Munich Personal RePEc Archive

Items where Subject is "G - Financial Economics > G1 - General Financial Markets > G14 - Information and Market Efficiency; Event Studies"

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Number of items at this level: 366.

A

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.

Akber, Ushna and 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.

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.

Anginer, Deniz and Yildizhan, Celim (2009): Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns.

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.

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 Cotter, John (2013): Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?

Avino, Davide and Cotter, John (2014): Sovereign and bank CDS spreads: two sides of the same coin?

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.

Avino, Davide and Lazar, Emese and 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.

B

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.

Barinov, Alexander and Park, Shawn Saeyeul and Yildizhan, Celim (2014): Firm Complexity and Post-Earnings-Announcement Drift.

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 (2013): New Testing Procedures to Assess Market Efficiency with Trading Rules.

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.

Bławat, Bogusław (2012): The Optimal Order Execution Problem within the Framework of a High-Frequency Trading - Sample Model. Published in: Zeszyty Naukowe Uniwersytetu Szczecińskiego , Vol. 689, No. 50 (2012): pp. 385-390.

C

Chancharat, Surachai and Valadkhani, Abbas (2007): Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices. Published in: Journal of the Korean Economy , Vol. 8, No. 1 (2007): pp. 21-38.

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:

Chan, Kwok Ho and Lu, Zhou and Fung, Ka Wai Terence (2013): Predation Due to Bargaining Power Difference in Financial Contracting.

Chancharat, Surachai and Kamalian, Amin Reza and Valadkhani, Abbas (2009): Random Walk and Multiple Structural Breaks In Thai Stock Market. Published in: Empirical Economics Letters , Vol. 8, No. 5 (2009): pp. 501-506.

Chang, Chia-Lin and Ke, Yu-Pei (2014): Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds.

Cheteni, Priviledge (2013): Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa. Published in: Mediterranean Journal of Social Sciences , Vol. 5, No. No 9 (1. May 2014): pp. 183-188.

Chia, Ricky Chee-Jiun and Liew, Venus Khim-Sen and Syed Khalid Wafa, Syed Azizi Wafa (2006): Calendar anomalies in the Malaysian stock market.

Chiny, Faycal (2013): Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?

Chong, Terence Tai-Leung and Ng, Wing-Kam and Liew, Venus Khim-Sen (2014): Revisiting the Performance of MACD and RSI Oscillators.

Chong, Zhiwei (2010): Rational expectations equilibrium with transaction costs in financial markets.

Chouliaras, Andreas and Grammatikos, Theoharry (2013): News Flow, Web Attention and Extreme Returns in the European Financial Crisis.

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 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.

Cole, Rebel and Vu, Joseph (2006): Do mergers create or destroy value? Evidence from unsuccessful mergers.

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.

D

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.

Dale, Charles and Workman, Rosemarie (1981): Measuring patterns of price movements in the Treasury bill futures market. Published in: Journal of Economics and Business , Vol. 33(2), No. Winter (1981): pp. 81-87.

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.

Dergiades, Theologos (2011): Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy. Published in: Economics Letters , Vol. 116, No. 3 (15. September 2012): pp. 404-407.

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.

Dionne, Georges and Harchaoui, Tarek (2007): Bank Capital, Securitization and Credit Risk: an Empirical Evidence. Published in: Insurance and Risk Management, , Vol. 75, No. 4 (2008): pp. 459-485.

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.

Donna, Javier and Espin-Sanchez, Jose (2014): The Illiquidity of Water Markets.

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 (2013): DOW effects in returns and in volatility of stock markets during quiet and turbulent times. Published in: Proceedings of the 5th International Conference on Economics and Administration No. 2013 (22. May 2013): pp. 143-169.

Dumitriu, Ramona and Stefanescu, Razvan (2013): Efecte Gone Fishin’ la Bursa de Valori din Bucureşti.

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.

E

Efthymiou, Vassilis A. and Leledakis, George N. (2013): Intraday analysis of the limit order bias at the ex-dividend day of U.S. common stocks.

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)

Erten, Irem and Okay, Nesrin (2012): Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011.

Erten, Irem and Tuncel, Murat B. and Okay, Nesrin (2012): Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach.

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 (2014): Financial crisis in The Arcades Project of Walter Benjamin.

Estrada, Fernando (2010): Theory of argumentation in financial markets.

Evans, Olaniyi (2013): Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach.

Evans, Olaniyi (2013): International Financial Integration and The Nigerian Economic Performance: a Var Modeling Approach.

Ewald, Christian-Oliver and Xiao, Yajun (2007): INFORMATION : PRICE AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE STOCHASTIC DIFFERENTIAL GAME MODEL.

F

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.

Foley, Maggie and Cebula, Richard and Jun, Chulhee (2013): An Analysis of Withdrawn Shareholder Proposals.

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.

Fulli-Lemaire, Nicolas (2013): A Tale of Two Eurozones: Banks’ Funding, Sovereign Risk & Unconventional Monetary Policies.

Fung, Ka Wai Terence and Demir, Ender and Lau, Marco Chi Keung and Chan, Kwok Ho (2013): An Examination of Sports Event Sentiment: Microeconomic Evidence from Borsa Istanbul.

Füllbrunn, Sascha and Rau, Holger and Weitzel, Utz (2013): Do ambiguity effects survive in experimental asset markets?

G

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.

Gurgul, Henryk and Lach, Łukasz (2010): The causal link between Polish stock market and key macroeconomic aggregates. Published in: Betriebswirtschaftliche Forschung und Praxis , Vol. 4, (2010): pp. 367-383.

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.

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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.

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Lahvicka, Jiri (2013): The Fibonacci Strategy Revisited: Can You Really Make Money by Betting on Soccer Draws?

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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.

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Nabi, Mahmoud Sami and Rajhi, Taoufik (2002): Banking Efficiency and the Economic Transition Process.

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Nath, Golaka (2013): The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis.

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Niu, Zilong (2013): Relative Performance Concerns, Attention Allocation and Complementarities in Information Acquisition.

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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.

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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.

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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)

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Rambaccussing, Dooruj (2010): A real-time trading rule.

Rashid, Abdul and Ahmad, Shabbir (2008): Badla Financing, Stock Returns and Volatility: The Case Study of Karachi Stock Exchange. Published in: The Empirical Economics Letters , Vol. 7, No. 7 (17. June 2008): pp. 733-740.

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Rendón, Stephanie (2013): Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN.

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Rietz, Thomas and Sheremeta, Roman and Shields, Timothy and Smith, Vernon (2013): Transparency, Efficiency and the Distribution of Economic Welfare in Pass-Through Investment Trust Games. Published in: Journal of Economic Behavior and Organization No. 94 (2013): pp. 257-267.

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Rosenthal, Dale W.R. (2008): Modeling trade direction. Published in: Journal of Financial Econometrics , Vol. 10, No. 2 (2012): pp. 390-415.

Rosenthal, Dale W.R. (2012): Performance metrics for algorithmic traders.

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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.

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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.

Saturnino, Odilon and Saturnino, Valéria and Gois de Oliveira, Marcos Roberto and Lucena, Pierre and Araújo, Luiz Fernando (2012): Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica.

Saturnino, Odilon and Saturnino, Valéria and Lucena, Pierre and Caetano, Marcelino and 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).

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.

Shaikh, Salman (2013): Investment Decisions by Analysts: A Case Study of KSE. Forthcoming in: 3rd IRC Proceedings, Szabist Karachi , Vol. 1, No. 1 (1. December 2013)

Siddiqi, Hammad (2009): Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment.

Silva, Pedro and Almeida, Liliana (2011): Weather and stock markets: empirical evidence from Portugal.

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.

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Sinha, Pankaj and Mathur, Kritika (2012): Securities transaction tax and the stock market– an Indian experience.

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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 (2013): MOY effects in returns and in volatilities of the Romanian capital market.

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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.

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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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Stefanescu, Razvan and Dumitriu, Ramona and Nistor, Costel (2012): Prolonged holiday effects on Romanian capital market before and after the adhesion to EU. Published in: Vanguard Scientific Instruments in Management No. 1(6)/2013 (2013): pp. 125-134.

Stefanescu, Razvan and Dumitriu, Ramona and Nistor, Costel (2012): Short term momentum and contrarian profits on the Bucharest Stock Exchange before and during the global crisis. Published in: • Proceedings of the 2nd International Conference on Business Administration and Economics ”People. Ideas. Experience”, October 25-26, 2012, Reşiţa (22. October 2012): pp. 367-377.

Steinbacher, Matjaz (2008): Stochastic Processes in Finance and Behavioral Finance. Published in: Icfai Journal of Behavioral Finance , Vol. 8, No. 4 : pp. 6-30.

Strawinski, Pawel and Slepaczuk, Robert (2008): Analysis of HF data on the WSE in the context of EMH.

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): pp. 415-431.

Sun, Jianjun and Yamori, Nobuyoshi (2009): Regional disparities and investment-cash flow sensitivity: Evidence from Chinese listed firms.

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Tokel, O. Emre and Yucel, M. Eray (2009): Click to download data: an event study of Internet access to economic statistics.

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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)

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