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

Title Author(s)

Ten propositions about liquidity crises

Bank for International Settlements Working papers [View] (Paper: 293, 20.11.2009)

JEL: E50, E51, E58, G10, G14, G18, G28

Stock return seasonalities and investor structure: Evidence from China's B-share markets

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2009/20, 30.10.2009)

JEL: G12, G14, G18

Global, Local, and Contagious Investor Sentiment

Dallas Fed Institute Working Papers [View] (Paper: 0037, 08.10.2009)

JEL: F30, G14, G15

An empirical study on the decoupling movements between corporate bond and CDS spreads

European Central Bank Working papers [View] (Paper: 1085, 05.10.2009)

JEL: G12, G14, G15

The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/10, 02.10.2009)

JEL: G11, G12, G14, G23

Are Market Makers Uninformed and Passive? Signing Trades in the Absence of Quotes

New York Fed Staff reports [View] (Paper: 395, 26.09.2009)

JEL: G10, G12, G14, G19

Time to buy or just buying time? The market reaction to bank rescue packages

Bank for International Settlements Working papers [View] (Paper: 288, 24.09.2009)

JEL: G14, G18, G21

A Framework for Assessing the Systemic Risk of Major Financial Institutions

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-37, 18.09.2009)

JEL: C13, G14, G21, G28

The reception of public signals in financial markets - what if central bank communication becomes stale?

European Central Bank Working papers [View] (Paper: 1077, 19.08.2009)

JEL: E43, E58, G12, G14

An assessment of financial sector rescue programmes

Bank of Italy Occasional Papers [View] (Paper: 47, 12.08.2009)

JEL: E58, E65, G14, G18, G21, G28, G32, G34

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