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

Title Author(s)

Are banks opaque? Evidence from insider trading

Bank for International Settlements Working papers [View] (Paper: 697, 01.02.2018)

JEL: G14, G20, G21

Does Investor Attention Affect Trading Volume In The Brazilian Stock Market?

Central Bank of Brazil Working Papers [View] (Paper: 472, 31.01.2018)

JEL: G14

Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment

European Systemic Risk Board Working papers [View] (Paper: 65, 30.01.2018)

JEL: E43, E44, E52, G12, G14

Short-selling bans and bank stability

European Systemic Risk Board Working papers [View] (Paper: 64, 30.01.2018)

JEL: G01, G12, G14, G18

Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model

Bank for International Settlements Working papers [View] (Paper: 689, 25.01.2018)

JEL: G12, G14, G15

Asymmetric information and the distribution of trading volume

Bank of Finland Discussion Papers [View] (Paper: 1, 22.01.2018)

JEL: D82, G12, G14

The real value of China's stock market

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2, 19.01.2018)

JEL: E44, F30, G12, G14, G15, O16, O53, P21, P34

Speed Segmentation on Exchanges: Competition for Slow Flow

Bank of Canada Working papers [View] (Paper: 18-3, 09.01.2018)

JEL: G14, G24

Order flow and rand/dollar exchange rate dynamics

South African Reserve Bank Working Papers [View] (Paper: 1703, 21.12.2017)

JEL: F31, F33, G14, G21

A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices

Chicago Fed Working papers [View] (Paper: WP-2017-26, 19.12.2017)

JEL: C32, E52, E58, G12, G14

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