Research classified by
Journal of
Economic Literature (JEL) codes
Top JEL
/
G: Financial Economics
/ /
G0: General
/ /
G1: General Financial Markets
/ /
G2: Financial Institutions and Services
/ /
G3: Corporate Finance and Governance
Most recent items first, undated at the end.
2012 Zu den offenen Fragen des Board Primacy Konzeptes in der oekonomischen Theorie der Corporate Governance
by Franck Egon
2012 Zu den offenen Fragen des Board Primacy Konzeptes in der oekonomischen Theorie der Corporate Governance
by Franck Egon
2012 The Relationship Between Financial Transactions Costs and Economic Growth
by Dean Baker & Helene Jorgensen
2012 A Primer on Private Equity at Work: Management, Employment, and Sustainability
by Eileen Appelbaum & Rosemary Batt
2012 Pension Liabilities: Fear Tactics and Serious Policy
by David Rosnick & Dean Baker
2011 Structural breaks and financial volatility: Lessons from BRIC countries
by Morales, Lucía & Gassie, Esmeralda
2011 Canadian Monetary Policy and Real and Nominal Exchange Rates
by John E. Floyd
2011 Exchange rate exposure under liquidity constraints
by Sarah Guillou & Stefano Schiavo
2011 The Deficit-Reducing Potential of a Financial Speculation Tax
by Dean Baker
2011 More Bankers, More Growth? Evidence from OECD Countries
by Gunther Capelle-Blancard & Claire Labonne
2011 More Bankers, More Growth? Evidence from OECD Countries
by Gunther Capelle-Blancard & Claire Labonne
2011 Impact of World Economic Crisis on the Competitiveness of South-East Europe
by Nechita Daniela
2011 Risk and Performance – Purposes of Banking Supervison and Stability
by Florea Drago?
2011 Risk and Performance – Purposes of Banking Supervison and Stability
by Florea Drago?
2011 Combating Tax Evasion Between Legality and Illegality in Romania
by Din Alina Valentina & Diaconu Mihaela
2011 The Impact of Globalization about Capital Market
by Din Alina Valentina & Meghisan Flaviu
2011 Actions of Companies and Customers on the Financial Leasing Market in Romania
by Ciorasteanu Gianina & Vechiu Camelia & Morozan Cristian
2011 Mortgage Loan Negotiating – Applications and Outcomes
by Zamfir Cristina-Mihaela
2011 Exchange Traded Funds – A New Way of Dealing With Risk?
by Nãchescu Miruna-Lucia & Barna Flavia- Mirela
2011 Exchange Traded Funds – A New Way of Dealing With Risk?
by Nãchescu Miruna-Lucia & Barna Flavia- Mirela
2011 Exchange Traded Funds – A New Way of Dealing With Risk?
by Nãchescu Miruna-Lucia & Barna Flavia- Mirela
2011 Exchange Traded Funds – A New Way of Dealing With Risk?
by Nãchescu Miruna-Lucia & Barna Flavia- Mirela
2011 The Elaboration of the Mixed Portfolios by Using Complex Strategies of Options Trading
by Micu Angela Eliza & Iacob Doina
2011 The Development of Mixed Portfolios Using Risk Covering Strategies
by Micu Angela Eliza & Iacob Doina
2011 The Impact of the Economic Crisis on the Public Debt of Romania
by Ispas Roxana & Simion Dalia & Patrutescu Monica
2011 The Impact of the Economic Crisis on the Public Debt of Romania
by Ispas Roxana & Simion Dalia & Patrutescu Monica
2011 International comparisons of bank regulation, liberalization, and banking crises
by Puspa Amri & Apanard P. Angkinand & Clas Wihlborg
2011 International comparisons of bank regulation, liberalization, and banking crises
by Puspa Amri & Apanard P. Angkinand & Clas Wihlborg
2011 Sudden stops and currency crises
by Levan Efremidze & Samuel M. Schreyer & Ozan Sula
2010 Procesos gaussianos en la predicción de las fluctuaciones de la economía mexicana
by García, Irene & Trigo, Loren & Costanzo, Sabatino & Horst, Enrique ter
2010 Monitoring to Reduce Agency Costs: Examining the Behavior of Independent and Non-Independent Boards
by Frank Milne & Lynnette Purda & Anita Anand
2010 Improved Portfolio Choice using Second-Order Stochastic Dominance
by James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova
2010 Fusions endogènes : une revue de la littérature
by Laurent Granier
2010 Financial Innovation and Financial Fragility
by Nicola Gennaioli & Andrei Shleifer & Robert Vishny
2010 The Gains from Right to Rent
by Dean Baker & Hye Jin Rho
2010 Responses to Criticisms of Taxes on Financial Speculation
by Dean Baker
2010 Inflation Expectations and Stability in an Overlapping Generations Experiment with Money Creation
by Peter Heemeijer & Cars Hommes & Joep Sonnemans & Jan Tuinstra
2010 Stochastic Filtering With Applications In Finance:
by Ramaprasad Bhar
2010 The Analysis of Financial Conditions Imposed by Banks for the Approval of Long Term Credits Requested by Economical Agents
by Radu Riana Iren
2010 Innovation - The Cornerstone Of Economic Succes At European Level
by Anca Maria Hristea
2010 Improvement Of The Fiscal Claims Management System
by BENE GHEORGHE FLORIN & HERBEI MARIUS & DELIMAN EUGEN
2010 The Foreign Investments In The Economies Affected By The Wolrdwide Financvial Crisis
by Tirlea Mariana Rodica
2010 The Diagnosis Analysis Of Regional Innovation-Approaches And Opinion
by Anca Maria Hristea
2010 Considerations On The Measures To Counter The Risk Of Bankruptcy For Smes During The Financial Crisis
by NEGOESCU GHEORGHE & LUKACS EDIT
2010 The Global Financial Crisis As Incentive For Enhancing Assurance For Financial Reporting
by Monica Buga (Stancu) & Oana Gherghinescu & Sorin Vanatoru
2009 Information Use and Transference among Legally Separated Share Markets— An Experimental Approach
by Li Qi & Jack Ochs
2009 Minsky Moments, Russell Chickens, and Gray Swans--The Methodological Puzzles of the Financial Instability Analysis
by Alessandro Vercelli
2009 The Potential Revenue from Financial Transactions Taxes
by Dean Baker & Robert Pollin & Travis McArthur & Matt Sherman
2009 The Value of the “Too Big to Fail” Big Bank Subsidy
by Dean Baker & Travis McArthur
2009 Hitting Bottom? An Updated Analysis of Rents and the Price of Housing in 100 Metropolitan Areas
by Danilo Pelletiere & Hye Jin Rho & Dean Baker
2009 The Gains from Right to Rent
by Dean Baker & Hye Jin Rho
2009 The Right to Rent Plan
by Dean Baker
2009 The Alphabet Soup Explained: An Analysis of the Special Lending Facilities at the Federal Reserve
by Matthew Sherman
2009 Investment Bank Welfare? The Implicit Bank Subsidies in the Primary Dealer Credit Facility (PDCF) and the Term Securities Lending Facility (TSLF) Created by the Federal Reserve Board
by Dean Baker & Matthew Sherman
2009 Measuring Excessive Risk-Taking in Banking
by Jiri Podpiera & Laurent Weill
2009 Microfinance and markets: New results for the Besley-Coate group lending model
by Arnold, Lutz G. & Reeder, Johannes & Steger, Susanne E.
2009 Some Empirical Evidence on the Relationship Between Acquisitions, Disposals and the Stock Market
by Bogdan Cernat-Gruici
2009 The Core of a New Type of Crisis: Subprime Crisis
by Anca Gabriela Ilie & Oana Antonia Colibasanu & Dan Dumitriu & Roxana Sarbu
2009 Conditional Risk Measure Modeling For Latvian Insurance Companies
by JEKATERINA KUZMINA & GAIDA PETTERE & IRINA VORONOVA
2009 Informatics Systems For Financial Audit And Revision
by Vatuiu Teodora & Popeanga Vasile Nicolae
2009 The Limits Of Basel Ii Accord
by Zapodeanu Daniela & Gall Raluca Dorina
2009 The Substantiation Of Strategical Decisions In Uncertainly Conditions For A European Finance Investitional Project: “Setting Up Of A Turistic Pension With 20 Places: Sc Teonelis Agroturism Srl”
by MARIANA RODICA TIRLEA
2009 Methods Of Increasing The Role Of The Corporate Tax In The Economic And Social Development
by Abrudan Leonard Calin
2009 The Current Financial – Economic Crisis – Deep Break That Challenges And Imposes A New Paradigm
by Negucioiu Aurel
2009 The Belgian mortgage market in a European perspective
by Marie-Denise Zachary
2008 The Impact of Banking Development on the Size of the Shadow Economy
by Niloy Bose & Salvatore Capasso & Martin Wurm
2008 The Benefits of a Financial Transactions Tax
by Dean Baker
2008 The Changing Prospects for Building Home Equity: An Updated Analysis of Rents and the Price of Housing in 100 Metropolitan Areas
by Hye Jin Rho & Danilo Pelletiere & Dean Baker
2008 Ownership, Rental Costs, and the Prospects of Building Home Equity: An Analysis of 100 Metropolitan Areas
by Hye Jin Rho & Dean Baker & Danilo Pelletiere
2008 The Cost of Maintaining Ownership in the Current Crisis: Comparisons in 20 Cities
by Dean Baker & Danilo Pelletiere & Hye Jin Rho
2008 Subprime Rescue Plans: Backdoor Bank Bailouts
by Dean Baker
2008 Verifying of Information Content of Economic Value Added EVA in the Food-processing Sector of the Czech Republic
by Gabriela Chmelíková
2008 Inflation Influence About Investment Decision
by Dorel Berceanu & Anca Bandoi
2008 Risk Aversion Behavior. Relationships Between Risk Aversion, Prudence And Cautiousness
by Pirtea Marilen & Botoc Claudiu
2007 Redes neuronales en la predicción de las fluctuaciones de la economía a partir del movimiento de los mercados de capitales
by Trigo, Loren & Constanzo, Sabatino
2007 Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries
by Juan Pablo Domínguez H.
2007 Verification of the Assumptions of the Cox Model. Case Study: Venezuelan commercial banks, 1996-2004
by María Alejandra Ayala & Rafael Eduardo Borges & Gerardo Colmenares
2007 Grouping Emerging Stock Markets Based on Market Data
by Ramazan Aktas & M. Mete Doganay
2007 Grouping Emerging Stock Markets Based on Market Data
by Ramazan Aktas & M. Mete Doganay
2007 Model Proposal Towards Quantitative Evaluation of Customers’ Demands for Mortgage
by Nermin Çelik & Güven Murat
2006 Pricing Basket spread options
by Kostas Giannopoulos
2006 Financial Deregulation and Financial Development, and Subsequent Impact on Economic Growth in the Czech Republic, Hungary and Poland
by Patricia Mc Grath
2006 A free lunch for Emerging Markets: Removing international financial market imperfections with modern finance instruments
by Christian Bauer & Bernhard Herz & Stefan Hoops
2006 Firm-Specific Information and the Efficiency of Investment
by Anusha Chari & Peter Blair Henry
2006 Flight to Quality and Collective Risk Management
by Ricardo J. Caballero & Arvind Krishnamurthy
2006 Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage
by Arnold, Lutz G.
2006(XVI) Actors And Instruments Of The Corporative Governance In Some East-European Countries
by Florina POPA
2005 Term Structure Estimation with Survey Data on Interest Rate Forecasts
by Athanasios Orphanides & Don H. Kim
2005 Scientific Revolution. A Farewell to EconWPA
by Alexander Harin
2005 L'evoluzione del ruolo di Poste Italiane nel sistema finanziario italiano
by Chiara Oldani
2005 An Overview of the Literature about Derivatives
by Chiara Oldani
2005 Towards Modernization Of The Corporate Governance In Bulgaria
by Spartak Keremidchiev
2005 The Calculus of Dollarization, Central Banking (U.K.), Vol.XI, No. 2, (November 2000), 45-58
by Zeljko Bogetic
2005 Seignirage Sharing and Dollarization, Central Banking (U.K.), Vol. X, No.4, 77-88
by Zeljko Bogetic
2005 Gains and losses. The same or different choices?
by Alexander Harin
2005 Are Pound and Euro the Same Currency?
by Raul Matsushita & Andre Santos & Iram Gleria & Annibal Figueiredo & Sergio Da Silva
2005 Chaotic expansion of powers and martingale representation (v1.5)
by Farshid Jamshidian
2005 The Indexing Paradox -- Be Thankful for Irrational Investors
by David Eagle
2005 Financial Markets And Institutions: Important Functions
by Fadil Govori
2005 El Mercado Secundario de Deuda en Chile
by Vicente Lazen
2005 Phase Distribution and Phase Correlation of Financial Time Series
by Ming-Chya Wu & Ming-Chang Huang & Hai-Chin Yu & Thomas Chiang
2005 Tendencat Në Procesin E Financimit Të Aktivitetit
by Fadil GOVORI
2005 Pavarsia E Bankës Qendrore
by Fadil GOVORI
2005 Financial Health of Credit Cooperatives in the state of Maharashtra in India: Case Studies of DCCCBs
by Deepak Shah
2005 Rural Credit Delivery In Maharashtra: Experiences With Formal And Informal Lending Institutions
by Deepak Shah
2005 Resurrection of Rural Credit Delivery System in Maharashtra, India
by Deepak Shah
2005 Mapping Strategies for Efficient Rural Credit Delivery System through Cooperatives in Maharashtra
by Deepak Shah
2005 Options Pricing with Arithmetic Brownian Motion and its Implication for Risk-Neutral Valuation
by Qiang Liu
2005 Defaultable Puttable/Callable Bond Valuation: A 3D Finite Difference Model
by David Wang & Heng-Chih Chou
2005 Link-save trading and pricing of contingent claims
by Katsiaryna Kaval & Ilya Molchanov
2005 Funksionet E Ndërmjetësimit Financiar
by Fadil Govori
2005 On the Financial Repression in Japan During the High Growth Period (1953-73)
by Murat A. Yülek
2005 Investitorët Institucionalë
by fadil govori
2005 Burimet e Financimit
by fadil govori
2005 Accounting In Context Of Communication, Language, And Information
by Stanley C. W. Salvary
2005 Time Varying Sensitivities on a GRID architecture
by Mattia Ciprian & Stefano d'Addona
2005 Information Quality and Stock Returns Revisited
by Frode Brevik & Stefano d'Addona
2005 Ownership Concentration and Restructuring in Czech Manufacturing Sector
by Ondrej Vychodil
2005 Governing Of Finance Supply In Bulgarian Farms
by Hrabrin Bachev
2005 Price, Trade Size, and Information Revelation in Multi-Period Securities Markets
by Shino Takayama & Han Ozsoylev
2005 Inflation bond option pricing in Jarrow-Yildirim model
by Marc Henrard
2005 Zum Zusammenhang zwischen Bond-Credit Spreads und Ratings
by Sascha Mergner
2005 Demographic Developments, Funded Pension Provision and Financial Stability
by Stefan W. Schmitz
2005 Demographic Developments, Funded Pension Provision and Financial Stability
by Stefan W. Schmitz
2005 Measuring and Analyzing Returns on Aggregate Residential Housing
by Fuad Hasanov & Douglas Dacy
2005 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
2005 Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen
by Hewad Wolasmal
2005 Stock Selection Based on Cluster Analysis
by Newton Da Costa Jr & Jefferson Cunha & Sergio Da Silva
2005 How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders
by Todd B. Walker
2005 Calibration of the Hobson&Rogers model: empirical tests
by Andrea Pascucci & Paolo Foschi
2005 DESARROLLO DE LAS TOMAS DE Desarrollo de las Tomas de Control Corporativo después de la Ley de Opas
by Vicente Lazen & Ana Cristina Sepulveda
2005 Introducción a la Supervisión Basada en Riesgos
by Vicente Lazen
2005 Quasi-Real Indexing-- The Pareto-Efficient Solution to Inflation Indexing
by David Eagle & Dale Domian
2005 Risk-Free Internal Gains – Black And Scholes Re-Examined
by Gergei Bana
2005 Credit ratings and the standardised approach to credit risk in Basel II
by Patrick Van Roy
2005 PRIVATE BANKING IN EUROPE - Getting Clients & Keeping Them!
by Anna Omarini & Philip Molineux
2005 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
2005 Rural Credit Delivery System in Maharashtra: A Step Towards Rejuvenation
by Deepak Shah
2005 A Simple Approach to Combining Internal and External Operational Loss Data
by Pavel Okunev
2005 The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting
by Feng Dai
2005 La banque en ligne dans les pays émergents : le cas de la Tunisie
by Achraf AYADI & Ihcène KAFFELA
2005 Nonidentically distributed variables and nonlinear autocorrelation
by Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva
2005 Log-Periodic Crashes Revisited
by Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva
2005 The Governance of Occupational Pension Funds and the Politico- Economic Implications: The Case of Austria
by Stefan W. Schmitz
2005 The Governance of Occupational Pension Funds and the Politico- Economic Implications: The Case of Austria
by Stefan W. Schmitz
2005 The Ohlson Model of Evaluation of Companies:Tutorial for Use
by César Medeiros Cupertino & Paulo Roberto Barbosa Lustosa
2005 Accessing Formal Credit: Social Capital versus ‘Social Position’ (Lesson from a Javanese Village)
by Aloysius Gunadi Brata
2005 Competitividad de la Industria de Fondos Mutuos en Chile
by Vicente Lazen
2005 Are Recent Segment Disclosures of Indian Firms Useful? An Empirical Investigation
by Palanisamy Saravanan & Varadharajan Gopal & Duraipandian Israel
2005 A synthetic protective put strategy for phased investment in projects without an outright deferral
by Sukanto Bhattacharya
2005 PSI-20 and global indexes stock market efficiency
by Miguel Rodrigues
2005 An Empirical Analysis Of Share Buybacks In India
by asim mishra
2005 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
2005 A Model to Price Puttable Corporate Bonds with Default Risk
by David Wang
2005 Estimating the Probabilities of Default for Callable Bonds: A Duffie-Singleton Approach
by David Wang
2005 Financial Market Regulation-Security Scams In India with historical evidence and the role of corporate governance
by Supreena Narayanan
2005 The Role of Accounting Conservatism in a well-functioning Corporate Governance System
by Supreena Narayanan
2005 Measuring the True Cost of Active Management by Mutual Funds
by Ross M. Miller
2005 Portfolio Selection with Two-Stage Preferences
by Marco Taboga
2005 Chaotic expansion of powers and martingale representation (v1.2)
by Farshid Jamshidian
2005 Impact Of Mergers And Amalgamation On The Performance Of Indian Companies
by Mahesh Kumar Tambi
2005 The Role of Accounting Conservatism in a well-functioning Corporate Governance System
by Maria Swärd & Niklas Rosencrantz & Supreena Narayanan
2005 Biais cognitifs, asymétrie d’information et formation des prix
by Michael Kaestner
2005 Quel prix pour les options UMTS? Une approche par les options réelles
by Véronique Bessière & Michael Kaestner
2005 An Empirical Analasis of Market reaction Around the Bonus Issues in India
by Asim Mishra
2005 Raison d'être et spécificités de la firme bancaire : pourquoi la banque n'est-elle pas une entreprise comme les autres ?
by dhafer saidane
2005 Concurrence spatiale, différenciation verticale et comportement bancaire
by dhafer saidane
2005 Extending the Merton Model: A Hybrid Approach to Assessing Credit Quality
by Alexandros Benos & George Papanastasopoulos
2005 Menaxhmenti i politikes fiskale ne ekonomite e hapura
by Florije Govori
2005 Roles of the Banking Sector in Indian Agriculture -A Paradigm Shift
by Deepak Kumar
2005 The Financing of Higher Education – A Broader View
by P Nair & Deepak Kumar
2005 Modelo Cost-Of-Carry: Mispricing, Retornos e Volatilidades do Índice PSI-20 e dos Futuros PSI-20
by Manuela Magalhaes & Carlos carvalhosa
2005 On Log-Periodic Crashes
by Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva
2005 Optimal portfolios using linear programming models
by Christos Papahristodoulou & Erik Dotzauer
2005 Option Strategies with linear programming
by Christos Papahristodoulou
2005 Credit Rationing in a Basic Agent-Based Model
by Guido Fioretti
2005 Fifty years of Research on Accuracy of Capital Expenditure Project Estimates: A Review of the Findings and their Validity
by Stefan Linder
2005 What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?
by Hokky Situngkir & Yohanes Surya
2005 Credit Rationing and Internal Ratings in the face of Innovation and Uncertainty
by Guido Fioretti
2005 When to Get In and Out of Dairy Farming: A Real Option Analysis
by Loren Tauer
2005 Term structure of interest models: concept and estimation problem in a continuous-time setting
by Orazio Di Miscia
2005 Nonparametric estimation of diffusion process: a closer look
by Orazio Di Miscia
2005 Estimation of continuous-time interest rate models: a nonparametric approach
by Orazio Di Miscia
2005 Integration Of Financial Markets
by Mahesh Kumar Tambi
2005 An Empirical Study Of Return-Volume Relationship For Indian Market
by Mahesh Kumar Tambi
2005 Liquidity Risk Estimation Using Fuzzy Measure Theory
by Sebastián Alberto Rey & Javier Ignacio García-Fronti & María Teresa Casparri
2005 Econometric Tests of Asset Price Bubbles: Taking Stock
by Refet Gurkaynak
2005 Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds
by Laurence Copeland
2005 Estrategias Cuantitativas De Valor Y Retornos Por Accion De Largo
by Fernando Rubio
2005 Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance
by Fernando Rubio
2005 Evolucion De Las Estrategias De Inversion En Acciones (Borrador)
by Fernando Rubio
2005 An Empirical Analysis of Equity Default Swaps (II): Multivariate Insights
by Norbert_Jobst & Arnaud_de_Servigny
2005 On the viscosity solutions of a stochastic differential utility problem
by Fabio Antonelli & Andrea Pascucci
2005 An Econometric Model of a Firm’s Financial Statements
by Otavio De Medeiros
2005 Order Flow and Exchange Rate Dynamics in Brazil
by Otavio De Medeiros
2005 Translation of Financial Statements
by Dalthan Simas & Otavio De Medeiros
2005 Factors Influencing Brazilian Firms in their Decision to List on Foreign Stock Exchanges
by Otavio De Medeiros & Carmem Tiberio
2005 On the complete model with stochastic volatility by Hobson and Rogers
by Andrea Pascucci & Marco Di Francesco
2005 Information Theory and Market Behavior
by Jing Chen
2005 Inter-pattern speculation: beyond minority, majority and $-games
by Damien Challet
2005 The role of Financial Liberalization in Development: Weaknesses and Corrections
by D. Saidane
2005 The role of Financial Liberalization in Development: Weaknesses and Corrections
by D. Saidane
2005 Mergers And Acquisitions In The Portuguese Banking Industry: Is It There A Process Of Value Creation?
by Jacinto Vidigal da Silva & Miguel Diz
2005 Tracing The Development Of A Conceptual Framework Of Accounting A Western European And North American Linkage: A Partial Examination
by stanley c. w. salvary
2005 Corporate governance in Greece: developments and policy implications
by Loukas Spanos
2005 Financial Accounting Information And The Relevance/Irrelevance Issue
by Stanley C. W. Salvary
2005 On Financial Accounting Measurement: A Reconsideration Of Sfac 5 By The Fasb Is Needed
by Stanley C. W. Salvary
2005 Portfolio Selection with Monotone Mean-Variance Preferences
by Massimo Marinacci & Fabio Maccheroni & Aldo Rustichini & Marco Taboga
2005 The Accounting Variable And Stock Price Determination
by stanley c. w. salvary
2005 Financial Accounting Measurement: Instrumentation And Calibration
by stanley c. w. salvary
2005 Assessment of Financial Stability Reports-Sveriges Riksbank
by Supreena Narayanan & Rashmi Dalvi
2005 Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality
by Alvaro Cartea & Marcelo_Gustavo Figueroa
2005 Collateral-Based Lending in Emerging Markets: Evidence from Thailand
by Lukas Menkhoff & Doris Neuberger & Chodechai Suwanaporn
2005 Five Years of Continuous-time Random Walks in Econophysics
by Enrico Scalas
2005 Creditos a PyMEs en Argentina: Racionamiento crediticio con oferta ilimitada de dinero
by Agustin Filippo & Daniel Kostzer & Diego Schleser
2005 Modelo De Tres Factores En España
by Fernando Rubio
2005 Financial Deregulation and Economic Growth in the Czech Republic, Hungary and Poland
by Patricia McGrath & &
2005 Uruguay Capital Market: Law-in-the-books or Law-in-action?
by Eduardo Siandra
2005 European Stock Market Dynamics Before and After the Introduction of the Euro
by Joseph Friedman & Yochanan Shachmurove
2005 Basic Exchange Rate Theories
by Charles van Marrewijk
2005 Basic Exchange Rate Theories
by Charles Van Marrewijk
2004 A Direct Test of the Lang and Nakamura Hypothesis of Information Externalities over Space
by Stephen Ross & AKM Rezaul Hossain
2004 Public Pension System in Portugal (text in POLISH)
by Dariusz Stanko
2004 Public Pension System in Portugal (text in POLISH)
by Dariusz Stanko
2004 An introduction to international money and foreign exchange markets
by Charles van Marrewijk
2004 Assessing International Mergers And Acquisitions As A Mode Of Foreign Direct Investment
by Steven Globerman & Daniel Shapiro
2004 Governance Infrastructure and U.S. Foreign Direct Investment
by Steven Globerman & Daniel Shapiro
2004 Modelo para valorar la atribución de Sustentabilidad
by Luis Vildosola
2004 Hypothesis Testing in Predictive Regressions
by Yakov Amihud & Clifford Hurvich & Yi Wang
2004 Cost Stickiness in Brazilian Firms
by Otavio Ribeiro De Medeiros & Patricia de Souza Costa
2004 Market Reaction and Volatility in the Brazilian Stock Market
by Otavio Ribeiro De Medeiros & Alberto Shigueru Matsumoto
2004 Testing Static Tradeoff against Pecking Order Models of Capital Structure in Brazilian Firms
by Otavio Ribeiro De Medeiros & Cecilio Elias Daher
2004 Simulated Trading-An Analysis of Pairs Trading
by Nikesh Agarwal & Vikash Madhogaria & Supreena Narayanan
2004 Optimal Choice Models for Executing Time to American Options
by Feng Dai & Feng Han
2004 Boca Resorts Inc.-A Valuation Report
by Supreena Narayanan & Nikesh Agarwal & Leisha Weissenberger & Marta Wisniewska
2004 International Financial Markets Integration or Segmentation: A Case Study of Equity Markets
by Puja Guha & Shivani Daga & Richa Gulati & Ganita Bhupal & Hena Oak
2004 A piecewise linear model for trade sign inference
by Adam Blazejewski & Richard Coggins
2004 A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions
by KENT D. DANIEL & David Hirshleifer & AVANIDHAR SUBRAHMANYAM
2004 Can Individual Investors Beat the Market?
by JOSHUA D. COVAL & David Hirshleifer & TYLER G. SHUMWAY
2004 Good Day Sunshine: Stock Returns and the Weather
by David Hirshleifer & TYLER G. SHUMWAY
2004 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
2004 Does Investor Misvaluation Drive the Takeover Market?
by MING DONG & David Hirshleifer & SCOTT RICHARSON & Siew Hong Teoh
2004 Do Investors Overvalue Firms With Bloated Balance Sheets?
by David Hirshleifer & KEWEI HOU & Siew Hong Teoh & YINGLEI ZHANG
2004 Continuous Signaling Within Partitions: Capital Structure and the FIFO/LIFO Choice
by Patricia J. Hughes & Eduardo S. Schwartz & Anjan V. Thakor
2004 An Economic Rationale for the Pricing Structure of Bank Loan Commitments
by Anjan V. Thakor & Gregory F. Udell
2004 Bank Funding Modes
by Stuart I. Greenbaum & Anjan V. Thakor
2004 Competition, Risk Neutrality and Loan Commitments
by Arnoud Boot & Anjan V. Thakor & Gregory F. Udell
2004 Bank Loan Commitments and Interest Rate Volatility
by Anjan V. Thakor & Hai Hong & Stuart I. Greenbaum
2004 Information Reusability, Competition and Bank Asset Quality
by Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor
2004 Toward a Theory of Bank Loan Commitments
by Anjan V. Thakor
2004 Incentive Effects of Benevolent Intervention - The case of government loan guarantees
by Paul K. Chaney & Anjan V. Thakor
2004 Relationship Banking, Deposit Insurance and Bank Portfolio Choice
by David Besanko & Anjan V. Thakor
2004 Competitive Equilibrium in the Credit Market under Asymmetric Information
by David Besanko & Anjan V. Thakor
2004 Optimal Capital Structure and Project Financing
by Salman Shah & Anjan V. Thakor
2004 Assessment of Financial Stability Reports:Sveriges Riksbank
by Supreena Narayanan & Rashmi Dalvi
2004 A Study of Neo-Austrian Economics using an Artificial Stock Market
by Harald A. Benink & Jose Luis Gordillo & Juan Pablo Pardo & Christopher R. Stephens
2004 Semi-explicit Delta and Gamma for European swaptions in Hull- White one factor model
by Marc Henrard
2004 Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium
by Ram T. S. Ramakrishnan & Anjan V. Thakor
2004 The Valuation of Assets under Moral Hazard
by Ram T. S. Ramakrishnan & Anjan V. Thakor
2004 A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchase and Dividends
by Ahron R. Ofer & Anjan V. Thakor
2004 Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing
by Anjan V. Thakor & Richard Callaway
2004 Information, Investment Horizon, and Price Reactions
by Anjan V. Thakor
2004 An Exploration of Competitive Signalling Equilibria with 'Third Party' Information Production: The Case of Debt Insurance
by Anjan V. Thakor
2004 Capital Requirements, Monetary Policy, and Aggregate Bank
by Anjan V. Thakor
2004 Private versus Public Ownership: Investment, Ownership Distribution, and Optimality
by Salman Shah & Anjan V. Thakor
2004 Monopolistic Pricing in the Banking Industry: a Dynamic Portfolio Model
by Enzo Dia
2004 Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies
by Marcia H. Millon & Anjan V. Thakor
2004 Screening, Market Signalling, and Capital Structure Theory
by Wayne L. Lee & Anjan V. Thakor & Gautam Vora
2004 Regulatory Pricing and Capital Investment under Asymmetric Information about Cost
by Wayne Y. Lee & Anjan V. Thakor
2004 Why Do Firms Smooth Earnings?
by Anand Mohan Goel & Anjan V. Thakor
2004 Capital Accumulation and Deposit Pricing in Mutual Financial Institutions
by Sudhakar D. Deshmukh & Stuart I. Greenbaum & Anjan V. Thakor
2004 Collateral and Competitive Equilibria with Moral Hazard and Private Information
by Yuk-Shee Chan & Anjan V. Thakor
2004 Is Fairly Priced Deposit Insurance Possible?
by Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor
2004 Shareholder Preferences and Dividend Policy
by Michael J. Brennan & Anjan V. Thakor
2004 Contemporary Banking Theory
by Sudipto_Bhattacharya & Anjan_Thakor
2004 Waiting-times and returns in high-frequency financial data: an empirical study
by Marco Raberto & Enrico Scalas & Francesco Mainardi
2004 Persistence Characteristics of Latin American Financial Markets
by Sijing Zong & Cornelis A. Los & Nyonyo Kyaw
2004 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
2004 Fractional calculus and continuous-time finance II: the waiting- time distribution
by Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas
2004 Fractional calculus and continuous-time finance
by Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi
2004 Volatility in the Italian Stock Market: An Empirical Study
by Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani
2004 Correlations in the Bond–Future Market
by Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas
2004 Financial liberalization, saving, investment and growth in MENA countries
by Lahcen ACHY
2004 Measuring the Degree of Efficiency of Financial Market
by Cornelis Los
2004 Risk Arbitrage-U.S. Financial Markets
by Supreena Narayanan
2004 Risk Arbitrage in U.S. Financial Markets
by Supreena Narayanan
2004 Market Discipline In The Indian Banking Sector: An Empirical Exploration
by Abhiman Das & Saibal Ghosh
2004 Risk Arbitrage In U.S. Financial Markets
by Supreena Narayanan
2004 Risk, uncertainty and option exercise
by Jianjun Miao
2004 Social Capital And Credit In A Javanese Village
by Aloysius Gunadi Brata
2004 Household Saving Behavior: The case of rural industry in Bantul
by Aloysius Gunadi Brata
2004 How do real options come into existence? A step toward an option- based theory of the firm
by Thierry BURGER-HELMCHEN
2004 An Analysis of The Arab Stock Market Performance During (1994- 2003)(In Arabic)
by Hussein A.Motlb Elasrj
2004 An axes to activate the Egyptian securities market in saving development(in arabic)
by Hussein A.Motlb Elasrj
2004 Log-Periodicity in High Frequency Financial Series
by Sergio Da Silva & Raul Matsushita & Iram Gleria & Annibal Figueiredo
2004 Multiple equilibrium overnight rates in a dynamic interbank market game
by Jens Tapking
2004 The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
by Nelson C. Mark & Donggyu Sul
2004 The Eurosystem’s Standing Facilities in a General Equilibrium Model of the European Interbank Market
by Jens Tapking
2004 Multiple equilibrium overnight rates in a dynamic interbank market game
by Jens Tapking
2004 Stochastic Skew in Currency Options
by Peter Carr & Liuren Wu
2004 The Relevance of Short Sales to the Maltese Stock Market
by Paul V. Azzopardi & Silvio John Camilleri
2004 Rechtspflicht zur Unternehmensplanung? - Ein Diskussionsvorschlag zur Konkretisierung der Planungspflicht und von Mindestanforderungen an eine ordnungsmäßige Unternehmensplanung -
by Paul J. Groß & Matthias Amen
2004 When Does Extra Risk Strictly Increase the Value of Options?
by Eric Rasmusen
2004 The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach
by Ram Bhar & Carl Chiarella & Hing Hung & Wolfgang Runggaldier
2004 Modeling the Credit Risk in Agricultural Mortgages: A Critical Review of the Farm Credit Administration’s Credit Risk Model for Farmer Mac
by Austin Kelly
2004 Regulatory Changes and New Banking: the Case of Canada
by Christian Calmès
2004 A local non-parametric model for trade sign inference
by Adam Blazejewski & Richard Coggins
2004 Do we understand delta hedging?
by Daniel Badagnani
2004 Relative Performance Evaluation Contracts and Asset Market Equilibrium
by Sandeep Kapur & Allan Timmermann
2004 Statistical Facts of Artificial Stock Market: Comparison with Indonesian Empirical Data
by Hokky Situngkir & Yohanes Surya
2004 Day-of-the-week effects in emerging stock markets
by Syed A. Basher & Perry Sadorsky
2004 The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets
by Auke Plantinga & Franks Sortino & Robert van der Meer
2004 Investment, Hedging, and Consumption Smoothing
by Jianjun Miao & Neng Wang
2004 Explaining the Beta, Size and Value Effects Under the Relative Value Theory
by Silviu Iulian Alb
2004 The Econophysics of the Brazilian Real-US Dollar Rate
by Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva
2004 Financial Volatility and Independent and Identically Distributed Variables
by Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva
2004 Consistent high-precision volatility from high-frequency data
by Fulvio Corsi & Gilles Zumbach & Ulrich Müller & Michel Dacorogna
2004 Introducing a scale of market shocks
by Gilles O. Zumbach & Michel M. Dacorogna & Jorgen L. Olsen & Richard B. Olsen
2004 La puissance publique promoteur de nouveaux modèles d’aide à la décision de financement
by Nadine Levratto & Bernard Paranque
2004 Problems of Evaluating Small Firms’ Quality as a Reason for Unfavourable Loan Conditions
by Ingrid Groessl & Nadine Levratto
2004 Risk Measure Pricing and Hedging in Incomplete Markets
by Mingxin Xu
2004 Criticality
by Sergio Da Silva
2004 Exponentially Damped Levy Flights
by Sergio Da Silva
2004 Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets
by Sergio Da Silva
2004 Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates
by Sergio Da Silva
2004 Patterns Of Corporate Governance And Technical Efficiency In Italian Manufacturing
by Sergio Destefanis & Vania Sena
2004 Levy Flights, Autocorrelation, and Slow Convergence
by Sergio Da Silva
2004 Autocorrelation and the Sum of Stochastic Variables
by Sergio Da Silva
2004 Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates
by Sergio Da Silva
2004 Corporate Governance: Securities Market in Moldova
by Natalia Fadeeva
2004 Agent-based Model Construction In Financial Economic System
by Hokky Situngkir & Yohanes Surya
2004 Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia
by Hokky Situngkir & Yohanes Surya
2004 Payment systems efficiency, policy approaches, and the role of the central bank
by Tanai Khiaonarong
2004 The role of market discipline in handling problem banks
by David T. Llewellyn & David G. Mayes
2004 On the origins of truncated Lévy flights
by Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva
2004 Family Matters: The Performance Flow Relationship in the Mutual Fund Industry
by Alexander Kempf & Stefan Ruenzi
2004 Tournaments in Mutual Fund Families
by Alexander Kempf & Stefan Ruenzi
2004 Gas Fired Power Plants: Investment Timing, Operating Flexibility and Abandonment
by Stein-Erik Fleten & Erkka Näsäkkälä
2004 Crescita, Innovazione Tecnologica e Mercato dei Capitali: il Ruolo del Venture Capital
by Marco Arnone & Umberto Giacometti
2004 Improving the Market Model: The 4-State Model Alternative
by Octave JOKUNG & Jean-Christophe MEYFREDI
2004 Df Structure Models For Options Pricing
by Feng Dai & Zifu Qin
2004 A General Theory of Stock Market Valuation and Return
by Christophe Faugere & Julian Van Erlach
2004 The Price of Gold: A Global Required Yield Theory
by Christophe Faugere & Julian Van Erlach
2004 Would the CAPM Hold in a Risk-Indifferent World?
by Silviu Iulian Alb
2004 Portfolio Optimization With Stochastic Dominance Constraints
by Darinka Dentcheva & Andrzej Ruszczynski
2004 An investigation of a portfolio-loss under the CAPM
by V. Reznik & U. Spreitzer
2004 Borrowing Alone The Theory and Policy Implications of the Commodification of Finance
by Greg Hannsgen
2004 The Valuation of Inflation-Indexed and FX Convertible Bonds
by Yoram Landskroner & Alon Raviv
2004 The Froot and Stein Model Revisited
by Nils Hogh & Oliver Linton & Jens Nielsen
2004 Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes
by Jingzhi Huang & Liuren Wu
2004 Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns
by Liuren Wu
2004 Fidelity versus Vanguard: Comparing the Performance of the Two Largest Mutual Fund Families
by Tower, Edward & Zheng, Wei
2004 An Introduction to International Money and Foreign Exchange Markets
by Charles van Marrewijk
2004 An Introduction to International Money and Foreign Exchange Markets
by Charles Van Marrewijk
2003 The Impact of Insurance Fraud Detection Systems
by Jörg Schiller
2003 The Impact of Insurance Fraud Detection Systems
by Joerg Schiller
2003 Fundamental Paper Wealth and Monetary Policy
by Junning Cai
2003 Impact Of Agriculture Output on Exchange Rates
by Mukund Raj
2003 Paper or Gold
by Mukund Raj
2003 Credit Risk Modeling and the Term Structure of Credit Spreads
by Li Chen & H. Vincent Poor
2003 Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach
by Li Chen & H. Vincent Poor
2003 IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis
by Pierre Giot & Armin Schwienbacher
2003 Market imperfections, equilibrium and arbitrage
by Elyès Jouini
2003 Equilibrium Pricing in Incomplete Markets
by Elyès Jouini & Abdelhamid Bizid
2003 No-arbitrage and state price deflators in a general continuous time framework
by Elyès Jouini & Clotilde Napp & Walter Schachermayer
2003 Arbitrage with fixed costs and interest rate models
by Elyès Jouini & Hedi Kallal & Clotilde Napp
2003 Playing on profits cycle?
by Dmitry Baryshevsky
2003 A Theory of Capital Structure with Strategic Defaults and Priority Violations
by Hans K. Hvide & Tore Leite
2003 Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market
by M. Kabir Hassan & Anisul M. Islam & Syed Basher
2003 VaR for Plan Sponsors
by Eric Stubbs & Francis Gupta
2003 How Much Is Too Much? The Dillema of Consuming Assets in Retirement
by Francis Gupta & Yogi Thambiah & Eric Stubbs
2003 Insulating Your Nest Egg in the Storm of Social Security Reform
by Francis Gupta & David Eichhorn
2003 What is hidden in the Fed's model? The second approximation
by Dmitry Baryshevsky
2003 GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
by K.P. Lim & M.J. Hinich & K.S. Liew
2003 On The Forecastability Of Asean-5 Stock Markets Returns Using Time Series Models
by Khim-Sen Liew & Kian-Ping Lim & Chee-Keong Choong
2003 Deleted
by DELETED
2003 Deleted
by DELETED
2003 Deleted
by DELETED
2003 The Speed
by Dmitry Baryshevsky
2003 Duplicating Contingent Claims by the Lagrange Method
by Gregory C. Chow
2003 Shanghai Stock Prices as Determined by the Present Value Model
by Gregory C. Chow
2003 The Asian and European Banking Systems: The case of Spain in the quest for development and stability
by Alicia García Herrero & Sonsoles Gallego Herrero & Jesús Saurina Salas
2003 Investment Optimization under Constraints
by Long Nguyen-Thanh
2003 Modeling Of Returns And Option Pricing Using Models With Flexible Volatility
by Pavel Vaněček
2002 Social Percolation and Self-Organized Criticality
by Gerard Weisbuch & Sorin Solomon & Dietrich Stauffer
2002 Power Law Volatility Auto-Correlations in Stochastic Logistic Systems
by Yoram Louzoun & Sorin Solomon
2002 Consumption and Investment Optimization under Constraints
by Long Nguyen-Thanh
2002 Can technological change explain the stock market collapse of 1974?
by Adrian Peralta-Alva
2002 Why do European Venture Capital Companies syndicate?
by Sophie Manigart & Miguel Meuleman
2002 The realized equity premium has been higher than expected: further evidence
by Marco Taboga
2002 Financial collateral and capital adequacy requirements
by Ralph de Haas & Thomas Keijser
2002 Monte Carlo Pricing of American Options Using Nonparametric Regression
by Pizzi Claudio & Pellizzari Paolo
2002 Review of the Superannuation Industry (Supervision) Act 1993 and Certain Other Superannuation Legislation
by Productivity Commission
2002 Seize the Moments: Approximating American Option Prices in the GARCH Framework
by Jin-Chuan Duan & Genevieve Gauthier & Caroline Sasseville & Jean-Guy Simonato
2002 Monetary Conditions and Stock Returns: A South African Case Study
by Clive Coetzee
2002 An Integrated Model of Market and Limit Orders
by Sugato Chakravarty & Craig Holden
2002 Reglas del juego y maneras de jugar: el caso del Banco Credicoop Cooperativo Limitado 1994-2000
by Mirta Vuotto
2001 Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems
by Zhi-Feng Huang, Sorin Solomon*
2001 Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model
by Sorin Solomon and Moshe Levy
2001 Impact of Commonwealth indirect taxes on exporters
by Productivity Commission
2001 The Relative Value Theory
by Silviu I. Alb
2001 DotCom Mania: The Rise and Fall of Internet Stock Prices
by Eli Ofek & Matthew Richardson
2001 Cronyism and Capital Controls: Evidence from Malaysia
by Simon Johnson & Todd Mitton
2001 Dynamic Prevention in Short Term Insurance Contracts
by M. Martin Boyer & Karine Gobert
2001 Structures of Corporate Finance in Germany and France - A Comparative Analysis for West German and French incorporated Enterprises
by Hans Friderichs & Bernard Paranque
2000 Why Every Economist Should Learn Some Auction Theory
by Paul Klemperer
2000 Corporate Diversification and Agency
by Benjamin E. Hermalin & Michael L. Katz
2000 Corporate Finance in Europe from 1986 to 1996
by Michel DELBREIL & Ana ESTEBAN & Hans FRIDERICHS & Bernard PARANQUE & Franz PARTSCH & Franco VARETTO
2000 Scaling and multiscaling in financial markets
by Giulia Iori
1999 Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk
by Mark R. Manfredo. & Raymond M. Leuthold
1999 Log-periodic power law bubbles in Latin-American and Asian markets and correlated anti-bubbles in Western stock markets: An empirical study
by Anders Johansen & Didier Sornette
1999 A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions
by Giulia Iori
1999 Futures Exchange Innovations: Reinforcement versus Cannibalism
by Joost M.E. Pennings & Raymond M. Leuthold
1999 Commodity Futures Contract Viability: A Multidisciplinary Approach
by Joost M.E. Pennings & Raymond M. Leuthold
1999 The Financial Industry's Challenge of Developing Commodity Derivatives
by Joost M.E. Pennings & M.T.G. Meulenberg
1999 A Survey on Nonparametric Time Series Analysis
by Siegfried Heiler
1999 When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel
by Guenter Franke & Richard C. Stapleton & Marti G. Subrahmanyam
1999 How to account for virtual arbitrage in the standard derivative pricing
by Kirill Ilinski
1999 Virtual Arbitrage Pricing Theory
by Kirill Ilinski
1998 Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be?
by Xiongwei Ju & Neil D. Pearson
1998 Financial Returns and Efficiency as seen by an Artificial Technical Analyst
by Spyros Skouras
1998 Generalized Binomial Trees
by Jens Carsten Jackwerth
1998 Recovering Risk Aversion from Option Prices and Realized Returns
by Jens Carsten Jackwerth
1998 Volume, Volatility, Price and Profit When All Traders Are Above Average
by Terrance Odean
1998 A discrete martingale model of pension fund guarantees in
by Klaus P. Fischer
1998 Education for Growth in Sweden and the World
by Alan Krueger & Mikael Lindahl
1997 How To Stabilize Financial Markets Before EMU ?
by A. Frachot
1997 Financial Modeling and Option Theory with the Truncated Levy Process
by Andrew Matacz
1997 French manufacturing firms and the capital gap since1985 - a credit rationing approach
by SylvieCieply & Bernard Paranque & .
1997 Noise Traders, Market Sentiment, and Futures Price Behavior
by Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold
1997 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 & .
1997 Financial Liberalization: Commercial Bank's Blessing or Curse?
by Klaus P. Fischer & Jean-Pierre Gueyie & Edgar Ortiz
1997 An Analysis of the Profiles and Motivations of Habitual Commodity Speculators
by W. Bruce Canoles & Sarahelen R. Thompson & Scott H. Irwin & Virginia G. France & .
1997 The Angular Distribution of Asset Returns in Delay Space
by Roger Koppl & Carlo Nardone
1997 The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act
by William J. Crowder & Mark E. Wohar
1997 Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market
by William J. Crowder & Mark E. Wohar
1996 Financial constraints and economics behavior: the specificities of small manufacturing firms from 1985 to 1995
by Bernard Paranque
1996 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
1996 Optimal Asset Rebalancing in the Presence of Transactions Costs
by Hayne E. Leland
1996 Risk Measurement: An Introduction to Value at Risk
by Thomas J. Linsmeier & Neil D. Pearson
1996 Option Pricing & Partial Hedging: Theory Of Polish Options
by Erik Aurell & Karol Zyczkowski
1995 Growth patterns and economic performance of french manufacturing firms
by Bernard Paranque
1995 Corporate behaviour and competitive forces
by Bernard Paranque
1995 Evolution, Coordination, and Banking Panics
by Ted Temzelides
1995 Beliefs, Competition, and Bank Runs
by Ted Temzelides & Bernandino Adao
1995 Equity And Rate Of Return: Are Small Manufacturing Firms Handicapped By Their Own Success?
by Bernard Paranque
1995 Financement, investissement et performances des entreprises industrielles françaises
by Bernard Paranque
1995 Long-Lived Information and Intraday Patterns
by Kerry Back & Hal Pedersen
1995 Long-Lived Information and Intraday Patterns
by Kerry Back & Hal Pedersen
1995 Heteroscedasticity models on the BSE
by Susan Thomas
1995 Do `speculative traders' increase Stock Price Volatility? Empirical evidence from the Bombay Stock Exchange
by Venkat Eleswarapu & Chandrasekar Krishnamurti
1995 Liquidity, stock returns and ownership structure: an empirical study of the BSE
by Venkat Eleswarapu & Chandrasekar Krishnamurti
1995 The Indian IPO Market: Suggestions for Institutional Arrangements
by Ajay Shah
1995 The Indian IPO Market: Empirical Facts
by Ajay Shah
1995 The impact of speculation upon volatility and market efficiency: The badla experience on the BSE
by Ajay Shah
1995 The Tale of One Market Inefficiency: Abnormal Returns around GDR Issues by Indian Firms
by Ajay Shah
1995 On the Peculiar Distribution of the U.S. Stock Indeces' Digits
by Eduardo Ley
1995 Takeover Bidding with Toeholds: The Case of the Owner's Curse
by Rajdeep Singh
1994 Evaluating Neural Network Predictors by Bootstrapping
by Blake LeBaron & Andreas S. Weigend
1994 Chaos and Nonlinear Forecastability in Economics and Finance
by Blake LeBaron
1994 Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing
by Chongmin Kim
1994 Bubbles and Market Crashes
by Michael Youssefmir & Bernardo Huberman & Tad Hogg
1994 A Reexamination Of The Relationship Between Preferences And Moment Orderings By Rational Risk Averse Investors
by Patrick L. Brockett & James R. GARVEN
1994 Reinsurance, Taxes And Efficiency: A Contingent Claims Model Of Insurance Market Equilibrium
by James R. GARVEN & Henri Louberge
1994 The Capm Is Alive And Well
by Ravi Jagannathan & Zhenyu Wang
1994 Finance Constraints or Free Cash Flow? The Impact of Asymmetric Information on Investment
by Robert E. Carpenter
1994 Continuous-Time Limits in the Generalized Ho-Lee Framework under the Forward Measure
by Sommer, Daniel
1994 Continuous-Time Limits in the Generalized Ho-Lee Framework under the Forward Measure
by Sommer, Daniel
1993 Adverse Selection in Credit Markets with Costly Screening
by Cheng Wang & Stephen D. Williamson
1993 Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
by Philip H. Dybvig
1993 A Further Re-Examination of the Contrarian Investment Strategy: Evidence from Multivariate Tests
by Pin-Huang Chou & Robert P. Parks
Economic Confidence, Negative Interest Rates, and Liquidity: Towards Keynesianism 2.0
by Ulrich van Suntum
Die Haftung des Wirtschaftsprüfers am Primär- und am Sekundärmarkt - eine rechtsökonomische Analyse
by Hans-Bernd Schäfer & Jochen Bigus
Staging of Venture Financing, Moral Hazard, and Patent Law
by Jochen Bigus
Staging of Venture Financing, Moral Hazard, and Patent Law
by Jochen Bigus
Staging of Venture Financing, Moral Hazard, and Patent Law
by Jochen Bigus
