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

Title Author(s)

Nonparametric Pricing of Multivariate Contingent Claims

New York Fed Staff reports [View] (Paper: 162, 25.03.2004)

JEL: C13, G14

Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks

New York Fed Staff reports [View] (Paper: 158, 25.03.2004)

JEL: G10, G14

Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings

New York Fed Staff reports [View] (Paper: 145, 25.03.2004)

JEL: G12, G14, H63

Measuring Treasury Market Liquidity

New York Fed Economic policy review [View] (Paper: 0309flem, 01.01.2004)

JEL: G14

The Effect of Interest Rate Options Hedging on Term-Structure Dynamics

New York Fed Economic policy review [View] (Paper: 0112kamb, 01.01.2004)

JEL: E43, G1, G14

The Behavior of China┬┐s Stock Prices in Response to the Proposal and Approval of Bonus Issues

Boston Fed Working papers [View] (Paper: 02-01, 01.01.2004)

JEL: G14, G18, O16

Contagion: An Empirical Test

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0775, 01.10.2003)

JEL: F30, G12, G14, G15

Duration

European Central Bank Working papers [View] (Paper: 0125, 02.04.2003)

JEL: C32, G14

On the Information Content of Oil Future Prices

Central Bank of Brazil Working Papers [View] (Paper: 065, 01.03.2003)

JEL: C53, G14, G15

Transmission of Information Across International Equity Markets

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0759, 01.03.2003)

JEL: E44, G14, G15

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