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

Albanian

Govori, Fadil (2011): Ndikimi i informacionit asimetrik në tregjet financiare.

Arabic

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

Azerbaijani

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

Czech

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

English

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.

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.

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.

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.

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?

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.

Arnone, Massimo and Leogrande, Angelo and Costantiello, Alberto and Laureti, Lucio (2024): Banking Stability in the ESG Framework Across Italian Regions.

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 (2021): Information Choice in Financial Markets.

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

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.

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.

Banerjee, Rhythm (2024): Shifting Tides: the Effect of Institutional Divestments on the Global Market.

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.

Beckers, Benjamin and Bernoth, Kerstin (2023): Monetary Policy and Mispricing in Stock Markets. Published in: Journal of Money, Credit and Banking (July 2023): pp. 1-18.

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)

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)

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.

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.

Broere, Mark and Christmann, Robin (2024): Signaling and Fraud when Crowdfunding Campaigns Compete for Pledges.

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.

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?

Cesari, Riccardo and Marzo, Massimiliano and Zagaglia, Paolo (2012): Effective Trade Execution. Forthcoming in:

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.

Chaigneau, Pierre (2023): Capital Structure with Information about the Upside and the Downside. Forthcoming in: Journal of Financial and Quantitative Analysis

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.

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.

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.

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.

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)

De Koning, Kees (2012): The United States: An Economic Balance Sheet Analysis.

De Villeris, David and Apopo, Natalya and Phiri, Andrew (2018): Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets.

Degiannakis, Stavros and Filis, George (2018): Forecasting oil prices.

Degiannakis, Stavros and Filis, George and Tsemperlidis, Stefanos (2018): Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component. Published in: Applied Economics Letters , Vol. 26, No. 15 (2019): pp. 1269-1273.

Degiannakis, Stavros and Giannopoulos, George and Ibrahim, Salma and Rozic, Ivana (2019): Earnings Management to Avoid Losses and Earnings Declines in Croatia. Published in: International Journal of Computational Economics and Econometrics , Vol. 3, No. 9 (2019): pp. 219-238.

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.

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 (2018): Could Noise Spectra of Strange Attractors Better Explained Wealth and Income Inequalities? Evidence from the S&P-500 Index.

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.

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

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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:

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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.

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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)

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Pfau, Wade Donald (2011): Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation.

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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.

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

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

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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.

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.

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Semenova, Maria (2006): Information sharing in credit markets: incentives for incorrect information reporting.

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Shahin, Ahmad E (2021): Growing During a Global Crisis.

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)

Shaikh, Slam Ahmed (2016): Analysis & Test of Market Efficiency: A Case Study of KSE.

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

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Sinha, Pankaj and Mathur, Kritika (2016): Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market.

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

Sinha, Pankaj and Sawaliya, Priya and Sinha, Prateek (2020): Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy.

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Stefanescu, Razvan and Dumitriu, Ramona (2013): Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union. Published in: Econometric Modeling: International Financial Markets - Emerging Markets eJournal , Vol. 2, No. 21 (17 April 2013)

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.

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Stefanescu, Razvan and Dumitriu, Ramona and Nistor, Costel (2012): Overreaction and underreaction on the BUCHAREST STOCK EXCHANGE. Published in: The 18th International Conference "The Knowledge-Based Organization" - Conference Proceedings 2 , Vol. 2, (8 June 2012): pp. 304-310.

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.

Stefanescu, Răzvan and Dumitriu, Ramona (2015): Buy and sell signals on Bucharest Stock Exchange. Published in: VANGUARD SCIENTIFIC INSTRUMENTS IN MANAGEMENT , Vol. 2, No. 11 (2015)

Stefanescu, Răzvan and Dumitriu, Ramona (2016): The impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange. Published in: VANGUARD SCIENTIFIC INSTRUMENTS IN MANAGEMENT , Vol. 1, No. 12 (2016)

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

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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.

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Sun, Zhuowei and Dunne, Peter G. and Li, Youwei (2015): Price Discovery in the Dual-Platform US Treasury Market.

Susanta, Datta (2024): An Empirical Assessment of India’s Position in Global Sustainable Bond Market.

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Tanaka, Yoshitaka and Managi, Shunsuke (2023): Attention-Grabbing ESG.

Tapia, Pablo and Pastén, Boris and Sepulveda Velasquez, Jorge (2022): Performance of the Chinese energy market in times of Russian military interventions.

Tchamyou, Vanessa and Asongu, Simplice (2017): Conditional Market Timing in the Mutual Fund Industry. Published in: Research in International Business and Finance , Vol. 42, No. December (December 2017): pp. 1355-1366.

Tchamyou, Vanessa and Asongu, Simplice and Nwachukwu, Jacinta (2018): Effects of asymmetric information on market timing in the mutual fund industry. Forthcoming in: International Journal of Managerial Finance , Vol. 15, No. 5 (2018)

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

Tomić, Bojan (2015): The Impact Of Macroeconomic Indicators On The Movement Of Crobex. Published in: FIP - Journal of Finance and Law , Vol. 2, No. 1 (January 2015): pp. 45-60.

Toth, Bence and Scalas, Enrico and Huber, Juergen and Kirchler, Michael (2006): The value of information in a multi-agent market model.

Toudas, Kanellos and Karathanassis, George (2007): Corporate Governance and Firm Performance: Results from Greek Firms.

Trabelsi, Mohamed Ali (2010): Overreaction and Portfolio Selection Strategies in the Tunisian stock market. Published in: Journal of Risk Finance , Vol. 11, No. 3 (2010): pp. 310-322.

Troug, Haytem Ahmed and Sbia, Rashid (2015): Testing for the Presence of Asymmetric Information in the Oil Market: A VAR Approach.

Tsang, Chun-Kei and Wong, Wing-Keung and Horowitz, Ira (2016): Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market. Forthcoming in: Studies in Economics and Finance , Vol. 33, (2016)

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)

Ulibarri, Carlos A. (1998): Is after-hours trading informative? Published in: Journal of Futures Markets , Vol. 18, No. 5 (1998): pp. 563-579.

Ulibarri, Carlos A. and Anselmo, Peter and Hovsepian, Karen and Florescu, Ionut and Tolk, Jacob (2008): 'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice? Published in: International Journal of Finance and Economics

Vaihekoski, Mika (1998): Short-term returns and the predictability of Finnish stock returns. Published in: Finnish Economic Papers , Vol. 11, No. 1 (1998): pp. 19-36.

Valerio Filoso, Valerio and Panico, Carlo and Papagni, Erasmo and Francesco, Purificato and Vázquez Suarez, Marta (2016): Causes and timing of the European debt crisis: An econometric evaluation.

Vasios, Michalis and Payne, Richard and Nolte, Ingmar (2015): Profiting from Mimicking Strategies in Non-Anonymous Markets.

Vassilios, Babalos and Guglielmo-Maria, Caporale and Philippas, Nikolaos (2012): Efficiency evaluation of Greek equity funds. Published in: Research in International Business and Finance , Vol. 26, (May 2012): pp. 317-333.

Venier, Guido (2007): A new Model for Stock Price Movements. Published in: Journal of Applied Economic Sciences , Vol. 3, No. 3 (November 2008): pp. 327-347.

Vieito, João Paulo and Wong, Wing-Keung and Chow, Sheung Chi (2016): Stock Market Liberalizations and Efficiency: The Case of Latin America.

Vieito, João Paulo and Wong, Wing-Keung and Zhu, Zhenzhen (2015): Could the global financial crisis improve the performance of the G7 stocks markets?

Vignola, Anthony and Dale, Charles (1980): The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications. Published in: Journal of Financial Research , Vol. 3, No. 2 (1980): pp. 169-188.

Vignola, Anthony and Dale, Charles (1979): Is the Futures Market for Treasury Bills Efficient? Published in: The Journal of Portfolio Management , Vol. 5, (1979): pp. 78-81.

Vignola, Anthony and Dale, Charles and Federal Reserve System, Federal Reserve Staffs (1979): Treasury/Federal Reserve Study of Treasury Futures Markets Volume I: Summary and Recommendations.

Vignola, Anthony and Dale, Charles and Federal Reserve System, Federal Reserve Staffs (1979): Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System. Published in:

Wadhwa, Manick and Wadhwa, Ankit (2018): Differential Voting Right Shares in India - Legal and Valuation Perspective.

Wagner, Helmut and Matanovic, Eva (2012): Volatility Impact of Stock Index Futures Trading - A Revised Analysis. Published in: Journal of Applied Finance & Banking , Vol. 2, No. 5 (2012): pp. 113-126.

Wang, Changyun (2000): Investor sentiment and return predictability in agricultural futures markets. Published in: Journal of Futures Markets , Vol. 21, No. 10 (October 2002): pp. 929-952.

Wang, Changyun (2001): The behavior and performance of major types of futures traders. Published in: Journal of Futures Markets , Vol. 23, No. 1 (January 2003): pp. 1-31.

Wang, Changyun (2001): The effect of net positions by type of trader on volatility in foreign currency futures markets. Published in: Journal of Futures Markets , Vol. 22, No. 5 (May 2002): pp. 427-450.

Waters, James (2015): Optimal design and consequences of financial disclosure regulation: a real options approach.

Werner, Arndt (2008): Do Credit Constraints Matter more for College Dropout Entrepreneurs?

Whelan, Karl (2023): How Do Prediction Market Fees Affect Prices and Participants?

Whelan, Karl (2023): Risk Aversion and Favorite-Longshot Bias in a Competitive Fixed-Odds Betting Market.

Whelan, Karl and Hegarty, Tadgh (2023): Calculating The Bookmaker's Margin: Why Bets Lose More On Average Than You Are Warned.

Whelan, Karl and Hegarty, Tadgh (2023): Forecasting Soccer Matches With Betting Odds: A Tale of Two Markets.

Wisniewski, Tomasz Piotr and Yekini, Liafisu Sina (2014): Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly.

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.

Wittwer, Milena (2017): Centralizing Disconnected Markets? An Irrelevance Result.

Yardley, Ben (2020): The Effects of Donald Trump’s Tweets on The Stock Exchange.

Yashkir, Olga and Yashkir, Yuriy (2013): Loss Given Default Modelling: Comparative Analysis. Published in: Journal of Risk Model Validation , Vol. 7, No. 1 (27 March 2013)

Ye, Maoliang and Nikolov, Plamen and Casaburi, Lorenzo and Asher, Sam (2008): One Step at a Time: Do threshold patterns matter in public good provision?

Yoshida, Yushi and Susai, Masayuki (2016): Stepping out of the limit order book: Empirical evidence from the EBS FX market.

Yuan, Mingqing (2024): Beyond green bonds: Stock market reactions to ESG bond announcements and issuances in Japan.

Zagaglia, Paolo (2010): Informed trading in the Euro money market for term lending.

Zawadzki, Krystian (2013): The impact of mega sports events on the stock markets. Published in:

Zha Giedt, Jenny (2023): Economic Consequences of Announcing Strategic Alternatives: A Voluntary Disclosure's Benefits and Costs. Forthcoming in: Contemporary Accounting Research (2023)

Zhou, Tim (2015): Failed bank auctions and externalities.

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 ‎.

zhang, zhichao and Xie, Li and lu, xiangyun and zhang, zhuang (2014): Determinants of financial distress in u.s. large bank holding companies.

Çankaya, Serkan and Eken, Hasan/M. and Ulusoy, Veysel (2011): The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange. Published in: International Research Journal of Finance and Economics No. 93 (2012): pp. 202-212.

Širůček, Martin and Křen, Lukáš (2016): Tools and Techniques for Economic Decision Analysis. Published in: Tools and techniques for economic decision analysis , Vol. 1, No. 1 (2016): pp. 25-43.

French

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.

Ardia, David (2002): Tests d'arbitrage et surfaces de volatilité : analyse empirique sur données haute fréquence.

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

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

De Marchi, Raffaele (2006): La persistance des performances des OPCVM actions françaises. Published in: Banque & Marchés No. 82 (2006): pp. 24-40.

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.

Moudine, Chourouk and El Khattab, Younes (2014): Essai sur l'efficience informationnelle du marché boursier marocain. Published in: Global Journal Of Management And Business Research (C) : Finance , Vol. 14, No. Issue 1 (September 2014): pp. 18-30.

OUATTARA, Aboudou (2017): Impact de la publication des notes financières sur les cours et les volume de transaction des sociétés cotées à la BRVM : Une analyse à partir des études d'évenement.

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

Trabelsi, Mohamed Ali (2010): Choix de portefeuille: comparaison des différentes stratégies. Published in: Editions Universitaires Européennes No. ISBN: 978-613-1-55044-7 (1 December 2010): pp. 1-324.

Trabelsi, Mohamed Ali (2008): Peut-on Encore Parler des Mesures de Performance ? Published in: Revue Tunisienne d'Economie et de Gestion , Vol. 25, No. 25 (2008): pp. 265-295.

Trabelsi, Mohamed Ali (2008): Peut-on encore parler des mesures de performance ? Published in: Revue Tunisienne d’Economie et de Gestion , Vol. 25, No. 25 (2008): pp. 265-295.

Trabelsi, Mohamed Ali (2008): Sur-réaction sur le marché tunisien des actions : une investigation empirique. Published in: La Revue des Sciences de Gestion No. 236 (March 2009): pp. 51-58.

Trabelsi, Mohamed Ali (2009): Sur-réaction sur le marché tunisien des actions : une investigation empirique. Published in: La Revue des Sciences de Gestion No. 236 (March 2009): pp. 51-58.

Trabelsi, Mohamed Ali (2009): Sur-réaction sur le marché tunisien des actions : une investigation empirique. Published in: La Revue des Sciences de Gestion , Vol. 236, (2009): pp. 51-58.

Trabelsi, Mohamed Ali (2010): Sélection de portefeuille via la stratégie de sur-réaction. Published in: Revue Sciences de Gestion No. 73 (2010): pp. 57-71.

German

Sonntag, Dominik (2018): Die Theorie der fairen geometrischen Rendite.

Indonesian

Fitri Amalia, Rizki (2019): ANALISIS PERBANDINGAN FINANCIAL DISTRESSPADA PERUSAHAAN KONSTRUKSI DI BURSA EFEK INDONESIA TAHUN 2014 –2018. Published in: ECONOS Jurnal Ekonomi dan Sosial , Vol. 10, No. 1 (31 March 2019): pp. 22-31.

Gunawan, Andrew (2019): PENGARUH KINERJA KEUANGAN TERHADAP KUALITAS INFORMASI INTERNET FINANCIAL REPORTING DENGAN KEPEMILIKAN SAHAM PUBLIK SEBAGAI VARIABEL MODERASI. Published in: ECONOS Jurnal Ekonomi dan Sosial , Vol. 10, No. 1 (31 March 2019): pp. 1-10.

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.

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.

suhardi, suhardi and Afrizal, Afrizal (2019): BAGAIMANAPECKING-ORDER THEORY MENJELASKAN STRUKTUR PERMODALAN BANK DI INDONESIA? Published in: ECONOS Jurnal Ekonomi dan Sosial , Vol. 10, No. 1 (31 March 2019): pp. 32-54.

Portuguese

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.

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)

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.

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)

Estrada, Fernando (2015): As crises financeiras.

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).

Vicentina Gomes, Liliane and Odálio dos Santos, José and Lana Silva, Cristiane and Ferreira de Souza, Maurício (2018): Divulgações de informações e o efeito no retorno de ações da maior empresa de educação listada na B3 (Brasil, Bolsa, Balcão). Published in: Revista Contemporânea de Contabilidade , Vol. 15, No. 36 (19 December 2018): pp. 97-118.

Romanian

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

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

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

Dumitriu, Ramona and Stefanescu, Răzvan (2020): Provocări pentru Finanţele Comportamentale în contextul COVID-19.

Stefanescu, Razvan and Dumitriu, Ramona (2016): Particularitǎţi ale evoluţiei variabilelor financiare.

Stefanescu, Răzvan and Dumitriu, Ramona (2020): Efectul Turn-of-the-Year pe piaţa valutară din România.

Stefanescu, Răzvan and Dumitriu, Ramona (2020): Introducere în analiza anomaliilor calendaristice, Partea a doua.

Spanish

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

Brugger Jakob, Samuel Immanuel (2007): ¿Puede el gobierno corporativo aprender del gobierno público?

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

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 (2014): Rescate y costos del riesgo financiero.

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.

Villalobos, José Antonio (2020): Pérdida de acciones 2010-2020: Geo B, Sare B y Axtel CPO.

Turkish

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

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.

Coskun, Yener and Seven, Unal (2016): Etkin Piyasalar Hipotezi ve BİST’in Zayıf Form Etkinlik Analizi (Book Chapter). Published in: Book Name: Finansal Piyasalar ve Kurumlar: Teori ve Türkiye Uygulamasına Güncel Bakış No. ISBN: 978-975-02-3765-2 (15 June 2016): pp. 289-319.

Ukrainian

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.