Central bank research hub - JEL classification G14: Information and Market Efficiency; Event Studies; Insider Trading

Competition among high-frequency traders, and market quality

by Johannes Breckenfelder

European Central Bank Working Papers (Paper: 2290, 01.06.2019)

JEL: D4, D61, G12, G14, G15, G18, G23
The cost of clearing fragmentation

by Evangelos Benos , Michalis Vasios , Wenqian Huang and Albert Menkveld

Bank of England Working Papers (Paper: 800, 31.05.2019)

JEL: G10, G12, G14
Measuring euro area monetary policy

by Carlo Altavilla , Refet S. Gurkaynak , Roberto Motto , Giuseppe Ragusa and Luca Brugnolini

European Central Bank Working Papers (Paper: 2281, 01.05.2019)

JEL: E43, E44, E52, E58, G12, G14
Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity

by Richard Harris , Evarist Stoja , Veselin Karadotchev and Rhiannon Sowerbutts

Bank of England Working Papers (Paper: 792, 18.04.2019)

JEL: G14, G18, G21, G22, G23, G24
Information in Yield Spread Trades

by Yang-Ho Park

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2019-025, 12.04.2019)

JEL: E32, E43, G12, G14
The rise of benchmark bonds in emerging Asia

by James Yetman and Eli M. Remolona

Bank for International Settlements BIS Papers (Paper: 102-09, 01.04.2019)

JEL: G10, G12, G14
A simple return generating model in discrete time; implications for market efficiency testing

by Alexandros E. Milionis

Bank of Greece Working Papers (Paper: 259, 01.04.2019)

JEL: G14, G15
What Option Prices tell us about the ECBs Unconventional Monetary Policies

by Sweder van Wijnbergen , Stan Olijslagers , Annelie Petersen and Nander de Vette

Netherlands Bank DNB Working Papers (Paper: 629, 29.03.2019)

JEL: E44, E52, E58, E65, G12, G13, G14
The Impacts of Macroeconomic News Announcements on Intraday Implied Volatility

by Doojin Ryu and Jieun Lee

Bank of Korea Working Papers (Paper: 2019-2, 10.01.2019)

JEL: E52, G10, G14
Appraising Home Purchase Appraisals

by Lauren Lambie-Hanson , Paul S. Calem , Jeanna Kenney and Leonard I. Nakamura

Federal Reserve Bank of Philadelphia Working Papers (Paper: 18-28, 27.12.2018)

JEL: D81, G14, G21, G28, L85

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