Report NEP-CFN-2004-07-26

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:

• Marc Henrard, 2004. "Swaptions: 1 price, 10 deltas, and ... 6 1/2 gammas," Finance 0407018, University Library of Munich, Germany, revised 27 Sep 2005.
• Hendri Adriaens & Bas Donkers, 2004. "Extending the CAPM model," Computing in Economics and Finance 2004 204, Society for Computational Economics.
• David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Computing in Economics and Finance 2004 139, Society for Computational Economics.
• Silviu Iulian Alb, 2004. "Explaining the Beta, Size and Value Effects Under the Relative Value Theory," Finance 0407013, University Library of Munich, Germany, revised 22 Jul 2004.
• Gianfranco E. Atzeni & C. Piga, 2003. "Credit Rationing in High-Tech firms and sample selection," Working Paper CRENoS 200304, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Auke Plantinga & Franks Sortino & Robert van der Meer, 2004. "The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets," Finance 0407016, University Library of Munich, Germany.
• Syed A. Basher & Perry Sadorsky, 2004. "Day-of-the-week effects in emerging stock markets," Finance 0407017, University Library of Munich, Germany.