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Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal
1,570,334 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 7,255
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1 2 3 4 ... 146 | Next >
   

Incl. Electronic Paper Measuring and Monitoring the Efficiency of Markets
Dilip B. Madan, Wim Schoutens and King Wang
University of Maryland - Robert H. Smith School of Business, KU Leuven - Department of Mathematics and Morgan Stanley
Date Posted: June 22, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Rational or Irrational? A Comprehensive Studies on Stock Market Crashes
Tai Ma, Kuo Hsi Lee, Chien Huei Lai and Yang Shen Lee
National Sun Yat-sen University, National Sun Yat-sen University, National Sun Yat-sen University and National Sun Yat-sen University
Date Posted: June 21, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Passive Investing and Market Efficiency
Bradford Cornell
California Institute of Technology
Date Posted: June 21, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Strategic Trade When Securitized Portfolio Values are Unknown
Louis R. Piccotti
SUNY at Albany - School of Business
Date Posted: June 21, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Earnings Management, Timeliness, and Corporate Information Systems
Eli Bartov, Antonio Marra II, Andrea Dossi and Angela Kate Pettinicchio
NYU Stern School of Business, Bocconi University - Department of Accounting, SDA Bocconi and Bocconi University - Department of Accounting
Date Posted: June 21, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper A Reverse Index Futures Split Effect on Liquidity and Market Dynamics
Athanasios Fassas and Nikolaos L. Hourvouliades
Hellenic Open University and American College of Thessaloniki
Date Posted: June 21, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Stock Market Efficiency Around Private Placement Announcements in India
International Journal of Research in Management and Social Science ISSN 2322-0899, VOL 5 (2) April - June 2017.
Madhuri Malhotra and Lakshmi Elangovan
Loyola Institute of Business Administration and Madras School of Economics
Date Posted: June 21, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper Koersbewegingen Rond De Publicatie Van Beleggingsadviezen Op De Nederlandse Aandelenmarkt Van 1995 Tot 2013 (Stock Returns Surrounding the Publication of Security Analyst Recommendations on the Dutch Stock Market From 1995 To 2013)
Maandblad voor Accountancy en Bedrijfseconomie, 88(11), 458-465
Dirk Gerritsen
Utrecht University - Utrecht University School of Economics
Date Posted: June 21, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
Sebastian Stöckl
University of Liechtenstein
Date Posted: June 20, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Impact of Futures Trading on Agricultural Commodity Market in India
Mohammad Irshad VK and Mashood C
Pondicherry University - Department of Commerce, Students and Independent
Date Posted: June 20, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Investing in Trading Opportunities in Dynamic Adverse Selection
Sander Heinsalu
Australian National University
Date Posted: June 20, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations
CEERP Working Paper No. 6 June 2017
Joseph P. Byrne, Marco Lorusso and Bing Xu
Heriot-Watt University - Department of Accountancy, Economics and Finance, Heriot-Watt University and Heriot-Watt University
Date Posted: June 20, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Willingness-to-Pay and Willingness-to-Accept Are Probably Less Correlated Than You Think
CESifo Working Paper Series No. 6492
Jonathan Chapman, Pietro Ortoleva, Erik Snowberg, Colin Camerer and Mark Dean
New York University (NYU) - New York University Abu Dhabi, Columbia University, Department of Economics, California Institute of Technology - Division of the Humanities and Social Sciences, California Institute of Technology - Division of the Humanities and Social Sciences and Brown University - Department of Economics
Date Posted: June 20, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Investors’ Appetite for Money-Like Assets: The Money Market Fund Industry after the 2014 Regulatory Reform
FRB of NY Staff Report No. 816
Marco Cipriani, Gabriele La Spada and Philip Mulder
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: June 20, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Are Corporate Risk Managers Influenced by Prior Gains and Losses? Revisiting the Evidence
Andreas Hecht and Niklas Lampenius
University of Hohenheim and University of Hohenheim
Date Posted: June 19, 2017
Last Revised: June 22, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Is Market Fear Persistent? A Long-Memory Analysis
DIW Berlin Discussion Paper No. 1670
Guglielmo Maria Caporale, Luis A. Gil-Alana and Oleksiy Plastun
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Date Posted: June 19, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper Liquidity Reactions Towards Dividend Announcements and Information Efficiency on the Ghana Stock Exchange
Imperial Journal of Interdisciplinary Research (IJIR), Vol. 2, Issue 12, 2016
Evans Tee
Regentropfen College of Applied Sciences (RECAS) - Department of Business Administration
Date Posted: June 19, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Changes in Ownership Breadth and Anomaly Returns
Yangru Wu and Weike Xu
Rutgers University, Newark - School of Business - Department of Finance & Economics and Clemson University
Date Posted: June 19, 2017
Working Paper Series
24 downloads

Incl. Fee Electronic Paper The Relevance of Broker Networks for Information Diffusion in the Stock Market
NBER Working Paper No. w23522
Marco Di Maggio, Francesco A. Franzoni, Amir Kermani and Carlo Sommavilla
Harvard Business School, Università della Svizzera italiana (USI), Lugano, University of California, Berkeley and Università della Svizzera italiana (USI), Lugano; Swiss Finance Institute
Date Posted: June 19, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Evaluating Hedge Fund Performance
Hedge Funds: Structure, Strategies, and Performance, H. Kent Baker and Greg Filbeck (eds.), Oxford University Press
David M. Smith
State University of New York at Albany - School of Business
Date Posted: June 19, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Credit Ratings: Qualitative Versus Quantitative Information
Efraim Benmelech
Northwestern University - Kellogg School of Management
Date Posted: June 19, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Political Uncertainty and Corporate Transparency
Andrew Bird, Stephen A. Karolyi and Thomas G. Ruchti
Carnegie Mellon University - Tepper School of Business, Carnegie Mellon University - Tepper School of Business and Carnegie Mellon University - Tepper School of Business
Date Posted: June 16, 2017
Working Paper Series
36 downloads

Incl. Electronic Paper The Best Strategies for the Worst Crises
Michael Cook, Edward Hoyle, Matthew Sargaison, Dan Taylor and Otto Van Hemert
Man AHL, Man AHL, Man AHL, Numeric Investors and Man AHL
Date Posted: June 16, 2017
Working Paper Series
149 downloads

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
Guglielmo Maria Caporale and Alex Plastun (2017). Calendar anomalies in the Ukrainian stock market. Investment Management and Financial Innovations, 14(1), 104-114. doi:10.21511/imfi.14(1).2017.11
Guglielmo Maria Caporale and Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Date Posted: June 15, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper Financial Clusters, Industry Groups, and Stock Return Correlations
Andy Fodor, Randy D. Jorgensen and John D. Stowe
Ohio University, Creighton University and Ohio University
Date Posted: June 15, 2017
Working Paper Series
37 downloads

Incl. Electronic Paper Do Short Sale Constraints Impede the Diffusion of Negative Information?
Andrey Pankratov
University of Lugano, Swiss Finance Institute
Date Posted: June 15, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Stock Market Reactions to Presidential Social Media Usage: Evidence from Company-Specific Tweets
Qi Ge, Alexander Kurov and Marketa Halova Wolfe
Skidmore College - Department of Economics, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Date Posted: June 15, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Market Efficiency of Traditional Stock Market Indices and Social Responsible Indices: The Role of Sustainability Reporting
Henry Mynhardt, Inna Makarenko and Alex Plastun (2017). Market efficiency of traditional stock market indices and social responsible indices: the role of sustainability reporting. Investment Management and Financial Innovations, 14(2), 94-106. doi:10.21511/imfi.14(2).2017.09
Ronald Henry Mynhardt, Inna Makarenko and Oleksiy Plastun
University of South Africa, National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and Sumy State University
Date Posted: June 15, 2017
Accepted Paper Series
10 downloads

Incl. Electronic Paper Systematic Risk and Microstructure Invariance
Yashar H. Barardehi, Dan Bernhardt and Thomas G. Ruchti
Ohio University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Economics and Carnegie Mellon University - Tepper School of Business
Date Posted: June 15, 2017
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Pricing for Large Positions in Contingent Claims
Mathematical Finance, Vol. 27, Issue 3, pp. 746-778, 2017
Scott Robertson
Questrom School of Business, Boston University
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Shadow Prices for Continuous Processes
Mathematical Finance, Vol. 27, Issue 3, pp. 623-658, 2017
Christoph Czichowsky, Walter Schachermayer and Junjian Yang
Vienna University of Technology, Universität Wien, Fakultät für Mathematik and University of Vienna
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Fee Electronic Paper The Economy‐Wide Impacts of a Rise in the Capital Adequacy Ratios of Australian Banks
Economic Record, Vol. 93, pp. 16-37, 2017
James Giesecke, Peter B. Dixon and Maureen T. Rimmer
Monash University - Centre of Policy Studies, Monash University - Centre of Policy Studies and Monash University - Centre of Policy Studies
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Fee Electronic Paper The General Structure of Optimal Investment and Consumption with Small Transaction Costs
Mathematical Finance, Vol. 27, Issue 3, pp. 659-703, 2017
Jan Kallsen and Johannes Muhle-Karbe
Munich University of Technology and University of Michigan at Ann Arbor
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Fee Electronic Paper The Impact of the GFC on Sectoral Market Efficiency: Non‐Linear Testing for the Case of Australia
Economic Record, Vol. 93, pp. 38-56, 2017
Neha Deo, Heath Spong and Maria Estela Varua
Western Sydney University, Western Sydney University and Western Sydney University
Date Posted: June 15, 2017
Accepted Paper Series

Incl. Electronic Paper Price Discovery and Spill-Over Impact in The Indian Commodity Futures Market: An Empirical Investigation Into Metal Futures
IJABER, Vol. 14, No. 6, (2016): 4573-4586
Chinmaya Behera Jr.
Gandhi Institute of Technology and Management (GITAM) - GITAM School of International Business
Date Posted: June 15, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper Beta Dispersion and Market-Timing
Laura-Chloé Kuntz
University of Goettingen
Date Posted: June 14, 2017
Last Revised: June 20, 2017
Working Paper Series
161 downloads

Incl. Electronic Paper A Walrasian Theory of Sovereign Debt Auctions with Asymmetric Information
Harold L. Cole, Daniel Neuhann and Guillermo L. Ordoñez
University of Pennsylvania - Department of Economics, University of Texas at Austin, McCombs School of Business and University of Pennsylvania - Department of Economics
Date Posted: June 14, 2017
Last Revised: June 16, 2017
Working Paper Series
5 downloads

Chapter 30: The Future of Behavioral Finance
Financial Behavior: Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 561-578, New York, NY: Oxford University Press, 2017.
Michael M. Dowling and Brian M. Lucey
ESC Rennes School of Business and Trinity Business School, Trinity College Dublin
Date Posted: June 14, 2017
Accepted Paper Series

Chapter 29: Practical Challenges of Implementing Behavioral Finance: Reflections from the Field
Financial Behavior: Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 542-560, New York, NY: Oxford University Press, 2017.
Greg B Davies and Peter Brooks
University of Oxford - Said Business School and Barclays Wealth and Investment Management
Date Posted: June 14, 2017
Accepted Paper Series

Chapter 28: Applications of Client Behavior: A Practitioner's Perspective
Financial Behavior: Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 523-541, New York, NY: Oxford University Press, 2017.
Harold Evensky
Texas Tech University
Date Posted: June 14, 2017
Accepted Paper Series

Chapter 27: Can Humans Dance with Machines?
Financial Behavior: Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 499-519, New York, NY: Oxford University Press, 2017.
Irene Aldridge
BigDataFinance.org
Date Posted: June 14, 2017
Accepted Paper Series

Chapter 25: Stock Market Anomalies
Financial Behavior: Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 460-480, . New York, NY: Oxford University Press, 2017.
Steve Z. Fan and Linda Q. Yu
University of Wisconsin - Whitewater and University of Wisconsin - Whitewater - Finance and Business Law
Date Posted: June 14, 2017
Accepted Paper Series

Chapter 24: Behavioral Finance Market Hypotheses
Financial Behavior: Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 439-459, New York, NY: Oxford University Press, 2017.
Oleksiy Plastun
Sumy State University
Date Posted: June 14, 2017
Accepted Paper Series

Chapter 23: Art and Collectibles for Wealth Management
Financial Behavior: Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 422-435, New York, NY: Oxford University Press, 2017.
Peter J. May
Independent
Date Posted: June 14, 2017
Accepted Paper Series

Financial Stability Assessment of EU Candidate and Potential Candidate Countries Developments Since 2014
ECB Occasional Paper No. 190
Martin Gächter, Piotr Macki, Isabella Moder, Eva Katalin Polgar, Li Savelin and Piotr Żuk
European Central Bank (ECB), National Bank of Poland, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), European Central Bank (ECB) and Independent
Date Posted: June 13, 2017
Working Paper Series

Incl. Electronic Paper Psychopathic Traits of Corporate Leadership as Predictors of Future Stock Returns
Tomasz Piotr Wisniewski, Liafisu Sina Yekini and Ayman M. A. Omar
University of Leicester, Coventry University and University of Leicester
Date Posted: June 13, 2017
Working Paper Series
193 downloads

Incl. Electronic Paper Do Individual Investors Ignore Transaction Costs?
World Bank Policy Research Working Paper No. 8098
Deniz Anginer, Xue Snow Han and Celim Yildizhan
World Bank Research, San Francisco State University and University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: June 13, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Networks of Volatility Spillovers Among Stock Markets
CESifo Working Paper Series No. 6476
Eduard Baumohl, Evzen Kocenda, Stefan Lyocsa and Tomas Vyrost
University of Economics in Bratislava, Charles University in Prague - Institute of Economic Studies, University of Economics in Bratislava - Faculty of Business Economics and University of Economics in Bratislava
Date Posted: June 13, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper Arbitrage Opportunities in Diverse Markets via a Non-Equivalent Measure Change
Joerg Osterrieder and Thorsten Rheinlander
Zurich University of Applied Sciences and Eidgenossische Technische Hochschule Zurich (ETHZ)
Date Posted: June 13, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper A Dynamic Market Microstructure Model with Market Orders and Random Order Book Depth
Joerg Osterrieder
Zurich University of Applied Sciences
Date Posted: June 13, 2017
Working Paper Series
23 downloads


 

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