Central Bank Research Hub - JEL classification G14: Information and Market Efficiency; Event Studies

	Title	Author(s)
Full text	Credit risk connectivity in the financial industry and stabilization effects of government bailouts Deutsche Bundesbank Discussion Papers [View] (Paper: 16/2012, 25.07.2012) JEL: C14, G14, G21, H12	Jakob Bosma Michael Koetter Michael Wedow
Full text	Does Foreign Exchange Intervention Volume Matter? Dallas Fed Institute Working Papers [View] (Paper: 0115, 15.05.2012) JEL: E52, F31, G14	Rasmus Fatum Yohei Yamamoto
Abstract Full text	What determines bank stock price synchronicity? Global evidence Bank of Finland Discussion Papers [View] (Paper: 2012/16, 18.04.2012) JEL: G12, G14, G15, G21, G38, N20	Bernard Yeung Liang Song Bill Francis Iftekhar Hasan
Abstract Full text	Central Bank Communication or the Media's Interpretation: What Moves Markets? Bank of Canada Working papers [View] (Paper: 2012-09, 29.02.2012) JEL: E58, G14	Scott Hendry
Abstract Full text	Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios Bank for International Settlements Working papers [View] (Paper: 371, 17.02.2012) JEL: C16, D80, G14, G20	Makoto Nirei Theodoros Stamatiou Vladyslav Sushko
Full text	Foreign Stock Holdings: The Role of Information San Francisco Fed Working Papers [View] (Paper: 2010-26, 05.10.2010) JEL: G11, G14, G15	Fernanda Nechio
Full text	Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity Swiss National Bank Working Papers [View] (Paper: 2010-14, 09.09.2010) JEL: F31, G01, G14	Angelo Ranaldo Tommaso Mancini Griffoli
Abstract Full text	Stock market reaction to debt financing arrangements in Russia Bank of Finland BOFIT Discussion Papers [View] (Paper: 2010/16, 26.08.2010) JEL: G14, G20, P30	Christophe J. Godlewski Laurent Weill Zuzana Fungácová
Abstract Full text	An Analytical Framework for the Hong Kong Dollar Exchange Rate Dynamics under Strong Capital Inflows Hong Kong Monetary Authority Working Papers [View] (Paper: WP10_05, 06.08.2010) JEL: E42, G14	Yue Ma Matthew Yiu Shu-Ki Tsang Wai-Yip Alex Ho
Abstract Full text	Information uncertainty and the reaction of stock prices to news Bank of Italy Working Papers [View] (Paper: 765, 03.08.2010) JEL: G11, G14	Giovanni Guazzarotti Paolo Angelini

Related JEL classifications

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- G10: General (includes Measurement and Data) (98 entries)
- G11: Portfolio Choice; Investment Decisions (142 entries)
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- G13: Contingent Pricing; Futures Pricing; option pricing (85 entries)
- G14: Information and Market Efficiency; Event Studies (201 entries)
- G15: International Financial Markets (286 entries)
- G17: Financial Forecasting (15 entries)
- G18: Government Policy and Regulation (111 entries)
- G19: Other (15 entries)