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Munich Personal RePEc Archive

Items where Subject is "G14 - Information and Market Efficiency ; Event Studies ; Insider Trading"

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Number of items at this level: 641.

A

Abba AHmed, Bello (2020): Impact of Covid-19 Pandemic on Global Economy.

Abba Ahmed, Bello and Isah I, Salamatu and Aliyu Chika, Umar (2018): Long-run Relationship between Islamic Stock Indices and US Macroeconomic Variables. Published in: Dutse Journal of Economics and Development Studies , Vol. 1, No. 6 (20 October 2018): pp. 1-10.

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.

Abramova, Inna and Core, John and Sutherland, Andrew (2019): Institutional Investor Attention and Firm Disclosure.

Acuña, Andres A. and Pinto, Cristian F. (2012): Respuesta del retorno accionario a la politica monetaria: Evidencia para el mercado chileno.

Adegboro, Opeyemi Oluwole and Orekoya, Samuel and Adekunle, Wasiu (2019): An Assessment of the Stability and Diversity of the Nigerian Financial Service Sector.

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.

Ahmad, Mashood and Ali, Syed Babar (2008): Technical Analysis in the Stock Markets of Pakistan: A Case of Commercial Banks.

Ahmadov, Vugar and Huseynov, Salman and Mammadov, Fuad and Karimli, Tural (2015): Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması.

Ahmed, Shehar Yar (2020): Impact of COVID-19 on Performance of Pakistan Stock Exchange.

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.

Al-Ansari, Khalid Ahmed and Aysan, Ahmet Faruk (2021): More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?

Alali, Walid Y. (2009): Economic Performance and Institutions: Measuring Technical Efficiency Using SPF Approach.

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.

Alfarano, Simone and Banal-Estanol, Albert and Camacho-Cuena, Eva and Iori, Giulia and Kapar, Burcu (2020): Centralized vs decentralized markets in the laboratory: The role of connectivity.

Alfaro, Rodrigo and Sagner, Andres (2010): Financial Forecast for the Relative Strength Index.

Aliyu, Shehu Usman Rano (2020): What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy? Published in: Inaugural Lecture Series , Vol. 1, No. 47 (24 June 2021): pp. 1-63.

Almanzar, Miguel and Torero, Maximo and von Grebmer, Klaus (2014): Futures Commodities Prices and Media Coverage.

Alves, Paulo and Carvalho, Luís (2020): Recent Evidence on International Stock Markets Overreaction.

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.

Andriansyah, Andriansyah and Messinis, George (2016): Intended use of IPO proceeds and firm performance: A quantile regression approach. Published in: Pacific-Basin Finance Journal , Vol. C, No. 36 (2016): pp. 14-30.

Andriansyah, Andriansyah and Messinis, George (2019): Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test. Published in: Journal of Economic Studies , Vol. 46, No. 2 (22 February 2019): pp. 399-421.

Anginer, Deniz and Mansi, Sattar and Warburton, A. Joseph and Yildizhan, Celim (2011): Firm Reputation and Cost of Debt Capital.

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

Anginer, Deniz and Yildizhan, Celim and Han, Xue Snow (2017): Do Individual Investors Ignore Transaction Costs?

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:

Apopo, Natalay and Phiri, Andrew (2019): On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?

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 or 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)

Astaiza-Gómez, José Gabriel (2022): The Effects of Investors' Information Acquisition On Sell-Side Analysts' Forecast Bias.

Astaiza-Gómez, José Gabriel (2021): Investors' Information Choice.

Atsin, Jessica A.L. and Ocran, Matthew K. (2015): Calendar effects and market anomalies on the Johannesburg Stock Exchange.

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.

Awolaja, Gbenga Oladapo and Musa, Dasauki C. (2017): Asymmetric Oil Price Shocks and Stock Prices in Nigeria.

Ayoki, Milton (2010): Response of the Financial Markets to the European Central Bank’s Policy Announcements during the Subprime and Global Financial Crisis.

Azzopardi, Paul and Silvio John, Camilleri (2003): The Relevance of Short Sales to the Maltese Stock Market. Published in: Bank Of Valletta Review , Vol. -, No. 28 (2003): pp. 1-17.

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.

Bampinas, Georgios and Panagiotidis, Theodore and Politsidis, Panagiotis (2020): Sovereign bond and CDS market contagion: A story from the Eurozone crisis.

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)

Barbosa, António (2019): Optimal Learning, Overvaluation and Overinvestment.

Barbosa, António (2019): The Role of Information in the Discrepancy Between Average Prices and Expectations.

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 (2016): FIRM COMPLEXITY AND POST-EARNINGS-ANNOUNCEMENT DRIFT. Forthcoming in: Review of Accounting Studies (15 September 2022)

Barinov, Alexander and Park, Shawn Saeyeul and Yildizhan, Celim (2016): Firm Complexity and Post-Earnings-Announcement Drift.

Barinov, Alexander and Park, Shawn Saeyeul and Yildizhan, Celim (2016): Firm Complexity and Post-Earnings-Announcement Drift.

Barrera, Carlos (2022): Characterizing the Anchoring Effects of Official Forecasts on Private Expectations.

Barrera Chaupis, Carlos (2016): Expectations' Dispersion & Convergence towards Central Banks' IR forecasts: Chile, Colombia, Mexico, Peru & United Kingdom, 2004-2014.

Basistha, Arabinda and Kurov, Alexander and Wolfe, Marketa Halova (2019): Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility. Published in: Journal of Risk Model Validation , Vol. 14, (2019): pp. 43-53.

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.

Batiston Marques, Thales and Seixas dos Santos, Nelson (2016): Do Political News Affect Financial Market Returns? Evidences from Brazil. Published in: International Journal of Management, Accounting and Economics , Vol. 3, No. 10 (October 2016): pp. 545-571.

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.

Bazán, Walter and Ortiz, Marco and Terrones, Marco and Winkelried, Diego (2023): CIP deviations: The role of U.S. banks’ liquidity and regulations.

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.

Ben Yaala, sirine and Henchiri, jamel E. (2016): Impact of Macroeconomic and Demographic Variables on the Stock Market: Evidence from Tunisian Crisis. Published in: International Journal of Economics and Finance , Vol. 8, No. No. 8; 2016 (July 2016): pp. 194-204.

Benjamin, Oluwasegun Olawale and Fatile, John Ojo (2019): Structural Analysis of the Effect of Exchange Rate Movement on Stock Market Performance in Nigeria. Published in: 1st International Conference on the Development of Sustainable Business and Governance, Kwara State University (15 January 2019)

Bennaceur, Fatma and Bendob, Ali (2013): اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010.

Berardi, Michele (2020): Learning from prices: information aggregation and accumulation in an asset market.

Berardi, Michele (2020): Uncertainty and sentiments in asset prices.

Berardi, Michele (2021): Uncertainty, sentiments and time-varying risk premia.

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.

Blanco, Iván and Wehrheim, David (2016): The Bright Side of Financial Derivatives: Options Trading and Firm Innovation.

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.

Bonga, Wellington Garikai (2019): Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange.

Boudriga, Abdelkader and Ben Slama, Sarra and Boulila, Neila (2009): What determines IPO underpricing ? Evidence from a frontier market.

Bougias, Alexandros and Episcopos, Athanasios and Leledakis, George N. (2022): Valuation of European firms during the Russia-Ukraine war. Forthcoming in: Economics Letters

Bourveau, Thomas and Coulomb, Renaud and Sangnier, Marc (2020): Political Connections and White-collar Crime: Evidence from Insider Trading in France.

Boyer, Tristan (2002): Gouvernement d'entreprise et décisions d'emploi. Published in:

Breckenfelder, Johannes (2013): Competition among High-Frequency Traders, and Market Quality.

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.

Bulut, Mustafa and Karasoy, Hatice Gökçe (2016): Para Politikası Belirsizliği Altında Aktarım Mekanizması: Türkiye Örneği.

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

Camilleri, Silvio John (2005): Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data. Published in: The FEMA Research Bulletin , Vol. 1, No. 1 (1 January 2005): pp. 29-41.

Camilleri, Silvio John (2008): Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange. Published in: Bank of Valletta Review , Vol. Spring, No. 37 (2008): pp. 49-65.

Camilleri, Silvio John and Green, Christopher (2009): The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India. Published in: International Journal of Banking, Accounting and Finance , Vol. 3, No. 1 (2009): pp. 257-284.

Camilleri, Silvio John and Green, Christopher J. (2014): Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India. Published in: Studies in Economics and Finance , Vol. 4, No. 31 (2014): pp. 354-370.

Camilleri, Silvio John and Green, Christopher J. (2009): The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India. Published in: International Journal of Banking, Accounting and Finance , Vol. 3, No. 1 (2019): pp. 257-284.

Campos Dias de Sousa, Ricardo Emanuel and Howden, David (2015): The Efficient Market Conjecture. Published in: Quarterly Journal of Austrian Economics , Vol. 4, No. 18 (2015): pp. 387-408.

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.

Carter, Colin A. and Steinbach, Sandro (2023): Did Grain Futures Prices Overreact to the Russia-Ukraine War?

Castillo-Maldonado, Carlos Eduardo (2008): Intervención cambiaria en Guatemala: ¿Ha sido efectiva?

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:

Cevik, Emrah Ismail and Topaloğlu, Gültekin (2014): Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği. Published in: Balkan Sosyal Bilimler Dergisi , Vol. 3, No. 6 (2014): pp. 40-55.

Ceylan, Ozcan (2010): Limited Information-Processing Capacity and Asymmetric Stock Correlations. Published in: Quantitative Finance , Vol. 15, No. 6 (3 June 2015): pp. 1031-1039.

Ceylan, Özcan (2016): Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation.

Chami, Maximilian and Kaminyoge, Gabriel (2019): Closed House of Wonders museum: Implications to the tourism of Zanzibar Stone Town, UNESCO World Heritage Site. Published in: Journal of Tourism, Heritage & Services Marketing , Vol. 5, No. 1 (15 April 2019): pp. 31-36.

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.

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.

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

Charles, Amelie and Darne, Olivier and Kim, Jae (2016): Stock Return Predictability: Evaluation based on Prediction Intervals.

Cheema, Muhammad A. and Nartea, Gilbert V and Man, Yimei (2017): Cross-Sectional and Time-Series Momentum Returns and Market States.

Chen, Dylan Siong-Yain and Liew, Venus Khim-Sen (2019): Impacts of Unusual Market Activity Announcement on Stock Return: Evidence from The Ace Market in Malaysia.

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 Rowland, Racquel (2020): Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns. Published in: International Journal of Business and Society , Vol. 21, No. 2 (2020): pp. 533-568.

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 He, Qing and Ip, Hugo Tak Sang and Siu, Jonathan T. (2017): Profitability of CAPM Momentum Strategies in the US Stock Market. Forthcoming in: International Journal of Business and Society

Chong, Terence Tai Leung and Hou, Siqi (2020): Will Stock Rise on Valentine’s Day?

Chong, Terence Tai Leung and Kwok, Stanley (2019): The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market.

Chong, Terence Tai Leung and Li, Chen (2020): Search of Attention in Financial Market.

Chong, Terence Tai Leung and Tang, Alan Tsz Chung and Chan, Kwun Ho (2016): An Empirical Comparison of Fast and Slow Stochastics. Published in: IFTA Journal No. 2017 (1 January 2017): pp. 105-107.

Chong, Terence Tai Leung and Wang, Qiyu (2018): Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes. Published in: Economics Letters , Vol. 163, (1 February 2018): pp. 167-171.

Chong, Terence Tai Leung and Wu, Yueer (2018): The Unusual Trading Volume and Earnings Surprises in China’s Market.

Chong, Terence Tai Leung and Wu, Zhang and Liu, Yuchen (2019): Market Reaction to iPhone Rumors.

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.

Choudhary, M. Ali and Jain, Anil (2014): How public information affects asymmetrically informed lenders: evidence from credit registry reform.

Chouliaras, Andreas (2016): The Effect of Information on Financial Markets: A Survey.

Chouliaras, Andreas (2015): High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis.

Chouliaras, Andreas (2015): Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms.

Chouliaras, Andreas (2015): The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns.

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

Chowdhury, Ashiqul Haq and Priyo, Asad Karim Khan (2019): How Do Bangladeshi Investors Take Decisions? An Ethnographic Decision Tree Model of Stock Selection. Published in: North South Business Review , Vol. 10, No. 2 (June 2020): pp. 107-132.

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 and Paesani, Paolo (2018): Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing.

Cifarelli, Giulio and Paesani, Paolo (2017): On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016.

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.

Condorelli, Stefano (2018): Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets.

Constantinescu, Radu (2011): Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-.

Constantinescu, Radu (2011): Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-.

Correia, Ricardo and Barbosa, António (2019): Can Post-Earnings Announcement Drift and Momentum Explain Reversal?

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

Da Silva, Sergio (2015): Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms. Published in: Journal of Stock & Forex Trading , Vol. 4, No. 1 (2015): p. 140.

Daher, Wassim and Karam, Fida and Ahmed, Naveed (2023): Insider Trading with Semi-Informed Traders and Information Sharing: The Stackelberg Game.

Daher, Wassim and Saleeby, Elias G. (2023): Existence of Linear Equilibria in The Kyle Model with Partial Correlation and Two Risk Neutral Traders. Published in: Heliyon , Vol. e17574, No. 9 (27 June 2023)

Daher, Wassim and Aydilek, Harun and Saleeby, Elias G. (2020): Insider Trading With Different Risk Attitudes.

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.

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Kasai, Katsuya (2012): Estimation of the Day of the Week Effect on Stock Market Volatility in the U.S. Manufacturing Sector using GARCH and EGARCH models.

Katsafados, Apostolos G. and Androutsopoulos, Ion and Chalkidis, Ilias and Fergadiotis, Manos and Leledakis, George N. and Pyrgiotakis, Emmanouil G. (2020): Textual Information and IPO Underpricing: A Machine Learning Approach.

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Kim, Jae (2016): Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?

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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.?

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Kristoufek, Ladislav (2009): Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009.

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

Lahvicka, Jiri (2013): What Causes the Favorite-Longshot Bias? Further Evidence from Tennis.

Lakdawala, Aeimit and Schaffer, Matthew (2016): Federal Reserve Private Information and the Stock 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.

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Lean, Hooi Hooi and Smyth, Russell (2014): Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks.

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Leledakis, George N. and Pyrgiotakis, Emmanouil G. (2016): U.S. bank M&As in the post-Dodd-Frank Act era: Do they create value?

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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.

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Liew, Venus Khim-Sen (2020): Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic. Published in: International Journal of Economics and Management , Vol. 14, No. 2 (August 2020): pp. 247-262.

Liew, Venus Khim-Sen (2021): IMPACT OF WUHAN LOCKDOWN IN EARLY STAGE OF COVID-19 OUTBREAK ON SECTOR RETURNS IN CHINESE STOCK MARKET. Published in: JOURNAL OF SOUTHWEST JIAOTONG UNIVERSITY , Vol. 56, No. 2 (30 April 2021): pp. 521-533.

Liew, Venus Khim-Sen and Puah, Chin-Hong (2020): Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic.

Liew, Venus Khim-Sen and Rowland, Racquel (2016): The effect of Malaysia general election on stock market returns. Published in: SpringerPlus , Vol. 5, No. 1 (2016): pp. 1-13.

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Mansur, Alfan and Nizar, Muhammad Afdi (2020): Menilik Perkembangan Sektor Keuangan Indonesia di Tengah Pandemi. Published in: Seri Analisis Kebijakan Sektor Keuangan : Cara Indonesia Menangani Pandemi Covid-19 dan Dampaknya terhadap Perekonomian (December 2020): pp. 55-80.

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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.

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Mehta, Deepshikha (2015): Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices.

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.

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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.

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Mittal, Amit and Garg, Ajay Kumar (2019): How do Indian firms cope with a crisis? Earnings management characteristics of CNX Nifty 100 companies. Published in: Asian Journal of Finance and Accounting , Vol. 1, No. 11 (1 June 2019): pp. 220-240.

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Mittal, Amit and Garg, Ajay Kumar (2017): Why do acquirers prefer M&A? Evidence from Banks in India.

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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.

Morone, Andrea and Nuzzo, Simone (2016): Do Markets (Institutions) Drive Out Lemmings or Vice Versa?

Morone, Andrea and Nuzzo, Simone (2015): Market Efficiency, Trading Institutions and Information Mirages: evidence from an experimental asset market.

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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.

Muteba Mwamba, John (2014): Another reason why the efficient market hypothesis is fuzzy.

Muteba Mwamba, John Weirstrass and Tchuinkam Djemo, Charles Raoul (2019): Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective.

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NEIFAR, MALIKA (2020): Islamic vs Conventional Canadian stock markets : what difference ?

NEIFAR, MALIKA (2023): Macroeconomic Factors and UK Stock Market: Evidence through the Non-Linear ARDL model.

NEIFAR, MALIKA (2021): Multivariate Causality between Stock price index and Macro variables: ‎evidence from Canadian stock market.

NEIFAR, MALIKA (2020): Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets.

NEIFAR, MALIKA (2021): Suisse stock return, Macro Factors, and Efficient Market ‎Hypothesis: evidence from ARDL model. Published in:

NEIFAR, MALIKA and Dhouib, Salma ‎ and Bouhamed, Jihen ‎ and Ben Abdallah, Fatma ‎ and Arous, Islem ‎ and Ben Braiek, Fatma ‎ and Mrabet, Donia ‎ (2021): The impact of macroeconomic variables on Stock ‎market in United Kingdom.

NEIFAR, MALIKA and HACHICHA, Fatma (2022): GFH validity for Canada, UK, and Suisse stock markets: Evidence ‎from univariate and panel ARDL models.

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

Naser, Hanan (2018): Financial Development and Economic Growth in Oil-Dependent Economy: The case of Bahrain.

Nath, Golaka (2012): Indian corporate bonds market –an analytical prospective.

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

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.

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

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?

neifar, malika (2020): Efficiency-Market Hypothesis: case of Tunisian and 6 ‎Asian stock markets ‎.

neifar, malika (2020): Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎.

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Ogawa, Ryoh (2017): Using REIT Data to Assess the Geographic Effects of Mega-events: The Case of the 2020 Tokyo Olympics.

Oh, Sebeom (2023): Market Manipulation in NFT Markets.

Ojo, Marianne (2019): Avoiding a “No Deal” Scenario: Free Trade Agreements, Citizenship and Economic Rights.

Ojo, Marianne (2014): The evolution of common law: revisiting Posner, Hayek & the economic analysis of Law.

Ojo, Marianne (2015): The unintended consequences and challenges of the Basel III Leverage Ratio: supplementary leverage ratios. Published in: (February 2016)

Ojo, Marianne (2015): The unintended consequences and challenges of the Basel III Leverage Ratio: supplementary leverage ratios. Published in: Designing Optimal Models of Financial Regulation in a Changing Financial Environment No. ISBN: 978-163484-829-9 (February 2016)

Okotori, Tonprebofa and Ayunku, Peter (2019): An empirical investigation on efficient market test for the Nigerian stock exchange (NSE). Published in: IOSR Journal of Economics and Finance (IOSR-JEF) , Vol. 10, No. Issue 6 Ser. IV (Nov. – Dec 2019) (18 December 2019): pp. 1-9.

Omane-Adjepong, Maurice and Boako, Gidoen and Alagidede, Paul (2018): Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods.

Omay, Nazli C. and Karadagli, Ece C. (2010): Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach.

Ozili, Peterson K (2017): Earnings Management in Interconnected Networks: A Perspective. Published in:

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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.

Pagliacci, Carolina (2006): The Venezuelan Overnight Fund Market: Understanding a Credit Constraint Limit Order Market.

Pakos, Michal (2013): Long-Run Risk and Hidden Growth Persistence. Published in: Journal of Economic Dynamics and Control , Vol. 37, No. 9 (1 September 2013): pp. 1911-1928.

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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.

Papadamou, Stephanos and Fassas, Athanasios and Kenourgios, Dimitris and Dimitriou, Dimitrios (2020): Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis.

Parker, Edgar (2017): The Entropic Linkage between Equity and Bond Market Dynamics. Published in: Entropy , Vol. 19, No. 6 (21 June 2017): p. 292.

Parker, Edgar (2016): Flash Crashes: The Role of Information Processing Based Subordination and the Cauchy Distribution in Market Instability. Published in: Journal of Insurance and Financial Management , Vol. 2, No. 2 (15 September 2016): pp. 90-103.

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.

Patir, Assaf (2017): Securitization, bank vigilance, leverage and sudden stops.

Pennacchio, Luca (2013): The causal effect of venture capital backing on the underpricing of Italian IPOs.

Peresetsky, A. A. (2011): What determines the behavior of the Russian stock market.

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.

Pham, Thu Phuong and Singh, Harminder and Vu, Van Hoang (2023): The impact of bank loan announcements on stock liquidity. Forthcoming in: International Review of Economics & Finance

Phungo, Muka and Bonga-Bonga, Lumengo (2019): An analysis of the unbiased forward rate hypothesis in developed and emerging economies.

Phélippé-Guinvarc'h, Martial and Cordier, Jean (2015): Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures.

Pincheira, Pablo and Hardy, Nicolas (2018): Forecasting Base Metal Prices with Commodity Currencies.

Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.

Pires Gonçalves, Ricardo (2006): Management Quality Measurement: Using Data Envelopment Analysis (DEA) Estimation Approach for Banks in Brazil.

Pirnar, Ige and Kurtural, Sinem and Tutuncuoglu, Melih (2019): Festivals and destination marketing: An application from Izmir City. Published in: Journal of Tourism, Heritage & Services Marketing , Vol. 5, No. 1 (15 April 2019): pp. 9-14.

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Pitterle, Claudia (2022): Home- Market- Bias! Investment behavior from the perspective of behavioral economics in the Germany stock market. Published in: cross cultural managment journal , Vol. XXIV, No. 1 and 2 (2022)

Plastun, Alex and Plastun, Vyacheslav (2013): Force-majeure events and financial market’s behavior. Published in: Socioekonomicke a humanitni studie , Vol. 3, No. 2 (2013): pp. 43-59.

Puah, Chin-Hong and Liew, Samuel Wei-Siew (2011): White-collar crime and stock return: Empirical study from announcement effect.

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Qiao, Yongyuan (2008): Analysis into IPO underpricing and clustering in Hong Kong equity market.

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R, Sreelakshmi and Sinha, Apra and Mandal, Sabuj Kumar (2021): COVID-19 related uncertainty, investor sentiment and stock returns in India.

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 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.

Rashid, Abdul and Husain, Fazal (2009): Testing the Weak Form Efficiency in Pakistan’s Equity, Badla and Money Markets.

Reddy, K. Srinivasa (2011): The aftermarket pricing performance of initial public offers: Insights from India. Published in: International Journal of Commerce and Management , Vol. 25, No. 1 (2015): pp. 84-107.

Reddy, Kotapati Srinivasa and Nangia, Vinay Kumar and Agrawal, Rajat (2014): The 2007-2008 global financial crisis, and cross-border mergers and acquisitions: A 26-nation exploratory study. Published in: Global Journal of Emerging Market Economies , Vol. 6, No. 3 (2014): pp. 257-281.

Reddy, Kotapati Srinivasa and Nangia, Vinay Kumar and Agrawal, Rajat (2013): Share repurchases, signalling effect and implications for corporate governance: Evidence from India. Published in: Asia-Pacific Journal of Management Research and Innovation , Vol. 9, No. 1 (2013): pp. 107-124.

Remorov, Alexander (2015): Dynamic Trading When You May Be Wrong.

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.

Repkine, Alexandre (2008): Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market.

Rešovský, Marcel and Gróf, Marek and Horváth, Denis and Gazda, Vladimír (2014): Analysis of the Lead-Lag Relationship on South Africa capital market.

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.

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.

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

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.

Rudiger, Jesper and Vigier, Adrien (2014): Pundits and Quacks: Financial Experts and Market Feedback.

Ruiz-Buforn, Alba and Alfarano, Simone and Camacho-Cuena, Eva and Morone, Andrea (2018): Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab.

Ruiz-Buforn, Alba and Alfarano, Simone and Camacho-Cuena, Eva and Morone, Andrea (2020): Single vs. multiple disclosures in an experimental asset market with information acquisition.

Ruiz-Buforn, Alba and Camacho-Cuena, Eva and Morone, Andrea and Alfarano, Simone (2020): Overweighting of public information in financial markets: A lesson from the lab.

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SECK, Massamba Souleymane (2019): Complémentarité Banque islamique du Sénégal/institutions de microfinance : un modèle de financement inclusif et durable des PME sénégalaises.

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.

Sasidharan, Anand (2009): Structural Changes in India's Stock Markets' Efficiency.

Sasidharan, Anand (2009): Structural Changes in India's Stock Markets' Efficiency.

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