Report NEP-FIN-2005-04-03

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:

• Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2005. "The Costs of Issuing Private Versus Public Equity," CIRANO Working Papers 2005s-14, CIRANO.
• Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005. "Estimating the stochastic discount factor without a utility function," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 583, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Francis, Jennifer & Olsson, Per & Schipper, Katherine, 2005. "Call Options and Accruals Quality," SIFR Research Report Series 34, Institute for Financial Research.
• Ågren, Martin, 2005. "Myopic Loss Aversion, the Equity Premium Puzzle, and GARCH," Working Paper Series 2005:11, Uppsala University, Department of Economics.
• Item repec:ifs:ifsewp:wp09/04 is not listed on IDEAS anymore

• Item repec:ifs:ifsewp:wp12/04 is not listed on IDEAS anymore

• Nicholas Chan & Mila Getmansky & Shane M. Haas & Andrew W. Lo, 2005. "Systemic Risk and Hedge Funds," NBER Working Papers 11200, National Bureau of Economic Research, Inc.
• Stefano DellaVigna & Joshua M. Pollet, 2005. "Attention, Demographics, and the Stock Market," NBER Working Papers 11211, National Bureau of Economic Research, Inc.
• Genevieve Boyreau-Debray & Shang-Jin Wei, 2005. "Pitfalls of a State-Dominated Financial System: The Case of China," NBER Working Papers 11214, National Bureau of Economic Research, Inc.
• Richard K. Lyons & Michael J. Moore, 2005. "An Information Approach to International Currencies," NBER Working Papers 11220, National Bureau of Economic Research, Inc.
• Joseph Golec & Shantaram Hegde & John A. Vernon, 2005. "Pharmaceutical Stock Price Reactions to Price Constraint Threats and Firm-Level R&D Spending," NBER Working Papers 11229, National Bureau of Economic Research, Inc.
• Kenichiro Suzuki & David Cobham, 2005. "Recent trends in the sources of finance for Japanese firms: has Japan become a 'high internal finance' country?," Discussion Paper Series, School of Economics and Finance 200501, School of Economics and Finance, University of St Andrews.
• Peters, Michael & Severinov, Sergei, 2005. "Internet Auctions with Many Traders," Microeconomics.ca working papers peters-05-03-30-03-06-03, Vancouver School of Economics, revised 23 Jan 2006.
• Nicholas Apergis & Stephen M. Miller, 2004. "Consumption Asymmetry and the Stock Market: Empirical Evidence," Working papers 2004-43, University of Connecticut, Department of Economics, revised Apr 2006.
• Nicholas Apergis & Stephen M. Miller, 2005. "Consumption asymmetry and the stock market: New evidence through a threshold adjustment model," Working papers 2005-08, University of Connecticut, Department of Economics.
• Item repec:cnb:rpnrpn:2/2004 is not listed on IDEAS anymore

• Item repec:cnb:rpnrpn:3/2004 is not listed on IDEAS anymore

• Item repec:cnb:wpaper:1/2004 is not listed on IDEAS anymore

• Item repec:cnb:wpaper:6/2004 is not listed on IDEAS anymore

• Zhang, Ge, 2004. "Market valuation and employee stock options," Working Papers 2003-13, University of New Orleans, Department of Economics and Finance.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2004. "Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets," Working Papers 2004-05, University of New Orleans, Department of Economics and Finance.
• Baker, H. Kent & Mukherjee, Tarun K. & Powell, Gary E., 2004. "Distributing excess cash: the role of specially designated dividends," Working Papers 2004-07, University of New Orleans, Department of Economics and Finance.
• Mukherjee, Tarun K. & Farhat, Joseph Basheer & Cotei, Carmen, 2004. "Factors explaining the results of job search by the 2002 FMA job applicants--a survey," Working Papers 2004-08, University of New Orleans, Department of Economics and Finance.
• Nam, Jouahn & Wang, Jun & Zhang, Ge, 2004. "The impact of the dividend tax cut and managerial stock holdings on corporate dividend policy," Working Papers 2004-09, University of New Orleans, Department of Economics and Finance.
• Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005. "The weekend trading profitability: evidence from international mutual funds," Working Papers 2004-10, University of New Orleans, Department of Economics and Finance.
• M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
• Caroline M. Betts & Timothy J. Kehoe, 2005. "U.S. Real Exchange Rate Fluctuations and Relative Price Fluctuations," IEPR Working Papers 05.16, Institute of Economic Policy Research (IEPR).
• Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005. "Scope for Credit Risk Diversification," IEPR Working Papers 05.18, Institute of Economic Policy Research (IEPR).