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Results of search for Market Efficiency

Records found: 25

DP15653	Currency Anomalies Author(s): Söhnke M Bartram, Leslie Djuranovik and Anthony Garratt Published: January 2021
DP15563	Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing Author(s): Hao Jiang, Dimitri Vayanos and Lu Zheng Published: December 2020
DP15546	How Financial Markets Create Superstars Author(s): Spyros Terovitis and Vladimir Vladimirov Published: December 2020
DP15240	Network Centrality and Managerial Market Timing Ability Author(s): Theodoros Evgeniou, Joël Peress, Theo Vermaelen and Ling Yue Published: September 2020
DP15235	Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain Author(s): Xi Dong, NAMHO KANG and Joël Peress Published: August 2020
DP14950	The Tax Cuts and Jobs Act: Which Firms Won? Which Lost? Author(s): Alexander F Wagner, Richard Zeckhauser and Alexandre Ziegler Published: June 2020
DP14235	Market Efficiency in the Age of Big Data Author(s): Ian Martin and Stefan Nagel Published: December 2019
DP14232	Global Market Inefficiencies Author(s): Söhnke M Bartram and Mark Grinblatt Published: December 2019
DP13975	Commodity Option Pricing Efficiency before Black Scholes Merton Author(s): David Chambers Published: September 2019
DP13812	Strategic Trading as a Response to Short Sellers Author(s): Marco Di Maggio, Francesco Franzoni, Massimo Massa and Roberto Tubaldi Published: June 2019
DP13187	The permanent-transitory confusion: Implications for tests of market efficiency and for expected inflation during turbulent and tranquil times Author(s): Alex Cukierman, Thomas Lustenberger and Allan H Meltzer Published: September 2018
DP12685	Deep Value Author(s): Clifford S. Asness, John M. Liew, Lasse Heje Pedersen and Ashwin K Thapar Published: February 2018
DP12657	Paths to Convergence: Stock Price Behavior After Donald Trump's Election Author(s): Alexander F Wagner, Richard Zeckhauser and Alexandre Ziegler Published: January 2018
DP12453	The making of a national currency. Spatial transaction costs and money market integration in Spain (1825-1874) Author(s): Nektarios Aslanidis, Alfonso Herranz-Loncán and Pilar Nogues-Marco Published: November 2017
DP11990	Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families Author(s): Si Cheng, Massimo Massa and Hong Zhang Published: April 2017
DP11455	Expected skewness and momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: August 2016
DP11156	Who Trades Against Mispricing? Author(s): Mariassunta Giannetti and Bige Kahraman Published: March 2016
DP10601	Expected Skewness and Momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: May 2015
DP9769	Buffett?s Alpha Author(s): Andrea Frazzini, David Kabiller and Lasse Heje Pedersen Published: December 2013
DP9653	The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes Author(s): Joël Peress Published: September 2013
DP8539	Information Aggregation, Investment, and Managerial Incentives Author(s): Elias Albagli, Christian Hellwig and Aleh Tsyvinski Published: August 2011
DP5352	Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets Author(s): Peter C Schotman and Ania Zalewska Published: November 2005
DP5199	Target Zones in Theory and History: Credibility, Efficiency, and Policy Autonomy Author(s): Marc Flandreau and John Komlos Published: August 2005
DP5021	Betting on Hitler - The Value of Political Connections in Nazi Germany Author(s): Thomas Ferguson and Hans-Joachim Voth Published: April 2005
DP4832	Liquidity Risk, Leverage and Long-Run IPO Returns Author(s): B Espen Eckbo and Øyvind Norli Published: January 2005

Records Found 25