Report NEP-FIN-2003-12-14

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
Other reports in NEP-FIN

The following items were announced in this report:

• Fatma Cebenoyan, 2003. "Operational Efficiency and the Value-Relevance of Earnings," Economics Working Paper Archive at Hunter College 301, Hunter College Department of Economics.
• Item repec:dgr:kubcen:2003114 is not listed on IDEAS anymore

• Moez Bennouri, 2003. "Auction versus Dealership Markets," CIRANO Working Papers 2003s-67, CIRANO.
• Pierre Giot & Armin Schwienbacher, 2003. "IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis," Finance 0312006, University Library of Munich, Germany.
• Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003. "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Hannover Economic Papers (HEP) dp-290, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Karl Aiginger, 2003. "Insufficient investment into future growth: the forgotten cause of low growth in Germany," Economics working papers 2003-14, Department of Economics, Johannes Kepler University Linz, Austria.
• Elyès Jouini & Abdelhamid Bizid, 2003. "Equilibrium Pricing in Incomplete Markets," Finance 0312004, University Library of Munich, Germany.
• Item repec:dgr:kubcen:2003107 is not listed on IDEAS anymore

• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche 06-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Item repec:fsr:fsrewp:4 is not listed on IDEAS anymore

• Dean Croushore, 2003. "A short-term model of the Fed's portfolio choice," Working Papers 03-8, Federal Reserve Bank of Philadelphia.
• Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2003. "Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach," Hannover Economic Papers (HEP) dp-289, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Söderlind, Paul, 2003. "C-CAPM and the Cross-Section of Sharpe Ratios," SIFR Research Report Series 18, Institute for Financial Research.
• MASSON, Paul & RUGE-MURCIA, Francisco J., 2003. "Explaining the Transition Between Exchange Rate Regimes," Cahiers de recherche 15-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Item repec:fsr:fsrewp:2 is not listed on IDEAS anymore

• Item repec:fsr:fsrewp:3 is not listed on IDEAS anymore

• Kenneth A. Froot & Paul G. J. O'Connell, 2003. "The Risk Tolerance of International Investors," NBER Working Papers 10157, National Bureau of Economic Research, Inc.
• Brian McCulloch, 2003. "Geometric Return and Portfolio Analysis," Treasury Working Paper Series 03/28, New Zealand Treasury.
• Item repec:fsr:fsrewp:1 is not listed on IDEAS anymore

• Elyès Jouini, 2003. "Market imperfections, equilibrium and arbitrage," Finance 0312005, University Library of Munich, Germany.
• Item repec:fsr:fsrewp:8 is not listed on IDEAS anymore

• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche 07-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Li Chen & H. Vincent Poor, 2003. "Credit Risk Modeling and the Term Structure of Credit Spreads," Finance 0312009, University Library of Munich, Germany.
• Zihui Ma & Leonard Cheng, 2003. "The Effects of Financial Crises on International Trade," NBER Working Papers 10172, National Bureau of Economic Research, Inc.
• Item repec:fsr:fsrewp:6 is not listed on IDEAS anymore

• Li Chen & H. Vincent Poor, 2003. "Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach," Finance 0312008, University Library of Munich, Germany.
• Tapiero, Charles, 2003. "Risk Management: An Interdisciplinary Framework," ESSEC Working Papers DR 03014, ESSEC Research Center, ESSEC Business School.