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Content
2005
- 0512034 The Indexing Paradox -- Be Thankful for Irrational Investors
by David Eagle
- 0512033 The Interaction between Technical Currency Trading and Exchange Rate Fluctuations
by Stephan Schulmeister
- 0512030 Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading
by Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann
- 0512029 The Dynamics of the Short-Term Interest Rate in the UK
by Diether Beuermann & Antonios Antoniou & Alejandro Bernales
- 0512028 The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange
by Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou
- 0512027 A Wavelet Analysis of MENA Stock Markets
by Marco Gallegati
- 0512026 How Independent are Independent Directors? The Case of Italy
by Paolo Santella & Giulia Paone & Carlo Drago
- 0512025 Financial Markets And Institutions: Important Functions
by Fadil Govori
- 0512024 How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York
by Ingyu Chiou & James Jordan- Wagner & Hai-Chin Yu
- 0512023 Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription
by Dimitris Kenourgios & Spyros Papathanasiou & Emmanouil Rafail Melas
- 0512022 Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies
by Aristeidis Samitas & Dimitris Kenourgios
- 0512021 Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities
by Tony Guida & Olivier Matringe
- 0512020 El Mercado Secundario de Deuda en Chile
by Vicente Lazen
- 0512019 Securities Markets And Social Capital Integration In Africa: Risks And Policy Options
by Godwin Nwaobi
- 0512018 Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract
by Dimitris Kenourgios & Aristeidis Samitas & Panagiotis Drosos
- 0512017 Do European Stock Markets Affect Latin American Stock Markets?
by Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque
- 0512016 Wissensmanagement und Controlling: Eine Forschungsperspektive? [Engl.: Knowledge Management and Management Control Systems: A New Research Field?]
by Jennifer Kunz & Stefan Linder
- 0512015 Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market
by Dimitris Kenourgios
- 0512014 Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market
by Dimitris Kenourgios
- 0512013 Phase Distribution and Phase Correlation of Financial Time Series
by Ming-Chya Wu & Ming-Chang Huang & Hai-Chin Yu & Thomas Chiang
- 0512012 Common Structures of Asset-Backed Securities and Their Risks
by Tarun Sabarwal
- 0512011 Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market
by Dimitris Kenourgios & Nikolaos Pavlidis
- 0512010 Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange
by Dimitris Kenourgios & Aristeidis Samitas
- 0512009 Tendencat Në Procesin E Financimit Të Aktivitetit
by Fadil GOVORI
- 0512008 Pavarsia E Bankës Qendrore
by Fadil GOVORI
- 0512007 Financial Health of Credit Cooperatives in the state of Maharashtra in India: Case Studies of DCCCBs
by Deepak Shah
- 0512006 Expectations, Bond Yields and Monetary Policy
by Albert Lee Chun
- 0512005 Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000)
by Anthony Murphy & Marwan Izzeldin
- 0512004 Rural Credit Delivery In Maharashtra: Experiences With Formal And Informal Lending Institutions
by Deepak Shah
- 0512003 Resurrection of Rural Credit Delivery System in Maharashtra, India
by Deepak Shah
- 0512002 Mapping Strategies for Efficient Rural Credit Delivery System through Cooperatives in Maharashtra
by Deepak Shah
- 0512001 Options Pricing with Arithmetic Brownian Motion and its Implication for Risk-Neutral Valuation
by Qiang Liu
- 0511018 Defaultable Puttable/Callable Bond Valuation: A 3D Finite Difference Model
by David Wang & Heng-Chih Chou
- 0511017 Link-save trading and pricing of contingent claims
by Katsiaryna Kaval & Ilya Molchanov
- 0511016 Libor Market Model and Gaussian HJM explicit approaches to option on composition
by Marc Henrard
- 0511015 Valuing defaultable bonds: an excursion time approach
by Martina Nardon
- 0511014 Funksionet E Ndërmjetësimit Financiar
by Fadil Govori
- 0511013 Why Companies Go Private in Emerging Markets? Evidence from Poland
by Oskar Kowalewski & Krzysztof Jackowicz
- 0511012 On the Financial Repression in Japan During the High Growth Period (1953-73)
by Murat A. Yülek
- 0511011 Investitorët Institucionalë
by fadil govori
- 0511010 Burimet e Financimit
by fadil govori
- 0511009 Ex Ante Versus Ex Post Regulation of Bank Capital
by Arup Daripa & Simone Varotto
- 0511008 Accounting In Context Of Communication, Language, And Information
by Stanley C. W. Salvary
- 0511007 Time Varying Sensitivities on a GRID architecture
by Mattia Ciprian & Stefano d'Addona
- 0511006 Information Quality and Stock Returns Revisited
by Frode Brevik & Stefano d'Addona
- 0511005 Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model
by paolo pianca
- 0511004 Ownership Concentration and Restructuring in Czech Manufacturing Sector
by Ondrej Vychodil
- 0511003 Governing Of Finance Supply In Bulgarian Farms
by Hrabrin Bachev
- 0511002 The Foresight Bias in Monte-Carlo Pricing of Options with Early
by Christian Fries
- 0511001 General option exercise rules, with applications to embedded options and monopolistic expansion
by Svetlana Boyarchenko & Sergei Levendorskii
- 0510031 Price, Trade Size, and Information Revelation in Multi-Period Securities Markets
by Shino Takayama & Han Ozsoylev
- 0510030 Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers
by Andre Santos & Joao Tusi & Newton Da Costa Jr & Sergio Da Silva
- 0510029 Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques
by Sascha Mergner & Jan Bulla
- 0510028 Implied Calibration of Stochastic Volatility Jump Diffusion Models
by Stefano Galluccio & Yann Le Cam
- 0510027 Inflation bond option pricing in Jarrow-Yildirim model
by Marc Henrard
- 0510026 Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays
by Alessandro Sansone & Giuseppe Garofalo
- 0510025 Limit Order Book Reconstruction And Beyond: An Application To Istanbul Stock Exchange
by Cumhur Ekinci
- 0510024 Zum Zusammenhang zwischen Bond-Credit Spreads und Ratings
by Sascha Mergner
- 0510023 Demographic Developments, Funded Pension Provision and Financial Stability
by Stefan W. Schmitz
- 0510006 The Contagion Effect of the Terrorist Attacks of the 11th of September
by Joao Leitao & Cristovao Oliveira
- 0510005 Measuring and Analyzing Returns on Aggregate Residential Housing
by Fuad Hasanov & Douglas Dacy
- 0510004 Collateral, Access to Credit, and Investment in Bulgaria, chap. 8 in D. Jones and J. Miller (eds) THE BULGARIAN ECONOMY: LESSONS FROM REFORM DURING EARLY TRANSITION, Ashgate 97
by Zeljko Bogetic
- 0510003 What’s Common to Relationship Banking and Relationship Investing? Reflections within the Contractual Theory of the Firm
by Doris Neuberger
- 0510002 Prévisions de résultat et réactions : étude de deux sous- réactions sous l’angle du biais d’ancrage
by Michael Kaestner
- 0510001 What’s Common to Relationship Banking and Relationship Investing? Reflections within the Contractual Theory of the Firm
by Doris Neuberger
- 0509028 How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia
by Nigel Driffield & Vidya Mahambare & Sarmistha Pal
- 0509027 Convexity adjustment and delivery option in Australian dollar 90 Day Bills Futures
by Marc Henrard
- 0509024 Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques
by Sascha Mergner
- 0509023 Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen
by Hewad Wolasmal
- 0509022 Stock Selection Based on Cluster Analysis
by Newton Da Costa Jr & Jefferson Cunha & Sergio Da Silva
- 0509021 How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders
by Todd B. Walker
- 0509020 Calibration of the Hobson&Rogers model: empirical tests
by Andrea Pascucci & Paolo Foschi
- 0509019 DESARROLLO DE LAS TOMAS DE Desarrollo de las Tomas de Control Corporativo después de la Ley de Opas
by Vicente Lazen & Ana Cristina Sepulveda
- 0509018 Introducción a la Supervisión Basada en Riesgos
by Vicente Lazen
- 0509017 Quasi-Real Indexing-- The Pareto-Efficient Solution to Inflation Indexing
by David Eagle & Dale Domian
- 0509016 Financial Development, Labor and Market Regulations and Growth
by Raquel FONSECA & Natalia UTRERO- GONZALEZ
- 0509015 Risk-Free Internal Gains – Black And Scholes Re-Examined
by Gergei Bana
- 0509014 Credit ratings and the standardised approach to credit risk in Basel II
by Patrick Van Roy
- 0509013 The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study
by Patrick Van Roy
- 0509012 Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why?
by Patrick Van Roy
- 0509011 PRIVATE BANKING IN EUROPE - Getting Clients & Keeping Them!
by Anna Omarini & Philip Molineux
- 0509010 Dynamic State Tameness
by Jaime Londoño
- 0509009 Imperfect Market or Imperfect Theory: A Unified Analytical Theory of Production and Capital Structure of Firms
by Jing Chen
- 0509008 Exogenous shocks and real estate rental markets: An event study of the 9/11 attacks and their impact on the New York office market
by Franz Fuerst
- 0509007 A Dynamic Analysis of Bid-Ask Spreads with Multiple Trade Sizes
by Shino Takayama & Han Ozsoylev
- 0509006 Inventory and the Stock Market
by Richard Kum-yew Lai
- 0509005 Why Funds of Funds?
by Richard Kum-yew Lai
- 0509004 A Catering Theory of Analyst Bias
by Richard Kum-yew Lai
- 0509003 Modelling International Bond Markets with Affine Term Structure Models
by Georg Mosburger & Paul Schneider
- 0509002 Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?
by Lakshmi Balasubramanyan
- 0509001 The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market
by Doris Neuberger & Christoph Schacht
- 0508021 Central counterparty clearing: constructing a framework for evaluation of risks and benefits
by Kirsi Ripatti
- 0508020 Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data
by Karlo Kauko
- 0508019 Rural Credit Delivery System in Maharashtra: A Step Towards Rejuvenation
by Deepak Shah
- 0508018 Relationship lending and competition: Higher switching cost does not necessarily imply greater relationship benefits
by Timo Vesala
- 0508014 On Risk Premia and Volatility Transmission Across the Stock and Bond Markets
by Francis Vitek
- 0508013 A Simple Approach to Combining Internal and External Operational Loss Data
by Pavel Okunev
- 0508012 The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting
by Feng Dai
- 0508011 La banque en ligne dans les pays émergents : le cas de la Tunisie
by Achraf AYADI & Ihcène KAFFELA
- 0508010 China’s banking reform: An assessment of its evolution and possible impact
by Alicia Garcia-Herrero & Sergio Gavila & Daniel Santabarbara
- 0508009 Nonidentically distributed variables and nonlinear autocorrelation
by Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva
- 0508008 Persistence Characteristics of the Chinese Stock Markets
by Cornelis A. Los & Bing Yu
- 0508007 Size And Heterogeneity Matter. A Microstructure-Based Analysis Of Regulation Of Secondary Markets For Government Bonds
by J.Ramon Martinez-Resano
- 0508006 The Degree of Stability of Price Diffusion
by Cornelis A. Los
- 0508005 Log-Periodic Crashes Revisited
by Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva
- 0508004 Corporate Governance as an instrument of change state owned Corporate Governance as an instrument of change state owned companies: The case of the Hellenic Telecommunications Organization
by Loukas Spanos & Demetrios Papoulias
- 0508003 The Governance of Occupational Pension Funds and the Politico- Economic Implications: The Case of Austria
by Stefan W. Schmitz
- 0508002 The Ohlson Model of Evaluation of Companies:Tutorial for Use
by César Medeiros Cupertino & Paulo Roberto Barbosa Lustosa
- 0508001 Agent Behaviour, Financial Market and Welfare Theory
by Bernard Paranque & Walter Baets & Henry Pruden
- 0507022 Market Efficiency and the Euro: The case of the Athens Stock Exchange
by Theodore Panagiotidis
- 0507021 An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta
by Silvio John Camilleri
- 0507020 The intraday price of money: evidence from the e-MID market
by Angelo Baglioni & Andrea Monticini
- 0507019 Valuation Of Callable Bonds: The Salomon Brothers Aproach
by Fernando Rubio
- 0507018 Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach
by Yan Olszewski
- 0507017 Banks, Markets, and Efficiency
by Falko Fecht & Antoine Martin
- 0507016 Accessing Formal Credit: Social Capital versus ‘Social Position’ (Lesson from a Javanese Village)
by Aloysius Gunadi Brata
- 0507015 Simulation-Based Pricing of Convertible Bonds
by Manuel Ammann & Axel Kind & Christian Wilde
- 0507014 Competitividad de la Industria de Fondos Mutuos en Chile
by Vicente Lazen
- 0507013 Caso Soros
by Fernando Rubio
- 0507012 Realized Volatility and Asymmetries in the A.S.E. Returns
by Dimitrios D. Thomakos & Michail S. Koubouros
- 0507011 Are Recent Segment Disclosures of Indian Firms Useful? An Empirical Investigation
by Palanisamy Saravanan & Varadharajan Gopal & Duraipandian Israel
- 0507009 A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?
by Fatih Guvenen
- 0507008 Correlation Dynamics in European Equity Markets
by Colm Kearney & Valerio Poti
- 0507007 Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien (German version of 'Improving the comparability of insolvency predictions')
by Martin Bemmann
- 0507006 Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data
by Silvio John Camilleri
- 0507005 A synthetic protective put strategy for phased investment in projects without an outright deferral
by Sukanto Bhattacharya
- 0507004 PSI-20 and global indexes stock market efficiency
by Miguel Rodrigues
- 0507003 An Empirical Analysis of Market Reaction Around the Bonus Issues in India
by Asim Mishra
- 0507002 INDIAN VENTURE CAPITALISTS (VCs) INVESTMENT EVALUATION CRITERIA
by Asim Mishra
- 0507001 An Empirical Analysis Of Share Buybacks In India
by asim mishra
- 0506018 The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market
by Doris Neuberger & Christoph Schacht
- 0506017 Improving the comparability of insolvency predictions
by Martin Bemmann
- 0506016 Influence de la premiere heure de cotation
by Cumhur Ekinci
- 0506015 Using Hermite Expansions for Fast and Arbitrarily Accurate Computation of the Expected Loss of a Loan Portfolio Tranche in the Gaussian Factor Model
by Pavel Okunev
- 0506014 A Model to Price Puttable Corporate Bonds with Default Risk
by David Wang
- 0506013 Estimating the Probabilities of Default for Callable Bonds: A Duffie-Singleton Approach
by David Wang
- 0506012 Financial Market Regulation-Security Scams In India with historical evidence and the role of corporate governance
by Supreena Narayanan
- 0506011 The Role of Accounting Conservatism in a well-functioning Corporate Governance System
by Supreena Narayanan
- 0506010 Measuring the True Cost of Active Management by Mutual Funds
by Ross M. Miller
- 0506009 Portfolio Selection with Two-Stage Preferences
by Marco Taboga
- 0506008 Chaotic expansion of powers and martingale representation (v1.2)
by Farshid Jamshidian
- 0506007 Impact Of Mergers And Amalgamation On The Performance Of Indian Companies
by Mahesh Kumar Tambi
- 0506006 The Impact of the Suspension of Opening and Closing Call
by Silvio John Camilleri & Christopher J. Green
- 0506005 The Role of Accounting Conservatism in a well-functioning Corporate Governance System
by Maria Swärd & Niklas Rosencrantz & Supreena Narayanan
- 0506004 Banks versus Markets in Processing the Payments Shock
by Dmitri Vinogradov
- 0506003 Bailout Policy against Financial Intermediation Failures
by Dmitri Vinogradov
- 0506002 Biais cognitifs, asymétrie d’information et formation des prix
by Michael Kaestner
- 0506001 Quel prix pour les options UMTS? Une approche par les options réelles
by Véronique Bessière & Michael Kaestner
- 0505025 An Empirical Analasis of Market reaction Around the Bonus Issues in India
by Asim Mishra
- 0505024 Bayesian Methods for Improving Credit Scoring Models
by Posch Peter N. & Loeffler Gunter & Schoene Christiane
- 0505023 Bermudan swaptions in Hull-White one-factor model: analytical and numerical approaches
by Marc Henrard
- 0505022 Raison d'être et spécificités de la firme bancaire : pourquoi la banque n'est-elle pas une entreprise comme les autres ?
by dhafer saidane
- 0505021 Concurrence spatiale, différenciation verticale et comportement bancaire
by dhafer saidane
- 0505020 Extending the Merton Model: A Hybrid Approach to Assessing Credit Quality
by Alexandros Benos & George Papanastasopoulos
- 0505019 Menaxhmenti i politikes fiskale ne ekonomite e hapura
by Florije Govori
- 0505018 Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?
by Michael Kaestner
- 0505016 Roles of the Banking Sector in Indian Agriculture -A Paradigm Shift
by Deepak Kumar
- 0505015 The Financing of Higher Education – A Broader View
by P Nair & Deepak Kumar
- 0505014 Modelo Cost-Of-Carry: Mispricing, Retornos e Volatilidades do Índice PSI-20 e dos Futuros PSI-20
by Manuela Magalhaes & Carlos carvalhosa
- 0505013 Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation
by João Fernandes
- 0505012 How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia
by Nigel Driffield & Vidya Mahambare & Sarmistha Pal
- 0505011 Dynamic Adjustment of Corporate Leverage: Is there a lesson to learn from the Recent Asian Crisis?
by Nigel Driffield & Vidya Mahambare & Sarmistha Pal
- 0505010 How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia
by Nigel Driffield & Vidya Mahambare & Sarmistha Pal
- 0505009 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
by Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou
- 0505008 Multiple bank lending relationships in Italy: their determinants and the role of firms’ governance features
by Giuseppe Vulpes
- 0505007 On Log-Periodic Crashes
by Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva
- 0505006 Optimal portfolios using linear programming models
by Christos Papahristodoulou & Erik Dotzauer
- 0505005 Option Strategies with linear programming
by Christos Papahristodoulou
- 0505004 An Exploration of Asset Returns in a Production Economy with Relative Habits
by Santiago Budria
- 0505003 Long Memory Options: LM Evidence and Simulations
by Sutthisit Jamdee & Cornelis A. Los
- 0505002 Credit Rationing in a Basic Agent-Based Model
by Guido Fioretti
- 0505001 An empirical analysis of structural models of corporate debt pricing
by Joao C. A. Teixeira
- 0504023 Fifty years of Research on Accuracy of Capital Expenditure Project Estimates: A Review of the Findings and their Validity
by Stefan Linder
- 0504022 What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?
by Hokky Situngkir & Yohanes Surya
- 0504021 Credit Rationing and Internal Ratings in the face of Innovation and Uncertainty
by Guido Fioretti
- 0504020 An Analysis of the Impacts of Non-Synchronous Trading On
by Silvio John Camilleri & Christopher J. Green
- 0504019 Simple market protocols for efficient risk sharing
by Marco LiCalzi & Paolo Pellizzari
- 0504018 When to Get In and Out of Dairy Farming: A Real Option Analysis
by Loren Tauer
- 0504017 Term structure of interest models: concept and estimation problem in a continuous-time setting
by Orazio Di Miscia
- 0504016 Nonparametric estimation of diffusion process: a closer look
by Orazio Di Miscia
- 0504015 Estimation of continuous-time interest rate models: a nonparametric approach
by Orazio Di Miscia
- 0504014 Integration Of Financial Markets
by Mahesh Kumar Tambi
- 0504013 An Empirical Study Of Return-Volume Relationship For Indian Market
by Mahesh Kumar Tambi
- 0504012 Liquidity Risk Estimation Using Fuzzy Measure Theory
by Sebastián Alberto Rey & Javier Ignacio García-Fronti & María Teresa Casparri
- 0504011 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices
by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil
- 0504010 Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model)
by Christian P. Fries & Joerg Kampen
- 0504009 Realized Volatility and Asymmetries in the A.S.E. Returns
by Dimitrios D. Thomakos & Michail S. Koubouros
- 0504008 Econometric Tests of Asset Price Bubbles: Taking Stock
by Refet Gurkaynak
- 0504007 Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds
by Laurence Copeland
- 0504006 Adjustment of the WACC with Subsidized Debt in the Presence of Corporate Taxes: the N-Period Case
by Ignacio Velez-Pareja & Joseph Tham & Viviana Fernandez
- 0504005 Pricing Of S&P 100 Index Options Based On Garch Volatility Estimates
by Ayla Ogus
- 0504004 Public Enterprises---Corporate Governance And The Role Of Government
by Asish K. Bhattacharyya
- 0504003 Economic Value Added --- A General Perspective
by Asish K. Bhattacharya & B.V. Phani
- 0504002 Economic Impact of 'Regulation on Corporate Governance': Evidence from India
by Asish K. Bhattacharyya & Sadhalaxmi Vivek Rao
- 0504001 L'impatto della New Economy sull'attività bancaria italiana: un'analisi qualitativa
by Chiara Oldani
- 0503030 Valuing Joint Ventures Using Real Options
by Ulrich Pape & Stephan Schmidt-Tank
- 0503029 Estrategias Cuantitativas De Valor Y Retornos Por Accion De Largo
by Fernando Rubio
- 0503028 Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance
by Fernando Rubio
- 0503027 Evolucion De Las Estrategias De Inversion En Acciones (Borrador)
by Fernando Rubio
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