Printed from https://ideas.repec.org/s/wpa/wuwpfi5.html
Content
1997
- 9712005 Did Producer Hedging Opportunities in the Live Hog Contract Decline?
by Fabio C. Zanini & Philip Garcia - 9712003 Optimal Consumption/Investment Policies with Undiversifiable Income Risk and Borrowing Constraints
by Claus Munk - 9712002 Closed-End Fund Discounts in a Rational Agent Economy
by Matthew Spiegel - 9711005 The Random-Time Binomial Model
by Dietmar P.J. Leisen - 9711004 Market Efficiency and Marketing to Enhance Income of Crop Producers
by Carl R. Zulauf & Scott H. Irwin - 9711002 Intellectual Property Intensity (IPI) and the Value-Growth Effect
by Elli Malki - 9711001 The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle
by Min-Kyoung Kim & Raymond M. Leuthold & . - 9710006 Firm Performance and Executive Compensation in the Savings and Loan Industry
by Benjamin E. Hermalin & Nancy E. Wallace - 9710005 Options on a Stock with Market-Dependent Volatility
by J. Chalupa - 9710003 The Random Yield Curve and Interest Rate Options
by Meifang Chu - 9710002 Financial Modeling and Option Theory with the Truncated Levy Process
by Andrew Matacz - 9709004 Royalty rates, sub licensing considerations and joint ventures
by Elli Malki - 9709003 The economic sense of royalty rates
by Elli Malki - 9709002 Intellectual property and the valuation of biotechnology
by Elli Malki - 9708002 French manufacturing firms and the capital gap since1985 - a credit rationing approach
by SylvieCieply & Bernard Paranque & . - 9707001 Noise Traders, Market Sentiment, and Futures Price Behavior
by Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold - 9706005 From Financial Liberalization to Banking Failure: Starting on the Wrong Foot?
by Klaus P. Fischer & Houcem Smaoui - 9706004 Financial Liberalization Causes Banking System Fragility
by Klaus P. Fischer & Martin Chenard - 9706002 Equity of European Industriel Corporations from 1991 to 1993
by Michel Delbreil & Bernard Paranque & Jose Ramon Cano & Hans Friderichs & Benoit Gress & Franz Partsch & Franco Varetto & . - 9706001 Multifactor Generalization of "Discount-Bond Derivatives on a Recombining Binomial Tree"
by J. Chalupa - 9705003 Financial Liberalization: Commercial Bank's Blessing or Curse?
by Klaus P. Fischer & Jean-Pierre Gueyie & Edgar Ortiz - 9705001 An Analysis of the Profiles and Motivations of Habitual Commodity Speculators
by W. Bruce Canoles & Sarahelen R. Thompson & Scott H. Irwin & Virginia G. France & . - 9703002 Empirical Evidence on the Duration of Bank Relationships
by Steven Ongena & David C. Smith - 9703001 The Angular Distribution of Asset Returns in Delay Space
by Roger Koppl & Carlo Nardone - 9702005 The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act
by William J. Crowder & Mark E. Wohar - 9702003 Discount-Bond Derivatives on a Recombining Binomial Tree
by J. Chalupa - 9702002 Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market
by William J. Crowder & Mark E. Wohar - 9702001 Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange
by Shing-yang Hu
1996
- 9612004 Crop Yield and Price Distributional Effects on Revenue Hedging
by Viswanath Tirupattur & Robert J. Hauser & Nabil M. Chaherli - 9612003 Credit Rationing, Bankruptcy Cost, and Optimal Debt Contract for Small Business
by Ying Yan - 9612002 Financial constraints and economics behavior: the specificities of small manufacturing firms from 1985 to 1995
by Bernard Paranque - 9612001 Marchés, organisations de la production et rentabilité des entreprises industrielles françaises (The markets, organisations and profitability of french manufacturing firms)
by Bernard Paranque & Dorothée Rivaud-Danset & Robert Salais - 9610006 Implementing the efficient allocation in a model of financial intermediation
by Edward J. Green & Ping Lin - 9610005 New Stock Market Model
by Brian Thomas - 9610004 Optimal Asset Rebalancing in the Presence of Transactions Costs
by Hayne E. Leland - 9610003 Randomization and the American Put
by Peter Carr - 9610002 Trading Frequency and Event Study Test Specification
by Arnold R. Cowan & Anne M.A. Sergeant - 9610001 Ex-ante Efficiency of Bankruptcy Procedures
by Francesca Cornelli & Leonardo Felli - 9609004 Risk Measurement: An Introduction to Value at Risk
by Thomas J. Linsmeier & Neil D. Pearson - 9609003 Evaluating the Hedging Potential of the Lean Hog Futures Contract
by Mark W. Ditsch & Raymond M. Leuthold - 9609002 Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio
by Pin-Huang Chou - 9609001 Noise Trader Demand in Futures Markets
by Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold - 9608002 Stock Price Volatility in a Multiple Security Overlapping Generations Model
by Matthew Spiegel - 9608001 Toeholds and Takeovers
by Jeremy Bulow & Ming Huang & Paul Klemperer - 9607009 Option Valuation and the Price of Risk
by John Chalupa - 9607002 Valuing Finite-Lived Options as Perpetual
by Peter Carr - 9607001 Substitution, Risk Aversion, Taste Shocks and Equity Premia
by Michel Normandin & Pascal St-Amour - 9606001 Convertible Exchangeable Preferred Stock
by Arnold R. Cowan - 9605002 Fairly Priced Deposit Insurance and Bank Charter Policy
by Roger Craine - 9605001 Improving Value-At-Risk Estimates By Combining Kernel Estimation With Historical Simulation
by J. S. Butler & Barry Schachter - 9604001 Precautionary Portfolio Behavior from a Life-Cycle Perspective
by Carol C. Bertaut & Michael Haliassos - 9602002 Analytic Representations and Approximations to American Option Pricing
by B. S. Balakrishna - 9602001 The CAPM-Extended Divisia Monetary Aggregate with Exact Tracking under Risk
by William A. Barnett & Yi Liu - 9601001 Option Pricing & Partial Hedging: Theory Of Polish Options
by Erik Aurell & Karol Zyczkowski
1995
- 9511002 Evolution, Coordination, and Banking Panics
by Ted Temzelides - 9511001 Beliefs, Competition, and Bank Runs
by Ted Temzelides & Bernandino Adao - 9509001 Performances Économiques Et Investissement Des Entreprise Industrielles Francaises
by Bernard Paranque - 9508002 Equity And Rate Of Return: Are Small Manufacturing Firms Handicapped By Their Own Success?
by Bernard Paranque - 9508001 Financement, investissement et performances des entreprises industrielles françaises
by Bernard Paranque - 9507009 Long-Lived Information and Intraday Patterns
by Kerry Back & Hal Pedersen - 9507008 Long-Lived Information and Intraday Patterns
by Kerry Back & Hal Pedersen - 9507007 Heteroscedasticity models on the BSE
by Susan Thomas - 9507006 Do `speculative traders' increase Stock Price Volatility? Empirical evidence from the Bombay Stock Exchange
by Venkat Eleswarapu & Chandrasekar Krishnamurti - 9507005 Liquidity, stock returns and ownership structure: an empirical study of the BSE
by Venkat Eleswarapu & Chandrasekar Krishnamurti - 9507004 The Indian IPO Market: Suggestions for Institutional Arrangements
by Ajay Shah - 9507003 The Indian IPO Market: Empirical Facts
by Ajay Shah - 9507002 The impact of speculation upon volatility and market efficiency: The badla experience on the BSE
by Ajay Shah - 9507001 The Tale of One Market Inefficiency: Abnormal Returns around GDR Issues by Indian Firms
by Ajay Shah - 9503002 On the Peculiar Distribution of the U.S. Stock Indeces' Digits
by Eduardo Ley - 9503001 Takeover Bidding with Toeholds: The Case of the Owner's Curse
by Rajdeep Singh
1994
- 9411002 Evaluating Neural Network Predictors by Bootstrapping
by Blake LeBaron & Andreas S. Weigend - 9411001 Chaos and Nonlinear Forecastability in Economics and Finance
by Blake LeBaron - 9410001 Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing
by Chongmin Kim - 9409001 Bubbles and Market Crashes
by Michael Youssefmir & Bernardo Huberman & Tad Hogg - 9404002 A Reexamination Of The Relationship Between Preferences And Moment Orderings By Rational Risk Averse Investors
by Patrick L. Brockett & James R. GARVEN - 9404001 Reinsurance, Taxes And Efficiency: A Contingent Claims Model Of Insurance Market Equilibrium
by James R. GARVEN & Henri Louberge - 9402001 The Capm Is Alive And Well
by Ravi Jagannathan & Zhenyu Wang - 9401002 Are there Psychological Barriers in the Dow-Jones Index?
by Eduardo Ley & Hal R. Varian - 9401001 Finance Constraints or Free Cash Flow? The Impact of Asymmetric Information on Investment
by Robert E. Carpenter
1993
- 9310001 Adverse Selection in Credit Markets with Costly Screening
by Cheng Wang & Stephen D. Williamson - 9308001 Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
by Philip H. Dybvig - 9307001 A Further Re-Examination of the Contrarian Investment Strategy: Evidence from Multivariate Tests
by Pin-Huang Chou & Robert P. Parks