Report NEP-FIN-2000-01-24

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:

• Alan L. Lewis, 2000. "Introduction and Summary of Results (Excerpt)," Option Valuation under Stochastic Volatility, in: Alan L. Lewis (ed.), Option Valuation under Stochastic Volatility, chapter 1, Finance Press.
• Müller, Holger M. & Wärneryd, Karl, 1999. "Inside vs Outside Ownership: A Political Theory of the Firm," SSE/EFI Working Paper Series in Economics and Finance 344, Stockholm School of Economics.
• Sciubba, E., 1999. "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics 9909, Faculty of Economics, University of Cambridge.
• Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge.
• Item repec:cla:levarc:935089307 is not listed on IDEAS anymore

• Takashi Obinata, 1999. ""Firms' Choice of Pension Discount Rate and Stock Prices"(in Japanese)," CIRJE J-Series CIRJE-J-19, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:cam:cameop:9906 is not listed on IDEAS anymore

• Item repec:ehu:biltok:199908 is not listed on IDEAS anymore

• Johansson, Anders & Rolseth, Lars, 1999. "The effects of firm-specific variables and consensus forecasts data on the pricing of large Swedish firms’ stocks," Working Papers in Economics 15, University of Gothenburg, Department of Economics.
• Item repec:ehu:biltok:199911 is not listed on IDEAS anymore

• Banerjee, Saugata & Heshmati, Almas & Wihlborg, Clas, 1999. "The Dynamics of Capital Structure," SSE/EFI Working Paper Series in Economics and Finance 333, Stockholm School of Economics, revised 21 Aug 2000.
• Ian Tonks & Jane Black, 1999. "Time Series Volatility Commodity Futures Prices," FMG Discussion Papers dp331, Financial Markets Group.
• Wong, Kit P. & Broll, Udo, 1999. "Efficiency Wages and Futures Markets," IZA Discussion Papers 28, Institute of Labor Economics (IZA).
• Barry J. Eichengreen & Donald J Mathieson, 1999. "Hedge Funds; What Do We Really Know?," IMF Economic Issues 19, International Monetary Fund.
• Item repec:ehu:biltok:199910 is not listed on IDEAS anymore

• Item repec:apr:aprcp1:cp0008 is not listed on IDEAS anymore

• Alan L. Lewis, 2000. "The Term Structure of Implied Volatility," Option Valuation under Stochastic Volatility, in: Alan L. Lewis (ed.), Option Valuation under Stochastic Volatility, chapter 6, Finance Press.
• Alan L. Lewis, 2000. "The Fundamental Transform (Excerpt)," Option Valuation under Stochastic Volatility, in: Alan L. Lewis (ed.), Option Valuation under Stochastic Volatility, chapter 2, Finance Press.