Report NEP-CFN-2011-04-09

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:

• Fernandez, Pablo, 2011. "WACC: Definition, misconceptions and errors," IESE Research Papers D/914, IESE Business School.
• Fernandez, Pablo & Aguirreamalloa, Javier & Corres, Luis, 2011. "Shareholder value creators in the S&P 500: 1991-2010," IESE Research Papers D/909, IESE Business School.
• Rama Cont & Nicolas Lantos & Olivier Pironneau, 2011. "A reduced basis for option pricing," Post-Print hal-00522410, HAL.
• Narjess Boubakri & Jean-Claude Cosset & Walid Saffar, 2011. "Corporate Risk-Taking in Privatized Firms: International Evidence on the Role of State and Foreign Owners," Cahiers de recherche 1110, CIRPEE.
• Joel H. Eita, 2011. "Determinants of Stock Market Prices in Namibia," Working Papers 209, Economic Research Southern Africa.
• Andreas Stephan & Oleksandr Talavera & Andriy Tsapin, 2011. "Main bank power, Switching Costs, and Firm Performance. Evidence from Ukraine," University of East Anglia Applied and Financial Economics Working Paper Series 026, School of Economics, University of East Anglia, Norwich, UK..
• Michiel Bijlsma & Sander Muns, 2011. "Systemic risk across sectors; Are banks different?," CPB Discussion Paper 175, CPB Netherlands Bureau for Economic Policy Analysis.
• Vo, Xuan Vinh & Batten, Jonathan, 2010. "An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis," MPRA Paper 29862, University Library of Munich, Germany, revised 10 Jan 2011.
• Turel, Asli, 2010. "Timeliness of financial reporting in emerging capital markets:Evidence from Turkey," MPRA Paper 29799, University Library of Munich, Germany.
• Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2011. "The Short of It: Investor Sentiment and Anomalies," NBER Working Papers 16898, National Bureau of Economic Research, Inc.