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Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal
1,547,678 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 7,118
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1 2 3 4 ... 143 | Next >
   

Incl. Electronic Paper Liquidity Provider Incentives in Fragmented Securities Markets
Benjamin Clapham, Peter Gomber, Jens Lausen and Sven Panz
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: May 19, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper An Extreme Value Approach to Test the Effect of Price Limits on Volatility
Nobanee, H. , K. Hilu. (2013). An Extreme Value Approach to Test the Effect of Price Limits on Volatility. Journal of Modern Accounting and Auditing, 9(10), 1382-1391
Haitham Nobanee and Khalil Al-Hilu
Abu Dhabi University and Abu Dhabi University
Date Posted: May 18, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Are Limit Hits Industry-Specific?
Nobanee, H. (2007). Are Limit Hits Industry Specific?. Applied Economics Letters (incorporating Applied Financial Economics Letters), 3(2), 115-119
Haitham Nobanee
Abu Dhabi University
Date Posted: May 18, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach
Maghyereh, A. K., Al-Zoubi, H. K., Nobanee, H. (2007). Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach. Review of Pacific Basin Financial Markets and Policies, 10(1), 51-61
Aktham Issa Maghyereh, Haitham A Al-Zoubi and Haitham Nobanee
United Arab Emirates University, Alfaisal University and Abu Dhabi University
Date Posted: May 18, 2017
Last Revised: May 19, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Does Efficiency Help Banks Survive and Thrive during Financial Crises?
Albert Assaf, Allen N. Berger, Raluca A. Roman and Efthymios G. Tsionas
University of Massachusetts Amherst, University of South Carolina - Darla Moore School of Business, Federal Reserve Bank of Kansas City and Lancaster University
Date Posted: May 18, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Internet Appendix for 'Belief Dispersion in the Stock Market'
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
Date Posted: May 18, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Supply and Shorting in Speculative Markets
Marcel Nutz and Jose A. Scheinkman
Columbia University and Columbia University
Date Posted: May 18, 2017
Working Paper Series
23 downloads

A Hybrid Approach to Well Economics
Oil and Gas Financial Journal, Vol 13, No. 7, July 2016
Patrick Ng and Tyler Chessman
Real Core Energy and Microsoft Corporation
Date Posted: May 17, 2017
Accepted Paper Series

Incl. Electronic Paper Conditional Violation of Weak-Form Market Efficiency: The Autoregressive Component of Stock Returns with Consideration to the Return Distribution
Ben Jansen
Florida Atlantic University
Date Posted: May 16, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper On Long Memory Behaviour and Predictability of Financial Markets
SEF Working paper: 05/2014
Long Hai Vo and Leigh Roberts
Economics discipline, UWA Business School and Victoria University of Wellington - School of Economics & Finance
Date Posted: May 16, 2017
Working Paper Series
37 downloads

Incl. Electronic Paper Undue Influence? The Effect of Social Media Advice on Investment Decisions
Kathryn Kadous, Molly Mercer and Yuepin (Daniel) Zhou
Emory University - Goizueta Business School, DePaul University and Emory University
Date Posted: May 15, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Stock Market Seasonal Anomalies: An Empirical Investigation on BSE SENSEX Securities
Selvarani Mariappan, R. Pavithra, Leena Jenefa and Sakthivel Rani
Kalasalingam University - Department of Business Administration, Kalasalingam University, Students, Francis Xavier Engineering College and Kalasalingam University
Date Posted: May 15, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Attention-Deficit/Hyperactivity Disorder, Delay Discounting, and Risky Financial Behaviors: A Preliminary Analysis of Self-Report Data
PLoS ONE, Vol. 12(5): e0176933, 2017
Theodore P. Beauchaine, Itzhak Ben-David and Aner Sela
Ohio State University (OSU), Ohio State University - Fisher College of Business, Finance Department and University of Florida - Marketing Department
Date Posted: May 15, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Market Ambiguity and Individual Investor Information Demand
Rajib Hasan, Abdullah Kumas and Joyce van der Laan Smith
University of Houston, Clear Lake - School of Business, University of Richmond - Robins School of Business and University of Richmond
Date Posted: May 15, 2017
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium
CEPR Discussion Paper No. DP12045
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
Central Bank of Chile, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Date Posted: May 15, 2017
Working Paper Series

Incl. Electronic Paper Trading Cost and Informational Efficiency
NYU Working Paper No. 2451/38631
Eduardo Davila and Cecilia Parlatore
New York University (NYU) and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: May 15, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Interactive Distraction: The Effect of Macroeconomic News on Market Reaction to Earnings News
Linda H. Chen, George J. Jiang and Xingnong Zhu
Washington State University, Washington State University and Ibbotson Associates
Date Posted: May 15, 2017
Last Revised: May 17, 2017
Working Paper Series
32 downloads

Incl. Electronic Paper Inventory Management by Corporate Bond Dealers
Paul Schultz
University of Notre Dame
Date Posted: May 12, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Dividends as Reference Points: A Behavioral Signaling Approach
NYU Working Paper No. 2451/38627
Malcolm P. Baker, Jeffrey Wurgler and Brock Mendel
Harvard Business School, NYU Stern School of Business and Harvard University
Date Posted: May 12, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Internet Appendix for: 'Capital Market Effects of Media Synthesis and Dissemination: Evidence from Robo-Journalism'
Elizabeth Blankespoor, Ed deHaan and Christina Zhu
Stanford University - Graduate School of Business, University of Washington - Michael G. Foster School of Business and Stanford University - Graduate School of Business
Date Posted: May 11, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper The Importance of Quantifying Uncertainty: Examining the Effects of Sensitivity Analysis and Audit Materiality Disclosures on Investors’ Judgments and Decisions
Aasmund Eilifsen, Erin Hamilton and William F. Messier Jr.
Norwegian School of Economics (NHH) - Department of Accounting, Auditing, and Law, University of Nevada, Las Vegas and University of Nevada, Las Vegas - Department of Accounting
Date Posted: May 11, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Not My Type: Why Affective Decision-Makers Are Reluctant to Make Financial Decisions
Jane Jeongin Park and Aner Sela
University of Florida, Warrington College of Business Administration, Students and University of Florida - Marketing Department
Date Posted: May 11, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper News and Social Media Emotions in the Commodity Market
Review of Behavioral Finance, Forthcoming
Jiancheng Shen, Mohammad Najand, Feng Dong and Wu He
Regent University - Finance, Old Dominion University - Finance, Old Dominion University - College of Business & Public Administration and Old Dominion University - College of Business & Public Administration
Date Posted: May 11, 2017
Accepted Paper Series
50 downloads

Incl. Electronic Paper Integration and Efficiency Convergence in European Life Insurance Markets
J David Cummins and María Rubio-Misas
Temple University - Risk Management & Insurance & Actuarial Science and University of Malaga - Finance & Accounting
Date Posted: May 11, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper CLO Trading and Collateral Manager Bank Affiliation
Stavros Peristiani and João A. C. Santos
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: May 11, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper The Relation between Market Value, Past Performance and Extreme Returns of Common Stocks in the United States, 1926-2012
Werner F.M. DeBondt, Jungshik Hur, Glenn N. Pettengill and Vivek Singh
DePaul University - Driehaus Center for Behavioral Finance, Louisiana Tech University, Grand Valley State University and University of Michigan at Dearborn - College of Business
Date Posted: May 10, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper Optimal Trading Strategies within the Hamilton-Jacobi-Bellman Equation - An Application to Statistical Arbitrage
Atsunari Konishi
KEK Theory Center
Date Posted: May 09, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Does Monetary Incentive Lead to Better Stock Recommendations on Social Media?
Hailiang Chen, Yu Jeffrey Hu and Shan Huang
City University of Hong Kong - Department of Information Systems, Georgia Institute of Technology - Scheller College of Business and Massachusetts Institute of Technology (MIT)
Date Posted: May 09, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper A Note on Receptiveness to Loss in Structured Investment
Maya Lazar, Amir Levkowitz, Amit Oren and Doron Sonsino
College of Management Academic Studies, College of Management Academic Studies, College of Management Academic Studies and College of Management Academic Studies (COMAS)
Date Posted: May 09, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Cognitive Reference Points, the Left-Digit Effect, and Clustering in Housing Markets
Sudheer Chava and Vincent W. Yao
Georgia Institute of Technology - Scheller College of Business and Georgia State University - J. Mack Robinson College of Business
Date Posted: May 09, 2017
Last Revised: May 16, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Accounting Quality, Information Risk and the Term Structure of Implied Volatility around Earnings Announcements
Research in International Business and Finance, Forthcoming
Seraina C. Anagnostopoulou and Andrianos E. Tsekrekos
ESCP Europe and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: May 09, 2017
Accepted Paper Series
59 downloads

Incl. Fee Electronic Paper Replicating Anomalies
NBER Working Paper No. w23394
Kewei Hou, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Date Posted: May 08, 2017
Working Paper Series
112 downloads

Incl. Electronic Paper The Performance Evaluation of Machine Learning Classifiers on Financial Microblogging Platforms
Tianyou Hu and Arvind Tripathi
University of Auckland - Department of Information Systems and Operations Management and University of Auckland - Department of Information Systems and Operations Management
Date Posted: May 08, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper The Effect of Social and News Media Sentiments on Financial Markets
Tianyou Hu and Arvind Tripathi
University of Auckland - Department of Information Systems and Operations Management and University of Auckland - Department of Information Systems and Operations Management
Date Posted: May 08, 2017
Working Paper Series
62 downloads

Incl. Electronic Paper Global Investigation of Return Autocorrelation and Its Determinants
Pacific-Basin Finance Journal, Forthcoming
Pawan Jain and Wenjun Xue
University of Wyoming - College of Business - Department of Economics and Finance and Florida International University (FIU) - Department of Economics
Date Posted: May 05, 2017
Accepted Paper Series
39 downloads

Incl. Electronic Paper (A)Symmetric Information Bubbles: Experimental Evidence
Globalization and Monetary Policy Institute Working Paper No. 312
Yasushi Asako, Yukihiko Funaki, Kozo Ueda and Nobuyuki Uto
Waseda University, Waseda University, School of Political Science and Economics, Waseda University and Waseda University
Date Posted: May 05, 2017
Working Paper Series

Incl. Electronic Paper Investors Behavior in an Emerging Tax Free Market
Emerging Markets Finance and Trade, Forthcoming
A. S. M. Sohel Azad, Abdelaziz Chazi, Khalil Al-Hilu and Ashraf Khallaf
Deakin University, American University of Sharjah - School of Business & Management, Abu Dhabi University and American University of Sharjah
Date Posted: May 05, 2017
Accepted Paper Series
7 downloads

Incl. Electronic Paper Compressing Over-the-Counter Markets
Marco D'Errico and Tarik Roukny
University of Zurich - Department of Banking and Finance and Massachusetts Institute of Technology (MIT)
Date Posted: May 04, 2017
Working Paper Series
19 downloads

Evidence for Seasonality and Changes in Seasonal Trends in Indian Stock Market
The IUP Journal of Applied Finance, Vol. 22, No. 3, July 2016, pp. 87-100
Shilpa Lodha and G. Soral
Independent and Mohanlal Sukhadia University
Date Posted: May 04, 2017
Accepted Paper Series

Incl. Electronic Paper Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits
Review of Finance, Forthcoming
Dongmin Kong, Chen Lin and Shasha Liu
School of Finance, Zhongnan University of Economics and Law, The University of Hong Kong - Faculty of Business and Economics and School of Management, Jinan University
Date Posted: May 03, 2017
Accepted Paper Series
27 downloads

Common Equity Factors in Corporate Bond Markets
Common Equity Factors in Corporate Bond Markets, in Jurczenko, E. (Ed.), Factor Investing and Alternative Risk Premia, ISTE Press – Elsevier, 2017.,
Demir Bektic, Dr. Ulrich Neugebauer, Michael Wegener and Josef-Stefan Wenzler
Darmstadt University of Technology, Deka Investment GmbH, Deka Investment GmbH and Deka Investment GmbH
Date Posted: May 03, 2017
Accepted Paper Series

Incl. Electronic Paper The Effect of Advanced Age and Equity Values on Risk Preferences
David Blanchett, Michael S. Finke and Michael A. Guillemette
Morningstar Investment Management, The American College and Texas Tech University - Department of Personal Financial Planning
Date Posted: May 02, 2017
Working Paper Series
14 downloads

A Cross-Country Analysis of Pricing Efficiency of Exchange Traded Funds
The IUP Journal of Applied Finance, Vol. 22, No. 3, July 2016, pp. 41-63
Vanita Tripathi and Swati Gupta
University of Delhi India - Delhi School of Economics - Department of Commerce and affiliation not provided to SSRN
Date Posted: May 02, 2017
Accepted Paper Series

Incl. Electronic Paper The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options
Wei-Che Tsai, Ying-Tzu Chiu and Yaw-Huei Wang
National Sun Yat-sen University - Department of Finance, National Taiwan University and National Taiwan University
Date Posted: May 02, 2017
Last Revised: May 17, 2017
Working Paper Series
3 downloads

Voluntary Disclosure and Informed Trading in the IPO Market
Journal of Accounting Research, Vol. 54, No. 5, 2016
Praveen Kumar, Nisan Langberg and Shiva Sivaramakrishnan
University of Houston - Department of Finance, University of Houston - C.T. Bauer College of Business and Rice University
Date Posted: April 29, 2017
Accepted Paper Series

Cross-Border Scheduled Macroeconomic News Impacts: Evidence from High-Frequency Asia Pacific Currencies
Pacific Basin Finance Journal, Forthcoming
Kam Fong Chan, Mahesh Chhagan and Alastair Marsden
University of Queensland - Faculty of Business, Economics and Law, Independent and University of Auckland - Business School
Date Posted: April 29, 2017
Accepted Paper Series

Working on the Weekend: Do Analysts Strategically Time the Release of Their Recommendation Revisions?
Journal of Corporate Finance, Forthcoming
Lynn L. Rees, Nathan Y. Sharp and Paul A. Wong
Texas A&M University - Department of Accounting, Texas A&M University - Department of Accounting and University of California, Davis - Graduate School of Management
Date Posted: April 28, 2017
Accepted Paper Series

Incl. Electronic Paper Stock Market Reaction to Supply Chain Disruptions from the 2011 Great East Japan Earthquake
Georgia Tech Scheller College of Business Research Paper No. 17-18
Kevin B. Hendricks, Brian Jacobs and Vinod R. Singhal
Wilfrid Laurier University - School of Business & Economics, Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Georgia Institute of Technology - Scheller College of Business
Date Posted: April 28, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Reporting System, Investor Learning, and Stock Return Regularities
Kai Du and Steven J. Huddart
Pennsylvania State University and Pennsylvania State University, University Park - Department of Accounting
Date Posted: April 27, 2017
Working Paper Series
45 downloads

Incl. Electronic Paper News, Noise, and Tests of Present Value Models
Mehdi Hamidi Sahneh
Universidad Carlos III de Madrid
Date Posted: April 26, 2017
Working Paper Series
20 downloads


 

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