Report NEP-FIN-2006-03-11

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:

• Sarah Smith, 2006. "Persistency of pension contributions in the UK: Evidence from aggregate and micro-data," The Centre for Market and Public Organisation 06/139, The Centre for Market and Public Organisation, University of Bristol, UK.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2006. "Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation," ESSEC Working Papers DR 06002, ESSEC Research Center, ESSEC Business School.
• Asgharian, Hossein & Karlsson, Sonnie, 2006. "Evaluating a nonlinear asset pricing model on international data," Working Papers 2006:5, Lund University, Department of Economics.
• Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," IZA Discussion Papers 1991, Institute of Labor Economics (IZA).
• Margolis, David N., 2006. "Should Employment Authorities Worry About Mergers and Acquisitions?," IZA Discussion Papers 1994, Institute of Labor Economics (IZA).
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," IZA Discussion Papers 1996, Institute of Labor Economics (IZA).
• Laurent Soulat, 2006. "Les modèles Q-investment et les modèles d'Euler : relations de banque principale, asymétries informationnelles et modifications des structures financières des firmes de keiretsu financier," Cahiers de la Maison des Sciences Economiques bla06010, Université Panthéon-Sorbonne (Paris 1).
• Dirk Jenter & Fadi Kanaan, 2006. "CEO Turnover and Relative Performance Evaluation," NBER Working Papers 12068, National Bureau of Economic Research, Inc.
• Howard Kunreuther & Erwann Michel-Kerjan, 2006. "Looking Beyond TRIA: A Clinical Examination of Potential Terrorism Loss Sharing," NBER Working Papers 12069, National Bureau of Economic Research, Inc.
• Kris James Mitchener, 2006. "Are Prudential Supervision and Regulation Pillars of Financial Stability? Evidence from the Great Depression," NBER Working Papers 12074, National Bureau of Economic Research, Inc.
• Gary Gorton & Ping He, 2006. "Agency-Based Asset Pricing," NBER Working Papers 12084, National Bureau of Economic Research, Inc.
• Heitor Almeida & Murillo Campello, 2006. "Financial Constraints, Asset Tangibility, and Corporate Investment," NBER Working Papers 12087, National Bureau of Economic Research, Inc.
• Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz, 2006. "Is There Hedge Fund Contagion?," NBER Working Papers 12090, National Bureau of Economic Research, Inc.
• Item repec:pas:camaaa:2006-09 is not listed on IDEAS anymore

• Francois-Éric Racicot & Raymond Théoret, 2006. "Les modèles HJM et LMM revisités," RePAd Working Paper Series UQO-DSA-wp042006, Département des sciences administratives, UQO.
• K. Baeyens & S. Manigart, 2006. "Follow-on financing of venture capital backed companies: The choice between debt, equity, existing and new investors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/362, Ghent University, Faculty of Economics and Business Administration.
• Item repec:tor:tecipa:tecipa-204 is not listed on IDEAS anymore

• Item repec:tud:ddpiec:162 is not listed on IDEAS anymore

• Andras Niedermayer & Daniel Niedermayer, 2006. "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften dp0602, Universitaet Bern, Departement Volkswirtschaft.
• Marashdeh, Hazem, 2005. "Stock Market Integration in the MENA Region: An Application of the ARDL Bounds Testing Approach," Economics Working Papers wp05-27, School of Economics, University of Wollongong, NSW, Australia.
• Alessandra Bonfiglioli & Caterina Mendicino, 2004. "Financial liberalization, bank crises and growth: Assessing the links," Economics Working Papers 946, Department of Economics and Business, Universitat Pompeu Fabra.
• Alessandra Bonfiglioli, 2005. "Equities and inequality," Economics Working Papers 947, Department of Economics and Business, Universitat Pompeu Fabra.
• Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
• Robe, Michel A. & Steiger, Eva-Maria & Michel, Pierre-Armand, 2006. "Penalties and optimality in financial contracts: Taking stock," SFB 649 Discussion Papers 2006-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2006. "Graphical data representation in bankruptcy analysis," SFB 649 Discussion Papers 2006-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Detlefsen, Kai & Härdle, Wolfgang Karl, 2005. "Common functional implied volatility analysis," SFB 649 Discussion Papers 2005-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Jeff Heinrich & Russell Kashian, 2006. "Credit Union to Mutual Conversion : Do Rates Diverge?," Working Papers 06-01, UW-Whitewater, Department of Economics.
• Ana María Sabater & Joaquina Laffarga, 2006. "Divulgación Voluntaria Estratégica Ante Un Nuevo Evento Laboral: Evidencia Empírica Para El Mercado Continuo Español," Working Papers. Serie EC 2006-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Antonio Mínguez Vera, 2006. "Política De Dividendos, Riesgo, Endeudamiento Y Estructura De Propiedad: Un Análisis Para El Mercado Español," Working Papers. Serie EC 2006-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Juan A. Lafuente & Manuel Illueca Muñoz, 2006. "New Evidence On Expiration-Day Effects Using Realized Volatility: An Intraday Analysis For The Spanish Stock Exchange," Working Papers. Serie EC 2006-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Huw Lloyd-Ellis & Xiaodong Zhu, 2004. "Using Financial Market Information To Enhance Canadian Fiscal Policy," Working Paper 1041, Economics Department, Queen's University.
• Boris Krey & Peter Zweifel, 2006. "Efficient Electricity Portfolios for Switzerland and the United States," SOI - Working Papers 0602, Socioeconomic Institute - University of Zurich.