Nothing Special   »   [go: up one dir, main page]

create a website
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models. (2010). Westerhoff, Frank ; Witte, Bjorn-Christopher ; Hermsen, Oliver .
In: Economics - The Open-Access, Open-Assessment E-Journal.
RePEc:zbw:ifweej:20107.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 29

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders. (2019). Erler, Alexander ; Baumann, Michaela.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:201944.

    Full description at Econpapers || Download paper

  2. Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders. (2019). Erler, Alexander ; Baumann, Michaela.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20193.

    Full description at Econpapers || Download paper

  3. Agent-based models for economic policy design: Two illustrative examples. (2012). Westerhoff, Frank.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:88.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Admati, A.R. and Pfleiderer, P.C. (2000): Forcing finns to talk: financial disclosure regularion and externalities. Review of Financial Studies 13 (2): 479-519.

  2. Alfarano S. and Lux T. (2007): A noise trader model as a generator of apparent financial power laws and long memory. Macroeconomic Dynamics 11 (51): 80101.

  3. BBC (2009): Secret bank rescue loans revealed. BBC News, 2009/11/24.
    Paper not yet in RePEc: Add citation now
  4. Boot, A.W.A. and Thakor, A.V. (2001): The many faces of information disclosure.

  5. Brock, W., Hommes, C. and Wagener, F. (2009): More hedging instruments may destabilize markets. Journal of Economic Dynamics and Control 33 (11): 19 12-1928.

  6. Chen, S.-H., Chang, C.L. and Du, Y.-R. (2009): Agent-based economic models and econometrics. Knowledge Engineering Review, in press.
    Paper not yet in RePEc: Add citation now
  7. Chiarella C., He X.-Z. and Hommes C. (2006a): Moving average rules as a source of market instability. Physica A 370: 12-17.

  8. Chiarella C., He X.-Z. and Hommes C. (2006b): A dynamic analysis of moving average rules. Journal of Economic Dynamics and Control 30 (9-10): 1729-1753.

  9. Chiarella, C., Dieci, R. and He, X.-Z. (2009): Heterogeneity, market mechanisms, and asset price dynamics. In: Hens, T. and Schenk-Hopp

  10. Franke, R. and Westerhoff, F. (2009b): Estimation of a structural stochastic volatility model of asset pricing. Working Paper, Universities of Bamberg and Kiel.
    Paper not yet in RePEc: Add citation now
  11. Gaunersdorfer, A. and Hommes, C. (2007): A nonlinear structural model for volatility clustering. In Teyssi

  12. He, X.-Z. and Westerhoff, F. (2005): Commodity markets, price limiters and speculative pricc dynamics. Journal of Economics Dynamics and Control 29 (9): 1577-1596.

  13. Hermsen 0. (2010): Does Basel 11 destabilize financial markets? An agent~based financial market perspective. European Physical Journal B 73 (1): 29-40.

  14. Holmstr
    Paper not yet in RePEc: Add citation now
  15. Hommes, C. and Wagener, F. (2009): Complex evolutionary systems in behavioral finance. In: Hens, T. and Schenk-Hopp

  16. LeBaron, B. (2006): Agent-based computational finance. In: Tesfatsion, L. and Judd, K. (eds.): Handbook of computational economics: agent-based computational economics. Amsterdam: North-Holland: 1187-1233.

  17. Lux T. and Marchesi M. (1999): Scaling and criticality in a stochastic multi-agent model of a financial market. Nature 397: 498-500.

  18. Lux T. and Marchesi M. (2000): Volatility clustering in financ~a~ markets: a microsirnulation of interacting agcnts. International Journal of Theoretical and Applied Finance 3 (4): 675-702. www.economics-ejournal.org 24 Th~ Op~?r Ac ?s~, ~ E~Jo~'~ Lux, T. and Ausloos, M. (2002): Market fluctuations I: scaling, multiscaling, and their possible origins. In: Bunde, A., Kropp, J. and Schellnhuber, H. (eds): Science of disaster: climate disruptions, heart attacks, and market crashes. Berlin: Springer: 373-4 10.
    Paper not yet in RePEc: Add citation now
  19. Lux, T. (2009): Stochastic behavioural asset-pricing models and the stylize facts. In: Hens, T. and Schenk-Hopp
    Paper not yet in RePEc: Add citation now
  20. Ostberg, P. (2006): Disclosure, investment and regulation. Journal of Financial Intermediation: 15 (3): 285-306.

  21. Scalas, E., Cincotti, S., Dose, C. and Raberto, M. (2005): Fraudulent agents in an artificial financial market. In Lux, T., Reitz, S. and Samanidou, E. (eds.): Nonlinear dynamics and heterogeneous interacting agents. Berlin: Springer: 3 17-326.

  22. The Economist (2009): Bigger than you thought. 2009/11/26.
    Paper not yet in RePEc: Add citation now
  23. Thurner, S., Farmer, D. and Geanakoplos, J. (2009): Leverage causes fat tails and clustered volatIlIty. Working paper, arXiv:0908. 1555.
    Paper not yet in RePEc: Add citation now
  24. Westerhoff, F. (2003): Speculative markets and the effectiveness of price hmits. Journal of Economic Dynamics and Control 28 (3): 493-508.

  25. Westerhoff, F. (2008): The use of agent-based financial market mode's to test the effec tivcness of regulatory policies. Jahrb

  26. Westerhoff, F. (2009): Exchange rate dynamics: a nonlinear survey. In: Rosser, J.B., Jr. (ed): Handbook of research on comp'exity. Cheltenham: Edward Elgar: 287-325.

  27. Westerhoff, F. and Dieci, R. (2006): The effectiveness of Keynes-Jobin transaction taxes when heterogeneous agents can trade in different markets, a behavioral finance approach. Journal of Economic Dynamics and Control 30 (2): 293-322.

  28. Wieland, C. and Westerhoff, F. (2005): Exchange rate dynamics. central bank intervention and chaos control methods. Journal of Economics Behavior and www.economics-ejournal.org 25 ~.:conom~cs: Thc~ OpemAc>:~ess, Op~nMs~ssmers~ E~Journa~ Organization: 58(1): 117-132.

  29. Witte, B.-C. (2009): Temporal informarion gaps and market efficiency: a dynamic behavioral analysis. BERG Working Paper No. 64, University of Bamberg. www.economics-ejournal.org 26 conomics ts~ ~ Oeen-~'sse ~nent t. Please note: You are most sincerely encouraged to participate in the open assessment of this article. You can do so by either recommending the article or by posting your comments. Please go to: www. economic s-ej ournal. org/economics/j ournalarticles/20 10-7 The Editor Author(s) 2010. Guessed under a creafive commons Ucense - Atthbution-Noncommercia~ 2.0 Germany

Cocites

Documents in RePEc which have cited the same bibliography

  1. A theory of risk disclosure. (2017). Smith, Kevin C ; Heinle, Mirko S.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:22:y:2017:i:4:d:10.1007_s11142-017-9414-2.

    Full description at Econpapers || Download paper

  2. The relationship between technology, business model, and market in autonomous car and intelligent robot industries. (2016). Park, Kyungbae ; Yang, Jeongho ; Jeong, Euiseob ; Won, Dongkyu ; Yun, Jinhyo Joseph.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:103:y:2016:i:c:p:142-155.

    Full description at Econpapers || Download paper

  3. The dark side of disclosure : evidence of government expropriation from worldwide firms. (2015). Xu, Lixin ; Ullah, Barkat ; Wei, Zuobao ; Liu, Tingting.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:7254.

    Full description at Econpapers || Download paper

  4. Costs and Benefits of Land Ownership: The Case of Russian Firms. (2015). Polishchuk, Leonid ; Castañeda Dower, Paul ; Malkov, Egor ; Pyle, William.
    In: HSE Working papers.
    RePEc:hig:wpaper:107/ec/2015.

    Full description at Econpapers || Download paper

  5. Les exigences de transparence des accords de Bâle: Aubaine ou fardeau pour les pays en développement ?. (2015). Refait-Alexandre, Catherine ; Farvaque, Etienne.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01376914.

    Full description at Econpapers || Download paper

  6. Les exigences de transparence des accords de Bâle: Aubaine ou fardeau pour les pays en développement ?. (2015). Refait-Alexandre, Catherine ; Farvaque, Etienne.
    In: Working Papers.
    RePEc:crb:wpaper:2015-09.

    Full description at Econpapers || Download paper

  7. Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2014). Tang, Yuehua ; Yang, Baozhong ; Agarwal, Vikas ; Mullally, Kevin Andrew .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1304r.

    Full description at Econpapers || Download paper

  8. The Development of Local Capital Markets; Rationale and Challenges. (2014). Laeven, Luc.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/234.

    Full description at Econpapers || Download paper

  9. The Multi-Faceted Concept of Transparency. (2014). Oxelheim, Lars ; Forssbæck, Jens ; Forssbaeck, Jens .
    In: Working Paper Series.
    RePEc:hhs:iuiwop:1013.

    Full description at Econpapers || Download paper

  10. Mandatory Disclosure and Financial Contagion. (2014). Barlevy, Gadi ; Alvarez, Fernando.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2014-04.

    Full description at Econpapers || Download paper

  11. Issues raised by studying DeFond and Zhang: What should audit researchers do?. (2014). Seo, Hojun ; Martin, Xiumin ; Frankel, Richard ; Lee, Joshua ; Donovan, John .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:58:y:2014:i:2:p:327-338.

    Full description at Econpapers || Download paper

  12. Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2013). Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1304.

    Full description at Econpapers || Download paper

  13. Endogenous governance transparency and product market competition. (2013). Hidalgo-Cabrillana, Ana.
    In: SERIEs: Journal of the Spanish Economic Association.
    RePEc:spr:series:v:4:y:2013:i:1:p:113-136.

    Full description at Econpapers || Download paper

  14. Stress tests and information disclosure. (2013). Goldstein, Itay ; Leitner, Yaron.
    In: Working Papers.
    RePEc:fip:fedpwp:13-26.

    Full description at Econpapers || Download paper

  15. Liquidity and transparency in bank risk management. (2013). Ratnovski, Lev.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:3:p:422-439.

    Full description at Econpapers || Download paper

  16. Externalities of public firm presence: Evidence from private firms investment decisions. (2013). Badertscher, Brad ; Shroff, Nemit ; White, Hal D..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:682-706.

    Full description at Econpapers || Download paper

  17. Property rights, R&D spillovers, and corporate accounting transparency in China. (2013). Fan, Joseph P. H., ; Yu, Xin ; Gillan, Stuart L..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:15:y:2013:i:c:p:34-56.

    Full description at Econpapers || Download paper

  18. Uncovering hedge fund skill from the portfolio holdings they hide. (2011). Tang, Yuehua ; Yang, Baozhong ; Jiang, Wei ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1009r.

    Full description at Econpapers || Download paper

  19. Financial openness, disclosure and bank risk-taking in MENA countries. (2011). Zanaj, Skerdilajda ; Pieretti, Patrice ; Bourgain, Arnaud .
    In: CREA Discussion Paper Series.
    RePEc:luc:wpaper:11-11.

    Full description at Econpapers || Download paper

  20. Information disclosure in credit markets when banks costs are endogenous. (2011). Van Tassel, Eric.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:2:p:490-497.

    Full description at Econpapers || Download paper

  21. Valorisation et reporting du goodwill : enjeux théoriques et empiriques. (2011). CASTA, Jean-Francois ; Paugam, Luc.
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/8007.

    Full description at Econpapers || Download paper

  22. Post-Crisis Bank Liquidity Risk Management Disclosure. (2011). Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:10/002.

    Full description at Econpapers || Download paper

  23. Post-crisis bank liquidity risk management disclosure. (2010). Asongu, Simplice ; Simplice A., Asongu, ; Simplice A., Asongu, .
    In: MPRA Paper.
    RePEc:pra:mprapa:27266.

    Full description at Econpapers || Download paper

  24. The financial reporting environment: Review of the recent literature. (2010). BEYER, ANNE ; Lys, Thomas Z. ; Cohen, Daniel A. ; WALTHER, BEVERLY R..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:296-343.

    Full description at Econpapers || Download paper

  25. Voluntary Financial Disclosure, Introduction of IFRS and the Setting of a Communication Policy: an Empirical Test on SBF French Firms Using a Publication Score. (2010). Gabteni, Heger ; de la Bruslerie, Hubert.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/4205.

    Full description at Econpapers || Download paper

  26. Property rights protection, corporate transparency, and growth. (2009). Molchanov, Alexander ; Errunza, Vihang ; Durnev, Art .
    In: Journal of International Business Studies.
    RePEc:pal:jintbs:v:40:y:2009:i:9:p:1533-1562.

    Full description at Econpapers || Download paper

  27. Regulating securities analysts. (2009). Marquez, Robert ; Chen, Mark A..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:2:p:259-283.

    Full description at Econpapers || Download paper

  28. Mandatory accounting disclosure by small private companies. (2008). Arruñada, Benito ; Arruada, Benito.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1090.

    Full description at Econpapers || Download paper

  29. Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE. (2008). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep K..
    In: MPRA Paper.
    RePEc:pra:mprapa:13586.

    Full description at Econpapers || Download paper

  30. The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis. (2008). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep K..
    In: MPRA Paper.
    RePEc:pra:mprapa:13155.

    Full description at Econpapers || Download paper

  31. Endogenous Information Flows and the Clustering of Announcements. (2008). DeMarzo, Peter ; Acharya, Viral ; Kremer, Ilan ; De Marzo, Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6985.

    Full description at Econpapers || Download paper

  32. Voluntary disclosure of information when firms are uncertain of investor response. (2007). Suijs, Jeroen .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:43:y:2007:i:2-3:p:391-410.

    Full description at Econpapers || Download paper

  33. The Goals and Promise of the Sarbanes-Oxley Act. (2007). Coates, John C..
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:1:p:91-116.

    Full description at Econpapers || Download paper

  34. Stock market liberalization and the information environment. (2006). Mao, Connie X. ; Bailey, Warren ; Bae, Kee-Hong .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:3:p:404-428.

    Full description at Econpapers || Download paper

  35. The transparency of the banking system and the efficiency of information-based bank runs. (2006). HASAN, IFTEKHAR ; Chen, Yehning .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:15:y:2006:i:3:p:307-331.

    Full description at Econpapers || Download paper

  36. Disclosure, investment and regulation. (2006). ostberg, Per .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:15:y:2006:i:3:p:285-306.

    Full description at Econpapers || Download paper

  37. The economic consequences of increased disclosure: Evidence from international cross-listings. (2006). Karolyi, G. ; Salva, Carolina ; Bailey, Warren .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:81:y:2006:i:1:p:175-213.

    Full description at Econpapers || Download paper

  38. DISCLOSURE OF RELATED PARTY TRANSACTIONS IN SOME EAST EUROPEAN COUNTRIES. (2006). TIRON TUDOR, ADRIANA.
    In: JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA.
    RePEc:bbn:journl:2006_2_6_tiron.

    Full description at Econpapers || Download paper

  39. The Financial Services Reform Act 2001: Impact on Systemic risk in Australia. (2005). Beardsley, Colin ; O'Brien, John R..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2005-12.

    Full description at Econpapers || Download paper

  40. Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments. (2005). Oyer, Paul ; Greenstone, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11478.

    Full description at Econpapers || Download paper

  41. Talking up liquidity: insider trading and investor relations. (2005). HUANG, MING ; Hong, Harrison.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:14:y:2005:i:1:p:1-31.

    Full description at Econpapers || Download paper

  42. Economic consequences of SEC disclosure regulation: evidence from the OTC bulletin board. (2005). Leuz, Christian ; BUSHEE, BRIAN J..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:39:y:2005:i:2:p:233-264.

    Full description at Econpapers || Download paper

  43. Mandated Disclosure, Stock Returns, and the 1964 Securities Acts Amendments. (2005). Oyer, Paul ; Greenstone, Michael ; Vissing-Jorgensen, Annette.
    In: Research Papers.
    RePEc:ecl:stabus:1869r.

    Full description at Econpapers || Download paper

  44. Mandatory Auditor Choice and Small Finance: Evidence from Finland. (2004). Vaananen, Lotta .
    In: Discussion Papers.
    RePEc:rif:dpaper:950.

    Full description at Econpapers || Download paper

  45. The Effectiveness of Britains Financial Service Authority: An Economic Analysis. (2004). Beardsley, Colin ; O'Brien, John R..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2004-11.

    Full description at Econpapers || Download paper

  46. Economic Consequences of SEC Disclosure Regulation. (2003). Leuz, Christian ; BUSHEE, BRIAN J..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-24.

    Full description at Econpapers || Download paper

  47. External Finance, Firm Growth and the Benefits of Information Disclosure: Evidence from Finland (Revised). (2003). Pajarinen, Mika ; Hyytinen, Ari.
    In: Discussion Papers.
    RePEc:rif:dpaper:805.

    Full description at Econpapers || Download paper

  48. Enchancing Bank Transparency : A Re-assessment. (2002). Takalo, Tuomas ; Hyytinen, Ari.
    In: Discussion Papers.
    RePEc:rif:dpaper:828.

    Full description at Econpapers || Download paper

  49. Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry. (2001). Shackelford, Douglas ; Poterba, James ; Myers, Mary Margaret.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8653.

    Full description at Econpapers || Download paper

  50. Valuing Voluntary Disclosure using a Real Options Approach. (). Thijssen, Jacco ; Jacco J. J. Thijssen, ; Delaney, Laura.
    In: Discussion Papers.
    RePEc:yor:yorken:11/13.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-12 00:58:33 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.