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Abderrazik, Amal and Boutkardine, Mehdi and El Bahi, Nour El Houda and Kartoubi, Salah Eddine and El Bouhadi, Abdelhamid (2008): Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca.
Abounoori, Abbas Ali and Mohammadali, Hanieh and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): Comparative study of static and dynamic neural network models for nonlinear time series forecasting.
Acuña, Andres A. and Pinto, Cristian F. (2012): Respuesta del retorno accionario a la politica monetaria: Evidencia para el mercado chileno.
Acuña, Andrés and Pinto, Cristián (2007): Eficiencia del Mercado Accionario Chileno: Un Enfoque Dinámico usando Tests de Volatilidad.
Afego, Pyemo (2011): Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market.
Ahmad, Mahyudin (2012): Duration dependence test for rational speculative bubble: the strength and weakness.
Ale Ebrahim, Nader and Ahmed, Shamsuddin and 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. (9. December 2010): pp. 1-6.
Alexandru, Ciprian Antoniade (2008): Trust and Loss Aversion in Romanian Capital Market.
Alfaro, Rodrigo and Sagner, Andres (2010): Financial Forecast for the Relative Strength Index.
Amaral, Hudson and Iquiapaza, Robert and 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.
Amihud, Yakov and 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.
Anolli, Mario and Petrella, Giovanni (2007): A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality.
Anwar, Yunita and Mulyadi, Martin Surya (2009): The day of the week effects in Indonesia, Singapore, and Malaysia stock market. Forthcoming in:
Ardia, David (2002): Tests d'arbitrage et surfaces de volatilité : analyse empirique sur données haute fréquence.
Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.
Armstrong, Mark and Vickers, John (2012): Consumer protection and contingent charges.
Arroyo, Martín R. (2007): Banking concentration, information asymmetries and credit rationing: The Argentinean case.
Arroyo, Martín R. (2007): INFORMATION ASYMMETRIES, CREDIT RATIONING AND BANKING CONCENTRATION: THE ARGENTINEAN CASE.
Arroyo, Martín R. (2007): Information asymmetries, credit rationing and banking concentration: The Argentinean case.
Aruga, Kentaka (2011): Linkages among the non-genetically modified soybean, conventional soybean, and corn futures markets in the Tokyo Grain Exchange.
Aruga, Kentaka and Managi, Shunsuke (2011): Linkage among the U.S. Energy Futures Markets.
Asimakopoulos, Ioannis and 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.
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)
Avadanei, Andreea (2010): European corporate bond market integration: lessons from EMU.
Avino, Davide and Lazar, Emese (2012): Rethinking Capital Structure Arbitrage.
Avino, Davide and Lazar, Emese and Varotto, Simone (2012): Price Discovery of Credit Spreads in Tranquil and Crisis Periods.
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.
Bacha, Obiyathulla I. and 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.
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.
Bacha, Obiyathulla I. and 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.
Baharom, A.H. and 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.
Baharom, A.H. and Royfaizal, R. C and Habibullah, M.S. (2008): Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia.
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)
Bardong, Florian and Bartram, Söhnke M. and Yadav, Pradeep K. (2007): Are Short-sellers Different?
Bardong, Florian and Bartram, Söhnke M. and Yadav, Pradeep K. (2006): The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis.
Bardong, Florian and Bartram, Söhnke M. and Yadav, Pradeep K. (2005): Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE.
Barna, Flavia and Dima, Bogdan and Labunet, Aurora (2003): EFICIENŢA PIEŢEI FINANCIARE DIN ROMÂNIA - CONDIŢIE NECESARĂ ÎN PERSPECTIVA ADERĂRII LA UNIUNEA EUROPEANĂ.
Bassler, Kevin E. and 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.
Batuo Enowbi, Michael and Guidi, Francesco and Mlambo, Kupukile (2009): Testing the weak-form market efficiency and the day of the week effects of some African countries.
Bauer, R.M.M.J. and Cremers, K.J.M. and Frehen, R.G.P. (2010): Pension Fund Performance and Costs: Small is Beautiful.
Bell, Peter N (2010): New methodology for event studies in Bonds.
Bialkowski, Jedrzej and Gottschalk, Katrin and Wisniewski, Tomasz (2006): Political orientation of government and stock market returns.
Bialkowski, Jedrzej and Gottschalk, Katrin and Wisniewski, Tomasz (2006): Stock market volatiltity around national elections.
Bicchetti, David and Maystre, Nicolas (2012): The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data. Forthcoming in:
Blake, David and Biffs, Enrico (2012): Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers.
Blecker, Thorsten and 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)
Blecker, Thorsten and Abdelkafi, Nizar and 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)
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.
Bohl, Martin T. and Gottschalk, Katrin and Pál, Rozália (2006): Institutional investors and stock market efficiency: The case of the January anomaly.
Boissin, Romain (2012): Are financial analysts of IPO firms under pressure: the European evidence.
Boissin, Romain (2012): Orphan versus non-orphan IPOs: the difference analyst coverage makes.
Boissin, Romain (2012): Orphan versus non-orphan IPOs: the difference analyst coverage makes. Forthcoming in:
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
Boissin, Romain and Sentis, Patrick (2012): Long-run performance of IPOs and the role of financial analysts: some French evidence. Forthcoming in: The European Journal of Finance
Bojańczyk, Mirosław (2010): Communication of companies with their surroundings - the manipulation of information and information asymmetry.
Bond, Derek and Dyson, Kenneth (2006): Long memory and non-linearity in Stock Markets.
Boudriga, Abdelkader and Ben Slama, Sarra and Boulila, Neila (2009): What determines IPO underpricing ? Evidence from a frontier market.
Boyer, Tristan (2002): Gouvernement d'entreprise et décisions d'emploi. Published in:
Brekalo, Miljenko and 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.
Brugger Jakob, Samuel Immanuel (2007): ¿Puede el gobierno corporativo aprender del gobierno público?
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.
Canegrati, Emanuele (2008): In Search of Market Index Leaders: Evidence from Asian Markets.
Canegrati, Emanuele (2008): In Search of Market Index Leaders: Evidence from World Financial Markets.
Canegrati, Emanuele (2008): New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case.
Canegrati, Emanuele (2008): A Non-Random Walk down Canary Wharf.
Canegrati, Emanuele (2008): Testing the CAPM: Evidences from Italian Equity Markets.
Caratelli, Massimo (2008): Information needs and efficiency in banking services. A 'demand-side' approach.
Caratelli, Massimo (2005): Transparency between banks and their customers. information needs and public intervention.
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)
Cesari, Riccardo and Marzo, Massimiliano and Zagaglia, Paolo (2012): Effective Trade Execution. Forthcoming in:
Chia, Ricky Chee-Jiun and Liew, Venus Khim-Sen and Syed Khalid Wafa, Syed Azizi Wafa (2006): Calendar anomalies in the Malaysian stock market.
Chong, Zhiwei (2010): Rational expectations equilibrium with transaction costs in financial markets.
Cicchetti, Paul and Dale, Charles and Vignola, Anthony (1981): Usefulness of Treasury Bill Futures as Hedging Instruments. Published in: Journal of Futures Markets , Vol. 1, No. 3 (1981): pp. 379-387.
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)
Cole, Rebel and Fatemi, Ali and Vu, Joseph (2006): Do mergers create or destroy value? Evidence from unsuccessful mergers.
Cole, Rebel and 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.
Constantinescu, Radu (2011): Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-.
Constantinescu, Radu (2011): Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-.
Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market.
Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market.
Cowling, Marc (2007): The Role of Loan Guarantee Schemes in Alleviating Credit Rationing in the UK.
Cristea, Mirela (2008): Can Insurance Companies Control their financial stability? Practical Solutions.
DE KONING, Kees (2012): The United States: An Economic Balance Sheet Analysis.
Dale, Charles (1981): The Hedging Effectiveness of Currency Futures Markets. Published in: Journal of Futures Markets , Vol. 1, No. 1 (1981): pp. 77-88.
Daskalakis, George and Symeonidis, Lazaros and Markellos, Raphael (2009): Does the weather affect stock market volatility? Published in: Finance Research Letters , Vol. 7, No. 4 (December 2010)
Delisle, R. Jared and Lee, Bong Soo and Mauck, Nathan (2012): The dynamic relation between short sellers, option traders, and aggregate returns.
Di Maggio, Marco (2010): The Political Economy of the Yield Curve.
Dima, Bogdan and Barna, Flavia and Nachescu, Miruna (2006): MACROECONOMIC DETERMINANTS OF THE INVESTMENT FUNDS MARKET. THE ROMANIAN CASE.
Dima, Bogdan and Barna, Flavia and Pirtea, Marilen (2007): ROMANIAN CAPITAL MARKET AND THE INFORMATIONAL EFFICIENCY.
Dima, Bogdan and Barna, Flavia and Pirtea, Marilen and Nachescu, Miruna (2007): THE ANALISIS OF THE BET-FI INDEX’S STATIC PROPERTIES.
Dima, Bogdan and Pirtea, Marilen and Barna, Flavia and Murgea, Aurora and Nachescu, Miruna (2007): The Analysis of the Bucharest Stock Exchange Financial Sector.
Dominique, C-Rene and 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. Published in: International Business Research , Vol. Volume, No. No. 5 (1. May 2012): pp. 8-15.
Dong, Ming and Hirshleifer, David and Teoh, Siew Hong (2012): Overvalued equity and financing decisions.
Dong, Ming and Hirshleifer, David and Teoh, Siew Hong (2007): Stock market misvaluation and corporate investment.
Doran, James and Jiang, Danling and Peterson, David (2008): Gambling Preference and the New Year Effect of Assets with Lottery Features.
Doran, James and Jiang, Danling and Peterson, David (2007): Short-Sale Constraints and the Idiosyncratic Volatility Puzzle: An Event Study Approach.
Douch, Mohamed and Essaddam, Naceur (2011): Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms. Published in: Journal of Applied Finance & Banking , Vol. 3, (April 2013): pp. 239-253.
Dumitriu, Ramona and Nistor, Costel and Stefanescu, Razvan (2009): Changes in the monthly effects from the Romanian foreign exchange market. Published in: Proceedings of the Challenges for Analysis of the Economy, the Businesses, and Social Progress International Scientific Conference, Szeged, November 19-21, 2009 (14. July 2010): pp. 545-562.
Dumitriu, Ramona and Stefanescu, Razvan (2010): Changes in the DOW effects in the Romanian foreign exchange market. Published in: Manager Journal , Vol. 11/201, (11. November 2010): pp. 163-179.
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 (3. June 2011): pp. 194-199.
Dumitriu, Ramona and 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 (7. November 2011): pp. 109-116.
Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2012): The Halloween effect during quiet and turbulent times. Published in: The 18th International Conference "The Knowledge-Based Organization" - Conference Proceedings 2 , Vol. 2, (8. June 2012): pp. 91-96.
Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Holiday effect on the Romanian stock market. Published in: Vanguard Scientific Instruments in Management 2011 , Vol. 1(4)/2, (19. November 2011): pp. 35-40.
Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2012): Holiday effects during quiet and turbulent times. Published in: The Proceedings of the 14th International Conference AFASES - “Scientific Research and Education in the Air Force” (19. May 2012): pp. 57-62.
Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Monthly seasonality in the Bucharest stock exchange. Published in: Proceedings of the 13th International Conference of Scientific Papers AFASES Brasov 26th - 28th May, 2011 (3. May 2011): pp. 47-52.
Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2012): Reactions of the capital markets to the shocks before and during the global crisis. Published in: Vanguard Scientific Instruments in Management, , Vol. 1(5)/2, (19. February 2012): pp. 32-49.
Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): The US macroeconomic news announcements and the within-month effects on the Bucharest Stock Exchange. Published in: Proceedings of the International Conference „EDUCATION AND CREATIVITY FOR A KNOWLEDGE SOCIETY”- 5 edition November 2011, Bucharest No. Economic Sciences (5. November 2011): pp. 178-183.
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.
El Bouhadi, A. and 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.
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?
Ellouz, Siwar and Bellalah, Mondher (2007): Asset pricing and predictability of stock returns in the french market.
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)
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.
Espinosa Méndez, Christian (2005): Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos. Forthcoming in: Trimestre Económico , Vol. 296, (31. September 2007)
Estrada, Fernando (2012): Asymmetric information and financial markets.
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.
Estrada, Fernando (2011): Financial crises, asymmetric information and argumentation.
Estrada, Fernando (2010): Theory of argumentation in financial markets.
Ewald, Christian-Oliver and Xiao, Yajun (2007): INFORMATION : PRICE AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE STOCHASTIC DIFFERENTIAL GAME MODEL.
Fagan, Stephen and Gencay, Ramazan (2008): Liquidity-Induced Dynamics in Futures Markets.
Fan, Qinbin and Jahan-Parvar, Mohammad R. (2009): US Industry-Level Returns and Oil Prices.
Ferriani, Fabrizio (2010): Informed and uninformed traders at work: evidence from the French market.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2007): Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange.
Fuerst, Franz (2007): Office Rent Determinants: A Hedonic Panel Analysis.
Füllbrunn, Sascha and Rau, Holger and Weitzel, Utz (2013): Do ambiguity effects survive in experimental asset markets?
Gallego, Oscar D (2005): The Day �of� The� Week Effect in the Colombia Stock Exchange. Published in:
Gande, Amar and Parsley, David (2010): Sovereign Credit Ratings, Transparency and International Portfolio Flows.
Garofalo, Giuseppe and Barbato, Fabio (1996): The Credibility of the Exchange Rate Regime: An Analysis trough “Derivatives” of the September 1992 Crisis.
Ghent, Andra (2007): Why do markets react badly to good news? Evidence from Fed Funds Futures.
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.
Giglio, Ricardo and Matsushita, Raul and Figueiredo, Annibal and Gleria, Iram and Da Silva, Sergio (2008): Algorithmic complexity theory and the relative efficiency of financial markets.
Giglio, Ricardo and Matsushita, Raul and Figueiredo, Annibal and Gleria, Iram and Da Silva, Sergio (2008): Algorithmic complexity theory and the relative efficiency of financial markets - Updated.
Giovanis, Eleftherios (2009): Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB.
Giovanis, Eleftherios (2009): The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets.
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)
Goderis, Benedikt and Wagner, Wolf (2009): Credit Derivatives and Sovereign Debt Crises.
Govori, Fadil (2011): Ndikimi i informacionit asimetrik në tregjet financiare.
Grande, Giuseppe (1997): Properties of the monetary conditions index. Published in: Temi di discussione (Economic working papers) , Vol. 324, (December 1997)
Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage. Forthcoming in:
Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage.
Gray, Wesley and Kern, Andrew (2008): Fundamental Value Investors: Characteristics and Performance.
Guidi, Francesco and Gupta, Rakesh and Maheshwari, Suneel (2010): Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets.
Guttler, Caio and Meurer, Roberto and Da Silva, Sergio (2006): Informational inefficiency of the Brazilian stockmarket.
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.
Guzman, Giselle C. (2010): The case for higher frequency inflation expectations.
Guzman, Giselle C. (2009): An inflation expectations horserace.
Gyarmati, Ákos and Lublóy, Ágnes and Váradi, Kata (2012): The Budapest liquidity measure and the price impact function. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 112-125.
Gyoshev, Stanley and Kaplan, Todd R. and Szewczyk, Samuel and Tsetsekos, George (2013): Why Do Financial Intermediaries Buy Put Options from Companies?
Habibullah, M.S. and Baharom, A.H. and Fong, Kin Hing (2009): Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries.
Han, Bing and Hirshleifer, David and Wang, Tracy (2005): Investor Overconfidence and the Forward Discount Puzzle.
Hawawini, Gabriel (1979): An assessment of risk in thinner markets: the Belgian case. Published in: Journal of Economics and Business , Vol. 31, No. Spring/Summer (1979): pp. 196-201.
Hawawini, Gabriel (1980): The intertemporal cross-price behavior of common stocks: Evidence and impications. Published in: Journal of Financial Research , Vol. 5, (1980): pp. 153-167.
Hawawini, Gabriel and Cohen, Kalman and Maier, Steven and 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.
Hernandez-Verme, Paula (2002): Inflation, Growth and Exchange Rate Regimes in Small Open Economies.
Hernandez-Verme, Paula and Wang, Wen-Yao (2009): Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy.
Hirshleifer, David (2001): Investor Psychology and Asset Pricing. Published in: Journal of Finance , Vol. 56, No. 4 (August 2001): pp. 1533-1597.
Hirshleifer, David and Hou, Kewei and Teoh, Siew Hong (2007): Accruals and Aggregate Stock Market Returns.
Hirshleifer, David and Jiang, Danling (2007): Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns.
Hirshleifer, David and Jiang, Danling (2007): A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns.
Hirshleifer, David and Lim, Sonya Seongyeon and Teoh, Siew Hong (2006): Driven to distraction: Extraneous events and underreaction to earnings news.
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)
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.
Hirshleifer, David and Teoh, Siew Hong and Yu, Jeff Jiewei (2007): Do short-sellers arbrtrage accrual-based return anomalies?
Hou, Kewei and Hirshleifer, David and Teoh, Siew Hong (2007): The Accrual Anomaly: Risk or Mispricing?
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.
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.
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.
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.
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.
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.
Igan, Deniz and de Paula, Aureo and Pinheiro, Marcelo (2006): Liquidity and Dividend Policy.
Iqbal, Javed and Farooqi, Faraz Ahmed (2011): Stock price reaction to earnings announcement: the case of an emerging market.
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.
Ito, Yutaka and Managi, Shunsuke and Matsuda, Akimi (2012): Performances of Socially Responsible Investment and Environmentally Friendly Funds.
Jiang, Danling (2008): Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns.
Jiranyakul, Komain (2007): Behavior of Stock Market Index in the Stock Exchange of Thailand. Published in: NIDA Economic Review , Vol. 2, No. 2 (December 2007): pp. 47-57.
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.
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.
Kaizoji, Taisei and Sornette, Didier (2008): Market Bubbles and Crashes. Published in: Encyclopedia of Quantitative Finance, John Wiley & Sons Ltd. (2009)
Klinedinst, Mark (2010): Bad loans in the meltdown: micro analysis of credit union performance versus banks, an initial investigation.
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)
Klinedinst, Mark (2011): Going forward financially: credit unions as an alternative to commercial banks.
Klinedinst, Mark (2012): Going forward financially: credit unions as an alternative to commercial banks.
Klinedinst, Mark (2008): A strength of credit unions: employee productivity of credit unions versus banks in the U.S.?
Kohonen, Anssi (2012): On detection of volatility spillovers in simultaneously open stock markets.
Korkeamäki, Timo and Takalo, Tuomas (2010): Valuation of innovation: The case of iPhone.
Kristoufek, Ladislav (2009): Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range.
Kristoufek, Ladislav (2009): Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009.
Lahiri, Soumitra (2007): Shadows of economic prosperity in india in retrospection of the capital market.
Larson, Nathan (2011): Clustering on the same news sources in an asset market.
Le, Thai-Ha and Chang, Youngho (2011): The impact of oil price fluctuations on stock markets in developed and emerging economies.
Lenz, Rainer (2011): Get rid of banks and build up a modern financial world.
Lerner, Peter (2010): Theoretical analysis of the bid-ask bounce and Related Phenomena. Published in: Aestimatio No. 1 (December 2010): pp. 1-20.
Lim Kai Jie, Shawn and Chadha, Pavneet and Lau, Joshua and Potdar, Nishad (2012): Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency. Published in: Journal of Money, Investment and Banking No. 25 (September 2012): pp. 181-193.
Loukil, Nadia and Yousfi, Ouidad (2010): Firm's information environment and stock liquidity: evidence from Tunisian context.
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)
Marçal, Emerson F. and Valls Pereira, Pedro L. and Abbara, Omar (2009): Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change.
Mattarocci, Gianluca (2005): Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating.
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.
Mierzejewski, Fernando (2009): The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates.
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.
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.
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.
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.
Mukherjee, Dr. Kedar nath (2011): Commodity investments: opportunities for Indian institutional investors.
Mukherjee, Dr. Kedar nath (2011): Impact of Futures Trading on Indian Agricultural Commodity Market.
Mukherjee, Dr. Kedar nath and Mishra, Dr. R. K. (2008): Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts.
Mulyadi, Martin Surya (2009): Volatility spillover in Indonesia, USA, and Japan capital market.
Murhadi, Werner-Ria (2008): Study On Dividend Policy in Indonesian Capital Market. Published in: Jurnal Manajemen & Kewirausahaan , Vol. March, No. No. 1 (9. March 2008): pp. 1-29.
Muto, Ichiro (2012): A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate.
N. Narajabad, Borghan (2010): Information Technology and the Rise of Household Bankruptcy.
Nabi, Mahmoud Sami and Rajhi, Taoufik (2002): Banking Efficiency and the Economic Transition Process.
Nath, Golaka (2012): Indian corporate bonds market –an analytical prospective.
Nazarian, Rafik and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Long Memory Analysis: An Empirical Investigation.
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.
Ntim, Collins G (2012): Why African Stock Markets Should Formally Harmonise and Integrate their Operations. Published in: African Review of Economics and Finance , Vol. 4, No. 1 (29. December 2012): pp. 53-72.
Ntim, Collins G and Opong, Kwaku K and Danbolt, Jo and Dewotor, Frank (2008): Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?
Omay, Nazli C. and Karadagli, Ece C. (2010): Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach.
P., Srinivasan and M., Kalaivani (2013): Day-of-the-Week Effects in the Indian stock market.
Pacheco, Luís (2011): Moody’s credit ratings and the stock market performance of Portuguese rated firms.
Palombini, Edgardo (2003): Volatility and liquidity in the Italian money market.
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.
Panait, Iulian and Slavescu, Ecaterina Oana (2011): Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011. Published in: Proceeding of the 17th International Conference The Knowledge-Based Organization – Economic, Social and Administrative Approaches to the Knowledge-Based Organization (October 2011): pp. 292-300.
Parker, John (2007): The Impact Of Economic News On Financial Markets.
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.
Peresetsky, A. A. (2011): What determines the behavior of the Russian stock market.
Peter N, Bell (2013): New Testing Procedures to Assess Market Efficiency with Trading Rules.
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.
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.
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.
Pfau, Wade Donald (2011): Long-term investors and valuation-based asset allocation.
Pfau, Wade Donald (2011): Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation.
Pires Gonçalves, Ricardo (2006): Management Quality Measurement: Using Data Envelopment Analysis (DEA) Estimation Approach for Banks in Brazil.
Pirtea, Marilen and 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.
Puah, Chin-Hong and Liew, Samuel Wei-Siew (2011): White-collar crime and stock return: Empirical study from announcement effect.
Qiao, Yongyuan (2008): Analysis into IPO underpricing and clustering in Hong Kong equity market.
Radam, Alias and Baharom, A.H. and Dayang-Afizzah, A.M. (2008): Effect of mergerson efficiency and productivity: Some evidence for banks in Malaysia. Forthcoming in: The ICFAI Journal of Bank Mangement (February 2009)
Rambaccussing, Dooruj (2009): Exploiting price misalignements.
Rambaccussing, Dooruj (2010): A real-time trading rule.
Rashid, Abdul and Husain, Fazal (2009): Testing the Weak Form Efficiency in Pakistan’s Equity, Badla and Money Markets.
Repkine, Alexandre (2008): Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market.
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.
Rosenthal, Dale W.R. (2008): Modeling trade direction. Published in: Journal of Financial Econometrics , Vol. 10, No. 2 (2012): pp. 390-415.
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Rossi, Francesco (2008): Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise.
Rossi, Francesco (2011): U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters.
SHAH, Syed Muhammad Noaman Ahmed and KEBEWAR, mazen (2013): US Corporate Bond Yield Spread: A default risk debate.
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.
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.
Sasidharan, Anand (2009): Does seasonality persists in Indian stock markets?
Sasidharan, Anand (2009): Stock Market's Reaction to Monetary Policy Announcements in India.
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Sasidharan, Anand (2009): Structural Changes in India's Stock Markets' Efficiency.
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.
Saumitra, Bhaduri and Sidharth, Mahapatra (2012): Applying an alternative test of herding behavior: a case study of the Indian stock market.
Semenova, Maria (2006): Information sharing in credit markets: incentives for incorrect information reporting.
Siddiqi, Hammad (2009): Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment.
Simarmata, Djamester A. (2005): Institutions for Healthy Assets Market and Economy: A Retrospect for Indonesia before 1997. Published in: Economic Jounal. Journal of Faculty of Economics Padjadjaran Universty , Vol. Volume, No. No. 2 (September 2005): pp. 149-180.
Sinha, Pankaj and Mathur, Kritika (2012): Evolution of security transaction tax in India.
Sinha, Pankaj and Mathur, Kritika (2012): Securities transaction tax and the stock market– an Indian experience.
Skardziukas, Domantas (2010): Asymmetric information: the multiplier effect of financial instability.
Spanos, Loukas and Mylonakis, John (2006): Internet corporate reporting in Greece. Published in: European Journal of Economics, Finance and Administrative Sciences No. 7 (2006)
Stefanescu, Razvan and Dumitriu, Ramona (2011): The SAD cycle for the Bucharest Stock Exchange. Published in: Proceedings of the International Conference “Risk in Contemporary Economy” XIIth Edition, 2011, Galati, Romania, “Dunarea de Jos” University of Galati – Faculty of Economics and Business Administration (21. November 2011): pp. 372-377.
Stefanescu, Razvan and Dumitriu, Ramona and 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. Published in: Proceedings of the Challenges for Analysis of the Economy, the Businesses, and Social Progress International Scientific Conference, Szeged, November 19-21, 2009 (14. July 2010): pp. 563-578.
Stefanescu, Razvan and Dumitriu, Ramona and Nistor, Costel (2011): Impact of the domestic and the US macroeconomic news on the Romanian stock market. Published in: Vanguard Scientific Instruments in Management 2011 , Vol. 1(4)/2, (8. September 2011): pp. 29-34.
Stefanescu, Razvan and Dumitriu, Ramona and Nistor, Costel (2009): Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange. Published in: The Proceedings of the 15th International Conference “The Knowledge-Based Organization”, Sibiu 26-28 November 2009 , Vol. 3/2009, No. Economic Sciences (19. November 2009): pp. 164-169.
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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.
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