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Content
2005
2004
- 0412024 Spillovers across High Yield Markets
by Julius Moschitz
- 0412023 What drives Venture Capital Syndication
by Christian Hopp & Finn Rieder
- 0412022 Hypothesis Testing in Predictive Regressions
by Yakov Amihud & Clifford Hurvich & Yi Wang
- 0412021 Cost Stickiness in Brazilian Firms
by Otavio Ribeiro De Medeiros & Patricia de Souza Costa
- 0412020 Market Reaction and Volatility in the Brazilian Stock Market
by Otavio Ribeiro De Medeiros & Alberto Shigueru Matsumoto
- 0412019 Testing Static Tradeoff against Pecking Order Models of Capital Structure in Brazilian Firms
by Otavio Ribeiro De Medeiros & Cecilio Elias Daher
- 0412018 Simulated Trading-An Analysis of Pairs Trading
by Nikesh Agarwal & Vikash Madhogaria & Supreena Narayanan
- 0412016 Optimal Choice Models for Executing Time to American Options
by Feng Dai & Feng Han
- 0412015 Boca Resorts Inc.-A Valuation Report
by Supreena Narayanan & Nikesh Agarwal & Leisha Weissenberger & Marta Wisniewska
- 0412014 Why VAR Fails: Long Memory and Extreme Events in Financial Markets
by Cornelis A. Los
- 0412013 International Financial Markets Integration or Segmentation: A Case Study of Equity Markets
by Puja Guha & Shivani Daga & Richa Gulati & Ganita Bhupal & Hena Oak
- 0412012 A piecewise linear model for trade sign inference
by Adam Blazejewski & Richard Coggins
- 0412011 Do Tender Offers Create Value? New Methods and Evidence
by Sanjai Bhagat & Ming Dong & David A. Hirshleifer & Robert B. Noah
- 0412009 Why Individual Investors Want Dividends
by Ming Dong & Chris Robinson & Chris Veld
- 0412008 A Generalized Earnings-Based Stock Valuation Model
by Ming Dong & David Hirshleifer
- 0412007 Stock Valuation and Investment Strategies
by Zhiwu Chen & Ming Dong
- 0412006 A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions
by KENT D. DANIEL & David Hirshleifer & AVANIDHAR SUBRAHMANYAM
- 0412005 Can Individual Investors Beat the Market?
by JOSHUA D. COVAL & David Hirshleifer & TYLER G. SHUMWAY
- 0412004 Good Day Sunshine: Stock Returns and the Weather
by David Hirshleifer & TYLER G. SHUMWAY
- 0412003 Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades
by David Hirshleifer & James N. Myers & Linda A. Myers & Siew Hong Teoh
- 0412002 Does Investor Misvaluation Drive the Takeover Market?
by MING DONG & David Hirshleifer & SCOTT RICHARSON & Siew Hong Teoh
- 0412001 Do Investors Overvalue Firms With Bloated Balance Sheets?
by David Hirshleifer & KEWEI HOU & Siew Hong Teoh & YINGLEI ZHANG
- 0411054 Continuous Signaling Within Partitions: Capital Structure and the FIFO/LIFO Choice
by Patricia J. Hughes & Eduardo S. Schwartz & Anjan V. Thakor
- 0411053 An Economic Rationale for the Pricing Structure of Bank Loan Commitments
by Anjan V. Thakor & Gregory F. Udell
- 0411052 Bank Funding Modes
by Stuart I. Greenbaum & Anjan V. Thakor
- 0411051 Competition, Risk Neutrality and Loan Commitments
by Arnoud Boot & Anjan V. Thakor & Gregory F. Udell
- 0411050 Bank Loan Commitments and Interest Rate Volatility
by Anjan V. Thakor & Hai Hong & Stuart I. Greenbaum
- 0411049 Information Reusability, Competition and Bank Asset Quality
by Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor
- 0411048 Toward a Theory of Bank Loan Commitments
by Anjan V. Thakor
- 0411047 Incentive Effects of Benevolent Intervention - The case of government loan guarantees
by Paul K. Chaney & Anjan V. Thakor
- 0411046 Relationship Banking, Deposit Insurance and Bank Portfolio Choice
by David Besanko & Anjan V. Thakor
- 0411045 Competitive Equilibrium in the Credit Market under Asymmetric Information
by David Besanko & Anjan V. Thakor
- 0411041 Optimal Capital Structure and Project Financing
by Salman Shah & Anjan V. Thakor
- 0411040 Assessment of Financial Stability Reports:Sveriges Riksbank
by Supreena Narayanan & Rashmi Dalvi
- 0411039 Security Analysts and Market Reaction:Caveat for Monitoring
by Rama Prasad Kanungo
- 0411038 A Study of Neo-Austrian Economics using an Artificial Stock Market
by Harald A. Benink & Jose Luis Gordillo & Juan Pablo Pardo & Christopher R. Stephens
- 0411037 When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk!
by Cornelis A. Los
- 0411036 Semi-explicit Delta and Gamma for European swaptions in Hull- White one factor model
by Marc Henrard
- 0411035 The Effects of Option Expiration on NSE volume and prices
by Akash Gupta & Samik Metia & Prashant Trivedi
- 0411034 Asset Prices and Banking Distress: A Macroeconomic Approach
by Goetz von Peter
- 0411033 Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium
by Ram T. S. Ramakrishnan & Anjan V. Thakor
- 0411032 The Valuation of Assets under Moral Hazard
by Ram T. S. Ramakrishnan & Anjan V. Thakor
- 0411031 A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchase and Dividends
by Ahron R. Ofer & Anjan V. Thakor
- 0411030 Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing
by Anjan V. Thakor & Richard Callaway
- 0411029 Information, Investment Horizon, and Price Reactions
by Anjan V. Thakor
- 0411028 An Exploration of Competitive Signalling Equilibria with 'Third Party' Information Production: The Case of Debt Insurance
by Anjan V. Thakor
- 0411027 Capital Requirements, Monetary Policy, and Aggregate Bank
by Anjan V. Thakor
- 0411026 Private versus Public Ownership: Investment, Ownership Distribution, and Optimality
by Salman Shah & Anjan V. Thakor
- 0411025 Monopolistic Pricing in the Banking Industry: a Dynamic Portfolio Model
by Enzo Dia
- 0411024 Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies
by Marcia H. Millon & Anjan V. Thakor
- 0411023 Screening, Market Signalling, and Capital Structure Theory
by Wayne L. Lee & Anjan V. Thakor & Gautam Vora
- 0411022 Regulatory Pricing and Capital Investment under Asymmetric Information about Cost
by Wayne Y. Lee & Anjan V. Thakor
- 0411021 Why Do Firms Smooth Earnings?
by Anand Mohan Goel & Anjan V. Thakor
- 0411020 Capital Accumulation and Deposit Pricing in Mutual Financial Institutions
by Sudhakar D. Deshmukh & Stuart I. Greenbaum & Anjan V. Thakor
- 0411019 Collateral and Competitive Equilibria with Moral Hazard and Private Information
by Yuk-Shee Chan & Anjan V. Thakor
- 0411018 Is Fairly Priced Deposit Insurance Possible?
by Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor
- 0411017 Shareholder Preferences and Dividend Policy
by Michael J. Brennan & Anjan V. Thakor
- 0411016 Contemporary Banking Theory
by Sudipto_Bhattacharya & Anjan_Thakor
- 0411015 Market Indicators, Bank Fragility, and Indirect Market Discipline
by Reint Gropp & Vesala Jukka & Giuseppe Vulpes
- 0411014 Waiting-times and returns in high-frequency financial data: an empirical study
by Marco Raberto & Enrico Scalas & Francesco Mainardi
- 0411013 Persistence Characteristics of Latin American Financial Markets
by Sijing Zong & Cornelis A. Los & Nyonyo Kyaw
- 0411012 The Impact of the Suspension of Opening and Closing Call
by Silvio John Camilleri & Christopher J. Green
- 0411011 Co-movements in EU banks’ fragility: a dynamic factor model approach
by Andrea Brasili & Giuseppe Vulpes
- 0411010 Integration or Segmentation of Malaysian Equity Market: An Analysis of Pre- and Post- Capital Controls
by Mansor H. Ibrahim
- 0411009 L’impiego di “early warning systems” per la previsione delle crisi bancarie. Un’applicazione agli indicatori del Fondo Interbancario di Tutela dei Depositi
by Giuseppe Vulpes
- 0411008 Fractional calculus and continuous-time finance II: the waiting- time distribution
by Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas
- 0411007 Fractional calculus and continuous-time finance
by Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi
- 0411006 Volatility in the Italian Stock Market: An Empirical Study
by Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani
- 0411005 Correlations in the Bond–Future Market
by Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas
- 0411004 Financial liberalization, saving, investment and growth in MENA countries
by Lahcen ACHY
- 0411003 Measuring the Degree of Efficiency of Financial Market
by Cornelis Los
- 0411002 Risk Arbitrage-U.S. Financial Markets
by Supreena Narayanan
- 0411001 Risk Arbitrage in U.S. Financial Markets
by Supreena Narayanan
- 0410020 Market Discipline In The Indian Banking Sector: An Empirical Exploration
by Abhiman Das & Saibal Ghosh
- 0410019 Proxying for Expected Returns with Price Earnings Ratios
by Charlotte S. Hansen & Bjorn E. Tuypens
- 0410018 Long-Run Regressions: Theory and Application to US Asset Markets
by Charlotte S. Hansen & Bjorn E. Tuypens
- 0410017 Risk Arbitrage In U.S. Financial Markets
by Supreena Narayanan
- 0410016 Optimal stopping made easy
by Svetlana Boyarchenko & Sergey Levendorskiy
- 0410015 Calibration of Interest Rate Models - Transition Market Case
by Martin Vojtek
- 0410014 Caso Zurich Y Bsch En Bolivia
by Fernando Rubio
- 0410013 Risk, uncertainty and option exercise
by Jianjun Miao
- 0410011 Data Mining Sobre El Beta En España
by Fernando Rubio
- 0410010 The Valuation of Corporate Debt with Default Risk
by Hassan Naqvi
- 0410009 Banking Crises and the Lender of Last Resort: How crucial is the role of information?
by Hassan Naqvi
- 0410008 Social Capital And Credit In A Javanese Village
by Aloysius Gunadi Brata
- 0410007 Accounting for Employee Stock Options: An Economics Perspective
by Junning Cai
- 0410006 Household Saving Behavior: The case of rural industry in Bantul
by Aloysius Gunadi Brata
- 0410005 To what extent are investment bank-differentiating factors relevant for firms floating moderate-sized IPOs?
by Kedar S. Kulkarni & Tarun Sabarwal
- 0410004 The Non-Neutrality of Debt in Investment Timing: A New NPV Rule
by Tarun Sabarwal
- 0410003 Caso Banco Galicia Y Buenos Aires S.A
by Fernando Rubio
- 0410002 Riding the Yield Curve: Diversification of Strategies
by David S. Bieri & Ludwig B. Chincarini
- 0410001 Experience of Asian Asset Management Companies (AMCs): Do they Increase Moral Hazard? - Evidence from Thailand
by Akiko Terada-Hagiwara & Gloria Pasadilla
- 0409056 Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data
by Don U.A. Galagedera & Elizabeth A. Maharaj
- 0409055 A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents
by Orlando Gomes
- 0409054 How do real options come into existence? A step toward an option- based theory of the firm
by Thierry BURGER-HELMCHEN
- 0409053 Privatization, Corporate Control and Regulatory Reform: The case of Telefonica
by Germa Bel & Francesc Trillas
- 0409052 An Analysis of The Arab Stock Market Performance During (1994- 2003)(In Arabic)
by Hussein A.Motlb Elasrj
- 0409051 An axes to activate the Egyptian securities market in saving development(in arabic)
by Hussein A.Motlb Elasrj
- 0409050 Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash
by Cornelis A. Los & Rossitsa M. Yalamova
- 0409049 Long Memory Options: Valuation
by Sutthisit Jamdee & Cornelis A. Los
- 0409048 Persistence Characteristics of Latin American Financial Markets
by Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong
- 0409047 Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries
by Cornelis A. Los
- 0409046 Measuring Financial Cash Flow and Term Structure Dynamics
by Cornelis A. Los
- 0409045 Dynamic Risk Profile of the US Term Structure by Wavelet MRA
by Sutthisit Jamdee & Cornelis A. Los
- 0409044 Long-Term Dependence Characteristics of European Stock Indices
by Cornelis A. Los & Joanna M. Lipka
- 0409043 Log-Periodicity in High Frequency Financial Series
by Sergio Da Silva & Raul Matsushita & Iram Gleria & Annibal Figueiredo
- 0409042 Multiple equilibrium overnight rates in a dynamic interbank market game
by Jens Tapking
- 0409041 Galton's Error and the Under-Representation of Systematic Risk
by Cornelis A. Los
- 0409040 Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets
by Cornelis A. Los
- 0409039 Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments
by Cornelis A. Los
- 0409038 Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution
by Cornelis A. Los
- 0409037 Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997
by Cornelis A. Los & Jeyanthi Karuppiah
- 0409036 The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore
by Cornelis A. Los
- 0409035 Visualization of Chaos for Finance Majors
by Cornelis A. Los
- 0409034 The Changing Concept of Financial Risk
by Cornelis A. Los
- 0409033 Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data
by Cornelis A. Los
- 0409032 The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
by Nelson C. Mark & Donggyu Sul
- 0409031 Financial Market Imperfections and Investment: an Overview
by Christian Calmès
- 0409030 Capital Regulation and Credit Risk Taking : Empirical Evidence from Banks in Emerging Market Economies
by Christophe Godlewski
- 0409029 Rôle de la Nature de l’Information dans l’Intermédiation Bancaire
by LaRGE
- 0409028 Excess Credit Risk and Bank’s Default Risk An Application of Default Prediction’s Models to Banks from Emerging Market Economies
by Christophe Godlewski
- 0409027 Modélisation de la Prévision de Défaillance Bancaire et Facteurs Réglementaires Une Application aux Banques des Pays Emergents
by Christophe Godlewski
- 0409026 Modélisation de la Prévision de Défaillance Bancaire Une Application aux Banques des Pays Emergents
by Christophe Godlewski
- 0409025 Influence des Facteurs Institutionnels sur l’Excès de Risque et les Ratings de Banques dans les Pays Emergents
by Christophe Godlewski
- 0409024 Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case
by Christophe Godlewski
- 0409023 Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies ?
by Christophe Godlewski
- 0409022 Etude de la Cohérence des Ratings de Banques avec la Probabiliies de Dfaillance Bancaire dans les Pays Emergents
by Christophe Godlewski
- 0409021 Le Rôle de l'Environnement Réglementaire, Légal et Institutionnel dans la Défaillance des Banques : Le Cas des Pays Emergents
by Christophe Godlewski
- 0409020 Risk Analysis in Investment Appraisal
by Savvakis C. Savvides
- 0409019 The Eurosystem’s Standing Facilities in a General Equilibrium Model of the European Interbank Market
by Jens Tapking
- 0409018 Multiple equilibrium overnight rates in a dynamic interbank market game
by Jens Tapking
- 0409017 What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities
by Massoud Heidari & Liuren Wu
- 0409016 Static Hedging of Standard Options
by Peter Carr & Liuren Wu
- 0409015 Variance Risk Premia
by Peter Carr & Liuren Wu
- 0409014 Stochastic Skew in Currency Options
by Peter Carr & Liuren Wu
- 0409013 Taking Positive Interest Rates Seriously
by Enlin Pan & Liuren Wu
- 0409011 Estimating the probability of large negative stock market
by Philip Kostov & Seamus McErlean
- 0409010 The Efficiency of Canadian Capital Markets: Some Bank of Canada Research
by Scott Hendry & Michael R. King
- 0409009 The Relevance of Short Sales to the Maltese Stock Market
by Paul V. Azzopardi & Silvio John Camilleri
- 0409008 Share holding Pattern and Firm Performance
by Jayesh Kumar
- 0409007 Corporate Governance and Dividends Payout in India
by Jayesh Kumar
- 0409006 Development of Non Bank Financial Institutions to Strengthen the Financial System of Bangladesh
by Monzur Hossain & Md. Shahiduzzaman
- 0409005 Rechtspflicht zur Unternehmensplanung? - Ein Diskussionsvorschlag zur Konkretisierung der Planungspflicht und von Mindestanforderungen an eine ordnungsmäßige Unternehmensplanung -
by Paul J. Groß & Matthias Amen
- 0409004 When Does Extra Risk Strictly Increase the Value of Options?
by Eric Rasmusen
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