Report NEP-CFN-2003-11-30

This is the archive for NEP-CFN, a report on new working papers in the area of Corporate Finance. Zelia Serrasqueiro issued this report. It is usually issued weekly.

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Other reports in NEP-CFN

The following items were announced in this report:

• Paolo Pellizzari, 2003. "Static Hedging of Multivariate Derivatives by Simulation," Finance 0311013, University Library of Munich, Germany, revised 04 Dec 2003.
• Eduardo S. Schwartz, 2003. "Patents and R&D as Real Options," NBER Working Papers 10114, National Bureau of Economic Research, Inc.
• Steven N. Kaplan & Frederic Martel & Per Stromberg, 2003. "How Do Legal Differences and Learning Affect Financial Contracts?," NBER Working Papers 10097, National Bureau of Economic Research, Inc.
• Markus Ricke, 2003. "What is the Link Between Margin Loans and Stock Market Bubbles?," Finance 0311014, University Library of Munich, Germany, revised 17 Dec 2004.
• Gordon M. Bodnar & Bernard Dumas & Richard D. Marston, 2003. "Cross-Border Valuation: The International Cost of Equity Capital," NBER Working Papers 10115, National Bureau of Economic Research, Inc.
• Jason C. Hsu & Eduardo S. Schwartz, 2003. "A Model of R&D Valuation and the Design of Research Incentives," NBER Working Papers 10041, National Bureau of Economic Research, Inc.
• Douglas W. Diamond & Raghuram G. Rajan, 2003. "Money in a Theory of Banking," NBER Working Papers 10070, National Bureau of Economic Research, Inc.
• D. Heyman & M. Deloof & H. Ooghe, 2003. "The Debt-Maturity Structure of Small Firms in a Creditor-Oriented Environment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/197, Ghent University, Faculty of Economics and Business Administration.
• Andres Almazan & Javier Suarez & Sheridan Titman, 2003. "Stakeholder, Transparency and Capital Structure," NBER Working Papers 10101, National Bureau of Economic Research, Inc.
• Tapiero, Charles, 2003. "Value at Risk and Inventory Control," ESSEC Working Papers DR 03012, ESSEC Research Center, ESSEC Business School.
• Diderik Lund, 2003. "How to analyze the investment–uncertainty relationship in real option models?," EPRU Working Paper Series 03-17, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
• Andrew Ang & Jun Liu, 2003. "How to Discount Cashflows with Time-Varying Expected Returns," NBER Working Papers 10042, National Bureau of Economic Research, Inc.
• Francis Longstaff & Monika Piazzesi, 2003. "Corporate Earnings and the Equity Premium," NBER Working Papers 10054, National Bureau of Economic Research, Inc.
• Paul Povel & Rajdeep Singh, 2003. "Bidder Asymmetry in Takeover Contests: The Role of Deal Protection Devices," Finance 0311011, University Library of Munich, Germany.
• Marco Realdon, "undated". "Valuation of Exchangeable Convertible Bonds," Discussion Papers 03/17, Department of Economics, University of York.
• Peter F. Christoffersen & Francis X. Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers 10009, National Bureau of Economic Research, Inc.
• Marco Realdon, "undated". "Valuation of Put Options on Leveraged Equity," Discussion Papers 03/19, Department of Economics, University of York.
• Kim McPhail & Anastasia Vakos, 2003. "Excess Collateral in the LVTS: How Much is Too Much?," Staff Working Papers 03-36, Bank of Canada.
• Antonios Sangvinatsos & Jessica A. Wachter, 2003. "Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors," NBER Working Papers 10086, National Bureau of Economic Research, Inc.
• Valeri Zakamouline, 2003. "American Option Pricing with Transaction Costs," Finance 0311012, University Library of Munich, Germany.
• Marco Realdon, "undated". "Convertible Subordinated Debt Valuation and "Conversion in Distress"," Discussion Papers 03/18, Department of Economics, University of York.
• Bryan R. Routledge & Stanley E. Zin, 2003. "Generalized Disappointment Aversion and Asset Prices," NBER Working Papers 10107, National Bureau of Economic Research, Inc.