Report NEP-FIN-2004-07-11

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:

• A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "Liquidity Effects due to Information Costs from Changes in the FTSE 100 List," Public Policy Discussion Papers 03-02, Economics and Finance Section, School of Social Sciences, Brunel University.
• Davide La Torre, 2002. "Solving cardinality constrained portfolio optimization problems by C1,1 approximations," Departmental Working Papers 2002-22, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
• Kyriacos Kyriacou & Bryan Mase, 2003. "The Information Contained In The Exercise Of Executive Stock Options," Public Policy Discussion Papers 03-17, Economics and Finance Section, School of Social Sciences, Brunel University.
• A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market," Public Policy Discussion Papers 03-01, Economics and Finance Section, School of Social Sciences, Brunel University.
• Roland Strausz & Katrin Burkhardt, "undated". "The Effect of Fair vs. Book Value Accounting on the Behavior of Banks," Papers 024, Departmental Working Papers.
• E Philip Davis & Christine Li, 2003. "Demographics And Financial Asset Prices In The Major Industrial Economies," Public Policy Discussion Papers 03-07, Economics and Finance Section, School of Social Sciences, Brunel University.
• Laura Blow & Lars Nesheim, 2009. "Dynamic housing expenditures and household welfare," CeMMAP working papers CWP04/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Aidan Hollis & Arthur Sweetman, 1996. "The Evolution of A Microcredit Institution: The Irish Loan Funds, 1720 - 1920," Working Papers ecpap-96-01, University of Toronto, Department of Economics.
• Michael Gallmeyer & Ron Kaniel & Stathis Tompaidis, "undated". "Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales," GSIA Working Papers 2001-E21, Carnegie Mellon University, Tepper School of Business.
• Michael Monoyios, 2003. "Performance of utility-based strategies for hedging basis risk," Public Policy Discussion Papers 03-13, Economics and Finance Section, School of Social Sciences, Brunel University.
• Marcello SPANO', 2003. "Productivity shocks and hedging: theory and evidence," Departmental Working Papers 2003-26, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Jesper Andreasen & Pierre Collin-Dufresne & Wei Shi, "undated". "An Arbitrage Model of the Term Structure of Interest Rates With Stochastic Volatility," GSIA Working Papers 2000-E40, Carnegie Mellon University, Tepper School of Business.
• Naoki KOJIMA, 2004. "Financial Contracts and Strategic customer Exclusion," Economics and Finance Discussion Papers 04-07, Economics and Finance Section, School of Social Sciences, Brunel University.
• Item repec:wpa:wuwpif:0407002 is not listed on IDEAS anymore

• Steve Lawford, 2003. "A Hypergeometric Test for Omitted Nonlinearity," Public Policy Discussion Papers 03-11, Economics and Finance Section, School of Social Sciences, Brunel University.
• Andreas Fischer, 2004. "Price Clustering in the FX Market: A Disaggregate Analysis using Central Bank Interventions," Working Papers 04.04, Swiss National Bank, Study Center Gerzensee.
• Marcello SPANO', 2003. "Stock market expectations, effects on prices and aggregate income," Departmental Working Papers 2003-25, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Naoki KOJIMA, 2004. "The IPO Spread and Conflicts of Interests," Economics and Finance Discussion Papers 04-06, Economics and Finance Section, School of Social Sciences, Brunel University.
• Jakob B Madsen & E Philip Davis, 2003. "Equity Prices, Productivity Growth, And ‘The New Economy’," Public Policy Discussion Papers 03-04, Economics and Finance Section, School of Social Sciences, Brunel University.
• Bryan Mase, 2003. "A Change Of Focus Stock Market Reclassification In The Uk," Public Policy Discussion Papers 03-23, Economics and Finance Section, School of Social Sciences, Brunel University.
• Tony Lancaster, 2006. "A note on bootstraps and robustness," CeMMAP working papers CWP04/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Fulvio Corsi & Gilles Zumbach & Ulrich Müller & Michel Dacorogna, 2004. "Consistent high-precision volatility from high-frequency data," Finance 0407005, University Library of Munich, Germany.
• Joseph P. Byrne & E. Philip Davis, 2003. "Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries," Public Policy Discussion Papers 03-05, Economics and Finance Section, School of Social Sciences, Brunel University.
• Thomas Gimbel & Francis Gupta & Dan Pines, 2004. "Entry & Exit: The Lifecyle of a Hedge Fund," Industrial Organization 0407002, University Library of Munich, Germany.