3), pages 438-454, April.
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• Hallerbach, Winfried G.., 2005. "Holding Period Return-Risk Modeling :The Importance of Dividends," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 45-65, Abril.
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• Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam, 2005. "Price Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum," Cahiers de recherche 0531, CIRPEE.
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• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010. "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, vol. 16(3), pages 227-244.
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• Engel, Charles, 2005. "Some New Variance Bounds for Asset Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 949-955, October.
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• Henryk Gurgul & Pawel Majdosz & Roland Mestel, 2005. "Joint Dynamics of Prices and Trading Volume on the Polish Stock Market," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 3(2), pages 139-156.
• Steve Bond & Mike Hawkins & Alexander Klemm, 2005. "Stamp Duty on Shares and Its Effect on Share Prices," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 61(3), pages 275-297, November.
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• Tinn, Katrin, 2005. "Optimal research in financial markets with heterogeneous private information: a rational expectations model," Working Paper Series 493, European Central Bank.
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• Csaba Csávás & Szilárd Erhart, 2005. "Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity," MNB Occasional Papers 2005/44, Magyar Nemzeti Bank (Central Bank of Hungary).
• V. Moriggia & S. Muzzioli & C. Torricelli, 2005. "The no arbitrage condition in option implied trees: evidence from the Italian index options market," Department of Economics 0491, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Martin Hellwig, 2005. "Market Discipline, Information Processing, and Corporate Governance," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2005_19, Max Planck Institute for Research on Collective Goods.
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• Julien Reynaud & Rofikoh Rokhim, 2005. "Do banking crises enhance efficiency? A case study of 1994 Turkish and 1997 Indonesian crises," Post-Print halshs-00193306, HAL.
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• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005. "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, in: Michèle Breton & Hatem Ben-Ameur (ed.), Numerical Methods in Finance, chapter 0, pages 173-191, Springer.
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• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
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• Eskandar A. Tooma, 2005. "Evaluating the Peformance of Symmetric Price Limits: Evidence from the Egyptian Stock Exchange," The African Finance Journal, Africagrowth Institute, vol. 7(2), pages 18-41.
• Lanfranco, Bruno A., 2005. "Cobertura del riesgo precios en los mercados de futuros para carne bovina en el marco de la experiencia uruguaya de 1993," Serie Tecnica 121755, Instituto Nacional de Investigacion Agropecuaria (INIA).
• Lima, Roberto Arruda de Souza & Shirota, Ricardo, 2005. "Influência do Capital Social no Mercado de Crédito Rural," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 43(01), pages 1-18, March.
• Rosemarie Bröker Bone, 2005. "A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 037, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Srecko Devjak & Andraz Grum, 2005. "Market Risk Control In Stable Paretian Markets," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 14(2), pages 147-160, december.
• Orlin Todorov, 2005. "Certain Financial Problems the Small and Medium Enterprises Face in the Countries of the European Economic Area (EEA)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 103-123.
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• Bronwyn H. Hall & Adam Jaffe & Manuel Trajtenberg, 2005. "Market Value and Patent Citations," RAND Journal of Economics, The RAND Corporation, vol. 36(1), pages 16-38, Spring.
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• Klaus Abbink & Bettina Rockenbach, 2006. "Option pricing by students and professional traders: a behavioural investigation," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(6), pages 497-510.
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• Rodolfo Apreda, 2005. "How trade splits up information sets and dealers carry out their brokerage of asymmetric information," CEMA Working Papers: Serie Documentos de Trabajo. 288, Universidad del CEMA.
• Mariana Conte Grand & Vanesa V. D'Elia, 2005. "Environmental news and stock markets performance: Further evidence for Argentina," CEMA Working Papers: Serie Documentos de Trabajo. 300, Universidad del CEMA.
• Rosa, Carlo & Verga, Giovanni, 2005. "The importance of the wording of the ECB," LSE Research Online Documents on Economics 19888, London School of Economics and Political Science, LSE Library.
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• Jan Hanousek & Evžen Kočenda, 2011. "Learning by investing," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 19(1), pages 125-149, January.
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• Muendler, Marc-Andreas, 2005. "Rational Information Choice in Financial Market Equilibrium," University of California at San Diego, Economics Working Paper Series qt5q4764nj, Department of Economics, UC San Diego.
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• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005. "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, in: Michèle Breton & Hatem Ben-Ameur (ed.), Numerical Methods in Finance, chapter 0, pages 173-191, Springer.
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• Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Advisors and Asset Prices: A Model of the Origins of Bubbles," Levine's Bibliography 122247000000001003, UCLA Department of Economics.
• Massa, Massimo & Locarno, Alberto, 2005. "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers 4828, C.E.P.R. Discussion Papers.
• Thomas Ferguson & Hans-Joachim Voth, 2008. "Betting on Hitler—The Value of Political Connections in Nazi Germany," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(1), pages 101-137.
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• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, University Library of Munich, Germany.
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• Acharya, Viral V. & Johnson, Timothy C., 2007. "Insider trading in credit derivatives," Journal of Financial Economics, Elsevier, vol. 84(1), pages 110-141, April.
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• Wilhelm Jr, William J & Chen, Zhaohui, 2005. "The Industrial Organization of Financial Market Information Production," CEPR Discussion Papers 5314, C.E.P.R. Discussion Papers.
• Schotman, Peter C & Zalewska, Ania, 2005. "Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets," CEPR Discussion Papers 5352, C.E.P.R. Discussion Papers.
• Klor, Esteban & Berrebi, Claude, 2005. "The Impact of Terrorism Across Industries: An Empirical Study," CEPR Discussion Papers 5360, C.E.P.R. Discussion Papers.
• Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2009. "Demand-Based Option Pricing," The Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 4259-4299, October.
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• Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2013. "Bottom-Up Corporate Governance," Review of Finance, European Finance Association, vol. 17(1), pages 161-201.
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• Jan Bo Jakobsen & Torben Voetmann, 2005. "A New Approach for Interpreting Long-Run Returns, Applied to IPO and SEO Stocks," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 337-363, November.
• Galina Hale, 2005. "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll–over," The Institute for International Integration Studies Discussion Paper Series iiisdp062, IIIS.
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• Donald J. Brown & Rustam Ibragimov, 2005. "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers 1518, Cowles Foundation for Research in Economics, Yale University.
• Timo Baas & Mechthild Schrooten, 2005. "Theoretische Analyse der Gewinnsituation im deutschen Bankensektor: Kreditvergabestrategie sichert Sparkassen und Genossenschaftsbanken Vorteile," Discussion Papers of DIW Berlin 502, DIW Berlin, German Institute for Economic Research.
• Anne Cazavan‐Jeny & Thomas Jeanjean, 2007. "Levels of voluntary disclosure in IPO prospectuses: an empirical analysis," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 6(2), pages 131-149, May.
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• Katrin Tinn, 2005. "Optimal research in financial markets with heterogeneous private information; a rational expectations model," Money Macro and Finance (MMF) Research Group Conference 2005 6, Money Macro and Finance Research Group.
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• Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
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• Cappiello, Lorenzo & De Santis, Roberto A., 2005. "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series 529, European Central Bank.
• Han, Bing & Hirshleifer, David & Wang, Tracy, 2005. "Investor Overconfidence and the Forward Discount Puzzle," MPRA Paper 6497, University Library of Munich, Germany, revised Dec 2007.
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• Hail, Luzi & Leuz, Christian, 2005. "Cost of Capital and Cash Flow Effects of U.S. Cross Listings," Working Papers 05-2, University of Pennsylvania, Wharton School, Weiss Center.
• Neus, Werner & Walz, Uwe, 2005. "Exit timing of venture capitalists in the course of an initial public offering," Journal of Financial Intermediation, Elsevier, vol. 14(2), pages 253-277, April.
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• Bagella, Michele & Becchetti, Leonardo & Adriani, Fabrizio, 2005. "Observed and "fundamental" price-earning ratios: A comparative analysis of high-tech stock evaluation in the US and in Europe," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 549-581, June.
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• Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre, 2005. "News announcements, market activity and volatility in the euro/dollar foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1108-1125, November.
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• Carlo Rosa & Giovanni Verga, 2005. "The Importance of the Wording of the ECB," CEP Discussion Papers dp0694, Centre for Economic Performance, LSE.
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• Johnson, Christian A. & Padilla, Miguel A., 2005. "Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales," El Trimestre Económico, Fondo de Cultura Económica, vol. 72(288), pages 765-821, octubre-d.
• Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
• Refet Gürkaynak & Justin Wolfers, 2005. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2005, pages 11-50, National Bureau of Economic Research, Inc.
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• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005. "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 120(2), pages 639-668.
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• Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu, 2005. "Mimicking Portfolios with Conditioning Information," NBER Working Papers 11020, National Bureau of Economic Research, Inc.
• Wayne E. Ferson & Andrea Heuson & Tie Su, 2004. "Weak and Semi-Strong Form Stock Return Predictability, Revisited," NBER Working Papers 10689, National Bureau of Economic Research, Inc.
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• de Carvalho, Antonio Gledson & Calomiris, Charles W. & de Matos, João Amaro, 2008. "Venture capital as human resource management," Journal of Economics and Business, Elsevier, vol. 60(3), pages 223-255.
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• Coval, Joshua & Stafford, Erik, 2007. "Asset fire sales (and purchases) in equity markets," Journal of Financial Economics, Elsevier, vol. 86(2), pages 479-512, November.
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• John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2010. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 305-344, January.
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  • Polk, Christopher & Vuolteenaho, Tuomo & Campbell, John Y., 2010. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Scholarly Articles 9887622, Harvard University Department of Economics.
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• Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2007. "Liquidity and Expected Returns: Lessons from Emerging Markets," The Review of Financial Studies, Society for Financial Studies, vol. 20(6), pages 1783-1831, November.
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• Evgeny Lyandres & Le Sun & Lu Zhang, 2005. "Investment-Based Underperformance Following Seasoned Equity Offerings," NBER Working Papers 11459, National Bureau of Economic Research, Inc.
• Frazzini, Andrea & Lamont, Owen A., 2008. "Dumb money: Mutual fund flows and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 88(2), pages 299-322, May.
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• Bae, Kee-Hong & Stulz, René M. & Tan, Hongping, 2008. "Do local analysts know more? A cross-country study of the performance of local analysts and foreign analysts," Journal of Financial Economics, Elsevier, vol. 88(3), pages 581-606, June.
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• Sendhil Mullainathan & Andrei Shleifer, 2005. "Persuasion in Finance," NBER Working Papers 11838, National Bureau of Economic Research, Inc.
• Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2009. "Demand-Based Option Pricing," The Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 4259-4299, October.
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• Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2007. "Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market," Journal of Finance, American Finance Association, vol. 62(2), pages 557-595, April.
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• Owen A. Lamont & Jeremy C. Stein, 2006. "Investor Sentiment and Corporate Finance: Micro and Macro," American Economic Review, American Economic Association, vol. 96(2), pages 147-151, May.
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• Klaus Abbink & Bettina Rockenbach, 2006. "Option pricing by students and professional traders: a behavioural investigation," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(6), pages 497-510.
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• Del Brio, Esther & Elías Tobar, José, 2005. "Rentabilidad a Corto Plazo de los Insiders en los Mercados Español y Británico," Working Papers "New Trends on Business Administration". Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas". 2005-10, Interuniversity Research Master and Doctorate Program (with a quality mention of ANECA) on "Business Economics", Universities of Valladolid, Burgos, Salamanca and León (Spain). Until 2008, Interuniversity Doctorate Program (with a quality mention of ANECA) “New trends in Business Administration”, Universities of Valladolid, Burgos, and Salamanca (Spain). Master en Investigación y Programa de Docto.
• Del Brio, Esther & Gómez, Gerardo, 2005. "Insider trading en la banca española," Working Papers "New Trends on Business Administration". Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas". 2005-13, Interuniversity Research Master and Doctorate Program (with a quality mention of ANECA) on "Business Economics", Universities of Valladolid, Burgos, Salamanca and León (Spain). Until 2008, Interuniversity Doctorate Program (with a quality mention of ANECA) “New trends in Business Administration”, Universities of Valladolid, Burgos, and Salamanca (Spain). Master en Investigación y Programa de Docto.
• Kin Lam & May Chun Mei Wong & Wing-Keung Wong, 2005. "New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model," Departmental Working Papers wp0514, National University of Singapore, Department of Economics.
• Horobeţ Alexandra, 2005. "Expunerea la riscul valutar a firmelor româneşti: o analiză sectorială," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Hisashi Hashimoto, 2005. "Transaction Pattern and Liquidity Parameters (in Japanese)," Discussion Papers in Economics and Business 05-25, Osaka University, Graduate School of Economics.
• Jeeman Jung & Robert J. Shiller, 2005. "Samuelson's Dictum and the Stock Market," Economic Inquiry, Western Economic Association International, vol. 43(2), pages 221-228, April.
• Enrico C. Perotti, 2005. "Dominant Investors and Strategic Transparency," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 21(1), pages 76-102, April.
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• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005. "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 120(2), pages 639-668.
  • Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005. "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," NBER Working Papers 11018, National Bureau of Economic Research, Inc.
• Evan W. Anderson & Eric Ghysels & Jennifer L. Juergens, 2005. "Do Heterogeneous Beliefs Matter for Asset Pricing?," The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 875-924.
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• Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005. "Coordination of Expectations in Asset Pricing Experiments," The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 955-980.
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• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print hal-00459785, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Maciej Firla-Cuchra & Tim Jenkinson, 2005. "Why are Securitization Issues Tranched?," OFRC Working Papers Series 2005fe04, Oxford Financial Research Centre.
  • Maciej Firla-CuchraTim Jenkinson, 2005. "Why Are Securitization Issues Tranched?," Economics Series Working Papers 2005-FE-04, University of Oxford, Department of Economics.
• Maciej Firla-Cuchra & Tim Jenkinson, 2005. "Security Design in the Real World: Why are Securitization Issues Tranched?," Economics Series Working Papers 225, University of Oxford, Department of Economics.
• Maciej Firla-Cuchra, 2005. "Explaining Launch Spreads on Structured Bonds," Economics Series Working Papers 230, University of Oxford, Department of Economics.
• Ross Jennings & Gustavo Maturana, 2005. "The Usefulness Of Chilean Inflation Accounting," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 8(1), pages 85-118.
• Jorge Farinha & Miguel Sôro, 2005. "Ex-dividend pricing, taxes and arbitrage opportunities: the case of the Portuguese stock exchange," CEF.UP Working Papers 0508, Universidade do Porto, Faculdade de Economia do Porto.
• Carlos F. Alves & F. Teixeira dos Santos, 2005. "The Informativeness of Quarterly Financial Reporting: The Portuguese Case," FEP Working Papers 177, Universidade do Porto, Faculdade de Economia do Porto.
• Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2005. "Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE," MPRA Paper 13586, University Library of Munich, Germany, revised 10 Oct 2008.
  • Yadav, Pradeep K. & Bardong, Florian & Bartram, Söhnke M., 2009. "Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE," CFR Working Papers 09-08, University of Cologne, Centre for Financial Research (CFR).
• Asimakopoulos, Ioannis & Athanasoglou, Panayiotis & Georgiou, Evangelia, 2005. "The effect of M&A announcement on Greek bank stock returns," MPRA Paper 16450, University Library of Munich, Germany.
• Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L., 2005. "Hurst exponents, Markov processes, and nonlinear diffusion equations," MPRA Paper 2152, University Library of Munich, Germany.
• Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2006. "Liquidity and Asset Prices," Foundations and Trends(R) in Finance, now publishers, vol. 1(4), pages 269-364, February.
  • Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2005. "Liquidity and Asset Prices," MPRA Paper 24768, University Library of Munich, Germany.
• Joshi, Nayan & K.C, Fatta Bahadur, 2005. "The Nepalese stock market: Efficiency and calendar anomalies," MPRA Paper 26999, University Library of Munich, Germany.
• Espinosa Méndez, Christian, 2005. "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos [Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper 2794, University Library of Munich, Germany, revised 30 Jun 2006.
• Wiszniewska-Matyszkiel, Agnieszka, 2005. "Stock market as a dynamic game with continuum of players," MPRA Paper 32982, University Library of Munich, Germany, revised 2006.
• Caratelli, Massimo, 2005. "Transparency between banks and their customers. information needs and public intervention," MPRA Paper 37108, University Library of Munich, Germany.
• Simarmata, Djamester A., 2005. "Institutions for Healthy Assets Market and Economy: A Retrospect for Indonesia before 1997," MPRA Paper 41843, University Library of Munich, Germany.
• Mattarocci, Gianluca, 2005. "Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating," MPRA Paper 4295, University Library of Munich, Germany, revised Mar 2005.
• Gallego, Oscar D, 2005. "The Day �of� The� Week Effect in the Colombia Stock Exchange," MPRA Paper 43112, University Library of Munich, Germany.
• Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005. "Investor Overconfidence and the Forward Discount Puzzle," Working Paper Series 2005-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Tracy Yue Wang & David Hirshleifer & Bing Han, 2010. "Investor Overconfidence and the Forward Discount Puzzle," 2010 Meeting Papers 1201, Society for Economic Dynamics.
  • Han, Bing & Hirshleifer, David & Wang, Tracy, 2005. "Investor Overconfidence and the Forward Discount Puzzle," MPRA Paper 6497, University Library of Munich, Germany, revised Dec 2007.
• Silvio John Camilleri, 2005. "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance 0507006, University Library of Munich, Germany.
  • Camilleri, Silvio John, 2005. "Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data," MPRA Paper 84574, University Library of Munich, Germany.
• Lukáš Vácha & Miloslav S. Vošvrda, 2005. "Dynamical Agents' Strategies and the Fractal Market Hypothesis," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(2), pages 163-170.
• Jan Pudlák & Pavel Neset, 2005. "ZvláŠtnosti vzniku českého kapitálového trhu [Specific features of the emerging of the czech capital markets]," Politická ekonomie, Prague University of Economics and Business, vol. 2005(1).
• François-Louis Michaud, 2005. "Gestion d'actifs et dérivés de crédit : opportunités et incertitudes," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 79-93.
• Olivier Davanne & Thierry Pujol, 2005. "Allocation d’actifs, variation des primes de risque et benchmarks," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 95-111.
• Christian Walter, 2005. "La gestion indicielle et la théorie des moyennes," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 113-136.
  • Christian Walter, 2005. "La gestion indicielle et la théorie des moyennes," Post-Print hal-04529992, HAL.
• Alexander S. Sangare, 2005. "Efficience des marchés : un siècle après Bachelier," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 107-132.
• Jean Matouk & Jean-Louis Monino, 2005. "Le marché de Paris a la mémoire courte !," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 133-155.
• Eric Bayle & Marc Schwartz, 2005. "A quoi servent les analystes financiers ?," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 211-235.
• Bagnoli, Mark & Clement, Michael & Watts, Susan G., 2005. "Around-the-Clock Media Coverage and the Timing of Earnings Announcements," Purdue University Economics Working Papers 1184, Purdue University, Department of Economics.
• Jonathan Kearns & Phil Manners, 2006. "The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
  • Jonathan Kearns & Phil Manners, 2005. "The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data," RBA Research Discussion Papers rdp2005-02, Reserve Bank of Australia.
• Alessio Caldarera & Celso Brunetti, 2005. "Asset Prices and Asset Correlations in Illiquid Markets," 2005 Meeting Papers 288, Society for Economic Dynamics.
  • Celso Brunetti & Alessio Caldarera, 2006. "Asset Prices and asset Correlations in Illiquid Markets," Computing in Economics and Finance 2006 331, Society for Computational Economics.
• Joel Peress, 2005. "The Stock Market and the Allocation of Capital in a Production Economy," 2005 Meeting Papers 534, Society for Economic Dynamics.
• Laura Veldkamp & Stijn Van Nieuwerburgh, 2005. "Information Acquisition and Portfolio Underdiversification," 2005 Meeting Papers 77, Society for Economic Dynamics.
• Lavigne, Stéphanie, 2005. "Modeling an Artificial Stock Market. When Cognitive Institutions Influence Market Dynamic," European Journal of Economic and Social Systems, Lavoisier, vol. 18(2), pages 201-232.
• Bronwyn H. Hall & Adam Jaffe & Manuel Trajtenberg, 2005. "Market Value and Patent Citations," RAND Journal of Economics, The RAND Corporation, vol. 36(1), pages 16-38, Spring.
  • Hall, Bronwyn H. & Jaffe, A & Trajtenberg, M, 2005. "Market value and patent citations," Department of Economics, Working Paper Series qt0cs6v2w7, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Sansone, Alessandro & Garofalo, Giuseppe, 2007. "Asset price dynamics in a financial market with heterogeneous trading strategies and time delays," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 247-257.
  • Alessandro Sansone & Giuseppe Garofalo, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Finance 0510026, University Library of Munich, Germany.
  • Giuseppe Garofalo & Alessandro Sansone, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Working Papers in Public Economics 88, Department of Economics and Law, Sapienza University of Roma.
  • Giuseppe Garofalo & Alessandro Sansone, 2006. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Papers physics/0607276, arXiv.org.
• Wolfgang Drobetz & Matthias Kammermann & Urs Wälchli, 2005. "Long-Run Performance of Initial Public Offerings: The Evidence for Switzerland," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 57(3), pages 253-275, July.
• Wolfgang Schultze, 2005. "The Information Content of Goodwill-Impairments under FAS 142: Implications for External Analysis and Internal Control," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 57(3), pages 276-297, July.
• C. Chiarella & C. Hsiao, 2005. "Intertemporal Asset Allocation with Inflation-Indexed Bonds," Computing in Economics and Finance 2005 168, Society for Computational Economics.
• Marcos Alvarez-Diaz And Alberto à Lvarez, 2005. "Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions," Computing in Economics and Finance 2005 217, Society for Computational Economics.
• Ryuichi YAMAMOTO, 2005. "Evolution with Individual and Social Learning in an Agent-Based Stock Market," Computing in Economics and Finance 2005 228, Society for Computational Economics.
• Egon Zakrajsek & Andrew Levin & Roberto Perli, 2005. "The Determinants of Market Frictions in the Corporate Market," Computing in Economics and Finance 2005 379, Society for Computational Economics.
• Sheri Markose & Amadeo Alentorn, 2005. "Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution," Computing in Economics and Finance 2005 397, Society for Computational Economics.
• Yang Yu, 2005. "Fundamental Uncertainties and Firm-level Stock Volatilities," Computing in Economics and Finance 2005 466, Society for Computational Economics.
• James Stodder, 2005. "Computational Efficiency and Macroeconomic Stability under Centralized Exchange: Evidence from Swiss and US Exchange Data," Computing in Economics and Finance 2005 64, Society for Computational Economics.
• İsmail Aktar, 2005. "A Comparison of the Effects of the Chernobyl and Three Mile Island Nuclear Accidents on the U.S. Electric Utility Industry," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2005-2.
• G. Lim, 2005. "Bounded dividends, earnings and fundamental stock values," Empirical Economics, Springer, vol. 30(2), pages 411-426, September.
• H. Bakhshi & G. Kapetanios & T. Yates, 2005. "Rational expectations and fixed-event forecasts: An application to UK inflation," Empirical Economics, Springer, vol. 30(3), pages 539-553, October.
  • Hasan Bakhshi & George Kapetanios & Anthony Yates, 2003. "Rational expectations and fixed-event forecasts: an application to UK inflation," Bank of England working papers 176, Bank of England.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2005. "Genetic multi-model composite forecast for non-linear prediction of exchange rates," Empirical Economics, Springer, vol. 30(3), pages 643-663, October.
• Emanuela Sciubba, 2005. "Asymmetric information and survival in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(2), pages 353-379, February.
  • Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge.
• Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 983-997, June.
  • Giovanni Cespa, 2002. "Giffen goods and market making," Economics Working Papers 681, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2003.
  • Giovanni Cespa, 2015. "Giffen Goods and Market Making," Working Papers 68, Barcelona School of Economics.
  • Giovanni Cespa, 2003. "Giffen Goods and Market Making," CSEF Working Papers 97, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 11-26, Springer.
  • Giulio Bottazzi & Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," ROCK Working Papers 022, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008.
  • Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations structure in asset pricing experiments," CEEL Working Papers 0503, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
  • Giulio Bottazzi & Maria Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," LEM Papers Series 2003/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• André Güttler, 2005. "Wird die Ad-hoc-Publizität korrekt umgesetzt? Eine empirische Analyse unter Einbezug von Unternehmen des Neuen Markts," Schmalenbach Journal of Business Research, Springer, vol. 57(3), pages 237-259, May.
• Goldbaum, David, 2005. "Market efficiency and learning in an endogenously unstable environment," Journal of Economic Dynamics and Control, Elsevier, vol. 29(5), pages 953-978, May.
  • David Goldbaum, 2001. "Market Efficiency and Learning in an Endogenously Unstable Environment," Computing in Economics and Finance 2001 105, Society for Computational Economics.
• van Baalen, Peter & Bloemhof-Ruwaard, Jacqueline & van Heck, Eric, 2005. "Knowledge Sharing in an Emerging Network of Practice:: The Role of a Knowledge Portal," European Management Journal, Elsevier, vol. 23(3), pages 300-314, June.
  • van Baalen, P.J. & Bloemhof-Ruwaard, J.M. & van Heck, H.W.G.M., 2005. "Knowledge sharing in an Emerging Network of Practice: The Role of a Knowledge Portal," ERIM Report Series Research in Management ERS-2005-003-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Karuppiah, Jeyanthi & Los, Cornelis A., 2005. "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 211-246.
  • Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, University Library of Munich, Germany.
• Manganelli, Simone, 2005. "Duration, volume and volatility impact of trades," Journal of Financial Markets, Elsevier, vol. 8(4), pages 377-399, November.
  • Manganelli, Simone, 2002. "Duration, volume and volatility impact of trades," Working Paper Series 125, European Central Bank.

2004

• Korczak, Piotr & Tavakkol, Amir, 2004. "Institutional investors and the information content of earnings announcements: the case of Poland," Economic Systems, Elsevier, vol. 28(2), pages 193-208, June.
  • Tavakkol, Amir & Korczak, Piotr, 2005. "Institutional Investors and the Information Content of Earnings Announcements: The Case of Poland," Working Paper Series 2005,3, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
• Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," ERIM Report Series Research in Management ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM 8cea7ebd-d3f6-493c-bf65-3, Tilburg University, School of Economics and Management.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Other publications TiSEM 73c21ccd-7c67-4e11-8eac-5, Tilburg University, School of Economics and Management.
• Hwang, Soosung & Salmon, Mark, 2004. "Market stress and herding," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 585-616, September.
  • Salmon, Mark & Hwang, Soosung, 2004. "Market Stress and Herding," CEPR Discussion Papers 4340, C.E.P.R. Discussion Papers.
• Baker, Malcolm & Stein, Jeremy C., 2004. "Market liquidity as a sentiment indicator," Journal of Financial Markets, Elsevier, vol. 7(3), pages 271-299, June.
  • Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," NBER Working Papers 8816, National Bureau of Economic Research, Inc.
  • Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," Harvard Institute of Economic Research Working Papers 1977, Harvard - Institute of Economic Research.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2004. "The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 25-36, February.
  • Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2002. "The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan," Kiel Working Papers 1108, Kiel Institute for the World Economy (IfW Kiel).
• Bystrom, Hans N. E., 2004. "The market's view on the probability of banking sector failure: cross-country comparisons," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 419-438, December.
  • Byström, Hans, 2003. "The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons," Working Papers 2003:2, Lund University, Department of Economics.
  • Hans Byström, 2003. "The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons," Research Paper Series 93, Quantitative Finance Research Centre, University of Technology, Sydney.
• Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
  • BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000. "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE 2000060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
  • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
• John Y. Campbell & Tuomo Vuolteenaho, 2004. "Inflation Illusion and Stock Prices," American Economic Review, American Economic Association, vol. 94(2), pages 19-23, May.
  • John Y. Campbell & Tuomo Vuolteenaho, 2004. "Inflation Illusion and Stock Prices," NBER Working Papers 10263, National Bureau of Economic Research, Inc.
  • Vuolteenaho, Tuomo & Campbell, John, 2004. "Inflation Illusion and Stock Prices," Scholarly Articles 3196090, Harvard University Department of Economics.
• Owen A. Lamont & Jeremy C. Stein, 2004. "Aggregate Short Interest and Market Valuations," American Economic Review, American Economic Association, vol. 94(2), pages 29-32, May.
  • Owen A. Lamont & Jeremy C. Stein, 2003. "Aggregate Short Interest and Market Valuations," Harvard Institute of Economic Research Working Papers 2027, Harvard - Institute of Economic Research.
  • Owen A. Lamont & Jeremy C. Stein, 2004. "Aggregate Short Interest and Market Valuations," NBER Working Papers 10218, National Bureau of Economic Research, Inc.
• John Y. Campbell & Tuomo Vuolteenaho, 2004. "Bad Beta, Good Beta," American Economic Review, American Economic Association, vol. 94(5), pages 1249-1275, December.
  • John Y. Campbell & Tuomo Vuolteenaho, 2002. "Bad Beta, Good Beta," Harvard Institute of Economic Research Working Papers 1971, Harvard - Institute of Economic Research.
  • Campbell, John & Vuolteenaho, Tuomo, 2004. "Bad Beta, Good Beta," Scholarly Articles 3122489, Harvard University Department of Economics.
  • John Y. Campbell & Tuomo Vuolteenaho, 2003. "Bad Beta, Good Beta," Harvard Institute of Economic Research Working Papers 2016, Harvard - Institute of Economic Research.
  • John Y. Campbell & Tuomo Vuolteenaho, 2003. "Bad Beta, Good Beta," NBER Working Papers 9509, National Bureau of Economic Research, Inc.
• Peter Temin & Hans-Joachim Voth, 2004. "Riding the South Sea Bubble," American Economic Review, American Economic Association, vol. 94(5), pages 1654-1668, December.
  • Temin, Peter & Voth, Hans-Joachim, 2004. "Riding the South Sea Bubble," CEPR Discussion Papers 4221, C.E.P.R. Discussion Papers.
  • Peter Temin & Hans-Joachim Voth, 2015. "Riding the South Sea Bubble," Working Papers 91, Barcelona School of Economics.
  • Peter Temin & Joachim Voth, 2004. "Riding the South Sea bubble," Economics Working Papers 861, Department of Economics and Business, Universitat Pompeu Fabra.
  • Peter Temin & Hans-Joachim Voth, 2015. "Riding the South See Bubble," Working Papers 213, Barcelona School of Economics.
• Arne Feddersen & Wolfgang Maennig, 2004. "Sporting Success and Capital Market Performance: An Event Study of Borussia Dortmund," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 124(2), pages 282-303.
• Robin Boadway & Michael Keen, 2004. "Financing New Investments under Asymmetric Information: A General Approach," Working Papers 1017, Queen's University, Department of Economics.
  • Boadway, Robin & Keen, Michael, 2004. "Financing New Investments under Asymmetric Information: A General Approach," Queen's Economics Department Working Papers 273453, Queen's University - Department of Economics.
  • Robin Boadway & Michael Keen, 2004. "Financing New Investments under Asymmetric Information: a General Approach," Cahiers de recherche 0407, CIRPEE.
• Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura, 2004. "Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 5(3), pages 219-252.
  • Diógenes Manoel Leiva Martin & Herbert Kimura & Wilson Toshiro Nakamura & Eduardo Kazuo Kayo, 2004. "Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 064, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Dante Mendes Aldrighi, 2004. "Algumas Das Contribuições De Stiglitz À Teoria Dos Mercados Financeiros," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 005, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura, 2004. "Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 5(3), pages 219-252.
  • Diógenes Manoel Leiva Martin & Herbert Kimura & Wilson Toshiro Nakamura & Eduardo Kazuo Kayo, 2004. "Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 064, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Chris D'Souza & Charles Gaa, 2004. "The Effects of Economic News on Bond Market Liquidity," Staff Working Papers 04-16, Bank of Canada.
• Rose Cunningham, 2004. "Finance Constraints and Inventory Investment: Empirical Tests with Panel Data," Macroeconomics 0411015, University Library of Munich, Germany.
  • Rose Cunningham, 2004. "Finance Constraints and Inventory Investment: Empirical Tests with Panel Data," Staff Working Papers 04-38, Bank of Canada.
• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, University Library of Munich, Germany.
  • Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers.
  • Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005. "International equity flows and returns: a quantitative equilibrium approach," International Finance 0508006, University Library of Munich, Germany.
  • Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Staff Working Papers 04-42, Bank of Canada.
  • Albuquerque, Rui & Bauer, Gregory H. & Schneider, Martin, 2004. "International equity flows and returns: a quantative equilibrium approach," Working Paper Series 310, European Central Bank.
• Gregory Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers 04-47, Bank of Canada.
  • Gregory H. Bauer & Clara Vega, 2006. "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers 872, Board of Governors of the Federal Reserve System (U.S.).
• Rose Cunningham, 2004. "Trade Credit and Credit Rationing in Canadian Firms," Staff Working Papers 04-49, Bank of Canada.
• Aguiar, Mark & Broner, Fernando A., 2006. "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 699-724, May.
  • Mark Aguiar & Fernando Broner, 2001. "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Economics Working Papers 863, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2004.
  • Mark Aguiar & Fernando Broner, 2004. "Determining Underlying Macroeconomic Fundamentals during Emerging Market Crises: Are conditions as bad as they seem?," Working Papers 197, Barcelona School of Economics.
• Peter Temin & Hans-Joachim Voth, 2004. "Riding the South Sea Bubble," American Economic Review, American Economic Association, vol. 94(5), pages 1654-1668, December.
  • Peter Temin & Joachim Voth, 2004. "Riding the South Sea bubble," Economics Working Papers 861, Department of Economics and Business, Universitat Pompeu Fabra.
  • Peter Temin & Hans-Joachim Voth, 2015. "Riding the South See Bubble," Working Papers 213, Barcelona School of Economics.
  • Peter Temin & Hans-Joachim Voth, 2015. "Riding the South Sea Bubble," Working Papers 91, Barcelona School of Economics.
  • Temin, Peter & Voth, Hans-Joachim, 2004. "Riding the South Sea Bubble," CEPR Discussion Papers 4221, C.E.P.R. Discussion Papers.
• Marian Micu & Eli M Remolona & Philip D Wooldridge, 2004. "The price impact of rating announcements: evidence from the credit default swap market," BIS Quarterly Review, Bank for International Settlements, June.
• Fabio Fornari, 2004. "Macroeconomic announcements and implied volatilities in swaption markets," BIS Quarterly Review, Bank for International Settlements, September.
• Robert A. Korajczyk & Ronnie Sadka, 2004. "Are Momentum Profits Robust to Trading Costs?," Journal of Finance, American Finance Association, vol. 59(3), pages 1039-1082, June.
• Tim Jenkinson & Howard Jones, 2004. "Bids and Allocations in European IPO Bookbuilding," Journal of Finance, American Finance Association, vol. 59(5), pages 2309-2338, October.
• Helinä Laakkonen, 2007. "The Impact of Macroeconomic News on Exchange Rate Volatility," Finnish Economic Papers, Finnish Economic Association, vol. 20(1), pages 23-40, Spring.
  • Laakkonen, Helinä, 2004. "The impact of macroeconomic news on exchange rate volatility," Research Discussion Papers 24/2004, Bank of Finland.
• Jokivuolle, Esa & Lanne, Markku, 2004. "Trading Nokia : the roles of the Helsinki vs the New York stock exchanges," Research Discussion Papers 26/2004, Bank of Finland.
• Georg Nöldeke & Thomas Tröger, 2004. "On the Existence of Linear Equilibria in the Rochet-Vila Model of Market Making," Bonn Econ Discussion Papers bgse19_2004, University of Bonn, Germany.
• Wolfers Justin & Zitzewitz Eric, 2004. "Experimental Political Betting Markets and the 2004 Election," The Economists' Voice, De Gruyter, vol. 1(2), pages 1-8, October.
• Luciano Martin Rostagno & Gilberto de Oliveira Kloeckner & João Luiz Becker, 2004. "Stock Return Predictability at Bovespa: a Test Involving the Expected Return Factor Model," Brazilian Review of Finance, Brazilian Society of Finance, vol. 2(2), pages 183-206.
• Daniella Acker & Nigel W. Duck, 2004. "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers 04/557, School of Economics, University of Bristol, UK.
• Rasmus Fatum & Barry Scholnick, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series 03-18, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Aug 2003.
  • Fatum, Rasmus & Scholnick, Barry, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Department of Economics, Working Paper Series qt4cc3291n, Department of Economics, UC Santa Cruz.
  • Fatum, Rasmus & Scholnick, Barry, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Center for International Economics, Working Paper Series qt4cc3291n, Center for International Economics, UC Santa Cruz.
• Rodolfo Apreda, 2004. "Differential rates, residual information sets and transactional algebras," CEMA Working Papers: Serie Documentos de Trabajo. 256, Universidad del CEMA.
• Karin Joeveer, 2004. "Does bank failure affect client firms? Micro evidence from Estonia," CERGE-EI Working Papers wp224, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," Finance 0410015, University Library of Munich, Germany.
  • Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," CERGE-EI Working Papers wp237, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Michal Ostatnicky, 2004. "Coase’s conjecture in finite horizon," CERGE-EI Working Papers wp241, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Alexandr Èerný & Michal Koblas, 2008. "Stock Market Integration and the Speed of Information Transmission," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(01-02), pages 2-20, January.
  • Alexandr Cerny, 2004. "Stock market integration and the speed of information transmission," CERGE-EI Working Papers wp242, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Muendler, Marc-Andreas, 2004. "The Existence of Informationally Efficient Markets When Individuals Are Rational," University of California at San Diego, Economics Working Paper Series qt5tf543q2, Department of Economics, UC San Diego.
  • Marc-Andreas Muendler, 2004. "The Existence of Informationally Efficient Markets When Individuals Are Rational," CESifo Working Paper Series 1295, CESifo.
• Kurt Brannas & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 537-541.
  • Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
  • Kurt Brännäs & Niklas Nordman, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series 448, CESifo.
• Matías Tapia & Andrea Tokman, 2004. "Effects of Foreign Exchange Intervention under Public Information: The Chilean Case," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 215-256, January.
  • Tapia, Matías & Tokman, Andrea, 2004. "Effects of foreign exchange intervention under public information: the Chilean case," LSE Research Online Documents on Economics 123134, London School of Economics and Political Science, LSE Library.
  • Matías Tapia & Andrea Tokman, 2004. "Effects of Foreign Exchange Intervention Under Public Information: the Chilean Case," Working Papers Central Bank of Chile 255, Central Bank of Chile.
• Eric Nowak & Roland Rott & Till G. Mahr, 2006. "The (Ir)relevance of Disclosure of Compliance with Corporate Governance Codes - Evidence from the German Stock Market," Swiss Finance Institute Research Paper Series 06-11, Swiss Finance Institute.
• Saltuk Ozerturk, 2004. "Direct sale of information when precision is unobservable," Canadian Journal of Economics, Canadian Economics Association, vol. 37(2), pages 269-293, May.
• Nikita Ratanov, 2007. "A jump telegraph model for option pricing," Quantitative Finance, Taylor & Francis Journals, vol. 7(5), pages 575-583.
  • Nikita Ratanov, 2004. "A Jump Telegraph Model for Option Pricing," Borradores de Investigación 1919, Universidad del Rosario.
• Nikita Ratanov, 2004. "Option Pricing Model Based on Telegraph Processes with Jumps," Borradores de Investigación 4330, Universidad del Rosario.
• Castro Carlos Alberto, 2001. "Eficiencia-X en el sector bancario colombiano," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, September.
  • Carlos Alberto CASTRO, 2004. "Eficiencia -X en el sector bancario colombiano," Archivos de Economía 2439, Departamento Nacional de Planeación.
• Avelino Martínez Sandoval & Harold Londono Martínez, 2004. "El Racionamiento del Crédito en los Mercados Financieros," Revista de Economía y Administración, Universidad Autónoma de Occidente, July.
• Isabel Cristina Montoya Osorio & Juan Manuel Restrepo Puerta, 2004. "¿Existe el Enigma de la Prima de Riesgo en el Mercado Bursátil Colombiano? 1993-2002," Revista Ecos de Economía, Universidad EAFIT, October.
• PASCUAL, Roberto & VEREDAS, David, 2004. "What pieces of limit order book information are informative ?," LIDAM Discussion Papers CORE 2004033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Peter Temin & Hans-Joachim Voth, 2004. "Riding the South Sea Bubble," American Economic Review, American Economic Association, vol. 94(5), pages 1654-1668, December.
  • Peter Temin & Joachim Voth, 2004. "Riding the South Sea bubble," Economics Working Papers 861, Department of Economics and Business, Universitat Pompeu Fabra.
  • Temin, Peter & Voth, Hans-Joachim, 2004. "Riding the South Sea Bubble," CEPR Discussion Papers 4221, C.E.P.R. Discussion Papers.
  • Peter Temin & Hans-Joachim Voth, 2015. "Riding the South Sea Bubble," Working Papers 91, Barcelona School of Economics.
  • Peter Temin & Hans-Joachim Voth, 2015. "Riding the South See Bubble," Working Papers 213, Barcelona School of Economics.
• Norden, Lars & Weber, Martin, 2004. "Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2813-2843, November.
  • Weber, Martin & Norden, Lars, 2004. "Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements," CEPR Discussion Papers 4250, C.E.P.R. Discussion Papers.
• Hwang, Soosung & Salmon, Mark, 2004. "Market stress and herding," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 585-616, September.
  • Salmon, Mark & Hwang, Soosung, 2004. "Market Stress and Herding," CEPR Discussion Papers 4340, C.E.P.R. Discussion Papers.
• Servaes, Henri & McConnell, John J., 2004. "Changes in Equity Ownership and Changes in the Market Value of the Firm," CEPR Discussion Papers 4411, C.E.P.R. Discussion Papers.
• Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya, 2007. "Privatization and stock market liquidity," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 297-316, February.
  • Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya, 2004. "Privatization and Stock Market Liquidity," SIFR Research Report Series 23, Institute for Financial Research.
  • de Jong, Frank & Bortolotti, Bernardo & Nicodano, Giovanna & Schindele, Ibolya, 2004. "Privatization and Stock Market Liquidity," CEPR Discussion Papers 4449, C.E.P.R. Discussion Papers.
• Paolo Vitale, 2007. "A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 903-934, December.
  • Vitale, Paolo, 2004. "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers 4530, C.E.P.R. Discussion Papers.
• Breedon, Francis & Vitale, Paolo, 2004. "An empirical study of liquidity and information effects of order flow on exchange rates," Working Paper Series 424, European Central Bank.
  • Vitale, Paolo & Breedon, Francis, 2004. "An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates," CEPR Discussion Papers 4586, C.E.P.R. Discussion Papers.
• Dahlquist, Magnus & de Jong, Frank, 2004. "Pseudo Market Timing: Fact or Fiction?," SIFR Research Report Series 24, Institute for Financial Research.
  • de Jong, Frank & Dahlquist, Magnus, 2004. "Pseudo Market Timing: Fact or Fiction?," CEPR Discussion Papers 4609, C.E.P.R. Discussion Papers.
• Matti Keloharju & Samuli Knüpfer & Sami Torstila, 2008. "Do Retail Incentives Work in Privatizations?," The Review of Financial Studies, Society for Financial Studies, vol. 21(5), pages 2061-2095, September.
  • Keloharju, Matti & Torstila, Sami & Knüpfer, Samuli, 2004. "Do Retail Incentives Work in Privatizations?," CEPR Discussion Papers 4612, C.E.P.R. Discussion Papers.
• Cespa, Giovanni, 2004. "Information Sales and Insider Trading," CEPR Discussion Papers 4667, C.E.P.R. Discussion Papers.
• Massimo Guidolin & Eliana La Ferrara, 2007. "Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms?," American Economic Review, American Economic Association, vol. 97(5), pages 1978-1993, December.
  • La Ferrara, Eliana & Guidolin, Massimo, 2004. "Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms?," CEPR Discussion Papers 4668, C.E.P.R. Discussion Papers.
  • Massimo Guidolin & Eliana La Ferrara, 2006. "Diamonds are forever, wars are not. Is conflict bad for private firms?," Working Papers 2005-004, Federal Reserve Bank of St. Louis.
• Norden, Lars & Weber, Martin, 2004. "The comovement of credit default swap, bond and stock markets: An empirical analysis," CFS Working Paper Series 2004/20, Center for Financial Studies (CFS).
  • Weber, Martin & Norden, Lars, 2004. "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers 4674, C.E.P.R. Discussion Papers.
• Robert P. Flood & Andrew K. Rose, 2004. "Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk," NBER Working Papers 10805, National Bureau of Economic Research, Inc.
  • Flood, Robert P & Rose, Andrew, 2004. "Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk," CEPR Discussion Papers 4684, C.E.P.R. Discussion Papers.
• Goetzmann, William & Massa, Massimo & Simonov, Andrei, 2004. "Portfolio Diversification, Proximity Investment and City Agglomeration," CEPR Discussion Papers 4786, C.E.P.R. Discussion Papers.
  • William N. Goetzmann & Massimo Massa & Andrei Simonov, 2005. "Portfolio Diversification, Proximity Investment and City Agglomeration," Yale School of Management Working Papers ysm452, Yale School of Management.
• Massa, Massimo, 2004. "Mutual Fund Competition and Stock Market Liquidity," CEPR Discussion Papers 4787, C.E.P.R. Discussion Papers.
• Massimo Massa & Andrei Simonov, 2006. "Hedging, Familiarity and Portfolio Choice," The Review of Financial Studies, Society for Financial Studies, vol. 19(2), pages 633-685.
  • Massa, Massimo & Simonov, Andrei, 2004. "Hedging, Familiarity and Portfolio Choice," SIFR Research Report Series 21, Institute for Financial Research.
  • Massa, Massimo & Simonov, Andrei, 2004. "Hedging, Familiarity and Portfolio Choice," CEPR Discussion Papers 4789, C.E.P.R. Discussion Papers.
• Massa, Massimo & Simonov, Andrei, 2004. "History versus Geography: The Role of College Interaction in Portfolio Choice and Stock Market Prices," CEPR Discussion Papers 4815, C.E.P.R. Discussion Papers.
• Massa, Massimo & Phalippou, Ludovic, 2004. "Mutual Funds and the Market for Liquidity," CEPR Discussion Papers 4818, C.E.P.R. Discussion Papers.
• Kandel, Eugene & Massa, Massimo & Simonov, Andrei & Bodnaruk, Andriy, 2004. "Shareholder Diversification and IPOs," CEPR Discussion Papers 4820, C.E.P.R. Discussion Papers.
• Béatrice DUMONT, 2004. "L’efficacité du Contrôle Communautaire des Concentrations : une approche par la méthode événementielle," Discussion Papers (REL - Recherches Economiques de Louvain) 2004033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Warren Bailey & Yuan Gao & Connie X. Mao, 2004. "Business, Government, and the Information Environment: Stock Trading and Earnings Shocks in China, Indonesia, and Singapore," Annals of Economics and Finance, Society for AEF, vol. 5(1), pages 165-195, May.
• Frank J. Fabozzi & Radu Tunaru & Tony Wu, 2004. "Modeling Volatility for the Chinese Equity Markets," Annals of Economics and Finance, Society for AEF, vol. 5(1), pages 79-92, May.
• Bappaditya Mukhopadhyay, 2004. "Moral Hazard with Rating Agency: An Incentive Contracting Approach," Annals of Economics and Finance, Society for AEF, vol. 5(2), pages 313-333, November.
• Marquering, Wessel & Verbeek, Marno, 2004. "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 407-429, June.
  • Marquering, W. & Verbeek, M.J.C.M., 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper 2000-78, Tilburg University, Center for Economic Research.
  • Marquering, W.A. & Verbeek, M.J.C.M., 2001. "The Economic Value of Predicting Stock Index Returns and Volatility," ERIM Report Series Research in Management ERS-2001-75-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven 501075, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven ces0020, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Tadesse, Solomon, 2004. "The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(4), pages 701-730, December.
  • Solomon Tadesse, 2003. "The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence," William Davidson Institute Working Papers Series wp881, William Davidson Institute at the University of Michigan.
• Gannon, Gerard & Au-Yeung, Siu Pang, 2004. "Structural effects and spillovers in HSIF, HSI and S&P500 volatility," Working Papers aef_2004_08, Deakin University, Department of Economics.
• Gerard Gannon, 2004. "Simultaneous Volatility Transmissions and Spillover Effects: US and Hong Kong Stock and Futures Markets," Working Papers 2004_09, Deakin University, Department of Economics.
• Gerard Gannon, 2004. "Simultaneous Volatility Transmissions and Spillover Effects," Working Papers 2004_10, Deakin University, Department of Economics.
• Gerard Gannon & Siu Pang Au-Yeung, 2004. "Regulatory Change, Structural Breaks and Transmission Effects in HSIF abd HSI Volatility," Working Papers 2004_11, Deakin University, Department of Economics.
• Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle, 2007. "Market impact costs of institutional equity trades," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 974-1000, October.
  • Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2004. "Market Impact Costs of Institutional Equity Trades," DNB Staff Reports (discontinued) 125, Netherlands Central Bank.
  • Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2004. "Market Impact Costs of Institutional Equity Trades," DNB Working Papers 001, Netherlands Central Bank, Research Department.
• Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005. "Coordination of Expectations in Asset Pricing Experiments," Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 955-980.
  • Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2003. "Coordination of Expectations in Asset Pricing Experiments," Tinbergen Institute Discussion Papers 03-010/1, Tinbergen Institute.
  • Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2004. "Coordination of Expectations in Asset Pricing Experiments," DNB Staff Reports (discontinued) 119, Netherlands Central Bank.
• Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle, 2007. "Market impact costs of institutional equity trades," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 974-1000, October.
  • Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2004. "Market Impact Costs of Institutional Equity Trades," DNB Working Papers 001, Netherlands Central Bank, Research Department.
  • Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2004. "Market Impact Costs of Institutional Equity Trades," DNB Staff Reports (discontinued) 125, Netherlands Central Bank.
• Kenjiro Hirayama & Yoshiro Tsutsui, 2003. "Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data," Discussion Papers in Economics and Business 03-04, Osaka University, Graduate School of Economics.
  • Yoshiro Tsutsui & Kenjiro Hirayama, 2004. "Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data," ISER Discussion Paper 0620, Institute of Social and Economic Research, The University of Osaka.
  • Yoshiro Tsutsui & Kenjiro Hirayama, 2003. "Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business 03-04-Rev, Osaka University, Graduate School of Economics, revised Oct 2004.
• Al-Rjoub, S. & Hassan, M.K., 2004. "Transaction Cost and the Small Stock Puzzle: The Impact of Outliers in the NYSE, 1970-2000," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(3), pages 103-114.
• Andrea Enria & Lorenzo Cappiello & Frank Dierick & Sergio Grittini & Andrew Haralambous & Angela Maddaloni & Philippe Molitor & Fatima Pires & Paolo Poloni, 2004. "Fair value accounting and financial stability," Occasional Paper Series 13, European Central Bank.
• Lieven Baele & Annalisa Ferrando & Peter Hördahl & Elizaveta Krylova & Cyril Monnet, 2004. "Measuring financial integration in the euro area," Occasional Paper Series 14, European Central Bank.
• Enria, Andrea & Cappiello, Lorenzo & Dierick, Frank & Sergio, Grittini & Haralambous, Andrew & Maddaloni, Angela & Molitor, Philippe & Pires, Fatima & Poloni, Paolo, 2004. "Fair value accounting and financial stability," Occasional Paper Series 13, European Central Bank.
• Baele, Lieven & Ferrando, Annalisa & Hördahl, Peter & Krylova, Elizaveta & Monnet, Cyril, 2004. "Measuring financial integration in the euro area," Occasional Paper Series 14, European Central Bank.
• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, University Library of Munich, Germany.
  • Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers.
  • Albuquerque, Rui & Bauer, Gregory H. & Schneider, Martin, 2004. "International equity flows and returns: a quantative equilibrium approach," Working Paper Series 310, European Central Bank.
  • Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005. "International equity flows and returns: a quantitative equilibrium approach," International Finance 0508006, University Library of Munich, Germany.
  • Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Staff Working Papers 04-42, Bank of Canada.
• Ehrmann, Michael & Fratzscher, Marcel, 2004. "Taking stock: monetary policy transmission to equity markets," Working Paper Series 354, European Central Bank.
• Peter Christoffersen & Stefano Mazzotta, 2004. "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers 2004s-16, CIRANO.
  • Christoffersen, Peter & Mazzotta, Stefano, 2004. "The informational content of over-the-counter currency options," Working Paper Series 366, European Central Bank.
• Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, "undated". "Liquidity, Information, and the Overnight Rate," IEW - Working Papers 186, Institute for Empirical Research in Economics - University of Zurich.
  • Cassola, Nuno & Ejerskov, Steen & Ewerhart, Christian & Valla, Natacha, 2004. "Liquidity, information, and the overnight rate," Working Paper Series 378, European Central Bank.
• Vitale, Paolo & Breedon, Francis, 2004. "An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates," CEPR Discussion Papers 4586, C.E.P.R. Discussion Papers.
  • Breedon, Francis & Vitale, Paolo, 2004. "An empirical study of liquidity and information effects of order flow on exchange rates," Working Paper Series 424, European Central Bank.
• Cannon, Edmund & Tonks, Ian, 2003. "UK annuity rates and pension replacement ratios 1957-2002," LSE Research Online Documents on Economics 24832, London School of Economics and Political Science, LSE Library.
  • Ian Tonks & Edmund Cannon, 2004. "UK Annuity Rates And Pension Replacement Ratios 1957-2002," Royal Economic Society Annual Conference 2004 71, Royal Economic Society.
• Zhixiong Zeng, 2007. "The price of size and financial market allocations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(1), pages 21-48, January.
  • Zhixiong Zeng, 2004. "The Price Of Size And Financial Market Allocations," Royal Economic Society Annual Conference 2004 86, Royal Economic Society.
• David Hirshleifer & SONYA SEONGYEON LIM & Siew Hong Teoh, 2004. "Disclosure to an Audience with Limited Attention," Game Theory and Information 0412002, University Library of Munich, Germany.
  • Hirshleifer, David & Lim, Seongyeon & Teoh, Siew Hong, 2004. "Disclosure to an Audience with Limited Attention," Working Paper Series 2004-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Bailey, Warren & Andrew Karolyi, G. & Salva, Carolina, 2006. "The economic consequences of increased disclosure: Evidence from international cross-listings," Journal of Financial Economics, Elsevier, vol. 81(1), pages 175-213, July.
  • Bailey, Warren & Karolyi, G. Andrew & Salva, Carolina, 2004. "The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings," Working Paper Series 2004-7, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Krishna Ramaswamy & Choong-Tze Chua & Winston T.H. Koh, 2004. "Profiting from Mean-Reverting Yield Curve Trading Strategies," Econometric Society 2004 Australasian Meetings 142, Econometric Society.
• Uchida, Hirofumi & Nakagawa, Ryuichi, 2007. "Herd behavior in the Japanese loan market: Evidence from bank panel data," Journal of Financial Intermediation, Elsevier, vol. 16(4), pages 555-583, October.
  • Ryuichi Nakagawa & Hirofumi Uchida, 2004. "Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data," Econometric Society 2004 Far Eastern Meetings 737, Econometric Society.
  • Ryuichi Nakagawa & Hirofumi Uchida, 2004. "Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data," Econometric Society 2004 Australasian Meetings 161, Econometric Society.
• Chor-yiu SIN, 2004. "Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE," Econometric Society 2004 Australasian Meetings 92, Econometric Society.
• Jae H. Kim, 2004. "Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test," Econometric Society 2004 Australasian Meetings 98, Econometric Society.
• Bae, Jinho & Nelson, Charles R., 2007. "Earnings growth and the bull market of the 1990s: Is there a case for rational exuberance?," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 690-707, December.
  • Charles R. Nelson & Jinho Bae, 2004. "Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance?," Econometric Society 2004 Far Eastern Meetings 452, Econometric Society.
• Maynard, Alex & Shimotsu, Katsumi, 2009. "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, vol. 25(1), pages 63-116, February.
  • Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 North American Summer Meetings 536, Econometric Society.
  • Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 Far Eastern Meetings 518, Econometric Society.
  • Alex Maynard & Katsumi Shimotsu, 2007. "Covariance-based Orthogonality Tests For Regressors With Unknown Persistence," Working Paper 1122, Economics Department, Queen's University.
• Yuko Hashimoto, 2004. "The Impact of the Japanese Banking Crisis on the Intraday FX Market," Econometric Society 2004 Far Eastern Meetings 679, Econometric Society.
• Uchida, Hirofumi & Nakagawa, Ryuichi, 2007. "Herd behavior in the Japanese loan market: Evidence from bank panel data," Journal of Financial Intermediation, Elsevier, vol. 16(4), pages 555-583, October.
  • Ryuichi Nakagawa & Hirofumi Uchida, 2004. "Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data," Econometric Society 2004 Australasian Meetings 161, Econometric Society.
  • Ryuichi Nakagawa & Hirofumi Uchida, 2004. "Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data," Econometric Society 2004 Far Eastern Meetings 737, Econometric Society.
• Helena Beltran & Albert J. Menkveld, 2004. "Understanding limit order book depth: conditioning on trade informativeness," Econometric Society 2004 Latin American Meetings 142, Econometric Society.
• Augusto Castillo, 2004. "The Announcement Effect of Bond and Equity Issues: Evidence from Chile," Econometric Society 2004 Latin American Meetings 218, Econometric Society.
• José L. Negrin, 2004. "The Importance of Borrowers’ History on Credit Behavior: The Mexican Experience," Econometric Society 2004 Latin American Meetings 226, Econometric Society.
• R. Fischer & C. Bonilla, 2004. "Endogenous Credit Constraints and Factor Market Rigidities: the case of Bankruptcy," Econometric Society 2004 Latin American Meetings 240, Econometric Society.
• Levy-Yeyati, Eduardo & Martinez Peria, Maria Soledad & Schmukler, Sergio L., 2004. "Market discipline under systemic risk - evidence from bank runs in emerging economies," Policy Research Working Paper Series 3440, The World Bank.
  • Sergio L. Schmukler & Eduardo Levy-Yeyati & Maria Soledad Martinez Peria, 2004. "Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies," Econometric Society 2004 Latin American Meetings 318, Econometric Society.
  • Eduardo Levy Yeyati & Maria Soledad Martinez Peria & Sergio Schmukler, 2004. "Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies," Business School Working Papers systemicrisk, Universidad Torcuato Di Tella.
• Guglielmo Maria Caporale & Luis Gil‐Alana, 2014. "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(2), pages 147-161, March.
  • Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series 155, Institute for Advanced Studies.
  • L.A. Gil-Alana & G.M. caporale, 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings 344, Econometric Society.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers 05-09, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series 2046, CESifo.
• Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2007. "Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market," Journal of Finance, American Finance Association, vol. 62(2), pages 557-595, April.
  • Olivier Vigneron, & Xavier Gabaix & Arvind Krishnamurthy, 2004. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," Econometric Society 2004 North American Summer Meetings 430, Econometric Society.
  • Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2005. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," NBER Working Papers 11851, National Bureau of Economic Research, Inc.
• Chor-yiu SIN, 2004. "Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE," Econometric Society 2004 North American Summer Meetings 476, Econometric Society.
• Evan W. Anderson & Eric Ghysels & Jennifer L. Juergens, 2005. "Do Heterogeneous Beliefs Matter for Asset Pricing?," The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 875-924.
  • Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004. "Do Heterogeneous Beliefs Matter for Asset Pricing?," Econometric Society 2004 North American Summer Meetings 477, Econometric Society.
• Michael Gallmeyer & Burton Hollifield & Duane Seppi, "undated". "Liquidity Discovery and Asset Pricing," GSIA Working Papers 2004-10, Carnegie Mellon University, Tepper School of Business.
  • Duane Seppi & Michael Gallmeyer & Burton Hollifield, 2004. "Liquidity Discovery and Asset Pricing," Econometric Society 2004 North American Summer Meetings 525, Econometric Society.
  • Burton Hollifield & Michael Gallmeyer & Duane Seppi, 2004. "Liquidity Discovery and Asset Pricing," 2004 Meeting Papers 136a, Society for Economic Dynamics.
• Nicolosi, Gina & Peng, Liang & Zhu, Ning, 2009. "Do individual investors learn from their trading experience?," Journal of Financial Markets, Elsevier, vol. 12(2), pages 317-336, May.
  • Gina Nicolosi & Liang Peng & Ning Zhu, 2003. "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers ysm439, Yale School of Management, revised 01 Sep 2009.
  • Gina Nicolosi & Liang Peng, 2004. "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings 532, Econometric Society.
• Konstantin Tyurin, 2004. "High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market," Econometric Society 2004 North American Summer Meetings 579, Econometric Society.
• Laura L. Veldkamp, 2006. "Media Frenzies in Markets for Financial Information," American Economic Review, American Economic Association, vol. 96(3), pages 577-601, June.
  • Laura Veldkamp, 2003. "Media Frenzies in Markets for Financial Information," Working Papers 03-20, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Laura Veldkamp, 2004. "Media Frenzies in Markets for Financial Information," Econometric Society 2004 North American Winter Meetings 4, Econometric Society.
• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
  • Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental 0210001, University Library of Munich, Germany.
  • Mathias Drehmann & Jörg Oechssler, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Econometric Society 2004 North American Winter Meetings 55, Econometric Society.
  • Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 7, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Drehmann, Mathias & Oechssler, Joerg & Roider, Andreas, 2003. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," University of California at Santa Barbara, Economics Working Paper Series qt6zf5469f, Department of Economics, UC Santa Barbara.
  • Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2002. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," Bonn Econ Discussion Papers 25/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
  • Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Finance 0210005, University Library of Munich, Germany.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Information Immobility and the Home Bias Puzzle," Journal of Finance, American Finance Association, vol. 64(3), pages 1187-1215, June.
  • Laura Veldkamp & Stijn Van Nieuwerburgh, 2004. "Information Immobility and the Home Bias Puzzle," Working Papers 04-32, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Stijn Van Nieuwerburgh & Laura Veldkamp, 2007. "Information Immobility and the Home Bias Puzzle," NBER Working Papers 13366, National Bureau of Economic Research, Inc.
  • Laura Veldkamp & Stijn Van Nieuwerburgh, 2005. "Information Immobility and the Home Bias Puzzle," 2005 Meeting Papers 78, Society for Economic Dynamics.
• Philippe Bacchetta & Eric Van Wincoop, 2008. "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 837-866, August.
  • Philippe Bacchetta & Eric Van Wincoop, 2008. "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 837-866, August.
  • Philippe BACCHETTA & Eric VAN WINCOOP, 2004. "Higher Order Expectations in Asset Pricing," FAME Research Paper Series rp110, International Center for Financial Asset Management and Engineering.
  • Philippe Bacchetta & Eric van Wincoop, 2004. "Higher Order Expectations in Asset Pricing," Working Papers 04.03, Swiss National Bank, Study Center Gerzensee.
  • Bacchetta, Philippe & van Wincoop, Eric, 2008. "Higher Order Expectations in Asset Pricing," CEPR Discussion Papers 6648, C.E.P.R. Discussion Papers.
• Andrew Worthington & Abbas Valadkhani, 2004. "Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis," Applied Economics, Taylor & Francis Journals, vol. 36(19), pages 2177-2186.
• Antonis Demos & Fragkiskos Filippaios & Marina Papanastassiou, 2004. "An event study analysis of outward foreign direct investment: the case of Greece," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 11(3), pages 329-348.
• Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Other publications TiSEM 73c21ccd-7c67-4e11-8eac-5, Tilburg University, School of Economics and Management.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," ERIM Report Series Research in Management ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM 8cea7ebd-d3f6-493c-bf65-3, Tilburg University, School of Economics and Management.
• Alexander Guembel & Oren Sussman, 2004. "Optimal Exchange Rates: A Market Microstructure Approach," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1242-1274, December.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
  • Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN, 2003. "Does anonymity matter in electronic limit order markets ?," HEC Research Papers Series 784, HEC Paris.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2005. "Does anonymity matter in electronic limit order markets?," CFR Working Papers 05-15, University of Cologne, Centre for Financial Research (CFR).
  • Thierry Foucault & Sophie Moinas & Eric Theissen, 2007. "Does anonymity matter in electronic limit order markets ?," Post-Print halshs-00170387, HAL.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 3, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print hal-00459795, HAL.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2003. "Does Anonymity Matter in Electronic Limit Order Markets?," CEPR Discussion Papers 4091, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2011. "Does anonymity matter in electronic limit order markets ?," Working Papers hal-00592031, HAL.
• Kaie Kerem & Enn Listra & Katrin Rahu, 2004. "Market Efficiency and Rational Expectations," Working Papers 112, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
• Augusto Castillo, 2004. "The announcement effect of bond and equity issues: evidence from Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 31(2 Year 20), pages 177-205, December.
• Sergio L. Schmukler & Eduardo Levy-Yeyati & Maria Soledad Martinez Peria, 2004. "Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies," Econometric Society 2004 Latin American Meetings 318, Econometric Society.
  • Eduardo Levy Yeyati & Maria Soledad Martinez Peria & Sergio Schmukler, 2004. "Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies," Business School Working Papers systemicrisk, Universidad Torcuato Di Tella.
  • Levy-Yeyati, Eduardo & Martinez Peria, Maria Soledad & Schmukler, Sergio L., 2004. "Market discipline under systemic risk - evidence from bank runs in emerging economies," Policy Research Working Paper Series 3440, The World Bank.
• Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
  • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
  • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
  • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000. "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE 2000060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Daniel Beunza Ibáñez & Raghu Garud, 2004. "Security analysts as frame-makers," Economics Working Papers 733, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2005.
• Diego García & Branko Urosevic, 2004. "Noise and aggregation of information in large markets," Economics Working Papers 785, Department of Economics and Business, Universitat Pompeu Fabra.
• Peter Temin & Hans-Joachim Voth, 2004. "Riding the South Sea Bubble," American Economic Review, American Economic Association, vol. 94(5), pages 1654-1668, December.
  • Temin, Peter & Voth, Hans-Joachim, 2004. "Riding the South Sea Bubble," CEPR Discussion Papers 4221, C.E.P.R. Discussion Papers.
  • Peter Temin & Hans-Joachim Voth, 2015. "Riding the South Sea Bubble," Working Papers 91, Barcelona School of Economics.
  • Peter Temin & Joachim Voth, 2004. "Riding the South Sea bubble," Economics Working Papers 861, Department of Economics and Business, Universitat Pompeu Fabra.
  • Peter Temin & Hans-Joachim Voth, 2015. "Riding the South See Bubble," Working Papers 213, Barcelona School of Economics.
• Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," FRU Working Papers 2004/03, University of Copenhagen. Department of Economics. Finance Research Unit.
  • Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Research Paper Series 121, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers 04-07, University of Copenhagen. Department of Economics.
• Martin Bohl & Pierre Siklos, 2008. "Empirical evidence on feedback trading in mature and emerging stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 18(17), pages 1379-1389.
  • Martin T. Bohl & Pierre Siklos, 2004. "Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets," Research Paper Series 137, Quantitative Finance Research Centre, University of Technology, Sydney.
• Bikker, Jacob A. & Spierdijk, Laura & Sluis, Pieter Jelle van der, 2004. "The Implementation Shortfall of Institutional Equity Trades," Serie Research Memoranda 0009, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Sergio L. Schmukler & Eduardo Levy-Yeyati & Maria Soledad Martinez Peria, 2004. "Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies," Econometric Society 2004 Latin American Meetings 318, Econometric Society.
  • Levy-Yeyati, Eduardo & Martinez Peria, Maria Soledad & Schmukler, Sergio L., 2004. "Market discipline under systemic risk - evidence from bank runs in emerging economies," Policy Research Working Paper Series 3440, The World Bank.
  • Eduardo Levy Yeyati & Maria Soledad Martinez Peria & Sergio Schmukler, 2004. "Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies," Business School Working Papers systemicrisk, Universidad Torcuato Di Tella.
• Art Durnev & Amrita Nain, "undated". "The Unanticipated Effects of Insider Trading Regulation," American Law & Economics Association Annual Meetings 1023, American Law & Economics Association.
  • Art A. Durnev & Amrita S. Nain, 2004. "The Unanticipated Effects of Insider Trading Regulation," William Davidson Institute Working Papers Series 2004-695, William Davidson Institute at the University of Michigan.
• Saltuk Ozerturk, 2004. "Direct sale of information when precision is unobservable," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(2), pages 269-293, May.
• Kane, Edward J., 2004. "Continuing dangers of disinformation in corporate accounting reports," Review of Financial Economics, Elsevier, vol. 13(1-2), pages 149-164.
  • Edward J. Kane, 2004. "Continuing dangers of disinformation in corporate accounting reports," Review of Financial Economics, John Wiley & Sons, vol. 13(1-2), pages 149-164.
  • Edward J. Kane, 2003. "Continuing Dangers of Disinformation in Corporate Accounting Reports," NBER Working Papers 9634, National Bureau of Economic Research, Inc.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, vol. 13(3), pages 245-258.
  • Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, John Wiley & Sons, vol. 13(3), pages 245-258.
  • Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers 2000,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Michael S. Haigh & Nikos K. Nomikos & David A. Bessler, 2004. "Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs," Southern Economic Journal, John Wiley & Sons, vol. 71(1), pages 145-162, July.
  • Haigh, Michael S. & Nomikos, Nikos K. & Bessler, David A., 2002. "Integration And Causality In International Freight Markets--Modeling With Error Correction And Directed Acyclic Graphs," Working Papers 28558, University of Maryland, Department of Agricultural and Resource Economics.
• Paolo Laureti & Peter Ruch & Joseph Wakeling & Yi-Cheng Zhang, 2004. "The Interactive Minority Game: a Web based investigation of human market interactions," Experimental 0402004, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Simple Trading Rules: Trading On Ibex At Meff," Finance 0402001, University Library of Munich, Germany, revised 28 Jul 2005.
• Fernando Rubio, 2004. "Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno," Finance 0402002, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno," Finance 0402010, University Library of Munich, Germany.
• Fernando Rubio, 2004. "La Informacion Contable Y La Valuacion De Activos De Capital En El Sector De Inversiones Chileno," Finance 0402012, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Some Technical Analysis On The Stock Market: Spain And Usa," Finance 0402017, University Library of Munich, Germany, revised 27 Jul 2005.
• Jose Maria Liberti, 2004. "Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?," Finance 0404023, University Library of Munich, Germany.
• Takalo, Tuomas & Toivanen, Otto, 2003. "Equilibrium in financial markets with adverse selection," Bank of Finland Research Discussion Papers 6/2003, Bank of Finland.
  • Tuomas Takalo & Otto Toivanen, 2004. "Equilibrium in financial markets with adverse selection," Finance 0405001, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Eficiencia Simple Del Mercado De Renta Fija En Chile," Finance 0405009, University Library of Munich, Germany.
• Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002. "Return-volatility linkages in the international equity and currency markets," Bank of Finland Research Discussion Papers 9/2002, Bank of Finland.
  • Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter, 2004. "Return-volatility linkages in the international equity and currency markets," Finance 0405022, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Technical Analysis On Foreign Exchange: 1975 - 2004," Finance 0405033, University Library of Munich, Germany, revised 01 Jul 2004.
• José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho, 2004. "Efficiency tests in the Iberian stock markets," Finance 0406001, University Library of Munich, Germany.
• Philip Kostov & Seamus McErlean, 2004. "Estimating the probability of large negative stock market," Finance 0409011, University Library of Munich, Germany.
• Massoud Heidari & Liuren Wu, 2004. "What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities," Finance 0409017, University Library of Munich, Germany.
• Cornelis A. Los, 2004. "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance 0409033, University Library of Munich, Germany.
• Karuppiah, Jeyanthi & Los, Cornelis A., 2005. "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 211-246.
  • Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, University Library of Munich, Germany.
• Los, Cornelis A., 1999. "Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 265-289, November.
  • Cornelis A. Los, 2004. "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance 0409040, University Library of Munich, Germany.
• Cornelis A. Los & Joanna M. Lipka, 2004. "Long-Term Dependence Characteristics of European Stock Indices," Finance 0409044, University Library of Munich, Germany.
• Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, University Library of Munich, Germany.
• Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing, 2006. "Persistence characteristics of Latin American financial markets," Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 269-290, July.
  • Sijing Zong & Cornelis A. Los & Nyonyo Kyaw, 2004. "Persistence Characteristics of Latin American Financial Markets," Finance 0411013, University Library of Munich, Germany.
  • Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong, 2004. "Persistence Characteristics of Latin American Financial Markets," Finance 0409048, University Library of Munich, Germany.
• Sutthisit Jamdee & Cornelis A. Los, 2004. "Long Memory Options: Valuation," Finance 0409049, University Library of Munich, Germany.
• David S. Bieri & Ludwig B. Chincarini, 2004. "Riding the Yield Curve: Diversification of Strategies," Finance 0410002, University Library of Munich, Germany.
• Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," CERGE-EI Working Papers wp237, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," Finance 0410015, University Library of Munich, Germany.
• Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Proxying for Expected Returns with Price Earnings Ratios," Finance 0410019, University Library of Munich, Germany.
• Silvio John Camilleri & Christopher J. Green, 2004. "The Impact of the Suspension of Opening and Closing Call," Finance 0411012, University Library of Munich, Germany.
  • Silvio John Camilleri & Christopher J. Green, 2005. "The Impact of the Suspension of Opening and Closing Call," Finance 0506006, University Library of Munich, Germany.
• Akash Gupta & Samik Metia & Prashant Trivedi, 2004. "The Effects of Option Expiration on NSE volume and prices," Finance 0411035, University Library of Munich, Germany.
• Cornelis A. Los, 2004. "When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk!," Finance 0411037, University Library of Munich, Germany.
• Cornelis A. Los, 2004. "Why VAR Fails: Long Memory and Extreme Events in Financial Markets," Finance 0412014, University Library of Munich, Germany.
• Julius Moschitz, 2004. "Spillovers across High Yield Markets," Finance 0412024, University Library of Munich, Germany.
• Hirshleifer, David & Lim, Seongyeon & Teoh, Siew Hong, 2004. "Disclosure to an Audience with Limited Attention," Working Paper Series 2004-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • David Hirshleifer & SONYA SEONGYEON LIM & Siew Hong Teoh, 2004. "Disclosure to an Audience with Limited Attention," Game Theory and Information 0412002, University Library of Munich, Germany.
• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, University Library of Munich, Germany.
• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Staff Working Papers 04-42, Bank of Canada.
  • Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers.
  • Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005. "International equity flows and returns: a quantitative equilibrium approach," International Finance 0508006, University Library of Munich, Germany.
  • Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, University Library of Munich, Germany.
  • Albuquerque, Rui & Bauer, Gregory H. & Schneider, Martin, 2004. "International equity flows and returns: a quantative equilibrium approach," Working Paper Series 310, European Central Bank.
• Guneratne Banda Wickremasinghe, 2004. "Efficiency Of Foreign Exchange Markets: A Developing Country Perspective," International Finance 0406004, University Library of Munich, Germany.
• Guneratne Banda Wickremasinghe, 2004. "Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float," International Trade 0406007, University Library of Munich, Germany.
• Levy, Daniel & Dutta, Shantanu & Bergen, Mark, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Microlevel Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 197-220, February.
  • Levy, Daniel & Dutta, Shantanu & Bergen, Mark, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Microlevel Data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 34(1), pages 197-220.
  • Daniel Levy & Shantanu Dutta & Mark Bergen, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Working Papers 2002-09, Bar-Ilan University, Department of Economics.
  • Daniel Levy & Shantanu Dutta & Mark Bergen, 2004. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Macroeconomics 0402021, University Library of Munich, Germany.
  • Daniel Levy & Shantanu Dutta & Mark Bergen, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Post-Print hal-02386496, HAL.
• Rose Cunningham, 2004. "Finance Constraints and Inventory Investment: Empirical Tests with Panel Data," Staff Working Papers 04-38, Bank of Canada.
  • Rose Cunningham, 2004. "Finance Constraints and Inventory Investment: Empirical Tests with Panel Data," Macroeconomics 0411015, University Library of Munich, Germany.
• Arthur Grimes & Andrew Aitken & Suzi Kerr, 2004. "House Price Efficiency: Expectations, Sales, Symmetry," Urban/Regional 0408001, University Library of Munich, Germany.
• Mircea Gligor, 2004. "An Empirical Study On The Statistical Properties Of Romanian Emerging Stock Market Rasdaq," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(06), pages 723-739.
• Mohammad S. Hasan, 2004. "On The Validity Of The Random Walk Hypothesis Applied To The Dhaka Stock Exchange," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(08), pages 1069-1085.
• Ivo Welch & Amit Goyal, 2008. "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1455-1508, July.
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• Owen Lamont, 2004. "Go Down Fighting: Short Sellers vs. Firms," NBER Working Papers 10659, National Bureau of Economic Research, Inc.
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• Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005. "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 7, pages 141-160, World Scientific Publishing Co. Pte. Ltd..
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• William N. Goetzmann & Ning Zhu, 2005. "Rain or Shine: Where is the Weather Effect?," European Financial Management, European Financial Management Association, vol. 11(5), pages 559-578, November.
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• Stephen Brown & William Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers ysm85, Yale School of Management, revised 01 Apr 2008.
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• Aristeidis G. Samitas, 2004. "Testing the Efficient Market Hypothesis in The Greek Secondary Capital Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 7(1), pages 23-38, May.
• Luis Ferruz Agudo & Mar�a S. Vargas Magall�n, 2004. "Persistencia en la performance de los fondos de inversi�n espa�oles de renta variable nacional (1994-2002)," Documentos de Trabajo dt2004-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
• Laakkonen, Helinä, 2004. "The impact of macroeconomic news on exchange rate volatility," Bank of Finland Research Discussion Papers 24/2004, Bank of Finland.
• Jokivuolle, Esa & Lanne, Markku, 2004. "Trading Nokia: the roles of the Helsinki vs the New York stock exchanges," Bank of Finland Research Discussion Papers 26/2004, Bank of Finland.
• Nöldeke, Georg & Tröger, Thomas, 2004. "On the Existence of Linear Equilibria in the Rochet-Vila Model of Market Making," Bonn Econ Discussion Papers 19/2004, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Hautsch, Nikolaus & Hess, Dieter, 2007. "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 189-208, March.
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• Tykvová, Tereza & Walz, Uwe, 2004. "Are IPOs of Different VCs Different?," ZEW Discussion Papers 04-32, ZEW - Leibniz Centre for European Economic Research.
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• Weber, Martin & Norden, Lars, 2004. "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers 4674, C.E.P.R. Discussion Papers.
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• Heidorn, Thomas & Siragusano, Tindaro, 2004. "Die Anwendbarkeit der Behavioral Finance im Devisenmarkt," Frankfurt School - Working Paper Series 52, Frankfurt School of Finance and Management.
• Heidorn, Thomas & Meyer, Bernd & Pietrowiak, Alexander, 2004. "Performance-Effekte nach Directors' Dealings in Deutschland, Italien und den Niederlanden," Frankfurt School - Working Paper Series 57, Frankfurt School of Finance and Management.
• Stolpe, Michael, 2004. "Non-market interaction in primary equity markets: evidence from France and Germany," Kiel Working Papers 1211, Kiel Institute for the World Economy (IfW Kiel).
• Pierdzioch, Christian, 2004. "Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913," Kiel Working Papers 1213, Kiel Institute for the World Economy (IfW Kiel).
• Berneburg, Marian, 2004. "Are European Equity Style Indexes Mean Reverting? Testing the Validity of the Efficient Market Hypothesis," IWH Discussion Papers 193/2004, Halle Institute for Economic Research (IWH).
• Tykvová, Tereza & Walz, Uwe, 2004. "Are IPOs of different VCs different?," CFS Working Paper Series 2004/02, Center for Financial Studies (CFS).
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• Jacobsen, B. & Marquering, W.A., 2004. "Is it the weather?," ERIM Report Series Research in Management ERS-2004-100-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• HORI Masahiro, 2004. "Does Bank Liquidation Affect Client Firm Performance? Evidence from a Main Bank Failure in Japan," ESRI Discussion paper series 102, Economic and Social Research Institute (ESRI).
• Beber, Alessandro & Brandt, Michael W., 2006. "The effect of macroeconomic news on beliefs and preferences: Evidence from the options market," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1997-2039, November.
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• Philippe Bacchetta & Eric Van Wincoop, 2008. "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 837-866, August.
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• Li JIN & Stewart C. MYERS, 2004. "R2 Around the World: New Theory and New Tests," FAME Research Paper Series rp158, International Center for Financial Asset Management and Engineering.
• Jana Fajtová, 2004. "Open-Ending of Closed-End Funds in the CR: Price and Discount Reaction - Empirical Evidence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(1-2), pages 22-49, January.
• Pavel Bouc & Martin Cincibuch, 2004. "An Interpretation of Czech FX Options," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(7-8), pages 286-304, July.
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• Vladimír Gazda & Karel Koøený & Tomáš Výrost, 2004. "Defection of Traditional Standard Deviation Scaling of Capital Asset Returns," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(7-8), pages 325-334, July.
• Samita Sareen & Ali Hortacsu, 2004. "Order Flow and the Formation of Dealer Bids: An Analysis of Information and Strategic Behavior in the Government of Canada Securities Auctions," Working Papers 2004.145, Fondazione Eni Enrico Mattei.
• Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat, 2004. "An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models," Frontiers in Finance and Economics, SKEMA Business School, vol. 1(2), pages 101-115, December.
• Roger B. Atindéhou, Jean-Pierre Gueyié, 2004. "Canadian Mutual Fund Flows and Capital Market Movements," Frontiers in Finance and Economics, SKEMA Business School, vol. 1(2), pages 70-84, December.
• John Krainer & Jose A. Lopez, 2008. "Using Securities Market Information for Bank Supervisory Monitoring," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 125-164, March.
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• Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
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• Paul P.J. Gao & Kevin X.D. Huang, 2008. "Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence," Annals of Economics and Finance, Society for AEF, vol. 9(1), pages 1-37, May.
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• Michael J. Fleming & Kenneth D. Garbade & Frank Keane, 2005. "Anomalous Bidding In Short‐Term Treasury Bill Auctions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(2), pages 165-176, June.
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• Stéphanie LAVIGNE (ESC Toulouse and GRES-LEREPS), 2004. "Modelling an artificial stock market: When cognitive institutions influence market dynamics," Cahiers du GRES (2002-2009) 2004-04, Groupement de Recherches Economiques et Sociales.
• Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond-Feingold, 2004. "La volatilité des marchés augmente-t-elle ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 17-44.
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• Daher, Wassim & Mirman, Leonard J., 2007. "Market structure and insider trading," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 306-331.
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• Daher, Wassim & Mirman, Leonard J., 2006. "Cournot duopoly and insider trading with two insiders," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 530-551, September.
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  • Wassim Daher & Leonard J. Mirman, 2004. "Cournot duopoly and insider trading with two insiders," Cahiers de la Maison des Sciences Economiques b04077, Université Panthéon-Sorbonne (Paris 1).
• Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond-Feingold, 2004. "La volatilité des marchés augmente-t-elle ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 17-44.
  • Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308982, HAL.
  • Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Post-Print hal-00308982, HAL.
• Christian Walter, 2004. "Volatilité boursière excessive : irrationalité des comportements ou clivage des esprits ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 85-104.
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• Ginglinger, Edith & Hamon, Jacques, 2007. "Actual share repurchases, timing and liquidity," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 915-938, March.
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• Jean-François Casta, 2003. "Does fair value accounting provide a better representation of a company?," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 11-24.
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• Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 231-243.
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• Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 231-243.
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• Daher, Wassim & Mirman, Leonard J., 2007. "Market structure and insider trading," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 306-331.
  • Wassim Daher & Leonard J Mirman, 2004. "Market Structure and Insider Trading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03322686, HAL.
  • Wassim Daher & Leonard J Mirman, 2004. "Market Structure and Insider Trading," Post-Print halshs-03322686, HAL.
  • Wassim Daher & Leonard J. Mirman, 2004. "Market structure and insider trading," Cahiers de la Maison des Sciences Economiques b04025, Université Panthéon-Sorbonne (Paris 1).
• Daher, Wassim & Mirman, Leonard J., 2006. "Cournot duopoly and insider trading with two insiders," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 530-551, September.
  • Wassim Daher & Leonard J Mirman, 2004. "Cournot duopoly and insider trading with two insiders," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03331519, HAL.
  • Wassim Daher & Leonard J Mirman, 2004. "Cournot duopoly and insider trading with two insiders," Post-Print halshs-03331519, HAL.
  • Wassim Daher & Leonard J. Mirman, 2004. "Cournot duopoly and insider trading with two insiders," Cahiers de la Maison des Sciences Economiques b04077, Université Panthéon-Sorbonne (Paris 1).
• Menkhoff, Lukas & Schmidt, Ulrich & Brozynski, Torsten, 2006. "The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence," European Economic Review, Elsevier, vol. 50(7), pages 1753-1766, October.
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• Lütje, Torben, 2004. "To Be Good or To Be Better: Asset Managers Attitudes Towards Herding," Hannover Economic Papers (HEP) dp-297, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Gerth, Hendrik & Niermann, Stefan, 2004. "Überrenditen durch Point and Figure-Charts: Zufall oder System?," Hannover Economic Papers (HEP) dp-302, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Stotz, Olaf & Lutje, Torben & Menkhoff, Lukas & von Nitzsch, Rudiger, 2004. "Do Fund Managers Expect Mean Averting Returns?," Hannover Economic Papers (HEP) dp-309, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Lütje, Torben, 2004. "Sichtweisen und Anlageverhalten des österreichischen Fondsmanagements," Hannover Economic Papers (HEP) dp-310, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Bechmann, Ken L. & Raaballe, Johannes, 2004. "The Differences Between Stock Splits and Stock Dividends," Working Papers 2004-1, Copenhagen Business School, Department of Finance.
• Lidén, Erik R., 2004. "Are Underwriter-Analysts More Informed? Scandinavian Evidence," Working Papers in Economics 132, University of Gothenburg, Department of Economics, revised 18 Oct 2007.
• Massimo Massa & Andrei Simonov, 2006. "Hedging, Familiarity and Portfolio Choice," The Review of Financial Studies, Society for Financial Studies, vol. 19(2), pages 633-685.
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• Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya, 2007. "Privatization and stock market liquidity," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 297-316, February.
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• de Jong, Frank & Dahlquist, Magnus, 2004. "Pseudo Market Timing: Fact or Fiction?," CEPR Discussion Papers 4609, C.E.P.R. Discussion Papers.
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• Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi, 2010. "Integer-valued moving average modelling of the number of transactions in stocks," Applied Financial Economics, Taylor & Francis Journals, vol. 20(18), pages 1429-1440.
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• Ansgar Belke & Thorsten Polleit, 2006. "Dividend Yields for Forecasting Stock Market Returns. An ARDL Cointegration Analysis for Germany," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 9(1), pages 86-116, Summer.
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• John Y. Campbell & Tuomo Vuolteenaho, 2004. "Bad Beta, Good Beta," American Economic Review, American Economic Association, vol. 94(5), pages 1249-1275, December.
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• John Y. Campbell & Tuomo Vuolteenaho, 2004. "Inflation Illusion and Stock Prices," American Economic Review, American Economic Association, vol. 94(2), pages 19-23, May.
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• Consuelo Riaño Gil & Francisco Javier Ruiz Cabestre & Rafael Santamaría Aquilué, 2004. "Formación de precios de suscripción en el mercado bursátil español: algunas consideraciones," Investigaciones Economicas, Fundación SEPI, vol. 28(1), pages 141-191, January.
• Steve Bond & Mike Hawkins & Alexander Klemm, 2005. "Stamp Duty on Shares and Its Effect on Share Prices," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 61(3), pages 275-297, November.
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• Guglielmo Maria Caporale & Luis Gil‐Alana, 2014. "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(2), pages 147-161, March.
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• Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis, 2008. "Parameter instability and forecasting performance: a Monte Carlo study," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 1(1), pages 1-20.
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• Mark A. Carlson & Galina B. Hale, 2005. "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Role-over," Cowles Foundation Discussion Papers 1506, Cowles Foundation for Research in Economics, Yale University.
  • Galina Hale, 2005. "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll–over," The Institute for International Integration Studies Discussion Paper Series iiisdp062, IIIS.
• Min-Hsien Chiang & Long-Jainn Hwang & Yui-Chi Wu, 2004. "Insider Trading Performance in the Taiwan Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 3(3), pages 239-256, December.
• Kitamura, Yukinobu, 2004. "Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(3), pages 115-143, October.
• Robert P. Flood & Andrew K. Rose, 2005. "Financial Integration: A New Methodology And An Illustration," Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1349-1359, December.
  • Flood, Robert P & Rose, Andrew K, 2003. "Financial Integration: A New Methodology and an Illustration," CEPR Discussion Papers 4027, C.E.P.R. Discussion Papers.
  • Andrew K. Rose & Robert P Flood, 2004. "Financial Integration; A New Methodology and An Illustration," IMF Working Papers 04/110, International Monetary Fund.
  • Robert P. Flood & Andrew K. Rose, 2003. "Financial Integration: A New Methodology and an Illustration," NBER Working Papers 9880, National Bureau of Economic Research, Inc.
• Garry J. Schinasi, 2004. "Private Finance and Public Policy," IMF Working Papers 04/120, International Monetary Fund.
  • Garry J. Schinasi, 2006. "Private Finance and Public Policy," Research and Policy Notes 2006/02, Czech National Bank.
• Mr. Garry J. Schinasi, 2004. "Private Finance and Public Policy," IMF Working Papers 2004/120, International Monetary Fund.
  • Garry J. Schinasi, 2006. "Private Finance and Public Policy," Research and Policy Notes 2006/02, Czech National Bank, Research and Statistics Department.
• Elvio Accinelli, 2004. "Inversión Bajo Incertidumbre," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(1), pages 21-44, Marzo 200.
  • Elvio Accinelli & Daniel Vaz, 1999. "Inversión bajo incertidumbre," Documentos de Trabajo (working papers) 1299, Department of Economics - dECON.
• Eneas A. Caldiño García, 2004. "An Application Of Gibbons-Ross-Shanken'S Test Of The Efficiency Of A Given Portfolio," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(1), pages 45-53, Marzo 200.
• Elenea Valenzuela D., 2004. "Consideración De Los Intangibles En La Evaluación De Acciones Por Los Analistas Financieros," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(2), pages 101-126, Junio 200.
• Manuel Lobato Osario, 2004. "Insider Trading At The Mexican Stock Exchange: Evidence From Data Augmentation," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(2), pages 169-222, Junio 200.
• Juan Carlos Gómez Sala & María Jesús Pastor, 2004. "Is The Market Over-Optimistic About The Prospects Of Firms That Issue Equity? Evidence For The Spanish Market," Working Papers. Serie EC 2004-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Carlos Forner & Joaquín Marhuenda, 2004. "Beneficios Del Momentum En El Mercado Español: ¿Incorrecta Especificacion De Los Modelos De Valoración O Irracionalidad De Los Inversores?," Working Papers. Serie EC 2004-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Marian Berneburg, 2004. "Are European Equity Style Indexes Mean Reverting? Testing the Validity of the Efficient Market Hypothesis," IWH Discussion Papers 193, Halle Institute for Economic Research.
• Frenkel Michael & Stadtmann Georg, 2004. "Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutsch mark Market / Der Zusammenhang zwischen der Profitabilität einer technischen Handelsstrategie und Zentralbankinterventio," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(6), pages 653-672, December.
• Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171.
  • Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute.
  • Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies 535, Umeå University, Department of Economics.
• Barry Harrison & David Paton, 2005. "Transition, the Evolution of Stock Market Efficiency and Entry into EU: The Case of Romania," Economic Change and Restructuring, Springer, vol. 37(3), pages 203-223, September.
  • Barry Harrison & David Paton, 2004. "Transition, the Evolution of Stock Market Efficiency and Entry into EU: The Case of Romania," Economic Change and Restructuring, Springer, vol. 37(3), pages 203-223, September.
• Rafael Repullo & Javier Suarez, 2004. "Venture Capital Finance: A Security Design Approach," Review of Finance, European Finance Association, vol. 8(1), pages 75-108.
  • Rafael Repullo & Javier Suarez, 2004. "Venture Capital Finance: A Security Design Approach," Review of Finance, Springer, vol. 8(1), pages 75-108.
  • Rafael Repullo & Javier Suarez, 1998. "Venture Capital Finance: A Security Design Approach," Working Papers wp1998_9804, CEMFI.
  • Repullo, Rafael & Suarez, Javier, 1999. "Venture Capital Finance: A Security Design Approach," CEPR Discussion Papers 2097, C.E.P.R. Discussion Papers.
  • Repullo, R. & Suarez, J., 1998. "Venture Capital Finance: a Security Design Approach," Papers 9804, Centro de Estudios Monetarios Y Financieros-.
• Luis Angel Medran & Xavier Vives, 2004. "Regulating Insider Trading When Investment Matters," Review of Finance, European Finance Association, vol. 8(2), pages 199-277.
  • Luis Angel Medrano & Xavier Vives, 2004. "Regulating Insider Trading When Investment Matters," Review of Finance, Springer, vol. 8(2), pages 199-277.
  • Vives, Xavier & Medrano, Luis Angel, 2002. "Regulating Insider Trading when Investment Matters," CEPR Discussion Papers 3292, C.E.P.R. Discussion Papers.
• Michael Stolpe, 2004. "Non-Market Interaction in Primary Equity Markets: Evidence from France and Germany," Kiel Working Papers 1211, Kiel Institute for the World Economy.
• Christian Pierdzioch, 2004. "Feedback Trading and Predictability of Stock Returns in Germany, 1880-1913," Kiel Working Papers 1213, Kiel Institute for the World Economy.
• Michael Stolpe, 2004. "Europe's Entry into the Venture Capital Business: Efficiency and Policy," Kiel Working Papers 1223, Kiel Institute for the World Economy.
• Dan HU, 2004. "The Usefulness of Financial Statements under Chinese-GAAP vs. IAS: Evidence from the Shanghai Stock Exchange in PRC," Kobe Economic & Business Review, Research Institute for Economics & Business Administration, Kobe University, vol. 48, pages 1-25, February.
• Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," FRU Working Papers 2004/03, University of Copenhagen. Department of Economics. Finance Research Unit.
  • Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers 04-07, University of Copenhagen. Department of Economics.
  • Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Research Paper Series 121, Quantitative Finance Research Centre, University of Technology, Sydney.
• Hautsch, Nikolaus & Hess, Dieter, 2007. "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 189-208, March.
  • Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery," FRU Working Papers 2004/06, University of Copenhagen. Department of Economics. Finance Research Unit.
  • Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Discussion Papers 04-17, University of Copenhagen. Department of Economics.
  • Hautsch, Nikolaus & Hess, Dieter, 2004. "Bayesian learning in financial markets: Testing for the relevance of information precision in price discovery," CFR Working Papers 04-10, University of Cologne, Centre for Financial Research (CFR).
• Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers 04-07, University of Copenhagen. Department of Economics.
  • Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," FRU Working Papers 2004/03, University of Copenhagen. Department of Economics. Finance Research Unit.
  • Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Research Paper Series 121, Quantitative Finance Research Centre, University of Technology, Sydney.
• Hautsch, Nikolaus & Hess, Dieter, 2007. "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 189-208, March.
  • Hautsch, Nikolaus & Hess, Dieter, 2004. "Bayesian learning in financial markets: Testing for the relevance of information precision in price discovery," CFR Working Papers 04-10, University of Cologne, Centre for Financial Research (CFR).
  • Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery," FRU Working Papers 2004/06, University of Copenhagen. Department of Economics. Finance Research Unit.
  • Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Discussion Papers 04-17, University of Copenhagen. Department of Economics.
• Anthony D. Hall & Nikolaus Hautsch, 2008. "Order aggressiveness and order book dynamics," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 133-165, Springer.
  • Anthony Hall & Nikolaus Hautsch, 2006. "Order aggressiveness and order book dynamics," Empirical Economics, Springer, vol. 30(4), pages 973-1005, January.
  • Anthony D. Hall & Nikolaus Hautsch, 2004. "Order Aggressiveness and Order Book Dynamics," FRU Working Papers 2005/04, University of Copenhagen. Department of Economics. Finance Research Unit.
• Robin Boadway & Michael Keen, 2004. "Financing New Investments Under Asymmetric Information: A General Approach," Working Paper 1017, Economics Department, Queen's University.
  • Robin Boadway & Michael Keen, 2004. "Financing New Investments under Asymmetric Information: a General Approach," Cahiers de recherche 0407, CIRPEE.
• Ken L. Bechmann, 2004. "Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index," Multinational Finance Journal, Multinational Finance Journal, vol. 8(1-2), pages 3-34, March-Jun.
• Ronan G. Powell, 2004. "Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach," Multinational Finance Journal, Multinational Finance Journal, vol. 8(1-2), pages 35-72, March-Jun.
• Gertjan Schut & Ruud van Frederikslust, 2004. "Shareholders Wealth Effects of Joint Venture Strategies," Multinational Finance Journal, Multinational Finance Journal, vol. 8(3-4), pages 211-225, september.
• Daniele CHECCHI & Massimo FLORIO & Jorge CARRERA, 2004. "Privatization discontent and its determinants: evidence from Latin America," Departmental Working Papers 2004-023, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Daniele CHECCHI & Massimo FLORIO & Jorge CARRERA, 2004. "Privatization discontent and its determinants: evidence from Latin America," Departmental Working Papers 2004-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Checchi, Daniele & Florio, Massimo & Carrera, Jorge, 2005. "Privatization Discontent and Its Determinants: Evidence from Latin America," IZA Discussion Papers 1587, Institute of Labor Economics (IZA).
• Bedri Tas, 2004. "Private information of the Fed, predictability of stock returns and expected monetary policy," Money Macro and Finance (MMF) Research Group Conference 2003 100, Money Macro and Finance Research Group.
• Martin Cincibuch & David Vavra, 2004. "Testing for the uncovered interest parity using distributions implied by FX options," Money Macro and Finance (MMF) Research Group Conference 2003 16, Money Macro and Finance Research Group.
• Norbert Kiss M., 2004. "The Effects of Macroeconomic News on Money Markets," MNB Occasional Papers 2004/30, Magyar Nemzeti Bank (Central Bank of Hungary).
• Costanza Torricelli & Marianna Brunetti, 2004. "The internal efficiency of Index Option Markets:Tests on the Italian Market," Department of Economics 0472, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Daher, Wassim & Mirman, Leonard J., 2007. "Market structure and insider trading," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 306-331.
  • Wassim Daher & Leonard J Mirman, 2004. "Market Structure and Insider Trading," Post-Print halshs-03322686, HAL.
  • Wassim Daher & Leonard J. Mirman, 2004. "Market structure and insider trading," Cahiers de la Maison des Sciences Economiques b04025, Université Panthéon-Sorbonne (Paris 1).
  • Wassim Daher & Leonard J Mirman, 2004. "Market Structure and Insider Trading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03322686, HAL.
• Daher, Wassim & Mirman, Leonard J., 2006. "Cournot duopoly and insider trading with two insiders," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 530-551, September.
  • Wassim Daher & Leonard J Mirman, 2004. "Cournot duopoly and insider trading with two insiders," Post-Print halshs-03331519, HAL.
  • Wassim Daher & Leonard J. Mirman, 2004. "Cournot duopoly and insider trading with two insiders," Cahiers de la Maison des Sciences Economiques b04077, Université Panthéon-Sorbonne (Paris 1).
  • Wassim Daher & Leonard J Mirman, 2004. "Cournot duopoly and insider trading with two insiders," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03331519, HAL.
• Suzi Kerr & Andrew Aitken & Arthur Grimes, 2004. "Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand," Working Papers 04_01, Motu Economic and Public Policy Research.
  • Suzi Kerr & Andrew Aitken & Arthur Grimes, 2004. "Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand," Working Papers 04_02, Motu Economic and Public Policy Research.
• Owen A. Lamont & Jeremy C. Stein, 2004. "Aggregate Short Interest and Market Valuations," American Economic Review, American Economic Association, vol. 94(2), pages 29-32, May.
  • Owen A. Lamont & Jeremy C. Stein, 2003. "Aggregate Short Interest and Market Valuations," Harvard Institute of Economic Research Working Papers 2027, Harvard - Institute of Economic Research.
  • Owen A. Lamont & Jeremy C. Stein, 2004. "Aggregate Short Interest and Market Valuations," NBER Working Papers 10218, National Bureau of Economic Research, Inc.
• John Y. Campbell & Tuomo Vuolteenaho, 2004. "Inflation Illusion and Stock Prices," American Economic Review, American Economic Association, vol. 94(2), pages 19-23, May.
  • Vuolteenaho, Tuomo & Campbell, John, 2004. "Inflation Illusion and Stock Prices," Scholarly Articles 3196090, Harvard University Department of Economics.
  • John Y. Campbell & Tuomo Vuolteenaho, 2004. "Inflation Illusion and Stock Prices," NBER Working Papers 10263, National Bureau of Economic Research, Inc.
• William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004. "Portfolio Diversification and City Agglomeration," NBER Working Papers 10343, National Bureau of Economic Research, Inc.
• Kenneth A. Froot & Melvyn Teo, 2004. "Equity Style Returns and Institutional Investor Flows," NBER Working Papers 10355, National Bureau of Economic Research, Inc.
• Brown, Jeffrey R. & Cummins, J. David & Lewis, Christopher M. & Wei, Ran, 2004. "An empirical analysis of the economic impact of federal terrorism reinsurance," Journal of Monetary Economics, Elsevier, vol. 51(5), pages 861-898, July.
  • Jeffrey R. Brown & J. David Cummins & Christopher M. Lewis & Ran Wei, 2004. "An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance," NBER Working Papers 10388, National Bureau of Economic Research, Inc.
• Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho, 2004. "New Forecasts of the Equity Premium," NBER Working Papers 10406, National Bureau of Economic Research, Inc.
• Jonathan Berk & Richard Stanton, 2004. "A Rational Model of the Closed-End Fund Discount," NBER Working Papers 10412, National Bureau of Economic Research, Inc.
• Paul Asquith & Parag A. Pathak & Jay R. Ritter, 2004. "Short Interest and Stock Returns," NBER Working Papers 10434, National Bureau of Economic Research, Inc.
• Li Jin & Stewart C. Myers, 2004. "R-Squared Around the World: New Theory and New Tests," NBER Working Papers 10453, National Bureau of Economic Research, Inc.
• Ivo Welch & Amit Goyal, 2008. "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1455-1508, July.
  • Amit Goyal & Ivo Welch, 2004. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," Yale School of Management Working Papers amz2412, Yale School of Management, revised 01 Jan 2006.
  • Amit Goyal & Ivo Welch & Athanasse Zafirov, 2021. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II," Swiss Finance Institute Research Paper Series 21-85, Swiss Finance Institute.
  • Amit Goval & Ivo Welch, 2004. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," NBER Working Papers 10483, National Bureau of Economic Research, Inc.
• Jin, Li & Merton, Robert C. & Bodie, Zvi, 2006. "Do a firm's equity returns reflect the risk of its pension plan?," Journal of Financial Economics, Elsevier, vol. 81(1), pages 1-26, July.
  • Li Jin & Robert Merton & Zvi Bobie, 2004. "Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?," NBER Working Papers 10650, National Bureau of Economic Research, Inc.
• Owen Lamont, 2004. "Go Down Fighting: Short Sellers vs. Firms," NBER Working Papers 10659, National Bureau of Economic Research, Inc.
• Lily Qiu & Ivo Welch, 2004. "Investor Sentiment Measures," NBER Working Papers 10794, National Bureau of Economic Research, Inc.
• Flood, Robert P & Rose, Andrew, 2004. "Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk," CEPR Discussion Papers 4684, C.E.P.R. Discussion Papers.
  • Robert P. Flood & Andrew K. Rose, 2004. "Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk," NBER Working Papers 10805, National Bureau of Economic Research, Inc.
• Malmendier, Ulrike & Tate, Geoffrey, 2008. "Who makes acquisitions? CEO overconfidence and the market's reaction," Journal of Financial Economics, Elsevier, vol. 89(1), pages 20-43, July.
  • Malmendier, Ulrike M. & Tate, Geoffrey, 2003. "Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction," Research Papers 1798, Stanford University, Graduate School of Business.
  • Ulrike Malmendier & Geoffrey Tate, 2004. "Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction," NBER Working Papers 10813, National Bureau of Economic Research, Inc.
• Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler, 2004. "Pseudo Market Timing and Predictive Regressions," NBER Working Papers 10823, National Bureau of Economic Research, Inc.
• Engel, Charles, 2005. "Some New Variance Bounds for Asset Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 949-955, October.
  • Charles Engel, 2004. "Some New Variance Bounds for Asset Prices," NBER Working Papers 10981, National Bureau of Economic Research, Inc.
• Michael McCann, 2004. "Motives for Acquisitions in the UK," Working Papers 2004/1, Nottingham Trent University, Nottingham Business School, Economics Division.
• Barry Harrison & David Paton, 2004. "Do ‘Fat Tails’ Matter in GARCH Estimation? Stock Market Efficiency in Romania and the Czech Republic," Working Papers 2004/3, Nottingham Trent University, Nottingham Business School, Economics Division.
• Michael A. Smith & David Paton & Leighton Vaughan-Williams, 2004. "Costs, biases and betting markets: new evidence," Working Papers 2004/5, Nottingham Trent University, Nottingham Business School, Economics Division.
• Rafael Repullo & Javier Suarez, 2004. "Venture Capital Finance: A Security Design Approach," Review of Finance, Springer, vol. 8(1), pages 75-108.
  • Rafael Repullo & Javier Suarez, 2004. "Venture Capital Finance: A Security Design Approach," Review of Finance, European Finance Association, vol. 8(1), pages 75-108.
  • Repullo, R. & Suarez, J., 1998. "Venture Capital Finance: a Security Design Approach," Papers 9804, Centro de Estudios Monetarios Y Financieros-.
  • Repullo, Rafael & Suarez, Javier, 1999. "Venture Capital Finance: A Security Design Approach," CEPR Discussion Papers 2097, C.E.P.R. Discussion Papers.
  • Rafael Repullo & Javier Suarez, 1998. "Venture Capital Finance: A Security Design Approach," Working Papers wp1998_9804, CEMFI.
• Luis Angel Medrano & Xavier Vives, 2004. "Regulating Insider Trading When Investment Matters," Review of Finance, Springer, vol. 8(2), pages 199-277.
  • Luis Angel Medran & Xavier Vives, 2004. "Regulating Insider Trading When Investment Matters," Review of Finance, European Finance Association, vol. 8(2), pages 199-277.
  • Vives, Xavier & Medrano, Luis Angel, 2002. "Regulating Insider Trading when Investment Matters," CEPR Discussion Papers 3292, C.E.P.R. Discussion Papers.
• Biagio Bossone & Jong-Kun Lee, 2004. "In Finance, Size Matters," IMF Staff Papers, Palgrave Macmillan, vol. 51(1), pages 1-2.
• Bacha, Obiyathulla I., 2004. "Pricing Hybrid Securities: The Case of Malaysian ICULS," MPRA Paper 12764, University Library of Munich, Germany, revised Jun 2004.
• Ulibarri, Carlos A., 2004. "Introducing contemporaneous open-outcry and e-trading at the Chicago Board of Trade," MPRA Paper 14821, University Library of Munich, Germany.
• Giulio, Cifarelli, 2004. "Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts," MPRA Paper 28655, University Library of Munich, Germany.
• Blecker, Thorsten & Abdelkafi, Nizar & Kreutler, Gerold, 2004. "A Multi-Agent based Configuration Process for Mass Customization," MPRA Paper 5287, University Library of Munich, Germany.
• Blecker, Thorsten & Abdelkafi, Nizar & Kreutler, Gerold & Friedrich, Gerhard, 2004. "Dynamic Multi-Agent Based Variety Formation and Steering in Mass Customization," MPRA Paper 8968, University Library of Munich, Germany.
• Zdeněk Dvorný, 2004. "Efficiency of the Secondary T-Bill Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(1), pages 17-25.
• Grace Wong, 2004. "Has SARS Infected the Property Market? Evidence from Hong Kong," Working Papers 11, Princeton University, Department of Economics, Industrial Relations Section..
• Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond-Feingold, 2004. "La volatilité des marchés augmente-t-elle ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 17-44.
  • Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Post-Print hal-00308982, HAL.
  • Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308982, HAL.
• Delphine Lautier & Yves Simon, 2004. "La volatilité des prix des matières premières," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 45-84.
• Christian Walter, 2004. "Volatilité boursière excessive : irrationalité des comportements ou clivage des esprits ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 85-104.
  • Christian Walter, 2004. "Volatilité boursière excessive : irrationalité des comportements ou clivage des esprits ?," Post-Print hal-04529998, HAL.
• Jean-Paul Pollin, 2004. "Finance comportementale et volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 139-156.
• Éric Jondeau, 2004. "Gestion institutionnelle et volatilité des marchés financiers," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 157-175.
• Olivier Davanne, 2004. "Volatilité des marchés financiers et allocation d’actifs," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 177-201.
• Esther Jeffers & Damien Moyé, 2004. "Dow Jones, CAC 40, SBF 120 : comment expliquer que le CAC 40 est le plus volatil ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 203-218.
• Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 231-243.
  • Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Post-Print halshs-00586095, HAL.
• Alain Leclair & Carlos Pardo, 2004. "La volatilité, conséquence ou cause de l'instabilité des marchés financiers ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 245-252.
• Robin Boadway & Michael Keen, 2004. "Financing New Investments under Asymmetric Information: a General Approach," Cahiers de recherche 0407, CIRPEE.
  • Robin Boadway & Michael Keen, 2004. "Financing New Investments Under Asymmetric Information: A General Approach," Working Paper 1017, Economics Department, Queen's University.
• Robert J. Bianchi & Michael E. Drew & John Polichronis, 2005. "A test of momentum trading strategies in foreign exchange markets: evidence from the G7," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 7(2/3), pages 155-179.
  • Rob Bianchi & Michael E. Drew & John Polichronis, 2004. "A Test of Momentum Trading Strategies in Foreign Exchange Markets: Evidence from the G7," School of Economics and Finance Discussion Papers and Working Papers Series 182, School of Economics and Finance, Queensland University of Technology.
• Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting, Reserve Bank of Australia.
  • Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Research Discussion Papers rdp2004-10, Reserve Bank of Australia.
• Creighton, Adam & Gower, Luke & Richards, Anthony J., 2007. "The impact of rating changes in Australian financial markets," Pacific-Basin Finance Journal, Elsevier, vol. 15(1), pages 1-17, January.
  • Adam Creighton & Luke Gower & Anthony Richards, 2004. "The Impact of Rating Changes in Australian Financial Markets," RBA Research Discussion Papers rdp2004-02, Reserve Bank of Australia.
• Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting, Reserve Bank of Australia.
  • Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Research Discussion Papers rdp2004-10, Reserve Bank of Australia.
• Chris Brooks & Konstantina Kappou & Charles Ward, 2004. "Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect," ICMA Centre Discussion Papers in Finance icma-dp2004-04, Henley Business School, University of Reading.
• Michael Gallmeyer & Burton Hollifield & Duane Seppi, "undated". "Liquidity Discovery and Asset Pricing," GSIA Working Papers 2004-10, Carnegie Mellon University, Tepper School of Business.
  • Burton Hollifield & Michael Gallmeyer & Duane Seppi, 2004. "Liquidity Discovery and Asset Pricing," 2004 Meeting Papers 136a, Society for Economic Dynamics.
  • Duane Seppi & Michael Gallmeyer & Burton Hollifield, 2004. "Liquidity Discovery and Asset Pricing," Econometric Society 2004 North American Summer Meetings 525, Econometric Society.
• Ron Giammarino & Murray Carlson & Adlai Fisher, 2004. "Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance," 2004 Meeting Papers 812, Society for Economic Dynamics.
• Hyytinen, Ari & Pajarinen, Mika, 2004. "Opacity of Young Firms: Faith or Fact?," Discussion Papers 923, The Research Institute of the Finnish Economy.
• Ari Hyytinen & Mika Pajarinen, 2007. "Is The Cost Of Debt Capital Higher For Younger Firms?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(1), pages 55-71, February.
  • Hyytinen, Ari & Pajarinen, Mika, 2004. "Is the Cost of Debt Capital Higher for Younger Firms?," Discussion Papers 946, The Research Institute of the Finnish Economy.
• Hyytinen, Ari & Väänänen, Lotta, 2004. "Mandatory Auditor Choice and Small Finance: Evidence from Finland," Discussion Papers 950, The Research Institute of the Finnish Economy.
• Shojai, Shahin, 2004. "Leveraged Management Buy-Ins: Role of Investors, Means of Exit, and the Predictive Powers of the Financial Markets," Journal of Financial Transformation, Capco Institute, vol. 10, pages 129-141.
• Byard, Donal & Shaw, Kenneth, 2004. "The informational role of financial analysts: Interpreting public disclosures," Journal of Financial Transformation, Capco Institute, vol. 11, pages 143-148.
• Andrea Marcello Buffa, 2004. "Strategic Insider Trading with Imperfect Information: A Trading Volume Analysis," Rivista di Politica Economica, SIPI Spa, vol. 94(6), pages 101-143, November-.
• Goldbaum, David, 2005. "Market efficiency and learning in an endogenously unstable environment," Journal of Economic Dynamics and Control, Elsevier, vol. 29(5), pages 953-978, May.
  • David Goldbaum, 2001. "Market Efficiency and Learning in an Endogenously Unstable Environment," Computing in Economics and Finance 2001 105, Society for Computational Economics.
  • David Goldbaum, 2004. "Market Efficiency and Learning in an Endogenously Unstable Environment," Working Papers Rutgers University, Newark 2004-002, Department of Economics, Rutgers University, Newark.
• David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Computing in Economics and Finance 2004 139, Society for Computational Economics.
  • David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Working Papers Rutgers University, Newark 2004-009, Department of Economics, Rutgers University, Newark.
• David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets: Part b," Working Papers Rutgers University, Newark 2004-011, Department of Economics, Rutgers University, Newark.
• Mizrach, Bruce & Weerts, Susan, 2009. "Experts online: An analysis of trading activity in a public Internet chat room," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 266-281, May.
  • Bruce Mizrach & Susan Weerts, 2004. "Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room," Departmental Working Papers 200412, Rutgers University, Department of Economics.
• Haas, Markus & Mittnik, Stefan & Mizrach, Bruce, 2006. "Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts," Journal of Financial Stability, Elsevier, vol. 2(1), pages 28-54, April.
  • Markus Haas & Stefan Mittnik & Bruce Mizrach, 2004. "Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts," Departmental Working Papers 200424, Rutgers University, Department of Economics.
  • Haas, Markus & Mittnik, Stefan & Mizrach, Bruce, 2005. "Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts," CFS Working Paper Series 2005/09, Center for Financial Studies (CFS).
• Evelyn Korn, 2004. "Voluntary Disclosure Of Partially Verifiable Information," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 56(2), pages 139-163, April.
• Chiang & Min-Hsien;Fan, 2004. "On the Intradaily Relationship between Information Revelation and Trade Duration: The Evidence of MSCI Taiwan Futures," Computing in Economics and Finance 2004 119, Society for Computational Economics.
• David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Computing in Economics and Finance 2004 139, Society for Computational Economics.
• Westerhoff, Frank H. & Dieci, Roberto, 2006. "The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 293-322, February.
  • Frank Westerhoff, 2004. "The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach," Computing in Economics and Finance 2004 14, Society for Computational Economics.
• Chia-Hsuan Yeh, 2004. "Statistical Evidences for the Influence of GP's Representation on Forecasting," Computing in Economics and Finance 2004 156, Society for Computational Economics.
• Chueh-Yung Tsao & Shu-Heng Chen, 2004. "Discovering Financial Patterns in the Foreign Exchange Markets," Computing in Economics and Finance 2004 203, Society for Computational Economics.
• Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU, 2004. "Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series," Computing in Economics and Finance 2004 27, Society for Computational Economics.
• Michael S. Haigh & Nikos K. Nomikos & David A. Bessler, 2004. "Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs," Southern Economic Journal, Southern Economic Association, vol. 71(1), pages 145-162, July.
• Christian Pierdzioch & Georg Stadtmann, 2004. "The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(II), pages 229-244, June.
  • Pierdzioch, Christian & Stadtmann, Georg, 2003. "The effectiveness of the interventions of the Swiss National Bank: an event-study analysis," Kiel Working Papers 1160, Kiel Institute for the World Economy (IfW Kiel).
• Roland Gillet & Ariane Szafarz, 2004. "L'efficience informationnelle des marchés: une hypothèse, et au-delà ?," Working Papers CEB 04-004.RS, ULB -- Universite Libre de Bruxelles.
  • Roland Gillet & Ariane Szafarz, 2005. "L’efficience informationnelle des marchés. Une hypothèse, et au-delà ?," ULB Institutional Repository 2013/669, ULB -- Universite Libre de Bruxelles.
  • Roland Gillet & Ariane Szafarz, 2005. "L'efficience informationnelle des marchés: une hypothèse, et au-delà ?," Post-Print hal-03928565, HAL.
  • Roland Gillet & Ariane Szafarz, 2005. "L'efficience informationnelle des marchés: une hypothèse, et au-delà?," ULB Institutional Repository 2013/14397, ULB -- Universite Libre de Bruxelles.
• P. Chandy & Salil Sarkar & Niranjan Tripathy, 2004. "Empirical evidence on the effects of delisting from the National Market System," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(1), pages 46-55, March.
• James Payne & Anandi Sahu, 2004. "Random walks, cointegration, and the transmission of shocks across global real estate and equity markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(2), pages 198-210, June.
• Jun Peng & Peter Brucato, 2004. "An empirical analysis of market and institutional mechanisms for alleviating information asymmetry in the municipal bond market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(2), pages 226-238, June.
• Pietro Reichlin & Paolo Siconolfi, 2004. "Optimal debt contracts and moral hazard along the business cycle," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(1), pages 75-109, July.
  • Reichlin, Pietro & Siconolfi, Paolo, 2000. "Optimal Debt Contracts and Moral Hazard Along the Business Cycle," CEPR Discussion Papers 2351, C.E.P.R. Discussion Papers.
• Paula Hernandez-Verme, 2004. "Inflation, growth and exchange rate regimes in small open economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(4), pages 839-856, November.
  • Hernandez-Verme, Paula, 2002. "Inflation, Growth and Exchange Rate Regimes in Small Open Economies," MPRA Paper 16699, University Library of Munich, Germany, revised Aug 2009.
• Norden, Lars & Weber, Martin, 2004. "Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2813-2843, November.
  • Weber, Martin & Norden, Lars, 2004. "Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements," CEPR Discussion Papers 4250, C.E.P.R. Discussion Papers.
• Block, Steven A. & Vaaler, Paul M., 2004. "The price of democracy: sovereign risk ratings, bond spreads and political business cycles in developing countries," Journal of International Money and Finance, Elsevier, vol. 23(6), pages 917-946, October.
  • Steven A. Block & Paul M. Vaaler, 2001. "The Price of Democracy: Sovereign Risk Ratings, Bond Spreads and Political Business Cycles in Developing Countries," CID Working Papers 82, Center for International Development at Harvard University.
• Brown, Jeffrey R. & Cummins, J. David & Lewis, Christopher M. & Wei, Ran, 2004. "An empirical analysis of the economic impact of federal terrorism reinsurance," Journal of Monetary Economics, Elsevier, vol. 51(5), pages 861-898, July.
  • Jeffrey R. Brown & J. David Cummins & Christopher M. Lewis & Ran Wei, 2004. "An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance," NBER Working Papers 10388, National Bureau of Economic Research, Inc.
• Edward J. Kane, 2004. "Continuing dangers of disinformation in corporate accounting reports," Review of Financial Economics, John Wiley & Sons, vol. 13(1-2), pages 149-164.
  • Kane, Edward J., 2004. "Continuing dangers of disinformation in corporate accounting reports," Review of Financial Economics, Elsevier, vol. 13(1-2), pages 149-164.
  • Edward J. Kane, 2003. "Continuing Dangers of Disinformation in Corporate Accounting Reports," NBER Working Papers 9634, National Bureau of Economic Research, Inc.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, John Wiley & Sons, vol. 13(3), pages 245-258.
  • Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, vol. 13(3), pages 245-258.
  • Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers 2000,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Matías Tapia & Andrea Tokman, 2004. "Effects of Foreign Exchange Intervention under Public Information: The Chilean Case," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 215-256, January.
  • Matías Tapia & Andrea Tokman, 2004. "Effects of Foreign Exchange Intervention Under Public Information: the Chilean Case," Working Papers Central Bank of Chile 255, Central Bank of Chile.
  • Tapia, Matías & Tokman, Andrea, 2004. "Effects of foreign exchange intervention under public information: the Chilean case," LSE Research Online Documents on Economics 123134, London School of Economics and Political Science, LSE Library.
• Daniel B. Klein, 2004. "Ken Kam and Market Efficiency," Econ Journal Watch, Econ Journal Watch, vol. 1(1), pages 185-191, April.
• Edwin D. Maberly & Raylene M. Pierce, 2004. "Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle," Econ Journal Watch, Econ Journal Watch, vol. 1(1), pages 29-46, April.
• Dimitrios F. Kenourgios & Ioannis Petropoulos, 2004. "The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 7(2), pages 121-138, Winter.
• Parisi, Antonino & Parisi, Franco & Cornejo, Edinson, 2004. "Algoritmos genéticos y modelos multivariados recursivos en la predicción de índices bursátiles de América del Norte: IPC, TSE, NASDAQ y DJI," El Trimestre Económico, Fondo de Cultura Económica, vol. 71(284), pages 789-809, octubre-d.

2003

• Brandt, Loren & Li, Hongbin, 2003. "Bank discrimination in transition economies: ideology, information, or incentives?," Journal of Comparative Economics, Elsevier, vol. 31(3), pages 387-413, September.
  • Loren Brandt & Hongbin Li, 2002. "Bank Discrimination in Transition Economies: Ideology, Information or Incentives?," William Davidson Institute Working Papers Series 517, William Davidson Institute at the University of Michigan.
• Westerhoff, Frank H., 2003. "Expectations driven distortions in the foreign exchange market," Journal of Economic Behavior & Organization, Elsevier, vol. 51(3), pages 389-412, July.
  • Frank Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," CeNDEF Workshop Papers, January 2001 1A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Frank H. Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," Computing in Economics and Finance 2001 48, Society for Computational Economics.
• Cordella, Tito, 2003. "Can short-term capital controls promote capital inflows?," Journal of International Money and Finance, Elsevier, vol. 22(5), pages 737-745, October.
  • Mr. Tito Cordella, 1998. "Can Short-Term Capital Controls Promote Capital Inflows?," IMF Working Papers 1998/131, International Monetary Fund.
  • Cordella, Tito, 1998. "Can Short-Term Capital Controls Promote Capital Inflows," CEPR Discussion Papers 2011, C.E.P.R. Discussion Papers.
• Hon, Mark T. & Tonks, Ian, 2003. "Momentum in the UK stock market," Journal of Multinational Financial Management, Elsevier, vol. 13(1), pages 43-70, February.
  • Hon, Mark T. & Tonks, Ian, 2002. "Momentum in the UK stock market," LSE Research Online Documents on Economics 24909, London School of Economics and Political Science, LSE Library.
  • Ian Tonks & Mark T Hon, 2002. "Mommentum in the UK Stock Market," FMG Discussion Papers dp405, Financial Markets Group.
• G. Glenn Baigent, 2003. "Competitive Markets and Aggregate Information," Eastern Economic Journal, Eastern Economic Association, vol. 29(4), pages 593-606, Fall.
• Kolodyazhny Georgy & Medvedev Alexey, 2003. "Russian stock market: participants and their strategies," EERC Working Paper Series 01-060e, EERC Research Network, Russia and CIS.
• Cannon, Edmund & Tonks, Ian, 2003. "UK annuity rates and pension replacement ratios 1957-2002," LSE Research Online Documents on Economics 24832, London School of Economics and Political Science, LSE Library.
  • Ian Tonks & Edmund Cannon, 2004. "UK Annuity Rates And Pension Replacement Ratios 1957-2002," Royal Economic Society Annual Conference 2004 71, Royal Economic Society.
• Blanes i Vidal, Jordi, 2003. "Credibility and cheap talk of securities analysts: theory and evidence," LSE Research Online Documents on Economics 24897, London School of Economics and Political Science, LSE Library.
• Maryse Farhi & Marcos Antonio Macedo Cintra, 2003. "The 2002 crash: from “irrational exuberance” to “infectious greed”," Brazilian Journal of Political Economy, Center of Political Economy, vol. 23(1), pages 39-62.
• Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis, 2003. "Modelos predictivos de redes neuronales en índices bursátiles," El Trimestre Económico, Fondo de Cultura Económica, vol. 70(280), pages 721-744, octubre-d.
• Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 11-26, Springer.
  • Giulio Bottazzi & Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," ROCK Working Papers 022, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008.
  • Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations structure in asset pricing experiments," CEEL Working Papers 0503, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
  • Giulio Bottazzi & Maria Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," LEM Papers Series 2003/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Laura L. Veldkamp, 2006. "Media Frenzies in Markets for Financial Information," American Economic Review, American Economic Association, vol. 96(3), pages 577-601, June.
  • Laura Veldkamp, 2003. "Media Frenzies in Markets for Financial Information," Working Papers 03-20, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Laura Veldkamp, 2004. "Media Frenzies in Markets for Financial Information," Econometric Society 2004 North American Winter Meetings 4, Econometric Society.
• Chakrabarty, Debajyoti, 2002. "Growth and business cycles with imperfect credit markets," ZEI Working Papers B 29A-2002, University of Bonn, ZEI - Center for European Integration Studies.
  • Chakrabarty, Debajyoti, 2003. "Growth and Business Cycles with Imperfect Credit Markets," Working Papers 7, University of Sydney, School of Economics.
• Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June.
  • Eric van Wincoop & Philippe Bacchetta, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," NBER Working Papers 9498, National Bureau of Economic Research, Inc.
  • Philippe Bacchetta & Eric van Wincoop, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Working Papers 03.02, Swiss National Bank, Study Center Gerzensee.
  • Bacchetta, Philippe & van Wincoop, Eric, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers 3808, C.E.P.R. Discussion Papers.
  • Eric van Wincoop & Philippe Bacchetta, 2004. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Econometric Society 2004 North American Winter Meetings 628, Econometric Society.
• Kurt Brannas & Niklas Nordman, 2003. "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 725-728.
  • Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies 562, Umeå University, Department of Economics.
• Kurt Brannas & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 537-541.
  • Kurt Brännäs & Niklas Nordman, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series 448, CESifo.
  • Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
• Jan Bo Jakobsen & Torben Voetmann, 2003. "Post-acquisition performance in the short and long run. Evidence from the Copenhagen Stock Exchange 1993-1997," The European Journal of Finance, Taylor & Francis Journals, vol. 9(4), pages 323-342.
  • Jakobsen, Jan & Voetmann, Torben, 1999. "Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997," Working Papers 2000-4, Copenhagen Business School, Department of Finance.
• Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005. "Coordination of Expectations in Asset Pricing Experiments," The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 955-980.
  • Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2003. "Coordination of Expectations in Asset Pricing Experiments," Tinbergen Institute Discussion Papers 03-010/1, Tinbergen Institute.
• Albert J. Menkveld & Siem Jan Koopman & André Lucas, 2003. "Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence," Tinbergen Institute Discussion Papers 03-037/2, Tinbergen Institute, revised 13 Oct 2003.
• Alan B. Krueger & Kenneth N. Fortson, 2003. "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 931-957, June.
  • Alan B. Krueger & Kenneth N. Fortson, 1996. "Do Markets Respond More To More Reliable Labor Market Data? A Test of Market Rationality," Working Papers 746, Princeton University, Department of Economics, Industrial Relations Section..
  • Alan B. Krueger & Kenneth N. Forston, 2003. "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," Working Papers 114, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Alan B. Krueger, 1996. "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," NBER Working Papers 5769, National Bureau of Economic Research, Inc.
• Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 11-26, Springer.
  • Giulio Bottazzi & Maria Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," LEM Papers Series 2003/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations structure in asset pricing experiments," CEEL Working Papers 0503, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
  • Giulio Bottazzi & Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," ROCK Working Papers 022, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008.
• James Dow, 2003. "Informed Trading, Investment, and Welfare," The Journal of Business, University of Chicago Press, vol. 76(3), pages 439-454, July.
  • James Dow & Rohit Rahi, 1996. "Informed Trading, Investment and Welfare," Archive Working Papers 029, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Rohit Rahi & James Dow, 1998. "Informed Trading, Investment, and Welfare," FMG Discussion Papers dp292, Financial Markets Group.
  • Dow, J & Rahi, R, 1997. "Informed Trading, Investment, and Welfare," Economics Working Papers eco97/03, European University Institute.
• Owen A. Lamont & Richard H. Thaler, 2003. "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs," Journal of Political Economy, University of Chicago Press, vol. 111(2), pages 227-268, April.
  • Owen A. Lamont & Richard H. Thaler, "undated". "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs," CRSP working papers 528, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  • Owen A. Lamont & Richard H. Thaler, 2001. "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs," NBER Working Papers 8302, National Bureau of Economic Research, Inc.
• Matías Tapia & Andrea Tokman, 2003. "Efectos de las intervenciones en el mercado cambiario: el caso de Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 30(1 Year 20), pages 21-53, June.
  • Matías Tapia & Andrea Tokman, 2003. "Efectos de las Intervenciones en el Mercado Cambiario: El Caso de Chile," Working Papers Central Bank of Chile 206, Central Bank of Chile.
• Javier DePeña & Luis A. Gil-Alana, 2003. "Serial and cross-correlation in the Spanish Stock Market returns," Faculty Working Papers 02/03, School of Economics and Business Administration, University of Navarra.
• F. DePenya & L. Gil-Alana, 2006. "Testing of nonstationary cycles in financial time series data," Review of Quantitative Finance and Accounting, Springer, vol. 27(1), pages 47-65, August.
  • Javier De Peña & Luis A. Gil-Alana, 2003. "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers 15/03, School of Economics and Business Administration, University of Navarra.
• Al-Rjoub, Samer & Hassan, M. Kabir & Varela, Oscar Albert, 2003. "January reversal in the US weekend effect," Working Papers 2003-05, University of New Orleans, Department of Economics and Finance.
• He, Wei & Wei, Peihwang P., 2003. "Is overreaction an explanation for the value effect? A study using implied volatility from option prices," Working Papers 2003-11, University of New Orleans, Department of Economics and Finance.
• José Mª Corcuera & Peter Imkeller & Arturo Kohatsu & David Nualart, 2003. "Additional utility of insiders with imperfect dynamical information," Economics Working Papers 675, Department of Economics and Business, Universitat Pompeu Fabra.
• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
  • Grammig, Joachim G. & Theissen, Erik, 2002. "Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?," Bonn Econ Discussion Papers 37/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen.
• Bystrom, Hans & Kwon, Oh Kang, 2007. "A simple continuous measure of credit risk," International Review of Financial Analysis, Elsevier, vol. 16(5), pages 508-523.
  • Byström, Hans & Kwon, Oh Kang, 2003. "A Simple Continuous Measure of Credit Risk," Working Papers 2003:14, Lund University, Department of Economics, revised 18 Jan 2005.
  • Hans Byström & Oh-Kang Kwon, 2003. "A Simple Continuous Measure of Credit Risk," Research Paper Series 111, Quantitative Finance Research Centre, University of Technology, Sydney.
• Byström, Hans, 2003. "Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis," Working Papers 2003:1, Lund University, Department of Economics.
  • Hans Byström, 2003. "Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis," Research Paper Series 92, Quantitative Finance Research Centre, University of Technology, Sydney.
• Bystrom, Hans N. E., 2004. "The market's view on the probability of banking sector failure: cross-country comparisons," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 419-438, December.
  • Byström, Hans, 2003. "The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons," Working Papers 2003:2, Lund University, Department of Economics.
  • Hans Byström, 2003. "The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons," Research Paper Series 93, Quantitative Finance Research Centre, University of Technology, Sydney.
• A. Colin Cameron & Anthony D. Hall, 2003. "A Survival Analysis of Australian Equity Mutual Funds," Australian Journal of Management, Australian School of Business, vol. 28(2), pages 209-226, September.
  • A. Colin Cameron & Anthony D. Hall, 2003. "A Survival Analysis of Australian Equity Mutual Funds," Research Paper Series 94, Quantitative Finance Research Centre, University of Technology, Sydney.
• R. M. Eldridge & Maurice Peat & Max Stevenson, 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," Working Paper Series 122, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2003. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0301, Universidade de Vigo, Departamento de Economía Aplicada.
• Marcos Álvarez-Díaz & Lucy Amigo Dobaño, 2003. "Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia," Working Papers 0303, Universidade de Vigo, Departamento de Economía Aplicada.
• Lucy Amigo Dobaño & Francisco Rodríguez de Prado, 2003. "Alteraciones en el comportamiento bursátil de las acciones de empresas tecnológicas inducidas por el vencimiento de derivados," Working Papers 0308, Universidade de Vigo, Departamento de Economía Aplicada.
• Raquel Arévalo Tomé & José María Chamorro Rivas, 2003. "A Quality Index for Spanish Housing," Working Papers 0309, Universidade de Vigo, Departamento de Economía Aplicada.
• Steven 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," William Davidson Institute Working Papers Series 546, William Davidson Institute at the University of Michigan.
• Steven A. Block & Burkhard N. Schrage & Paul M. Vaaler, 2003. "DEMOCRACY???S SPREAD: Elections and Sovereign Debt in Developing Countries," William Davidson Institute Working Papers Series 2003-575, William Davidson Institute at the University of Michigan.
• Tadesse, Solomon, 2004. "The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(4), pages 701-730, December.
  • Solomon Tadesse, 2003. "The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence," William Davidson Institute Working Papers Series wp881, William Davidson Institute at the University of Michigan.
• Changyun Wang, 2003. "The behavior and performance of major types of futures traders," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(1), pages 1-31, January.
  • Wang, Changyun, 2001. "The behavior and performance of major types of futures traders," MPRA Paper 36426, University Library of Munich, Germany, revised Jul 2002.
• Ying‐Foon Chow & Haynes H. M. Yung & Hua Zhang, 2003. "Expiration day effects: The case of Hong Kong," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(1), pages 67-86, January.
• Peng Sun & Charles Sutcliffe, 2003. "Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(8), pages 773-797, August.
  • Sun, P. & Sutcliffe, C., 2001. "Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options," Papers 01-177, University of Southampton - Department of Accounting and Management Science.
• Lamon Rutten, 2003. "New types of non-trade related participation in commodity futures markets," Finance 0301004, University Library of Munich, Germany.
• Thomas Schuster, 2003. "Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media," Finance 0303002, University Library of Munich, Germany.
• Abdelhamid El Bouhadi, 2003. "Conditional Volatility Of Most Active Shares Of Casablanca Stock Exchange," Finance 0305007, University Library of Munich, Germany, revised 02 Feb 2004.
• Thomas Schuster, 2003. "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance 0305009, University Library of Munich, Germany.
• Ananth Rao, 2003. "Analysis of UAE Bank Stocks," Finance 0306001, University Library of Munich, Germany.
• Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, University Library of Munich, Germany.
• Robert A. Korajczyk & Ronnie Sadka, 2003. "Are Momentum Profits Robust to Trading Costs?," Finance 0308004, University Library of Munich, Germany.
• Erdinc Altay, 2003. "Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets," Finance 0308005, University Library of Munich, Germany.
• Gil Mehrez & Daniel Kaufmann, 2003. "Transparency, Liberalization and Financial Crises," Finance 0308008, University Library of Munich, Germany.
• Tara Vishwanath & Daniel Kaufmann, 2003. "Towards Transparency in Finance and Governance," Finance 0308009, University Library of Munich, Germany.
• Michael Boguslavsky & Elena Boguslavskaya, 2003. "Optimal Arbitrage Trading," Finance 0309012, University Library of Munich, Germany.
• Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong, 2003. "Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange," Finance 0312012, University Library of Munich, Germany.
• Frank Westerhoff, 2003. "Bubbles And Crashes: Optimism, Trend Extrapolation And Panic," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 6(08), pages 829-837.
• Nicolosi, Gina & Peng, Liang & Zhu, Ning, 2009. "Do individual investors learn from their trading experience?," Journal of Financial Markets, Elsevier, vol. 12(2), pages 317-336, May.
  • Gina Nicolosi & Liang Peng & Ning Zhu, 2003. "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers ysm439, Yale School of Management, revised 01 Sep 2009.
  • Gina Nicolosi & Liang Peng, 2004. "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings 532, Econometric Society.
• Oehler, Andreas & Häcker, Mirko, 2003. "Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt," Discussion Papers 20, University of Bamberg, Chair of Finance.
• Takalo, Tuomas & Toivanen, Otto, 2003. "Equilibrium in financial markets with adverse selection," Bank of Finland Research Discussion Papers 6/2003, Bank of Finland.
  • Tuomas Takalo & Otto Toivanen, 2004. "Equilibrium in financial markets with adverse selection," Finance 0405001, University Library of Munich, Germany.
• Marie-Claude BEAULIEU & Jean-Marie DUFOUR & Lynda KHALAF, 2002. "Testing Mean-Variance Efficiency In Capm With Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 17-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda, 2003. "Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach," Discussion Paper Series 1: Economic Studies 2003,01, Deutsche Bundesbank.
  • BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 2002-17, Universite de Montreal, Departement de sciences economiques.
  • Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers 2002s-85, CIRANO.
• Franzke, Stefanie A. & Grohs, Stefanie & Laux, Christian, 2003. "Initial public offerings and venture capital in Germany," CFS Working Paper Series 2003/26, Center for Financial Studies (CFS).
• Hess, Dieter E., 2003. "Determinants of the relative price impact of unanticipated information in US macroeconomic releases," Frankfurt School - Working Paper Series 46, Frankfurt School of Finance and Management.
• Stolpe, Michael, 2003. "Learning and signalling in the French and German venture capital industries," Kiel Working Papers 1156, Kiel Institute for the World Economy (IfW Kiel).
• Christian Pierdzioch & Georg Stadtmann, 2004. "The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(II), pages 229-244, June.
  • Pierdzioch, Christian & Stadtmann, Georg, 2003. "The effectiveness of the interventions of the Swiss National Bank: an event-study analysis," Kiel Working Papers 1160, Kiel Institute for the World Economy (IfW Kiel).
• Kabir, Rezaul & Roosenboom, Peter, 2003. "Can the stock market anticipate future operating performance? Evidence from equity rights issues," Journal of Corporate Finance, Elsevier, vol. 9(1), pages 93-113, January.
  • Kabir, M.R. & Roosenboom, P.G.J., 2000. "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Discussion Paper 2000-22, Tilburg University, Center for Economic Research.
  • Kabir, M.R. & Roosenboom, P.G.J., 2000. "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Other publications TiSEM 830f5e0a-0dfe-4873-968d-3, Tilburg University, School of Economics and Management.
  • Kabir, R. & Roosenboom, P.G.J., 2002. "Can the stock market anticipate future operating performance? Evidence from equity rights issues," ERIM Report Series Research in Management ERS-2002-102-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Luo, Guo Ying, 2003. "Evolution, efficiency and noise traders in a one-sided auction market," Journal of Financial Markets, Elsevier, vol. 6(2), pages 163-197, April.
  • Guo Ying (Rosemary) Luo, 2001. "Evolution, Efficiency and Noise Traders in a One-Sided Auction Market," Computing in Economics and Finance 2001 49, Society for Computational Economics.
• Caballe, Jordi & Sakovics, Jozsef, 2003. "Speculating against an overconfident market," Journal of Financial Markets, Elsevier, vol. 6(2), pages 199-225, April.
  • Jordi Caballe & Jozsef Sakovics, 2000. "Speculating against an overconfident market," Edinburgh School of Economics Discussion Paper Series 62, Edinburgh School of Economics, University of Edinburgh.
• Massa, Massimo & Simonov, Andrei, 2003. "Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market," Journal of Financial Markets, Elsevier, vol. 6(2), pages 99-141, April.
  • Massa, Massimo & Simonov, Andrei, 2001. "Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market," SIFR Research Report Series 5, Institute for Financial Research.
• Dominguez, Kathryn M. E., 2003. "The market microstructure of central bank intervention," Journal of International Economics, Elsevier, vol. 59(1), pages 25-45, January.
  • Dominguez & K., 1997. "The Market Microstructure of Central Bank Intervention," Working Papers 412, Research Seminar in International Economics, University of Michigan.
  • Kathryn M. Dominguez, 1999. "The Market Microstructure of Central Bank Intervention," NBER Working Papers 7337, National Bureau of Economic Research, Inc.
• Payne, Richard & Vitale, Paolo, 2003. "A transaction level study of the effects of central bank intervention on exchange rates," Journal of International Economics, Elsevier, vol. 61(2), pages 331-352, December.
  • Richard Payne, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates," FMG Discussion Papers dp355, Financial Markets Group.
  • Vitale, Paolo & Payne, Richard, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates," CEPR Discussion Papers 3085, C.E.P.R. Discussion Papers.
• Rodolfo Martell & René M. Stulz, 2003. "Equity-Market Liberalizations as Country IPO's," American Economic Review, American Economic Association, vol. 93(2), pages 97-101, May.
  • Rodolfo Martell & Rene M. Stulz, 2003. "Equity market liberalizations as country IPOs," NBER Working Papers 9481, National Bureau of Economic Research, Inc.
• Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter.
  • Robert J. Shiller, 2002. "From Efficient Market Theory to Behavioral Finance," Cowles Foundation Discussion Papers 1385, Cowles Foundation for Research in Economics, Yale University.
• Chipo Mlambo & Nicholas Biekpe & Eon Smit, 2003. "Testing the Random Walk Hypothesis on Thinly-Traded Markets: The Case of Four African Stock Markets," The African Finance Journal, Africagrowth Institute, vol. 5(1), pages 16-35.
• Izquierdo, Ricardo Server & Ronco, Alicia Mateos, 2003. "Los costes de calidad en las empresas citricolas y su identificacion en el marco del sistema de costes basado en actividades," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 3(01), pages 1-17.
• Manuela CROCI, 2003. "An empirical analysis of international equity market co-movements: implications for informational efficiency," Working Papers 197, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Ariadna Dumitrescu, 2003. "Imperfect Competition and Market Liquidity with a Supply Informed Trader," UFAE and IAE Working Papers 591.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Thilo Pausch, 2003. "The Lender-Borrower Relationship with Risk Averse Lenders," Discussion Paper Series 244, Universitaet Augsburg, Institute for Economics.
• Chris D'Souza & Charles Gaa & Jing Yang, 2003. "An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds," Staff Working Papers 03-28, Bank of Canada.
• Giovanni Cespa, 2004. "A Comparison of Stock Market Mechanisms," RAND Journal of Economics, The RAND Corporation, vol. 35(4), pages 803-824, Winter.
  • Giovanni Cespa, 2001. "A comparison of stock market mechanisms," Economics Working Papers 545, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2003.
  • Giovanni Cespa, 2015. "A comparison of stock market mechanisms," Working Papers 50, Barcelona School of Economics.
  • Giovanni Cespa, 2003. "A Comparison of Stock Market Mechanism," CSEF Working Papers 94, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 983-997, June.
  • Giovanni Cespa, 2002. "Giffen goods and market making," Economics Working Papers 681, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2003.
  • Giovanni Cespa, 2015. "Giffen Goods and Market Making," Working Papers 68, Barcelona School of Economics.
  • Giovanni Cespa, 2003. "Giffen Goods and Market Making," CSEF Working Papers 97, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Peter Temin & Hans-Joachim Voth, 2004. "Riding the South Sea Bubble," American Economic Review, American Economic Association, vol. 94(5), pages 1654-1668, December.
  • Peter Temin & Joachim Voth, 2004. "Riding the South Sea bubble," Economics Working Papers 861, Department of Economics and Business, Universitat Pompeu Fabra.
  • Peter Temin & Hans-Joachim Voth, 2015. "Riding the South Sea Bubble," Working Papers 91, Barcelona School of Economics.
  • Temin, Peter & Voth, Hans-Joachim, 2004. "Riding the South Sea Bubble," CEPR Discussion Papers 4221, C.E.P.R. Discussion Papers.
  • Peter Temin & Hans-Joachim Voth, 2015. "Riding the South See Bubble," Working Papers 213, Barcelona School of Economics.
• Benjamin Cohen & Hyun Song Shin, 2002. "Positive feedback trading under stress: evidence from the US Treasury securities market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 148-180, Bank for International Settlements.
  • Benjamin H. Cohen & Hyun Song Shin, 2003. "Positive feedback trading under stress: Evidence from the US Treasury securities market," BIS Working Papers 122, Bank for International Settlements.
• David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66, March.
  • Hirshleifer, David & Teoh, Siew Hong, 2001. "Herd Behavior and Cascading in Capital Markets: A Review and Synthesis," MPRA Paper 5186, University Library of Munich, Germany.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Value Spread," Journal of Finance, American Finance Association, vol. 58(2), pages 609-641, April.
  • Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2001. "The Value Spread," NBER Working Papers 8242, National Bureau of Economic Research, Inc.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Value Spread," Journal of Finance, American Finance Association, vol. 58(2), pages 609-642, April.
• Paul A. Gompers & Josh Lerner, 2003. "The Really Long‐Run Performance of Initial Public Offerings: The Pre‐Nasdaq Evidence," Journal of Finance, American Finance Association, vol. 58(4), pages 1355-1392, August.
  • Paul A. Gompers & Josh Lerner, 2001. "The Really Long-Run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence," NBER Working Papers 8505, National Bureau of Economic Research, Inc.
• 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," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 891-906, December.
  • 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," Cahiers de recherche 2003-09, Universite de Montreal, Departement de sciences economiques.
  • 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," CIRANO Working Papers 2003s-33, CIRANO.
  • 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," Cahiers de recherche 07-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• H. Bakhshi & G. Kapetanios & T. Yates, 2005. "Rational expectations and fixed-event forecasts: An application to UK inflation," Empirical Economics, Springer, vol. 30(3), pages 539-553, October.
  • Hasan Bakhshi & George Kapetanios & Anthony Yates, 2003. "Rational expectations and fixed-event forecasts: an application to UK inflation," Bank of England working papers 176, Bank of England.
• Takalo, Tuomas & Toivanen, Otto, 2003. "Equilibrium in financial markets with adverse selection," Research Discussion Papers 6/2003, Bank of Finland.
  • Tuomas Takalo & Otto Toivanen, 2004. "Equilibrium in financial markets with adverse selection," Finance 0405001, University Library of Munich, Germany.
• Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2003. "The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates," Working Papers 08, Bank of Greece.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2003. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(1), pages 19-43.
  • Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series 30, Central Bank of Brazil, Research Department.
• Marco Bonomo & Ivana Dall'Agnol, 2003. "Abnormal Returns and Contrarian Strategies," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(2), pages 165-215.
• Ailton Cassetari, 2003. "The Maximum Entropy Principle and the Modern Portfolio Theory," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(2), pages 271-300.
• Alan Morrison & Nir Vulkan, 2003. "Making Money out of Publicly Available Information," OFRC Working Papers Series 2003fe07, Oxford Financial Research Centre.
  • Alan D. Morrison & Nir Vulcan, 2003. "Making Money out of Publicly Available Information," The Centre for Market and Public Organisation 03/065, The Centre for Market and Public Organisation, University of Bristol, UK.
• Alexis Cellier, 2003. "Lead lag relatîonships between short term options and the french stock index cac 40: the impact of time measurement," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(2), pages 65-82.
• Rudy De Winne & Christophe Majois, 2003. "A comparison of alternative spread décomposition models on Euronext Brussels," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(4), pages 91-136.
• Gunther Capelle-Blancard, 2003. "Marchés dérivés et trading de volatilité," Revue économique, Presses de Sciences-Po, vol. 54(3), pages 663-673.
  • Gunther Capelle-Blancard, 2003. "Marchés dérivés et « trading » de volatilité," Post-Print halshs-00265674, HAL.
  • Gunther Capelle-Blancard, 2003. "Marchés dérivés et « trading » de volatilité," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00265674, HAL.
• Oscar Jorda & Holly Liu & Jeffrey Williams, 2003. "Non-Institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers 24, University of California, Davis, Department of Economics.
• Oscar Jorda & Holly Liu & Jeffrey Williams, 2003. "Non-Institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers 24, University of California, Davis, Department of Economics.
• Oscar Jorda & Holly Liu & Jeffrey Williams, 2003. "Non-Institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers 41, University of California, Davis, Department of Economics.
• Shreekant Gupta, 2003. "Do Stock Markets Penalise Environment-Unfriendly Behaviour? Evidence from India," Working papers 116, Centre for Development Economics, Delhi School of Economics.
• Fatum, Rasmus & Scholnick, Barry, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Department of Economics, Working Paper Series qt4cc3291n, Department of Economics, UC Santa Cruz.
  • Fatum, Rasmus & Scholnick, Barry, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Center for International Economics, Working Paper Series qt4cc3291n, Center for International Economics, UC Santa Cruz.
  • Rasmus Fatum & Barry Scholnick, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series 03-18, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Aug 2003.
• Kelly David L. & Steigerwald Douglas G, 2004. "Private Information and High-Frequency Stochastic Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-30, March.
  • Kelly, David L. & Steigerwald, Douglas G, 2003. "Private Information and High-Frequency Stochastic Volatility," University of California at Santa Barbara, Economics Working Paper Series qt00n4h4mw, Department of Economics, UC Santa Barbara.
• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
  • Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental 0210001, University Library of Munich, Germany.
  • Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 7, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Drehmann, Mathias & Oechssler, Joerg & Roider, Andreas, 2003. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," University of California at Santa Barbara, Economics Working Paper Series qt6zf5469f, Department of Economics, UC Santa Barbara.
  • Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2002. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," Bonn Econ Discussion Papers 25/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
  • Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Finance 0210005, University Library of Munich, Germany.
  • Mathias Drehmann & Jörg Oechssler, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Econometric Society 2004 North American Winter Meetings 55, Econometric Society.
• Rodolfo Apreda, 2003. "On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach)," CEMA Working Papers: Serie Documentos de Trabajo. 239, Universidad del CEMA.
• Matías Tapia & Andrea Tokman, 2003. "Efectos de las intervenciones en el mercado cambiario: el caso de Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 30(1 Year 20), pages 21-53, June.
  • Matías Tapia & Andrea Tokman, 2003. "Efectos de las Intervenciones en el Mercado Cambiario: El Caso de Chile," Working Papers Central Bank of Chile 206, Central Bank of Chile.
• Richard K. Lyons, 2003. "Explaining and Forecasting Exchange Rates with Order Flows," Economie Internationale, CEPII research center, issue 96, pages 107-127.
• 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," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 891-906, December.
  • 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," Cahiers de recherche 2003-09, Universite de Montreal, Departement de sciences economiques.
  • 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," CIRANO Working Papers 2003s-33, CIRANO.
  • 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," Cahiers de recherche 07-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche 2003-08, Universite de Montreal, Departement de sciences economiques.
  • Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003. "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," CIRANO Working Papers 2003s-34, CIRANO.
  • DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche 06-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Pauline Hyme, 2003. "La teoría de los mercados de capitales eficientes. Un examen crítico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre, 2005. "News announcements, market activity and volatility in the euro/dollar foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1108-1125, November.
  • BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2003. "News announcements, market activity and volatility in the Euro/Dollar foreign exchange market," LIDAM Discussion Papers CORE 2003029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2005. "News announcements, market activity and volatility in the euro/dollar foreign exchange market," LIDAM Reprints CORE 1787, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Marc Flandreau, 2003. "Crises and Punishment : Moral Hazard and the pre-1914 international financial architecture," Working Papers hal-01065035, HAL.
  • Flandreau, Marc, 2003. "Crises and Punishment: Moral Hazard and the Pre-1914 International Financial Architecture," CEPR Discussion Papers 3742, C.E.P.R. Discussion Papers.
• Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June.
  • Eric van Wincoop & Philippe Bacchetta, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," NBER Working Papers 9498, National Bureau of Economic Research, Inc.
  • Bacchetta, Philippe & van Wincoop, Eric, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers 3808, C.E.P.R. Discussion Papers.
  • Philippe Bacchetta & Eric van Wincoop, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Working Papers 03.02, Swiss National Bank, Study Center Gerzensee.
  • Eric van Wincoop & Philippe Bacchetta, 2004. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Econometric Society 2004 North American Winter Meetings 628, Econometric Society.
• Goldreich, David & Hanke, Bernd & Nath, Purnendu, 2003. "The Price of Future Liquidity: Time-Varying Liquidity in the US Treasury Market," CEPR Discussion Papers 3900, C.E.P.R. Discussion Papers.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
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• Pascal Barneto, 2003. "La scission d'Eridania-Béghin-Say:essai d'évaluation par un modèle d'options réelles," Revue Finance Contrôle Stratégie, revues.org, vol. 6(2), pages 5-42, June.
• Salim Chahine & Jean-Pierre Mathieu, 2003. "Valorisation stratégique par contextes de valeur:le cas des introductions sur le Nouveau marché," Revue Finance Contrôle Stratégie, revues.org, vol. 6(2), pages 91-114, June.
• Fabrice Hervé, 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," Revue Finance Contrôle Stratégie, revues.org, vol. 6(3), pages 41-77, September.
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• J.A. Bikker & A.A.T. Wesseling, 2003. "Intermediation, integration and internationalisation: a survey on banking in Europe," Research Series Supervision (discontinued) 53, Netherlands Central Bank, Directorate Supervision.
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• Jaap Bikker & Sandra Wesseling, 2003. "Intermediation,integration and internationalisation: a survey on banking in Europe," DNB Occasional Studies 103, Netherlands Central Bank, Research Department.
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• Décamps, Jean-Paul & Lovo, Stefano, 2003. "Market Informational Inefficiency, Risk Aversion and Quantity Grid," IDEI Working Papers 177, Institut d'Économie Industrielle (IDEI), Toulouse.
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• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
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• Grinblatt, Mark & Han, Bing, 2001. "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management qt6qg5d62p, Anderson Graduate School of Management, UCLA.
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• Steven D. Levitt, 2003. "How Do Markets Function? An Empirical Analysis of Gambling on the National Football League," NBER Working Papers 9422, National Bureau of Economic Research, Inc.
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• Kenjiro Hirayama & Yoshiro Tsutsui, 2003. "Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data," Discussion Papers in Economics and Business 03-04, Osaka University, Graduate School of Economics.
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• Robert Neumann & Torben Voetmann, 2003. "Demand Curves for European Stocks Slope Down Too," Review of Finance, Springer, vol. 7(3), pages 437-457.
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• Alan Morrison & Nir Vulkan, 2003. "Making Money out of Publicly Available Information," Economics Series Working Papers 2003-FE-07, University of Oxford, Department of Economics.
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• Peter Chen & Kasing Man & Chunchi Wu, 2003. "The Information Content in Trades of Inactive Nasdaq Stocks," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 8(2), pages 25-53, Summer.
• Maria Rosa Borges, 2003. "Fiscal effect in dividend distributions," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 73-85.
• Jorge Farinha & Francisco Miranda, 2003. "Run-up, toeholds, and agency effects in mergers and acquisitions: evidence from an emerging market," CEF.UP Working Papers 0311, Universidade do Porto, Faculdade de Economia do Porto.
• Brekalo, Miljenko & Marković, Branimir & Matić, Branko, 2003. "Quality of the Information System as the Prequisite for the Realization of Concession Income in Telecommunications," MPRA Paper 11017, University Library of Munich, Germany.
• Mlambo, Chipo & Biekpe, Nicholas, 2003. "The consequences of online information dissemination on stock market liquidity and efficiency: Implications on African markets," MPRA Paper 24971, University Library of Munich, Germany, revised Nov 2003.
• Palombini, Edgardo, 2003. "Volatility and liquidity in the Italian money market," MPRA Paper 42699, University Library of Munich, Germany.
• Barna, Flavia & Dima, Bogdan & Labunet, Aurora, 2003. "Eficienţa Pieţei Financiare Din România - Condiţie Necesară În Perspectiva Aderării La Uniunea Europeană," MPRA Paper 5870, University Library of Munich, Germany.
• Azzopardi, Paul & Silvio John, Camilleri, 2003. "The Relevance of Short Sales to the Maltese Stock Market," MPRA Paper 84566, University Library of Munich, Germany.
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• Miloslav Vošvrda & Lukáš Vácha, 2003. "Heterogeneous agent model with memory and asset price behaviour," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(2), pages 155-168.
• Michal Hlaváček & Adam Geršl & Tomáš Cahlík & Michael Berlemann, 2003. "Predikce využívající experimentální trhy [Predictions using experimental markets]," Politická ekonomie, Prague University of Economics and Business, vol. 2003(6), pages 838-850.
• Alan B. Krueger & Kenneth N. Fortson, 2003. "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 931-957, June.
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• Alan B. Krueger & Kenneth N. Fortson, 2003. "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 931-957, June.
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• Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Working Papers 111, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Working Papers 111, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Karine Michalon, 2003. "Impact des interruptions de cotation sur la microstructure du marché boursier français," Revue d'Économie Financière, Programme National Persée, vol. 70(1), pages 253-259.
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• Jean-François Casta, 2003. "La comptabilité en « juste valeur » permet-elle une meilleure représentation de l’entreprise ?," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 17-31.
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• David Tweedie, 2003. "Le rôle de la juste valeur dans la comptabilisation des instruments financiers," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 53-61.
• René Ricol & Sonia Bonnet-Bernard, 2003. "La juste valeur : un serpent de mer depuis bientôt quinze ans," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 63-69.
• Gwénaëlle Flandrin-Le Maire, 2003. "L'impact macroéconomique de la norme IAS 39," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 123-138.
• François Mouriaux, 2003. "La juste valeur : quels enjeux en termes de politique monétaire et de stabilité financière ?," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 139-154.
• Sylvie Mathérat, 2003. "Juste valeur et évaluation des actifs : le point de vue des autorités prudentielles," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 159-172.
• Jean-François Casta, 2003. "Does fair value accounting provide a better representation of a company?," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 11-24.
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• David Tweedie, 2003. "The role of fair value in accounting for financial instruments," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 43-50.
• René Ricol & Sonia Bonnet-Bernard, 2003. "Fair value accounting : an overworked issue over the past fifteen years," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 51-56.
• Gwénaëlle Flandrin-Le Maire, 2003. "The macroeconomic impact of IAS," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 107-120.
• François Mouriaux, 2003. "Fair value accounting : what are implications for monetary and financial stability?," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 121-135.
• Sylvie Mathérat, 2003. "Fair value accounting : Regulators point of view," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 141-153.
• Andrew C. Worthington & Helen Higgs, 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," School of Economics and Finance Discussion Papers and Working Papers Series 150, School of Economics and Finance, Queensland University of Technology.
• Andrew Worthington & Abbas Valadkhani, 2004. "Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis," Applied Economics, Taylor & Francis Journals, vol. 36(19), pages 2177-2186.
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• Andrew C. Worthington & Helen Higgs, 2003. "Tests of random walks and market efficiency in Latin American stock markets: An empirical note," School of Economics and Finance Discussion Papers and Working Papers Series 157, School of Economics and Finance, Queensland University of Technology.
• Andrew C. Worthington & Helen Higgs, 2003. "Weak-form market efficiency in European emerging and developed stock markets," School of Economics and Finance Discussion Papers and Working Papers Series 159, School of Economics and Finance, Queensland University of Technology.
• Jonathan Coppel & Ellis Connolly, 2003. "What Do Financial Market Data Tell Us about Monetary Policy Transparency?," RBA Research Discussion Papers rdp2003-05, Reserve Bank of Australia.
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• Bruce Mizrach, 2003. "Analyst Recommendations and Nasdaq Market Making Activity," Departmental Working Papers 200307, Rutgers University, Department of Economics.
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• Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 983-997, June.
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• Alexakis C. & Xanthakis E., 2003. "Market Trend, Company Size and Microstructure Characteristics of Intraday Stock Price Formations," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 81-96, January -.
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• Jon Wongswan, 2006. "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
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• Casolaro, Luca & Focarelli, Dario & Pozzolo, Alberto Franco, 2003. "The Pricing Effect of Certification on Bank Loans: Evidence from the Syndicated Credit Market," Economics & Statistics Discussion Papers esdp03010, University of Molise, Department of Economics.
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• H. Henry Cao & Martin D. D. Evans & Richard K. Lyons, 2017. "Inventory Information," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 9, pages 363-413, World Scientific Publishing Co. Pte. Ltd..
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• Gunther Capelle-Blancard, 2003. "Marchés dérivés et trading de volatilité," Revue économique, Presses de Sciences-Po, vol. 54(3), pages 663-673.
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• Fabrice Hervé, 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," Revue Finance Contrôle Stratégie, revues.org, vol. 6(3), pages 41-77, September.
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• Jean-François Casta, 2003. "La comptabilité en « juste valeur » permet-elle une meilleure représentation de l’entreprise ?," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 17-31.
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• Gunther Capelle-Blancard, 2003. "Marchés dérivés et trading de volatilité," Revue économique, Presses de Sciences-Po, vol. 54(3), pages 663-673.
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• Décamps, Jean-Paul & Lovo, Stefano, 2003. "Market Informational Inefficiency, Risk Aversion and Quantity Grid," IDEI Working Papers 177, Institut d'Économie Industrielle (IDEI), Toulouse.
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• Flandreau, Marc, 2003. "Crises and Punishment: Moral Hazard and the Pre-1914 International Financial Architecture," CEPR Discussion Papers 3742, C.E.P.R. Discussion Papers.
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• Torben Lütje & Lukas Menkhoff, 2005. "Risk Management, Rational Herding and Institutional Investors: A Macro View," Springer Books, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel (ed.), Risk Management, edition 0, pages 785-799, Springer.
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• Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003. "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Hannover Economic Papers (HEP) dp-290, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Lidén, Erik R., 2003. "Swedish Stock Recommendations: Information Content or Price Pressure?," Working Papers in Economics 98, University of Gothenburg, Department of Economics, revised 19 Nov 2004.
• Lidén, Erik R., 2003. "Stock Recommendations in Swedish Printed Media: Leading or Misleading?," Working Papers in Economics 99, University of Gothenburg, Department of Economics, revised 17 Nov 2004.
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• Hans Byström, 2003. "Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis," Research Paper Series 92, Quantitative Finance Research Centre, University of Technology, Sydney.
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• Bystrom, Hans N. E., 2004. "The market's view on the probability of banking sector failure: cross-country comparisons," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 419-438, December.
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• Bystrom, Hans & Kwon, Oh Kang, 2007. "A simple continuous measure of credit risk," International Review of Financial Analysis, Elsevier, vol. 16(5), pages 508-523.
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• Andersson, Magnus & Lomakka, Magnus, 2003. "Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques," Working Paper Series 146, Sveriges Riksbank (Central Bank of Sweden).
• Francis, Jennifer & LaFond, Ryan & Olsson, Per & Schipper, Katherine, 2003. "Accounting Anomalies and Information Uncertainty," SIFR Research Report Series 13, Institute for Financial Research.
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• Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," Umeå Economic Studies 614, Umeå University, Department of Economics.
• Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007. "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 138-152, March.
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• Biais, Bruno & Bisière, Christophe & Spatt, Chester, 2003. "Imperfect Competition in Financial Markets: ISLAND versus NASDAQ," IDEI Working Papers 220, Institut d'Économie Industrielle (IDEI), Toulouse, revised Dec 2006.
• Jean-Paul Decamps & Stefano Lovo, 2003. "Market Informational Inefficiency, Risk Aversion and Quantity Grid," Working Papers hal-00592016, HAL.
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• LOVO, Stefano & DECAMPS, Jean-Paul, 2002. "Risk aversion and herd behavior in financial markets," HEC Research Papers Series 758, HEC Paris.
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• Susana Menéndez & Silvia Gómez-Ansón, 2003. "Stock splits: motivations and valuation effects in the Spanish market," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 459-490, September.
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• Gerardo Dubcovsky & Francisco Venegas-Martínez, 2003. "The Kalman Filter In The Event-Study Methodology," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 2(1), pages 81-93, Marzo 200.
• Adrián Hernández-del-Valle & Federico Reina Sosa & Héctor Allier Campuzano, 2003. "La Eficiencia En Forma Débil Y El Poder Predictivo De Los Modelos Arma-Garch," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 2(2), pages 95-125, Junio 200.
• Alejandra Cabello & Edgar Ortíz, 2003. "Day Of The Week And Month Of The Year Anomalies In The Mexican Stock Market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 2(3), pages 217-241, Septiembr.
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• Carlos Forner & Joaquín Marhuenda, 2003. "El Efecto Momentum En El Mercado Español De Acciones," Working Papers. Serie EC 2003-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini, 2003. "Asset Price Dynamics among Heterogeneous Interacting Agents," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 213-223, October.
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• Armin Shmilovici & Yael Alon-Brimer & Shmuel Hauser, 2003. "Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 273-284, October.
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• Robert Neumann & Torben Voetmann, 2003. "Demand Curves for European Stocks Slope Down Too," Review of Finance, European Finance Association, vol. 7(3), pages 437-457.
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• Michael Stolpe, 2003. "Learning and Signalling in the French and German Venture Capital Industries," Kiel Working Papers 1156, Kiel Institute for the World Economy.
• Christian Pierdzioch & Georg Stadtmann, 2003. "The Effectiveness of the Interventions of the Swiss National Bank; An Event-Study Analysis," Kiel Working Papers 1160, Kiel Institute for the World Economy.
• Vajda, István, 2003. "Bennfentes kereskedelem [Insider trading]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 235-253.
• Fatum, Rasmus & Scholnick, Barry, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Center for International Economics, Working Paper Series qt4cc3291n, Center for International Economics, UC Santa Cruz.
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• Ottaviani, Marco & Sørensen, Peter Norman, 2003. "Late Informed Betting and the Favourite-Longshot Bias," CEPR Discussion Papers 4092, C.E.P.R. Discussion Papers.
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• Dominguez, Kathryn M.E., 2006. "When do central bank interventions influence intra-daily and longer-term exchange rate movements?," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1051-1071, November.
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• Costanza Torricelli & Marianna Brunetti, 2003. "The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market," Department of Economics 0436, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• V. Moriggia, S. Muzzioli, C. Torricelli, 2007. "Call an Put Implied Volatilities and the Derivation of Option Implied Trees," Frontiers in Finance and Economics, SKEMA Business School, vol. 4(1), pages 35-64, June.
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• Luca Casolaro & Dario Focarelli & Alberto F. Pozzolo, 2003. "The pricing effect of certification on bank loans: evidence from the syndicated credit market," Proceedings 864, Federal Reserve Bank of Chicago.
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• Rachel Campbell & Catherine S. Forbes & Kees Koedijk & Paul Kofman, 2003. "Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?," Monash Econometrics and Business Statistics Working Papers 18/03, Monash University, Department of Econometrics and Business Statistics.
• George Woodward & Heather Anderson, 2009. "Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter," Quantitative Finance, Taylor & Francis Journals, vol. 9(8), pages 913-924.
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• 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," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 891-906, December.
  • 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," Cahiers de recherche 2003-09, Universite de Montreal, Departement de sciences economiques.
  • 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," Cahiers de recherche 07-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • 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," CIRANO Working Papers 2003s-33, CIRANO.

2002

• Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," ERIM Report Series Research in Management ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM 8cea7ebd-d3f6-493c-bf65-3, Tilburg University, School of Economics and Management.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Other publications TiSEM 73c21ccd-7c67-4e11-8eac-5, Tilburg University, School of Economics and Management.
• Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W., 2002. "Dividing the Pie," ERIM Report Series Research in Management ERS-2002-101-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Kabir, Rezaul & Roosenboom, Peter, 2003. "Can the stock market anticipate future operating performance? Evidence from equity rights issues," Journal of Corporate Finance, Elsevier, vol. 9(1), pages 93-113, January.
  • Kabir, M.R. & Roosenboom, P.G.J., 2000. "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Discussion Paper 2000-22, Tilburg University, Center for Economic Research.
  • Kabir, R. & Roosenboom, P.G.J., 2002. "Can the stock market anticipate future operating performance? Evidence from equity rights issues," ERIM Report Series Research in Management ERS-2002-102-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Kabir, M.R. & Roosenboom, P.G.J., 2000. "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Other publications TiSEM 830f5e0a-0dfe-4873-968d-3, Tilburg University, School of Economics and Management.
• Andrew Hughes Hallett & Christian R. Richter, 2002. "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," The Economic and Social Review, Economic and Social Studies, vol. 33(3), pages 333-356.
  • Andrew Hughes Hallett & Christian R Richter, 2002. "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," Computing in Economics and Finance 2002 3, Society for Computational Economics.
  • Richter Christian & Hallet Andrew Hughes, 2010. "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," EcoMod2002 330800057, EcoMod.
• Angelo Ranaldo, 2002. "Market Dynamics Around Public Information Arrivals," FAME Research Paper Series rp45, International Center for Financial Asset Management and Engineering.
• Fleming, Michael J, 2002. "Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 707-735, August.
  • Michael J. Fleming, 2002. "Are larger Treasury issues more liquid? Evidence from bill reopenings," Proceedings, Federal Reserve Bank of Cleveland, pages 707-739.
  • Michael J. Fleming, 2002. "Are larger Treasury issues more liquid? Evidence from bill reopenings," Staff Reports 145, Federal Reserve Bank of New York.
• Fleming, Michael J, 2002. "Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 707-735, August.
  • Michael J. Fleming, 2002. "Are larger Treasury issues more liquid? Evidence from bill reopenings," Proceedings, Federal Reserve Bank of Cleveland, pages 707-739.
  • Michael J. Fleming, 2002. "Are larger Treasury issues more liquid? Evidence from bill reopenings," Staff Reports 145, Federal Reserve Bank of New York.
• Hon, Mark T. & Tonks, Ian, 2003. "Momentum in the UK stock market," Journal of Multinational Financial Management, Elsevier, vol. 13(1), pages 43-70, February.
  • Hon, Mark T. & Tonks, Ian, 2002. "Momentum in the UK stock market," LSE Research Online Documents on Economics 24909, London School of Economics and Political Science, LSE Library.
  • Ian Tonks & Mark T Hon, 2002. "Mommentum in the UK Stock Market," FMG Discussion Papers dp405, Financial Markets Group.
• Maillet, Bertrand & Michel, Thierry, 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," LSE Research Online Documents on Economics 24936, London School of Economics and Political Science, LSE Library.
  • Thierry Michel & Bertrand Maillet, 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," FMG Discussion Papers dp417, Financial Markets Group.
• John Y. Campbell & Tuomo Vuolteenaho, 2004. "Bad Beta, Good Beta," American Economic Review, American Economic Association, vol. 94(5), pages 1249-1275, December.
  • John Y. Campbell & Tuomo Vuolteenaho, 2002. "Bad Beta, Good Beta," Harvard Institute of Economic Research Working Papers 1971, Harvard - Institute of Economic Research.
  • Campbell, John & Vuolteenaho, Tuomo, 2004. "Bad Beta, Good Beta," Scholarly Articles 3122489, Harvard University Department of Economics.
  • John Y. Campbell & Tuomo Vuolteenaho, 2003. "Bad Beta, Good Beta," Harvard Institute of Economic Research Working Papers 2016, Harvard - Institute of Economic Research.
  • John Y. Campbell & Tuomo Vuolteenaho, 2003. "Bad Beta, Good Beta," NBER Working Papers 9509, National Bureau of Economic Research, Inc.
• Baker, Malcolm & Stein, Jeremy C., 2004. "Market liquidity as a sentiment indicator," Journal of Financial Markets, Elsevier, vol. 7(3), pages 271-299, June.
  • Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," NBER Working Papers 8816, National Bureau of Economic Research, Inc.
  • Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," Harvard Institute of Economic Research Working Papers 1977, Harvard - Institute of Economic Research.
• Koulouriotis, D.E. & Emiris, D.M. & Diakoulakis, I.E. & Zopounidis, C., 2002. "Behavioristic Analysis And Comparative Evaluation Of Intelligent Methodologies For Short-Term Stock Price Forecasting," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 23-57, November.
• Levy, Daniel & Dutta, Shantanu & Bergen, Mark, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Microlevel Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 197-220, February.
  • Levy, Daniel & Dutta, Shantanu & Bergen, Mark, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Microlevel Data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 34(1), pages 197-220.
  • Daniel Levy & Shantanu Dutta & Mark Bergen, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Working Papers 2002-09, Bar-Ilan University, Department of Economics.
  • Daniel Levy & Shantanu Dutta & Mark Bergen, 2004. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Macroeconomics 0402021, University Library of Munich, Germany.
  • Daniel Levy & Shantanu Dutta & Mark Bergen, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Post-Print hal-02386496, HAL.
• Jean-François Gajewski & Edith Ginglinger, 2002. "Seasoned Equity Issues in a Closely Held Market: Evidence from France," Review of Finance, European Finance Association, vol. 6(3), pages 291-319.
  • Jean-François Gajewski & Edith Ginglinger, 2002. "Seasoned equity issues in a closely held market: evidence from France," Post-Print halshs-00138293, HAL.
• Karine Michalon, 2003. "Impact des interruptions de cotation sur la microstructure du marché boursier français," Revue d'Économie Financière, Programme National Persée, vol. 70(1), pages 253-259.
  • Karine Michalon, 2002. "Impact des interruptions de cotation sur la microstructure du marché boursier français," Post-Print halshs-00142776, HAL.
• Jean-François Gajewski & Edith Ginglinger, 2002. "Seasoned Equity Issues in a Closely Held Market: Evidence from France," Review of Finance, European Finance Association, vol. 6(3), pages 291-319.
  • Jean-François Gajewski & Edith Ginglinger, 2002. "Seasoned equity issues in a closely held market: evidence from France," Post-Print halshs-00138293, HAL.
  • Edith Ginglinger & Jean-François Gajewski, 2002. "Seasoned Equity Issues in a Closely Held Market: Evidence from France," Post-Print halshs-00162420, HAL.
• LOVO, Stefano & DECAMPS, Jean-Paul, 2002. "Risk aversion and herd behavior in financial markets," HEC Research Papers Series 758, HEC Paris.
  • Jean-Paul Decamps & Stefano Lovo, 2002. "Risk Aversion and Herd Behavior in Financial Markets," Working Papers hal-00593657, HAL.
  • Décamps, Jean-Paul & Lovo, Stefano, 2003. "Risk Aversion and Herd Behavior in Financial Markets," IDEI Working Papers 246, Institut d'Économie Industrielle (IDEI), Toulouse.
• Jozsef Molnar, 2002. "Preemptive Horizontal Mergers: Theory and Evidence," CERS-IE WORKING PAPERS 0213, Institute of Economics, Centre for Economic and Regional Studies.
  • Molnár, József, 2007. "Pre-emptive horizontal mergers: theory and evidence," Bank of Finland Research Discussion Papers 17/2007, Bank of Finland.
• Bechmann, Ken L., 2002. "Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index," Working Papers 2002-2, Copenhagen Business School, Department of Finance.
• Daunfeldt, Sven-Olov, 2002. "Tax Policy Changes and Ex-dividend Behavior: The Case of Sweden," Umeå Economic Studies 585, Umeå University, Department of Economics.
• Brännäs, Kurt, 2002. "Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data," Umeå Economic Studies 592, Umeå University, Department of Economics.
• Neringa Jarmalaite Pritchard, 2002. "The Relationship between Accounting Numbers and Returns in the Baltic Stock Markets," CERT Discussion Papers 0206, Centre for Economic Reform and Transformation, Heriot Watt University.
• Jorge M.Streb & Javier Bolzico & Pablo Druck & Alejandro Henke & José Rutman & Walter Sosa Escudero, 2002. "Bank relationships: effect on the availability and marginal cost of credit for firms in Argentina," CEMA Working Papers: Serie Documentos de Trabajo. 216, Universidad del CEMA.
  • Jorge M. Streb & Javier Bolzico & Pablo Druck & Alejandro Henke & José Rutman & Walter Sosa Escudero, 2002. "Bank Relationships: Effect on the Availability and Marginal Cost of Credit for Firms in Argentina," Research Department Publications 3140, Inter-American Development Bank, Research Department.
• John Cable & Andrew Henley & Kevin Holland, 2002. "Pot of gold or winner's curse? An event study of the auctions of 3G mobile telephone licences in the UK," Fiscal Studies, Institute for Fiscal Studies, vol. 23(4), pages 447-462, December.
• Alt, Raimund & Fortin, Ines & Weinberger, Simon, 2002. "The Day-of-the-Week Effect Revisited: An Alternative Testing Approach," Economics Series 127, Institute for Advanced Studies.
• Qi Li, 2002. "Market Opening and Stock Market Behavior: Taiwan's Experience," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 9-16, April.
• Juan Carlos Gómez Sala & Ana Gil & Francisco Poveda, 2002. "Revisión De Expectativas En Las Presentaciones De Empresa Ante Los Analistas Financieros," Working Papers. Serie EC 2002-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Johann Burgstaller, 2002. "Are stock returns a leading indicator for real macroeconomic developments?," Economics working papers 2002-07, Department of Economics, Johannes Kepler University Linz, Austria.
• Krämer Walter, 2002. "Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 222(2), pages 210-229, April.
• Dionne, Georges & Gagne, Robert, 2002. "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Journal of Risk and Uncertainty, Springer, vol. 24(3), pages 213-230, May.
  • Dionne, Georges & Gagné, Robert, 2000. "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Working Papers 00-1, HEC Montreal, Canada Research Chair in Risk Management.
  • G. Dionne & R. Gagné, 2000. "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," THEMA Working Papers 2000-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Dionne, G. & Gagne, R., 2000. "Replacement Cost Endorsement and Opportunitic Fraud in Automobile Insurance," Ecole des Hautes Etudes Commerciales de Montreal- 00-01, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
• Michael Frenkel & Christian Pierdzioch & Georg Stadtmann, 2002. "The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan," Kiel Working Papers 1108, Kiel Institute for the World Economy.
• Nikolaus Hautsch, 2002. "Modelling Intraday Trading Activity Using Box-Cox-ACD Models," CoFE Discussion Paper 02-05, Center of Finance and Econometrics, University of Konstanz.
• Nikolaus Hautsch & Dieter Hess, 2002. "The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report," Review of Finance, European Finance Association, vol. 6(2), pages 133-161.
  • Nikolaus Hautsch & Dieter Hess, 2002. "The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report," CoFE Discussion Paper 02-06, Center of Finance and Econometrics, University of Konstanz.
• Komáromi, György, 2002. "A hatékony piacok elméletének elméleti és gyakorlati relevanciája [The theoretical and practical relevance of the theory of efficient markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 377-395.
• Livio Stracca, 2002. "Behavioural Finance and Aggregate Market Behaviour: Where do we Stand?," Discussion Papers in Economics 02/10, Division of Economics, School of Business, University of Leicester.
• David Hojman & Robert F. K. Wynn, 2002. "Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis," Working Papers 2002_03, University of Liverpool, Department of Economics.
• Fabrice Hervé, 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," Revue Finance Contrôle Stratégie, revues.org, vol. 6(3), pages 41-77, September.
  • Fabrice Herve, 2002. "La persistance de la performance des fonds de pension individuels britanniques : une étude empirique sur des fonds investis en actions et des fonds obligataires," Working Papers 2002-3, Laboratoire Orléanais de Gestion - université d'Orléans.
  • Fabrice Hervé, 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," Post-Print hal-00488374, HAL.
• Levy, Daniel & Dutta, Shantanu & Bergen, Mark, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Microlevel Data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 34(1), pages 197-220.
  • Levy, Daniel & Dutta, Shantanu & Bergen, Mark, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Microlevel Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 197-220, February.
  • Daniel Levy & Shantanu Dutta & Mark Bergen, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Working Papers 2002-09, Bar-Ilan University, Department of Economics.
  • Daniel Levy & Shantanu Dutta & Mark Bergen, 2004. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Macroeconomics 0402021, University Library of Munich, Germany.
  • Daniel Levy & Shantanu Dutta & Mark Bergen, 2002. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Post-Print hal-02386496, HAL.
• Michael J. Fleming, 2002. "Are larger Treasury issues more liquid? Evidence from bill reopenings," Proceedings, Federal Reserve Bank of Cleveland, pages 707-739.
  • Fleming, Michael J, 2002. "Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 707-735, August.
  • Michael J. Fleming, 2002. "Are larger Treasury issues more liquid? Evidence from bill reopenings," Staff Reports 145, Federal Reserve Bank of New York.
• George Athanassakos, 2002. "The Scrutinized-firm Effect, Portfolio Rebalancing, Stock Return Seasonality, and the Pervasiveness of the January Effect in Canada," Multinational Finance Journal, Multinational Finance Journal, vol. 6(1), pages 1-27, March.
• Bilgehan Yazici & Gulnur Muradoglu, 2002. "Dissemination of Stock Recommendations and Small Investors: Who Benefits?," Multinational Finance Journal, Multinational Finance Journal, vol. 6(1), pages 29-42, March.
• Rashid Al-Qenae & Carmen Li & Bob Wearing, 2002. "The Information Content of Earnings on Stock Prices: The Kuwait Stock Exchange," Multinational Finance Journal, Multinational Finance Journal, vol. 6(3-4), pages 197-221, September.
• Zoe McLaren, 2002. "The Effectiveness Of Reserve Bank Of Australia Foreign Exchange Intervention," Department of Economics - Working Papers Series 849, The University of Melbourne.
• Marie-Claude BEAULIEU & Jean-Marie DUFOUR & Lynda KHALAF, 2002. "Testing Mean-Variance Efficiency In Capm With Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 17-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda, 2003. "Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach," Discussion Paper Series 1: Economic Studies 2003,01, Deutsche Bundesbank.
  • BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 2002-17, Universite de Montreal, Departement de sciences economiques.
  • Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers 2002s-85, CIRANO.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers 2002s-85, CIRANO.
  • Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda, 2003. "Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach," Discussion Paper Series 1: Economic Studies 2003,01, Deutsche Bundesbank.
  • Marie-Claude BEAULIEU & Jean-Marie DUFOUR & Lynda KHALAF, 2002. "Testing Mean-Variance Efficiency In Capm With Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 17-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 2002-17, Universite de Montreal, Departement de sciences economiques.
• Alberto Zazzaro, 2002. "The Allocation of Entrepreneurial Talent under Imperfect Lending Decisions," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 303-330.
  • Alberto ZAZZARO, 2001. "The Allocation of Entrepreneurial Talent under Imeperfect Lending Decisions," Working Papers 157, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Fornari, Fabio & Monticelli, Carlo & Pericoli, Marcello & Tivegna, Massimo, 2002. "The impact of news on the exchange rate of the lira and long-term interest rates," Economic Modelling, Elsevier, vol. 19(4), pages 611-639, August.
  • Fabio Fornari & Carlo Monticelli & Marcello Pericoli & Massimo Tivegna, 1999. "The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates," Temi di discussione (Economic working papers) 358, Bank of Italy, Economic Research and International Relations Area.
• Cordella, Tito & Yeyati, Eduardo Levy, 2002. "Financial opening, deposit insurance, and risk in a model of banking competition," European Economic Review, Elsevier, vol. 46(3), pages 471-485, March.
  • Mr. Tito Cordella & Mr. Eduardo Levy Yeyati, 1998. "Financial Opening, Deposit Insurance, and Risk in a Model of Banking Competition," IMF Working Papers 1998/097, International Monetary Fund.
  • Cordella, Tito & Levy Yeyati, Eduardo, 1998. "Financial Opening, Deposit Insurance and Risk in a Model of Banking Competition," CEPR Discussion Papers 1939, C.E.P.R. Discussion Papers.
• Cespa, Giovanni, 2002. "Short-term investment and equilibrium multiplicity," European Economic Review, Elsevier, vol. 46(9), pages 1645-1670, October.
  • Giovanni Cespa, 2000. "Short-term investment and equilibrium multiplicity," Economics Working Papers 520, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2002.
• Gerhard, Frank & Hautsch, Nikolaus, 2002. "Volatility estimation on the basis of price intensities," Journal of Empirical Finance, Elsevier, vol. 9(1), pages 57-89, January.
  • Gerhard, Frank & Hautsch, Nikolaus, 1999. "Volatility Estimation on the Basis of Price Intensities," CoFE Discussion Papers 99/19, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, vol. 5(4), pages 419-450, October.
  • Hong, Harrison & Rady, Sven, 2000. "Strategic trading and learning about liquidity," LSE Research Online Documents on Economics 119102, London School of Economics and Political Science, LSE Library.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers 1351, Econometric Society.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning About Liquidity," FMG Discussion Papers dp356, Financial Markets Group.
  • Hong, Harrison & Rady, Sven, 2001. "Strategic Trading and Learning about Liquidity," Discussion Papers in Economics 15, University of Munich, Department of Economics.
  • Rady, Sven & Hong, Harrison G, 2000. "Strategic Trading And Learning About Liquidity," CEPR Discussion Papers 2416, C.E.P.R. Discussion Papers.
• Grande, Giuseppe & Ventura, Luigi, 2002. "Labor income and risky assets under market incompleteness: Evidence from Italian data," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 597-620, March.
  • Giuseppe Grande & Luigi Ventura, 2001. "Labor Income and Risky Assets under Market Incompleteness: Evidence from Italian Data," Temi di discussione (Economic working papers) 399, Bank of Italy, Economic Research and International Relations Area.
• Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2002. "Breadth of ownership and stock returns," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 171-205.
  • Joseph Chen & Harrison Hong & Jeremy C. Stein, 2001. "Breadth of Ownership and Stock Returns," NBER Working Papers 8151, National Bureau of Economic Research, Inc.
• Jones, Charles M. & Lamont, Owen A., 2002. "Short-sale constraints and stock returns," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 207-239.
  • Charles M. Jones & Owen A. Lamont, 2001. "Short Sale Constraints and Stock Returns," NBER Working Papers 8494, National Bureau of Economic Research, Inc.
• Cohen, Randolph B. & Gompers, Paul A. & Vuolteenaho, Tuomo, 2002. "Who underreacts to cash-flow news? evidence from trading between individuals and institutions," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 409-462.
  • Randolph B. Cohen & Paul A. Gompers & Tuomo Vuolteenaho, 2002. "Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions," NBER Working Papers 8793, National Bureau of Economic Research, Inc.
• William Schwert, G., 2002. "Stock volatility in the new millennium: how wacky is Nasdaq?," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 3-26, January.
  • G. William Schwert, 2001. "Stock Volatility in the New Millennium: How Wacky Is Nasdaq?," NBER Working Papers 8436, National Bureau of Economic Research, Inc.
• Cowan, Arnold R. & Howell, Jann C. & Power, Mark L., 2002. "Wealth effects of banks' rights to market and originate annuities," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(3), pages 487-503.
  • Arnold R. Cowan & Jann C. Howell & Mark L. Power, 2002. "Wealth Effects of Banks' Rights to Market and Originate Annuities," Finance 0203002, University Library of Munich, Germany.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2013. "Prediction Markets for Economic Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 657-687, Elsevier.
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2012. "Prediction Markets for Economic Forecasting," CEPR Discussion Papers 9059, C.E.P.R. Discussion Papers.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CAMA Working Papers 2012-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CESifo Working Paper Series 3884, CESifo.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2012. "Prediction Markets for Economic Forecasting," IZA Discussion Papers 6720, Institute of Labor Economics (IZA).
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," NBER Working Papers 18222, National Bureau of Economic Research, Inc.
• Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013. "What do the Fama–French factors add to C-CAPM?," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 113-127.
  • Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, "undated". "Consumption, Size and Book-to-Market Ratio in Equity Returns," Discussion Papers 11/24, Department of Economics, University of York.
  • Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens, 2013. "What do the Fama-French factors add to CCAPM?," CAMA Working Papers 2013-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens & Michael R. Wickens, 2013. "What do the Fama-French Factors Add to C-CAPM?," CESifo Working Paper Series 4197, CESifo.
• Hon, Mark T. & Tonks, Ian, 2003. "Momentum in the UK stock market," Journal of Multinational Financial Management, Elsevier, vol. 13(1), pages 43-70, February.
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• Zigrand, Jean-Pierre, 2002. "Rational asset pricing implications from realistic trading frictions," LSE Research Online Documents on Economics 24933, London School of Economics and Political Science, LSE Library.
• Thierry Michel & Bertrand Maillet, 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," FMG Discussion Papers dp417, Financial Markets Group.
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• Payne, Richard & Vitale, Paolo, 2003. "A transaction level study of the effects of central bank intervention on exchange rates," Journal of International Economics, Elsevier, vol. 61(2), pages 331-352, December.
  • Payne, Richard & Vitale, Paolo, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates," CEPR Discussion Papers 3085, C.E.P.R. Discussion Papers.
  • Payne, Richard & Vitale, Paolo, 2002. "A transaction level study of the effects of central bank intervention on exchange rates," LSE Research Online Documents on Economics 25040, London School of Economics and Political Science, LSE Library.
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• Farinós Viñas, José Emilio & García, C. José & Ibáñez, Ana M.ª, 2002. "Problemas en la estimación y en el contraste de los rendimientos anormales a largo plazo: Estado de la cuestión," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Martínez Sedano, Miguel Ángel & Rubio Irigoyen, Gonzalo & Tapia, Mikel, 2002. "Understanding the ex-ante cost of liquidity in the limit order book: A note," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
• G. Dionne & F. Giuliano & P. Picard, 2002. "Optimal auditing for insurance fraud," THEMA Working Papers 2002-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
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• Morten Søberg, 2002. "Price formation in monopolistic markets with endogenous diffusion of trading information: An experimental approach," Discussion Papers 336, Statistics Norway, Research Department.
• Stilianos Fountas & Konstantinos Segredakis, 2002. "Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis," Applied Financial Economics, Taylor & Francis Journals, vol. 12(4), pages 291-299.
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• Jan Hanousek & Libor Nemecek, 2002. "Mispricing and lasting arbitrage between parallel markets in the Czech Republic," The European Journal of Finance, Taylor & Francis Journals, vol. 8(1), pages 46-69.
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• Holger Claessen & Stefan Mittnik, 2002. "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," The European Journal of Finance, Taylor & Francis Journals, vol. 8(3), pages 302-321.
  • Claessen, Holger & Mittnik, Stefan, 2002. "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," CFS Working Paper Series 2002/04, Center for Financial Studies (CFS).
• Asli Bayar & Ozgur Berk Kan, 2002. "Day of the Week Effects : Recent Evidence from Nineteen Stock Markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 2(2), pages 77-90.
• Ter Horst, J.R. & Veld, C.H., 2002. "Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options," Other publications TiSEM 06981751-3bba-4b81-ac6d-7, Tilburg University, School of Economics and Management.
  • Ter Horst, J.R. & Veld, C.H., 2002. "Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options," Discussion Paper 2002-95, Tilburg University, Center for Economic Research.
• Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM 8cea7ebd-d3f6-493c-bf65-3, Tilburg University, School of Economics and Management.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," ERIM Report Series Research in Management ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Other publications TiSEM 73c21ccd-7c67-4e11-8eac-5, Tilburg University, School of Economics and Management.
• Spierdijk, L., 2002. "An Empirical Analysis of the Role of the Trading Intensity in Information Dissemination on the NYSE," Discussion Paper 2002-30, Tilburg University, Center for Economic Research.
• Suijs, J.P.M., 2002. "Post Earnings Announcement Drift : More Risk than Investors can Bear," Discussion Paper 2002-45, Tilburg University, Center for Economic Research.
• Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM 8cea7ebd-d3f6-493c-bf65-3, Tilburg University, School of Economics and Management.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," ERIM Report Series Research in Management ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Other publications TiSEM 73c21ccd-7c67-4e11-8eac-5, Tilburg University, School of Economics and Management.
• Markku Lanne, 2002. "Testing The Predictability Of Stock Returns," The Review of Economics and Statistics, MIT Press, vol. 84(3), pages 407-415, August.
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• Javier De Peña & Luis A. Gil-Alana, 2002. "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra.
• Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2002. "Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach," Faculty Working Papers 02/02, School of Economics and Business Administration, University of Navarra.
• Gil-Alana, L., 1998. "Multivariate Tests of Fractionally Integrated Hypotheses," Economics Working Papers eco98/19, European University Institute.
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• Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 983-997, June.
  • Giovanni Cespa, 2002. "Giffen goods and market making," Economics Working Papers 681, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2003.
  • Giovanni Cespa, 2003. "Giffen Goods and Market Making," CSEF Working Papers 97, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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• Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January.
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• Sian Owen, 2002. "Behavioural Finance and the Decision to Invest in High Tech Stocks," Working Paper Series 119, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2002. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0205, Universidade de Vigo, Departamento de Economía Aplicada.
• Brandt, Loren & Li, Hongbin, 2003. "Bank discrimination in transition economies: ideology, information, or incentives?," Journal of Comparative Economics, Elsevier, vol. 31(3), pages 387-413, September.
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• Changyun Wang, 2002. "The effect of net positions by type of trader on volatility in foreign currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(5), pages 427-450, May.
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• Chitru S. Fernando & Srinivasan Krishnamurthy & Paul A. Spindt, 2002. "Is the Offer Price in IPOs Informative? Underpricing, Ownership Structure, and Performance," Center for Financial Institutions Working Papers 01-33, Wharton School Center for Financial Institutions, University of Pennsylvania.
• Norman Ehrentreich, 2002. "The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections," Computational Economics 0209001, University Library of Munich, Germany.
• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
  • Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Finance 0210005, University Library of Munich, Germany.
  • Drehmann, Mathias & Oechssler, Joerg & Roider, Andreas, 2003. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," University of California at Santa Barbara, Economics Working Paper Series qt6zf5469f, Department of Economics, UC Santa Barbara.
  • Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 7, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Mathias Drehmann & Jörg Oechssler, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Econometric Society 2004 North American Winter Meetings 55, Econometric Society.
  • Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental 0210001, University Library of Munich, Germany.
  • Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2002. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," Bonn Econ Discussion Papers 25/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
• Cowan, Arnold R. & Howell, Jann C. & Power, Mark L., 2002. "Wealth effects of banks' rights to market and originate annuities," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(3), pages 487-503.
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• Maged Shawky Sourial, 2002. "The Future of the Stock Market Channel In Egypt," Finance 0204002, University Library of Munich, Germany.
• David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008. "Time-Varying Arrival Rates of Informed and Uninformed Trades," Journal of Financial Econometrics, Oxford University Press, vol. 6(2), pages 171-207, Spring.
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• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
  • Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental 0210001, University Library of Munich, Germany.
  • Drehmann, Mathias & Oechssler, Joerg & Roider, Andreas, 2003. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," University of California at Santa Barbara, Economics Working Paper Series qt6zf5469f, Department of Economics, UC Santa Barbara.
  • Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 7, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Mathias Drehmann & Jörg Oechssler, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Econometric Society 2004 North American Winter Meetings 55, Econometric Society.
  • Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Finance 0210005, University Library of Munich, Germany.
  • Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
  • Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2002. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," Bonn Econ Discussion Papers 25/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Christopher L. House, 2002. "Adverse Selection and the Accelerator," Macroeconomics 0211015, University Library of Munich, Germany.
• Jackson, Matthew O. & Kremer, Ilan, 2002. "On the Concentration of Allocations and Comparisons of Auctions in Large Economies," Working Papers 1146, California Institute of Technology, Division of the Humanities and Social Sciences.
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• Mark Grinblatt & Tobias J. Moskowitz, 2002. "What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?," NBER Working Papers 8744, National Bureau of Economic Research, Inc.
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• Mark Grinblatt & Tobias J. Moskowitz, 2002. "What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?," NBER Working Papers 8744, National Bureau of Economic Research, Inc.
  • Tobias J. Moskowitz & Mark Grinblatt, 2002. "What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?," Yale School of Management Working Papers ysm259, Yale School of Management.
• Vicente Pascual Pons-Sanz & Alok Kumar, 2002. "Behavior and Performance of Investment Newsletters Analysts," Yale School of Management Working Papers ysm275, Yale School of Management.
• William N. Goetzmann & Ning Zhu, 2005. "Rain or Shine: Where is the Weather Effect?," European Financial Management, European Financial Management Association, vol. 11(5), pages 559-578, November.
  • William Goetzmann & Ning Zhu, 2002. "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers ysm296, Yale School of Management, revised 01 Sep 2009.
  • William N. Goetzmann & Ning Zhu, 2003. "Rain or Shine: Where is the Weather Effect?," NBER Working Papers 9465, National Bureau of Economic Research, Inc.
  • William N. Goetzmann & Ning Zhu, 2004. "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers ysm28, Yale School of Management.
• Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005. "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 7, pages 141-160, World Scientific Publishing Co. Pte. Ltd..
  • Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
  • Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003. "Fees on Fees in Funds of Funds," NBER Working Papers 9464, National Bureau of Economic Research, Inc.
  • Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm18, Yale School of Management.
  • Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
• Jeeman Jung & Robert J. Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," Cowles Foundation Discussion Papers 1386, Cowles Foundation for Research in Economics, Yale University.
  • Jeeman Jung & Robert Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," Yale School of Management Working Papers ysm315, Yale School of Management, revised 01 Nov 2003.
  • Jeeman Jung & Robert J. Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," NBER Working Papers 9348, National Bureau of Economic Research, Inc.
• Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005. "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 7, pages 141-160, World Scientific Publishing Co. Pte. Ltd..
  • Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
  • Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003. "Fees on Fees in Funds of Funds," NBER Working Papers 9464, National Bureau of Economic Research, Inc.
  • Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm18, Yale School of Management.
  • Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
• Yasuyuki Sawada & Pan A. Yotopoulos, 2002. "On the Missing Link between Currency Substitution and Crises," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 5(2), pages 83-99, November.
• Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002. "Return-volatility linkages in the international equity and currency markets," Bank of Finland Research Discussion Papers 9/2002, Bank of Finland.
  • Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter, 2004. "Return-volatility linkages in the international equity and currency markets," Finance 0405022, University Library of Munich, Germany.
• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
  • Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental 0210001, University Library of Munich, Germany.
  • Drehmann, Mathias & Oechssler, Joerg & Roider, Andreas, 2003. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," University of California at Santa Barbara, Economics Working Paper Series qt6zf5469f, Department of Economics, UC Santa Barbara.
  • Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 7, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Mathias Drehmann & Jörg Oechssler, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Econometric Society 2004 North American Winter Meetings 55, Econometric Society.
  • Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2002. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," Bonn Econ Discussion Papers 25/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
  • Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Finance 0210005, University Library of Munich, Germany.
• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
  • Grammig, Joachim G. & Theissen, Erik, 2002. "Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?," Bonn Econ Discussion Papers 37/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen.
• Upper, Christian & Werner, Thomas, 2002. "Tail Wags Dog? Time-Varying Information Shares in the Bund Market," Discussion Paper Series 1: Economic Studies 2002,24, Deutsche Bundesbank.
  • Christian Upper & Thomas Werner, 2007. "The tail wags the dog: time-varying information shares in the Bund market," BIS Working Papers 224, Bank for International Settlements.
• Holger Claessen & Stefan Mittnik, 2002. "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," The European Journal of Finance, Taylor & Francis Journals, vol. 8(3), pages 302-321.
  • Claessen, Holger & Mittnik, Stefan, 2002. "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," CFS Working Paper Series 2002/04, Center for Financial Studies (CFS).
• Theissen, Erik, 2002. "Internalisierung und Marktqualität: Was bringt Xetra Best?," CFS Working Paper Series 2002/06, Center for Financial Studies (CFS).
• Neus, Werner & Walz, Uwe, 2005. "Exit timing of venture capitalists in the course of an initial public offering," Journal of Financial Intermediation, Elsevier, vol. 14(2), pages 253-277, April.
  • Neus, Werner & Walz, Uwe, 2002. "Exit timing of venture capitalists in the course of an initial public offering," CFS Working Paper Series 2002/07, Center for Financial Studies (CFS).
• Hautsch, Nikolaus, 2002. "Modelling Intraday Trading Activity Using Box-Cox-ACD Models," CoFE Discussion Papers 02/05, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Nikolaus Hautsch & Dieter Hess, 2002. "The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report," Review of Finance, European Finance Association, vol. 6(2), pages 133-161.
  • Hautsch, Nikolaus & Hess, Dieter, 2002. "The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report," CoFE Discussion Papers 02/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2004. "The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 25-36, February.
  • Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2002. "The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan," Kiel Working Papers 1108, Kiel Institute for the World Economy (IfW Kiel).
• Eckardt, Martina, 2002. "Agent and Broker Intermediaries in Insurance Markets -- An Empirical Analysis of Market Outcomes," Thuenen-Series of Applied Economic Theory 34, University of Rostock, Institute of Economics.
• Chakrabarty, Debajyoti, 2002. "Growth and business cycles with imperfect credit markets," ZEI Working Papers B 29A-2002, University of Bonn, ZEI - Center for European Integration Studies.
  • Chakrabarty, Debajyoti, 2003. "Growth and Business Cycles with Imperfect Credit Markets," Working Papers 7, University of Sydney, School of Economics.
• Amit Goyal & Ivo Welch, 2003. "Predicting the Equity Premium with Dividend Ratios," Management Science, INFORMS, vol. 49(5), pages 639-654, May.
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  • Amit Goyal & Ivo Welch, 2002. "Predicting the Equity Premium With Dividend Ratios," NBER Working Papers 8788, National Bureau of Economic Research, Inc.
• Wayne Ferson & Kenneth Khang, 2002. "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers 8790, National Bureau of Economic Research, Inc.
• Heber Farnsworth & Wayne E. Ferson & David Jackson & Steven Todd, 2002. "Performance Evaluation with Stochastic Discount Factors," NBER Working Papers 8791, National Bureau of Economic Research, Inc.
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• Baker, Malcolm & Stein, Jeremy C., 2004. "Market liquidity as a sentiment indicator," Journal of Financial Markets, Elsevier, vol. 7(3), pages 271-299, June.
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• Jermann, Urban J. & Quadrini, Vincenzo, 2007. "Stock market boom and the productivity gains of the 1990s," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 413-432, March.
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• Owen A. Lamont, 2002. "Evaluating Value Weighting: Corporate Events and Market Timing," NBER Working Papers 9049, National Bureau of Economic Research, Inc.
• Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005. "Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 4, pages 63-108, World Scientific Publishing Co. Pte. Ltd..
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• Paul Asquith & Michael B. Mikhail & Andrea S. Au, 2002. "Information Content of Equity Analyst Reports," NBER Working Papers 9246, National Bureau of Economic Research, Inc.
• Jeeman Jung & Robert J. Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," Cowles Foundation Discussion Papers 1386, Cowles Foundation for Research in Economics, Yale University.
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• Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk, 2001. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Multinational Finance Journal, Multinational Finance Journal, vol. 5(1), pages 59-86, March.
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• Patrick Lenain & Marcos Bonturi & Vincent Koen, 2002. "The Economic Consequences of Terrorism," OECD Economics Department Working Papers 334, OECD Publishing.
• George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(1), pages 269-296.
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• Nikolaus Hautsch & Dieter Hess, 2002. "The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report," Review of Finance, European Finance Association, vol. 6(2), pages 133-161.
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• Jean-François Gajewski & Edith Ginglinger, 2002. "Seasoned Equity Issues in a Closely Held Market: Evidence from France," Review of Finance, European Finance Association, vol. 6(3), pages 291-319.
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• Robert R. Bliss & Mark J. Flannery, 2002. "Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing," Review of Finance, European Finance Association, vol. 6(3), pages 361-396.
• Alexander Guembel & Itay Goldstein, 2002. "Manipulation, the allocational role of prices and production externalities," Economics Series Working Papers 2002-FE-02, University of Oxford, Department of Economics.
• Ana Paula Serra, 2002. "Event Study Tests: A brief survey," FEP Working Papers 117, Universidade do Porto, Faculdade de Economia do Porto.
• Boyer, Tristan, 2002. "Gouvernement d'entreprise et décisions d'emploi [Corporate Governance and employment decisions]," MPRA Paper 10287, University Library of Munich, Germany.
• Paula Hernandez-Verme, 2004. "Inflation, growth and exchange rate regimes in small open economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(4), pages 839-856, November.
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• Ardia, David, 2002. "Tests d'arbitrage et surfaces de volatilité : analyse empirique sur données haute fréquence [Arbitrage tests and surface of implied volatility: An empirical analysis of high frequency data]," MPRA Paper 17415, University Library of Munich, Germany.
• Nabi, Mahmoud Sami & Rajhi, Taoufik, 2002. "Banking Efficiency and the Economic Transition Process," MPRA Paper 24496, University Library of Munich, Germany.
• Cifarelli, giulio, 2002. "The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory?," MPRA Paper 28538, University Library of Munich, Germany.
• Sandrine Lardic & Valérie Mignon, 2002. "Étude d’événements sur données intraquotidiennes françaises : les réactions des actionnaires aux annonces," Revue d'Économie Financière, Programme National Persée, vol. 66(2), pages 335-340.
• Bertrand Maillet & Thierry Michel, 2002. "Quelle était la gravité de la crise boursière de Septembre 2001 ? Construction d’un indice de crise et mise en perspective des dernières turbulences," Revue d'Économie Financière, Programme National Persée, vol. 67(3), pages 269-276.
• Bert Scholtens & Marélie Steensma, 2002. "Stocks and shocks," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 55(223), pages 347-361.
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• Bert Scholtens & Marélie Steensma, 2002. "Stocks and shocks," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 55(223), pages 347-361.
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• Miguel Balbina, 2002. "The Analysis of Seasonal Return Anomalies in the Portuguese Stock Market," Working Papers w200211, Banco de Portugal, Economics and Research Department.
• Dan Bernhardt & Ryan J. Davies, 2009. "Smart fund managers? Stupid money?," Canadian Journal of Economics, Canadian Economics Association, vol. 42(2), pages 719-748, May.
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• Marco Ottaviani & Francesco Squintani, 2002. "Non-Fully Strategic Information Transmission," Wallis Working Papers WP29, University of Rochester - Wallis Institute of Political Economy.
• Bruce Mizrach, 2002. "The Next Tick on Nasdaq: Does Level II Information Matter?," Departmental Working Papers 200202, Rutgers University, Department of Economics.
• Carsten Hahn & Christian Wulff, 2002. "The Market Reaction To Stock Splits–Evidence From Germany," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 54(3), pages 270-297, July.
• Itay Goldstein & Alexander Gümbel, 2002. "Manipulation, the allocational role of prices and production externalities," OFRC Working Papers Series 2002fe02, Oxford Financial Research Centre.
• Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini, 2003. "Asset Price Dynamics among Heterogeneous Interacting Agents," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 213-223, October.
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• Takshi Yamada & Kazuhiro Ueda & Takashi Okatsu, 2002. "Relationships between market sentiment and price dynamics in an artificial stock market," Computing in Economics and Finance 2002 263, Society for Computational Economics.
• Armin Shmilovici & Yael Alon-Brimer & Shmuel Hauser, 2003. "Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 273-284, October.
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• NUÑEZ, Laura, 2002. "An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange," Computing in Economics and Finance 2002 29, Society for Computational Economics.
• Andrew Hughes Hallett & Christian R. Richter, 2002. "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," The Economic and Social Review, Economic and Social Studies, vol. 33(3), pages 333-356.
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• Peter Winker and Manfred Gilli, 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2001 59, Society for Computational Economics.
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• Roger Koppl & Sorin Tuluca, 2002. "Daily Behavior Of Futures Returns: Evidence Form A New Computational Method," Computing in Economics and Finance 2002 342, Society for Computational Economics.
• J.S. Baixauli & S. Alvarez, 2002. "Testing abnormal performance in event studies with small samples," Computing in Economics and Finance 2002 35, Society for Computational Economics.
• Frank Westerhoff, 2003. "Heterogeneous traders and the Tobin tax," Journal of Evolutionary Economics, Springer, vol. 13(1), pages 53-70, February.
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• Chia-Hsuan Yeh, 2002. "The Influence of Representation in the GP-Based Artificial Double Auction Market: The Cases of GP with and without Automatically Defined Functions," Computing in Economics and Finance 2002 90, Society for Computational Economics.
• Thomas Kraus & Heinz Zimmermann, 2002. "Stock Option Listings:Information versus Liquidity Effects," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(I), pages 83-97, March.
• Martin Mandler, 2002. "Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(II), pages 165-189, June.
• Wolfgang Drobetz & Patrick Wegmann, 2002. "Mean Reversion on Global Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(III), pages 215-239, September.
• Wolfgang Drobetz & Susanne Stürmer & Heinz Zimmermann, 2002. "Conditional Asset Pricing in Emerging Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(IV), pages 507-526, December.
• Theodoro D. Cocca, 2002. "Transaktionskostentheoretische Betrachtung des Anlageverhaltens im Online-Handel und deren empirische Evidenz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(IV), pages 439-464, December.
• Ana Marr, 2002. "Studying Group Dynamics : An Alternative Analytical Framework for the Study of Microfinance Impacts on Poverty Reduction," Working Papers 121, Department of Economics, SOAS University of London, UK.
• Ana Marr, 2002. "Microfinance and Poverty Reduction: The problematic experience of Communal Banking in Peru," Working Papers 122, Department of Economics, SOAS University of London, UK.
• Yasushi Suzuki, 2002. "BANK RENTS AND UNCERTAINTY. A Legacy of the Subjectivists," Working Papers 123, Department of Economics, SOAS University of London, UK.
• Adham Chehab, 2002. "Market reaction to large bank merger announcements in oligopolies," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 26(1), pages 63-76, March.
• Eric Nowak & Alexandra Gropp, 2002. "Ist der Ablauf der Lock-up-Frist bei Neuemissionen ein kursrelevantes Ereignis? Eine empirische Analyse von Unternehmen des Neuen Marktes," Schmalenbach Journal of Business Research, Springer, vol. 54(1), pages 19-45, February.
• Franca Ruhwedel & Wolfgang Schultze, 2002. "Value Reporting: Theoretische Konzeption und Umsetzung bei den DAX 100-Unternehmen," Schmalenbach Journal of Business Research, Springer, vol. 54(7), pages 602-632, November.
• Gunther Capelle-Blancard & Séverine Vandelanoite, 2002. "Relations intrajournalières entre l'indice CAC 40 et les options sur indice : Quel est le marché préféré des investisseurs informés ?," Annals of Economics and Statistics, GENES, issue 66, pages 143-177.
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• Michael S. Haigh & Nikos K. Nomikos & David A. Bessler, 2004. "Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs," Southern Economic Journal, John Wiley & Sons, vol. 71(1), pages 145-162, July.
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• Nikolai Stoichev, 2002. "Information Noise in the Stock Market and Profitability of the Financial Asset," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 88-115.
• Orlin Todorov, 2002. "The Impact of Information Asymmetry on Financial Markets and Hypotheses for Rationing of Assets to Finance for the Small and Medium-Sized Enterprises," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 147-168.
• Nikolay Stoychev, 2002. "Financial assets: market behavior and profitability," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 68-92.
• Chris D'Souza, 2002. "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Staff Working Papers 02-16, Bank of Canada.
• Veronika Dolar & Césaire Meh, 2002. "Financial Structure and Economic Growth: A Non-Technical Survey," Staff Working Papers 02-24, Bank of Canada.
• Nicolas Audet & Toni Gravelle & Jing Yang, 2002. "Alternative Trading Systems: Does One Shoe Fit All?," Staff Working Papers 02-33, Bank of Canada.
• Chris D'Souza, 2002. "How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?," Staff Working Papers 02-34, Bank of Canada.
• Luis Eduardo Arango & Yanneth R. Betancourt, 2002. "A Signal Of Imperfect Portfolio Capital Adjustments From The Relationschip Between Yields Of Domestic And Foreign Colombian Debt," Borradores de Economia 1934, Banco de la Republica.
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• Benjamin Cohen & Hyun Song Shin, 2002. "Positive feedback trading under stress: evidence from the US Treasury securities market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 148-180, Bank for International Settlements.
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• Martin D. D. Evans, 2002. "FX Trading and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 57(6), pages 2405-2447, December.
• Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002. "Return-volatility linkages in the international equity and currency markets," Research Discussion Papers 9/2002, Bank of Finland.
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• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
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• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
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• J.-H. Steffi Yang & Satchell, S.E., 2002. "The Impact of Technical Analysis on Asset Price Dynamics," Cambridge Working Papers in Economics 0219, Faculty of Economics, University of Cambridge.
• Jorge M. Streb & Javier Bolzico & Pablo Druck & Alejandro Henke & José Rutman & Walter Sosa Escudero, 2002. "Bank Relationships: Effect on the Availability and Marginal Cost of Credit for Firms in Argentina," Research Department Publications 3140, Inter-American Development Bank, Research Department.
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• Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO.
• Marie-Claude BEAULIEU & Jean-Marie DUFOUR & Lynda KHALAF, 2002. "Testing Mean-Variance Efficiency In Capm With Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 17-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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• Matthew O. Jackson & Ilan Kremer, 2002. "On the Concentration of Allocations and Comparisons of Auctions in Large Economies," Microeconomics 0211004, University Library of Munich, Germany.
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• Luis Eduardo Arango & Yanneth R.Betancourth, 2002. "A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt," Borradores de Economia 216, Banco de la Republica de Colombia.
  • Luis Eduardo Arango & Yanneth R. Betancourt, 2002. "A Signal Of Imperfect Portfolio Capital Adjustments From The Relationschip Between Yields Of Domestic And Foreign Colombian Debt," Borradores de Economia 1934, Banco de la Republica.
• Ignacio Vélez-Pareja, 2002. "Costo de capital para empresas no transadas en bolsa," Proyecciones Financieras y Valoración 2207, Master Consultores.
• DURENARD, Eugene & VEREDAS, David, 2002. "Macro surprises and short-term behaviour in bond futures," LIDAM Discussion Papers CORE 2002037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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• Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January.
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• MODICA, Salvatore, 2002. "Asset trading with informed price makers," LIDAM Discussion Papers CORE 2002066, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Voth, Hans-Joachim, 2002. "Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period," CEPR Discussion Papers 3254, C.E.P.R. Discussion Papers.
• Biais, Bruno & Glosten, Larry & Spatt, Chester S, 2002. "The Microstructure of Stock Markets," CEPR Discussion Papers 3288, C.E.P.R. Discussion Papers.
• Luis Angel Medran & Xavier Vives, 2004. "Regulating Insider Trading When Investment Matters," Review of Finance, European Finance Association, vol. 8(2), pages 199-277.
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• DESGRANGES, Gabriel & FOUCAULT, Thierry, 2000. "Reputation-based pricing and price improvements in dealership markets," HEC Research Papers Series 716, HEC Paris, revised 01 Mar 2002.
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• Jenkinson, Tim & Jones, Howard, 2002. "Bids and Allocations in European IPO Bookbuilding," CEPR Discussion Papers 3644, C.E.P.R. Discussion Papers.
• Harald Hau, 2006. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," Journal of the European Economic Association, MIT Press, vol. 4(4), pages 862-890, June.
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• Hollifield, Burton & SandÃ¥s, Patrik & Miller, Robert A. & Slive, Joshua, 2002. "Liquidity Supply and Demand in Limit Order Markets," CEPR Discussion Papers 3676, C.E.P.R. Discussion Papers.
• Edmund H. Mantell, 2002. "A Stochastic Theory of Limit Order Transactions in Securities Markets," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 149-167, May.
• Edmund H. Mantell, 2002. "A Stochastic Theory of Limit Order Transactions in Securities Markets," CEMA Working Papers 89, China Economics and Management Academy, Central University of Finance and Economics.
• Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter.
  • Robert J. Shiller, 2002. "From Efficient Market Theory to Behavioral Finance," Cowles Foundation Discussion Papers 1385, Cowles Foundation for Research in Economics, Yale University.
• Jeeman Jung & Robert J. Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," NBER Working Papers 9348, National Bureau of Economic Research, Inc.
  • Jeeman Jung & Robert J. Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," Cowles Foundation Discussion Papers 1386, Cowles Foundation for Research in Economics, Yale University.
  • Jeeman Jung & Robert Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," Yale School of Management Working Papers ysm315, Yale School of Management, revised 01 Nov 2003.
• Miloslav Vošvrda & Lukáš Vácha, 2002. "Heterogeneous Agent Model And Numerical Analysis Of Learning," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 9(17).
• Pierre-Xavier Meschi & Jérôme Hubler, 2002. "Alliances internationales, accumulation d'expérience et création de valeur pour les actionnaires:le cas des coentreprises sino-françaises," Revue Finance Contrôle Stratégie, revues.org, vol. 5(3), pages 169-194, September.
• Chau, Minh, 2002. "A Dynamic equilibrium with small fixed transactions costs," ESSEC Working Papers DR 02025, ESSEC Research Center, ESSEC Business School.
• Jean-Paul Decamps & Stefano Lovo, 2002. "Risk Aversion and Herd Behavior in Financial Markets," Working Papers hal-00593657, HAL.
  • LOVO, Stefano & DECAMPS, Jean-Paul, 2002. "Risk aversion and herd behavior in financial markets," HEC Research Papers Series 758, HEC Paris.
  • Décamps, Jean-Paul & Lovo, Stefano, 2003. "Risk Aversion and Herd Behavior in Financial Markets," IDEI Working Papers 246, Institut d'Économie Industrielle (IDEI), Toulouse.
• Manganelli, Simone, 2005. "Duration, volume and volatility impact of trades," Journal of Financial Markets, Elsevier, vol. 8(4), pages 377-399, November.
  • Manganelli, Simone, 2002. "Duration, volume and volatility impact of trades," Working Paper Series 125, European Central Bank.

2001

• Raymond Fisman, 2001. "Estimating the Value of Political Connections," American Economic Review, American Economic Association, vol. 91(4), pages 1095-1102, September.
• Westerhoff, Frank H., 2003. "Expectations driven distortions in the foreign exchange market," Journal of Economic Behavior & Organization, Elsevier, vol. 51(3), pages 389-412, July.
  • Frank H. Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," Computing in Economics and Finance 2001 48, Society for Computational Economics.
  • Frank Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," CeNDEF Workshop Papers, January 2001 1A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Alberto Zazzaro, 2002. "The Allocation of Entrepreneurial Talent under Imperfect Lending Decisions," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 303-330.
  • Alberto ZAZZARO, 2001. "The Allocation of Entrepreneurial Talent under Imeperfect Lending Decisions," Working Papers 157, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2003. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(1), pages 19-43.
  • Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series 30, Central Bank of Brazil, Research Department.
• Grande, Giuseppe & Ventura, Luigi, 2002. "Labor income and risky assets under market incompleteness: Evidence from Italian data," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 597-620, March.
  • Giuseppe Grande & Luigi Ventura, 2001. "Labor Income and Risky Assets under Market Incompleteness: Evidence from Italian Data," Temi di discussione (Economic working papers) 399, Bank of Italy, Economic Research and International Relations Area.
• Rockinger, Michael & Urga, Giovanni, 2001. "A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 73-84, January.
  • Michael Rockinger & Giovanni Urga, 1998. "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," Working Papers hal-00601498, HAL.
  • Rockinger, Michael & Urga, Giovanni, 2000. "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," CEPR Discussion Papers 2346, C.E.P.R. Discussion Papers.
  • Michael, ROCKINGER & Giovanni, URGA, 1998. "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," HEC Research Papers Series 635, HEC Paris.
• Antonio Scalia & Valerio Vacca, 2001. "Does market transparency matter? A case study," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 113-144, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? A Case Study," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-27, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? a Case Study," Temi di discussione (Economic working papers) 359, Bank of Italy, Economic Research and International Relations Area.
  • Vacca, V. & Scalia, A., 1999. "Does Market Transparency Matter? A Case Study," Papers 359, Banca Italia - Servizio di Studi.
• Haibin Zhu, 2001. "Bank runs without self-fulfilling prophecies," BIS Working Papers 106, Bank for International Settlements.
• Jacob Gyntelberg & Alicia Garcia Herrero & Andrea Tesei, 2008. "The Asian crisis: what did local stock markets expect?," BIS Working Papers 261, Bank for International Settlements.
  • Alicia Garcia-Herrero & Jacob Gyntelberg & Andrea Tesei, 2009. "The Asian crisis: what did local stock markets expect?," Working Papers 0902, BBVA Bank, Economic Research Department.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010. "Private information, stock markets, and exchange rates," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 186-210, Bank for International Settlements.
  • Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," Working Papers 2009-07, Monetary Policy Group, Bank of Thailand.
  • Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers 271, Bank for International Settlements.
• Claudio Borio, 2010. "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo Group, vol. 56(1), pages 70-95, March.
  • Claudio Borio, 2009. "Ten propositions about liquidity crises," BIS Working Papers 293, Bank for International Settlements.
• Reint Gropp & Anthony J. Richards, 2001. "Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can we Infer About Private Sector Monitoring of Bank Soundness?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(3), pages 373-398, November.
  • Richards, Anthony J. & Gropp, Reint, 2001. "Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?," Working Paper Series 76, European Central Bank.
• Pierre Chollet & Edith Ginglinger, 2001. "The Pricing of French Unit Seasoned Equity Offerings," European Financial Management, European Financial Management Association, vol. 7(1), pages 23-38, March.
  • Edith Ginglinger & Pierre Chollet, 2001. "The pricing of French unit seasoned equity offerings," Post-Print halshs-00138291, HAL.
• Andreas Szczutkowski, 2001. "Strategic Information Acquisition in Capital Markets," The Japanese Economic Review, Japanese Economic Association, vol. 52(3), pages 316-327, September.
• Sudipto Bhattacharya & Giovanna Nicodano, 2001. "Insider Trading, Investment, and Liquidity: A Welfare Analysis," Journal of Finance, American Finance Association, vol. 56(3), pages 1141-1156, June.
  • Giovanna Nicodano & Sudipto Bhattacharya, 1999. "Insider Trading, Investment and Liquidity: A Welfare Analysis," FMG Discussion Papers dp334, Financial Markets Group.
  • Bhattacharya, Sudipto & Nicodano, Giovanna, 1999. "Insider trading, investment and liquidity: a welfare analysis," LSE Research Online Documents on Economics 119114, London School of Economics and Political Science, LSE Library.
• David Hirshleifer, 2001. "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, vol. 56(4), pages 1533-1597, August.
  • Hirshleifer, David, 2001. "Investor Psychology and Asset Pricing," MPRA Paper 5300, University Library of Munich, Germany.
• Frank Heflin & Kenneth W. Shaw, 2001. "Adverse Selection, Inventory‐Holding Costs, And Depth," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(1), pages 65-82, March.
• Dilip Kumar Patro, 2001. "Market Segmentation And International Asset Prices: Evidence From The Listing Of World Equity Benchmark Shares," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(1), pages 83-98, March.
• Aigbe Akhigbe & Jeff Madura & Carol Spencer, 2001. "Financing Decisions And Signaling By Partially Acquired Firms," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(1), pages 99-118, March.
• Noldeke, Georg & Troger, Thomas, 2001. "Existence of linear equilibria in the Kyle model with multiple informed traders," Economics Letters, Elsevier, vol. 72(2), pages 159-164, August.
  • Georg Nöldeke & Thomas Tröger, 2001. "Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders," Bonn Econ Discussion Papers bgse1_2001, University of Bonn, Germany.
• Daniel Goyeau & Alain Sauviat & Amine Tarazi, 2001. "Marché financier et évaluation du risque bancaire. Les agences de notation contribuent-elles à améliorer la discipline de marché ?," Revue Économique, Programme National Persée, vol. 52(2), pages 265-283.
  • Daniel Goyeau & Alain Sauviat & Amine Tarazi, 2001. "Marché financier et évaluation du risque bancaire. Les agences de notation contribuent-elles à améliorer la discipline de marché ?," Revue économique, Presses de Sciences-Po, vol. 52(2), pages 265-283.
• Thomas Serval, 2001. "Lorsque les réseaux d'information deviendront des bourses," Revue économique, Presses de Sciences-Po, vol. 52(7), pages 249-265.
• Georges Prat, 2001. "Une analyse des primes de risque ex-ante des actions suivant l'horizon de placement," Revue d'économie politique, Dalloz, vol. 111(2), pages 291-329.
• Bing NMI1 Han & Mark Grinblatt, 2001. "The Disposition Effect and Momentum," Yale School of Management Working Papers ysm239, Yale School of Management.
  • Mark Grinblatt & Bing Han, 2002. "The Disposition Effect and Momentum," NBER Working Papers 8734, National Bureau of Economic Research, Inc.
  • Grinblatt, Mark & Han, Bing, 2003. "The Disposition Effect and Momentum," Working Paper Series 2004-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Grinblatt, Mark & Han, Bing, 2001. "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management qt6qg5d62p, Anderson Graduate School of Management, UCLA.
• Craig A. Depken, 2001. "Good News, Bad News and Garch Effects in Stock Return Data," Journal of Applied Economics, Taylor & Francis Journals, vol. 4(2), pages 313-327, November.
  • Craig A. Depken II, 2001. "Good News, Bad News And Garch Effects In Stock Return Data," Journal of Applied Economics, Universidad del CEMA, vol. 4, pages 313-327, November.
• Richard Podpiera, 2001. "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," Finance 0106002, University Library of Munich, Germany.
  • Richard Podpiera, 2001. "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," CERGE-EI Working Papers wp173, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Block, Steven A. & Vaaler, Paul M., 2004. "The price of democracy: sovereign risk ratings, bond spreads and political business cycles in developing countries," Journal of International Money and Finance, Elsevier, vol. 23(6), pages 917-946, October.
  • Steven A. Block & Paul M. Vaaler, 2001. "The Price of Democracy: Sovereign Risk Ratings, Bond Spreads and Political Business Cycles in Developing Countries," CID Working Papers 82, Center for International Development at Harvard University.
• Jérôme Sgard, 2001. "Direct Foreign Investments and Productivity Growth in Hungarian Firms, 1992-1999," Working Papers 2001-19, CEPII research center.
• Pavel Bouc & Martin Cincibuch, 2004. "An Interpretation of Czech FX Options," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(7-8), pages 286-304, July.
  • Martin Cincibuch & Pavel Bouc, 2001. "Interpretation of Czech FX Options," Archive of Monetary Policy Division Working Papers 2001/36, Czech National Bank.
• Castro Carlos Alberto, 2001. "Eficiencia-X en el sector bancario colombiano," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, September.
  • Carlos Alberto CASTRO, 2004. "Eficiencia -X en el sector bancario colombiano," Archivos de Economía 2439, Departamento Nacional de Planeación.
• Boyer, Robert, 2001. "La "nouvelle économie" au futur antérieur : histoire, théories, géographie," CEPREMAP Working Papers (Couverture Orange) 0113, CEPREMAP.
• Cumby, Robert E. & Pastine, Tuvana, 2001. "Emerging market debt: measuring credit quality and examining relative pricing," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 591-609, October.
  • Tuvana Pastine & Robert E. Cumby, 2000. "Emerging Market Debt : Measuring Credit Quality and Examining Relative Pricing," Working Papers 0010, Department of Economics, Bilkent University.
  • Cumby, Robert & Pastine, Tuvana, 2001. "Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing," CEPR Discussion Papers 2866, C.E.P.R. Discussion Papers.
• Vitale, Paolo, 2001. "Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability," CEPR Discussion Papers 2886, C.E.P.R. Discussion Papers.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
  • FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001. "Limit order book as a market for liquidity," HEC Research Papers Series 728, HEC Paris.
  • Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2001. "Limit Order Book as a Market for Liquidity," CEPR Discussion Papers 2889, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2011. "Limit Order Book as a Market for Liquidity," Working Papers hal-00597190, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print hal-00459785, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print halshs-00005043, HAL.
• Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners Trading and Price Effects Across Firms," CEPR Discussion Papers 3033, C.E.P.R. Discussion Papers.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 80, European Central Bank.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers.
• Payne, Richard & Vitale, Paolo, 2003. "A transaction level study of the effects of central bank intervention on exchange rates," Journal of International Economics, Elsevier, vol. 61(2), pages 331-352, December.
  • Richard Payne, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates," FMG Discussion Papers dp355, Financial Markets Group.
  • Vitale, Paolo & Payne, Richard, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates," CEPR Discussion Papers 3085, C.E.P.R. Discussion Papers.
• LUBRANO, Michel, 1998. "Smooth transition GARCH models: a Bayesian perspective," LIDAM Discussion Papers CORE 1998066, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Michel LUBRANO, 2001. "Smooth Transition Garch Models : a Baysian Perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2001032, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Lubrano, M., 1999. "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M. 99a49, Universite Aix-Marseille III.
• Henriette Prast & Marc de Vor, 2001. "Investor reactions to news: an analysis of the euro-dollar exchange rate," MEB Series (discontinued) 2001-6, Netherlands Central Bank, Monetary and Economic Policy Department.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
  • Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2001. "Limit Order Book as a Market for Liquidity," CEPR Discussion Papers 2889, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2011. "Limit Order Book as a Market for Liquidity," Working Papers hal-00597190, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print hal-00459785, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  • FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001. "Limit order book as a market for liquidity," HEC Research Papers Series 728, HEC Paris.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print halshs-00005043, HAL.
• LESHCHINSKII, Dima, 2001. "Does it pay to voluntarily disclose private information?," HEC Research Papers Series 734, HEC Paris.
• LOVO, Stefano M. & CALCAGNO, R., 2001. "Market efficiency and Price Formation when Dealers are Asymmetrically Informed," HEC Research Papers Series 737, HEC Paris.
• Reint Gropp & Anthony J. Richards, 2001. "Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can we Infer About Private Sector Monitoring of Bank Soundness?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(3), pages 373-398, November.
  • Richards, Anthony J. & Gropp, Reint, 2001. "Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?," Working Paper Series 76, European Central Bank.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 80, European Central Bank.
• Alberto Abadie & Javier Gardeazabal, 2001. "The Economic Costs of Conflict: A Case-Control Study for the Basque Country," NBER Working Papers 8478, National Bureau of Economic Research, Inc.
  • Abadie, Alberto & Gardeazabal, Javier, 2001. "The Economic Costs of Conflict: A Case-Control Study for the Basque Country," Working Paper Series rwp01-048, Harvard University, John F. Kennedy School of Government.
• Isakov, Dusan & Perignon, Christophe, 2001. "Evolution of market uncertainty around earnings announcements," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1769-1788, September.
  • Isakov, D. & Perignon, C., 1999. "Evolution of Market Uncertainty around Earnings Announcements," Papers 99.12, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  • Dušan Isakov & Christophe Pérignon, 2000. "Evolution of Market Uncertainty around Earnings Announcements," FAME Research Paper Series rp15, International Center for Financial Asset Management and Engineering.
• Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2001. "Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices," Journal of Financial Economics, Elsevier, vol. 61(3), pages 345-381, September.
  • Joseph Chen & Harrison Hong & Jeremy C. Stein, 2000. "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices," NBER Working Papers 7687, National Bureau of Economic Research, Inc.
• Cumby, Robert E. & Pastine, Tuvana, 2001. "Emerging market debt: measuring credit quality and examining relative pricing," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 591-609, October.
  • Tuvana Pastine & Robert E. Cumby, 2000. "Emerging Market Debt : Measuring Credit Quality and Examining Relative Pricing," Working Papers 0010, Department of Economics, Bilkent University.
  • Cumby, Robert & Pastine, Tuvana, 2001. "Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing," CEPR Discussion Papers 2866, C.E.P.R. Discussion Papers.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 80, European Central Bank.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers.
• Vitale, Paolo, 2001. "Foreign exchange intervention and macroeconomic stability," LSE Research Online Documents on Economics 25039, London School of Economics and Political Science, LSE Library.
• Menkveld, A.J., 2001. "Splitting Orders in Fragmented Markets; evidence from cross-listed stocks," Econometric Institute Research Papers EI 2001-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Marquering, Wessel & Verbeek, Marno, 2004. "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 407-429, June.
  • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven ces0020, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Marquering, W.A. & Verbeek, M.J.C.M., 2001. "The Economic Value of Predicting Stock Index Returns and Volatility," ERIM Report Series Research in Management ERS-2001-75-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven 501075, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Marquering, W. & Verbeek, M.J.C.M., 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper 2000-78, Tilburg University, Center for Economic Research.
• Murinde V. & Poshakwala S., 2001. "Volatility in the Emerging Stock Markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 73-102, July - De.
• Richard Podpiera, 2001. "Interactions between Markets and Dually Listed Stocks: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 51(3), pages 166-181, March.
• Jan Hanousek & Richard Podpiera, 2001. "How Widespread Is Informed Trading on the Czech Financial Market?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 51(7), pages 405-416, July.
• Michael J. Fleming, 2001. "Financial market implications of the federal debt paydown," Staff Reports 120, Federal Reserve Bank of New York.
• Michael J. Fleming, 2003. "Measuring treasury market liquidity," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 83-108.
  • Michael J. Fleming, 2001. "Measuring treasury market liquidity," Staff Reports 133, Federal Reserve Bank of New York.
• Payne, Richard & Vitale, Paolo, 2003. "A transaction level study of the effects of central bank intervention on exchange rates," Journal of International Economics, Elsevier, vol. 61(2), pages 331-352, December.
  • Vitale, Paolo & Payne, Richard, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates," CEPR Discussion Papers 3085, C.E.P.R. Discussion Papers.
  • Richard Payne, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates," FMG Discussion Papers dp355, Financial Markets Group.
• Jan Krahnen & Martin Weber, 2001. "Marketmaking in the Laboratory: Does Competition Matter?," Experimental Economics, Springer;Economic Science Association, vol. 4(1), pages 55-85, June.
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• Campart, S. & Pfister, E., 2001. "Innovation et marche financiers: l'impact des avancees therapeutiques sur les rentabilites boursieres des firmes," Papiers d'Economie Mathématique et Applications 2001.28, Université Panthéon-Sorbonne (Paris 1).
• Peng Sun & Charles Sutcliffe, 2003. "Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(8), pages 773-797, August.
  • Sun, P. & Sutcliffe, C., 2001. "Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options," Papers 01-177, University of Southampton - Department of Accounting and Management Science.
• Nouriel Roubini, 1988. "Current Account and Budget Deficits in an Intertemporal Model of Consumption and Taxation Smoothing. A Solution to the "Feldstein-Horioka Puzzle"?," NBER Working Papers 2773, National Bureau of Economic Research, Inc.
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• Neumann, Robert & Voetmann, Torben, 2001. "CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange," Working Papers 1999-10, Copenhagen Business School, Department of Finance.
• Voetmann, Torben, 2001. "Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange," Working Papers 2000-6, Copenhagen Business School, Department of Finance.
• Bechmann, Ken L., 2001. "Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls," Working Papers 2001-7, Copenhagen Business School, Department of Finance.
• Graflund, Andreas, 2001. "Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998," Working Papers 2001:8, Lund University, Department of Economics.
• Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series 1, Institute for Financial Research.
• Massa, Massimo & Simonov, Andrei, 2003. "Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market," Journal of Financial Markets, Elsevier, vol. 6(2), pages 99-141, April.
  • Massa, Massimo & Simonov, Andrei, 2001. "Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market," SIFR Research Report Series 5, Institute for Financial Research.
• Kurt Brannas & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 537-541.
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  • Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
• Kurt Brannas & Niklas Nordman, 2003. "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 725-728.
  • Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies 562, Umeå University, Department of Economics.
• Dupont, Dominique Y., 2001. "Extracting Risk-Neutral Probability Distributions from Option Prices Using Trading Volume as a Filter," Economics Series 104, Institute for Advanced Studies.
• Shiratsuka, Shigenori, 2001. "Information Content of Implied Probability Distributions: Empirical Studies of Japanese Stock Price Index Options," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(3), pages 143-170, November.
• De Broeck, Mark & Slok, Torsten, 2006. "Interpreting real exchange rate movements in transition countries," Journal of International Economics, Elsevier, vol. 68(2), pages 368-383, March.
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• María Jesús Pastor & Juan Francisco Martín, 2001. "Efectos A Largo Plazo De Las Ampliaciones De Capital En El Mercado Español," Working Papers. Serie EC 2001-26, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Jan Krahnen & Martin Weber, 2001. "Marketmaking in the Laboratory: Does Competition Matter?," Experimental Economics, Springer;Economic Science Association, vol. 4(1), pages 55-85, June.
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• Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, vol. 5(4), pages 419-450, October.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning About Liquidity," FMG Discussion Papers dp356, Financial Markets Group.
  • Hong, Harrison & Rady, Sven, 2001. "Strategic Trading and Learning about Liquidity," Discussion Papers in Economics 15, University of Munich, Department of Economics.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers 1351, Econometric Society.
  • Rady, Sven & Hong, Harrison G, 2000. "Strategic Trading And Learning About Liquidity," CEPR Discussion Papers 2416, C.E.P.R. Discussion Papers.
  • Hong, Harrison & Rady, Sven, 2000. "Strategic trading and learning about liquidity," LSE Research Online Documents on Economics 119102, London School of Economics and Political Science, LSE Library.
• Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk, 2001. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Multinational Finance Journal, Multinational Finance Journal, vol. 5(1), pages 59-86, March.
• Jussi Nikkinen & Petri Sahlstrom, 2001. "Impact of Scheduled U.S. Macroeconomic News on Stock Market Uncertainty: A Multinational Perspecive," Multinational Finance Journal, Multinational Finance Journal, vol. 5(2), pages 129-148, June.
• Adam Steen & Petko Kalev & Keith Turpie, 2001. "The Short-Run Performance of IPOs of Privately Owned and Publicly Owned Firms: A Note from Australia," Multinational Finance Journal, Multinational Finance Journal, vol. 5(2), pages 149-154, June.
• Noldeke, Georg & Troger, Thomas, 2001. "Existence of linear equilibria in the Kyle model with multiple informed traders," Economics Letters, Elsevier, vol. 72(2), pages 159-164, August.
  • Nöldeke, Georg & Tröger, Thomas, 2001. "Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders," Bonn Econ Discussion Papers 1/2001, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Hirshleifer, David & Luo, Guo Ying, 2001. "On the survival of overconfident traders in a competitive securities market," Journal of Financial Markets, Elsevier, vol. 4(1), pages 73-84, January.
  • Hirshleifer, David & Luo, Guo Ying, 2000. "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper 15347, University Library of Munich, Germany.
• Bester, Helmut & Ritzberger, Klaus, 2001. "Strategic pricing, signalling, and costly information acquisition," International Journal of Industrial Organization, Elsevier, vol. 19(9), pages 1347-1361, November.
  • Helmut Bester & Klaus Ritzberger, "undated". "Strategic Pricing, Signalling, and Costly Information Acquisition," Papers 008, Departmental Working Papers.
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• Zvi Eckstein & Andrew Rose, 2001. "International Seminar on Macroeconomics 2000," NBER Books, National Bureau of Economic Research, Inc, number ecks01-1, June.
• Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 2001. "Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors?," NBER Working Papers 8073, National Bureau of Economic Research, Inc.
• Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2002. "Breadth of ownership and stock returns," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 171-205.
  • Joseph Chen & Harrison Hong & Jeremy C. Stein, 2001. "Breadth of Ownership and Stock Returns," NBER Working Papers 8151, National Bureau of Economic Research, Inc.
• Tuomo Vuolteenaho, 2001. "What Drives Firm-Level Stock Returns?," NBER Working Papers 8240, National Bureau of Economic Research, Inc.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Value Spread," Journal of Finance, American Finance Association, vol. 58(2), pages 609-641, April.
  • Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2001. "The Value Spread," NBER Working Papers 8242, National Bureau of Economic Research, Inc.
• Louis K.C. Chan & Jason Karceski & Josef Lakonishok, 2001. "The Level and Persistence of Growth Rates," NBER Working Papers 8282, National Bureau of Economic Research, Inc.
• Owen A. Lamont & Richard H. Thaler, 2003. "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs," Journal of Political Economy, University of Chicago Press, vol. 111(2), pages 227-268, April.
  • Owen A. Lamont & Richard H. Thaler, "undated". "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs," CRSP working papers 528, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  • Owen A. Lamont & Richard H. Thaler, 2001. "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs," NBER Working Papers 8302, National Bureau of Economic Research, Inc.
• Konan Chan & Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 2001. "Earnings Quality and Stock Returns," NBER Working Papers 8308, National Bureau of Economic Research, Inc.
• William Schwert, G., 2002. "Stock volatility in the new millennium: how wacky is Nasdaq?," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 3-26, January.
  • G. William Schwert, 2001. "Stock Volatility in the New Millennium: How Wacky Is Nasdaq?," NBER Working Papers 8436, National Bureau of Economic Research, Inc.
• Abadie, Alberto & Gardeazabal, Javier, 2001. "The Economic Costs of Conflict: A Case-Control Study for the Basque Country," Working Paper Series rwp01-048, Harvard University, John F. Kennedy School of Government.
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• Jones, Charles M. & Lamont, Owen A., 2002. "Short-sale constraints and stock returns," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 207-239.
  • Charles M. Jones & Owen A. Lamont, 2001. "Short Sale Constraints and Stock Returns," NBER Working Papers 8494, National Bureau of Economic Research, Inc.
• Paul A. Gompers & Josh Lerner, 2003. "The Really Long‐Run Performance of Initial Public Offerings: The Pre‐Nasdaq Evidence," Journal of Finance, American Finance Association, vol. 58(4), pages 1355-1392, August.
  • Paul A. Gompers & Josh Lerner, 2001. "The Really Long-Run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence," NBER Working Papers 8505, National Bureau of Economic Research, Inc.
• Andrew W. Lo & Dmitry V. Repin, 2001. "The Psychophysiology of Real-Time Financial Risk Processing," NBER Working Papers 8508, National Bureau of Economic Research, Inc.
• Robert C. Apfel & John E. Parsons & G. William Schwert & Geoffrey S. Stewart, 2001. "Short Sales, Damages and Class Certification in 10b-5 Actions," NBER Working Papers 8618, National Bureau of Economic Research, Inc.
• Severin Borenstein & James Bushnell & Christopher R. Knittel & Catherine Wolfram, 2001. "Trading Inefficiencies in California's Electricity Markets," NBER Working Papers 8620, National Bureau of Economic Research, Inc.
• John R. M. Hand, 2001. "The Role of Book Income, Web Traffic, and Supply and Demand in the Pricing of U.S. Internet Stocks," Review of Finance, European Finance Association, vol. 5(3), pages 295-317.
• Martien Lubberink & Carel Huijgen, 2001. "A Wealth-Based Explanation for Earnings Conservatism," Review of Finance, European Finance Association, vol. 5(3), pages 323-349.
• Alexander Guembel, 2001. "Emerging Markets and Entry by Actively Managed Funds," Economics Series Working Papers 2001-FE-12, University of Oxford, Department of Economics.
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• Augusto Castillo R., 2001. "Long-Run Performance Of Stock Returns Following Junk Bond Offerings," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 4(1), pages 95-129.
• Bacha, Obiyathulla I. & Abdullah, Mimi H., 2001. "Halal Stock Designation and Impact on Price and Trading Volume," MPRA Paper 12728, University Library of Munich, Germany, revised Feb 2001.
• Changyun Wang, 2003. "The behavior and performance of major types of futures traders," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(1), pages 1-31, January.
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• Changyun Wang, 2002. "The effect of net positions by type of trader on volatility in foreign currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(5), pages 427-450, May.
  • Wang, Changyun, 2001. "The effect of net positions by type of trader on volatility in foreign currency futures markets," MPRA Paper 36428, University Library of Munich, Germany, revised Nov 2001.
• David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66, March.
  • Hirshleifer, David & Teoh, Siew Hong, 2001. "Herd Behavior and Cascading in Capital Markets: A Review and Synthesis," MPRA Paper 5186, University Library of Munich, Germany.
• David Hirshleifer, 2001. "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, vol. 56(4), pages 1533-1597, August.
  • Hirshleifer, David, 2001. "Investor Psychology and Asset Pricing," MPRA Paper 5300, University Library of Munich, Germany.
• Valérie Revest, 2001. "Le Nouveau Marché : la construction d'une identité," Revue d'Économie Financière, Programme National Persée, vol. 61(1), pages 193-202.
• Francesco Giavazzi & Alberto Giovannini, 2001. "Un système financier plus efficient pour obtenir de meilleures performances économiques : une tentative d'identification des priorités," Revue d'Économie Financière, Programme National Persée, vol. 62(2), pages 79-91.
• Francesco Giavazzi & Alberto Giovannini, 2001. "A More Efficient Financial System for Improved Economic Performance : An Attempt at Identifying the Priorities," Revue d'Économie Financière, Programme National Persée, vol. 62(2), pages 71-81.
• Daniel Goyeau & Alain Sauviat & Amine Tarazi, 2001. "Marché financier et évaluation du risque bancaire. Les agences de notation contribuent-elles à améliorer la discipline de marché ?," Revue économique, Presses de Sciences-Po, vol. 52(2), pages 265-283.
  • Daniel Goyeau & Alain Sauviat & Amine Tarazi, 2001. "Marché financier et évaluation du risque bancaire. Les agences de notation contribuent-elles à améliorer la discipline de marché ?," Revue Économique, Programme National Persée, vol. 52(2), pages 265-283.
• Chakravarty, Sugato & Sarkar, Asani, 2001. "A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market," Purdue University Economics Working Papers 1148, Purdue University, Department of Economics.
• Medrano, Luis Angel & Vives, Xavier, 2001. "Strategic Behavior and Price Discovery," RAND Journal of Economics, The RAND Corporation, vol. 32(2), pages 221-248, Summer.
  • Medrano, Luis Angel & Vives, Xavier, 1997. "Strategic Behaviour and Price Discovery," CEPR Discussion Papers 1768, C.E.P.R. Discussion Papers.
  • Luis A. Medrano & Xavier Vives, 1997. "Strategic behavior and price discovery," Economics Working Papers 238, Department of Economics and Business, Universitat Pompeu Fabra.
  • Luis Angel Medrano & Xavier Vives, 1998. "Strategic Behavior and Price Discovery," Harvard Institute of Economic Research Working Papers 1825, Harvard - Institute of Economic Research.
• Asmara Jamaleh, 2001. "Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio," Rivista di Politica Economica, SIPI Spa, vol. 91(2), pages 79-132, February.
• Thorsten Freihube & Erik Theissen, 2001. "An Index Is An Index Is An Index?," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 53(4), pages 295-320, October.
• Goldbaum, David, 2005. "Market efficiency and learning in an endogenously unstable environment," Journal of Economic Dynamics and Control, Elsevier, vol. 29(5), pages 953-978, May.
  • David Goldbaum, 2001. "Market Efficiency and Learning in an Endogenously Unstable Environment," Computing in Economics and Finance 2001 105, Society for Computational Economics.
• Blake LeBaron, 2001. "Volatility," Computing in Economics and Finance 2001 108, Society for Computational Economics.
• Doyne Farmer, John Geanakoplos, and Paul Melby, 2001. "Market making, price formation, and technical trading," Computing in Economics and Finance 2001 111, Society for Computational Economics.
• JP Marney, Colin Fyfe, Heather Tarbert, David Miller, 2001. "Risk Adjusted Returns to Technical Trading Rules: a Genetic Programming Approach," Computing in Economics and Finance 2001 147, Society for Computational Economics.
• Shu-Heng Chen and Chung-Chih Liao, 2001. "Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets," Computing in Economics and Finance 2001 165, Society for Computational Economics.
• Westerhoff, Frank H., 2003. "Expectations driven distortions in the foreign exchange market," Journal of Economic Behavior & Organization, Elsevier, vol. 51(3), pages 389-412, July.
  • Frank Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," CeNDEF Workshop Papers, January 2001 1A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Frank H. Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," Computing in Economics and Finance 2001 48, Society for Computational Economics.
• Luo, Guo Ying, 2003. "Evolution, efficiency and noise traders in a one-sided auction market," Journal of Financial Markets, Elsevier, vol. 6(2), pages 163-197, April.
  • Guo Ying (Rosemary) Luo, 2001. "Evolution, Efficiency and Noise Traders in a One-Sided Auction Market," Computing in Economics and Finance 2001 49, Society for Computational Economics.
• Chia-Hsuan Yeh, Shu-Heng Chen, 2001. "The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming," Computing in Economics and Finance 2001 74, Society for Computational Economics.
• Nicolas Boccard & Riccardo Calcagno, 2001. "Asymmetries of Information in Electronic Systems," CSEF Working Papers 63, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Jean-Philippe Bouchaud & Andrew Matacz & Marc Potters, 2001. "The leverage effect in financial markets: retarded volatility and market panic," Science & Finance (CFM) working paper archive 0101120, Science & Finance, Capital Fund Management.
• Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters, 2001. "Introducing Variety in Risk Management," Papers cond-mat/0107208, arXiv.org.
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• Marc Potters & Jean-Philippe Bouchaud, 2001. "More stylized facts of financial markets: leverage effect and downside correlations," Science & Finance (CFM) working paper archive 29960, Science & Finance, Capital Fund Management.
• Donaldson, R.G. & Kamstra, M., 2001. "Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff," Discussion Papers dp01-1, Department of Economics, Simon Fraser University.
• Jérôme Sgard, 2001. "Direct Foreign Investments and Productivity Growth in Hungarian Firms, 1992-1999," Sciences Po publications 2001-19, Sciences Po.
• Sophie Robé & Reinhold Kosfeld, 2001. "Testing for nonlinearities in German bank stock returns," Empirical Economics, Springer, vol. 26(3), pages 581-597.
• Ole E. Barndorff-Nielsen & Karsten Prause, 2001. "Apparent scaling," Finance and Stochastics, Springer, vol. 5(1), pages 103-113.
• Wolfgang Gerke & Horst Bienert & Christine Syha, 2001. "Auswirkungen des Orderbuchprivilegs an einer experimentellen Aktienbörse," Schmalenbach Journal of Business Research, Springer, vol. 53(3), pages 188-215, May.
• Erik Dohlman, 2001. "A new look at the impact of U.S. import barriers on corporate profit expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(4), pages 666-689, December.
• Craig A. Depken II, 2001. "Good News, Bad News And Garch Effects In Stock Return Data," Journal of Applied Economics, Universidad del CEMA, vol. 4, pages 313-327, November.
  • Craig A. Depken, 2001. "Good News, Bad News and Garch Effects in Stock Return Data," Journal of Applied Economics, Taylor & Francis Journals, vol. 4(2), pages 313-327, November.
• Bert Menkveld, 2001. "Splitting Orders in Fragmented Markets," Tinbergen Institute Discussion Papers 01-059/2, Tinbergen Institute.
• Peter‐Jan Engelen & Rezaul Kabir, 2006. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7‐8), pages 1142-1167, September.
  • Engelen, P.J. & Kabir, M.R., 2001. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Other publications TiSEM 28eafb93-739c-4826-a624-d, Tilburg University, School of Economics and Management.
  • Engelen, P.J. & Kabir, M.R., 2001. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Discussion Paper 2001-92, Tilburg University, Center for Economic Research.
• Peter‐Jan Engelen & Rezaul Kabir, 2006. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7‐8), pages 1142-1167, September.
  • Engelen, P.J. & Kabir, M.R., 2001. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Discussion Paper 2001-92, Tilburg University, Center for Economic Research.
  • Engelen, P.J. & Kabir, M.R., 2001. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Other publications TiSEM 28eafb93-739c-4826-a624-d, Tilburg University, School of Economics and Management.
• Jose Tavares & Rossen Valkanov, 2001. "The neglected effect of fiscal policy on stock and bond returns," Nova SBE Working Paper Series wp413, Universidade Nova de Lisboa, Nova School of Business and Economics.
• Hans Joachim Voth, 2001. "Inflation, political instability and stockmarket volatility in interwar Germany," Economics Working Papers 535, Department of Economics and Business, Universitat Pompeu Fabra.
• Giovanni Cespa, 2004. "A Comparison of Stock Market Mechanisms," RAND Journal of Economics, The RAND Corporation, vol. 35(4), pages 803-824, Winter.
  • Giovanni Cespa, 2001. "A comparison of stock market mechanisms," Economics Working Papers 545, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2003.
  • Giovanni Cespa, 2003. "A Comparison of Stock Market Mechanism," CSEF Working Papers 94, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Giovanni Cespa, 2015. "A comparison of stock market mechanisms," Working Papers 50, Barcelona School of Economics.
• Branko Urosevic, 2001. "Moral hazard and dynamics of insider ownership stakes," Economics Working Papers 787, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2004.
• Aguiar, Mark & Broner, Fernando A., 2006. "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 699-724, May.
  • Mark Aguiar & Fernando Broner, 2001. "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Economics Working Papers 863, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2004.
  • Mark Aguiar & Fernando Broner, 2004. "Determining Underlying Macroeconomic Fundamentals during Emerging Market Crises: Are conditions as bad as they seem?," Working Papers 197, Barcelona School of Economics.
• J??r??me Sgard, 2001. "Direct Foreign Investments And Productivity Growth In Hungarian Firms, 1992-1999," William Davidson Institute Working Papers Series 425, William Davidson Institute at the University of Michigan.
• Nandini Gupta, 2001. "Partial Privatization and Firm Performance: Evidence from India," Industrial Organization 0112002, University Library of Munich, Germany.
  • Nandini Gupta, 2001. "Partial Privatization And Firm Performance: Evidence From India," William Davidson Institute Working Papers Series 426, William Davidson Institute at the University of Michigan.
• Tomas Dvorak, 2001. "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Department of Economics Working Papers 2001-04, Department of Economics, Williams College.
  • Tomas Dvorak, 2001. "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Center for Development Economics 168, Department of Economics, Williams College.
• Tomas Dvorak, 2001. "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Center for Development Economics 168, Department of Economics, Williams College.
  • Tomas Dvorak, 2001. "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Department of Economics Working Papers 2001-04, Department of Economics, Williams College.
• Changyun Wang, 2001. "Investor Sentiment and Return Predictability in Agricultural Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(10), pages 929-952, October.
  • Wang, Changyun, 2000. "Investor sentiment and return predictability in agricultural futures markets," MPRA Paper 36425, University Library of Munich, Germany, revised Sep 2002.
• Jan Hanousek & Richard Podpiera, 2000. "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," CERGE-EI Working Papers wp168, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Jan Hanousek & Richard Podpiera, 2001. "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," Finance 0012003, University Library of Munich, Germany.
• Richard Podpiera, 2000. "Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases," CERGE-EI Working Papers wp156, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Richard Podpiera, 2001. "Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases," Finance 0012005, University Library of Munich, Germany.
• Randall K. Filer & Jan Hanousek & Nauro F. Campos, 1999. "Do Stock Markets Promote Economic Growth," William Davidson Institute Working Papers Series 267, William Davidson Institute at the University of Michigan.
  • Jan Hanousek & Nauro F. Campos & Randall K. Filer, 2001. "Do Stock Markets Promote Economic Growth?," Finance 0012006, University Library of Munich, Germany.
  • Nauro F. Campos & Jan Hanousek & Randall K. Filer, 1999. "Do Stock Markets Promote Economic Growth?," CERGE-EI Working Papers wp151, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Jan Hanousek & Libor Nemecek, 2002. "Mispricing and lasting arbitrage between parallel markets in the Czech Republic," The European Journal of Finance, Taylor & Francis Journals, vol. 8(1), pages 46-69.
  • Jan Hanousek & Libor Nemecek, 2001. "Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic," Finance 0012007, University Library of Munich, Germany.
• Richard Podpiera, 2001. "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," CERGE-EI Working Papers wp173, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Richard Podpiera, 2001. "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," Finance 0106002, University Library of Munich, Germany.
• Author Miloslav, 2001. "Bifurcation Routes in Financial Markets," Finance 0109001, University Library of Munich, Germany.
• Nandini Gupta, 2001. "Partial Privatization And Firm Performance: Evidence From India," William Davidson Institute Working Papers Series 426, William Davidson Institute at the University of Michigan.
  • Nandini Gupta, 2001. "Partial Privatization and Firm Performance: Evidence from India," Industrial Organization 0112002, University Library of Munich, Germany.
• Roberta Romano & Sanjai Bhagat, 2001. "Event Studies and the Law - Part I: Technique and Corporate Litigation," Yale School of Management Working Papers ysm182, Yale School of Management.
• Roberta Romano & Sanjai Bhagat, 2001. "Event Studies and the Law: Part II - Empirical Studies of Corporate Law," Yale School of Management Working Papers ysm183, Yale School of Management.
• Shyam Sunder, 2001. "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers ysm326, Yale School of Management, revised 01 Feb 2002.
  • Shyam NMI Sunder, 2001. "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers ysm213, Yale School of Management.
  • Shyam Sunder, 2001. "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers ysm326, Yale School of Management, revised 01 Feb 2002.
• Grinblatt, Mark & Han, Bing, 2001. "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management qt6qg5d62p, Anderson Graduate School of Management, UCLA.
  • Grinblatt, Mark & Han, Bing, 2003. "The Disposition Effect and Momentum," Working Paper Series 2004-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Bing NMI1 Han & Mark Grinblatt, 2001. "The Disposition Effect and Momentum," Yale School of Management Working Papers ysm239, Yale School of Management.
  • Mark Grinblatt & Bing Han, 2002. "The Disposition Effect and Momentum," NBER Working Papers 8734, National Bureau of Economic Research, Inc.
• Shyam NMI Sunder, 2001. "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers ysm213, Yale School of Management.
  • Shyam Sunder, 2001. "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers ysm326, Yale School of Management, revised 01 Feb 2002.
  • Shyam Sunder, 2001. "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers ysm326, Yale School of Management, revised 01 Feb 2002.
• Shyam Sunder, 2001. "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers ysm326, Yale School of Management, revised 01 Feb 2002.
  • Shyam Sunder, 2001. "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers ysm326, Yale School of Management, revised 01 Feb 2002.
  • Shyam NMI Sunder, 2001. "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers ysm213, Yale School of Management.
• Oehler, Andreas & Heilmann, Klaus & Läger, Volker, 2001. "Discovering the best: Informational efficiency and liquidity of alternative trading mechanisms in experimental asset markets," Discussion Papers 18, University of Bamberg, Chair of Finance.
• Noldeke, Georg & Troger, Thomas, 2001. "Existence of linear equilibria in the Kyle model with multiple informed traders," Economics Letters, Elsevier, vol. 72(2), pages 159-164, August.
  • Nöldeke, Georg & Tröger, Thomas, 2001. "Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders," Bonn Econ Discussion Papers 1/2001, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Ehrhardt, Olaf & Nowak, Eric, 2001. "Private benefits and minority shareholder expropriation: Empirical evidence from IPOs of German family-owned firms," CFS Working Paper Series 2001/10, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Hess, Dieter E., 2001. "A mean variance king? Creation and resolution of uncertainty under the employment report's reign," ZEW Discussion Papers 01-60, ZEW - Leibniz Centre for European Economic Research.

2000

• Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009. "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 406-426, April.
  • Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Swiss Finance Institute Research Paper Series 06-15, Swiss Finance Institute, revised Jun 2006.
  • Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 06.04, Swiss National Bank, Study Center Gerzensee.
  • Bacchetta, Philippe & van Wincoop, Eric & Mertens, Elmar, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," CEPR Discussion Papers 5770, C.E.P.R. Discussion Papers.
  • Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 102006, Hong Kong Institute for Monetary Research.
• Raphael A. Auer, 2014. "What drives TARGET2 balances? Evidence from a panel analysis [What drives Target2 balances? Evidence from a panel analysis]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(77), pages 139-197.
  • Raphael A. Auer, 2012. "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers 2012-15, Swiss National Bank.
  • Raphael A. Auer, 2013. "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers 13.03, Swiss National Bank, Study Center Gerzensee.
  • Raphael A. Auer, 2013. "What Drives Target2 Balances? Evidence from a Panel Analysis," CESifo Working Paper Series 4216, CESifo.
• John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000. "Long memory in the Greek stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 10(2), pages 177-184.
  • John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996. "Long Memory in the Greek Stock Market," Boston College Working Papers in Economics 356., Boston College Department of Economics.
• Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171.
  • Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies 535, Umeå University, Department of Economics.
  • Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute.
• Renneboog, L.D.R. & Vanbrabant, P., 2000. "Share Price Reactions to Sporty Performances of Soccer Clubs listed on the London Stock Exchange and the AIM," Other publications TiSEM 0907f95d-bfed-4fe9-a13d-f, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Vanbrabant, P., 2000. "Share Price Reactions to Sporty Performances of Soccer Clubs listed on the London Stock Exchange and the AIM," Discussion Paper 2000-19, Tilburg University, Center for Economic Research.
• Kabir, Rezaul & Roosenboom, Peter, 2003. "Can the stock market anticipate future operating performance? Evidence from equity rights issues," Journal of Corporate Finance, Elsevier, vol. 9(1), pages 93-113, January.
  • Kabir, M.R. & Roosenboom, P.G.J., 2000. "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Other publications TiSEM 830f5e0a-0dfe-4873-968d-3, Tilburg University, School of Economics and Management.
  • Kabir, M.R. & Roosenboom, P.G.J., 2000. "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Discussion Paper 2000-22, Tilburg University, Center for Economic Research.
  • Kabir, R. & Roosenboom, P.G.J., 2002. "Can the stock market anticipate future operating performance? Evidence from equity rights issues," ERIM Report Series Research in Management ERS-2002-102-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Marquering, Wessel & Verbeek, Marno, 2004. "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 407-429, June.
  • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven ces0020, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Marquering, W. & Verbeek, M.J.C.M., 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper 2000-78, Tilburg University, Center for Economic Research.
  • Marquering, W.A. & Verbeek, M.J.C.M., 2001. "The Economic Value of Predicting Stock Index Returns and Volatility," ERIM Report Series Research in Management ERS-2001-75-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven 501075, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Kabir, Rezaul & Roosenboom, Peter, 2003. "Can the stock market anticipate future operating performance? Evidence from equity rights issues," Journal of Corporate Finance, Elsevier, vol. 9(1), pages 93-113, January.
  • Kabir, M.R. & Roosenboom, P.G.J., 2000. "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Discussion Paper 2000-22, Tilburg University, Center for Economic Research.
  • Kabir, M.R. & Roosenboom, P.G.J., 2000. "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Other publications TiSEM 830f5e0a-0dfe-4873-968d-3, Tilburg University, School of Economics and Management.
  • Kabir, R. & Roosenboom, P.G.J., 2002. "Can the stock market anticipate future operating performance? Evidence from equity rights issues," ERIM Report Series Research in Management ERS-2002-102-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Dow, James & Rahi, Rohit, 2000. "Should Speculators Be Taxed?," The Journal of Business, University of Chicago Press, vol. 73(1), pages 89-107, January.
  • Dow, J. & Rahi, R., 1997. "Should Speculators be Taxed?," Economics Working Papers eco97/21, European University Institute.
  • Rohit Rahi & James Dow, 1998. "Should Speculators be Taxed?," FMG Discussion Papers dp291, Financial Markets Group.
• Szafarz, Ariane, 2012. "Financial crises in efficient markets: How fundamentalists fuel volatility," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 105-111.
  • Ariane Szafarz, 2010. "Financial Crises in Efficient Markets: How Fundamentalists Fuel Volatility," Working Papers CEB 10-052, ULB -- Universite Libre de Bruxelles.
  • Ariane Szafarz, 2012. "Financial crises in efficient markets: How fundamentalists fuel volatility," ULB Institutional Repository 2013/149191, ULB -- Universite Libre de Bruxelles.
• Miller, Edward M., 2000. "Long run underperformance of initial public offerings: an explanation," Working Papers 1999-18, University of New Orleans, Department of Economics and Finance.
• Cespa, Giovanni, 2002. "Short-term investment and equilibrium multiplicity," European Economic Review, Elsevier, vol. 46(9), pages 1645-1670, October.
  • Giovanni Cespa, 2000. "Short-term investment and equilibrium multiplicity," Economics Working Papers 520, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2002.
• Isidore Masse & Robert Hanrahan & Joseph Kushner & Felice Martinello, 2000. "The effect of additions to or deletions from the TSE 300 Index on Canadian share prices," Canadian Journal of Economics, Canadian Economics Association, vol. 33(2), pages 341-359, May.
  • Isidore Masse & Robert Hanrahan & Joseph Kushner & Felice Martinello, 2000. "The effect of additions to or deletions from the TSE 300 Index on Canadian share prices," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 33(2), pages 341-359, May.
• Stewart Mayhew & Vassil Mihov, 2000. "Another Look at Option Listing Effects," Finance 0004002, University Library of Munich, Germany.
• Piyush Kumar Chowhan & Vasant Shukla, 2000. "Volatility in Indian Stock Markets," Finance 0004010, University Library of Munich, Germany.
• Jati K. Sengupta, 2000. "New Efficiency Theory," World Scientific Book Chapters, in: Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis, chapter 1, pages 1-13, World Scientific Publishing Co. Pte. Ltd..
• Jati K. Sengupta, 2000. "Economics of Efficiency Measurement," World Scientific Book Chapters, in: Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis, chapter 2, pages 15-57, World Scientific Publishing Co. Pte. Ltd..
• Jati K. Sengupta, 2000. "Efficiency Dynamics," World Scientific Book Chapters, in: Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis, chapter 3, pages 59-96, World Scientific Publishing Co. Pte. Ltd..
• Jati K. Sengupta, 2000. "Stochastic Efficiency Analysis," World Scientific Book Chapters, in: Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis, chapter 4, pages 97-128, World Scientific Publishing Co. Pte. Ltd..
• Jati K. Sengupta, 2000. "Industrial Applications," World Scientific Book Chapters, in: Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis, chapter 5, pages 129-176, World Scientific Publishing Co. Pte. Ltd..
• Jati K. Sengupta, 2000. "Economic Theory and DEA," World Scientific Book Chapters, in: Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis, chapter 6, pages 177-219, World Scientific Publishing Co. Pte. Ltd..
• Hazel J. Johnson, 2000. "Transformation in Financial Services," World Scientific Book Chapters, in: Global Positioning For Financial Services, chapter 1, pages 1-10, World Scientific Publishing Co. Pte. Ltd..
• Hazel J. Johnson, 2000. "International Variations," World Scientific Book Chapters, in: Global Positioning For Financial Services, chapter 2, pages 11-48, World Scientific Publishing Co. Pte. Ltd..
• Hazel J. Johnson, 2000. "Driving Forces of Change," World Scientific Book Chapters, in: Global Positioning For Financial Services, chapter 3, pages 49-78, World Scientific Publishing Co. Pte. Ltd..
• Hazel J. Johnson, 2000. "Regulatory Influences," World Scientific Book Chapters, in: Global Positioning For Financial Services, chapter 4, pages 79-115, World Scientific Publishing Co. Pte. Ltd..
• Hazel J. Johnson, 2000. "Best Practices," World Scientific Book Chapters, in: Global Positioning For Financial Services, chapter 5, pages 117-152, World Scientific Publishing Co. Pte. Ltd..
• Hazel J. Johnson, 2000. "Forging Financial Services Alliances," World Scientific Book Chapters, in: Global Positioning For Financial Services, chapter 6, pages 153-166, World Scientific Publishing Co. Pte. Ltd..
• Oehler, Andreas & Heilmann, Klaus & Läger, Volker, 2000. "Do Insiders Contribute to Market Efficiency? Informational Efficiency and Liquidity of Experimental Call Markets with and without Insiders," Discussion Papers 11, University of Bamberg, Chair of Finance.
• Schlag, Christian & Wodrich, Anja, 2000. "Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I," CFS Working Paper Series 2000/12, Center for Financial Studies (CFS).
• Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, John Wiley & Sons, vol. 13(3), pages 245-258.
  • Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, vol. 13(3), pages 245-258.
  • Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers 2000,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Amendinger, Jürgen & Becherer, Dirk & Schweizer, Martin, 2000. "Quantifying the value of initial investment information," SFB 373 Discussion Papers 2000,41, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Hess, Dieter E., 2000. "Surprises in scheduled releases: why do they move the bond market?," ZEW Discussion Papers 00-61, ZEW - Leibniz Centre for European Economic Research.
• Czarnitzki, Dirk & Stadtmann, Georg, 2000. "The behaviour of noise traders: empirical evidence on purchases of business magazines," ZEW Discussion Papers 00-65, ZEW - Leibniz Centre for European Economic Research.
• Niarchos, N. & Alexakis, A., 2000. "The Long Term Dynamics of the European Stock Exchanges: «Leaders and Followers»," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 57-66, January -.
• Marquering, Wessel & Verbeek, Marno, 2004. "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 407-429, June.
  • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven ces0020, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Marquering, W.A. & Verbeek, M.J.C.M., 2001. "The Economic Value of Predicting Stock Index Returns and Volatility," ERIM Report Series Research in Management ERS-2001-75-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven 501075, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Marquering, W. & Verbeek, M.J.C.M., 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper 2000-78, Tilburg University, Center for Economic Research.
• Marquering, Wessel & Verbeek, Marno, 2004. "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 407-429, June.
  • Marquering, W. & Verbeek, M.J.C.M., 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper 2000-78, Tilburg University, Center for Economic Research.
  • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven ces0020, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Marquering, W.A. & Verbeek, M.J.C.M., 2001. "The Economic Value of Predicting Stock Index Returns and Volatility," ERIM Report Series Research in Management ERS-2001-75-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven 501075, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• de Lara, Y.G., 2000. "Risk-Sharing, Enforceability, Information and Capital Structure," Economics Working Papers eco2000/5, European University Institute.
• Isakov, Dusan & Perignon, Christophe, 2001. "Evolution of market uncertainty around earnings announcements," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1769-1788, September.
  • Isakov, D. & Perignon, C., 1999. "Evolution of Market Uncertainty around Earnings Announcements," Papers 99.12, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  • Dušan Isakov & Christophe Pérignon, 2000. "Evolution of Market Uncertainty around Earnings Announcements," FAME Research Paper Series rp15, International Center for Financial Asset Management and Engineering.
• Michel DUBOIS & Pierre JEANNERET, 2000. "The Long-run Performance of Seasoned Equity Offerings with rights evidence from the Swiss Market," FAME Research Paper Series rp22, International Center for Financial Asset Management and Engineering.
• Miloš Filip, 2000. "Dividends in the Czech Capital Market and an Optimal Investment Strategy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 50(12), pages 685-698, December.
• Richard Podpiera, 2000. "Czech Financial Market Efficiency in Light of Recent Interest Rate Cuts," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 50(5), pages 270-282, May.
• Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, vol. 5(4), pages 419-450, October.
  • Hong, Harrison & Rady, Sven, 2000. "Strategic trading and learning about liquidity," LSE Research Online Documents on Economics 119102, London School of Economics and Political Science, LSE Library.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning About Liquidity," FMG Discussion Papers dp356, Financial Markets Group.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers 1351, Econometric Society.
  • Hong, Harrison & Rady, Sven, 2001. "Strategic Trading and Learning about Liquidity," Discussion Papers in Economics 15, University of Munich, Department of Economics.
  • Rady, Sven & Hong, Harrison G, 2000. "Strategic Trading And Learning About Liquidity," CEPR Discussion Papers 2416, C.E.P.R. Discussion Papers.
• Artus, P., 2000. "Les consequences destabilisatrices de la gestion indicielle," Papers 2000-17/fi, Caisse des Depots et Consignations - Cahiers de recherche.
• Trevor S. Harris & R. Glenn Hubbard & Deen Kemsley, 1999. "The Share Price Effects of Dividend Taxes and Tax Imputation Credits," NBER Working Papers 7445, National Bureau of Economic Research, Inc.
  • Harris, T.S. & Glenn Hubbard, R. & Kemsley, D., 2000. "The Share Price Effects of Dividend Taxes and Tax Imputation Credits," Papers 00-02, Columbia - Graduate School of Business.
• MARTINOT, N. & Lesourd, J.-B. & Morard, B., 2000. "On the Information Content of Futures Prices, Application to LME Nonferrous Metal Futures," Papers 2000.12, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Thao, T.H. & Thomas-Agnan, C., 2000. "Evolution des cours gouvernee par unprocessus de type ARIMA fractionnaire," Papers 00-541, Toulouse - GREMAQ.
• Markku Lanne, 2002. "Testing The Predictability Of Stock Returns," The Review of Economics and Statistics, MIT Press, vol. 84(3), pages 407-415, August.
  • Lanne, M., 2000. "Testing the Predictability of Stock Returns," University of Helsinki, Department of Economics 488, Department of Economics.
• Gunther Capelle-Blancard & Séverine Vandelanoite, 2002. "Relations intrajournalières entre l'indice CAC 40 et les options sur indice : Quel est le marché préféré des investisseurs informés ?," Annals of Economics and Statistics, GENES, issue 66, pages 143-177.
  • Gunther Capelle-Blancard & Severine Vandelanoite, 2000. "Relations intrajournalières entre l'indice CAC 40 et les options sur indice. Quel est le marché préféré des investisseurs informés ?," Cahiers de la Maison des Sciences Economiques bla00110, Université Panthéon-Sorbonne (Paris 1).
  • Capelle-Blancard, G. & Vandelanoite, S., 2000. "Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?," Papiers d'Economie Mathématique et Applications 2000.110, Université Panthéon-Sorbonne (Paris 1).
• Bennell, J. & Sutcliffe, C., 2000. "Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options," Papers 00-156, University of Southampton - Department of Accounting and Management Science.
• Mahama, H. & Chua, W.F., 2000. "Stabilizing Collaborative Supply Relationships: An Empirical Examination of the Role of Financial and Non-Financial Information," Papers 00-164, University of Southampton - Department of Accounting and Management Science.
• Pierluigi Bologna, 2000. "Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 59(1), pages 51-88, April.
• Martin D. D. Evans, 2017. "FX Trading and Exchange Rate Dynamics," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 5, pages 189-245, World Scientific Publishing Co. Pte. Ltd..
  • Martin Evans, 2000. "FX trading and Exchange Rate Dynamics," Working Papers gueconwpa~00-00-04, Georgetown University, Department of Economics.
  • Martin D. D. Evans, 2001. "FX Trading and Exchange Rate Dynamics," NBER Working Papers 8116, National Bureau of Economic Research, Inc.
• Marianne Demarchi & Thierry Foucault, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Annals of Economics and Statistics, GENES, issue 60, pages 73-115.
  • FOUCAULT, Thierry & DEMARCHI, Marianne, 1998. "Equity Trading Systems in Europe - A survey of recent changes," HEC Research Papers Series 663, HEC Paris.
  • Thierry Foucault & Marianne Demarchi, 2011. "Equity Trading Systems in Europe - A Survey of Recent Changes," Working Papers hal-00599910, HAL.
  • Thierry Foucault & Marianne Demarchi, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Post-Print hal-00459776, HAL.
• Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö, 2000. "Informed Trading, Short Sales Constraints, and Futures' Pricing," SSE/EFI Working Paper Series in Economics and Finance 366, Stockholm School of Economics.
• Fridolfsson, Sven-Olof & Stennek, Johan, 2000. "Why Event Studies Do Not Detect Anti-Competitive Mergers," Working Paper Series 542, Research Institute of Industrial Economics.
• Graflund, Andreas, 2000. "A Swedish Real Estate Stock Market Index, 1939-1998," Working Papers 2000:7, Lund University, Department of Economics, revised 17 May 2001.
• Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171.
  • Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute.
  • Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies 535, Umeå University, Department of Economics.
• Lennart Berg, 2003. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden," Finnish Economic Papers, Finnish Economic Association, vol. 16(2), pages 61-71, Autumn.
  • Berg, L., 2000. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden," Papers 2000:9, Uppsala - Working Paper Series.
  • Berg, Lennart, 2000. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden," Working Paper Series 2000:9, Uppsala University, Department of Economics.
• Frankel, Jeffrey A & Schmukler, Sergio L, 2000. "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(3), pages 177-195, July.
  • Frankel, Jeffrey A. & Schmukler, Sergio L., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series qt2791c3wm, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance 9805003, University Library of Munich, Germany.
  • Jeffrey A. Frankel and Sergio L. Schmukler., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers C97-087, University of California at Berkeley.
  • Frankel, Jeffrey A. & Schmukler, Sergio L., 1998. "Country funds and asymmetric information," Policy Research Working Paper Series 1886, The World Bank.
• Patricia Jurfest & Salvador Zurita, 2000. "Opciones de Suscripción de Acciones Stock Rights," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(111), pages 339-371.
• J. Carlos Gómez Sala & Jorge Yzaguirre, 2003. "Presión sobre los precios en las revisiones del índice IBEX35," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 491-531, September.
  • Juan Carlos Gómez Sala & Jorge Yzaguirre Sharfhaussen, 2000. "Presión sobre los precios en las revisiones del índice Ibex35," Working Papers. Serie EC 2000-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Réthi, Sándor, 2000. "Gyöngyvirágtól lombhullásig. Az orosz tőzsde tündöklése és bukása [The rise and fall of the Russian stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 321-340.
• Neil Hartnett & Jennifer Romcke, 2000. "The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures," Multinational Finance Journal, Multinational Finance Journal, vol. 4(1-2), pages 101-132, March-Jun.
• Li Li Eng & Hwee Shan Aw, 2000. "An Analysis of Factors Affecting Investor Demand for Initial Public Offerings in Singapore," Multinational Finance Journal, Multinational Finance Journal, vol. 4(1-2), pages 133-153, March-Jun.
• Tim Brailsford & Richard Heaney & John Powell & Jing Shi, 2000. "Hot and Cold IPO Markets: Identification Using a Regime Switching Model," Multinational Finance Journal, Multinational Finance Journal, vol. 4(1-2), pages 35-68, March-Jun.
• W.C Lo & W.S. Chan, 2000. "Diagnosing Shocks in Stock Market Returns of Greater China," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 269-288, September.
• Gunther Capelle-Blancard & Séverine Vandelanoite, 2002. "Relations intrajournalières entre l'indice CAC 40 et les options sur indice : Quel est le marché préféré des investisseurs informés ?," Annals of Economics and Statistics, GENES, issue 66, pages 143-177.
  • Capelle-Blancard, G. & Vandelanoite, S., 2000. "Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?," Papiers d'Economie Mathématique et Applications 2000.110, Université Panthéon-Sorbonne (Paris 1).
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• Yoshihito Saito & Yoko Takeda, 2000. "Predicting the US Real GDP Growth Using Yield Spreads of Corporate Bonds," Bank of Japan Working Paper Series International Department,, Bank of Japan.
• Rodolfo Apreda, 2000. "Differential Rates of Return and Residual Information Sets (A Discrete Approach)," CEMA Working Papers: Serie Documentos de Trabajo. 177, Universidad del CEMA.
• Richard Podpiera, 2000. "Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases," CERGE-EI Working Papers wp156, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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• Isidore Masse & Robert Hanrahan & Joseph Kushner & Felice Martinello, 2000. "The effect of additions to or deletions from the TSE 300 Index on Canadian share prices," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 33(2), pages 341-359, May.
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• Pietro Reichlin & Paolo Siconolfi, 2004. "Optimal debt contracts and moral hazard along the business cycle," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(1), pages 75-109, July.
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• Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, vol. 5(4), pages 419-450, October.
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• Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
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  • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
• Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, vol. 5(4), pages 419-450, October.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning About Liquidity," FMG Discussion Papers dp356, Financial Markets Group.
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• Dionne, Georges & Gagne, Robert, 2002. "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Journal of Risk and Uncertainty, Springer, vol. 24(3), pages 213-230, May.
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• Dionne, Georges & Gagne, Robert, 2002. "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Journal of Risk and Uncertainty, Springer, vol. 24(3), pages 213-230, May.
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• Leonard J. Mirman & Neelam Jain, 2000. "Real and financial effects of insider trading with correlated signals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(2), pages 333-353.
• Barnett, William A. & Serletis, Apostolos, 2000. "Martingales, nonlinearity, and chaos," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 703-724, June.
  • William A. Barnett & Apostolos Serletis, 1998. "Martingales, Nonlinearity, and Chaos," Econometrics 9805003, University Library of Munich, Germany.
  • William Barnett & Apostolos Serletis, 2012. "Martingales, Nonlinearity, And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201225, University of Kansas, Department of Economics, revised Sep 2012.
• Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000. "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, vol. 69(1), pages 89-94, October.
  • Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, "undated". "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers 99-07, FEDEA.

1999

• Coco, Giuseppe, 1999. "Collateral, heterogeneity in risk attitude and the credit market equilibrium," European Economic Review, Elsevier, vol. 43(3), pages 559-574, March.
  • Coco, Guiseppe, 1997. "Collateral, Heterogeneity in Risk Attitude and the Credit Market Equilibrium," Discussion Papers 9702, University of Exeter, Department of Economics.
• Holden, Steinar & Kolsrud, Dag, 1999. "Noisy signals in target zone regimes:: Theory and Monte Carlo experiments," European Economic Review, Elsevier, vol. 43(8), pages 1531-1567, August.
  • Steinar Holden & Dag Kolsrud & Birger Vikøren, 1995. "Noisy signals in target zone regimes Theory and Monte Carlo experiments," Discussion Papers 160, Statistics Norway, Research Department.
• Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle, 1999. "Intra-day market activity," Journal of Financial Markets, Elsevier, vol. 2(3), pages 193-226, August.
  • Gaëlle Le Fol & Christian Gourieroux, 1999. "Intra-day market activity," Post-Print halshs-00536268, HAL.
• Philippe Muller & Mark Zelmer, 1999. "Greater Transparency in Monetary Policy: Impact on Financial Markets," Technical Reports 86, Bank of Canada.
• René Lalonde, 1999. "The Information Content of Interest Rate Futures Options," Staff Working Papers 99-15, Bank of Canada.
• Fornari, Fabio & Monticelli, Carlo & Pericoli, Marcello & Tivegna, Massimo, 2002. "The impact of news on the exchange rate of the lira and long-term interest rates," Economic Modelling, Elsevier, vol. 19(4), pages 611-639, August.
  • Fabio Fornari & Carlo Monticelli & Marcello Pericoli & Massimo Tivegna, 1999. "The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates," Temi di discussione (Economic working papers) 358, Bank of Italy, Economic Research and International Relations Area.
• Antonio Scalia & Valerio Vacca, 2001. "Does market transparency matter? A case study," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 113-144, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? A Case Study," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-27, Bank for International Settlements.
  • Vacca, V. & Scalia, A., 1999. "Does Market Transparency Matter? A Case Study," Papers 359, Banca Italia - Servizio di Studi.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? a Case Study," Temi di discussione (Economic working papers) 359, Bank of Italy, Economic Research and International Relations Area.
• Camilo Zea, 1999. "Financial Inefficiency and Real Business Cycle in Colombia," Borradores de Economia 127, Banco de la Republica de Colombia.
• Antonio Scalia & Valerio Vacca, 2001. "Does market transparency matter? A case study," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 113-144, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? A Case Study," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-27, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? a Case Study," Temi di discussione (Economic working papers) 359, Bank of Italy, Economic Research and International Relations Area.
  • Vacca, V. & Scalia, A., 1999. "Does Market Transparency Matter? A Case Study," Papers 359, Banca Italia - Servizio di Studi.
• Der‐Yuan Yang, 1999. "A Cooperative Perspective On Sovereign Debt: Past And Present," Contemporary Economic Policy, Western Economic Association International, vol. 17(1), pages 44-53, January.
• Bruno Biais & Christophe Bisière & Jean‐Paul Décamps, 1999. "Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," European Financial Management, European Financial Management Association, vol. 5(3), pages 395-410, November.
  • Biais, B. & Bisiere, C. & Decamps, J.-P., 1997. "Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," Papers 97.485, Toulouse - GREMAQ.
• Judith Chevalier & Glenn Ellison, 1999. "Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance," Journal of Finance, American Finance Association, vol. 54(3), pages 875-899, June.
  • Judith Chevalier & Glenn Ellison, 1996. "Are Some Mutual Funds Managers Better Than Others? Cross-Sectional Patterns in Behavior and Performance," NBER Working Papers 5852, National Bureau of Economic Research, Inc.
• Ryan Sullivan & Allan Timmermann & Halbert White, 1999. "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, vol. 54(5), pages 1647-1691, October.
  • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Data snooping, technical trading, rule performance, and the bootstrap," LSE Research Online Documents on Economics 119144, London School of Economics and Political Science, LSE Library.
  • Sullivan, Ryan & Timmermann, Allan G & White, Halbert, 1998. "Data-Snooping, Technical Trading Rule Performance and the Bootstrap," CEPR Discussion Papers 1976, C.E.P.R. Discussion Papers.
  • Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers dp303, Financial Markets Group.
• Andrew Metrick, 1999. "Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters," Journal of Finance, American Finance Association, vol. 54(5), pages 1743-1775, October.
  • Andrew Metrick, 1998. "Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters," NBER Working Papers 6648, National Bureau of Economic Research, Inc.
• Carter, ME & Soo, BS, 1999. "The relevance of Form 8-K reports," Journal of Accounting Research, Wiley Blackwell, vol. 37(1), pages 119-132.
• Frankel, R & Johnson, M & Skinner, DJ, 1999. "An empirical examination of conference calls as a voluntary disclosure medium," Journal of Accounting Research, Wiley Blackwell, vol. 37(1), pages 133-150.
• Phillips, F, 1999. "Auditor attention to and judgments of aggressive financial reporting," Journal of Accounting Research, Wiley Blackwell, vol. 37(1), pages 167-189.
• Pfeiffer, RJ & Elgers, PT, 1999. "Controlling for lagged stock price responses in pricing regressions: An application to the pricing of cash flows and accruals," Journal of Accounting Research, Wiley Blackwell, vol. 37(1), pages 239-247.
• Kasznik, R, 1999. "On the association between voluntary disclosure and earnings management," Journal of Accounting Research, Wiley Blackwell, vol. 37(1), pages 57-81.
• Engel, E & Erickson, M & Maydew, E, 1999. "Debt-equity hybrid securities," Journal of Accounting Research, Wiley Blackwell, vol. 37(2), pages 249-274.
• Harris, TS & Kemsley, D, 1999. "Dividend taxation in firm valuation: New evidence," Journal of Accounting Research, Wiley Blackwell, vol. 37(2), pages 275-291.
• Ely, K & Waymire, G, 1999. "Accounting standard-setting organizations and earnings relevance: Longitudinal evidence from NYSE common stocks, 1927-93," Journal of Accounting Research, Wiley Blackwell, vol. 37(2), pages 293-317.
• Francis, J & Schipper, K, 1999. "Have financial statements lost their relevance?," Journal of Accounting Research, Wiley Blackwell, vol. 37(2), pages 319-352.
• Lev, B & Zarowin, P, 1999. "The boundaries of financial reporting and how to extend them," Journal of Accounting Research, Wiley Blackwell, vol. 37(2), pages 353-385.
• Barth, ME & Elliott, JA & Finn, MW, 1999. "Market rewards associated with patterns of increasing earnings," Journal of Accounting Research, Wiley Blackwell, vol. 37(2), pages 387-413.
• Libby, R & Tan, HT, 1999. "Analysts' reactions to warnings of negative earnings surprises," Journal of Accounting Research, Wiley Blackwell, vol. 37(2), pages 415-435.
• Manzano, C, 1999. "Price-signal relations in an imperfectly competitive financial market with public and private information," Journal of Accounting Research, Wiley Blackwell, vol. 37(2), pages 451-463.
• Pae, S, 1999. "Acquisition and discretionary disclosure of private information and its implications for firms' productive activities," Journal of Accounting Research, Wiley Blackwell, vol. 37(2), pages 465-474.
• Kinney, W & Libby, R, 1999. "Research on credible financial reporting 1961-99: The contributions of Professor Nicholas Dopuch," Journal of Accounting Research, Wiley Blackwell, vol. 37, pages 1-15.
• Hirst, DE & Koonce, L & Miller, J, 1999. "The joint effect of management's prior forecast accuracy and the form of its financial forecasts on investor judgment," Journal of Accounting Research, Wiley Blackwell, vol. 37, pages 101-124.
• Kennedy, J, 1999. "Discussion of the joint effect of management's prior forecast accuracy and the form of its financial forecasts on investor judgment," Journal of Accounting Research, Wiley Blackwell, vol. 37, pages 125-134.
• Nagar, V, 1999. "The role of the manager's human capital in discretionary disclosure," Journal of Accounting Research, Wiley Blackwell, vol. 37, pages 167-181.
• Kim, O, 1999. "Discussion of the role of the manager's human capital in discretionary disclosure," Journal of Accounting Research, Wiley Blackwell, vol. 37, pages 183-185.
• Pope, PF & Walker, M, 1999. "International differences in the timeliness, conservatism, and classification of earnings," Journal of Accounting Research, Wiley Blackwell, vol. 37, pages 53-87.
• Basu, S, 1999. "Discussion of international differences in the timeliness, conservatism, and classification of earnings," Journal of Accounting Research, Wiley Blackwell, vol. 37, pages 89-99.
• Emanuela Sciubba, 2005. "Asymmetric information and survival in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(2), pages 353-379, February.
  • Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge.
• Soo-Bin Park, 1999. "A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields," Carleton Economic Papers 99-03, Carleton University, Department of Economics.
• Rodolfo Apreda, 1999. "Transactionally Efficient Markets, Dynamic Arbitrage and Microstructure," CEMA Working Papers: Serie Documentos de Trabajo. 151, Universidad del CEMA.
• Randall K. Filer & Jan Hanousek & Nauro F. Campos, 1999. "Do Stock Markets Promote Economic Growth," William Davidson Institute Working Papers Series 267, William Davidson Institute at the University of Michigan.
  • Nauro F. Campos & Jan Hanousek & Randall K. Filer, 1999. "Do Stock Markets Promote Economic Growth?," CERGE-EI Working Papers wp151, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Jan Hanousek & Nauro F. Campos & Randall K. Filer, 2001. "Do Stock Markets Promote Economic Growth?," Finance 0012006, University Library of Munich, Germany.
• Christoffersen, Peter & Mazzotta, Stefano, 2004. "The informational content of over-the-counter currency options," Working Paper Series 366, European Central Bank.
  • Peter Christoffersen & Stefano Mazzotta, 2004. "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers 2004s-16, CIRANO.
• Ignacio Vélez Pareja, 1999. "The Colombian Stock Market: 1930-1998," Proyecciones Financieras y Valoración 3576, Master Consultores.
• Zalewska, Ania, 1999. "Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges," CEPR Discussion Papers 2134, C.E.P.R. Discussion Papers.
• Bhattacharya, Sudipto & Nicodano, Giovanna, 1999. "Insider Trading, Investment and Liquidity," CEPR Discussion Papers 2251, C.E.P.R. Discussion Papers.
• Wyplosz, Charles, 1999. "Financial Restraints and Liberalization in Postwar Europe," CEPR Discussion Papers 2253, C.E.P.R. Discussion Papers.
• Thierry Foucalt & Ailsa Roell & Patrik Sandas, "undated". "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers 15-99, Wharton School Rodney L. White Center for Financial Research.
  • Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers 2265, C.E.P.R. Discussion Papers.
  • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," HEC Research Papers Series 671, HEC Paris.
  • Thierry Foucault & Ailsa Roell & Patrik Sandas, 2011. "Imperfect Market Monitoring and SOES Trading," Working Papers hal-00607040, HAL.
• Hau, Harald, 1999. "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers 2297, C.E.P.R. Discussion Papers.
• Dor, Eric & Durré, Alain, 1999. "Stock Prices, Exchange Rates and Monetary Policy," LIDAM Discussion Papers IRES 2000001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 2000. "A Theory of Supervision with Endogenous Transaction Costs," Annals of Economics and Finance, Society for AEF, vol. 1(2), pages 231-263, November.
  • Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 1998. "A Theory of Supervision with Endogenous Transaction Costs," STICERD - Theoretical Economics Paper Series 356, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 1999. "A Theory of Supervision with Endogenous Transaction Costs," CEMA Working Papers 21, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2000.
  • Faure-Grimaud, Antoine & Laffont, Jean-Jacques & Martimort, David, 1998. "A Theory of Supervision with Endogenous Transaction Costs," CEPR Discussion Papers 1967, C.E.P.R. Discussion Papers.
  • Faure-Grimaud, Antoine & Laffont, Jean-Jacques & Martimort, David, 1998. "A theory of supervision with endogenous transaction costs," LSE Research Online Documents on Economics 19356, London School of Economics and Political Science, LSE Library.
• Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 1999. "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," CEMA Working Papers 5, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2000.
• Miloš Filip, 1999. "Analyst's recommendations- are they worth anything?," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 6(9).
• M.H.J. Blom, 1999. "A theoretical and empirical investigation on the validity of the uncovered interest parity," WO Research Memoranda (discontinued) 576, Netherlands Central Bank, Research Department.
• L.W. Punt & M.C.J. van Rooij, 1999. "The profit-structure relationship, efficiency and mergers in the European banking industry: an empirical assessment," WO Research Memoranda (discontinued) 604, Netherlands Central Bank, Research Department.
• Alessandro, CITANNA & Antonio, VILLANACCI, 1999. "Existence and Regularity of Partially Revealing Rational Expectations Equilibrium in Finite Economies," HEC Research Papers Series 681, HEC Paris.
• Eric Brown, 1999. "Long-run performance analysis of a new sample of UK IPOs," Edinburgh School of Economics Discussion Paper Series 41, Edinburgh School of Economics, University of Edinburgh.
• George Buckley & Richard W P Holt, 1999. "Forecasting Cross-Section Stock Returns using Theoretical Prices Estimated from an Econometric Model," Edinburgh School of Economics Discussion Paper Series 47, Edinburgh School of Economics, University of Edinburgh.
• Dusan Isakov, 1999. "Is beta still alive? Conclusive evidence from the Swiss stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 202-212.
  • Isakov, D., 1997. "Is Beta Still Alive? Conclusive Evidence from the Swiss Stock market," Papers 97.17, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Elvio Accinelli, 2004. "Inversión Bajo Incertidumbre," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(1), pages 21-44, Marzo 200.
  • Elvio Accinelli & Daniel Vaz, 1999. "Inversión bajo incertidumbre," Documentos de Trabajo (working papers) 1299, Department of Economics - dECON.
• Tawatnuntachai, Oranee & D'Mello, Ranjan, 1999. "Intra-industry reactions of stock split announcements," Working Papers 1999-01, University of New Orleans, Department of Economics and Finance.
• Dorsman, A.B. & Montfort, K. van & Vink, I., 1999. "An adjusted Lintner-model for the Netherlands," Serie Research Memoranda 0020, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Nauro F. Campos & Jan Hanousek & Randall K. Filer, 1999. "Do Stock Markets Promote Economic Growth?," CERGE-EI Working Papers wp151, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Randall K. Filer & Jan Hanousek & Nauro F. Campos, 1999. "Do Stock Markets Promote Economic Growth," William Davidson Institute Working Papers Series 267, William Davidson Institute at the University of Michigan.
  • Jan Hanousek & Nauro F. Campos & Randall K. Filer, 2001. "Do Stock Markets Promote Economic Growth?," Finance 0012006, University Library of Munich, Germany.
• Chitru S. Fernando & Srinivasan Krishnamurthy & Paul A. Spindt, 1999. "Offer Price, Target Ownership Structure and IPO Performance," Center for Financial Institutions Working Papers 99-36, Wharton School Center for Financial Institutions, University of Pennsylvania.
• Frank Gerhard & Dieter Hess & Winfried Pohlmeier, 1999. "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," Finance 9904006, University Library of Munich, Germany.
• Amit Goyal & Ivo Welch, 2003. "Predicting the Equity Premium with Dividend Ratios," Management Science, INFORMS, vol. 49(5), pages 639-654, May.
  • Amit Goyal & Ivo Welch, 1999. "Predicting the Equity Premium with Dividend Ratios," Yale School of Management Working Papers amz2437, Yale School of Management, revised 01 Nov 2002.
  • Amit Goyal & Ivo Welch, 2002. "Predicting the Equity Premium With Dividend Ratios," NBER Working Papers 8788, National Bureau of Economic Research, Inc.
• Alok Kumar, 1999. "Behavior Of Momentum Following And Contrarian Market Timers," Yale School of Management Working Papers ysm113, Yale School of Management.
• Amit Goyal & Ivo Welch, 2003. "Predicting the Equity Premium with Dividend Ratios," Management Science, INFORMS, vol. 49(5), pages 639-654, May.
  • Amit Goyal & Ivo Welch, 1999. "Predicting the Equity Premium with Dividend Ratios," Yale School of Management Working Papers amz2437, Yale School of Management, revised 01 Nov 2002.
  • Amit Goyal & Ivo Welch, 2002. "Predicting the Equity Premium With Dividend Ratios," NBER Working Papers 8788, National Bureau of Economic Research, Inc.
• Gerhard, Frank & Hautsch, Nikolaus, 2002. "Volatility estimation on the basis of price intensities," Journal of Empirical Finance, Elsevier, vol. 9(1), pages 57-89, January.
  • Gerhard, Frank & Hautsch, Nikolaus, 1999. "Volatility Estimation on the Basis of Price Intensities," CoFE Discussion Papers 99/19, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Pierdzioch, Christian & Stadtmann, Georg, 1999. "Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung," Kiel Working Papers 911, Kiel Institute for the World Economy (IfW Kiel).
• Claudia M. Buch & Stefan M. Golder, 2000. "Foreign competition and disintermediation: no threat to the German banking system?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 53(213), pages 107-133.
  • Claudia M. Buch & Stefan M. Golder, 2000. "Foreign competition and disintermediation: no threat to the German banking system?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 53(213), pages 107-133.
  • Golder, Stefan M. & Buch, Claudia M., 1999. "Foreign Competition and Disintermediation: No Threat to the German Banking System?," Kiel Working Papers 960, Kiel Institute for the World Economy (IfW Kiel).
• Grammig, Joachim & Wellner, Marc, 1999. "Modeling the interdependence of volatility and inter-transaction duration processes," SFB 373 Discussion Papers 1999,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Wulff, Christian, 1999. "The market reaction to stock splits: Evidence from Germany," SFB 373 Discussion Papers 1999,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Herwartz, Helmut, 1999. "Weekday dependence of German stock market returns," SFB 373 Discussion Papers 1999,47, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Philippas, N., 1999. "Are Greek Mutual Fund Managers Market Timers?," European Research Studies Journal, European Research Studies Journal, vol. 0(1-4), pages 33-42, January -.
• Isakov, D. & Hollistein, M., 1998. "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is It Profitable?," Papers 98.2, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  • Dušan ISAKOV & Marc HOLLISTEIN, 1999. "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is it Profitable?," FAME Research Paper Series rp2, International Center for Financial Asset Management and Engineering.
• Miloš Fipip, 1999. "Doporuèení analytikù na èeském akciovém trhu - jsou k užitku? (2. èást) (Analysts' Recommendations on the Czech Stock Exchange - Are They Worth of? 2nd part)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 49(5), pages 268-280, May.
• Enrico C. Perotti, 2005. "Dominant Investors and Strategic Transparency," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 21(1), pages 76-102, April.
  • Perotti, Enrico C & von Thadden, Ernst-Ludwig, 1998. "Dominant Investors and Strategic Transparency," CEPR Discussion Papers 1948, C.E.P.R. Discussion Papers.
  • Enrico C. Perotti & Ernst-Ludwig von Thadden, 1999. "Dominant Investors and Strategic Transparency," Working Papers 1999.24, Fondazione Eni Enrico Mattei.
• Sudipto Bhattacharya & Giovanna Nicodano, 2001. "Insider Trading, Investment, and Liquidity: A Welfare Analysis," Journal of Finance, American Finance Association, vol. 56(3), pages 1141-1156, June.
  • Bhattacharya, Sudipto & Nicodano, Giovanna, 1999. "Insider trading, investment and liquidity: a welfare analysis," LSE Research Online Documents on Economics 119114, London School of Economics and Political Science, LSE Library.
  • Giovanna Nicodano & Sudipto Bhattacharya, 1999. "Insider Trading, Investment and Liquidity: A Welfare Analysis," FMG Discussion Papers dp334, Financial Markets Group.
• Leuz, C & Verrecchia, RE, 2000. "The economic consequences of increased disclosure," Journal of Accounting Research, Wiley Blackwell, vol. 38, pages 91-124.
  • Robert E. Verrecchia & Christian Leuz, 1999. "The Economic Consequences of Increased Disclosure," Working Paper Series: Finance and Accounting 41, Department of Finance, Goethe University Frankfurt am Main.
• LUBRANO, Michel, 1998. "Smooth transition GARCH models: a Bayesian perspective," LIDAM Discussion Papers CORE 1998066, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Lubrano, M., 1999. "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M. 99a49, Universite Aix-Marseille III.
  • Michel LUBRANO, 2001. "Smooth Transition Garch Models : a Baysian Perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2001032, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Antonio Scalia & Valerio Vacca, 2001. "Does market transparency matter? A case study," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 113-144, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? A Case Study," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-27, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? a Case Study," Temi di discussione (Economic working papers) 359, Bank of Italy, Economic Research and International Relations Area.
  • Vacca, V. & Scalia, A., 1999. "Does Market Transparency Matter? A Case Study," Papers 359, Banca Italia - Servizio di Studi.
• Artus, P., 1999. "Pourquoi la volatilite est-elle restee forte sur tous les marches financiers apres la crise de l'ete 1998?," Papers 1999-13/fi, Caisse des Depots et Consignations - Cahiers de recherche.
• Isakov, Dusan & Perignon, Christophe, 2001. "Evolution of market uncertainty around earnings announcements," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1769-1788, September.
  • Isakov, D. & Perignon, C., 1999. "Evolution of Market Uncertainty around Earnings Announcements," Papers 99.12, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  • Dušan Isakov & Christophe Pérignon, 2000. "Evolution of Market Uncertainty around Earnings Announcements," FAME Research Paper Series rp15, International Center for Financial Asset Management and Engineering.
• Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999. "The Profits to Insider Trading: A Performance-Evaluation Perspective," NBER Working Papers 6913, National Bureau of Economic Research, Inc.
  • Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999. "The Profits to Insider Trading: A Performance-Evaluation Perspective," Harvard Institute of Economic Research Working Papers 1858, Harvard - Institute of Economic Research.
• Lones Smith, 2000. "Private Information and Trade Timing," American Economic Review, American Economic Association, vol. 90(4), pages 1012-1018, September.
  • Smith, L., 1999. "Private Information and Trade Timing," Papers 99-07, Michigan - Center for Research on Economic & Social Theory.
• Giovanni Siciliano, 1999. "Are Short-Horizon Equity Returns Predictable? Evidence from Large and Frequently Traded Italian Stocks," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 58(2), pages 241-267, September.
• Friederich, Sylvain & Gregory, Alan & Matako, John & Tonks, Ian, 1999. "Stock price patterns around the trades of corporate insiders on the London Stock Exchange," LSE Research Online Documents on Economics 119116, London School of Economics and Political Science, LSE Library.
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03620363, HAL.
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Cahiers de la Maison des Sciences Economiques bla99103, Université Panthéon-Sorbonne (Paris 1).
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Post-Print halshs-03620363, HAL.
• Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle, 1999. "Intra-day market activity," Journal of Financial Markets, Elsevier, vol. 2(3), pages 193-226, August.
  • Gaëlle Le Fol & Christian Gourieroux, 1999. "Intra-day market activity," Post-Print halshs-00536268, HAL.
• Friederich, Sylvain & Gregory, Alan & Matako, John & Tonks, Ian, 1999. "Stock price patterns around the trades of corporate insiders on the London Stock Exchange," LSE Research Online Documents on Economics 119116, London School of Economics and Political Science, LSE Library.
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Post-Print halshs-03620363, HAL.
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Cahiers de la Maison des Sciences Economiques bla99103, Université Panthéon-Sorbonne (Paris 1).
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03620363, HAL.
• Neumann, Robert & Voetmann, Torben, 1999. "Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings," Working Papers 1999-9, Copenhagen Business School, Department of Finance.
• Jakobsen, Jan & Sørensen, Ole, 1999. "Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark," Working Papers 2000-2, Copenhagen Business School, Department of Finance.
• Jakobsen, Jan & Voetmann, Torben, 1999. "Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns," Working Papers 2000-3, Copenhagen Business School, Department of Finance.
• Jan Bo Jakobsen & Torben Voetmann, 2003. "Post-acquisition performance in the short and long run. Evidence from the Copenhagen Stock Exchange 1993-1997," The European Journal of Finance, Taylor & Francis Journals, vol. 9(4), pages 323-342.
  • Jakobsen, Jan & Voetmann, Torben, 1999. "Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997," Working Papers 2000-4, Copenhagen Business School, Department of Finance.
• Johansson, Anders & Rolseth, Lars, 1999. "The effects of firm-specific variables and consensus forecasts data on the pricing of large Swedish firms’ stocks," Working Papers in Economics 15, University of Gothenburg, Department of Economics.
• Söderström, Ulf, 1999. "Predicting monetary policy using federal funds future prices," Working Paper Series 85, Sveriges Riksbank (Central Bank of Sweden).
  • Söderström, Ulf, 1999. "Predicting monetary policy using federal funds futures prices," SSE/EFI Working Paper Series in Economics and Finance 307, Stockholm School of Economics.
• Söderström, Ulf, 1999. "Predicting monetary policy using federal funds futures prices," SSE/EFI Working Paper Series in Economics and Finance 307, Stockholm School of Economics.
  • Söderström, Ulf, 1999. "Predicting monetary policy using federal funds future prices," Working Paper Series 85, Sveriges Riksbank (Central Bank of Sweden).
• Säfvenblad, Patrik, 1999. "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," Working Paper Series 86, Sveriges Riksbank (Central Bank of Sweden).
• Ohtake, Fuminobu & Oda, Nobuyuki & Yoshiba, Toshinao, 1999. "Market Price Analysis and Risk Management for Convertible Bonds," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(2), pages 47-89, August.
• Juan Carlos Gómez Sala, 1999. "- Rentabilidad Y Liquidez Alrededor De Los Splits," Working Papers. Serie EC 1999-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Christian Pierdzioch & Georg Stadtmann, 1999. "Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung," Kiel Working Papers 911, Kiel Institute for the World Economy.
• Claudia M. Buch & Stefan M. Golder, 1999. "Foreign Competition and Disintermediation: No Threat to the German Banking System?," Kiel Working Papers 960, Kiel Institute for the World Economy.
• Gerhard, Frank & Hautsch, Nikolaus, 2002. "Volatility estimation on the basis of price intensities," Journal of Empirical Finance, Elsevier, vol. 9(1), pages 57-89, January.
  • Frank Gerhard & Nikolaus Hautsch, 1999. "Volatility Estimation on the Basis of Price Intensities," CoFE Discussion Paper 99-19, Center of Finance and Econometrics, University of Konstanz.
• Fabrice Rousseau;, 1999. "Bluffing: an equilibrium strategy," Economics Department Working Paper Series n981099, Department of Economics, National University of Ireland - Maynooth.
• Abdul Jalil Ibrahim & Khairuddin Othman & Obiyathulla Ismath Bacha, 1999. "Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market," Capital Markets Review, Malaysian Finance Association, vol. 7(1&2), pages 1-46.
  • Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin, 1999. "Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market," MPRA Paper 13075, University Library of Munich, Germany.
• Ranko Jelic & Richard Briston & Chris Mallin, 1999. "Gambling Banks and Firm Financing in Transition Economies," Multinational Finance Journal, Multinational Finance Journal, vol. 3(4), pages 253-282, December.
• Áron Gereben, 1999. "The Interbank Money Market in Hungary," MNB Occasional Papers 1999/7, Magyar Nemzeti Bank (Central Bank of Hungary).
• Friederich, Sylvain & Gregory, Alan & Matako, John & Tonks, Ian, 1999. "Stock price patterns around the trades of corporate insiders on the London Stock Exchange," LSE Research Online Documents on Economics 119116, London School of Economics and Political Science, LSE Library.
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Cahiers de la Maison des Sciences Economiques bla99103, Université Panthéon-Sorbonne (Paris 1).
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03620363, HAL.
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Post-Print halshs-03620363, HAL.
• Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999. "The Profits to Insider Trading: A Performance-Evaluation Perspective," Harvard Institute of Economic Research Working Papers 1858, Harvard - Institute of Economic Research.
  • Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999. "The Profits to Insider Trading: A Performance-Evaluation Perspective," NBER Working Papers 6913, National Bureau of Economic Research, Inc.
• Klaas Baks & Andrew Metrick & Jessica Wachter, 1999. "Bayesian Performance Evaluation," NBER Working Papers 7069, National Bureau of Economic Research, Inc.
• Louis K.C. Chan & Josef Lakonishok & Theodore Sougiannis, 1999. "The Stock Market Valuation of Research and Development Expenditures," NBER Working Papers 7223, National Bureau of Economic Research, Inc.
• Henry S. Farber & Kevin F. Hallock, 1999. "Have Employment Reductions Become Good News for Shareholders? The Effect of Job Loss Announcements on Stock Prices, 1970-97," Working Papers 796, Princeton University, Department of Economics, Industrial Relations Section..
  • Henry S. Farber & Kevin F. Hallock, 1999. "Have Employment Reductions Become Good News for Shareholders? The Effect of Job Loss Announcements on Stock Prices, 1970-97," NBER Working Papers 7295, National Bureau of Economic Research, Inc.
• David Ikenberry & Josef Lakonishok & Theo Vermaelen, 2000. "Stock Repurchases in Canada: Performance and Strategic Trading," Journal of Finance, American Finance Association, vol. 55(5), pages 2373-2397, October.
  • David Ikenberry & Josef Lakonishok & Theo Vermaelen, 1999. "Stock Repurchases in Canada: Performance and Strategic Trading," NBER Working Papers 7325, National Bureau of Economic Research, Inc.
• Young-Hye Cho & Robert F. Engle, 1999. "Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks," NBER Working Papers 7330, National Bureau of Economic Research, Inc.
• Engle, Robert F, 1999. "Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market," University of California at San Diego, Economics Working Paper Series qt6rp7g17q, Department of Economics, UC San Diego.
  • Young-Hye Cho & Robert F. Engle, 1999. "Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market," NBER Working Papers 7331, National Bureau of Economic Research, Inc.
• Dominguez, Kathryn M. E., 2003. "The market microstructure of central bank intervention," Journal of International Economics, Elsevier, vol. 59(1), pages 25-45, January.
  • Dominguez & K., 1997. "The Market Microstructure of Central Bank Intervention," Working Papers 412, Research Seminar in International Economics, University of Michigan.
  • Kathryn M. Dominguez, 1999. "The Market Microstructure of Central Bank Intervention," NBER Working Papers 7337, National Bureau of Economic Research, Inc.
• Harrison Hong & Jeremy C. Stein, 1999. "Differences of Opinion, Rational Arbitrage and Market Crashes," NBER Working Papers 7376, National Bureau of Economic Research, Inc.
• Stilianos Fountas & Konstantinos Segredakis, 2002. "Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis," Applied Financial Economics, Taylor & Francis Journals, vol. 12(4), pages 291-299.
  • Stilianos Fountas & Konstantinos N. Segredakis, 1999. "Emerging Stock Markets Return Seasonalities: the January Effect and the Tax-Loss Selling Hypothesis," Working Papers 37, National University of Ireland Galway, Department of Economics, revised 1999.
• Gadi Barlevy & Pietro Veronesi, 1999. "On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance," Discussion Papers 1252, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Paul Mylonas & Sebastian Schich, 1999. "The Use of Financial Market Indicators by Monetary Authorities," OECD Economics Department Working Papers 223, OECD Publishing.
• Franck Moraux & Patrick Navatte & Christophe Villa, 1999. "The Predictive Power of the French Market Volatility Index: A Multi Horizons Study," Review of Finance, European Finance Association, vol. 2(3), pages 303-320.
• Norvald Instefjord, 1999. "The Market for Corporate Control and the Agency Paradigm," Review of Finance, European Finance Association, vol. 3(1), pages 1-22.
• Alexander Guembel, 1999. "Trading on Short-Term Information," Economics Series Working Papers 1999-FE-10, University of Oxford, Department of Economics.
• Rodrigo Saens, 1999. "Premia In Emerging Market Adr Prices:Evidence From Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 2(1), pages 51-70.
• Fazal Husain & Tariq Mahmood, 1999. "Monetary Expansion and Stock Returns in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 38(4), pages 769-776.
  • Husain, Fazal & Mahmood, Tariq, 1999. "Monetary Expansion and Stock Returns in Pakistan," MPRA Paper 5020, University Library of Munich, Germany.
• Fazal HUSAIN & Jamshed UPPAL, 1999. "STOCK RETURNS VOLATILITY IN AN EMERGING MARKET: The Pakistani Evidence," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 15, pages 19-40.
  • Husain, Fazal & Uppal, Jamshed, 1999. "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper 5270, University Library of Munich, Germany.
• Abdul Jalil Ibrahim & Khairuddin Othman & Obiyathulla Ismath Bacha, 1999. "Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market," Capital Markets Review, Malaysian Finance Association, vol. 7(1&2), pages 1-46.
  • Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin, 1999. "Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market," MPRA Paper 13075, University Library of Munich, Germany.
• Fazal Husain & Tariq Mahmood, 1999. "Monetary Expansion and Stock Returns in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 38(4), pages 769-776.
  • Husain, Fazal & Mahmood, Tariq, 1999. "Monetary Expansion and Stock Returns in Pakistan," MPRA Paper 5020, University Library of Munich, Germany.
• Fazal HUSAIN & Jamshed UPPAL, 1999. "STOCK RETURNS VOLATILITY IN AN EMERGING MARKET: The Pakistani Evidence," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 15, pages 19-40.
  • Husain, Fazal & Uppal, Jamshed, 1999. "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper 5270, University Library of Munich, Germany.
• Husain, Fazal & Forbes, Kevin, 1999. "Efficiency in a Thinly Traded Market: The Case of Pakistan," MPRA Paper 5355, University Library of Munich, Germany.
• Bernardino Adão, 1999. "Iberian Financial Integration," Working Papers w199905, Banco de Portugal, Economics and Research Department.
• Tracey West & Andrew Worthington, 1999. "The information content of economic value-added: A comparative analysis with earnings, cash flow and residual income," School of Economics and Finance Discussion Papers and Working Papers Series 066, School of Economics and Finance, Queensland University of Technology.
• Bruno Jullien & Georges Dionne & Bernard Caillaud, 2000. "Corporate insurance with optimal financial contracting," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(1), pages 77-105.
  • Caillaud, Bernard & Dionne, Georges & Jullien, Bruno, 1999. "Corporate insurance with optimal financial contracting," Working Papers 96-1, HEC Montreal, Canada Research Chair in Risk Management.
• Apostolos Serletis & Periklis Gogas, 2007. "The North American Natural Gas Liquids Markets are Chaotic," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 17, pages 225-244, World Scientific Publishing Co. Pte. Ltd..
  • Apostolos Serletis & Periklis Gogas, 1999. "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, , vol. 20(1), pages 83-103, January.
  • Apostolos Serletis & Periklis Gogas, 1999. "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 83-103.
  • Serletis, A. & Gogas, P., 1998. "The North American Natural Gas Liquids Markets are Chaotic," Papers 98-10, Calgary - Department of Economics.
  • Serletis, Apostolos & Gogas, Periklis, 1999. "The North American natural gas liquids markets are chaotic," MPRA Paper 1576, University Library of Munich, Germany.
• Alexander Gümbel, 2005. "Trading on Short-Term Information," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 161(3), pages 428-452, September.
  • Alexander Gumbel, 1999. "Trading on Short-Term Information," OFRC Working Papers Series 1999fe10, Oxford Financial Research Centre.
• Jean-Philippe Bouchaud & Marc Potters & Martin Meyer, 1999. "Apparent multifractality in financial time series," Science & Finance (CFM) working paper archive 9906347, Science & Finance, Capital Fund Management.
• James Peck & Matthew O. Jackson, 1999. "Asymmetric information in a competitive market game: Reexamining the implications of rational expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 13(3), pages 603-628.
  • Matthew O. Jackson & James Peck, 1997. "Asymmetric Information in a Competitive Market Game: Reexamining the Implications of Rational Expectations," Microeconomics 9711004, University Library of Munich, Germany.
• Rohit Rahi & José M. Marín, 1999. "Speculative securities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 14(3), pages 653-668.
  • José M. Marín & Rohit Rahi, 1997. "Speculative securities," Economics Working Papers 223, Department of Economics and Business, Universitat Pompeu Fabra.
  • Rohit Rahi & José Marín, 1997. "Speculative Securities," FMG Discussion Papers dp268, Financial Markets Group.
• Elliott, Graham & Ito, Takatoshi, 1999. "Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 435-456, April.
  • Elliott, Graham & ITO, TAKATOSHI, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series qt5wm0q8mz, Department of Economics, UC San Diego.
  • Graham Elliott & Takatoshi Ito, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market," Discussion Paper Series a347, Institute of Economic Research, Hitotsubashi University.
• Los, Cornelis A., 1999. "Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 265-289, November.
  • Cornelis A. Los, 2004. "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance 0409040, University Library of Munich, Germany.
• Ivanter Alexander & Peresetsky Anatoly, 1999. "The Development of the State Bond Market," EERC Working Paper Series 99-06e, EERC Research Network, Russia and CIS.
• Sudipto Bhattacharya & Giovanna Nicodano, 2001. "Insider Trading, Investment, and Liquidity: A Welfare Analysis," Journal of Finance, American Finance Association, vol. 56(3), pages 1141-1156, June.
  • Giovanna Nicodano & Sudipto Bhattacharya, 1999. "Insider Trading, Investment and Liquidity: A Welfare Analysis," FMG Discussion Papers dp334, Financial Markets Group.
  • Bhattacharya, Sudipto & Nicodano, Giovanna, 1999. "Insider trading, investment and liquidity: a welfare analysis," LSE Research Online Documents on Economics 119114, London School of Economics and Political Science, LSE Library.
• Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03620363, HAL.
  • Friederich, Sylvain & Gregory, Alan & Matako, John & Tonks, Ian, 1999. "Stock price patterns around the trades of corporate insiders on the London Stock Exchange," LSE Research Online Documents on Economics 119116, London School of Economics and Political Science, LSE Library.
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Cahiers de la Maison des Sciences Economiques bla99103, Université Panthéon-Sorbonne (Paris 1).
  • Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Post-Print halshs-03620363, HAL.

1998

• Markus K Brunnermeier, 1998. "Buy on Rumours - Sell on News: A Manipulative Trading Strategy," FMG Discussion Papers dp309, Financial Markets Group.
  • Brunnermeier, Markus, 1998. "Buy on rumours - sell on news: a manipulative trading strategy," LSE Research Online Documents on Economics 119135, London School of Economics and Political Science, LSE Library.
• Ryan Sullivan & Allan Timmermann & Halbert White, 1999. "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, vol. 54(5), pages 1647-1691, October.
  • Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers dp303, Financial Markets Group.
  • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Data snooping, technical trading, rule performance, and the bootstrap," LSE Research Online Documents on Economics 119144, London School of Economics and Political Science, LSE Library.
  • Sullivan, Ryan & Timmermann, Allan G & White, Halbert, 1998. "Data-Snooping, Technical Trading Rule Performance and the Bootstrap," CEPR Discussion Papers 1976, C.E.P.R. Discussion Papers.
• Dow, James & Rahi, Rohit, 1998. "Informed trading, investment, and welfare," LSE Research Online Documents on Economics 119147, London School of Economics and Political Science, LSE Library.
• Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 2000. "A Theory of Supervision with Endogenous Transaction Costs," Annals of Economics and Finance, Society for AEF, vol. 1(2), pages 231-263, November.
  • Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 1998. "A Theory of Supervision with Endogenous Transaction Costs," STICERD - Theoretical Economics Paper Series 356, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Faure-Grimaud, Antoine & Laffont, Jean-Jacques & Martimort, David, 1998. "A theory of supervision with endogenous transaction costs," LSE Research Online Documents on Economics 19356, London School of Economics and Political Science, LSE Library.
  • Faure-Grimaud, Antoine & Laffont, Jean-Jacques & Martimort, David, 1998. "A Theory of Supervision with Endogenous Transaction Costs," CEPR Discussion Papers 1967, C.E.P.R. Discussion Papers.
  • Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 1999. "A Theory of Supervision with Endogenous Transaction Costs," CEMA Working Papers 21, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2000.
• Anthony D. Hall & Paul Kofman & Ron Guido, 1998. "Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits," Research Paper Series 3, Quantitative Finance Research Centre, University of Technology, Sydney.
• Frankel, Jeffrey A & Schmukler, Sergio L, 2000. "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(3), pages 177-195, July.
  • Frankel, Jeffrey A. & Schmukler, Sergio L., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series qt2791c3wm, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Frankel, Jeffrey A. & Schmukler, Sergio L., 1998. "Country funds and asymmetric information," Policy Research Working Paper Series 1886, The World Bank.
  • Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance 9805003, University Library of Munich, Germany.
  • Jeffrey A. Frankel and Sergio L. Schmukler., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers C97-087, University of California at Berkeley.
• Levy, Daniel & Dutta, Shantanu & Bergen, Mark & Venable, Robert, 1998. "Price Adjustment at Multiproduct Retailers," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 19(2), pages 81-120.
  • Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998. "Price adjustment at multiproduct retailers," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 19(2), pages 81-120.
  • Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998. "Price adjustment at multiproduct retailers," Post-Print hal-02385586, HAL.
  • Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 2005. "Price Adjustment at Multiproduct Retailers," Industrial Organization 0505005, University Library of Munich, Germany.
• Charles Geiss & Kyung-Seong Jeon, 1998. "A Dynamic Model of the Incorporation of New Information into Prices," Finance 9805006, University Library of Munich, Germany.
• Kirill N. Ilinski & Alexander S. Stepanenko, 1998. "Electrodynamical model of quasi-efficient financial market," Papers cond-mat/9806138, arXiv.org.
  • Kirill Ilinski & Alexander Stepanenko, 1998. "Electrodynamical model of quasi-efficient financial market," Finance 9805007, University Library of Munich, Germany.
• Frankel, Jeffrey A & Schmukler, Sergio L, 2000. "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(3), pages 177-195, July.
  • Frankel, Jeffrey A. & Schmukler, Sergio L., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series qt2791c3wm, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance 9805003, University Library of Munich, Germany.
  • Jeffrey A. Frankel and Sergio L. Schmukler., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers C97-087, University of California at Berkeley.
  • Frankel, Jeffrey A. & Schmukler, Sergio L., 1998. "Country funds and asymmetric information," Policy Research Working Paper Series 1886, The World Bank.
• David Miles, 1998. "An International Study of Efficiency and Risk in Money Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 389-424.
• Gerardo R Ungson & John D Trudel, 1998. "Engines of Prosperity:Templates for the Information Age," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p079.
• Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997. "Offshore Hedge Funds: Survival and Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-18, New York University, Leonard N. Stern School of Business-.
  • Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998. "Offshore Hedge Funds: Survival and Performance, 1989-1995," Yale School of Management Working Papers ysm104, Yale School of Management.
  • Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997. "Offshore Hedge Funds: Survival and Performance 1989-1995," NBER Working Papers 5909, National Bureau of Economic Research, Inc.
• Stephen Brown & William Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers ysm85, Yale School of Management, revised 01 Apr 2008.
  • Stephen Brown & William Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers ysm85, Yale School of Management, revised 01 Apr 2008.
  • Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-013, New York University, Leonard N. Stern School of Business-.
  • Stephen J. Brown & William N. Goetzmann & Alok Kumar, 2004. "The Dow Theory: William Peter Hamilton's Track Record Re-considered," Yale School of Management Working Papers ysm30, Yale School of Management.
• Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-013, New York University, Leonard N. Stern School of Business-.
  • Stephen Brown & William Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers ysm85, Yale School of Management, revised 01 Apr 2008.
  • Stephen Brown & William Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers ysm85, Yale School of Management, revised 01 Apr 2008.
  • Stephen J. Brown & William N. Goetzmann & Alok Kumar, 2004. "The Dow Theory: William Peter Hamilton's Track Record Re-considered," Yale School of Management Working Papers ysm30, Yale School of Management.
• Oehler, Andreas & Unser, Matthias, 1998. "Market Transparency and Call Markets," Discussion Papers 6, University of Bamberg, Chair of Finance.
• Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich, 2000. "When an event is not an event: the curious case of an emerging market," Journal of Financial Economics, Elsevier, vol. 55(1), pages 69-101, January.
  • Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich, 1998. "When an event is not an event: The curious case of an emerging market," CFS Working Paper Series 1998/12, Center for Financial Studies (CFS).
• Gerhard, Frank & Hess, Dieter & Pohlmeier, Winfried, 1998. "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," CoFE Discussion Papers 98/01, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998. "Price adjustment at multiproduct retailers," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 19(2), pages 81-120.
  • Levy, Daniel & Dutta, Shantanu & Bergen, Mark & Venable, Robert, 1998. "Price Adjustment at Multiproduct Retailers," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 19(2), pages 81-120.
  • Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998. "Price adjustment at multiproduct retailers," Post-Print hal-02385586, HAL.
  • Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 2005. "Price Adjustment at Multiproduct Retailers," Industrial Organization 0505005, University Library of Munich, Germany.
• Föllmer, Hans & Wu, Ching-tang & Yor, Marc, 1998. "Canonical decomposition of linear transformations of two independent Brownian motions," SFB 373 Discussion Papers 1998,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Cesari, R. & Panetta, F., 1998. "Style, Fees and Performance of Italian Equity Funds," Papers 325, Banca Italia - Servizio di Studi.
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• Tito Cordella & Eduardo Levy Yeyati, 1998. "Public Disclosure and Bank Failures," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 110-131, March.
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• Cristián Celis & Gustavo Maturana, 1998. "Initial Public Offerings In Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 1(1), pages 7-31.
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  • Donald B. Keim & Ananth Madhavan, "undated". "The Cost of Institutional Equity Trades," Rodney L. White Center for Financial Research Working Papers 08-98, Wharton School Rodney L. White Center for Financial Research.
• Goldstein, Michael A. & A. Kavajecz, Kenneth, 2000. "Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE," Journal of Financial Economics, Elsevier, vol. 56(1), pages 125-149, April.
  • Michael A. Goldstein & Kenneth A. Kavajecz, "undated". "Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE," Rodney L. White Center for Financial Research Working Papers 14-98, Wharton School Rodney L. White Center for Financial Research.
• Booth, L., 1998. "Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data," Rotman School of Management - Finance 98-001, Rotman School of Management, University of Toronto.
• Huisman, R. & Koedijik, K.G. & Pownall, R.A.J., 1998. "VaR-x: Fat Tails in Financial Risk Management," Papers 98-54, Southern California - School of Business Administration.
• Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A., 1998. "The Cost of Capital in International Financial Markets: Local Versus Global Beta," Papers 99-55, Southern California - School of Business Administration.
• Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998. "Price adjustment at multiproduct retailers," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 19(2), pages 81-120.
  • Levy, Daniel & Dutta, Shantanu & Bergen, Mark & Venable, Robert, 1998. "Price Adjustment at Multiproduct Retailers," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 19(2), pages 81-120.
  • Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998. "Price adjustment at multiproduct retailers," Post-Print hal-02385586, HAL.
  • Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 2005. "Price Adjustment at Multiproduct Retailers," Industrial Organization 0505005, University Library of Munich, Germany.
• Rockinger, Michael & Urga, Giovanni, 2001. "A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 73-84, January.
  • Michael, ROCKINGER & Giovanni, URGA, 1998. "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," HEC Research Papers Series 635, HEC Paris.
  • Rockinger, Michael & Urga, Giovanni, 2000. "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," CEPR Discussion Papers 2346, C.E.P.R. Discussion Papers.
  • Michael Rockinger & Giovanni Urga, 1998. "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," Working Papers hal-00601498, HAL.
• Sophie Coutant & Eric Jondeau & Michael Rockinger, 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working papers 54, Banque de France.
  • Michael Rockinger & S. Coutant & Eric Jondeau, 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working Papers hal-00601499, HAL.
• Säfvenblad, Patrik, 1998. "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," SSE/EFI Working Paper Series in Economics and Finance 240, Stockholm School of Economics.
• Andersson, Michael K. & Nydahl, Stefan, 1998. "Rational Bubbles and Fractional Alternatives," SSE/EFI Working Paper Series in Economics and Finance 266, Stockholm School of Economics.
• Elliott, Graham & Ito, Takatoshi, 1999. "Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 435-456, April.
  • Elliott, Graham & ITO, TAKATOSHI, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series qt5wm0q8mz, Department of Economics, UC San Diego.
  • Graham Elliott & Takatoshi Ito, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market," Discussion Paper Series a347, Institute of Economic Research, Hitotsubashi University.
• Cordella, Tito & Yeyati, Eduardo Levy, 2002. "Financial opening, deposit insurance, and risk in a model of banking competition," European Economic Review, Elsevier, vol. 46(3), pages 471-485, March.
  • Cordella, Tito & Levy Yeyati, Eduardo, 1998. "Financial Opening, Deposit Insurance and Risk in a Model of Banking Competition," CEPR Discussion Papers 1939, C.E.P.R. Discussion Papers.
  • Mr. Tito Cordella & Mr. Eduardo Levy Yeyati, 1998. "Financial Opening, Deposit Insurance, and Risk in a Model of Banking Competition," IMF Working Papers 1998/097, International Monetary Fund.
• Cordella, Tito, 2003. "Can short-term capital controls promote capital inflows?," Journal of International Money and Finance, Elsevier, vol. 22(5), pages 737-745, October.
  • Cordella, Tito, 1998. "Can Short-Term Capital Controls Promote Capital Inflows," CEPR Discussion Papers 2011, C.E.P.R. Discussion Papers.
  • Mr. Tito Cordella, 1998. "Can Short-Term Capital Controls Promote Capital Inflows?," IMF Working Papers 1998/131, International Monetary Fund.
• Cordella, Tito, 2003. "Can short-term capital controls promote capital inflows?," Journal of International Money and Finance, Elsevier, vol. 22(5), pages 737-745, October.
  • Cordella, Tito, 1998. "Can Short-Term Capital Controls Promote Capital Inflows," CEPR Discussion Papers 2011, C.E.P.R. Discussion Papers.
  • Tito Cordella, 1998. "Can Short-Term Capital Controls Promote Capital Inflows?," IMF Working Papers 98/131, International Monetary Fund.
• Frank Gerhard & Winfried Pohlmeier, 1998. "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," CoFE Discussion Paper 98-01, Center of Finance and Econometrics, University of Konstanz.
  • Frank Gerhard & Dieter Hess & Winfried Pohlmeier, 1999. "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," Finance 9904006, EconWPA.
• Richard Chung & Lawrence Kryzanowski, 1998. "Are the Market Effects Associated with Revisions to the TSE300 Index Robust?," Multinational Finance Journal, Multinational Finance Journal, vol. 2(1), pages 1-36, March.
• Shmuel Hauser & Azriel Levy, 1998. "Efficiency of Price Discovery in Thinly Traded Stocks: Evidence from Dual Listings in Tel Aviv and the OTC," Multinational Finance Journal, Multinational Finance Journal, vol. 2(2), pages 133-149, June.
• Larry J. Prather & Jae Hoon Min, 1998. "Testing of the Positive-Multinational Network Hypothesis: Wealth Effects of International Joint Ventures in Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 2(2), pages 151-165, June.
• María Dolly García González, 1998. "Formulación conjuntista de los fundamentos contables Patterns in Neighboring Areas Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., vol. 0(2), pages 11-18, Diciembre.

1997

• James Dow, 2003. "Informed Trading, Investment, and Welfare," The Journal of Business, University of Chicago Press, vol. 76(3), pages 439-454, July.
  • James Dow & Rohit Rahi, 1996. "Informed Trading, Investment and Welfare," Archive Working Papers 029, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Rohit Rahi & James Dow, 1998. "Informed Trading, Investment, and Welfare," FMG Discussion Papers dp292, Financial Markets Group.
  • Dow, J & Rahi, R, 1997. "Informed Trading, Investment, and Welfare," Economics Working Papers eco97/03, European University Institute.
• Dow, James & Rahi, Rohit, 2000. "Should Speculators Be Taxed?," The Journal of Business, University of Chicago Press, vol. 73(1), pages 89-107, January.
  • Dow, J. & Rahi, R., 1997. "Should Speculators be Taxed?," Economics Working Papers eco97/21, European University Institute.
  • Rohit Rahi & James Dow, 1998. "Should Speculators be Taxed?," FMG Discussion Papers dp291, Financial Markets Group.
• Coco, Giuseppe, 1999. "Collateral, heterogeneity in risk attitude and the credit market equilibrium," European Economic Review, Elsevier, vol. 43(3), pages 559-574, March.
  • Coco, Guiseppe, 1997. "Collateral, Heterogeneity in Risk Attitude and the Credit Market Equilibrium," Discussion Papers 9702, University of Exeter, Department of Economics.
• Bulkley, George & Harris, Richard & Weller, Paul, 1997. "Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning," Discussion Papers 9706, University of Exeter, Department of Economics.
• Tzavalis, E. & Karanikas, E., 1997. "Tests of Structural Stability of Risk Premia and Returns Relationship," Discussion Papers 9712, University of Exeter, Department of Economics.
• Coco, G., 1997. "Credit Rationing and the Welfare Gain from Usury Laws," Discussion Papers 9715, University of Exeter, Department of Economics.
• Rohit Rahi & José M. Marín, 1999. "Speculative securities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 14(3), pages 653-668.
  • José M. Marín & Rohit Rahi, 1997. "Speculative securities," Economics Working Papers 223, Department of Economics and Business, Universitat Pompeu Fabra.
  • Rohit Rahi & José Marín, 1997. "Speculative Securities," FMG Discussion Papers dp268, Financial Markets Group.
• Serletis, Apostolos & Gogas, Periklis, 1997. "Chaos in East European black market exchange rates," Research in Economics, Elsevier, vol. 51(4), pages 359-385, December.
  • Serletis, A. & Gogas, P., 1997. "Chaos in East European Black-Market Exchange Rates," Papers 9708, Calgary - Department of Economics.
• Edwards, F.R. & Zhang, X., 1997. "Mutual Funds and Stock and Bond Market Stability," Papers 97-22, Columbia - Graduate School of Business.
• George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(1), pages 269-296.
  • George M. Constantinides & John B. Donaldson & Rajnish Mehra, "undated". "Junior Can't borrow: A New Perspective on the Equity Premium Puzzle."," CRSP working papers 457, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  • George M. Constantinidies & John B. Donaldson & Rajnish Mehra, 1998. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," NBER Working Papers 6617, National Bureau of Economic Research, Inc.
  • Constantinides, G.M. & Donalson, J.B. & Mehra, R., 1997. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," Papers 97-24, Columbia - Graduate School of Business.
• Dusan Isakov, 1999. "Is beta still alive? Conclusive evidence from the Swiss stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 202-212.
  • Isakov, D., 1997. "Is Beta Still Alive? Conclusive Evidence from the Swiss Stock market," Papers 97.17, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Bruno Biais & Christophe Bisière & Jean‐Paul Décamps, 1999. "Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," European Financial Management, European Financial Management Association, vol. 5(3), pages 395-410, November.
  • Biais, B. & Bisiere, C. & Decamps, J.-P., 1997. "Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," Papers 97.485, Toulouse - GREMAQ.
• Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997. "Offshore Hedge Funds: Survival and Performance 1989-1995," NBER Working Papers 5909, National Bureau of Economic Research, Inc.
  • Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998. "Offshore Hedge Funds: Survival and Performance, 1989-1995," Yale School of Management Working Papers ysm104, Yale School of Management.
  • Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997. "Offshore Hedge Funds: Survival and Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-18, New York University, Leonard N. Stern School of Business-.
• Armando Gomes, "undated". "Going Public with Asymmetric Information, Agency Costs, and Dynamic Trading," Rodney L. White Center for Financial Research Working Papers 04-99, Wharton School Rodney L. White Center for Financial Research.
  • Armando Gomes, "undated". "Going Public with Asymmetric Information, Agency Costs and Dynamic Trading," Rodney L. White Center for Financial Research Working Papers 09-97, Wharton School Rodney L. White Center for Financial Research.
  • Armando Gomes, "undated". "Going Public with Asymmetric Information, Agency Costs, and Dynamic Trading," Rodney L. White Center for Financial Research Working Papers 4-99, Wharton School Rodney L. White Center for Financial Research.
• Marshall E. Blume, "undated". "An Anatomy of Morningstar Ratings (Reprint 065)," Rodney L. White Center for Financial Research Working Papers 12-97, Wharton School Rodney L. White Center for Financial Research.
• Doron Kliger & Oded Sarig, 2000. "The Information Value of Bond Ratings," Journal of Finance, American Finance Association, vol. 55(6), pages 2879-2902, December.
  • Doron Kliger & Oded Sarig, "undated". "The Information Value of Bond Ratings," Rodney L. White Center for Financial Research Working Papers 13-97, Wharton School Rodney L. White Center for Financial Research.
• Augier, L. & Mokrane, M., 1997. "Strategic Uniformed Traders," Papers 9739, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
• Jondeau, Eric & Rockinger, Michael, 2000. "Reading the smile: the message conveyed by methods which infer risk neutral densities," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 885-915, December.
  • Michael Rockinger & Eric Jondeau, 1997. "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," Working Papers hal-00601591, HAL.
  • Jondeau, Eric & Rockinger, Michael, 1998. "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers 2009, C.E.P.R. Discussion Papers.
• Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997. "Do buyers and sellers behave similarly in a limit order book? A high-frequency data examination of the Finnish stock exchange," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 279-293, June.
  • Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997. "Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance 160, Stockholm School of Economics.
• Ellingsen, Tore & Rydqvist, Kristian, 1997. "The Stock Market as a Screening Device and the Decision to Go Public," SSE/EFI Working Paper Series in Economics and Finance 174, Stockholm School of Economics.
• Säfvenblad, Patrik, 1997. "Lead-Lag Effects When Prices Reveal Cross-Security Information," SSE/EFI Working Paper Series in Economics and Finance 189, Stockholm School of Economics.
• Säfvenblad, Patrik, 1997. "Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market," SSE/EFI Working Paper Series in Economics and Finance 190, Stockholm School of Economics.
• Säfvenblad, Patrik, 1997. "Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance 191, Stockholm School of Economics.
• Säfvenblad, Patrik, 1997. "On the Damodaran Estimator of Price Adjustment Coefficients," SSE/EFI Working Paper Series in Economics and Finance 208, Stockholm School of Economics.
• Johansson, Anders & Modén, Karl-Markus, 1997. "Investment Plan Revisions and Share Price Volatility," Working Papers 57, National Institute of Economic Research.
• C. Emre ALPER, 1997. "Türkiye''de Sermaye Hareketleri Ve Risk Primi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 12(136), pages 53-63.
• Tito Cordella & Eduardo Levy Yeyati, 1998. "Public Disclosure and Bank Failures," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 110-131, March.
  • Mr. Eduardo Levy Yeyati & Mr. Tito Cordella, 1997. "Public Disclosure and Bank Failures," IMF Working Papers 1997/096, International Monetary Fund.
  • Cordella, Tito & Levy Yeyati, Eduardo, 1998. "Public Disclosure and Bank Failures," CEPR Discussion Papers 1886, C.E.P.R. Discussion Papers.
• Tito Cordella & Eduardo Levy Yeyati, 1998. "Public Disclosure and Bank Failures," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 110-131, March.
  • Eduardo Levy Yeyati & Tito Cordella, 1997. "Public Disclosure and Bank Failures," IMF Working Papers 97/96, International Monetary Fund.
  • Cordella, Tito & Levy Yeyati, Eduardo, 1998. "Public Disclosure and Bank Failures," CEPR Discussion Papers 1886, C.E.P.R. Discussion Papers.
• Kalvinder Shields, 1997. "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, vol. 30(2), pages 107-125, May.
  • Shields, Kalvinder K, 1997. "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 107-125.
• Shields, Kalvinder K, 1997. "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 107-125.
  • Kalvinder Shields, 1997. "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, vol. 30(2), pages 107-125, May.
• Bartsch, Elga, 1997. "Economic consequences of the German environmental liability act: Capital market response for the chemical industry," Kiel Working Papers 822, Kiel Institute for the World Economy.
• Mandeep S. Chahal & Jun Wang, 1997. "Jump Diffusion Processes and Emerging Bond and Stock Markets: An Investigation Using Daily Data," Multinational Finance Journal, Multinational Finance Journal, vol. 1(3), pages 169-197, September.
• Unro Lee, 1997. "Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries," Multinational Finance Journal, Multinational Finance Journal, vol. 1(4), pages 273-289, December.
• Morck, R. & Yeung, B. & Yu, W., 1997. "The Information Content of Stock Markets: Why Do Emerging Markets Have So Little Firm-Specific Risk?," Working Papers 410, Research Seminar in International Economics, University of Michigan.
• Dominguez, Kathryn M. E., 2003. "The market microstructure of central bank intervention," Journal of International Economics, Elsevier, vol. 59(1), pages 25-45, January.
  • Dominguez & K., 1997. "The Market Microstructure of Central Bank Intervention," Working Papers 412, Research Seminar in International Economics, University of Michigan.
  • Kathryn M. Dominguez, 1999. "The Market Microstructure of Central Bank Intervention," NBER Working Papers 7337, National Bureau of Economic Research, Inc.
• Ellison, S.F. & Mullin, W.S., 1997. "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," Working papers 97-13b, Massachusetts Institute of Technology (MIT), Department of Economics.
• Kabir, M.R., 1997. "New Evidence on Price and Volatility Effects of Stock Option Introductions," Other publications TiSEM 5cd478a7-38da-4db0-9d8d-a, Tilburg University, School of Economics and Management.
  • Kabir, M.R., 1997. "New Evidence on Price and Volatility Effects of Stock Option Introductions," Discussion Paper 1997-37, Tilburg University, Center for Economic Research.
• Frankel, Jeffrey A & Schmukler, Sergio L, 2000. "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(3), pages 177-195, July.
  • Frankel, Jeffrey A. & Schmukler, Sergio L., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series qt2791c3wm, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance 9805003, University Library of Munich, Germany.
  • Jeffrey A. Frankel and Sergio L. Schmukler., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers C97-087, University of California at Berkeley.
  • Frankel, Jeffrey A. & Schmukler, Sergio L., 1998. "Country funds and asymmetric information," Policy Research Working Paper Series 1886, The World Bank.
• Rohit Rahi & José M. Marín, 1999. "Speculative securities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 14(3), pages 653-668.
  • Rohit Rahi & José Marín, 1997. "Speculative Securities," FMG Discussion Papers dp268, Financial Markets Group.
  • José M. Marín & Rohit Rahi, 1997. "Speculative securities," Economics Working Papers 223, Department of Economics and Business, Universitat Pompeu Fabra.
• Medrano, Luis Angel & Vives, Xavier, 2001. "Strategic Behavior and Price Discovery," RAND Journal of Economics, The RAND Corporation, vol. 32(2), pages 221-248, Summer.
  • Medrano, Luis Angel & Vives, Xavier, 1997. "Strategic Behaviour and Price Discovery," CEPR Discussion Papers 1768, C.E.P.R. Discussion Papers.
  • Luis Angel Medrano & Xavier Vives, 1998. "Strategic Behavior and Price Discovery," Harvard Institute of Economic Research Working Papers 1825, Harvard - Institute of Economic Research.
  • Luis A. Medrano & Xavier Vives, 1997. "Strategic behavior and price discovery," Economics Working Papers 238, Department of Economics and Business, Universitat Pompeu Fabra.
• Eijgenhuijsen, Hans & Valk, Rob van der, 1997. "Initial public offerings in Mexico and Argentina: 1991-1994 Initial public offerings in Mexico and Argentina : 1991 - 1994," Serie Research Memoranda 0009, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Jan Hanousek & Evzen Kocenda, 1997. "Czech Money Market: Emerging Links Among Interest Rates," William Davidson Institute Working Papers Series 95, William Davidson Institute at the University of Michigan.
• G. William Schwert, 1997. "Stock Market Volatility: Ten Years After the Crash," Center for Financial Institutions Working Papers 97-51, Wharton School Center for Financial Institutions, University of Pennsylvania.
  • G. William Schwert, 1998. "Stock Market Volatility: Ten Years After the Crash," NBER Working Papers 6381, National Bureau of Economic Research, Inc.
• Elli Malki, 1997. "Intellectual Property Intensity (IPI) and the Value-Growth Effect," Finance 9711002, University Library of Munich, Germany.
• Carl R. Zulauf & Scott H. Irwin, 1998. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 20(2), pages 308-331.
  • Carl R. Zulauf & Scott H. Irwin, 1997. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Finance 9711004, University Library of Munich, Germany.
• James Peck & Matthew O. Jackson, 1999. "Asymmetric information in a competitive market game: Reexamining the implications of rational expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 13(3), pages 603-628.
  • Matthew O. Jackson & James Peck, 1997. "Asymmetric Information in a Competitive Market Game: Reexamining the Implications of Rational Expectations," Microeconomics 9711004, University Library of Munich, Germany.
• Nagpurnanand R. Prabhala, 1997. "Conditional Methods in Event-Studies and an Equilibrium Justification for Standard Event-Study Procedures," Yale School of Management Working Papers ysm55, Yale School of Management.
• Bartsch, Elga, 1997. "Economic consequences of the German environmental liability act: Capital market response for the chemical industry," Kiel Working Papers 822, Kiel Institute for the World Economy (IfW Kiel).
• Kellerhals, B. Philipp & Uhrig-Homburg, Marliese, 1997. "Temporäre Marktungleichgewichte auf Bondmärkten: Aktive Handelsstrategien auf Basis geschätzter Zinsstrukturkurven," Tübinger Diskussionsbeiträge 108, University of Tübingen, School of Business and Economics.
• Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997. "Do buyers and sellers behave similarly in a limit order book? A high-frequency data examination of the Finnish stock exchange," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 279-293, June.
  • Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997. "Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance 160, Stockholm School of Economics.
• Serletis, Apostolos & Gogas, Periklis, 1997. "Chaos in East European black market exchange rates," Research in Economics, Elsevier, vol. 51(4), pages 359-385, December.
  • Serletis, A. & Gogas, P., 1997. "Chaos in East European Black-Market Exchange Rates," Papers 9708, Calgary - Department of Economics.
• Marín, José & Rahi, Rohit, 1997. "Speculative securities," LSE Research Online Documents on Economics 119175, London School of Economics and Political Science, LSE Library.
• Caron, L. & Dionne, G., 1996. "Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry," Ecole des Hautes Etudes Commerciales de Montreal- 96-02, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
  • L. Caron & G. Dionne, 1997. "Insurance fraud estimation : more evidence from the Quebec automobile insurance industry," THEMA Working Papers 97-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Caron, Louis & Dionne, Georges, 1997. "Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry," Working Papers 96-2, HEC Montreal, Canada Research Chair in Risk Management.
• Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1997. "Auction Theory: A Summary with Applications to Treasury Markets," NBER Working Papers 5873, National Bureau of Economic Research, Inc.
• Sara Fisher Ellison & Wallace P. Mullin, 1997. "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," NBER Working Papers 6218, National Bureau of Economic Research, Inc.
• Levy, Daniel & Bergen, Mark & Dutta, Shantanu & Venable, Robert, 1997. "The Magnitude of Menu Costs: Direct Evidence from Large U.S. Supermarket Chains," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 112(3), pages 791-824.
  • Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable, 1997. "The Magnitude of Menu Costs: Direct Evidence from Large U. S. Supermarket Chains," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 112(3), pages 791-824.
  • Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable, 1997. "The Magnitude of Menu Costs: Direct Evidence from Large U. S. Supermarket Chains," Post-Print hal-02382825, HAL.
  • Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable, 2005. "The Magnitude of Menu Costs: Direct Evidence from Large U.S. Supermarket Chains," Macroeconomics 0505012, University Library of Munich, Germany.
• Daniel C. Hardy, 1997. "Market Information and Signaling in Central Bank Operations, or, How Often Should a Central Bank Intervene?," IMF Staff Papers, Palgrave Macmillan, vol. 44(4), pages 510-533, December.
• Fazal Husain, 1997. "The Random Walk Model in the Pakistani Equity Market: An Examination," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 36(3), pages 221-240.
  • Husain, Fazal, 1997. "The Random Walk Model in the Pakistani Equity market: An Examination," MPRA Paper 5034, University Library of Munich, Germany.
• Grande, G., 1997. "Properties of the Monetary Conditions Index," Papers 324, Banca Italia - Servizio di Studi.
  • Grande, Giuseppe, 1997. "Properties of the monetary conditions index," MPRA Paper 23515, University Library of Munich, Germany.
• Fazal Husain, 1997. "The Random Walk Model in the Pakistani Equity Market: An Examination," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 36(3), pages 221-240.
  • Husain, Fazal, 1997. "The Random Walk Model in the Pakistani Equity market: An Examination," MPRA Paper 5034, University Library of Munich, Germany.
• Bujold, Louis & Dionne, Georges & Gagné, Robert, 1997. "Assurance valeur à neuf et vols d’automobiles: une étude statistique," Working Papers 97-1, HEC Montreal, Canada Research Chair in Risk Management.
• Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997. "Scaling in stock market data: stable laws and beyond," Papers cond-mat/9705087, arXiv.org.
  • Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997. "Scaling in stock market data: stable laws and beyond," Science & Finance (CFM) working paper archive 9705087, Science & Finance, Capital Fund Management.
• ENGELEN, Peter-Jan, 1997. "In defence of insider trading," Business Economics Working Papers 1997004, University of Antwerp, Faculty of Business and Economics.
• Francisco Alonso & Juan Ayuso & Jorge Martínez Pagés, 1997. "How Informative are Financial Asset Prices in Spain?," Working Papers 9726, Banco de España.
• Dow, James & Gorton, Gary, 1997. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Journal of Finance, American Finance Association, vol. 52(3), pages 1087-1129, July.
  • James Dow & Gary Gorton, "undated". "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Rodney L. White Center for Financial Research Working Papers 16-95, Wharton School Rodney L. White Center for Financial Research.
  • James Dow & Gary Gorton, 1995. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," NBER Working Papers 5233, National Bureau of Economic Research, Inc.
  • Davidson, Malcolm & Gorton, Gary B, 1995. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," CEPR Discussion Papers 1261, C.E.P.R. Discussion Papers.
• Abarbanell, JS & Bushee, BJ, 1997. "Fundamental analysis, future earnings, and stock prices," Journal of Accounting Research, Wiley Blackwell, vol. 35(1), pages 1-24.
• Rees, L & Elgers, P, 1997. "The market's valuation of nonreported accounting measures: Retrospective reconciliations of non-US and US GAAP," Journal of Accounting Research, Wiley Blackwell, vol. 35(1), pages 115-127.
• Ackert, LF & Church, BK & Shehata, M, 1997. "An experimental examination of the effects of forecast bias on individuals' use of forecasted information," Journal of Accounting Research, Wiley Blackwell, vol. 35(1), pages 25-42.
• Kirschenheiter, M, 1997. "Information quality and correlated signals," Journal of Accounting Research, Wiley Blackwell, vol. 35(1), pages 43-59.
• Amir, E & Ziv, A, 1997. "Recognition, disclosure, or delay: Timing the adoption of SFAS no 106," Journal of Accounting Research, Wiley Blackwell, vol. 35(1), pages 61-81.
• Walther, BR, 1997. "Investor sophistication and market earnings expectations," Journal of Accounting Research, Wiley Blackwell, vol. 35(2), pages 157-179.
• Coller, M & Yohn, TL, 1997. "Management forecasts and information asymmetry: An examination of bid-ask spreads," Journal of Accounting Research, Wiley Blackwell, vol. 35(2), pages 181-191.
• Francis, J & Soffer, L, 1997. "The relative informativeness of analysts' stock recommendations and earnings forecast revisions," Journal of Accounting Research, Wiley Blackwell, vol. 35(2), pages 193-211.
• Melumad, ND & Ziv, A, 1997. "A theoretical examination of the market reaction to auditors' qualifications," Journal of Accounting Research, Wiley Blackwell, vol. 35(2), pages 239-256.
• Maines, LA & McDaniel, LS & Harris, MS, 1997. "Implications of proposed segment reporting standards for financial analysts' investment judgments," Journal of Accounting Research, Wiley Blackwell, vol. 35, pages 1-24.
• Koonce, L, 1997. "Discussion of implications of proposed segment reporting standards for financial analysts' investment judgments," Journal of Accounting Research, Wiley Blackwell, vol. 35, pages 25-33.
• Gencay Ramazan & Stengos Thanasis, 1997. "Technical Trading Rules and the Size of the Risk Premium in Security Returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(2), pages 1-14, July.
  • Gencay, R & Stengos, T, 1996. "Technical Trading Rules and the Size of the Risk Premium in Security Returns," Working Papers 1996-11, University of Guelph, Department of Economics and Finance.
• Frankel, Jeffrey A & Schmukler, Sergio L, 2000. "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(3), pages 177-195, July.
  • Jeffrey A. Frankel and Sergio L. Schmukler., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers C97-087, University of California at Berkeley.
  • Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance 9805003, University Library of Munich, Germany.
  • Frankel, Jeffrey A. & Schmukler, Sergio L., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series qt2791c3wm, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Frankel, Jeffrey A. & Schmukler, Sergio L., 1998. "Country funds and asymmetric information," Policy Research Working Paper Series 1886, The World Bank.
• Muellbauer, John & Murphy, Anthony, 1997. "Booms and Busts in the UK Housing Market," Economic Journal, Royal Economic Society, vol. 107(445), pages 1701-1727, November.
  • Muellbauer, J & Murphy, A, 1996. "Booms and Busts in the UK Housing Market," Economics Papers 125, Economics Group, Nuffield College, University of Oxford.
  • Muellbauer, John & Murphy, Anthony, 1997. "Booms and Busts in the UK Housing Market," CEPR Discussion Papers 1615, C.E.P.R. Discussion Papers.
• Reichlin, Pietro & Siconolfi, Paolo, 1997. "Adverse Selection of Investment Projects and the Business Cycle," CEPR Discussion Papers 1631, C.E.P.R. Discussion Papers.
  • Pietro Reichlin & Paolo Siconolfi, 1998. "Adverse Selection of Investment Projects and the Business Cycle," Temi di discussione (Economic working papers) 326, Bank of Italy, Economic Research and International Relations Area.
  • Reichlin, P. & Siconolfi, P., 1998. "Adverse Selection of Investment Projects and the Business Cycle," Papers 326, Banca Italia - Servizio di Studi.
• Christodoulakis, Nikos & Kalyvitis, Sarantis C, 1997. "Heterogeneous Traders and the Unbiasedness Hypothesis: Explaining the Mark/Dollar Bias," CEPR Discussion Papers 1683, C.E.P.R. Discussion Papers.
• Medrano, Luis Angel & Vives, Xavier, 2001. "Strategic Behavior and Price Discovery," RAND Journal of Economics, The RAND Corporation, vol. 32(2), pages 221-248, Summer.
  • Luis A. Medrano & Xavier Vives, 1997. "Strategic behavior and price discovery," Economics Working Papers 238, Department of Economics and Business, Universitat Pompeu Fabra.
  • Medrano, Luis Angel & Vives, Xavier, 1997. "Strategic Behaviour and Price Discovery," CEPR Discussion Papers 1768, C.E.P.R. Discussion Papers.
  • Luis Angel Medrano & Xavier Vives, 1998. "Strategic Behavior and Price Discovery," Harvard Institute of Economic Research Working Papers 1825, Harvard - Institute of Economic Research.
• Coppejans, Mark & Domowitz, Ian, 1997. "Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market," Working Papers 97-08, Duke University, Department of Economics.
• Bulkley, George & Harris, Richard D F, 1997. "Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices," Economic Journal, Royal Economic Society, vol. 107(441), pages 359-371, March.
  • Bulkley, George & Harris, Richard, 1996. "Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices," Discussion Papers 9608, University of Exeter, Department of Economics.
• Muellbauer, John & Murphy, Anthony, 1997. "Booms and Busts in the UK Housing Market," Economic Journal, Royal Economic Society, vol. 107(445), pages 1701-1727, November.
  • Muellbauer, J & Murphy, A, 1996. "Booms and Busts in the UK Housing Market," Economics Papers 125, Economics Group, Nuffield College, University of Oxford.
  • Muellbauer, John & Murphy, Anthony, 1997. "Booms and Busts in the UK Housing Market," CEPR Discussion Papers 1615, C.E.P.R. Discussion Papers.

1996

• José M. Marín & Rohit Rahi, 2000. "Information Revelation and Market Incompleteness," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 67(3), pages 563-579.
  • José M. Marín & Rohit Rahi, 1996. "Information revelation and market incompleteness," Economics Working Papers 145, Department of Economics and Business, Universitat Pompeu Fabra.
  • Jose Marin & Rohit Rahi, 1996. "Information Revelation and Market Incompleteness," Archive Working Papers 024, Birkbeck, Department of Economics, Mathematics & Statistics.
• James Dow, 2003. "Informed Trading, Investment, and Welfare," The Journal of Business, University of Chicago Press, vol. 76(3), pages 439-454, July.
  • James Dow & Rohit Rahi, 1996. "Informed Trading, Investment and Welfare," Archive Working Papers 029, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Dow, J & Rahi, R, 1997. "Informed Trading, Investment, and Welfare," Economics Working Papers eco97/03, European University Institute.
  • Rohit Rahi & James Dow, 1998. "Informed Trading, Investment, and Welfare," FMG Discussion Papers dp292, Financial Markets Group.
• Baiman, S & Verrecchia, RE, 1996. "The relation among capital markets, financial disclosure, production efficiency, and insider trading," Journal of Accounting Research, Wiley Blackwell, vol. 34(1), pages 1-22.
• Penno, M, 1996. "Unobservable precision choices in financial reporting," Journal of Accounting Research, Wiley Blackwell, vol. 34(1), pages 141-149.
• Petroni, K & Beasley, M, 1996. "Errors in accounting estimates and their relation to audit firm type," Journal of Accounting Research, Wiley Blackwell, vol. 34(1), pages 151-171.
• Cheng, CSA & Liu, CS & Schaefer, TF, 1996. "Earnings permanence and the incremental information content of cash flows from operations," Journal of Accounting Research, Wiley Blackwell, vol. 34(1), pages 173-181.
• Cloyd, CB & Pratt, J & Stock, T, 1996. "The use of financial accounting choice to support aggressive tax positions: Public and private firms," Journal of Accounting Research, Wiley Blackwell, vol. 34(1), pages 23-43.
• Evans, JH & Sridhar, S, 1996. "Multiple control systems, accrual accounting, and earnings management," Journal of Accounting Research, Wiley Blackwell, vol. 34(1), pages 45-65.
• Frost, CA & Kinney, WR, 1996. "Disclosure choices of foreign registrants in the United States," Journal of Accounting Research, Wiley Blackwell, vol. 34(1), pages 67-84.
• Jennings, R & Simko, PJ & Thompson, RB, 1996. "Does LIFO inventory accounting improve the income statement at the expense of the balance sheet?," Journal of Accounting Research, Wiley Blackwell, vol. 34(1), pages 85-109.
• Bloomfield, R & Libby, R, 1996. "Market reactions to differentially available information in the laboratory," Journal of Accounting Research, Wiley Blackwell, vol. 34(2), pages 183-207.
• Penman, SH, 1996. "The articulation of price-earnings ratios and market-to-book ratios and the evaluation of growth," Journal of Accounting Research, Wiley Blackwell, vol. 34(2), pages 235-259.
• Hayes, RM & Lundholm, R, 1996. "Segment reporting to the capital market in the presence of a competitor," Journal of Accounting Research, Wiley Blackwell, vol. 34(2), pages 261-279.
• Wiedman, CI, 1996. "The relevance of characteristics of the information environment in the selection of a proxy for the market's expectations for earnings: An extension of Brown, Richardson, and Schwager [1987]," Journal of Accounting Research, Wiley Blackwell, vol. 34(2), pages 313-324.
• Healy, P, 1996. "Discussion of a market-based evaluation of discretionary accrual models," Journal of Accounting Research, Wiley Blackwell, vol. 34, pages 107-115.
• Francis, J & Hanna, JD & Vincent, L, 1996. "Causes and effects of discretionary asset write-offs," Journal of Accounting Research, Wiley Blackwell, vol. 34, pages 117-134.
• Elliott, JA & Hanna, JD, 1996. "Repeated accounting write-offs and the information content of earnings," Journal of Accounting Research, Wiley Blackwell, vol. 34, pages 135-155.
• Rees, L & Gill, S & Gore, R, 1996. "An investigation of asset write-downs and concurrent abnormal accruals," Journal of Accounting Research, Wiley Blackwell, vol. 34, pages 157-169.
• Wilson, GP, 1996. "Write-offs: Manipulation or impairment? Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 34, pages 171-177.
• Aboody, D, 1996. "Recognition versus disclosure in the oil and gas industry," Journal of Accounting Research, Wiley Blackwell, vol. 34, pages 21-32.
• Hopkins, PE, 1996. "The effect of financial statement classification of hybrid financial instruments on financial analysts' stock price judgments," Journal of Accounting Research, Wiley Blackwell, vol. 34, pages 33-50.
• Bushman, RM & Gigler, F & Indjejikian, RJ, 1996. "A model of two-tiered financial reporting," Journal of Accounting Research, Wiley Blackwell, vol. 34, pages 51-74.
• Verrecchia, RE, 1996. "Discussion of a model of two-tiered financial reporting," Journal of Accounting Research, Wiley Blackwell, vol. 34, pages 75-82.
• Guay, WR & Kothari, SP & Watts, RL, 1996. "A market-based evaluation of discretionary accrual models," Journal of Accounting Research, Wiley Blackwell, vol. 34, pages 83-105.
• John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000. "Long memory in the Greek stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 10(2), pages 177-184.
  • John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996. "Long Memory in the Greek Stock Market," Boston College Working Papers in Economics 356., Boston College Department of Economics.
• Abbink, Klaus & Bettina Kuon, 1996. "An Experimental Investigation of the Option Pricing Approach," Discussion Paper Serie B 376, University of Bonn, Germany.
• Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," CIRJE F-Series CIRJE-F-756, CIRJE, Faculty of Economics, University of Tokyo.
  • Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," CARF F-Series CARF-F-227, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," KIER Working Papers 711, Kyoto University, Institute of Economic Research.
• Hardouvelis, Gikas A & Tsiritakis, Emmanuel D, 1996. "Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications," CEPR Discussion Papers 1406, C.E.P.R. Discussion Papers.
• Danthine, J-P & Moresi, S, 1996. "Front-Running by Mutual Fund Managers : It Ain't That bad," Papers 96-21, Columbia - Graduate School of Business.
  • Danthine, Jean-Pierre & Moresi, Serge X, 1996. "Front-running by Mutual Fund Managers: It ain't that Bad," CEPR Discussion Papers 1528, C.E.P.R. Discussion Papers.
  • Jean-Pierre DANTHINE & Serge MORESI, 1996. "Front-Running by Mutual Fund Managers : It Ain't That Bad," Cahiers de Recherches Economiques du Département d'économie 9618, Université de Lausanne, Faculté des HEC, Département d’économie.
• Hubert STAHN, 1996. "Le prix des titres comme véhicule de l’information : une approche en équilibre général," Discussion Papers (REL - Recherches Economiques de Louvain) 1996014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• de Jong, Frank & Nijman, Theo & Roell, Ailsa, 1996. "Price effects of trading and components of the bid-ask spread on the Paris Bourse," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 193-213, June.
  • de Jong, F.C.J.M. & Nijman, T.E. & Roell, A.A., 1994. "Price effects of trading and components of the bid-ask spread on the Paris Bource," Discussion Paper 1994-54, Tilburg University, Center for Economic Research.
• Cowan, Arnold R. & Sergeant, Anne M. A., 1996. "Trading frequency and event study test specification," Journal of Banking & Finance, Elsevier, vol. 20(10), pages 1731-1757, December.
  • Arnold R. Cowan & Anne M.A. Sergeant, 1996. "Trading Frequency and Event Study Test Specification," Finance 9610002, University Library of Munich, Germany.
• Capozza, Dennis R. & Seguin, Paul J., 1996. "Expectations, efficiency, and euphoria in the housing market," Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 369-386, June.
  • Dennis R. Capozza & Paul J. Seguin, 1995. "Expectations, Efficiency, and Euphoria in the Housing Market," NBER Working Papers 5179, National Bureau of Economic Research, Inc.
• Faure-Grimaud, Antoine, 1996. "Soft budget constraint and stock price information," LSE Research Online Documents on Economics 119157, London School of Economics and Political Science, LSE Library.
• Ana Esther Castro, 1996. "El análisis económico de las crisis financieras: una visión retrospectiva," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 35(02), pages 164-195.
• Bulkley, George & Harris, Richard D F, 1997. "Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices," Economic Journal, Royal Economic Society, vol. 107(441), pages 359-371, March.
  • Bulkley, George & Harris, Richard, 1996. "Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices," Discussion Papers 9608, University of Exeter, Department of Economics.
• Bulkley, George & Harris, Richard, 1996. "Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns?," Discussion Papers 9609, University of Exeter, Department of Economics.
• Hooper, V., 1996. "Volatility and Openness of Emerging Markets: Some Empirical Evidence," Papers 310, Australian National University - Department of Economics.
• Theobald, M. & Yallup, P., 1996. "Settlement, Tax and Non-Synchronous Effects in the Basis of U.K. Stock Index Futures," Papers 96-01, University of Birmingham - International Financial Group.
• Artus, P., 1996. "Mode de financement et analyse se la situation des entreprises," Papers 96-01/eb, Caisse des Depots et Consignations - Cahiers de recherche.
• Jean-Pierre DANTHINE & Serge MORESI, 1996. "Front-Running by Mutual Fund Managers : It Ain't That Bad," Cahiers de Recherches Economiques du Département d'économie 9618, Université de Lausanne, Faculté des HEC, Département d’économie.
  • Danthine, J-P & Moresi, S, 1996. "Front-Running by Mutual Fund Managers : It Ain't That bad," Papers 96-21, Columbia - Graduate School of Business.
  • Danthine, Jean-Pierre & Moresi, Serge X, 1996. "Front-running by Mutual Fund Managers: It ain't that Bad," CEPR Discussion Papers 1528, C.E.P.R. Discussion Papers.
• Caron, L. & Dionne, G., 1996. "Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry," Ecole des Hautes Etudes Commerciales de Montreal- 96-02, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
  • Caron, Louis & Dionne, Georges, 1997. "Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry," Working Papers 96-2, HEC Montreal, Canada Research Chair in Risk Management.
  • L. Caron & G. Dionne, 1997. "Insurance fraud estimation : more evidence from the Quebec automobile insurance industry," THEMA Working Papers 97-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Elden, R.M., 1996. "The Relation between Mutual-Fund Flow, Trading Activity and Performance," Papers 80, Rochester, Business - Ph.D.,.
• Board, J. & Sutcliffe, C., 1996. "The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options," Papers 96-126, University of Southampton - Department of Accounting and Management Science.
• Gencay Ramazan & Stengos Thanasis, 1997. "Technical Trading Rules and the Size of the Risk Premium in Security Returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(2), pages 1-14, July.
  • Gencay, R & Stengos, T, 1996. "Technical Trading Rules and the Size of the Risk Premium in Security Returns," Working Papers 1996-11, University of Guelph, Department of Economics and Finance.
• Kwang Soo Cheong, 1996. "Occupational Choice and Profit Taxation Under Informational Asymmetries," Working Papers 199617, University of Hawaii at Manoa, Department of Economics.
• Kaufmann, Sylvia & Scheicher, Martin, 1996. "Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey," Economics Series 38, Institute for Advanced Studies.
• Danthine, J-P & Moresi, S, 1996. "Front-Running by Mutual Fund Managers : It Ain't That bad," Papers 96-21, Columbia - Graduate School of Business.
  • Jean-Pierre DANTHINE & Serge MORESI, 1996. "Front-Running by Mutual Fund Managers : It Ain't That Bad," Cahiers de Recherches Economiques du Département d'économie 9618, Université de Lausanne, Faculté des HEC, Département d’économie.
  • Danthine, Jean-Pierre & Moresi, Serge X, 1996. "Front-running by Mutual Fund Managers: It ain't that Bad," CEPR Discussion Papers 1528, C.E.P.R. Discussion Papers.
• William Rees, 1996. "The impact of open market equity repurchases on UK equity prices," The European Journal of Finance, Taylor & Francis Journals, vol. 2(4), pages 353-370.
• Peter Holl & Dimitis Kyriaziz, 1996. "The Determinants of Outcome in UK Take-over Bids," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 3(2), pages 165-184.
• de Jong, F.C.J.M. & Donders, M.W.M., 1996. "Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market," Discussion Paper 1996-108, Tilburg University, Center for Economic Research.
• Jean Luc De Meulemeester & Denis Rochat, 1996. "Aggregate rationality in the long-run: some tests on the Belgian stock markets," ULB Institutional Repository 2013/1569, ULB -- Universite Libre de Bruxelles.
• José M. Marín & Rohit Rahi, 2000. "Information Revelation and Market Incompleteness," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 67(3), pages 563-579.
  • Jose Marin & Rohit Rahi, 1996. "Information Revelation and Market Incompleteness," Archive Working Papers 024, Birkbeck, Department of Economics, Mathematics & Statistics.
  • José M. Marín & Rohit Rahi, 1996. "Information revelation and market incompleteness," Economics Working Papers 145, Department of Economics and Business, Universitat Pompeu Fabra.
• Luís A. Medrano, 1996. "Market versus limit orders in an imperfectly competitive security," Economics Working Papers 165, Department of Economics and Business, Universitat Pompeu Fabra.
• Pin-Huang Chou, 1996. "Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio," Finance 9609002, University Library of Munich, Germany.
• Cowan, Arnold R. & Sergeant, Anne M. A., 1996. "Trading frequency and event study test specification," Journal of Banking & Finance, Elsevier, vol. 20(10), pages 1731-1757, December.
  • Arnold R. Cowan & Anne M.A. Sergeant, 1996. "Trading Frequency and Event Study Test Specification," Finance 9610002, University Library of Munich, Germany.
• Carol A. Frost, 1996. "Characteristics and Information Value of Corporate Disclosures of Forward-Looking Information in Global Equity Markets," Yale School of Management Working Papers ysm69, Yale School of Management.
• Alan B. Krueger & Kenneth N. Fortson, 2003. "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 931-957, June.
  • Alan B. Krueger & Kenneth N. Fortson, 1996. "Do Markets Respond More To More Reliable Labor Market Data? A Test of Market Rationality," Working Papers 746, Princeton University, Department of Economics, Industrial Relations Section..
  • Alan B. Krueger & Kenneth N. Forston, 2003. "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," Working Papers 114, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Alan B. Krueger, 1996. "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," NBER Working Papers 5769, National Bureau of Economic Research, Inc.
• Judith Chevalier & Glenn Ellison, 1999. "Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance," Journal of Finance, American Finance Association, vol. 54(3), pages 875-899, June.
  • Judith Chevalier & Glenn Ellison, 1996. "Are Some Mutual Funds Managers Better Than Others? Cross-Sectional Patterns in Behavior and Performance," NBER Working Papers 5852, National Bureau of Economic Research, Inc.
• Robert J. Sweeney & Robert F. Scherer & Janet Goulet & Waldemar M. Goulet, 1996. "Investment Behavior and the Small Firm Effect," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 5(3), pages 251-269, Fall.
• Garofalo, Giuseppe & Barbato, Fabio, 1996. "The Credibility of the Exchange Rate Regime: An Analysis trough “Derivatives” of the September 1992 Crisis," MPRA Paper 13360, University Library of Munich, Germany.
• Michael Andersen & Robert Subbaraman, 1996. "Share Prices and Investment," RBA Research Discussion Papers rdp9610, Reserve Bank of Australia.
• Sechenova Vera & Мартыненко М.А., 1996. "Общие Тенденции Развития Фондового Рынка В 1995 Г. И Прогноз На Начало 1996г [The general development tendencies of stock market in 1995 and a forecast for the beginning of 1996]," Working papers a:pse368:27, Institute of Economics.
• Sechenova Vera, 1996. "Инвестиционная Политика Как Условие Развития Приватизации [Investment policy as a condition of privatization development]," Working papers a:pse368:28, Institute of Economics.
• Fabio Barbato & Giuseppe Garofalo, 1996. "The credibility of the exchange rate regime: An analisys through derivatives of the September 1992 Crisis," Working Papers in Public Economics 16, Department of Economics and Law, Sapienza University of Roma.

1995

• Capozza, Dennis R. & Seguin, Paul J., 1996. "Expectations, efficiency, and euphoria in the housing market," Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 369-386, June.
  • Dennis R. Capozza & Paul J. Seguin, 1995. "Expectations, Efficiency, and Euphoria in the Housing Market," NBER Working Papers 5179, National Bureau of Economic Research, Inc.
• Dow, James & Gorton, Gary, 1997. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Journal of Finance, American Finance Association, vol. 52(3), pages 1087-1129, July.
  • James Dow & Gary Gorton, "undated". "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Rodney L. White Center for Financial Research Working Papers 16-95, Wharton School Rodney L. White Center for Financial Research.
  • James Dow & Gary Gorton, 1995. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," NBER Working Papers 5233, National Bureau of Economic Research, Inc.
  • Davidson, Malcolm & Gorton, Gary B, 1995. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," CEPR Discussion Papers 1261, C.E.P.R. Discussion Papers.
• Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 1995. "Momentum Strategies," NBER Working Papers 5375, National Bureau of Economic Research, Inc.
• Graham Elliott & Takatoshi Ito, 1995. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market," NBER Working Papers 5376, National Bureau of Economic Research, Inc.
• Mohamed A. El-Erian & Manmohan S. Kumar, 1995. "Emerging Equity Markets in Middle Eastern Countries," IMF Staff Papers, Palgrave Macmillan, vol. 42(2), pages 313-343, June.
• Robert M. Hull & George E. Pinches, 1995. "Firm Size and the Information Content of Over-the-Counter Common Stock Offerings," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 4(1), pages 31-55, Spring.
• Sechenova Vera, 1995. "Вторичный Рынок Акций Преватизированных Предприятий [The secondary share market of the privatized enterprises]," Working papers a:pse368:23, Institute of Economics.
• Sechenova Vera, 1995. "Рынок Акций Приватизированных Предприятий (Информационно-Аналитический Обзор) [Corporate securities market of the privatized enterprises (information state-of-the-art review)]," Working papers a:pse368:24, Institute of Economics.
• Sechenova Vera, 1995. "Макроэкономическая Ситуация, Фондовый Рынок И Итоги Приватизации [Macroeconomic situation, stock market and privatization results]," Working papers a:pse368:25, Institute of Economics.
• Sechenova Vera, 1995. "Денежно-Кредитная Политика [Monetary policy]," Working papers a:pse368:26, Institute of Economics.
• P.H. Kevin Chang & Carol L. Osler, 1995. "Head and shoulders: not just a flaky pattern," Staff Reports 4, Federal Reserve Bank of New York.
• Bolgot, S. & Lacharme, J.P. & Lesourd, J.B., 1995. "Cyclicality in Financial Asset Price Series. Theoretical Considerations, and Application to the CAC 240 Stock Index Series," G.R.E.Q.A.M. 95b05, Universite Aix-Marseille III.
• Dow, James & Gorton, Gary, 1997. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Journal of Finance, American Finance Association, vol. 52(3), pages 1087-1129, July.
  • James Dow & Gary Gorton, "undated". "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Rodney L. White Center for Financial Research Working Papers 16-95, Wharton School Rodney L. White Center for Financial Research.
  • Davidson, Malcolm & Gorton, Gary B, 1995. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," CEPR Discussion Papers 1261, C.E.P.R. Discussion Papers.
  • James Dow & Gary Gorton, 1995. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," NBER Working Papers 5233, National Bureau of Economic Research, Inc.
• Helmenstein, Christian, 1995. "The Withdrawal of the State from Economic Activity: An Austrian Capital Market Perspective," Economics Series 19, Institute for Advanced Studies.
• Huber, Peter, 1995. "Random Walks in Stock Exchange Prices and the Vienna Stock Exchange," Economics Series 2, Institute for Advanced Studies.
• Christian Haefke & Christian Helmenstein, "undated". "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Computing in Economics and Finance 1996 _023, Society for Computational Economics.
  • Haefke, Christian & Helmenstein, Christian, 1995. "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Economics Series 21, Institute for Advanced Studies.
• Corrado, Charles J & Patel, Amy, 1995. "The Information Content of a Convertible Debt Offer Announcement," Review of Quantitative Finance and Accounting, Springer, vol. 5(4), pages 403-418, December.
  • Corrado, Charles J & Patel, Ajay, 1995. "The Information Content of a Convertible Debt Offer Announcement," Review of Quantitative Finance and Accounting, Springer, vol. 5(3), pages 309-325, September.
• Corrado, Charles J & Patel, Ajay, 1995. "The Information Content of a Convertible Debt Offer Announcement," Review of Quantitative Finance and Accounting, Springer, vol. 5(3), pages 309-325, September.
  • Corrado, Charles J & Patel, Amy, 1995. "The Information Content of a Convertible Debt Offer Announcement," Review of Quantitative Finance and Accounting, Springer, vol. 5(4), pages 403-418, December.
• Brown, Stephen J & Goetzmann, William N, 1995. "Performance Persistence," Journal of Finance, American Finance Association, vol. 50(2), pages 679-698, June.
  • William N. Goetzmann & Stephen J. Brown, 2005. "Performance Persistence," Yale School of Management Working Papers ysm451, Yale School of Management.
• Bernard, Vl & Merton, Rc & Palepu, Kg, 1995. "Mark-To-Market Accounting For Banks And Thrifts - Lessons From The Danish Experience," Journal of Accounting Research, Wiley Blackwell, vol. 33(1), pages 1-32.
• Dye, Ra & Sridhar, Ss, 1995. "Industry-Wide Disclosure Dynamics," Journal of Accounting Research, Wiley Blackwell, vol. 33(1), pages 157-174.
• Hand, Jrm, 1995. "1974 Lifo Excess Stock Return And Analyst Forecast Error Anomalies Revisited," Journal of Accounting Research, Wiley Blackwell, vol. 33(1), pages 175-191.
• Liu, Cc & Ryan, Sg, 1995. "The Effect Of Bank Loan Portfolio Composition On The Market Reaction To And Anticipation Of Loan Loss Provisions," Journal of Accounting Research, Wiley Blackwell, vol. 33(1), pages 77-94.
• Ryan, Sg, 1995. "A Model Of Accrual Measurement With Implications For The Evolution Of The Book-To-Market Ratio," Journal of Accounting Research, Wiley Blackwell, vol. 33(1), pages 95-112.
• Beatty, A & Chamberlain, Sl & Magliolo, J, 1995. "Managing Financial Reports Of Commercial-Banks - The Influence Of Taxes, Regulatory Capital, And Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 33(2), pages 231-261.
• Collins, Jh & Shackelford, Da & Wahlen, Jm, 1995. "Bank Differences In The Coordination Of Regulatory Capital, Earnings, And Taxes," Journal of Accounting Research, Wiley Blackwell, vol. 33(2), pages 263-291.
• Bushman, Rm & Indjejikian, Rj, 1995. "Voluntary Disclosures And The Trading Behavior Of Corporate Insiders," Journal of Accounting Research, Wiley Blackwell, vol. 33(2), pages 293-316.
• Daley, La & Hughes, Js & Rayburn, Jd, 1995. "The Impact Of Earnings Announcements On The Permanent Price Effects Of Block Trades," Journal of Accounting Research, Wiley Blackwell, vol. 33(2), pages 317-334.
• Hirst, De & Koonce, L & Simko, Pj, 1995. "Investor Reactions To Financial Analysts Research Reports," Journal of Accounting Research, Wiley Blackwell, vol. 33(2), pages 335-351.
• Kang, Sh & Sivaramakrishnan, K, 1995. "Issues In Testing Earnings Management And An Instrumental Variable Approach," Journal of Accounting Research, Wiley Blackwell, vol. 33(2), pages 353-367.
• Baber, Wr & Kumar, Kr & Verghese, T, 1995. "Client Security Price Reactions To The Laventhol And Horwath Bankruptcy," Journal of Accounting Research, Wiley Blackwell, vol. 33(2), pages 385-395.
• Richard Guay & Jean-François L'Her & Jean-Marc Suret, 1995. "Anomalies de marché et sélection des titres au Canada," CIRANO Papers 95c-02, CIRANO.
• Dow, James & Gorton, Gary, 1997. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Journal of Finance, American Finance Association, vol. 52(3), pages 1087-1129, July.
  • James Dow & Gary Gorton, "undated". "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Rodney L. White Center for Financial Research Working Papers 16-95, Wharton School Rodney L. White Center for Financial Research.
  • Davidson, Malcolm & Gorton, Gary B, 1995. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," CEPR Discussion Papers 1261, C.E.P.R. Discussion Papers.
  • James Dow & Gary Gorton, 1995. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," NBER Working Papers 5233, National Bureau of Economic Research, Inc.
• Natacha DEFRÈRE, 1995. "L’effet d’intervalle sur le marché à terme de la bourse de Bruxelles," Discussion Papers (REL - Recherches Economiques de Louvain) 1995045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Holden, Steinar & Kolsrud, Dag, 1999. "Noisy signals in target zone regimes:: Theory and Monte Carlo experiments," European Economic Review, Elsevier, vol. 43(8), pages 1531-1567, August.
  • Steinar Holden & Dag Kolsrud & Birger Vikøren, 1995. "Noisy signals in target zone regimes Theory and Monte Carlo experiments," Discussion Papers 160, Statistics Norway, Research Department.
• J. Bradford De Long & Marco Becht, 1995. ""Excess Volatility" and the German Stock Market, 1870-1990," Economic History 9509002, University Library of Munich, Germany.
• Hosek, Jan & Komarek, Lubos & Motl, Martin, 2010. "Monetary Policy And Oil Prices," Economic Research Papers 270782, University of Warwick - Department of Economics.
  • Hošek, Jan & Komárek, Luboš & Motl, Martin, 2010. "Monetary Policy And Oil Prices," The Warwick Economics Research Paper Series (TWERPS) 947, University of Warwick, Department of Economics.

1994

• Richard Harper, 1994. "Intellectual Property and Unfair Trade: Market Response to ITC Actions," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 1(3), pages 343-353.
• de Jong, Frank & Nijman, Theo & Roell, Ailsa, 1996. "Price effects of trading and components of the bid-ask spread on the Paris Bourse," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 193-213, June.
  • de Jong, F.C.J.M. & Nijman, T.E. & Roell, A.A., 1994. "Price effects of trading and components of the bid-ask spread on the Paris Bource," Discussion Paper 1994-54, Tilburg University, Center for Economic Research.
• Bulow, Jeremy & Klemperer, Paul, 1994. "Rational Frenzies and Crashes," Journal of Political Economy, University of Chicago Press, vol. 102(1), pages 1-23, February.
  • Jeremy Bulow & Paul Klemperer, 1991. "Rational Frenzies and Crashes," NBER Technical Working Papers 0112, National Bureau of Economic Research, Inc.
  • Bulow, Jeremy I. & Klemperer, Paul, 1991. "Rational Frenzies and Crashes," CEPR Discussion Papers 593, C.E.P.R. Discussion Papers.
• Sumner La Croix, 1994. "Korea's Shift from Process to Product Patents in the Pharmaceutical Industry: An Event Study of the Impact of American Pressure on Korean Film," Working Papers 199402, University of Hawaii at Manoa, Department of Economics.
• Wen-Ling Lin & Takatoshi Ito, 1994. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Chapters, in: The Internationalization of Equity Markets, pages 309-343, National Bureau of Economic Research, Inc.
  • Takatoshi Ito & Wen-Ling Lin, 1993. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Working Papers 4592, National Bureau of Economic Research, Inc.
• Gikas Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1994. "What Moves the Discount on Country Equity Funds?," NBER Chapters, in: The Internationalization of Equity Markets, pages 345-403, National Bureau of Economic Research, Inc.
  • Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What moves the discount on country equity funds?," Research Paper 9324, Federal Reserve Bank of New York.
  • Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What Moves the Discount on Country Equity Funds?," NBER Working Papers 4571, National Bureau of Economic Research, Inc.
• Beltratti, Andrea E & Shiller, Robert J, 1993. "Actual and Warranted Relations between Asset Prices," Oxford Economic Papers, Oxford University Press, vol. 45(3), pages 387-402, July.
  • Andrea E. Beltratti & Robert J. Shiller, 1991. "Actual and Warranted Relations Between Asset Prices," Cowles Foundation Discussion Papers 970, Cowles Foundation for Research in Economics, Yale University.
  • Andrea E. Beltratti & Robert J. Shiller, 1991. "Actual and Warranted Relations Between Asset Prices," NBER Working Papers 3640, National Bureau of Economic Research, Inc.
• Bronwyn H. Hall, 1991. "Corporate Restructuring and Investment Horizons," NBER Working Papers 3794, National Bureau of Economic Research, Inc.
• Richard M. Levich & Lee R. Thomas, 1991. "The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach," NBER Working Papers 3818, National Bureau of Economic Research, Inc.
• Willem Thorbecke, 1994. "Trade Deficit News, Systematic Risk and the Crash of 1987," Eastern Economic Journal, Eastern Economic Association, vol. 20(1), pages 97-106, Winter.
• Rachel Baker & Bruce Yandle, 1994. "Financial Markets and the AT&T Antitrust Settlement," Eastern Economic Journal, Eastern Economic Association, vol. 20(4), pages 429-440, Fall.
• Begoña Basarrate & Gonzalo Rubio, 1994. "El efecto maquillaje de la instituciones de inversión colectiva la legislación fiscal y la estacionalidad del mercado de valores," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 29(02), pages 36-51.
• Lorenzo de Cristobal y de Nicolás, 1994. "Evolución de los productos derivados sobre tipos de interés en España: análisis de sus riestos y ventajas," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 29(02), pages 52-69.
• Skinner, Dj, 1994. "Why Firms Voluntarily Disclose Bad-News," Journal of Accounting Research, Wiley Blackwell, vol. 32(1), pages 38-60.
• Ali, A, 1994. "The Incremental Information-Content Of Earnings, Working Capital From Operations, And Cash Flows," Journal of Accounting Research, Wiley Blackwell, vol. 32(1), pages 61-74.
• Frost, Ca & Pownall, G, 1994. "Accounting Disclosure Practices In The United-States And The United-Kingdom," Journal of Accounting Research, Wiley Blackwell, vol. 32(1), pages 75-102.
• Francis, J & Philbrick, D & Schipper, K, 1994. "Shareholder Litigation And Corporate Disclosures," Journal of Accounting Research, Wiley Blackwell, vol. 32(2), pages 137-164.
• Harris, Ts & Lang, M & Moller, Hp, 1994. "The Value Relevance Of German Accounting Measures - An Empirical-Analysis," Journal of Accounting Research, Wiley Blackwell, vol. 32(2), pages 187-209.
• Finger, Ca, 1994. "The Ability Of Earnings To Predict Future Earnings And Cash Flow," Journal of Accounting Research, Wiley Blackwell, vol. 32(2), pages 210-223.
• Gigler, F, 1994. "Self-Enforcing Voluntary Disclosures," Journal of Accounting Research, Wiley Blackwell, vol. 32(2), pages 224-240.
• Bandyopadhyay, Sp & Hanna, Jd & Richardson, G, 1994. "Capital-Market Effects Of United-States Canada Gaap Differences," Journal of Accounting Research, Wiley Blackwell, vol. 32(2), pages 262-277.
• Elgers, Pt & Lo, Mh, 1994. "Reductions In Analysts Annual Earnings Forecast Errors Using Information In Prior Earnings And Security Returns," Journal of Accounting Research, Wiley Blackwell, vol. 32(2), pages 290-303.
• Joos, P & Lang, M, 1994. "The Effects Of Accounting Diversity - Evidence From The European-Union," Journal of Accounting Research, Wiley Blackwell, vol. 32, pages 141-168.
• Frost, Ca, 1994. "Discussion Of The Effects Of Accounting Diversity - Evidence From The European-Union," Journal of Accounting Research, Wiley Blackwell, vol. 32, pages 169-175.

1993

• Easton, Pd & Zmijewski, Me, 1993. "Sec Form 10k/10q Reports And Annual-Reports To Shareholders - Reporting Lags And Squared Market Model Prediction Errors," Journal of Accounting Research, Wiley Blackwell, vol. 31(1), pages 113-129.
• Sivakumar, Kn & Waymire, G, 1993. "The Information-Content Of Earnings In A Discretionary Reporting Environment - Evidence From Nyse Industrials, 1905-10," Journal of Accounting Research, Wiley Blackwell, vol. 31(1), pages 62-91.
• Newman, P & Sansing, R, 1993. "Disclosure Policies With Multiple Users," Journal of Accounting Research, Wiley Blackwell, vol. 31(1), pages 92-112.
• Berger, Pg, 1993. "Explicit And Implicit Tax Effects Of The Research-And-Development Tax Credit," Journal of Accounting Research, Wiley Blackwell, vol. 31(2), pages 131-171.
• Lev, B & Thiagarajan, Sr, 1993. "Fundamental Information Analysis," Journal of Accounting Research, Wiley Blackwell, vol. 31(2), pages 190-215.
• Francis, J & Philbrick, D, 1993. "Analysts Decisions As Products Of A Multitask Environment," Journal of Accounting Research, Wiley Blackwell, vol. 31(2), pages 216-230.
• Lang, M & Lundholm, R, 1993. "Cross-Sectional Determinants Of Analyst Ratings Of Corporate Disclosures," Journal of Accounting Research, Wiley Blackwell, vol. 31(2), pages 246-271.
• Harris, Dg, 1993. "The Impact Of United-States Tax-Law Revision On Multinational-Corporations Capital Location And Income-Shifting Decisions," Journal of Accounting Research, Wiley Blackwell, vol. 31, pages 111-140.
• Klassen, K & Lang, M & Wolfson, M, 1993. "Geographic Income Shifting By Multinational-Corporations In Response To Tax Rate Changes," Journal of Accounting Research, Wiley Blackwell, vol. 31, pages 141-173.
• Shackelford, Da, 1993. "The Impact Of United-States Tax-Law Revision On Multinational-Corporations Capital Location And Income-Shifting Decisions And Geographic Income Shifting By Multinational-Corporations In Response To Ta," Journal of Accounting Research, Wiley Blackwell, vol. 31, pages 174-182.
• Alford, A & Jones, J & Leftwich, R & Zmijewski, M, 1993. "The Relative Informativeness Of Accounting Disclosures In Different Countries," Journal of Accounting Research, Wiley Blackwell, vol. 31, pages 183-223.
• Pownall, G, 1993. "The Relative Informativeness Of Accounting Disclosures In Different Countries - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 31, pages 224-229.
• Amir, E & Harris, Ts & Venuti, Ek, 1993. "A Comparison Of The Value-Relevance Of United-States Versus Non-United-States Gaap Accounting Measures Using Form-20-F Reconciliations," Journal of Accounting Research, Wiley Blackwell, vol. 31, pages 230-264.
• Pope, Pf, 1993. "A Comparison Of The Value-Relevance Of United-States Versus Non-United-States Gaap Accounting Measures Using Form-20-F Reconciliations - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 31, pages 265-275.
• Boatsman, Jr & Behn, Bk & Patz, Dh, 1993. "A Test Of The Use Of Geographical Segment Disclosures," Journal of Accounting Research, Wiley Blackwell, vol. 31, pages 46-64.
• Saudagaran, Sm, 1993. "A Test Of The Use Of Geographical Segment Disclosures - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 31, pages 65-74.
• Raphael A. Auer, 2014. "What drives TARGET2 balances? Evidence from a panel analysis [What drives Target2 balances? Evidence from a panel analysis]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(77), pages 139-197.
  • Raphael A. Auer, 2012. "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers 2012-15, Swiss National Bank.
  • Raphael A. Auer, 2013. "What Drives Target2 Balances? Evidence from a Panel Analysis," CESifo Working Paper Series 4216, CESifo.
  • Raphael A. Auer, 2013. "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers 13.03, Swiss National Bank, Study Center Gerzensee.
• Chen, Zhaohui & Giovannini, Alberto, 1993. "The Determinants of Realignment Expectations Under the EMS - Some Empirical Regularities," CEPR Discussion Papers 790, C.E.P.R. Discussion Papers.
• Charles W. Calomiris & R. Glenn Hubbard, 1993. "Internal Finance and Investment: Evidence from the Undistributed Profits Tax of 1936-1937," NBER Working Papers 4288, National Bureau of Economic Research, Inc.
• Richard K. Lyons., 1993. "Optimal Transparency in a Dealership Market with an Application to Foreign Exchange," Research Program in Finance Working Papers RPF-231, University of California at Berkeley.
  • Richard K. Lyons, 1993. "Optimal Transparency in a Dealership Market with an Application to Foreign Exchange," NBER Working Papers 4467, National Bureau of Economic Research, Inc.
• Gikas Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1994. "What Moves the Discount on Country Equity Funds?," NBER Chapters, in: The Internationalization of Equity Markets, pages 345-403, National Bureau of Economic Research, Inc.
  • Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What moves the discount on country equity funds?," Research Paper 9324, Federal Reserve Bank of New York.
  • Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What Moves the Discount on Country Equity Funds?," NBER Working Papers 4571, National Bureau of Economic Research, Inc.
• Wen-Ling Lin & Takatoshi Ito, 1994. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Chapters, in: The Internationalization of Equity Markets, pages 309-343, National Bureau of Economic Research, Inc.
  • Takatoshi Ito & Wen-Ling Lin, 1993. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Working Papers 4592, National Bureau of Economic Research, Inc.
• Beltratti, Andrea E & Shiller, Robert J, 1993. "Actual and Warranted Relations between Asset Prices," Oxford Economic Papers, Oxford University Press, vol. 45(3), pages 387-402, July.
  • Andrea E. Beltratti & Robert J. Shiller, 1991. "Actual and Warranted Relations Between Asset Prices," Cowles Foundation Discussion Papers 970, Cowles Foundation for Research in Economics, Yale University.
  • Andrea E. Beltratti & Robert J. Shiller, 1991. "Actual and Warranted Relations Between Asset Prices," NBER Working Papers 3640, National Bureau of Economic Research, Inc.
• Richard K. Lyons, 1993. "Optimal Transparency in a Dealership Market with an Application to Foreign Exchange," NBER Working Papers 4467, National Bureau of Economic Research, Inc.
  • Richard K. Lyons., 1993. "Optimal Transparency in a Dealership Market with an Application to Foreign Exchange," Research Program in Finance Working Papers RPF-231, University of California at Berkeley.
• Per Frennberg & Björn Hansson, 1993. "Some distributional properties of monthly stock returns in Sweden 1919-1990," Finnish Economic Papers, Finnish Economic Association, vol. 6(2), pages 108-122, Autumn.
• Gikas Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1994. "What Moves the Discount on Country Equity Funds?," NBER Chapters, in: The Internationalization of Equity Markets, pages 345-403, National Bureau of Economic Research, Inc.
  • Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What Moves the Discount on Country Equity Funds?," NBER Working Papers 4571, National Bureau of Economic Research, Inc.
  • Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What moves the discount on country equity funds?," Research Paper 9324, Federal Reserve Bank of New York.

1992

• Gelsomini, Luca, 2012. "Public Disclosure by ‘Small’ Traders," The Warwick Economics Research Paper Series (TWERPS) 998, University of Warwick, Department of Economics.
• Bradbury, Me, 1992. "Voluntary Semiannual Earnings Disclosures, Earnings Volatility, Unexpected Earnings, And Firm Size," Journal of Accounting Research, Wiley Blackwell, vol. 30(1), pages 137-145.
• Potter, G, 1992. "Accounting Earnings Announcements, Institutional Investor Concentration, And Common-Stock Returns," Journal of Accounting Research, Wiley Blackwell, vol. 30(1), pages 146-155.
• Wasley, Ce & Linsmeier, Tj, 1992. "A Further Examination Of The Economic Consequences Of Sfas No 2," Journal of Accounting Research, Wiley Blackwell, vol. 30(1), pages 156-164.
• Francis, J & Pagach, D & Stephan, J, 1992. "The Stock-Market Response To Earnings Announcements Released During Trading Versus Nontrading Periods," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 165-184.
• Freeman, Rn & Tse, Sy, 1992. "A Nonlinear Model Of Security Price Responses To Unexpected Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 185-209.
• Ohlson, Ja & Shroff, Pk, 1992. "Changes Versus Levels In Earnings As Explanatory Variables For Returns - Some Theoretical Considerations," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 210-226.
• Teets, W, 1992. "The Association Between Stock-Market Responses To Earnings Announcements And Regulation Of Electric Utilities," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 274-285.
• Ali, A & Zarowin, P, 1992. "The Role Of Earnings Levels In Annual Earnings Returns Studies," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 286-296.
• Cready, Wm & Mynatt, Pg, 1992. "A Comment On The Empirical Distribution Of Squared Unexpected Returns," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 297-302.
• Louis O. Scott, 1992. "The Information Content of Prices in Derivative Security Markets," IMF Staff Papers, Palgrave Macmillan, vol. 39(3), pages 596-625, September.
• Dirk Hackbarth & Jianjun Miao, "undated". "The Timing and Returns of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series wp2008-022, Boston University - Department of Economics.
  • Jianjun Miao & Dirk Hackbarth, 2008. "The Timing and Returns of Mergers and Acquisitions in Oligopolistic Industries," 2008 Meeting Papers 12, Society for Economic Dynamics.
• Albuquerque, Rui & Miao, Jianjun, 2014. "Advance information and asset prices," Journal of Economic Theory, Elsevier, vol. 149(C), pages 236-275.
  • Rui Albuquerque & Jianjun Miao, "undated". "Advance Information and Asset Prices," Boston University - Department of Economics - Working Papers Series wp2009-017, Boston University - Department of Economics.
  • Jianjun Miao & Rui Albuquerque, 2008. "Advance Information and Asset Prices," 2008 Meeting Papers 44, Society for Economic Dynamics.
  • Albuquerque, Rui & Miao, Jianjun, 2007. "Advance Information and Asset Prices," CEPR Discussion Papers 6588, C.E.P.R. Discussion Papers.

1991

• Bulow, Jeremy & Klemperer, Paul, 1994. "Rational Frenzies and Crashes," Journal of Political Economy, University of Chicago Press, vol. 102(1), pages 1-23, February.
  • Bulow, Jeremy I. & Klemperer, Paul, 1991. "Rational Frenzies and Crashes," CEPR Discussion Papers 593, C.E.P.R. Discussion Papers.
  • Jeremy Bulow & Paul Klemperer, 1991. "Rational Frenzies and Crashes," NBER Technical Working Papers 0112, National Bureau of Economic Research, Inc.
• Louis O. Scott, 1991. "Financial Market Volatility: A Survey," IMF Staff Papers, Palgrave Macmillan, vol. 38(3), pages 582-625, September.
• Sechenova Vera & Бурак П.И., 1991. "Анализ Структуры Бюджета Г. Москвы [Analysis of structure of the Moscow budget]," Working papers a:pse368:20, Institute of Economics.
• Baiman, S & Evans, Jh & Nagarajan, Nj, 1991. "Collusion In Auditing," Journal of Accounting Research, Wiley Blackwell, vol. 29(1), pages 1-18.
• Frost, Ca, 1991. "Loss Contingency Reports And Stock-Prices - A Replication And Extension Of Banks And Kinney," Journal of Accounting Research, Wiley Blackwell, vol. 29(1), pages 157-169.
• Mendenhall, Rr, 1991. "Evidence On The Possible Underweighting Of Earnings-Related Information," Journal of Accounting Research, Wiley Blackwell, vol. 29(1), pages 170-179.
• Clinch, G, 1991. "Employee Compensation And Firms Research-And-Development Activity," Journal of Accounting Research, Wiley Blackwell, vol. 29(1), pages 59-78.
• Han, Jcy & Wild, Jj, 1991. "Stock-Price Behavior Associated With Managers Earnings And Revenue Forecasts," Journal of Accounting Research, Wiley Blackwell, vol. 29(1), pages 79-95.
• King, Rr & Wallin, De, 1991. "Voluntary Disclosures When Seller Level Of Information Is Unknown," Journal of Accounting Research, Wiley Blackwell, vol. 29(1), pages 96-108.
• Jones, Jj, 1991. "Earnings Management During Import Relief Investigations," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 193-228.
• Lang, M, 1991. "Time-Varying Stock-Price Response To Earnings Induced By Uncertainty About The Time-Series Process Of Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 229-257.
• Bushman, Rm, 1991. "Public Disclosure And The Structure Of Private Information Markets," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 261-276.
• Indjejikian, Rj, 1991. "The Impact Of Costly Information Interpretation On Firm Disclosure Decisions," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 277-301.
• Kim, O & Verrecchia, Re, 1991. "Trading Volume And Price Reactions To Public Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 302-321.
• Lundholm, Rj, 1991. "Public Signals And The Equilibrium Allocation Of Private Information," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 322-349.
• Walker, Kb & Mcclelland, La, 1991. "Management Forecasts And Statistical Prediction Model Forecasts In Corporate Budgeting," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 371-381.
• Brown, Ld & Kim, Kj, 1991. "Timely Aggregate Analyst Forecasts As Better Proxies For Market Earnings Expectations," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 382-385.
• Swaminathan, S & Weintrop, J, 1991. "The Information-Content Of Earnings, Revenues, And Expenses," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 418-427.
• Feroz, Eh & Park, K & Pastena, Vs, 1991. "The Financial And Market Effects Of The Secs Accounting And Auditing Enforcement Releases," Journal of Accounting Research, Wiley Blackwell, vol. 29, pages 107-142.
• Defond, Ml & Smith, Db, 1991. "Discussion Of The Financial And Market Effects Of The Sec Accounting And Auditing Enforcement Releases," Journal of Accounting Research, Wiley Blackwell, vol. 29, pages 143-148.
• Bulow, Jeremy & Klemperer, Paul, 1994. "Rational Frenzies and Crashes," Journal of Political Economy, University of Chicago Press, vol. 102(1), pages 1-23, February.
  • Jeremy Bulow & Paul Klemperer, 1991. "Rational Frenzies and Crashes," NBER Technical Working Papers 0112, National Bureau of Economic Research, Inc.
  • Bulow, Jeremy I. & Klemperer, Paul, 1991. "Rational Frenzies and Crashes," CEPR Discussion Papers 593, C.E.P.R. Discussion Papers.
• Beltratti, Andrea E & Shiller, Robert J, 1993. "Actual and Warranted Relations between Asset Prices," Oxford Economic Papers, Oxford University Press, vol. 45(3), pages 387-402, July.
  • Andrea E. Beltratti & Robert J. Shiller, 1991. "Actual and Warranted Relations Between Asset Prices," NBER Working Papers 3640, National Bureau of Economic Research, Inc.
  • Andrea E. Beltratti & Robert J. Shiller, 1991. "Actual and Warranted Relations Between Asset Prices," Cowles Foundation Discussion Papers 970, Cowles Foundation for Research in Economics, Yale University.

1990

• Gibbins, M & Richardson, A & Waterhouse, J, 1990. "The Management Of Corporate Financial Disclosure - Opportunism, Ritualism, Policies, And Processes," Journal of Accounting Research, Wiley Blackwell, vol. 28(1), pages 121-143.
• Ou, Ja, 1990. "The Information-Content Of Nonearnings Accounting Numbers As Earnings Predictors," Journal of Accounting Research, Wiley Blackwell, vol. 28(1), pages 144-163.
• Shores, D, 1990. "The Association Between Interim Information And Security Returns Surrounding Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 28(1), pages 164-181.
• Board, Jlg & Walker, M, 1990. "Intertemporal And Cross-Sectional Variation In The Association Between Unexpected Accounting Rates Of Return And Abnormal Returns," Journal of Accounting Research, Wiley Blackwell, vol. 28(1), pages 182-192.
• Han, Jcy & Wild, Jj, 1990. "Unexpected Earnings And Intraindustry Information Transfers - Further Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 28(1), pages 211-219.
• Healy, Pm & Palepu, Kg, 1990. "Earnings And Risk Changes Surrounding Primary Stock Offers," Journal of Accounting Research, Wiley Blackwell, vol. 28(1), pages 25-48.
• Lev, B & Penman, Sh, 1990. "Voluntary Forecast Disclosure, Nondisclosure, And Stock-Prices," Journal of Accounting Research, Wiley Blackwell, vol. 28(1), pages 49-76.
• Balakrishnan, R & Harris, Ts & Sen, Pk, 1990. "The Predictive Ability Of Geographic Segment Disclosures," Journal of Accounting Research, Wiley Blackwell, vol. 28(2), pages 305-325.
• Chandra, R & Moriarity, S & Willinger, Gl, 1990. "A Reexamination Of The Power Of Alternative Return-Generating Models And The Effect Of Accounting For Cross-Sectional Dependencies In Event Studies," Journal of Accounting Research, Wiley Blackwell, vol. 28(2), pages 398-408.
• Maines, La, 1990. "The Effect Of Forecast Redundancy On Judgments Of A Consensus Forecasts Expected Accuracy," Journal of Accounting Research, Wiley Blackwell, vol. 28, pages 29-47.
• Lipe, Mg, 1990. "The Effect Of Forecast Redundancy On Judgments Of A Consensus Forecasts Expected Accuracy - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 28, pages 48-54.
• Wihlborg, Clas, 1990. "The incentive to acquire information and financial market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 13(3), pages 347-365, June.
  • Wihlborg, Clas, 1989. "The Incentive to Acquire Information and Financial Market Efficiency," Working Paper Series 218, Research Institute of Industrial Economics.

1989

• David Card, 1989. "Deregulation and Labor Earnings in the Airline Industry," Working Papers 627, Princeton University, Department of Economics, Industrial Relations Section..
  • David Card, 1996. "Deregulation and Labor Earnings in the Airline Industry," NBER Working Papers 5687, National Bureau of Economic Research, Inc.
• David Card, 1989. "Deregulation and Labor Earnings in the Airline Industry," Working Papers 627, Princeton University, Department of Economics, Industrial Relations Section..
• Wihlborg, Clas, 1990. "The incentive to acquire information and financial market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 13(3), pages 347-365, June.
  • Wihlborg, Clas, 1989. "The Incentive to Acquire Information and Financial Market Efficiency," Working Paper Series 218, Research Institute of Industrial Economics.
• Ibrahimi, Fatemeh & Oxelheim, Lars & Wihlborg, Clas, 1989. "International Stock Markets and Fluctuations in Exchange Rates and Other Macroeconomic Variables," Working Paper Series 244, Research Institute of Industrial Economics.
• Lobo, Gj & Mahmoud, Aaw, 1989. "Relationship Between Differential Amounts Of Prior Information And Security Return Variability," Journal of Accounting Research, Wiley Blackwell, vol. 27(1), pages 116-134.
• Rohrbach, K & Chandra, R, 1989. "The Power Of Beaver U Against A Variance Increase In Market Model Residuals," Journal of Accounting Research, Wiley Blackwell, vol. 27(1), pages 145-155.
• Beaver, W & Eger, C & Ryan, S & Wolfson, M, 1989. "Financial-Reporting, Supplemental Disclosures, And Bank Share Prices," Journal of Accounting Research, Wiley Blackwell, vol. 27(2), pages 157-178.
• Pownall, G & Waymire, G, 1989. "Voluntary Disclosure Credibility And Securities Prices - Evidence From Management Earnings Forecasts, 1969-73," Journal of Accounting Research, Wiley Blackwell, vol. 27(2), pages 227-245.
• Bernard, Vl & Thomas, Jk, 1989. "Post-Earnings-Announcement Drift - Delayed Price Response Or Risk Premium," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 1-36.
• Dietrich, Jr, 1989. "Voluntary Disclosure Choice And Earnings Information-Transfer - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 106-110.
• Ou, Ja & Penman, Sh, 1989. "Accounting Measurement, Price Earnings Ratio, And The Information-Content Of Security Prices," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 111-144.
• Larcker, Df, 1989. "Accounting Measurement, Price Earnings Ratios, And The Information-Content Of Security Prices - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 145-152.
• Lev, B, 1989. "On The Usefulness Of Earnings And Earnings Research - Lessons And Directions From 2 Decades Of Empirical-Research," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 153-192.
• Patell, Jm, 1989. "On The Usefulness Of Earnings And Earnings Research - Lessons And Directions From 2 Decades Of Empirical-Research - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 193-201.
• Brown, P, 1989. "Ball And Brown [1968]," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 202-217.
• Marais, Ml, 1989. "Post-Earnings-Announcement Drift - Delayed Price Response Or Risk Premium - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 37-48.
• Freeman, Rn & Tse, S, 1989. "The Multiperiod Information-Content Of Accounting Earnings - Confirmations And Contradictions Of Previous Earnings Reports," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 49-79.
• Landsman, Wr, 1989. "The Multiperiod Information-Content Of Accounting Earnings - Confirmation And Contradictions Of Previous Earnings Reports - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 80-84.
• Pownall, G & Waymire, G, 1989. "Voluntary Disclosure Choice And Earnings Information-Transfer," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 85-105.

1988

• Cready, Wm, 1988. "Information Value And Investor Wealth - The Case Of Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 26(1), pages 1-27.
• Lundholm, Rj, 1988. "Price-Signal Relations In The Presence Of Correlated Public And Private Information," Journal of Accounting Research, Wiley Blackwell, vol. 26(1), pages 107-118.
• Smith, Db, 1988. "An Investigation Of Securities-And-Exchange-Commission Regulation Of Auditor Change Disclosures - The Case Of Accounting Series Release No 165," Journal of Accounting Research, Wiley Blackwell, vol. 26(1), pages 134-145.
• Jung, Wo & Kwon, Yk, 1988. "Disclosure When The Market Is Unsure Of Information Endowment Of Managers," Journal of Accounting Research, Wiley Blackwell, vol. 26(1), pages 146-153.
• Holthausen, Rw & Verrecchia, Re, 1988. "The Effect Of Sequential Information Releases On The Variance Of Price Changes In An Intertemporal Multi-Asset Market," Journal of Accounting Research, Wiley Blackwell, vol. 26(1), pages 82-106.
• Biddle, Gc & Ricks, We, 1988. "Analyst Forecast Errors And Stock-Price Behavior Near The Earnings Announcement Dates Of Lifo Adopters," Journal of Accounting Research, Wiley Blackwell, vol. 26(2), pages 169-194.
• Lys, T & Sivaramakrishnan, K, 1988. "Earnings Expectations And Capital Restructuring - The Case Of Equity-For-Debt Swaps," Journal of Accounting Research, Wiley Blackwell, vol. 26(2), pages 273-299.
• Haw, Im & Lustgarten, S, 1988. "Evidence On Income Measurement Properties Of Asr No-190 And Sfas No-33 Data," Journal of Accounting Research, Wiley Blackwell, vol. 26(2), pages 331-352.
• Schachter, B, 1988. "Open Interest In Stock-Options Around Quarterly Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 26(2), pages 353-372.

1987

• Bernard, Vl, 1987. "Cross-Sectional Dependence And Problems In Inference In Market-Based Accounting Research," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 1-48.
• Atiase, Rk, 1987. "Market Implications Of Predisclosure Information - Size And Exchange Effects," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 168-176.
• Brown, Ld & Richardson, Gd & Schwager, Sj, 1987. "An Information Interpretation Of Financial Analyst Superiority In Forecasting Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 49-67.
• Jennings, R, 1987. "Unsystematic Security Price Movements, Management Earnings Forecasts, And Revisions In Consensus Analyst Earnings Forecasts," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 90-110.
• Amershi, Ah & Sunder, S, 1987. "Failure Of Stock-Prices To Discipline Managers In A Rational-Expectations Economy," Journal of Accounting Research, Wiley Blackwell, vol. 25(2), pages 177-195.
• Baginski, Sp, 1987. "Intraindustry Information Transfers Associated With Management Forecasts Of Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 25(2), pages 196-216.
• Thompson, Rb & Olsen, C & Dietrich, Jr, 1987. "Attributes Of News About Firms - An Analysis Of Firm-Specific News Reported In The Wall Street Journal Index," Journal of Accounting Research, Wiley Blackwell, vol. 25(2), pages 245-274.
• Stevenson, Fl, 1987. "New Evidence On Lifo Adoptions - The Effects Of More Precise Event Dates," Journal of Accounting Research, Wiley Blackwell, vol. 25(2), pages 306-316.
• Harper, Rm & Mister, Wg & Strawser, Jr, 1987. "The Impact Of New Pension Disclosure Rules On Perceptions Of Debt," Journal of Accounting Research, Wiley Blackwell, vol. 25(2), pages 327-330.
• Lanen, Wn & Verrecchia, Re, 1987. "Operating Decisions And The Disclosure Of Management Accounting Information," Journal of Accounting Research, Wiley Blackwell, vol. 25, pages 165-193.

1986

• Burgstahler, D & Noreen, Ew, 1986. "Detecting Contemporaneous Security Market Reactions To A Sequence Of Related Events," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 170-186.
• Jain, Pc, 1986. "Relation Between Market Model Prediction Errors And Omitted Variables - A Methodological Note," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 187-193.
• Ricks, We, 1986. "Firm Size Effects And The Association Between Excess Returns And Lifo Tax Savings," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 206-216.
• Bamber, Ls, 1986. "The Information-Content Of Annual Earnings Releases - A Trading Volume Approach," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 40-56.
• Jain, Pc, 1986. "Analyses Of The Distribution Of Security Market Model Prediction Errors For Daily Returns Data," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 76-96.
• Sefcik, Se & Thompson, R, 1986. "An Approach To Statistical-Inference In Cross-Sectional Models With Security Abnormal Returns As Dependent Variable," Journal of Accounting Research, Wiley Blackwell, vol. 24(2), pages 316-334.
• Defeo, Vj, 1986. "An Empirical-Investigation Of The Speed Of The Market Reaction To Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 24(2), pages 349-363.
• Hoskin, Re & Hughes, Js & Ricks, We, 1986. "Evidence On The Incremental Information-Content Of Additional Firm Disclosures Made Concurrently With Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 1-32.
• Lys, T, 1986. "Capital Analysis Of Reserve Recognition Accounting - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 109-111.
• Stober, Tl, 1986. "The Incremental Information-Content Of Financial Statement Disclosures - The Case Of Lifo Inventory Liquidations," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 138-160.
• Pincus, M, 1986. "The Incremental Information-Content Of Financial Statement Disclosures - The Case Of Lifo Inventory Liquidations - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 161-164.
• Wilson, Gp, 1986. "The Relative Information-Content Of Accruals And Cash Flows - Combined Evidence At The Earnings Announcement And Annual-Report Release Date," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 165-200.
• Obrien, Pc, 1986. "The Relative Information-Content Of Accruals And Cash Flows - Combined Evidence At The Earnings Announcement And Annual-Report Release Date - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 201-203.
• Brown, Ld, 1986. "Evidence On The Incremental Information-Content Of Additional Firm Disclosures Made Concurrently With Earnings - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 33-36.
• Lipe, Rc, 1986. "The Information Contained In The Components Of Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 37-64.
• Freeman, Rn, 1986. "The Information Contained In The Components Of Earnings - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 65-68.
• Magliolo, J, 1986. "Capital-Market Analysis Of Reserve Recognition Accounting," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 69-108.
• Marco Laganá & Martin Perina & Isabel von Köppen-Mertes & Avinash Persaud, 2006. "Implications for liquidity from innovation and transparency in the European corporate bond market," Occasional Paper Series 50, European Central Bank.
• Ramon Gomez-Salvador & Adriana Lojschova & Thomas Westermann, 2011. "Household Sector Borrowing in the Euro Area: A Micro Data Persective," BCL working papers 58, Central Bank of Luxembourg.
  • Adalid, Ramón & Lojschová, Adriana & Westermann, Thomas, 2011. "Household sector borrowing in the euro area - a micro data perspective," Occasional Paper Series 125, European Central Bank.

1985

• Dye, Ra, 1985. "Disclosure Of Nonproprietary Information," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 123-145.
• Hopwood, Ws & Mckeown, Jc, 1985. "The Incremental Informational Content Of Interim Expenses Over Interim Sales," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 161-174.
• Atiase, Rk, 1985. "Predisclosure Information, Firm Capitalization, And Security Price Behavior Around Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 21-36.
• Penno, M, 1985. "Informational Issues In The Financial-Reporting Process," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 240-255.
• Waymire, G, 1985. "Earnings Volatility And Voluntary Management Forecast Disclosure," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 268-295.
• Hirschey, M & Weygandt, Jj, 1985. "Amortization Policy For Advertising And Research And Development Expenditures," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 326-335.
• Jennings, R & Starks, L, 1985. "Information-Content And The Speed Of Stock-Price Adjustment," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 336-350.
• Silhan, Pa & Mckeown, Jc, 1985. "Further Evidence On The Usefulness Of Simulated Mergers," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 416-426.
• Dye, Ra, 1985. "Strategic Accounting Choice And The Effects Of Alternative Financial-Reporting Requirements," Journal of Accounting Research, Wiley Blackwell, vol. 23(2), pages 544-574.
• Grimlund, Ra, 1985. "A Proposal For Implementing The Fasbs Reasonably Possible Disclosure Provision For Product Warranty Liabilities," Journal of Accounting Research, Wiley Blackwell, vol. 23(2), pages 575-594.
• Selto, Fh & Clouse, Ml, 1985. "An Investigation Of Managers Adaptations To Sfas No-2 - Accounting For Research-And-Development Costs," Journal of Accounting Research, Wiley Blackwell, vol. 23(2), pages 700-717.
• Apostolou, Ng & Giroux, Ga & Welker, Rb, 1985. "The Information-Content Of Municipal Spending Rate Data," Journal of Accounting Research, Wiley Blackwell, vol. 23(2), pages 853-858.
• Glezen, Gw & Millar, Ja, 1985. "An Empirical-Investigation Of Stockholder Reaction To Disclosures Required By Asr No-250," Journal of Accounting Research, Wiley Blackwell, vol. 23(2), pages 859-870.
• Mckinley, S & Pany, K & Reckers, Pmj, 1985. "An Examination Of The Influence Of Cpa Firm Type, Size, And Mas Provision On Loan Officer Decisions And Perceptions," Journal of Accounting Research, Wiley Blackwell, vol. 23(2), pages 887-896.
• Schachter, B, 1985. "Open Interest And Consensus Among Investors," Journal of Accounting Research, Wiley Blackwell, vol. 23(2), pages 907-910.
• Ziebart, Da, 1985. "Control Of Beta-Reliability In Studies Of Abnormal Return Magnitudes - A Methodological Note," Journal of Accounting Research, Wiley Blackwell, vol. 23(2), pages 920-926.
• Ransom, Cr, 1985. "The Ex Ante Information-Content Of Accounting Information-Systems," Journal of Accounting Research, Wiley Blackwell, vol. 23, pages 124-139.
• Mcnichols, M, 1985. "Discussion Of The Ex Ante Information-Content Of Accounting Information-Systems," Journal of Accounting Research, Wiley Blackwell, vol. 23, pages 140-143.
• Olsen, C & Dietrich, Jr, 1985. "Vertical Information Transfers - The Association Between Retailers Sales Announcements And Suppliers Security Returns," Journal of Accounting Research, Wiley Blackwell, vol. 23, pages 144-166.
• Bernard, Vl, 1985. "Discussion Of Vertical Information Transfers - The Association Between Retailers Sales Announcements And Suppliers Security Returns," Journal of Accounting Research, Wiley Blackwell, vol. 23, pages 167-169.
• Olsen, C, 1985. "Valuation Implications Of Sfas No 33 Data For Electric Utility Investors," Journal of Accounting Research, Wiley Blackwell, vol. 23, pages 28-47.
• Johnson, Wb, 1985. "Discussion Of Valuation Implications Of Sfas No 33 Data For Electric Utility Investors," Journal of Accounting Research, Wiley Blackwell, vol. 23, pages 48-53.

1984

• Kross, W & Schroeder, Da, 1984. "An Empirical-Investigation Of The Effect Of Quarterly Earnings Announcement Timing On Stock Returns," Journal of Accounting Research, Wiley Blackwell, vol. 22(1), pages 153-176.
• Wilson, Er & Howard, Tp, 1984. "The Association Between Municipal Market Measures And Selected Financial-Reporting Practices - Additional Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 22(1), pages 207-224.
• Chambers, Ae & Penman, Sh, 1984. "Timeliness Of Reporting And The Stock-Price Reaction To Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 22(1), pages 21-47.
• Frazier, Kb & Ingram, Rw & Tennyson, Bm, 1984. "A Methodology For The Analysis Of Narrative Accounting Disclosures," Journal of Accounting Research, Wiley Blackwell, vol. 22(1), pages 318-331.
• Gray, Sj & Radebaugh, Lh, 1984. "International Segment Disclosures By United-States And Uk Multinational-Enterprises - A Descriptive Study," Journal of Accounting Research, Wiley Blackwell, vol. 22(1), pages 351-360.
• Elliott, J & Richardson, G & Dyckman, T & Dukes, R, 1984. "The Impact Of Sfas No-2 On Firm Expenditures On Research And Development - Replications And Extensions," Journal of Accounting Research, Wiley Blackwell, vol. 22(1), pages 85-102.
• Ajinkya, Bb & Gift, Mj, 1984. "Corporate Managers Earnings Forecasts And Symmetrical Adjustments Of Market Expectations," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 425-444.
• Bernard, Vl, 1984. "The Use Of Market Data And Accounting Data In Hedging Against Consumer Price Inflation," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 445-466.
• Collins, Wa & Hopwood, Ws & Mckeown, Jc, 1984. "The Predictability Of Interim Earnings Over Alternative Quarters," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 467-479.
• Hagerman, Rl & Zmijewski, Me & Shah, P, 1984. "The Association Between The Magnitude Of Quarterly Earnings Forecast Errors And Risk-Adjusted Stock Returns," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 526-540.
• Imhoff, Ea & Lobo, Gj, 1984. "Information-Content Of Analysts Composite Forecast Revisions," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 541-554.
• Matolcsy, Zp, 1984. "Evidence On The Joint And Marginal Information-Content Of Inflation-Adjusted Accounting Income Numbers," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 555-569.
• Morse, D, 1984. "An Econometric-Analysis Of The Choice Of Daily Versus Monthly Returns In Tests Of Information-Content," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 605-623.
• Schaefer, Tf, 1984. "The Information-Content Of Current Cost Income Relative To Dividends And Historical Cost Income," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 647-656.
• Waymire, G, 1984. "Additional Evidence On The Information-Content Of Management Earnings Forecasts," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 703-718.
• Greenberg, R, 1984. "Adaptive Estimation - An Alternative To The Traditional Stationarity Assumption," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 719-730.
• Johnson, Da & Pany, K, 1984. "Forecasts, Auditor Review, And Bank Loan Decisions," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 731-743.
• Welch, Pr, 1984. "A Generalized Distributed Lag Model For Predicting Quarterly Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 744-757.
• Abdelkhalik, Ar, 1984. "A Note On The Validity Of The Wsj As A Source Of Event Dates," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 758-759.
• Lee, Cwj, 1984. "The Speed Of Adjustment Of Financial Ratios - An Error-In-Variable Problem," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 776-781.
• Dyckman, T & Philbrick, D & Stephan, J, 1984. "A Comparison Of Event Study Methodologies Using Daily Stock Returns - A Simulation Approach," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 1-30.
• Olsen, C, 1984. "Discussion Of The Experimental-Design Of Classification Models - An Application Of Recursive Partitioning And Bootstrapping To Commercial Bank Loan Classifications," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 115-118.
• Ricks, We, 1984. "Discussion Of A Comparison Of Event Study Methodologies Using Daily Stock Returns - A Simulation Approach," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 31-33.
• Marais, Ml, 1984. "An Application Of The Bootstrap Method To The Analysis Of Squared, Standardized Market Model Prediction Errors," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 33-54.
• Burgstahler, D, 1984. "Discussion Of An Application Of The Bootstrap Method To The Analysis Of Squared, Standardized Market Model Prediction Errors," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 55-58.
• Zmijewski, Me, 1984. "Methodological Issues Related To The Estimation Of Financial Distress Prediction Models," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 59-82.
• Dietrich, Jr, 1984. "Discussion Of Methodological Issues Related To The Estimation Of Financial Distress Prediction Models," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 83-86.
• Marais, Ml & Patell, Jm & Wolfson, Ma, 1984. "The Experimental-Design Of Classification Models - An Application Of Recursive Partitioning And Bootstrapping To Commercial Bank Loan Classifications," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 87-114.

1983

• Bell, Tb, 1983. "Market Reaction To Reserve Recognition Accounting," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 1-17.
• Ohlson, Ja, 1983. "Price-Earnings Ratios And Earnings Capitalization Under Uncertainty," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 141-154.
• Pincus, M, 1983. "Information Characteristics Of Earnings Announcements And Stock-Market Behavior," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 155-183.
• Abdelkhalik, Ar, 1983. "Overfitting Bias In The Models Assessing The Predictive Power Of Quarterly Reports," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 293-296.
• Frecka, Tj & Lee, Cf, 1983. "Generalized Financial Ratio Adjustment Processes And Their Implications," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 308-316.
• Lorek, Ks & Icerman, Jd & Abdulkader, Aa, 1983. "Further Descriptive And Predictive Evidence On Alternative Time-Series Models For Quarterly Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 317-328.
• Silhan, Pa, 1983. "The Effects Of Segmenting Quarterly Sales And Margins On Extrapolative Forecasts Of Conglomerate Earnings - Extension And Replication," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 341-347.
• Freeman, Rn, 1983. "Alternative Measures Of Profit Margin - An Empirical-Study Of The Potential Information-Content Of Current Cost Accounting," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 42-64.
• Brown, Ld, 1983. "Accounting Changes And The Accuracy Of Analysts Earnings Forecasts," Journal of Accounting Research, Wiley Blackwell, vol. 21(2), pages 432-443.
• Waymire, G & Pownall, G, 1983. "Some Evidence On Potential Effects Of Contemporaneous Earnings Disclosures In Tests Of Capital-Market Effects Associated With Fasb Exposure Draft No-19," Journal of Accounting Research, Wiley Blackwell, vol. 21(2), pages 629-643.

1982

• Hall, Tw, 1982. "An Empirical-Test Of The Effect Of Asset Aggregation On Valuation Accuracy," Journal of Accounting Research, Wiley Blackwell, vol. 20(1), pages 139-151.
• Otley, Dt & Dias, Fjb, 1982. "Accounting Aggregation And Decision-Making Performance - An Experimental Investigation," Journal of Accounting Research, Wiley Blackwell, vol. 20(1), pages 171-188.
• Banks, Dw & Kinney, Wr, 1982. "Loss Contingency Reports And Stock-Prices - An Empirical-Study," Journal of Accounting Research, Wiley Blackwell, vol. 20(1), pages 240-254.
• Silhan, Pa, 1982. "Simulated Mergers Of Existent Autonomous Firms - A New Approach To Segmentation Research," Journal of Accounting Research, Wiley Blackwell, vol. 20(1), pages 255-262.
• Copeland, Rm & Ingram, Rw, 1982. "The Association Between Municipal Accounting Information And Bond Rating Changes," Journal of Accounting Research, Wiley Blackwell, vol. 20(2), pages 275-289.
• Hopwood, Ws & Mckeown, Jc & Newbold, P, 1982. "The Additional Information-Content Of Quarterly Earnings Reports - Intertemporal Disaggregation," Journal of Accounting Research, Wiley Blackwell, vol. 20(2), pages 343-349.
• Imhoff, Ea & Pare, Pv, 1982. "Analysis And Comparison Of Earnings Forecast Agents," Journal of Accounting Research, Wiley Blackwell, vol. 20(2), pages 429-439.
• Kross, W, 1982. "Stock Returns And Oil And Gas Pronouncements - Replication And Extension," Journal of Accounting Research, Wiley Blackwell, vol. 20(2), pages 459-471.
• Elliott, Ja, 1982. "Subject To Audit Opinions And Abnormal Security Returns - Outcomes And Ambiguities," Journal of Accounting Research, Wiley Blackwell, vol. 20(2), pages 617-638.
• Freeman, Rn & Ohlson, Ja & Penman, Sh, 1982. "Book Rate-Of-Return And Prediction Of Earnings Changes - An Empirical-Investigation," Journal of Accounting Research, Wiley Blackwell, vol. 20(2), pages 639-653.
• Hopwood, Ws & Newbold, P & Silhan, Pa, 1982. "The Potential For Gains In Predictive Ability Through Disaggregation - Segmented Annual Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 20(2), pages 724-732.
• Verrecchia, Re, 1982. "The Use Of Mathematical-Models In Financial Accounting," Journal of Accounting Research, Wiley Blackwell, vol. 20, pages 1-42.
• Gould, Jp, 1982. "The Use Of Mathematical-Models In Financial Accounting - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 20, pages 43-47.
• Watts, Rl, 1982. "The Use Of Mathematical-Models In Financial Accounting - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 20, pages 48-55.

1981

• Verrecchia, Re, 1981. "On The Relationship Between Volume Reaction And Consensus Of Investors - Implications For Interpreting Tests Of Information-Content," Journal of Accounting Research, Wiley Blackwell, vol. 19(1), pages 271-283.
• Cogger, Ko, 1981. "A Time-Series Analytic Approach To Aggregation Issues In Accounting Data," Journal of Accounting Research, Wiley Blackwell, vol. 19(2), pages 285-298.
• Hopwood, Ws & Mckeown, Jc, 1981. "An Evaluation Of Univariate Time-Series Earnings Models And Their Generalization To A Single Input Transfer-Function," Journal of Accounting Research, Wiley Blackwell, vol. 19(2), pages 313-322.
• Livnat, J, 1981. "A Generalization Of The Api Methodology As A Way Of Measuring The Association Between Income And Stock-Prices," Journal of Accounting Research, Wiley Blackwell, vol. 19(2), pages 350-359.
• Morse, D, 1981. "Price And Trading Volume Reaction Surrounding Earnings Announcements - A Closer Examination," Journal of Accounting Research, Wiley Blackwell, vol. 19(2), pages 374-383.
• Patell, Jm & Wolfson, Ma, 1981. "The Ex Ante And Ex Post Price Effects Of Quarterly Earnings Announcements Reflected In Option And Stock-Prices," Journal of Accounting Research, Wiley Blackwell, vol. 19(2), pages 434-458.
• Ronen, J & Livnat, J, 1981. "Incentives For Segment Reporting," Journal of Accounting Research, Wiley Blackwell, vol. 19(2), pages 459-481.
• Wallace, Wa, 1981. "The Association Between Municipal Market Measures And Selected Financial-Reporting Practices," Journal of Accounting Research, Wiley Blackwell, vol. 19(2), pages 502-520.
• Firth, M, 1981. "The Relative Information-Content Of The Release Of Financial Results Data By Firms," Journal of Accounting Research, Wiley Blackwell, vol. 19(2), pages 521-529.
• Leftwich, Rw & Watts, Rl & Zimmerman, Jl, 1981. "Voluntary Corporate Disclosure - The Case Of Interim Reporting," Journal of Accounting Research, Wiley Blackwell, vol. 19, pages 50-77.
• Burton, Jc, 1981. "Voluntary Corporate Disclosure - The Case Of Interim Reporting - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 19, pages 78-84.
• Schipper, K, 1981. "Voluntary Corporate Disclosure - The Case Of Interim Reporting - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 19, pages 85-88.
• Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981. "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 379-387, September.
  • Cicchetti, Paul & Dale, Charles & Vignola, Anthony, 1981. "Usefulness of Treasury Bill Futures as Hedging Instruments," MPRA Paper 45754, University Library of Munich, Germany.
• Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.
  • Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
• Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.
• Soliman, Ibrahim, 1981. "Concentrate Feed Mix in Egypt: An Analysis of Government Production and Distribution Policies, and Free Market Price Patterns," MPRA Paper 67168, University Library of Munich, Germany.
• Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.
  • Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
• Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981. "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 379-387, September.
  • Cicchetti, Paul & Dale, Charles & Vignola, Anthony, 1981. "Usefulness of Treasury Bill Futures as Hedging Instruments," MPRA Paper 45754, University Library of Munich, Germany.

1980

• Hawawini, Gabriel & Cohen, Kalman & Maier, Steven & Schwartz, Robert & Whitcomb, David, 1980. "Implications of microstructure theory for empirical research in stock price behavior," MPRA Paper 33976, University Library of Munich, Germany.
• Gabriel A. Hawawini, 1980. "The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(2), pages 153-167, June.
  • Hawawini, Gabriel, 1980. "The intertemporal cross-price behavior of common stocks: Evidence and impications," MPRA Paper 44896, University Library of Munich, Germany.
• Vignola, Anthony & Dale, Charles, 1980. "The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications," MPRA Paper 48812, University Library of Munich, Germany.
• Gabriel A. Hawawini, 1980. "The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(2), pages 153-167, June.
  • Hawawini, Gabriel, 1980. "The intertemporal cross-price behavior of common stocks: Evidence and impications," MPRA Paper 44896, University Library of Munich, Germany.
• Penman, Sh, 1980. "An Empirical-Investigation Of The Voluntary Disclosure Of Corporate-Earnings Forecasts," Journal of Accounting Research, Wiley Blackwell, vol. 18(1), pages 132-160.
• Grant, Eb, 1980. "Market Implications Of Differential Amounts Of Interim Information," Journal of Accounting Research, Wiley Blackwell, vol. 18(1), pages 255-268.
• Brown, Ld & Hughes, Js & Rozeff, Ms & Vanderweide, Jh, 1980. "Expectations Data And The Predictive Value Of Interim Reporting - A Comment," Journal of Accounting Research, Wiley Blackwell, vol. 18(1), pages 278-288.
• Brown, Rm, 1980. "Short-Range Market Reaction To Changes To Lifo Accounting Using Preliminary Earnings Announcement Dates," Journal of Accounting Research, Wiley Blackwell, vol. 18(1), pages 38-63.
• Gray, Sj, 1980. "The Impact Of International Accounting Differences From A Security-Analysis Perspective - Some European Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 18(1), pages 64-76.
• Hopwood, Ws, 1980. "The Transfer-Function Relationship Between Earnings And Market-Industry Indexes - An Empirical-Study," Journal of Accounting Research, Wiley Blackwell, vol. 18(1), pages 77-90.
• Ajinkya, Bb, 1980. "An Empirical-Evaluation Of Line-Of-Business Reporting," Journal of Accounting Research, Wiley Blackwell, vol. 18(2), pages 343-361.
• Collins, Wa & Hopwood, Ws, 1980. "A Multivariate-Analysis Of Annual Earnings Forecasts Generated From Quarterly Forecasts Of Financial Analysts And Univariate Time-Series Models," Journal of Accounting Research, Wiley Blackwell, vol. 18(2), pages 390-406.
• Gonedes, Nj, 1980. "Public Disclosure Rules, Private Information-Production Decisions, And Capital-Market Equilibrium," Journal of Accounting Research, Wiley Blackwell, vol. 18(2), pages 441-476.
• Oppong, A, 1980. "Information-Content Of Annual Earnings Announcements Revisited," Journal of Accounting Research, Wiley Blackwell, vol. 18(2), pages 574-584.
• Ingram, Rw & Frazier, Kb, 1980. "Environmental Performance And Corporate Disclosure," Journal of Accounting Research, Wiley Blackwell, vol. 18(2), pages 614-622.
• Whittred, Gp, 1980. "The Timeliness Of The Australian Annual-Report - 1972-1977," Journal of Accounting Research, Wiley Blackwell, vol. 18(2), pages 623-628.
• Dukes, Re & Dyckman, Tr & Elliott, Ja, 1980. "Accounting For Research And Development Costs - The Impact On Research And Development Expenditures," Journal of Accounting Research, Wiley Blackwell, vol. 18, pages 1-26.
• Ball, R, 1980. "Discussion Of Accounting For Research And Development Costs - The Impact On Research And Development Expenditures," Journal of Accounting Research, Wiley Blackwell, vol. 18, pages 27-37.
• Horwitz, Bn & Kolodny, R, 1980. "The Economic-Effects Of Involuntary Uniformity In The Financial-Reporting Of R And D Expenditures," Journal of Accounting Research, Wiley Blackwell, vol. 18, pages 38-74.
• Wolfson, Ma, 1980. "Discussion Of The Economic-Effects Of Involuntary Uniformity In The Financial-Reporting Of R-And-D Expenditures," Journal of Accounting Research, Wiley Blackwell, vol. 18, pages 75-83.
• Marshall, W, 1980. "Discussion Of The Economic-Effects Of Involuntary Uniformity In The Financial-Reporting Of R-And-D Expenditures And Accounting For Research And Development Costs - The Impact On Research And Developme," Journal of Accounting Research, Wiley Blackwell, vol. 18, pages 84-90.
• Dukes, Re & Dyckman, Tr & Elliott, Ja, 1980. "Discussion Of The Economic-Effects Of Involuntary Uniformity In The Financial-Reporting Of R-And-D Expenditures And Accounting For Research And Development Costs - The Impact On Research And Developme," Journal of Accounting Research, Wiley Blackwell, vol. 18, pages 91-95.
• Horwitz, Bn & Kolodny, R, 1980. "Discussion Of The Economic-Effects Of Involuntary Uniformity In The Financial-Reporting Of R-And-D Expenditures And Accounting For Research And Development Costs - The Impact On Research And Developme," Journal of Accounting Research, Wiley Blackwell, vol. 18, pages 96-107.

1979

• Nichols, Dr & Tsay, Jj, 1979. "Security Price Reactions To Long-Range Executive Earnings Forecasts," Journal of Accounting Research, Wiley Blackwell, vol. 17(1), pages 140-155.
• Brown, Ld & Rozeff, Ms, 1979. "Univariate Time-Series Models Of Quarterly Accounting Earnings Per Share - Proposed Model," Journal of Accounting Research, Wiley Blackwell, vol. 17(1), pages 179-189.
• Foster, G, 1979. "Briloff And The Capital-Market," Journal of Accounting Research, Wiley Blackwell, vol. 17(1), pages 262-274.
• Hillison, Wa, 1979. "Empirical-Investigation Of General Purchasing Power Adjustments On Earnings Per Share And The Movement Of Security Prices," Journal of Accounting Research, Wiley Blackwell, vol. 17(1), pages 60-73.
• Barlev, B & Levy, H, 1979. "Variability Of Accounting Income Numbers," Journal of Accounting Research, Wiley Blackwell, vol. 17(2), pages 305-315.
• Beaver, Wh & Clarke, R & Wright, Wf, 1979. "Association Between Unsystematic Security Returns And The Magnitude Of Earnings Forecast Errors," Journal of Accounting Research, Wiley Blackwell, vol. 17(2), pages 316-340.
• Brown, Ld & Rozeff, Ms, 1979. "Adaptive Expectations, Time-Series Models, And Analyst Forecast Revision," Journal of Accounting Research, Wiley Blackwell, vol. 17(2), pages 341-351.
• Collins, Dw & Simonds, Rr, 1979. "Sec Line-Of-Business Disclosure And Market Risk Adjustments," Journal of Accounting Research, Wiley Blackwell, vol. 17(2), pages 352-383.
• Ohlson, Ja & Patell, Jm, 1979. "Introduction To Residual (Api) Analysis And The Private Value Of Information And The Api And The Design Of Experiments," Journal of Accounting Research, Wiley Blackwell, vol. 17(2), pages 504-505.
• Ohlson, Ja, 1979. "Residual (Api) Analysis And The Private Value Of Information," Journal of Accounting Research, Wiley Blackwell, vol. 17(2), pages 506-527.
• Patell, Jm, 1979. "Api And The Design Of Experiments," Journal of Accounting Research, Wiley Blackwell, vol. 17(2), pages 528-549.
• Pastena, V & Ronen, J, 1979. "Some Hypotheses On The Pattern Of Managements Informal Disclosures," Journal of Accounting Research, Wiley Blackwell, vol. 17(2), pages 550-564.
• Adelberg, Ah, 1979. "Methodology For Measuring The Understandability Of Financial Report Messages," Journal of Accounting Research, Wiley Blackwell, vol. 17(2), pages 565-592.
• Hawawini, Gabriel, 1979. "An assessment of risk in thinner markets: the Belgian case," MPRA Paper 33971, University Library of Munich, Germany.
• Vignola, Anthony & Dale, Charles, 1979. "Is the Futures Market for Treasury Bills Efficient?," MPRA Paper 48762, University Library of Munich, Germany.
• Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume I: Summary and Recommendations," MPRA Paper 58273, University Library of Munich, Germany.
• Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper 58897, University Library of Munich, Germany.

1978

• Abdelkhalik, Ar & Espejo, J, 1978. "Expectations Data And Predictive Value Of Interim Reporting," Journal of Accounting Research, Wiley Blackwell, vol. 16(1), pages 1-13.
• Lorek, Ks & Mckeown, Jc, 1978. "Effect On Predictive Ability Of Reducing Number Of Observations On A Time-Series Analysis Of Quarterly Earnings Data," Journal of Accounting Research, Wiley Blackwell, vol. 16(1), pages 204-214.
• Thakkar, Rb, 1978. "Association Between Market-Determined And Accounting-Determined Risk Measures - Note," Journal of Accounting Research, Wiley Blackwell, vol. 16(1), pages 215-223.
• Gonedes, Nj, 1978. "Corporate Signaling, External Accounting, And Capital-Market Equilibrium - Evidence On Dividends, Income, And Extraordinary Items," Journal of Accounting Research, Wiley Blackwell, vol. 16(1), pages 26-79.
• Gray, Sj, 1978. "Segment Reporting And The Eec Multinationals," Journal of Accounting Research, Wiley Blackwell, vol. 16(2), pages 242-253.
• Ingram, Rw, 1978. "Investigation Of The Information-Content Of (Certain) Social-Responsibility Disclosures," Journal of Accounting Research, Wiley Blackwell, vol. 16(2), pages 270-285.
• Ro, Bt, 1978. "Disclosure Of Capitalized Lease Information And Stock-Prices," Journal of Accounting Research, Wiley Blackwell, vol. 16(2), pages 315-340.
• Keys, De, 1978. "Confidence-Interval Financial-Statements - Empirical-Investigation," Journal of Accounting Research, Wiley Blackwell, vol. 16(2), pages 389-399.
• Abdelkhalik, Ar & Mckeown, Jc, 1978. "Disclosure Of Estimates Of Holding Gains And The Assessment Of Systematic Risk - Reply," Journal of Accounting Research, Wiley Blackwell, vol. 16, pages 106-110.
• Freeman, Rn, 1978. "Association Between Net Monetary Position And Equity Security Prices," Journal of Accounting Research, Wiley Blackwell, vol. 16, pages 111-145.
• Treynor, Jl, 1978. "Association Between Net Monetary Position And Equity Security Prices - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 16, pages 146-147.
• Watts, Rl, 1978. "Association Between Net Monetary Position And Equity Security Prices - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 16, pages 148-153.
• Ketz, Je, 1978. "Effect Of General Price-Level Adjustments On The Predictive Ability Of Financial Ratios," Journal of Accounting Research, Wiley Blackwell, vol. 16, pages 273-284.
• Abdelkhalik, Ar & Mckeown, Jc, 1978. "Disclosure Of Estimates Of Holding Gains And The Assessment Of Systematic Risk," Journal of Accounting Research, Wiley Blackwell, vol. 16, pages 46-77.
• Easman, Ws, 1978. "Disclosure Of Estimates Of Holding Gains And The Assessment Of Systematic Risk," Journal of Accounting Research, Wiley Blackwell, vol. 16, pages 78-92.
• Ingberman, Mj, 1978. "Disclosure Of Estimates Of Holding Gains And The Assessment Of Systematic Risk - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 16, pages 93-95.
• Boatsman, Jr & Revsine, L, 1978. "Disclosure Of Estimates Of Holding Gains And The Assessment Of Systematic Risk - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 16, pages 96-105.

1977

• Feltham, Ga, 1977. "Cost Aggregation - Information Economic-Analysis," Journal of Accounting Research, Wiley Blackwell, vol. 15(1), pages 42-70.
• Griffin, Pa, 1977. "Time-Series Behavior Of Quarterly Earnings - Preliminary Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 15(1), pages 71-83.
• Harrison, T, 1977. "Different Market Reactions To Discretionary And Non-Discretionary Accounting Changes," Journal of Accounting Research, Wiley Blackwell, vol. 15(1), pages 84-107.
• Joy, Om & Litzenberger, Rh & Mcenally, Rw, 1977. "Adjustment Of Stock-Prices To Announcements Of Unanticipated Changes In Quarterly Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 15(2), pages 207-225.
• Albrecht, Ws & Lookabill, Ll & Mckeown, Jc, 1977. "Time-Series Properties Of Annual Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 15(2), pages 226-244.
• Watts, Rl & Leftwich, Rw, 1977. "Time-Series Of Annual Accounting Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 15(2), pages 253-271.

1976

• Barrett, Me, 1976. "Financial-Reporting Practices - Disclosure And Comprehensiveness In An International Setting," Journal of Accounting Research, Wiley Blackwell, vol. 14(1), pages 10-26.
• Collins, Dw, 1976. "Predicting Earnings With Sub-Entity Data - Some Further Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 14(1), pages 163-177.
• Eggleton, Irc & Penman, Sh & Twombly, Jr, 1976. "Accounting Changes And Stock-Prices - Examination Of Selected Uncontrolled Variables," Journal of Accounting Research, Wiley Blackwell, vol. 14(1), pages 66-88.
• Gonedes, Nj & Dopuch, N & Penman, Sh, 1976. "Disclosure Rules, Information-Production, And Capital-Market Equilibrium - Case Of Forecast Disclosure Rules," Journal of Accounting Research, Wiley Blackwell, vol. 14(1), pages 89-137.
• Cassidy, Db, 1976. "Investor Evaluation Of Accounting Information - Some Additional Empirical-Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 14(2), pages 212-229.
• Patell, Jm, 1976. "Corporate Forecasts Of Earnings Per Share And Stock-Price Behavior - Empirical Tests," Journal of Accounting Research, Wiley Blackwell, vol. 14(2), pages 246-276.

1975

• Buzby, Sl, 1975. "Company Size, Listed Versus Unlisted Stocks, And Extent Of Financial Disclosure," Journal of Accounting Research, Wiley Blackwell, vol. 13(1), pages 16-37.
• Dyer, Jc & Mchugh, Aj, 1975. "Timeliness Of Australian Annual-Report," Journal of Accounting Research, Wiley Blackwell, vol. 13(2), pages 204-219.
• Gonedes, Nj, 1975. "Risk, Information, And Effects Of Special Accounting Items On Capital-Market Equilibrium," Journal of Accounting Research, Wiley Blackwell, vol. 13(2), pages 220-256.
• Magee, Rp, 1975. "Cost-Volume-Profit Analysis, Uncertainty And Capital-Market Equilibrium," Journal of Accounting Research, Wiley Blackwell, vol. 13(2), pages 257-266.
• Ohlson, Ja, 1975. "Complete Ordering Of Information Alternatives For A Class Of Portfolio-Selection Models," Journal of Accounting Research, Wiley Blackwell, vol. 13(2), pages 267-282.
• Foster, G, 1975. "Security Price Revaluation Implications Of Sub-Earnings Disclosure," Journal of Accounting Research, Wiley Blackwell, vol. 13(2), pages 283-292.
• Sharpe, Ig & Walker, Rg, 1975. "Asset Revaluations And Stock-Market Prices," Journal of Accounting Research, Wiley Blackwell, vol. 13(2), pages 293-310.

1974

• Gonedes, Nj, 1974. "Capital Market Equilibrium And Annual Accounting Numbers - Empirical-Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 12(1), pages 26-62.
• Derstine, Rp & Huefner, Rj, 1974. "Lifo-Fifo, Accounting Ratios And Market Risk," Journal of Accounting Research, Wiley Blackwell, vol. 12(2), pages 216-234.
• Gonedes, Nj & Dopuch, N, 1974. "Capital Market Equilibrium, Information Production, And Selecting Accounting Techniques - Theoretical Framework And Review Of Empirical Work," Journal of Accounting Research, Wiley Blackwell, vol. 12, pages 48-169.

1973

• Patz, Dh & Boatsman, Jr, 1973. "Accounting Principle Formulation In An Efficient Markets Environment," Journal of Accounting Research, Wiley Blackwell, vol. 10(2), pages 392-403.
• Madden, Dl & Mcculler.Ld & Vandanik.Rp, 1973. "Materiality Of Research And Development Expenditures," Journal of Accounting Research, Wiley Blackwell, vol. 10(2), pages 417-420.
• Sunder, S, 1973. "Relationship Between Accounting Changes And Stock Prices - Problems Of Measurement And Some Empirical-Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 11, pages 1-45.
• Lusk, Ej, 1973. "Cognitive Aspects Of Annual Reports - Field Independence-Dependence," Journal of Accounting Research, Wiley Blackwell, vol. 11, pages 191-202.
• Dermer, Jd & Gray, Ws, 1973. "Discussion Of Cognitive Aspects Of Annual Reports - Field Independence-Dependence," Journal of Accounting Research, Wiley Blackwell, vol. 11, pages 203-214.
• Lusk, Ej, 1973. "Cognitive Aspects Of Annual Reports - Field Independence-Dependence - Comment," Journal of Accounting Research, Wiley Blackwell, vol. 11, pages 215-224.
• Demski, Js & Myers, Sl, 1973. "Discussion Of Relationship Between Accounting Changes And Stock Prices - Problems Of Measurement And Some Empirical-Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 11, pages 46-59.

1972

• Kiger, Je, 1972. "Empirical Investigation Of Nyse Volume And Price Reactions To Announcement Of Quarterly Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 10(1), pages 113-128.
• Ball, R, 1972. "Changes In Accounting Techniques And Stock Prices," Journal of Accounting Research, Wiley Blackwell, vol. 10, pages 1-38.
• Bicksler, Jl, 1972. "Changes In Accounting Techniques And Stock Prices," Journal of Accounting Research, Wiley Blackwell, vol. 10, pages 39-41.
• Treynor, Jl, 1972. "Discussion Of Changes In Accounting Techniques And Stock Prices," Journal of Accounting Research, Wiley Blackwell, vol. 10, pages 42-44.

1971

• Frank, Wg & Weygandt, Jj, 1971. "Prediction Model For Convertible Debentures," Journal of Accounting Research, Wiley Blackwell, vol. 9(1), pages 116-126.
• Fogelber.G, 1971. "Interim Income Determination - Examination Of Effects Of Alternative Measurement Techniques," Journal of Accounting Research, Wiley Blackwell, vol. 9(2), pages 215-235.

1970

• West, Rr, 1970. "Alternative Approach To Predicting Corporate Bond Ratings," Journal of Accounting Research, Wiley Blackwell, vol. 8(1), pages 118-125.
• Horrigan, Jo, 1970. "Alternative Approach To Predicting Corporate Bond Ratings - Comment," Journal of Accounting Research, Wiley Blackwell, vol. 8(1), pages 126-127.
• Peles, Y, 1970. "Amortization Of Advertising Expenditures In Financial Statements," Journal of Accounting Research, Wiley Blackwell, vol. 8(1), pages 128-137.
• Dascher, Pe & Malcom, Re, 1970. "Note On Income Smoothing In Chemical Industry," Journal of Accounting Research, Wiley Blackwell, vol. 8(2), pages 253-259.
• White, Ge, 1970. "Discretionary Accounting Decisions And Income Normalization," Journal of Accounting Research, Wiley Blackwell, vol. 8(2), pages 260-273.

1968

• Ball, R & Brown, P, 1968. "Empirical Evaluation Of Accounting Income Numbers," Journal of Accounting Research, Wiley Blackwell, vol. 6(2), pages 159-178.
• Beaver, Wh, 1968. "Market Prices, Financial Ratios, And Prediction Of Failure," Journal of Accounting Research, Wiley Blackwell, vol. 6(2), pages 179-192.
• Beaver, Wh, 1968. "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 67-92.
• Bates, Rj, 1968. "Information Content Of Annual Earnings Announcements - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 93-95.
• Davidson, Hj, 1968. "Information Content Of Annual Earnings Announcements - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 96-100.

1967

• Johnson, O, 1967. "Consequential Approach To Accounting For R And D," Journal of Accounting Research, Wiley Blackwell, vol. 5(2), pages 164-172.

1964

• Hicks, El, 1964. "Materiality," Journal of Accounting Research, Wiley Blackwell, vol. 2(2), pages 158-171.

0

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• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012. "Leverage causes fat tails and clustered volatility," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 695-707, February.
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• Horst, Ulrich & Moreno-Bromberg, Santiago, 2010. "Efficiency and equilibria in games of optimal derivative design," SFB 649 Discussion Papers 2010-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Working Papers 201131, Geary Institute, University College Dublin.
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  • Cotter, John & Gabriel, Stuart & Roll, Richard, 2011. "Integration and contagion in US housing markets," MPRA Paper 34591, University Library of Munich, Germany.
• Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo, 2012. "Effective Trade Execution," MPRA Paper 39619, University Library of Munich, Germany.
  • Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012. "Effective Trade Execution," Papers 1206.5324, arXiv.org.
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• John Cotter & Stuart Gabriel & Richard Roll, 2012. "Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust," Working Papers 201217, Geary Institute, University College Dublin.
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• Shah, Syed Noaman & Kebewar, Mazen, 2013. "US Corporate Bond Yield Spread. A default risk debate," EconStor Preprints 73690, ZBW - Leibniz Information Centre for Economics.
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• Magomet Yandiev & Alexander Pakhalov, 2013. "The relationship between stock market parameters and interbank lending market: an empirical evidence," Working Papers 0002, Moscow State University, Faculty of Economics.
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• Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud, 2000. "Correlation structure of extreme stock returns," Science & Finance (CFM) working paper archive 0006034, Science & Finance, Capital Fund Management.
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• Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters, 2001. "Introducing Variety in Risk Management," Science & Finance (CFM) working paper archive 0107208, Science & Finance, Capital Fund Management.
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• Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997. "Scaling in stock market data: stable laws and beyond," Science & Finance (CFM) working paper archive 9705087, Science & Finance, Capital Fund Management.
  • Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997. "Scaling in stock market data: stable laws and beyond," Papers cond-mat/9705087, arXiv.org.
• Kirill Ilinski & Alexander Stepanenko, 1998. "Electrodynamical model of quasi-efficient financial market," Finance 9805007, University Library of Munich, Germany.
  • Kirill N. Ilinski & Alexander S. Stepanenko, 1998. "Electrodynamical model of quasi-efficient financial market," Papers cond-mat/9806138, arXiv.org.
• Rui Vilela Mendes & M. J. Oliveira, 2006. "A data-reconstructed fractional volatility model," Papers math/0602013, arXiv.org, revised Jun 2007.
  • Mendes, Rui Vilela & Oliveira, Maria J., 2008. "A Data-Reconstructed Fractional Volatility Model," Economics Discussion Papers 2008-22, Kiel Institute for the World Economy (IfW Kiel).
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