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

Title Author(s)

Do Underwriters Matter? The Impact of the Near Loss of an Equity Underwriter

New York Fed Staff reports [View] (Paper: 459, 10.07.2010)

JEL: G14, G2, G24, G3, G30

Financial innovation and risk: the role of information

Bank of Italy Working Papers [View] (Paper: 759, 22.06.2010)

JEL: E32, G01, G14, G33

Using Intraday Data to Gauge Financial Market Responses to Federal Reserve and ECB Monetary Policy Decisions

IJCB International Journal of Central Banking [View] (Paper: 10q2a5, 07.06.2010)

JEL: E52, E58, G14

Idiosyncratic Coskewness and Equity Return Anomalies

Bank of Canada Working papers [View] (Paper: 2010-11, 11.05.2010)

JEL: G11, G12, G14, G33

Deferred Compensation, Risk, and Company Value:Investor Reactions to CEO Incentives

New York Fed Staff reports [View] (Paper: 445, 30.04.2010)

JEL: G14, G32

Price and trading response to public information,

European Central Bank Working papers [View] (Paper: 1177, 21.04.2010)

JEL: E44, G14

Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century

Netherlands Bank DNB Working Papers [View] (Paper: 247, 15.04.2010)

JEL: C23, G14, G15

Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics

Bank of Mexico Working Papers [View] (Paper: 2009-15, 12.04.2010)

JEL: C22, G14

Repo Market Effects of the Term Securities Lending Facility

New York Fed Staff reports [View] (Paper: 426, 15.01.2010)

JEL: E43, E52, E58, G12, G14

The Microstructure of the TIPS Market

New York Fed Staff reports [View] (Paper: 414, 16.12.2009)

JEL: G14

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