Publications

by members of

School of Business
George Washington University
Washington, District of Columbia (United States)

Working papers

2008

1. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2008. "Formal versus informal finance : evidence from China," Policy Research Working Paper Series 4465, The World Bank. [Downloadable!]

2007

1. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2007. "Firm innovation in emerging markets : the roles of governance and finance," Policy Research Working Paper Series 4157, The World Bank. [Downloadable!]

2006

1. Peter Zorn & Susan Gates & Vanessa Perry, 2006. "Automated Underwriting and Lending Outcomes: The Effect of Improved Mortgage Risk Assessment on Under-served Populations," Berkeley Program on Housing and Urban Policy, Working Paper Series 1037, Berkeley Program on Housing and Urban Policy. [Downloadable!]
2. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2006. "How important are financing constraints ? The role of finance in the business environment," Policy Research Working Paper Series 3820, The World Bank. [Downloadable!]
3. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2006. "What determines protection of property rights ? An analysis of direct and indirect effects," Policy Research Working Paper Series 3940, The World Bank. [Downloadable!]
4. Renata Kosova & Meghana Ayyagari, 2006. "Does FDI facilitate Domestic Entrepreneurship? Evidence from the Czech Republic," Working Papers 0008, School of Business, The George Washington University. [Downloadable!]

2005

1. Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2005. "How well do institutional theories explain firms'perceptions of property rights?," Policy Research Working Paper Series 3709, The World Bank. [Downloadable!]
2. Joann Martens Weiner, 2005. "Formulary Apportionment and Group Taxation in the European Union: Insights from the United States and Canada," Taxation Papers 8, Directorate General Taxation and Customs Union, European Commission, revised Mar 2005. [Downloadable!]

2004

1. Ayyagari, Meghana, 2004. "Does cross-listing lead to functional convergence? Empirical evidence," Policy Research Working Paper Series 3264, The World Bank. [Downloadable!]

2003

1. Gleason, Katherine I. & Klock, Mark S., 2003. "Intangible capital in the pharmaceutical & chemical industry," Working Papers 2003-04, University of New Orleans, Department of Economics and Finance. [Downloadable!]
2. Ayyagari, Meghana & Beck, Thorsten & Demirguc-Kunt, Asl, 2003. "Small and medium enterprises across the globe : a new database," Policy Research Working Paper Series 3127, The World Bank. [Downloadable!]
3. Gerard, Marcel & Weiner, Joann M., 2003. "Cross-Border Loss Offset and Formulary Apportionment: How do they affect multijurisdictional firm investment spending and interjurisdictional tax competition ?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

2002

1. Weiner, Joann, 2002. "Formula Apportionment in the European Union: A Dream Come True or the EU's Worst Nightmare?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

1994

1. Angelos A. Antzoulatos & Jiawen Yang, 1994. "Exchange Rate Pass-Through in U.S. Manufacturing Industries: A Demand Side Story," Working Papers 94-08, New York University, Leonard N. Stern School of Business, Department of Economics.

1993

1. Christopher F. Baum & Mark Klock & Clifford F. Thies, 1993. "Tobin's Q And Financial Policy Revisited," Boston College Working Papers in Economics 226, Boston College Department of Economics.

1992

1. Jiawen Yang, 1992. "Exchange Rate Pass-Through in U.S. Manufacturing Industries," Working Papers 92-28, New York University, Leonard N. Stern School of Business, Department of Economics.

1991

1. Martens Weiner, J.E., 1991. "Formula Apportionment and the European Community: Evidence from the U.S. States on the Effects of an Apportioned Tax on Business Investment," Papers 9102, Universite Libre de Bruxelles - C.E.M.E..

Journal articles

2009

1. Alexander, Gordon J. & Baptista, Alexandre M., 2009. "Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 65-92, January. [Downloadable!] (restricted)
2. Gordon J. Alexander & Alexandre M. Baptista & Shu Yan, 2009. "Reducing estimation risk in optimal portfolio selection when short sales are allowed," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 30(5), pages 281-305. [Downloadable!]

2008

1. Alexander, Gordon J. & Baptista, Alexandre M., 2008. "Active portfolio management with benchmarking: Adding a value-at-risk constraint," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 779-820, March. [Downloadable!] (restricted)
2. Baptista, Alexandre M., 2008. "Optimal delegated portfolio management with background risk," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 977-985, June. [Downloadable!] (restricted)
3. Meghana Ayyagari & Asli Demirgüç-Kunt & Vojislav Maksimovic, 2008. "How Well Do Institutional Theories Explain Firms' Perceptions of Property Rights?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(4), pages 1833-1871, July. [Downloadable!] (restricted)
4. Meghana Ayyagari & Asli Demirgüç-Kunt & Vojislav Maksimovic, 2008. "How Important Are Financing Constraints? The Role of Finance in the Business Environment," World Bank Economic Review, Oxford University Press, vol. 22(3), pages 483-516, November. [Downloadable!] (restricted)

2007

1. Jiawen Yang, 2007. "Is exchange rate pass-through symmetric? Evidence from US imports," Applied Economics, Taylor and Francis Journals, vol. 39(2), pages 169-178, February. [Downloadable!] (restricted)
2. Alexandre Baptista, 2007. "On the Non-Existence of Redundant Options," Economic Theory, Springer, vol. 31(2), pages 205-212, May. [Downloadable!] (restricted)
3. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2007. "Mean-variance portfolio selection with `at-risk' constraints and discrete distributions," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3761-3781, December. [Downloadable!] (restricted)
4. Meghana Ayyagari & Thorsten Beck & Asli Demirguc-Kunt, 2007. "Small and Medium Enterprises Across the Globe," Small Business Economics, Springer, vol. 29(4), pages 415-434, December. [Downloadable!] (restricted)

2006

1. Alexander, Gordon J. & Baptista, Alexandre M., 2006. "Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1631-1660, October. [Downloadable!] (restricted)
2. Alexander, Gordon J. & Baptista, Alexandre M., 2006. "Portfolio selection with a drawdown constraint," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3171-3189, November. [Downloadable!] (restricted)

2005

1. Alexandre M. Baptista, 2005. "Options And Efficiency In Multidate Security Markets," Mathematical Finance, Blackwell Publishing, vol. 15(4), pages 569-587. [Downloadable!] (restricted)

2004

1. Jiawen Yang & Hossein Askari & John Forrer & Hildy Teegen, 2004. "US Economic Sanctions Against China: Who Gets Hurt?," The World Economy, Blackwell Publishing, vol. 27(7), pages 1047-1081, 07. [Downloadable!] (restricted)
2. Yang, Jiawen, 2004. "Nontradables and the valuation of RMB--An evaluation of the Big Mac index," China Economic Review, Elsevier, vol. 15(3), pages 353-359. [Downloadable!] (restricted)

2003

1. Baptista, Alexandre M., 2003. "Spanning with American options," Journal of Economic Theory, Elsevier, vol. 110(2), pages 264-289, June. [Downloadable!] (restricted)
2. Jack Mintz & Joann Weiner, 2003. "Exploring Formula Allocation for the European Union," Asia-Pacific Financial Markets, Springer, vol. 10(6), pages 695-711, November. [Downloadable!] (restricted)
3. Mintz, Jack & Weiner, Joann Martens, 2003. "Exploring Formula Allocation for the European Union," International Tax and Public Finance, Springer, vol. 10(6), pages 695-711, November. [Downloadable!] (restricted)

2002

1. Alexander, Gordon J. & Baptista, Alexandre M., 2002. "Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1159-1193, July. [Downloadable!] (restricted)
2. Nothaft, Frank E. & Perry, Vanessa G., 2002. "Do mortgage rates vary by neighborhood? Implications for loan pricing and redlining," Journal of Housing Economics, Elsevier, vol. 11(3), pages 244-265, September. [Downloadable!] (restricted)
3. Mark Klock, 2002. "The Effect of Market Structure on the Incentives to Quote Aggressively: An Empirical Study of Nasdaq Market Makers," The Financial Review, Eastern Finance Association, vol. 37(3), pages 403-419, 08. [Downloadable!] (restricted)
4. Joann Weiner, 2002. "Formulary apportionment and the future of company taxation in the European Union : company taxation and the internal market," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 3(1), pages 10-20, 04. [Downloadable!]

2000

1. Klock, Mark & Megna, Pamela, 2000. "Measuring and valuing intangible capital in the wireless communications industry," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(4), pages 519-532. [Downloadable!] (restricted)

1999

1. Klock, Mark & Phillips, Robert F, 1999. " A Model of Return Volatility with Application to Estimating Relative Risk Aversion," Review of Quantitative Finance and Accounting, Springer, vol. 13(3), pages 249-60, November. [Downloadable!] (restricted)
2. Klock, Mark & McCormick, D Timothy, 1999. "The Impact of Market Maker Competition on Nasdaq Spreads," The Financial Review, Eastern Finance Association, vol. 34(4), pages 55-73, November.

1998

1. Yang, Jiawen, 1998. "Pricing-to-market in U.S. imports and exports: A time series and cross-sessional study," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(4), pages 843-861. [Downloadable!] (restricted)

1997

1. Jiawen Yang, 1997. "Exchange Rate Pass-Through In U.S. Manufacturing Industries," The Review of Economics and Statistics, MIT Press, vol. 79(1), pages 95-104, February. [Downloadable!] (restricted)
2. Bailey, James R., 1997. "Need for cognition and response mode in the active construction of an information domain," Journal of Economic Psychology, Elsevier, vol. 18(1), pages 69-85, February. [Downloadable!] (restricted)
3. Shane, Hilary & Klock, Mark, 1997. " The Relation between Patent Citations and Tobin's Q in the Semiconductor Industry," Review of Quantitative Finance and Accounting, Springer, vol. 9(2), pages 131-46, September. [Downloadable!] (restricted)

1996

1. Yang, Jiawen, 1996. "Exchange Rate Changes and Pricing Behavior of US Exporters," Review of International Economics, Blackwell Publishing, vol. 4(3), pages 339-54, October.
2. Kessler, Eric H. & Ford, Cameron M. & Bailey, James R., 1996. "Object valence as a moderator of the framing effect on risk preference," Journal of Economic Behavior & Organization, Elsevier, vol. 30(2), pages 241-256, August. [Downloadable!] (restricted)
3. Klock, Mark & Baum, Christopher F. & Thies, Clifford F., 1996. "Tobin's Q, intangible capital, and financial policy," Journal of Economics and Business, Elsevier, vol. 48(4), pages 387-400, October. [Downloadable!] (restricted)

1995

1. Yang, Jiawen, 1995. "Exchange rate pass-through in the U.S. market: A cross-country and cross-product investigation," International Review of Economics & Finance, Elsevier, vol. 4(4), pages 353-371. [Downloadable!] (restricted)
2. Klock, Mark & Thies, Clifford F, 1995. "A Test of Stulz's Overinvestment Hypothesis," The Financial Review, Eastern Finance Association, vol. 30(3), pages 387-98, August.

1993

1. Megna, Pamela & Klock, Mark, 1993. "The Impact on Intangible Capital on Tobin's q in the Semiconductor Industry," American Economic Review, American Economic Association, vol. 83(2), pages 265-69, May. [Downloadable!] (restricted)

1991

1. Klock, Mark & Thies, Clifford F. & Baum, Christopher F., 1991. "Tobin's q and measurement error: Caveat investigator," Journal of Economics and Business, Elsevier, vol. 43(3), pages 241-252, August. [Downloadable!] (restricted)

1989

1. Silverman, Jonathan & Klock, Mark, 1989. "The behavior of respondents in contingent valuation: Evidence on starting bids," Journal of Behavioral Economics, Elsevier, vol. 18(1), pages 51-60. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.