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

Securitization and crash risk : Evidence from large European banks

by Franco Fiordelisi , Francesca Battaglia , Ornella Ricci and Bonnie G. Buchanan

Bank of Finland Discussion Papers (Paper: 26/2018, 11.12.2018)

JEL: F30, G01, G14, G21, G32
Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement

by Andrew Phin , Todd Prono , Jonathan J. Reeves and Konark Saxena

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2018-081, 30.11.2018)

JEL: G12, G14
Contagion in the CoCos market? A case study of two stress events

by Pierluigi Bologna , Anatoli Segura and Arianna Miglietta

Bank of Italy Working Papers (Paper: 1201, 01.11.2018)

JEL: G14, G21, G28
Private information and lender discretion across time and institutions

by Iftekhar Hasan and Gene Ambrocio

Bank of Finland Discussion Papers (Paper: 17/2018, 10.10.2018)

JEL: D82, G14, G21, G28
Financial Transaction Taxes and Expert Advice

by Michele Dell'Era

National Bank of Slovakia Working Papers (Paper: WP 4/2018, 01.10.2018)

JEL: D83, G12, G14, G18
Price Pressure and Price Discovery in the Term Structure of Interest Rates

by Scott Mixon and Tugkan Tuzun

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2018-065, 28.09.2018)

JEL: G10, G12, G14
Information and Liquidity of OTC Securities : Evidence from Public Registration of Rule 144A Bonds

by Alan G. Huang , Song Han , Madhu Kalimipalli and Ke Wang

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2018-061, 30.08.2018)

JEL: G12, G14
An Auction-Based Test of Private Information in an Interdealer FX Market

by Pietro Bonaldi and Mauricio Villamizar-Villegas

Bank of the Republic, Colombia Working Papers (Paper: 1049, 25.08.2018)

JEL: D44, F31, G14
Insider networks

by Michael Junho Lee and Selman Erol

Federal Reserve Bank of New York Staff Reports (Paper: 862, 01.08.2018)

JEL: D85, G14, G20
Liquidity resilience in the UK gilt futures market: evidence from the order book

by Jonathan Fullwood and Daniele Massacci

Bank of England Working Papers (Paper: 744, 27.07.2018)

JEL: G10, G14, G18

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