JEL Classification: G14 - Information and Market Efficiency; Event Studies - Munich Personal RePEc Archive

JEL Classification: G14 - Information and Market Efficiency; Event Studies

• JEL Classification (19610)
  • G - Financial Economics (2925)
    • G1 - General Financial Markets (1339)
      • G14 - Information and Market Efficiency; Event Studies (240)

Number of items at this level: 240.

Dong, Ming; Hirshleifer, David and Teoh, Siew Hong (2012): Overvalued equity and financing decisions. Unpublished.
Sinha, Pankaj and Mathur, Kritika (2012): Evolution of security transaction tax in India. Unpublished.
Cesari, Riccardo; Marzo, Massimiliano and Zagaglia, Paolo (2012): Effective Trade Execution. Forthcoming in:
Nath, Golaka (2012): Indian corporate bonds market –an analytical prospective. Unpublished.
Panait, Iulian and Slavescu, Ecaterina Oana (2012): Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011. Published in: CKS – eBook 2012 (2012): pp. 1592-1600.
Vassilios, Babalos; Guglielmo-Maria, Caporale and Philippas, Nikolaos (2012): Efficiency evaluation of Greek equity funds. Published in: Research in International Business and Finance , Vol. 26, (May 2012): pp. 317-333.
Klinedinst, Mark (2012): Going forward financially: credit unions as an alternative to commercial banks. Unpublished.
Saumitra, Bhaduri and Sidharth, Mahapatra (2012): Applying an alternative test of herding behavior: a case study of the Indian stock market. Unpublished.
Bicchetti, David and Maystre, Nicolas (2012): The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data. Forthcoming in:
Kohonen, Anssi (2012): On detection of volatility spillovers in simultaneously open stock markets. Unpublished.
Armstrong, Mark and Vickers, John (2012): Consumer protection and contingent charges. Unpublished.
Rosenthal, Dale W.R. (2012): Performance metrics for algorithmic traders. Unpublished.
Boissin, Romain (2012): Are financial analysts of IPO firms under pressure: the European evidence. Unpublished.
Estrada, Fernando (2012): Asymmetric information and financial markets. Unpublished.
Pfau, Wade Donald (2011): Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation. Unpublished.
Pacheco, Luís (2011): Moody’s credit ratings and the stock market performance of Portuguese rated firms. Unpublished.
Malliaris, A.G. and Malliaris, Mary (2011): Are oil, gold and the euro inter-related? time series and neural network analysis. Forthcoming in: Review of Quantitative Finance and Accounting (2011)
Aruga, Kentaka and Managi, Shunsuke (2011): Linkage among the U.S. Energy Futures Markets. Unpublished.
Klinedinst, Mark (2011): Going forward financially: credit unions as an alternative to commercial banks. Unpublished.
Mirdala, Rajmund (2011): Financial Integration and Economic Growth in the European Transition Economies. Published in: Journal of Advanced Studies in Finance , Vol. 2, No. 2 (December 2011): pp. 116-137.
Mukherjee, Dr. Kedar nath (2011): Commodity investments: opportunities for Indian institutional investors. Unpublished.
Lenz, Rainer (2011): Get rid of banks and build up a modern financial world. Unpublished.
Dumitriu, Ramona; Stefanescu, Razvan and Nistor, Costel (2011): Analysis of within – month effects on the Bucharest stock exchange. Published in: Proceedings of The 17th International Conference "The Knowledge-Based Organization" Sibiu, November 2011 (07. November 2011): pp. 109-116.
Larson, Nathan (2011): Clustering on the same news sources in an asset market. Unpublished.
Rompotis, Gerasimos G. (2011): Testing weak-form efficiency of exchange traded funds market. Published in: Aestimatio. The IEB International Journal of Finance No. 2 (July 2011): pp. 1-32.
Rossi, Francesco (2011): U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters. Unpublished.
Le, Thai-Ha and Chang, Youngho (2011): The impact of oil price fluctuations on stock markets in developed and emerging economies. Unpublished.
Dumitriu, Ramona and Stefanescu, Razvan (2011): Shocks on the Romanian foreign exchange market before and after the global crisis. Published in: New challenges in economics and administration : proceedings of the 3rd international conference in economics and administration : Bucharest, 2011 (03. June 2011): pp. 194-199.
Mirdala, Rajmund (2011): Financial Deepening and Economic Growth in the European Transition Economies. Published in: Journal of Applied Economic Sciences , Vol. 6, No. 2 (September 2011): pp. 177-194.
Puah, Chin-Hong and Liew, Samuel Wei-Siew (2011): White-collar crime and stock return: Empirical study from announcement effect. Unpublished.
Sasikumar, Anoop (2011): Testing for weak form market efficiency in Indian foreign exchange market. Published in: The IUP Journal of Monetary Economics , Vol. 9, No. 3 (August 2011): pp. 7-19.
Estrada, Fernando (2011): Benoit Mandelbrot (1924 - 2011 ) : A Greek among Romans. Published in: History of Economic Ideas / Fabrizio Serra Editore / Pisa - Roma , Vol. XIX, No. 1 (17. April 2011): pp. 1-13.
Aruga, Kentaka (2011): Linkages among the non-genetically modified soybean, conventional soybean, and corn futures markets in the Tokyo Grain Exchange. Unpublished.
Afego, Pyemo (2011): Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market. Unpublished.
Pfau, Wade Donald (2011): Long-term investors and valuation-based asset allocation. Unpublished.
Mukherjee, Dr. Kedar nath (2011): Impact of Futures Trading on Indian Agricultural Commodity Market. Unpublished.
Efthymiou, Vassilis A. and Leledakis, George N. (2011): The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks. Unpublished.
Iqbal, Javed and Farooqi, Faraz Ahmed (2011): Stock price reaction to earnings announcement: the case of an emerging market. Unpublished.
Petrushchak, Bohdan (2011): Календарні закономірності розподілу дохідності та волатильності на українському фондовому ринку. Published in: Матеріали ІХ Міжнародної науково-практичної конференції студентів, аспірантів та молодих вчених "Шевченківська весна 2011" , Vol. 1, No. 9 (April 2011): pp. 280-282.
Petrushchak, Bohdan (2011): Календарні ефекти та аномалії на українському фондовому ринку: теорія і практика. Published in: Світ фінансів No. 2 (2011): pp. 30-40.
Estrada, Fernando (2011): Financial crises, asymmetric information and argumentation. Unpublished.
Constantinescu , Radu (2011): Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-. Unpublished.
Constantinescu , Radu (2011): Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-. Unpublished.
Petrushchak, Bohdan (2011): The calendar regularity of earnings and volatility distribution on the Ukrainian stock market. Published in: Proceedings of the 9th International Scientific Conference of Students and Young Scientists “Shevchenkivska Vesna 2011”. – 2011. – Kyiv: Taras Shevchenko National University of Kyiv. – Pages: 280–282. , Vol. 1, No. 9 (April 2011): pp. 280-282.
Korkeamäki, Timo and Takalo, Tuomas (2010): Valuation of innovation: The case of iPhone. Unpublished.
Klinedinst, Mark (2010): Bad loans in the meltdown: micro analysis of credit union performance versus banks, an initial investigation. Unpublished.
Avadanei, Andreea (2010): European corporate bond market integration: lessons from EMU. Unpublished.
Salazar, Juan and Lambert, Annick (2010): fama and macbeth revisited: A Critique. Published in: Aestimatio. The IEB International Journal of Finance No. 1 (December 2010): pp. 1-24.
Lerner, Peter (2010): Theoretical analysis of the bid-ask bounce and Related Phenomena. Published in: Aestimatio No. 1 (December 2010): pp. 1-20.
Petrushchak, Bohdan (2010): Тренди довгострокового впливу іноземних фондових бірж на динаміку українського фондового ринку. Published in: Proceedings of the I International Conference of Young Scientist Economics & Management "EM-2010" (25. November 2010): pp. 232-233.
Bell, Peter N (2010): New methodology for event studies in Bonds. Unpublished.
Boissin, Romain and Sentis, Patrick (2010): Long run performance of IPOs and the role of financial analysts: some French evidence. Forthcoming in: The European Journal of Finance
Nicolau, Mihaela (2010): Practitioners' tools in analysing financial markets evolution. Forthcoming in: Acta Universitatis Danubius - Oeconomica , Vol. 8, No. 3 (November 2010): pp. 82-103.
Omay, Nazli C. and Karadagli, Ece C. (2010): Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach. Unpublished.
Ferriani, Fabrizio (2010): Informed and uninformed traders at work: evidence from the French market. Unpublished.
Bojańczyk, Mirosław (2010): Communication of companies with their surroundings - the manipulation of information and information asymmetry. Unpublished.
Chong, Zhiwei (2010): Rational expectations equilibrium with transaction costs in financial markets. Unpublished.
Guzman, Giselle C. (2010): The case for higher frequency inflation expectations. Unpublished.
Rambaccussing, Dooruj (2010): A real-time trading rule. Unpublished.
Ale Ebrahim, Nader; Ahmed, Shamsuddin; Abdul Rashid, Salwa Hanim and Taha, Zahari (2010): The Effectiveness of Virtual R&D Teams in SMEs: Experiences of Malaysian SMEs. Published in: In: The 11th Asia Pacific Industrial Engineering and Management Systems Conference (APIEMS 2010), Melaka, Malaysia. (09. December 2010): pp. 1-6.
Guzman, Giselle (2010): Internet search behavior as an economic forecasting tool: The case of inflation expectations. Published in: Journal of Economic and Social Measurement , Vol. Volume 36, No. Number 3 (05. December 2011): pp. 119-167.
Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market. Unpublished.
Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market. Unpublished.
Bauer, R.M.M.J.; Cremers, K.J.M. and Frehen, R.G.P. (2010): Pension Fund Performance and Costs: Small is Beautiful. Unpublished.
Estrada, Fernando (2010): Theory of argumentation in financial markets. Unpublished.
Pasaribu, Rowland Bismark Fernando (2010): Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45. Published in: Jurnal Ekonomi dan Bisnis , Vol. 5, No. 2 (July 2011): pp. 87-115.
Alfaro, Rodrigo and Sagner, Andres (2010): Financial Forecast for the Relative Strength Index. Unpublished.
Skardziukas, Domantas (2010): Asymmetric information: the multiplier effect of financial instability. Unpublished.
N. Narajabad, Borghan (2010): Information Technology and the Rise of Household Bankruptcy. Unpublished.
Zagaglia, Paolo (2010): Informed trading in the Euro money market for term lending. Unpublished.
Gande, Amar and Parsley, David (2010): Sovereign Credit Ratings, Transparency and International Portfolio Flows. Unpublished.
Di Maggio, Marco (2010): The Political Economy of the Yield Curve. Unpublished.
Loukil, Nadia and Yousfi, Ouidad (2010): Firm's information environment and stock liquidity: evidence from Tunisian context. Unpublished.
Guidi, Francesco; Gupta, Rakesh and Maheshwari, Suneel (2010): Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets. Unpublished.
El Bouhadi, Abdelhamid and Achibane, Khalid (2009): The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets? Unpublished.
Guzman, Giselle C. (2009): An inflation expectations horserace. Unpublished.
Daskalakis, George; Symeonidis, Lazaros and Markellos, Raphael (2009): Does the weather affect stock market volatility? Published in: Finance Research Letters , Vol. 7, No. 4 (December 2010)
Rambaccussing, Dooruj (2009): Exploiting price misalignements. Unpublished.
Pirtea, Marilen; Dima, Bogdan and Milos, Laura Raisa (2009): The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange. Unpublished.
Batuo Enowbi, Michael; Guidi, Francesco and Mlambo, Kupukile (2009): Testing the weak-form market efficiency and the day of the week effects of some African countries. Unpublished.
Tokel, O. Emre and Yucel, M. Eray (2009): Click to download data: an event study of Internet access to economic statistics. Unpublished.
Asimakopoulos, Ioannis and Athanasoglou, Panayiotis P. (2009): Revisiting the merger and acquisition performance of European banks. Published in: RePEc No. Working Paper 100 (August 2009)
Kristoufek, Ladislav (2009): Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009. Unpublished.
Kristoufek, Ladislav (2009): Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range. Unpublished.
Mulyadi, Martin Surya (2009): Volatility spillover in Indonesia, USA, and Japan capital market. Unpublished.
Sasidharan, Anand (2009): Does seasonality persists in Indian stock markets? Unpublished.
Sasidharan, Anand (2009): Stock Market's Reaction to Monetary Policy Announcements in India. Unpublished.
Sasidharan, Anand (2009): Structural Changes in India's Stock Markets' Efficiency. Unpublished.
Sasidharan, Anand (2009): Structural Changes in India's Stock Markets' Efficiency. Unpublished.
Anwar, Yunita and Mulyadi, Martin Surya (2009): The day of the week effects in Indonesia, Singapore, and Malaysia stock market. Forthcoming in:
Mierzejewski, Fernando (2009): The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates. Unpublished.
Fan, Qinbin and Jahan-Parvar, Mohammad R. (2009): US Industry-Level Returns and Oil Prices. Unpublished.
Sun, Jianjun and Yamori, Nobuyoshi (2009): Regional disparities and investment-cash flow sensitivity: Evidence from Chinese listed firms. Unpublished.
Goderis, Benedikt and Wagner, Wolf (2009): Credit Derivatives and Sovereign Debt Crises. Unpublished.
Hernandez-Verme, Paula and Wang, Wen-Yao (2009): Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy. Unpublished.
Siddiqi, Hammad (2009): Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment. Unpublished.
Habibullah, M.S.; Baharom, A.H. and Fong, Kin Hing (2009): Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries. Unpublished.
Boainain, Pedro G. and Valls Pereira, Pedro L. (2009): “Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro. Unpublished.
Buda, Rodolphe (2009): Learning-Testing Process in Classroom: An Empirical Simulation Model. Published in: Computers & Education , Vol. 52, No. 1 (January 2009): pp. 177-187.
Marçal, Emerson F.; Valls Pereira, Pedro L. and Abbara, Omar (2009): Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change. Unpublished.
Giovanis, Eleftherios (2009): Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB. Unpublished.
Giglio, Ricardo and Da Silva, Sergio (2009): Ranking the stocks listed on Bovespa according to their relative efficiency. Published in: Applied Mathematical Sciences , Vol. 43, No. 3 (2009): pp. 2133-2142.
Rashid, Abdul and Husain, Fazal (2009): Testing the Weak Form Efficiency in Pakistan’s Equity, Badla and Money Markets. Unpublished.
Giovanis, Eleftherios (2009): The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets. Unpublished.
Boudriga, Abdelkader; Ben Slama, Sarra and Boulila, Neila (2009): What determines IPO underpricing ? Evidence from a frontier market. Unpublished.
Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage. Unpublished.
Mukherjee, Dr. Kedar nath and Mishra, Dr. R. K. (2008): Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts. Unpublished.
Gray, Wesley and Kern, Andrew (2008): Fundamental Value Investors: Characteristics and Performance. Unpublished.
Rossi, Francesco (2008): Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise. Unpublished.
Canegrati, Emanuele (2008): New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case. Unpublished.
Kaizoji, Taisei and Sornette, Didier (2008): Market Bubbles and Chrashes. Unpublished.
Ye, Maoliang; Nikolov, Plamen; Casaburi, Lorenzo and Asher, Sam (2008): One Step at a Time: Do threshold patterns matter in public good provision? Unpublished.
Suk-Joong, Kim and 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. Published in: Journal of International Financial Markets, Institutions and Money , Vol. 9, No. 3 (25. December 2008): 415-431 .
Alexandru, Ciprian Antoniade (2008): Trust and Loss Aversion in Romanian Capital Market. Unpublished.
Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage. Forthcoming in:
Werner, Arndt (2008): Do Credit Constraints Matter more for College Dropout Entrepreneurs? Unpublished.
Canegrati, Emanuele (2008): In Search of Market Index Leaders: Evidence from World Financial Markets. Unpublished.
Canegrati, Emanuele (2008): In Search of Market Index Leaders: Evidence from Asian Markets. Unpublished.
Giglio, Ricardo; Matsushita, Raul; Figueiredo, Annibal; Gleria, Iram and Da Silva, Sergio (2008): Algorithmic complexity theory and the relative efficiency of financial markets - Updated. Unpublished.
Canegrati, Emanuele (2008): Testing the CAPM: Evidences from Italian Equity Markets. Unpublished.
Baptista, Ricardo F. de F. and Valls Pereira, Pedro L. (2008): Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa. Forthcoming in: Revista Brasileira de Finanças , Vol. 6, No. 2 (2008)
Caratelli, Massimo (2008): Information needs and efficiency in banking services. A 'demand-side' approach. Unpublished.
Emenike, Kalu O. (2008): Efficiency across Time: Evidence from the Nigerian Stock Exchange. Published in: International Journal of Management Sciences , Vol. 1, No. 2 (February 2010)
Cristea, Mirela (2008): Can Insurance Companies Control their financial stability? Practical Solutions. Unpublished.
Klinedinst, Mark (2008): A strength of credit unions: employee productivity of credit unions versus banks in the U.S.? Unpublished.
Canegrati, Emanuele (2008): A Non-Random Walk down Canary Wharf. Unpublished.
Rosenthal, Dale W.R. (2008): Modeling Trade Direction. Unpublished.
Cavalcante, Mileno (2008): Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI. Published in: Rio Oil & Gas 2008 Conference Proceedings , Vol. 1, (September 2008)
Ntim, Collins G; Opong, Kwaku K; Danbolt, Jo and Dewotor, Frank (2008): Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations? Unpublished.
Radam, Alias; Baharom, A.H.; Dayang-Afizzah, A.M. and Ismail, Farhana (2008): Effect of mergerson efficiency and productivity: Some evidence for banks in Malaysia. Forthcoming in: The ICFAI Journal of Bank Mangement (February 2009)
Baharom, A.H.; Habibullah, M.S. and R.C., Royfaizal (2008): Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia. Published in: International Applied Economic and Management Letters , Vol. 1, No. 1 (June 2008): pp. 33-36.
Strawinski, Pawel and Slepaczuk, Robert (2008): Analysis of HF data on the WSE in the context of EMH. Unpublished.
El Bouhadi, A.; Ounir, A. and 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. Unpublished.
Giglio, Ricardo; Matsushita, Raul; Figueiredo, Annibal; Gleria, Iram and Da Silva, Sergio (2008): Algorithmic complexity theory and the relative efficiency of financial markets. Unpublished.
Abderrazik, Amal; Boutkardine, Mehdi; El Bahi, Nour El Houda; Kartoubi, Salah Eddine and El Bouhadi, Abdelhamid (2008): Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca. Unpublished.
Jiang, Danling (2008): Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns. Unpublished.
Doran, James; Jiang, Danling and Peterson, David (2008): Gambling Preference and the New Year Effect of Assets with Lottery Features. Unpublished.
Murhadi, Werner-Ria (2008): Study On Dividend Policy in Indonesian Capital Market. Published in: Jurnal Manajemen & Kewirausahaan , Vol. March, No. No. 1 (09. March 2008): pp. 1-29.
Trabelsi, Mohamed Ali (2008): Sur-réaction sur le marché tunisien des actions : une investigation empirique. Published in: La Revue des Sciences de Gestion No. 236 (March 2009): pp. 51-58.
Bacha, Obiyathulla I.; Mohamed, Eskandar R. and Ramlee, Roslily (2008): The Efficiency of Trading Halts; Evidence from Bursa Malaysia. Published in: The International Journal of Banking and Finance , Vol. 5, No. 2 (March 2008): pp. 125-148.
Qiao, Yongyuan (2008): Analysis into IPO underpricing and clustering in Hong Kong equity market. Unpublished.
Baharom, A.H.; Royfaizal, R. C and Habibullah, M.S. (2008): Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia. Unpublished.
Repkine, Alexandre (2008): Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market. Unpublished.
Fagan, Stephen and Gencay, Ramazan (2008): Liquidity-Induced Dynamics in Futures Markets. Unpublished.
Amaral, Hudson; Iquiapaza, Robert; Tomaz, Wesley and Bertucci, Luiz (2008): Governança corporativa e divulgação de relatórios financeiros anuais. Published in: Contabilidade Vista & Revista , Vol. 19, No. 1 (May 2008): pp. 61-82.
Ulibarri, Carlos A.; Anselmo, Peter; Hovsepian, Karen; Florescu, Ionut and Tolk, Jacob (2008): 'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice? Published in: International Journal of Finance and Economics
Trabelsi, Mohamed Ali (2008): Peut-on encore parler des mesures de performance ? Published in: Revue Tunisienne d'Economie et de Gestion , Vol. Volume 25, (2008): pp. 265-295.
Steinbacher, Matjaz (2008): Stochastic Processes in Finance and Behavioral Finance. Published in: Icfai Journal of Behavioral Finance , Vol. 8, No. 4 : pp. 6-30.
Toudas, Kanellos and Karathanassis, George (2007): Corporate Governance and Firm Performance: Results from Greek Firms. Unpublished.
Brugger Jakob, Samuel Immanuel (2007): ¿Puede el gobierno corporativo aprender del gobierno público? Unpublished.
Acuña, Andrés and Pinto, Cristián (2007): Eficiencia del Mercado Accionario Chileno: Un Enfoque Dinámico usando Tests de Volatilidad. Unpublished.
Hirshleifer, David and Jiang, Danling (2007): A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns. Unpublished.
Hirshleifer, David and Jiang, Danling (2007): Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns. Unpublished.
Fuerst, Franz (2007): Office Rent Determinants: A Hedonic Panel Analysis. Unpublished.
Arroyo, Martín R. (2007): Banking concentration, information asymmetries and credit rationing: The Argentinean case. Unpublished.
Arroyo, Martín R. (2007): INFORMATION ASYMMETRIES, CREDIT RATIONING AND BANKING CONCENTRATION: THE ARGENTINEAN CASE. Unpublished.
Arroyo, Martín R. (2007): Information asymmetries, credit rationing and banking concentration: The Argentinean case. Unpublished.
Venier, Guido (2007): A new Model for Stock Price Movements. Published in: Journal of Applied Economic Sciences , Vol. 3, No. 3 (November 2008): pp. 327-347.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2007): Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange. Unpublished.
Bardong, Florian; Bartram, Söhnke M. and Yadav, Pradeep K. (2007): Are Short-sellers Different? Unpublished.
Doran, James; Jiang, Danling and Peterson, David (2007): Short-Sale Constraints and the Idiosyncratic Volatility Puzzle: An Event Study Approach. Unpublished.
Cole, Rebel; Moshirian, Fari and Wu, Qionbing (2007): Bank stock returns and economic growth. Published in: Journal of Banking and Finance , Vol. 6, No. 32 (June 2008): pp. 995-1007.
Espinosa Méndez, Christian (2007): EFECTO FIN DE SEMANA Y FIN DE MES EN EL MERCADO BURSATIL CHILENO. Published in: Panorama Socioeconomico , Vol. 25, No. 034 (December 2007): pp. 8-17.
Guzman, Giselle C. (2007): Using sentiment to predict GDP growth and stock returns. Published in: The Making of National Economic Forecasts No. Edward Elgar Publishing LTD (2009): pp. 319-351.
Anolli, Mario and Petrella, Giovanni (2007): A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality. Unpublished.
Parker, John (2007): The Impact Of Economic News On Financial Markets. Unpublished.
Joshi, Nayan and Bhattarai, Ram Chandra (2007): Stock returns and economically neutral behavioral variables: evidence from the Nepalese stock market. Published in: Economic Review : Occasiona Paper of Nepal Rastra Bank , Vol. 19, (April 2007): pp. 43-57.
Ellouz, Siwar and Bellalah, Mondher (2007): Asset pricing and predictability of stock returns in the french market. Unpublished.
Ghent, Andra (2007): Why do markets react badly to good news? Evidence from Fed Funds Futures. Unpublished.
Sarker, Debnarayan and Ghosh, Bikash Kumar (2007): A study of market efficiency in the stock market, forex market and bullion market in India. Published in: Finance India , Vol. 21, No. 3 (2007): pp. 987-102.
Klinedinst, Mark (2007): Cooperative comebacks: resilience in the face of the Hurricane Katrina Catastrophe (New Orleans and Southern Mississippi, May 2005–May 2006). Published in: Filene Research Institute No. 2007 (2007)
Dima, Bogdan; Barna, Flavia and Pirtea, Marilen (2007): ROMANIAN CAPITAL MARKET AND THE INFORMATIONAL EFFICIENCY. Unpublished.
Dima, Bogdan; Barna, Flavia; Pirtea, Marilen and Nachescu, Miruna (2007): THE ANALISIS OF THE BET-FI INDEX’S STATIC PROPERTIES. Unpublished.
Dima, Bogdan; Pirtea, Marilen; Barna, Flavia; Murgea, Aurora and Nachescu, Miruna (2007): The Analysis of the Bucharest Stock Exchange Financial Sector. Unpublished.
Mlambo, Chipo and Biekpe, Nicholas (2007): The efficient market hypothesis: Evidence from ten African stock markets. Published in: Investment Analysts Journal No. 66 (2007): pp. 5-18.
Toth, Bence; Scalas, Enrico; Huber, Juergen and Kirchler, Michael (2006): The value of information in a multi-agent market model. Unpublished.
Chia, Ricky Chee-Jiun; Liew, Venus Khim-Sen and Syed Khalid Wafa, Syed Azizi Wafa (2006): Calendar anomalies in the Malaysian stock market. Unpublished.
Bardong, Florian; Bartram, Söhnke M. and Yadav, Pradeep K. (2006): The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis. Unpublished.
Bond, Derek and Dyson, Kenneth (2006): Long memory and non-linearity in Stock Markets. Unpublished.
Bialkowski, Jedrzej; Gottschalk, Katrin and Wisniewski, Tomasz (2006): Political orientation of government and stock market returns. Unpublished.
Hirshleifer, David; Lim, Sonya Seongyeon and Teoh, Siew Hong (2006): Driven to distraction: Extraneous events and underreaction to earnings news. Unpublished.
Bohl, Martin T.; Gottschalk, Katrin and Pál, Rozália (2006): Institutional investors and stock market efficiency: The case of the January anomaly. Unpublished.
Semenova, Maria (2006): Information sharing in credit markets: incentives for incorrect information reporting. Unpublished.
Bialkowski, Jedrzej; Gottschalk, Katrin and Wisniewski, Tomasz (2006): Stock market volatiltity around national elections. Unpublished.
Igan, Deniz; de Paula, Aureo and Pinheiro, Marcelo (2006): Liquidity and Dividend Policy. Unpublished.
Dima, Bogdan; Barna, Flavia and Nachescu, Miruna (2006): MACROECONOMIC DETERMINANTS OF THE INVESTMENT FUNDS MARKET. THE ROMANIAN CASE. Unpublished.
Pires Gonçalves, Ricardo (2006): Management Quality Measurement: Using Data Envelopment Analysis (DEA) Estimation Approach for Banks in Brazil. Unpublished.
Espinosa Méndez, Christian (2005): Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos. Forthcoming in: Trimestre Económico , Vol. 296, (31. September 2007)
Bardong, Florian; Bartram, Söhnke M. and Yadav, Pradeep K. (2005): Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE. Unpublished.
Han, Bing; Hirshleifer, David and Wang, Tracy (2005): Investor Overconfidence and the Forward Discount Puzzle. Unpublished.
Joshi, Nayan and K.C, Fatta Bahadur (2005): The Nepalese stock market: Efficiency and calendar anomalies. Published in: Economic Review : Occasiona Paper of Nepal Rastra Bank , Vol. 17, (April 2005): pp. 43-87.
Asimakopoulos, Ioannis; Athanasoglou, Panayiotis and Georgiou, Evangelia (2005): The effect of M&A announcement on Greek bank stock returns. Published in: RePEc No. Economic Bulletin 24 (January 2005): pp. 22-44.
Caratelli, Massimo (2005): Transparency between banks and their customers. information needs and public intervention. Unpublished.
Amihud, Yakov; Mendelson, Haim and Pedersen, Lasse Heje (2005): Liquidity and Asset Prices. Published in: Foundations and Trends in Finance , Vol. 1, No. 4 (2005): pp. 269-364.
Wiszniewska-Matyszkiel, Agnieszka (2005): Stock market as a dynamic game with continuum of players. Published in: Control and Cybernetics , Vol. 37, No. 3 (2008): pp. 617-647.
Blecker, Thorsten; Abdelkafi, Nizar; Kreutler, Gerold and Friedrich, Gerhard (2004): Dynamic Multi-Agent Based Variety Formation and Steering in Mass Customization. Published in: 6th International Conference on Enterprise Information Systems (ICEIS 2004) (14. April 2004)
Giulio, Cifarelli (2004): Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts. Published in: Studi e Discussioni Dipartimento di Scienze Economiche Università di Firenze No. n. 137 (February 2004)
Ulibarri, Carlos A. (2004): Introducing contemporaneous open-outcry and e-trading at the Chicago Board of Trade. Published in: Asia Pacific Management Review , Vol. 9, No. 5 (2004)
Bacha, Obiyathulla I. (2004): Pricing Hybrid Securities: The Case of Malaysian ICULS. Published in: The Journal of International Finance , Vol. 16, No. 3 (2004): pp. 3154-3172.
Mlambo, Chipo and Biekpe, Nicholas (2003): The consequences of online information dissemination on stock market liquidity and efficiency: Implications on African markets. Published in: African Finance Journal , Vol. 5, No. 2 (November 2003): pp. 44-62.
Barna, Flavia; Dima, Bogdan and Labunet, Aurora (2003): EFICIENŢA PIEŢEI FINANCIARE DIN ROMÂNIA - CONDIŢIE NECESARĂ ÎN PERSPECTIVA ADERĂRII LA UNIUNEA EUROPEANĂ. Unpublished.
Brekalo, Miljenko; Marković, Branimir and Matić, Branko (2003): Quality of the Information System as the Prequisite for the Realization of Concession Income in Telecommunications. Published in: Geographical Information Systems - Interdisciplinary Aspects : pp. 47-58.
Hernandez-Verme, Paula (2002): Inflation, Growth and Exchange Rate Regimes in Small Open Economies. Unpublished.
Ardia, David (2002): Tests d'arbitrage et surfaces de volatilité : analyse empirique sur données haute fréquence. Unpublished.
Cifarelli, giulio (2002): The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? Published in: Studi e Discussioni - Dipartimento di Scienze Economiche - Università di Firenze No. n. 128 (May 2002)
Nabi, Mahmoud Sami and Rajhi, Taoufik (2002): Banking Efficiency and the Economic Transition Process. Unpublished.
Boyer, Tristan (2002): Gouvernement d'entreprise et décisions d'emploi. Published in:
Hirshleifer, David and Teoh, Siew Hong (2001): Herd Behavior and Cascading in Capital Markets: A Review and Synthesis. Published in: European Financial Management , Vol. 9, No. 1 (March 2003): pp. 25-66.
Wang, Changyun (2001): The behavior and performance of major types of futures traders. Published in: Journal of Futures Markets , Vol. 23, No. 1 (January 2003): pp. 1-31.
Bacha, Obiyathulla I. and Abdullah, Mimi H. (2001): Halal Stock Designation and Impact on Price and Trading Volume. Published in: The Journal of Accounting, Commerce & Finance – Islamic Perspective , Vol. 5, No. 1 (June 2001): pp. 66-97.
Wang, Changyun (2001): The effect of net positions by type of trader on volatility in foreign currency futures markets. Published in: Journal of Futures Markets , Vol. 22, No. 5 (May 2002): pp. 427-450.
Wang, Changyun (2000): Investor sentiment and return predictability in agricultural futures markets. Published in: Journal of Futures Markets , Vol. 21, No. 10 (October 2002): pp. 929-952.
Islahi, Abdul Azim (2000): COMMENTS on: “Choice between debt and equity contracts and asymmetrical information: Some empirical evidence". Published in: in Iqbal, M. and Llewellyn, David T. (edit), Islamic Banking and Finance: New Perspectives on Profit Sharing and Risk, (2002): pp. 152-154.
Hirshleifer, David and Luo, Guo Ying (2000): On the Survival of Overconfident Traders in a Competitive Securities Market. Published in: Journal of Financial Markets , Vol. 4, No. 1 (2001)
Husain, Fazal (2000): The Day of the Week Effect in the Pakistani Equity Market: An Investigation. Published in: Lahore Journal of Economics , Vol. 5, No. 1 (2000): pp. 93-97.
Bacha, Obiyathulla I.; Abdul, Jalil O. and Othman, Khairudin (1999): Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market. Published in: Capital Markets Review , Vol. 7, No. 1-2 (1999): pp. 1-46.
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Hawawini, Gabriel; Cohen, Kalman; Maier, Steven; Schwartz, Robert and Whitcomb, David (1980): Implications of microstructure theory for empirical research in stock price behavior. Published in: Journal of Finance , Vol. 35, No. May 1980 (1980): pp. 249-257.
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Blecker, Thorsten; Abdelkafi, Nizar and Kreutler, Gerold (2004): A Multi-Agent based Configuration Process for Mass Customization. Published in: Conference Proceedings, International Conference on Economic, Technical and Organisational aspects of Product Configuration Systems (2004)
Husain, Fazal (1998): A Seasonality in the Pakistani Equity Market: The Ramadhan Effect. Published in: The Pakistan Development Review , Vol. 37, No. 1 (1998): pp. 77-81.
Hirshleifer, David; Hou, Kewei and Teoh, Siew Hong (2007): Accruals and Aggregate Stock Market Returns. Unpublished.
Cole, Rebel; Fatemi, Ali and Vu, Joseph (2006): Do mergers create or destroy value? Evidence from unsuccessful mergers. Unpublished.
Hirshleifer, David; Teoh, Siew Hong and Yu, Jeff Jiewei (2007): Do short-sellers arbrtrage accrual-based return anomalies? Unpublished.
Husain, Fazal and Forbes, Kevin (1999): Efficiency in a Thinly Traded Market: The Case of Pakistan. Published in: Savings and Development , Vol. 23, No. 4 (1999): pp. 457-473.
Bassler, Kevin E.; Gunaratne, Gemunu H. and McCauley, Joseph L. (2005): Hurst exponents, Markov processes, and nonlinear diffusion equations. Published in: Physica A , Vol. 369, (2006): pp. 343-353.
Ewald, Christian-Oliver and Xiao, Yajun (2007): INFORMATION : PRICE AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE STOCHASTIC DIFFERENTIAL GAME MODEL. Unpublished.
Guttler, Caio; Meurer, Roberto and Da Silva, Sergio (2006): Informational inefficiency of the Brazilian stockmarket. Unpublished.
Hirshleifer, David (2001): Investor Psychology and Asset Pricing. Published in: Journal of Finance , Vol. 56, No. 4 (August 2001): pp. 1533-1597.
Husain, Fazal and Mahmood, Tariq (1999): Monetary Expansion and Stock Returns in Pakistan. Published in: The Pakistan Development Review , Vol. 38, No. 4 (1999): pp. 769-776.
Lahiri, Soumitra (2007): Shadows of economic prosperity in india in retrospection of the capital market. Unpublished.
Dong, Ming; Hirshleifer, David and Teoh, Siew Hong (2007): Stock market misvaluation and corporate investment. Unpublished.
Husain, Fazal and UPPAL, Jamshed (1999): Stock Returns Volatility in an Emerging Market: The Pakistani Evidence. Published in: Pakistan Journal of Applied Economics , Vol. 15, No. 1 (1999): pp. 19-40.
Hou, Kewei; Hirshleifer, David and Teoh, Siew Hong (2007): The Accrual Anomaly: Risk or Mispricing? Unpublished.
Husain, Fazal (1997): The Random Walk Model in the Pakistani Equity market: An Examination. Published in: The Pakistan Development Review , Vol. 36, No. 3 (1997): pp. 221-240.
Mattarocci, Gianluca (2005): Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating. Unpublished.
Cowling, Marc (2007): The Role of Loan Guarantee Schemes in Alleviating Credit Rationing in the UK. Unpublished.

JEL Classification: G14 - Information and Market Efficiency; Event Studies - Munich Personal RePEc Archive