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Notes, Comments and Preliminary results

Jul 08 2014 Ricky Chee Jiun Chia , Shiok Ye Lim and Sheue Li Ong
  Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 20 2014 Franck Martin and Jiangxingyun Zhang
  Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 31 2014 Stoyu I. Ivanov , Kenneth Leong and Janis K. Zaima
  Operational Performance of Firms Added to the S&P 500 Index
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 31 2014 Amelie Charles and Etienne Redor
  Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 04 2014 Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee
  Spillover Effects of Chinese Stock Markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 14 2014 Tobias R. Rühl and Michael Stein
  The impact of financial transaction taxes: Evidence from Italy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 23 2013 Kim man Lui and Terence T. L. Chong
  Do Technical Analysts Outperform Novice Traders: Experimental Evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 08 2013 Nahoko Mitsuyama and Satoshi Shimizutani
  Stock market response to women's active participation in Japan: an event study analysis on a disclosing policy
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 04 2013 Luca Pennacchio
  The role of venture capital in Italian IPOs
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 27 2013 Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller
  A 10 min tick volatility analysis between the Ibovespa and the S&P500
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 16 2013 Jani Saastamoinen and Niko Suhonen
  Were the European short selling bans of 2011 effective?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 15 2013 Peter Molnár
  Uniform price auctions with profit maximizing seller
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 11 2013 Diogo de Prince and Alexandre Monte
  What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 11 2013 Gueorgui I. Kolev
  Two gold return puzzles
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 11 2013 Enzo Dia and Fabrizio Casalin
  Security issuance and the business cycle
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 11 2013 Philippe Bernard and Michel Blanchard
  The performance of amateur traders on a public internet site: a case of a stock-exchange contest
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 11 2013 Pascal Nguyen
  The role of firm performance in the market reaction to divestiture announcements
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 24 2013 Elie I Bouri
  Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 21 2013 Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella
  No arbitrage and a linear portfolio selection model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 13 2013 Jean-yves Filbien , Fabien Labondance and Yann Echinard
  Macroeconomic, financial and institutional determinants of Eurozone sovereign crisis - Evidence from daily data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 21 2013 Francisca Beer , Fabrice Hervé and Mohamed Zouaoui
  Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 14 2013 Terence t. l. Chong and Xiaolei Wang
  Can analyst predict stock market crashes?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 08 2013 Baotai Wang and D. Ajit
  Stock Market and Economic Growth in China
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 08 2013 Aymen Ben Rejeb
  Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 24 2012 Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella
  A new stochastic dominance approach to enhanced index tracking problems
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 19 2012 Shue-Jen Wu and Wei-Ming Lee
  Predicting the U.S. bear stock market using the consumption-wealth ratio
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 19 2012 Ali Mirzaei , Guy Liu and John Beirne
  Market Structure and Bank Profitability: Emerging versus Advanced Economies
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 28 2012 Elena D'alfonso and Luigi Moretti
  The finance-growth nexus in ceec: new evidence from a survey-based indicator of external financial dependence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 09 2012 Jean-michel Sahut , Medhi Mili and Frédéric Teulon
  What is the linkage between real growth in the Euro area and global financial market conditions?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 05 2012 Carmine Trecroci
  Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 14 2012 Walid Chkili
  Is currency risk priced for emerging stock markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 03 2012 Mahalia Jackman
  Foreign exchange intervention in a small open economy with a long term peg
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 26 2012 Hideaki Sakawa and Masato Ubukata
  Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 03 2012 João Caldeira , Guilherme Moura and André A.P. Santos
  Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 15 2012 David G McMillan
  Long-run stock price-house price relation: evidence from an ESTR model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 10 2012 Robert Czudaj and Joscha Beckmann
  Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 31 2012 Xuelong Wang
  Financial Development and Rural-Urban Inequality: Evidence from China
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 23 2012 Stoyu I. Ivanov
  Analysis of Firm Risk around S&P 500 Index Changes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 20 2012 Aymen Belgacem and Amine Lahiani
  More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 18 2012 Hans Bystrom
  Executive compensation based on asset values
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 17 2012 Yunmi Kim
  Autoregressive conditional beta