Report NEP-FIN-1999-07-28

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

This report is closed
Other reports in NEP-FIN

The following items were announced in this report:

• Item repec:dgr:rugsom:99c13 is not listed on IDEAS anymore

• John P. Small & Henry Ergas, 1999. "The Rental Cost of Sunk and Regulated Capital," Econometrics Working Papers 9908, Department of Economics, University of Victoria.
• Robert J. Hodrick & David Tat-Chee Ng & Paul Sengmueller, 1999. "An International Dynamic Asset Pricing Model," NBER Working Papers 7157, National Bureau of Economic Research, Inc.
• Frederik P. Schlingemann & Rene M. Stulz & Ralph A. Walkling, 1999. "Corporate Focusing and Internal Capital Markets," NBER Working Papers 7175, National Bureau of Economic Research, Inc.
• Charles P. Himmelberg & R. Glenn Hubbard & Darius Palia, 2000. "Understanding the Determinants of Managerial Ownership and the Link Between Ownership and Performance," NBER Working Papers 7209, National Bureau of Economic Research, Inc.
• Guillermo A. Calvo & Enrique G. Mendoza, 1999. "Regional Contagion and the Globalization of Securities Markets," NBER Working Papers 7153, National Bureau of Economic Research, Inc.
• Marcus Miller & Lei Zhang, 1999. "Sovereign Liquidity Crisis: The Strategic Case for a Payments Standstill," CSGR Working papers series 35/99, Centre for the Study of Globalisation and Regionalisation (CSGR), University of Warwick.
• Jens Wüstemann, 1999. "Internationale Rechnungslegungsnormen und Neue Institutionenökonomik," Working Paper Series: Finance and Accounting 37, Department of Finance, Goethe University Frankfurt am Main.
• Winfried G. Hallerbach, 1999. "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers 99-034/2, Tinbergen Institute.
• Nicholas Barberis & Ming Huang & Tano Santos, 1999. "Prospect Theory and Asset Prices," NBER Working Papers 7220, National Bureau of Economic Research, Inc.
• John H. Cochrane, 1999. "New Facts in Finance," NBER Working Papers 7169, National Bureau of Economic Research, Inc.
• Louis K.C. Chan & Hsiu-Lang Chen & Josef Lakonishok, 1999. "On Mutual Fund Investment Styles," NBER Working Papers 7215, National Bureau of Economic Research, Inc.
• John H. Cochrane, 1999. "Portfolio Advice for a Multifactor World," NBER Working Papers 7170, National Bureau of Economic Research, Inc.
• Dong-Hyun Ahn & Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw, 1999. "Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns," NBER Working Papers 7214, National Bureau of Economic Research, Inc.
• Lucian Arye Bebchuk & Allen Ferrell, 2000. "Federalism and Takeover Law: The Race to Protect Managers from Takeovers," NBER Working Papers 7232, National Bureau of Economic Research, Inc.
• Tetsuji Okazaki, 1999. ""Economic History of the Holding Company: Zaibatsu and Corporate Governance"(in Japanese)," CIRJE J-Series CIRJE-J-9, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:dgr:rugsom:99e20 is not listed on IDEAS anymore

• Keun Lee, 1999. "Corporate Governance and Growth in the Korean Chaebols: A Microeconomic Foundation for the 1997 Crisis," Working Paper Series no18, Institute of Economic Research, Seoul National University.
• Item repec:dgr:rugsom:99e07 is not listed on IDEAS anymore

• Youngsub Chun, 1999. "Equivalence of Axioms for Bankruptcy Problems," Working Paper Series no1, Institute of Economic Research, Seoul National University.
• John B. Shoven & Clemens Sialm, 1999. "Asset Location in Tax-Deferred and Conventional Savings Accounts," NBER Working Papers 7192, National Bureau of Economic Research, Inc.
• Yoshiro Miwa & J. Mark Ramseyer, 1999. "Corporate Governance in Transitional Economies: Lessons from the Pre-War Japanese Cotton Textile Industry," CIRJE F-Series CIRJE-F-48, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:fmg:fmgdps:dp0327 is not listed on IDEAS anymore

• John P. Small, 1999. "The Timing and Scale of Investment Under Uncertainty," Econometrics Working Papers 9906, Department of Economics, University of Victoria.
• Item repec:dgr:kubcen:199954 is not listed on IDEAS anymore

• A. Craig MacKinlay & Lubos Pastor, 1999. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," NBER Working Papers 7162, National Bureau of Economic Research, Inc.
• Louis K.C. Chan & Josef Lakonishok & Theodore Sougiannis, 1999. "The Stock Market Valuation of Research and Development Expenditures," NBER Working Papers 7223, National Bureau of Economic Research, Inc.
• John Y. Campbell & John H. Cochrane, 1999. "Explaining the Poor Performance of Consumption-Based Asset Pricing Models," NBER Working Papers 7237, National Bureau of Economic Research, Inc.
• Michael Belledin & Christian Schlag, 1999. "An Empirical Comparison of Alternative Stochastic Volatility Models," Working Paper Series: Finance and Accounting 38, Department of Finance, Goethe University Frankfurt am Main.
• Guenter Franke & Richard C. Stapleton & Marti G. Subrahmanyam, 1999. "When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel," CoFE Discussion Paper 99-01, Center of Finance and Econometrics, University of Konstanz.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Technical analysis in the Madrid stock exchange," Working Papers 99-05, FEDEA.
• Robert E. Hall, 1999. "The Stock Market and Capital Accumulation," NBER Working Papers 7180, National Bureau of Economic Research, Inc.