Report NEP-FIN-2006-02-05

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:

• Charlotte Christiansen & Juanna Schröter Joensen, 2006. "The Risk-Return Trade-Off in Human Capital Investment," Economics Working Papers 2006-02, Department of Economics and Business Economics, Aarhus University.
• Robert-Paul Berben & W. Jos Jansen, 2005. "Bond Market and Stock Market Integration in Europe," DNB Working Papers 060, Netherlands Central Bank, Research Department.
• Leo de Haan & Elmer Sterken, 2005. "Asymmetric Price Adjustment in the Dutch Mortgage Market," DNB Working Papers 061, Netherlands Central Bank, Research Department.
• L. J. Álvarez & E. Dhyne & M. Hoeberichts & C. Kwapil & H. Le Bihan & P. Lünnemann & F. Martins & R. Sabbatini & H. Stahl & P. Vermeulen & J. Vilmunen, 2005. "Sticky Prices in the Euro Area: a Summary of New Micro Evidence," DNB Working Papers 062, Netherlands Central Bank, Research Department.
• Peter Vlaar, 2005. "Defined Benefit Pension Plans and Regulation," DNB Working Papers 063, Netherlands Central Bank, Research Department.
• Hans Fehr & Christian Habermann, 2005. "Risk Sharing and Efficiency Implications of Progressive Pension Arrangements," DNB Working Papers 064, Netherlands Central Bank, Research Department.
• Zvi Bodie, 2005. "Pension Insurance," DNB Working Papers 066, Netherlands Central Bank, Research Department.
• Frank de Jong, 2005. "Valuation of pension liabilities in incomplete markets," DNB Working Papers 067, Netherlands Central Bank, Research Department.
• Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2005. "Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs," DNB Working Papers 069, Netherlands Central Bank, Research Department.
• Wilko Bolt & Alexander Tieman, 2005. "On Myopic Equilibria in Dynamic Games with Endogenous Discounting," DNB Working Papers 070, Netherlands Central Bank, Research Department.
• Daniel Dorn & Gur Huberman & Paul Sengmueller, 2005. "Correlated Trading and Returns," DNB Working Papers 072, Netherlands Central Bank, Research Department.
• Arco van Oord & Howie Lin, 2005. "Molling Inter- and Intraday Payment Flows," DNB Working Papers 074, Netherlands Central Bank, Research Department.
• Allard Bruinshoofd & Leo de Haan, 2005. "Financing the New Economy: Are ICT Firms Really That Different?," DNB Working Papers 077, Netherlands Central Bank, Research Department.
• François MORIN (LEREPS-GRES), 2006. "The Capitalism of financial market and the control of cognitive (In French)," Cahiers du GRES (2002-2009) 2006-05, Groupement de Recherches Economiques et Sociales.
• Björk, Tomas & Blix, Magnus & Landen, Camilla, 2005. "On finite dimensional realizations for the term structure of futures prices," SSE/EFI Working Paper Series in Economics and Finance 620, Stockholm School of Economics.
• Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," IZA Discussion Papers 1944, Institute of Labor Economics (IZA).
• Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2006. "The Portfolio Choices of Hispanic Couples," IZA Discussion Papers 1948, Institute of Labor Economics (IZA).
• Item repec:mod:cappmo:0506 is not listed on IDEAS anymore

• James Poterba & Joshua Rauh & Steven Venti & David Wise, 2006. "Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth," NBER Working Papers 11974, National Bureau of Economic Research, Inc.
• James Choi & David Laibson & Brigitte Madrian, 2006. "Reducing the Complexity Costs of 401(k) Participation Through Quick Enrollment(TM)," NBER Working Papers 11979, National Bureau of Economic Research, Inc.
• Item repec:pas:camaaa:2006-05 is not listed on IDEAS anymore

• Marcio Gomes Pinto Garcia & Alexandre Lowenkron, 2005. "Cousin risks: the extent and the causes of positive correlation between country and currency risks," Textos para discussão 507, Department of Economics PUC-Rio (Brazil).
• Marcio Gomes Pinto Garcia & Fábio Urban, 2005. "O Mercado interbancário de câmbio no Brasil,Creation-Date: 2005-07," Textos para discussão 509, Department of Economics PUC-Rio (Brazil).
• Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra.
• Klaus Gugler & Dennis C. Mueller & B. Burçin Yurtoglu, 2006. "The Determinants of Merger Waves," CIG Working Papers SP II 2006-01, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
• María Jesús Pastor & Francisco Poveda, 2005. "Earnings Management As An Explanation Of The Equity Issue Puzzle," Working Papers. Serie AD 2005-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Fidel Pérez Sebastián & Lilia Maliar & Serguei Maliar, 2005. "Sovereign Risk, Fdi Spillovers, And Economic Growth," Working Papers. Serie AD 2005-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Ana María Sabater & Joaquina Laffarga, 2005. "Efecto Spillover Ante Un Evento Laboral: Un Análisis Empírico Para El Mercado Continuo Español," Working Papers. Serie EC 2005-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Begoña Herrero & Ana María Ibáñez & Constantino José García, 2005. "Estudio Del Efecto Informativo Del Anuncio De Beneficios Trimestrales," Working Papers. Serie EC 2005-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Juan Carlos Gómez Sala & Germán López Espinosa, 2005. "El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español," Working Papers. Serie EC 2005-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Amparo Nagore & Joaquín Maudos Villarroya, 2005. "Explaining Market Power Differences In Banking: A Cross-Country Study," Working Papers. Serie EC 2005-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Belén Gill de Albornoz & Beatriz García Osma, 2005. "El Gobierno Corporativo Y Las Practicas De Earnings Management: Evidencia Empirica En España," Working Papers. Serie EC 2005-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Antonio Mínguez & Juan Francisco Martín Ugedo, 2005. "La Influencia Del Poder De La Direccion En El Riesgo Y En El Valor De La Empresa: Evidencia Para El Mercado Español," Working Papers. Serie EC 2005-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• David Abad & José Yagüe & Sonia Sanabria, 2005. "Liquidity And Information Around Annual Earnings Announcements: An Intraday Analysis Of The Spanish Stock Market," Working Papers. Serie EC 2005-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Javier Sánchez Vidal & Juan Francisco Martín Ugedo, 2005. "Determinantes Del Conservadurismo Financiero De Las Empresas Españolas," Working Papers. Serie EC 2005-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Michael J. Bennett, 2004. "Ownership Structure And Asset Sales: An Empirical Analysis," Working Paper 1021, Economics Department, Queen's University.
• Astrid Romain & Bruno Van Pottelsberghe, 2004. "The economic impact of venture capital," Working Papers CEB 04-014.RS, ULB -- Universite Libre de Bruxelles.
• Astrid Romain & Bruno Van Pottelsberghe, 2004. "The determinants of venture capital: a panel data analysis of 16 OECD countries," Working Papers CEB 04-015.RS, ULB -- Universite Libre de Bruxelles.
• Marie-Paule Laurent, 2004. "Asset return correlation in Basel II: implications for credit risk management," Working Papers CEB 04-017.RS, ULB -- Universite Libre de Bruxelles.
• Ariane Chapelle, 2004. "Separation between ownership and control: where do we stand?," Working Papers CEB 04-018.RS, ULB -- Universite Libre de Bruxelles.
• Ariane Chapelle, 2004. "Block investments and the race for corporate control in Belgium," Working Papers CEB 04-019.RS, ULB -- Universite Libre de Bruxelles.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2004. "Entre la peste et le choléra: le détenteur d'obligations peut préférer la répudiation au défaut," Working Papers CEB 04-021.RS, ULB -- Universite Libre de Bruxelles.
• Kim Oosterlinck & Ariane Szafarz, 2004. "One asset, two prices: the case of the Tsarist repudiated bonds," Working Papers CEB 04-022.RS, ULB -- Universite Libre de Bruxelles.
• Kim Oosterlinck, 2004. "Market microstructure and Nazi influence on the Paris stock exchange during WWII," Working Papers CEB 04-026.RS, ULB -- Universite Libre de Bruxelles.
• Ant Bozkaya & Bruno Van Pottelsberghe, 2004. "Who Funds Technology-Based Small Firms? Evidence from Belgium," Working Papers CEB 04-027.RS, ULB -- Universite Libre de Bruxelles.
• Ahmed Loulit, 2004. "Approximating equity volatility," Working Papers CEB 04-028.RS, ULB -- Universite Libre de Bruxelles.
• Ariane Chapelle & Ariane Szafarz, 2005. "Controlling firms through the majority voting rule," Working Papers CEB 05-004.RS, ULB -- Universite Libre de Bruxelles.
• Céline Azizieh & Wolfgang Breymann, 2005. "Estimation of the Stylized Facts of a Stochastic Cascade Model," Working Papers CEB 05-009.RS, ULB -- Universite Libre de Bruxelles.
• André Farber & Roland Gillet & Ariane Szafarz, 2005. "A general formula for the WACC," Working Papers CEB 05-012.RS, ULB -- Universite Libre de Bruxelles.
• John Landon-Lane & Kim Oosterlinck, 2005. "Hope springs eternal: French bondholders and the Soviet repudiation (1915-1919)," Working Papers CEB 05-013.RS, ULB -- Universite Libre de Bruxelles.
• Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB 05-014.RS, ULB -- Universite Libre de Bruxelles.