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Faculty of Economics


Information and Market Efficiency; Event Studies; Insider Trading

Title AuthorsYearJEL Codes
Non-Standard ErrorsMenkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüss, S., Razen, M., Weitzel, U., Linton, O. [2021]A14 C10 C12 C59 C90 G14 G40
Modelling Demand for ESGAhmed, M. F., Gao, Y. and Satchell, S.[2020]G11 G12 G14 G23 G34
Common Short Selling and Excess ComovementGeraci, M. V., Gnabo, J-Y. and Veredas, D. [2020]G12 G14
Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental ValuesLake, A.[2020]G14 R31 G40 E32 D84
Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange MarketCorsetti, G., Lafarguette, R. and Mehl, A.[2019]F31 G14 G15
Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio RebalancingLloyd, S. P.[2017]E32 E43 E44 E52 E58 G12 G14
Double-question Survey Measures for the Analysis of Financial Bubbles and CrashesPesaran, Hashem. and Johnsson. Ida.[2016]C83 D84 G12 G14
Policy Shocks and Stock Market Returns: Evidence from Chinese Solar PanelsCrowley, M. A., Meng, N. and Song, H.[2015]F12 F13 G10 G14
Asset price manipulation with several tradersWalther, A.[2012]D80 D82 G10 G14
Predictability of Asset Returns and the Efficient Market HypothesisPesaran, M. H.[2010]G12 G14
Impacts of Personality on Herding in Financial Decision-MakingBaddeley, M., Burke, C., Schultz, W. and Tobler, P.[2010]D03 D81 C92 G14

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