Report NEP-FIN-2003-04-13

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

This report is closed
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The following items were announced in this report:

• Item repec:dgr:kubcen:200328 is not listed on IDEAS anymore

• Ericsson, Johan & Karlsson, Sune, 2003. "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," SSE/EFI Working Paper Series in Economics and Finance 524, Stockholm School of Economics, revised 12 Feb 2004.
• Item repec:dgr:kubcen:200324 is not listed on IDEAS anymore

• Gordon, Stephen & St-Amour, Pascal, 2003. "Asset Returns and State-Dependent Risk Preferences," Cahiers de recherche 0316, CIRPEE.
• K.S. Jomo & Ilene Grabel & Gerald Epstein, 2003. "Capital Management Techniques In Developing Countries: An Assessment of Experiences From the 1990s and Lessons for the Future," Working Papers wp56, Political Economy Research Institute, University of Massachusetts at Amherst.
• Dionne, Georges & Harchaoui, Tarek M., 2003. "Banks' Capital, Securitization and Credit Risk: An Empirical for Canada," Cahiers de recherche 0311, CIRPEE.
• Beaulieu, Marie-claude & Cosset, Jean-Claude & Essaddam, Naceur, 2002. "The Impact of Political Risk on the Volatility of Stock Returns: the Case of Canada," Cahiers de recherche 0208, CIRPEE.
• Ross Levine & Sergio L. Schmukler, 2003. "Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity," NBER Working Papers 9614, National Bureau of Economic Research, Inc.
• Bernardo Maggi & Stefania P. S. Rossi, 2003. "An efficiency analysis of banking systems: a comparison of European and United States large commercial banks using different functional forms," Vienna Economics Papers 0306, University of Vienna, Department of Economics.
• Peter Hansen & Asger Lunde, 2003. "Testing the Significance of Calendar Effects," Working Papers 2003-03, Brown University, Department of Economics.
• Massimo Florio & Katiuscia Manzoni, 2002. "The abnormal returns of UK privatisations: from underpricing tooutperformance," Departmental Working Papers 2002-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.