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Journal of
Economic Literature (JEL) codes Top JEL G: Financial EconomicsG1: General Financial MarketsG12: Asset Pricing
2009 Return and Volatility Reactions to Monthly Announcements of Business Cycle Forecasts: An Event Study Based on High-Frequency Data by Steiner, Christian & Groß, Anne & Entorf, Horst [Downloadable!] 2009 Testing the predictability and efficiency of securitized real estate markets by Schindler, Felix & Rottke, Nico & Füss, Roland [Downloadable!] 2009 Volatilitätseffekte am US-amerikanischen Häusermarkt by Schindler, Felix [Downloadable!] 2009 Should We Discount the Far-Distant Future at Its Lowest Possible Rate? by Gollier, Christian [Downloadable!] 2009 Yes, we should discount the far-distant future at its lowest possible rate: a resolution of the Weitzman-Gollier puzzle by Freeman, Mark C. [Downloadable!] 2009 Modellierung des Kreditrisikos im Portfoliofall by Cremers, Heinz & Walzner, Jens [Downloadable!] 2009 Modellierung des Kreditrisikos im Einwertpapierfall by Cremers, Heinz & Walzner, Jens [Downloadable!] 2009 The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany by Fecht, Falko & Wedow, Michael [Downloadable!] 2009 Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators by Uhlenbrock, Birgit [Downloadable!] 2009 Liquidity Premium and International DSeigniorage Payments by Benjamin Eden [Downloadable!] 2009 A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market by Carl Chiarella & Xue-Zhong He & Paolo Pellizzari [Downloadable!] 2009 Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs by Xue-Zhong He & Lei Shi [Downloadable!] 2009 Pricing caps with HJM models: the benefits of humped volatility by Jury Falini [Downloadable!] 2009 Portfolio Selection with Narrow Framing: Probability Weighting Matters by Enrico G. De Giorgi & Shane Legg [Downloadable!] 2009 Sale Price Expectations and Mortgage Commitment: Inaccuracy versus Price Setting Behaviour by Martijn I. Dröes & Wolter H.J. Hassink [Downloadable!] 2009 Understanding Portfolio Efficiency with Conditioning Information by Francisco Peñaranda [Downloadable!] 2009 Real Options with Priced Regime-Switching Risk by John Driffill & Martin Sola & Turalay Kenc [Downloadable!] 2009 Contemporaneous-Threshold Smooth Transition GARCH Models by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo [Downloadable!] 2009 Multivariate Contemporaneous Threshold Autoregressive Models by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo [Downloadable!] 2009 Intraday Trading Patterns: The Role of Timing by Katya Malinova & Andreas Park [Downloadable!] 2009 Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading by Katya Malinova & Andreas Park [Downloadable!] 2009 Tax Co-ordination in Europe: Assessing the First Years of the EU-Savings Taxation Directive by Thomas Hemmelgarn & Gaetan Nicodeme [Downloadable!] 2009 Does Volatility matter? Expectations of price return and variability in an asset pricing experiment by Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto [Downloadable!] 2009 Franchise Values in North American Professional Sports Leagues: Evidence from a Repeat Sales Method by Brad R. Humphreys & Yang Seung Lee [Downloadable!] 2009 How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong? by Ariane Szafarz [Downloadable!] 2009 Inflation-hedging portfolios in Different Regimes by Marie Brière & Ombretta Signori [Downloadable!] 2009 Tax Co-ordination in Europe: Assessing the First Years of the EU-Savings Taxation Directive by Thomas Hemmelgarn & Gaëtan Nicodème [Downloadable!] 2009 Stock Market Returns and Partisan Political Business Cycles by James Cooley [Downloadable!] 2009 Short-Selling Bans around the World: Evidence from the 2007-09 Crisis by Alessandro Beber & Marco Pagano [Downloadable!] 2009 Time-Varying Currency Betas: Evidence from Developed and Emerging Markets by Prabhath Jayasinghe & Albert K. Tsui [Downloadable!] 2009 Pricing and Hedging of Asian Options: Quasi-Explicit Solutions via Malliavin Calculus by Zhaojun Yang & Christian-Oliver Ewald & Olaf Menkens [Downloadable!] 2009 Segmentation across International Equity, Bond, and Foreign Exchange Markets by Cathy Ning & Stephen Sapp [Downloadable!] 2009 Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs by Maurice J. Roche & Michael J. Moore [Downloadable!] 2009 How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach by Joscha Beckmann & Ansgar Belke & Michael Kühl [Downloadable!] 2009 Back to the Basics in Banking? A Micro-Analysis of Banking System Stability by O. DE JONGHE [Downloadable!] 2009 Über die Natur und das Wesen des Geldes – Johann Heinrich von Thünens unveröffentlichter Beitrag zur Geldtheorie by Ludwig Nellinger [Downloadable!] 2009 Option Pricing with Modular Neural Networks by Nikola Gradojevic & Ramazan Gencay & Dragan Kukolj [Downloadable!] 2009 Means, Motive and Opportunity? Disentangling Client Influence on Performance Measurement Appraisals by Neil Crosby & Colin Lizieri & Patrick McAllister [Downloadable!] 2009 Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy by Franz Fuerst & Gianluca Marcato [Downloadable!] 2009 HACking at Non-linearity: Evidence from Stocks and Bonds by Robert J Bianchi & Adam E Clements & Michael E Drew [Downloadable!] 2009 The Value Effect and the Market For Chinese Stocks by Burton G. Malkiel & Derek Jun [Downloadable!] 2009 Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999 by David S. Lee & Alexandre Mas [Downloadable!] 2009 Does Macroeconomic Indicators exert shock on the Nigerian Capital Market? by Maku, Olukayode E. & Atanda, Akinwande A. [Downloadable!] 2009 Equity Price Bubbles in the Middle Eastern and North African Financial Markets by Jahan-Parvar, Mohammad & Waters, George [Downloadable!] 2009 An Extended Macro-Finance Model with Financial Factors by Dewachter, Hans & Iania, Leonardo [Downloadable!] 2009 Legitimacy to develop fair value measurement standards: The Case of the IVSC Discussion Paper – Determination of fair value of intangible assets for IFRS reporting purposes by Deaconu, Adela & Nistor, Cristina Silvia & Filip , Crina [Downloadable!] 2009 Estimación de la Curva de Rendimiento by Alfaro, Rodrigo [Downloadable!] 2009 Testing Linearity in Term Structures by Peroni, Chiara [Downloadable!] 2009 How Duration Between Trades of Underlying Securities Affects Option Prices by Cartea, Álvaro & Meyer-Brandis, Thilo [Downloadable!] 2009 Equity Returns and Business Cycles in Small Open Economies by Jahan-Parvar, Mohammad R. & Liu, Xuan & Rothman, Philip [Downloadable!] 2009 US Industry-Level Returns and Oil Prices by Fan, Qinbin & Jahan-Parvar, Mohammad R. [Downloadable!] 2009 Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process by Gan, Jumwu [Downloadable!] 2009 The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds by Landon, Stuart [Downloadable!] 2009 Ambiguity, Learning, and Asset Returns by Ju, Nengjiu & Miao, Jianjun [Downloadable!] 2009 Carry Trades and Global FX Volatility by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas [Downloadable!] 2009 Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk? by Balli, Faruk & Ozer-Balli, Hatice [Downloadable!] 2009 Potential dividends versus actual cash flows in firm valuation by Magni, Carlo Alberto & Vélez-Pareja, Ignacio [Downloadable!] 2009 Axiomatization of residual income and generation of financial securities by Ghiselli Ricci, Roberto & Magni, Carlo Alberto [Downloadable!] 2009 Corporate equality and equity prices: Doing well while doing good? by Fu, Shihe & Shan, Liwei [Downloadable!] 2009 Prima de Riesgo del Mercado: Histórica, Esperada, Exigida e Implícita by Fernandez, Pablo [Downloadable!] 2009 Interest Rate Model in a Contingent Claim Framework by Giandomenico, Rossano [Downloadable!] 2009 Apples and oranges: relative growth rate of consumer price indices by Kitov, Ivan [Downloadable!] 2009 Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment by Siddiqi, Hammad [Downloadable!] 2009 An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa by Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip [Downloadable!] 2009 The Undervaluation of Distressed Company's Equity by Schmidt, Frederik [Downloadable!] 2009 Economic Geography, Venture Capital and Focal Points of Entrepreneurial Activity by Yochanan Shachmurove [Downloadable!] 2009 Asset markets can achieve efficiency in the directed search framework by Shoko Morimoto [Downloadable!] 2009 Are Banks Different? Evidence from the CDS Market by Burkhard Raunig & Martin Scheicher [Downloadable!] 2009 What Drives Sovereign Risk Premiums?: An Analysis of Recent Evidence from the Euro Area by David Haugh & Patrice Ollivaud & David Turner [Downloadable!] 2009 A theoretical foundation for the Nelson and Siegel class of yield curve models by Leo Krippner [Downloadable!] 2009 Developing stratified housing price measures for New Zealand by Chris McDonald & Mark Smith [Downloadable!] 2009 Capital Mobility and Asset Pricing by Darrell Duffie & Bruno Strulovici [Downloadable!] 2009 Do Structural Oil-Market Shocks Affect Stock Prices? by Nicholas Apergis & Stephen M. Miller [Downloadable!] 2009 Decentralized Trading with Private Information by Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski [Downloadable!] 2009 Risk Price Dynamics by Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman [Downloadable!] 2009 An Empirical Evaluation of the Long-Run Risks Model for Asset Prices by Ravi Bansal & Dana Kiku & Amir Yaron [Downloadable!] 2009 Can Owning a Home Hedge the Risk of Moving? by Todd M. Sinai & Nicholas S. Souleles [Downloadable!] 2009 The Demographics of Innovation and Asset Returns by Nicolae Gârleanu & Leonid Kogan & Stavros Panageas [Downloadable!] 2009 Disasters Risk and Business Cycles by François Gourio [Downloadable!] 2009 Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing? by Yi-Li Chien & Harold L. Cole & Hanno Lustig [Downloadable!] 2009 On the Scholes Liquidation Problem by David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo [Downloadable!] 2009 Systemic Risk and the Refinancing Ratchet Effect by Amir E. Khandani & Andrew W. Lo & Robert C. Merton [Downloadable!] 2009 Technological Growth and Asset Pricing by Nicolae B. Gârleanu & Stavros Panageas & Jianfeng Yu [Downloadable!] 2009 Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy by George O. Aragon & Philip E. Strahan [Downloadable!] 2009 Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices by Narasimhan Jegadeesh & Roman Kräussl & Joshua Pollet [Downloadable!] 2009 Risk Aversion and Clientele Effects by Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov [Downloadable!] 2009 Multiple Ratings and Credit Spreads by Dion Bongaerts & K.J. Martijn Cremers & William N. Goetzmann [Downloadable!] 2009 Mutual Fund Tax Clienteles by Clemens Sialm & Laura Starks [Downloadable!] 2009 Measuring the Timing Ability and Performance of Bond Mutual Funds by Yong Chen & Wayne Ferson & Helen Peters [Downloadable!] 2009 When Everyone Runs for the Exit by Lasse Heje Pedersen [Downloadable!] 2009 Professor Zipf goes to Wall Street by Yannick Malevergne & Pedro Santa-Clara & Didier Sornette [Downloadable!] 2009 The Determinants of Stock and Bond Return Comovements by Lieven Baele & Geert Bekaert & Koen Inghelbrecht [Downloadable!] 2009 Aggregate Implications of Micro Asset Market Segmentation by Chris Edmond & Pierre-Olivier Weill [Downloadable!] 2009 On the Size Distribution of Macroeconomic Disasters by Robert J. Barro & Tao Jin [Downloadable!] 2009 A Parsimonious Macroeconomic Model for Asset Pricing by Fatih Guvenen [Downloadable!] 2009 Disasters implied by equity index options by David Backus & Mikhail Chernov & Ian Martin [Downloadable!] 2009 Asset Return Dynamics under Bad Environment Good Environment Fundamentals by Geert Bekaert & Eric Engstrom [Downloadable!] 2009 The stock market and aggregate employment by Long Chen & Lu Zhang [Downloadable!] 2009 Dynamic Trading with Predictable Returns and Transaction Costs by Nicolae B. Garleanu & Lasse H. Pedersen [Downloadable!] 2009 Market Selection by Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield [Downloadable!] 2009 A Factor Analysis of Bond Risk Premia by Sydney C. Ludvigson & Serena Ng [Downloadable!] 2009 Market Valuation of Accrued Social Security Benefits by John Geanakoplos & Stephen P. Zeldes [Downloadable!] 2009 The Japanese Bubble: A 'Heterogeneous' Approach by Robert B. Barsky [Downloadable!] 2009 Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology by Raymond Kan & Cesare Robotti & Jay Shanken [Downloadable!] 2009 Inflation and the Stock Market:Understanding the "Fed Model" by Geert Bekaert & Eric Engstrom [Downloadable!] 2009 Understanding Inflation-Indexed Bond Markets by John Y. Campbell & Robert J. Shiller & Luis M. Viceira [Downloadable!] 2009 Liquidity Shocks and Order Book Dynamics by Bruno Biais & Pierre-Olivier Weill [Downloadable!] 2009 Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms? by Söhnke M. Bartram & Gregory Brown & René M. Stulz [Downloadable!] 2009 Risk Shifting and Mutual Fund Performance by Jennifer Huang & Clemens Sialm & Hanjiang Zhang [Downloadable!] 2009 Disclosure and the Cost of Capital: Evidence from Firms’ Responses to the Enron Shock by Christian Leuz & Catherine Schrand [Downloadable!] 2009 CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence by Zhi Da & Re-Jin Guo & Ravi Jagannathan [Downloadable!] 2009 Information Asymmetry, Information Precision, and the Cost of Capital by Richard A. Lambert & Christian Leuz & Robert E. Verrecchia [Downloadable!] 2009 Valuing Toxic Assets: An Analysis of CDO Equity by Francis A. Longstaff & Brett Myers [Downloadable!] 2009 Forced Sales and House Prices by John Y. Campbell & Stefano Giglio & Parag Pathak [Downloadable!] 2009 Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets by Simon Gilchrist & Vladimir Yankov & Egon Zakrajsek [Downloadable!] 2009 A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management by Patrick Bolton & Hui Chen & Neng Wang [Downloadable!] 2009 Confidence Risk and Asset Prices by Ravi Bansal & Ivan Shaliastovich [Downloadable!] 2009 Learning and Asset-Price Jumps by Ravi Bansal & Ivan Shaliastovich [Downloadable!] 2009 Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns by Turan G. Bali & Nusret Cakici & Robert F. Whitelaw [Downloadable!] 2009 The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment by Jason Beeler & John Y. Campbell [Downloadable!] 2009 Optimal Endowment Destruction under Campbell-Cochrane Habit Formation by Lars Ljungqvist & Harald Uhlig [Downloadable!] 2009 Stock-Market Crashes and Depressions by Robert J. Barro & José F. Ursúa [Downloadable!] 2009 Are Stocks Really Less Volatile in the Long Run? by Lubos Pastor & Robert F. Stambaugh [Downloadable!] 2009 Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds by John Y. Campbell & Adi Sunderam & Luis M. Viceira [Downloadable!] 2009 The Term Structures of Equity and Interest Rates by Martin Lettau & Jessica A. Wachter [Downloadable!] 2009 Global Imbalances and Financial Fragility by Ricardo J. Caballero & Arvind Krishnamurthy [Downloadable!] 2009 Municipal Debt and Marginal Tax Rates: Is there a Tax Premium in Asset Prices? by Francis A. Longstaff [Downloadable!] 2009 Momentum traders in the housing market: survey evidence and a search model by Monika Piazzesi & Martin Schneider [Downloadable!] 2009 Back to the basics in banking ? A micro-analysis of banking system stability by Olivier De Jonghe [Downloadable!] 2009 A joint macroeconomic-yield curve model for Hungary by Zoltán Reppa [Downloadable!] 2009 The information content of Hungarian sovereign CDS spreads by Lóránt Varga [Downloadable!] 2009 Long Term Asset Price Volatility and Macroeconomic Fluctuations by Miguel A. Iraola & Manuel S. Santos 2009 News and Correlations of CEEC-3 Financial Markets by David Büttner & Bernd Hayo [Downloadable!] 2009 The Impact of Foreign Macroeconomic News on Financial Markets in the Czech Republic, Hungary, and Poland by David Büttner & Bernd Hayo & Matthias Neuenkirch [Downloadable!] 2009 Comparison of the Stock Price Clustering of stocks which are traded in the US and Germany—Is XETRA more efficient than the NYSE? by Kirsten Rüchardt & Bodo Vogt [Downloadable!] 2009 Structured Finance, Risk Management, and the Recent Financial Crisis by Georges Dionne [Downloadable!] 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality by Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Robust Equilibrium Yield Curves by Isaac Kleshchelski & Nicolas Vincent [Downloadable!] 2009 Credit Spread Changes within Switching Regimes by Olfa Maalaoui & Georges Dionne & Pascal François [Downloadable!] 2009 A Convergence Model of the Term Structure of Interest Rates by Viktors Ajevskis & Kristine Vitola [Downloadable!] 2009 Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System by Breig, Christoph & Elsas, Ralf [Downloadable!] 2009 Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse by Gann, Philipp [Downloadable!] 2009 Noise Trading in Stamm- und Vorzugsaktien by Jaron, Martin [Downloadable!] 2009 Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods by Chiaki Hara [Downloadable!] 2009 Heterogeneous Impatience in a Continuous-Time Model by Chiaki Hara [Downloadable!] 2009 Incomplete Financial Markets and Jumps in Asset Prices by Hervé Crès & Tobias Markeprand & Mich Tvede [Downloadable!] 2009 The Intertemporal Relation between Expected Return and Risk on Currency by Turan Bali & Kamil Yilmaz [Downloadable!] 2009 Maturity, Indebtedness, and Default Risk by Satyajit Chatterjee & Burcu Eyigungor [Downloadable!] 2009 Determinants of government bond spreads in the Euro area – in good times as in bad by Christian Aßmann & Jens Hogrefe [Downloadable!] 2009 Forecasting Volatility under Fractality, Regime-Switching, Long Memory and Student-t Innovations by Thomas Lux & Leonardo Morales-Arias [Downloadable!] 2009 Mass Psychology in Action: Identification of Social Interaction Effects in the German Stock Market by Thomas Lux [Downloadable!] 2009 Two Heads Are Less Bubbly than One: Team Decision-Making in an Experimental Asset Market by Cheung, Stephen L. & Palan, Stefan [Downloadable!] 2009 Determinants of interest rate exposure of Spanish banking industry by Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer [Downloadable!] 2009 Bubble or no Bubble - The Impact of Market Model on the Formation of Price Bubbles in Experimental Asset Markets by Michael Kirchler & Jürgen Huber & Thomas Stöckl [Downloadable!] 2009 Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach by Jianying Qiu & Prashanth Mahagaonkar [Downloadable!] 2009 Ecological Discounting by Gollier, Christian [Downloadable!] 2009 Dynamics of Biofuel Stock Prices: A Bayesian Approach by Xiaodong Du & Dermot J. Hayes & Cindy L. Yu [Downloadable!] 2009 Representations for optimal stopping under dynamic monetary utility functionals by Volker Krätschmer & John Schoenmakers [Downloadable!] 2009 Shape invariant modelling pricing kernels and risk aversion by Maria Grith & Wolfgang Härdle & Juhyun Park [Downloadable!] 2009 CDO and HAC by Barbara Choroś & Wolfgang Härdle & Ostap Okhrin [Downloadable!] 2009 A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics by Ji Cao & Wolfgang Härdle & Julius Mungo [Downloadable!] 2009 CDO Pricing with Copulae by Barbara Choros & Wolfgang Härdle & Ostap Okhrin [Downloadable!] 2009 Credit Spreads on Corporate Bonds and the Macroeconomy in Japan by Kiyotaka Nakashima & Makoto Saito [Downloadable!] 2009 Information Loss in Volatility Measurement with Flat Price Trading by Peter C. B. Phillips & Jun Yu [Downloadable!] 2009 International Interest-Rate Risk Premia in Affine Term Structure Models by Felix Geiger [Downloadable!] 2009 Heterogeneous Impatience in a Continuous-Time Model by Hara, Chiaki [Downloadable!] 2009 Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period by Naes, Randi & Ødegaard, Bernt Arne [Downloadable!] 2009 A Model of Deferred Callability in Defaultable Debt by Mjøs, Aksel & Persson, Svein-Arne [Downloadable!] 2009 Dynamics in Systematic Liquidity by Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Nilsson, Birger [Downloadable!] 2009 Introducing a spread into the Kyle model by Salomonsson, Marcus [Downloadable!] 2009 What Moves Bond Yields In China? by Fan, Longzhen & Johansson, Anders C. [Downloadable!] 2009 An Analysis Of Dynamic Risk In The Greater China Equity Markets by Johansson, Anders C. 2009 Is Corporate Social Responsibility viewed as a risk factor? Evidence from an asset pricing analysis by Manescu, Cristiana [Downloadable!] 2009 Noncausal vector autoregression by Lanne, Markku & Saikkonen, Pentti [Downloadable!] 2009 Stock return seasonalities and investor structure: Evidence from China's B-share markets by Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L. [Downloadable!] 2009 Global and local sources of risk in Eastern European emerging stock markets by Fedorova , Elena & Vaihekoski, Mika [Downloadable!] 2009 Systemic Risk and the Refinancing Ratchet Effect by Amir E. Khandani & Andrew W. Lo & Robert C. Merton [Downloadable!] 2009 Trader see, trader do: How do (small) FX traders react to large counterparties' trades? by Menkhoff, Lukas & Schmeling, Maik [Downloadable!] 2009 How does European Integration affect the European Stock Markets? by Burcu Erdogan [Downloadable!] 2009 Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years by Giulio Cifarelli & Giovanna Paladino [Downloadable!] 2009 What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice? by Nicole Branger & Holger Kraft & Christoph Meinerding [Downloadable!] 2009 Ethical vs. Non-Ethical – Is There a Difference? Analyzing Performance of Ethical and Non-Ethical Investment Funds by Linnéa Lundberg & Jiri Novak & Maria Vikman [Downloadable!] 2009 Corporate Responses to Climate Change and Financial Performance: The Impact of Climate Policy by Andreas Ziegler & Timo Busch & Volker H. Hoffmann [Downloadable!] 2009 Predicting Betas: Two new methods by Mª Victoria Esteban González & Fernando Tusell Palmer [Downloadable!] 2009 The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds by Stuart Landon [Downloadable!] 2009 Corporate Equality and Equity Prices: Doing Well While Doing Good? by Shihe Fu & Liwei Shan [Downloadable!] 2009 Default Risk, Idiosyncratic Coskewness and Equity Returns by Chabi-Yo, Fousseni & Yang, Jun [Downloadable!] 2009 Expected Returns and Volatility of Fama-French Factors by Chabi-Yo, Fousseni [Downloadable!] 2009 The equity premium in 150 textbooks by Fernandez, Pablo [Downloadable!] 2009 Shareholder value creators in the Dow Jones: Year 2008 by Fernandez, Pablo & Bermejo, Vicente J. [Downloadable!] 2009 Beta = 1 does a better job than calculated betas by Fernandez, Pablo & Bermejo, Vicente [Downloadable!] 2009 Betas utilizadas por directivos y profesores europeos en 2009 by Fernandez, Pablo & Bermejo, Vicente [Downloadable!] 2009 La prima de riesgo del mercado según 100 Libros by Fernandez, Pablo [Downloadable!] 2009 Betas used by professors: A survey with 2,500 answers by Fernandez, Pablo [Downloadable!] 2009 The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy by Fernandez, Pablo & Aguirreamalloa, Javier & Liechtenstein, Heinrich [Downloadable!] 2009 17 problemas de finanzas básicas resueltos y 307 respuestas erróneas by Fernandez, Pablo [Downloadable!] 2009 Rentabilidad de los fondos de pensiones en España. 1991-2008 by Fernandez, Pablo & Bermejo, Vicente [Downloadable!] 2009 Rentabilidad y creación de valor de 136 empresas españolas en el primer semestre de 2009 y en 2008 by Fernandez, Pablo & Bermejo, Vicente [Downloadable!] 2009 100 questions on finance by Fernandez, Pablo [Downloadable!] 2009 Can corporate social responsibility help us understand the credit crisis? by Argandoña, Antonio [Downloadable!] 2009 Rentabilidad de los fondos de inversión en España. 1991-2008 by Fernandez, Pablo & Bermejo, Vicente [Downloadable!] 2009 Rentabilidad y creación de valor de 136 empresas españolas en 2008 by Fernandez, Pablo & Bermejo, Vicente 2009 IBEX 35: 1991-2008. Rentabilidad y creación de valor by Fernandez, Pablo [Downloadable!] 2009 The valuation of tax shields induced by asset step-ups in corporate acquisitions by Groh, Alexander P. & Henseleit, Christoph [Downloadable!] 2009 Market risk premium used in 2008: A survey of more than a 1,000 professors by Fernandez, Pablo [Downloadable!] 2009 Report on “The Committee on Yen Risk-free-rate Model Estimationâ€? by Takeaki KARIYA & Darrell DUFFIE & Mariko FUJII & Masaaki KIJIMA & Takao KOBAYASHI & Atsuyuki KOGURE & Robert MERTON & Akihiko TAKAHASHI & Keiichi TANAKA & Satoshi YAMASHITA [Downloadable!] 2009 Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading by Anthony Tay & Christopher Ting & Yiu Kuen Tse & Mitch Warachka [Downloadable!] 2009 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics- International Evidence by Anthony S. Tay & Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Yiu Kuen Tse [Downloadable!] 2009 Simulation-based Estimation of Contingent-claims Prices by Peter C. B. Phillips & Jun Yu [Downloadable!] 2009 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics- International Evidence by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse [Downloadable!] 2009 Medias Bias in Financial Newspapers: Evidence from Early 20th Century France by Vincent Bignon & Antonio Miscio [Downloadable!] 2009 The Crux of the Matter: Ratings and Credit Risk Valuation at the heart of the Structured Finance Crisis by Michel Aglietta & Ludovic Moreau & Adrian Roche [Downloadable!] 2009 The dynamics of U.S. equity risk premia: lessons from professionals'view by Alain Abou & Georges Prat [Downloadable!] 2009 The European used-car market at a glance: Hedonic resale price valuation in automotive leasing industry by Sylvain Prado [Downloadable!] 2009 Fundamentals, Macroeconomic Announcements and Asset Prices by Aymen Belgacem [Downloadable!] 2009 How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-varying Coefficient Approach by Joscha Beckmann & Ansgar Belke & Michael Kühl [Downloadable!] 2009 How Does European Integration Affect the European Stock Markets? by Burcu Erdogan [Downloadable!] 2009 How Does European Integration Affect the European Stock Markets? by Burcu Erdogan [Downloadable!] 2009 Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates by J. Doyne Farmer & John Geanakoplos [Downloadable!] 2009 The Leverage Cycle by John Geanakoplos [Downloadable!] 2009 Market Valuation of Accrued Social Security Benefits by John Geanakoplos & Stephen P. Zeldes [Downloadable!] 2009 Understanding Inflation-Indexed Bond Markets by John Y. Campbell & Robert J. Shiller & Luis M. Viceira [Downloadable!] 2009 Detecting the Presence of Informed Price Trading Via Structural Break Tests by Jose Olmo & Keith Pilbeam & William Pouliot [Downloadable!] 2009 Consistent estimation of the risk-return tradeoff in the presence of measurement error by Anisha Ghosh & Oliver Linton [Downloadable!] 2009 A nonparametric copula based test for conditional independence with applications to granger causality by Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Two-sided career concern and financial equilibrium by Yolanda Portilla [Downloadable!] 2009 The Other January Effect: International Evidence by Martin T. Bohl & Christian A. Salm [Downloadable!] 2009 Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets by Martin T. Bohl & Michael Schuppli & Pierre L. Siklos [Downloadable!] 2009 A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada by Tino Berger & Bernd Kempa [Downloadable!] 2009 Identification of speculative bubbles using state-space models with Markov-switching by Nael Al-Anaswah & Bernd Wilfling [Downloadable!] 2009 Quantifying private benefits of control from a structural model of block trades by Albuquerque, Rui & Schroth, Enrique [Downloadable!] 2009 Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed by Campbell, Rachel & Graddy, Kathryn & Hamilton, Jonathan [Downloadable!] 2009 Monetary Policy Inertia: More a Fiction than a fact? by Consolo, Agostino & Favero, Carlo A [Downloadable!] 2009 Limits to Arbitrage and Hedging: Evidence from Commodity Markets by Acharya, Viral V. & Lochstoer, Lars & Ramadorai, Tarun [Downloadable!] 2009 The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks by Smith, Peter N & Sorensen, Steffen & Wickens, Michael R [Downloadable!] 2009 Testing Asymmetric-Information Asset Pricing Models by Kelly, Bryan & Ljungqvist, Alexander P [Downloadable!] 2009 Incomplete-Market Equilibria Solved Recursively on an Event Tree by Dumas, Bernard J & Lyasoff, Andrew [Downloadable!] 2009 Rollover Risk and Market Freezes by Acharya, Viral V. & Gale, Douglas M & Yorulmazer, Tanju [Downloadable!] 2009 Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options by Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai [Downloadable!] 2009 Option-Implied Measures of Equity Risk by Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg [Downloadable!] 2009 Option Valuation with Conditional Heteroskedasticity and Non-Normality by Peter Christoffersen & Redouane Elkamhi & Bruno Feunou & Kris Jacobs [Downloadable!] 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality by Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates by René Garcia & Richard Luger [Downloadable!] 2009 On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries by Mohamed El hedi Arouri & Christophe Rault [Downloadable!] 2009 Tax-Co-ordination in Europe: Assessing the First Years of the EU-Savings Taxation Directive by Thomas Hemmelgarn & Gaëtan J.A. 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Pedersen [Downloadable!] 2008 What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data by Amir E. Khandani & Andrew W. Lo [Downloadable!] 2008 An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model by Jens H.E. Christensen & Francis X. Diebold & Glenn D. Rudebusch [Downloadable!] 2008 Realization Utility by Nicholas C. Barberis & Wei Xiong [Downloadable!] 2008 The True Cost of Social Security by Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross [Downloadable!] 2008 Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors by Geetesh Bhardwaj & Gary B. Gorton & K. Geert Rouwenhorst [Downloadable!] 2008 Using Samples of Unequal Length in Generalized Method of Moments Estimation by Anthony W. Lynch & Jessica A. 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Campbell [Downloadable!] 2008 Developments in repo markets during the financial turmoil by Peter Hördahl & Michael R King [Downloadable!] 2008 The ABX: how do the markets price subprime mortgage risk? by Ingo Fender & Martin Scheicher [Downloadable!] 2008 Credit derivatives an structured creit: the nascant markets of Asia and the Pacific by Eli M Remolona & Ilhyock Shim [Downloadable!] 2008 The spillover of money market turbulence to FX swap and cross-currency swap markets by Naohiko Baba & Frank Packer & Teppei Nagano [Downloadable!] 2008 Interbank rate fixings during the recent turmoil by Jacob Gyntelberg & Philip Wooldridge [Downloadable!] 2008 Overconfidence And Trading Volume: Evidence From An Emergent Market by Zaiane Salma & Abaoub Ezzeddine [Downloadable!] 2008 Comprehensive Income In Europe: Valuation, Prediction And Conservative Issues by Igor Goncharov & Allan Hodgson [Downloadable!] 2008 Assessing Financial Equilibrium of the Romanian Companies Traded at Bucharest Stock Exchange by Adina Elena DaNULETIU & Dan Constantin DANULETIU [Downloadable!] 2008 Reservation Prices And Pre-Auction Estimates: A Study In Abstract Art by Calin Valsan & Robert Sproule [Downloadable!] 2007 Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies by Thomas Nitschka [Downloadable!] 2007 Cashflow news, the value premium and an asset pricing view on European stock market integration by Thomas Nitschka [Downloadable!] 2007 International evidence for return predictability and the implications for long-run covariation of the G7 stock markets by Thomas Nitschka [Downloadable!] 2007 The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective by Mathias Hoffmann & Thomas Nitschka [Downloadable!] 2007 Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns by Schrimpf, Andreas & Grammig, Joachim [Downloadable!] 2007 Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps by Cremers, Heinz & Walzner, Jens [Downloadable!] 2007 Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance by Herwartz, Helmut & Golosnoy, Vasyl [Downloadable!] 2007 An affine macro-finance term structure model for the euro area by Lemke, Wolfgang [Downloadable!] 2007 A note on the coefficient of determination in regression models with infinite-variance variables by Loretan, Michael Stanislaus & Kurz-Kim, Jeong-Ryeol [Downloadable!] 2007 Threshold dynmamics of short-term interest rates : empirical evidence and implications for the term structure by Archontakis, Theofanis & Lemke, Wolfgang [Downloadable!] 2007 Term Structure Dynamics in a Monetary Economy with Learning by Sadayuki Ono [Downloadable!] 2007 Ramsey Waits: A Computational Study on General Equilibrium Pricing of Derivative Securities by Jacco Thijssen [Downloadable!] 2007 Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK by Renatas Kizys & Peter Spencer [Downloadable!] 2007 The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) by Peter N Smith & Steffen Sorensen & Mike Wickens [Downloadable!] 2007 Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis by Paola Zerilli [Downloadable!] 2007 Option Pricing under Stochastic Volatility and Trading Volume by Sadayuki Ono [Downloadable!] 2007 Asset Bubbles without Dividends - An Experiment by Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin [Downloadable!] 2007 Real economic activity and state of financial markets by Szymon Grabowski [Downloadable!] 2007 Decomposition of the realized rate of return on investment in fixed-income securities by Rumiana Górska [Downloadable!] 2007 Asset price dynamics with small world interactions under hetereogeneous beliefs by Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov [Downloadable!] 2007 Dynamic Risk Exposure in Hedge Funds by Monica Billio & Mila Getmansky & Loriana Pelizzon [Downloadable!] 2007 Liquidity, Equity Premium and Participation by Benjamin Eden [Downloadable!] 2007 Temptation and Self-Control: Some Evidence and Applications by Kevin X.D. Huang & Zheng Liu & John Q. Zhu [Downloadable!] 2007 The Role of the Real Interest Rate in US Macroeconomic History by Ernst Juerg Weber [Downloadable!] 2007 Forecasting Implied Volatility Surfaces by Francesco Audrino & Dominik Colagelo [Downloadable!] 2007 Ambiguity Aversion and the Term Structure of Interest Rates by Patrick Gagliardini & Paolo Porchia & Fabio Trojani [Downloadable!] 2007 Predicting Stock Price Movements: Regressions versus Economists by Paul Söderlind [Downloadable!] 2007 Interval LU-fuzzy arithmetic in the Black and Scholes option pricing by Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini [Downloadable!] 2007 Interest Rate Modeling: A Matlab Implementation by Daniele Marazzina [Downloadable!] 2007 Duality in Mean-Variance Frontiers with Conditioning Information by Francisco Peñaranda & Enrique Sentana [Downloadable!] 2007 Measuring Time-Varying Economic Fears with Consumption-Based Stochastic Discount Factors by Belén Nieto & Gonzalo Rubio [Downloadable!] 2007 Portfolio Choice Beyond the Traditional Approach by Francisco Peñaranda [Downloadable!] 2007 Asset Pricing with Heterogeneous Agents, Incomplete Markets and Trading Constraints by Tsvetanka Karagyozova [Downloadable!] 2007 Do Inflation-Linked Bonds Still Diversify? by Marie Brière & Ombretta Signori [Downloadable!] 2007 Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading by Anthony Tay & Christopher Ting & Yiu Kuen Tse & Mitch Warachka [Downloadable!] 2007 How Does Liquidity Affect Government Bond Yields? by Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden [Downloadable!] 2007 Information Sales and Insider Trading with Long-lived Information by Giovanni Cespa [Downloadable!] 2007 Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors by Prabhath Jayasinghe & Albert K. Tsui [Downloadable!] 2007 Endogenous State Prices, Liquidity, Default, and the Yield Curve by Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos [Downloadable!] 2007 Option Pricing When the Regime-Switching Risk is Priced by Tak Kuen Siu & Hailiang Yang Unim & John W Lau [Downloadable!] 2007 The Equity Premium: 100 Years of Empirical Evidence from the UK by Andrew Vivian [Downloadable!] 2007 The Equity Premium: UK Industry Evidence by Andrew Vivian [Downloadable!] 2007 Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan by Andreas Humpe & Peter Macmillan [Downloadable!] 2007 Recovering Probabilistic Information From Options Prices and the Underlying by Bruce Mizrach [Downloadable!] 2007 Monitoring Bands and Monitoring Rules: how currency intervention can change market composition by Luisa Corrado & Marcus Miller & Lei Zhang [Downloadable!] 2007 Campaign Advertising and Election Outcomes: Quasi-Natural Experiment Evidence from Gubernatorial Elections in Brazil by Bernardo S. da Silveira & João Manoel Pinho de Mello [Downloadable!] 2007 Modeling and predicting the CBOE market volatility index by Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth [Downloadable!] 2007 Monetary policy credibility and inflation risk premium: a model with application to Brazilian data by Alexandre Lowenkron & Marcio Gomes Pinto Garcia [Downloadable!] 2007 Progressive Taxation and Corporate Liquidation: Analysis and Policy Implications by Elettra Agliardi & Rossella Agliardi [Downloadable!] 2007 Asset Pricing in a Production Economy with ChewÐDekel Preferences by Claudio Campanale & Rui Castro & Gian Luca Clementi [Downloadable!] 2007 German Open Ended Funds: Was there a Valuation Problem? by Neil Crosby [Downloadable!] 2007 The Value Premium and Time-Varying Unsystematic Risk by Chris Brooks & Xiafei Li & Joelle Miffre [Downloadable!] 2007 The Death of the Overreaction Anomaly? A Multifactor Explanation of Contrarian Returns by Adam Clements & Michael E. Drew & Evan M. Reedman [Downloadable!] 2007 Information Sales and Insider Trading with Long-lived Information by Giovanni Cespa [Downloadable!] 2007 A Test for Serial Dependence Using Neural Networks by George Kapetanios [Downloadable!] 2007 Testing for Strict Stationarity by George Kapetanios [Downloadable!] 2007 Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test by Yu Ren & Katsumi Shimotsu [Downloadable!] 2007 Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting by Michael Dueker & Martin Sola & Fabio Spagnolo [Downloadable!] 2007 The response of industry stock returns to market, exchange rate and interest rate risks by Hyde, Stuart J [Downloadable!] 2007 A new Model for Stock Price Movements by Venier, Guido [Downloadable!] 2007 Residual income and value creation: An investigation into the lost-capital paradigm by Magni, Carlo Alberto [Downloadable!] 2007 Day-of-the-week effects in selected East Asian stock markets by Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa [Downloadable!] 2007 Fear of the Unknown: Familiarity and Economic Decisions by Cao , Henry & Han, Bing & Hirshleifer, David & Zhang, Harold [Downloadable!] 2007 Residual income and value creation: An investigation into the lost-capital paradigm by Magni, Carlo Alberto [Downloadable!] 2007 Technology Shocks and Asset Price Dynamics: The Role of Housing in General Equilibrium by Yoshida, Jiro [Downloadable!] 2007 A Sum&Discount method for appraising firms:An illustrative example by Magni, Carlo Alberto [Downloadable!] 2007 Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74 by Alpanda, Sami & Peralta-Alva, Adrian [Downloadable!] 2007 The Boom-Bust Cycle in Japanese Asset Prices by Alpanda, Sami [Downloadable!] 2007 In search of the "lost capital". A theory for valuation, investment decisions, performance measurement by Magni, Carlo Alberto [Downloadable!] 2007 The Investors’ Implied Sentiment : A Robust Measure of Risk Appetite by Kim, KiHyung [Downloadable!] 2007 Inference for stochastic volatility model using time change transformations by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros [Downloadable!] 2007 Likelihood-based inference for correlated diffusions by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O. [Downloadable!] 2007 Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision by Schoeneborn, Torsten & Schied, Alexander [Downloadable!] 2007 Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM? by Magni, Carlo Alberto [Downloadable!] 2007 CAPM and capital budgeting: present versus future, equilibrium versus disequilibrium, decision versus valuation by Magni, Carlo Alberto [Downloadable!] 2007 Forecasting volatility: Evidence from the Macedonian stock exchange by Kovačić, Zlatko [Downloadable!] 2007 Callable Swaps, Snowballs And Videogames by Albanese, Claudio [Downloadable!] 2007 Accruals and Aggregate Stock Market Returns by Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong [Downloadable!] 2007 The Accrual Anomaly: Risk or Mispricing? by Hou, Kewei & Hirshleifer, David & Teoh, Siew Hong [Downloadable!] 2007 A non-parametric investigation of risk premia by Peroni, Chiara [Downloadable!] 2007 Short-Sale Constraints and the Idiosyncratic Volatility Puzzle: An Event Study Approach by Doran, James & Jiang, Danling & Peterson, David [Downloadable!] 2007 Structural change and the bond yield conundrum by Taboga, Marco [Downloadable!] 2007 Asset pricing and predictability of stock returns in the french market by Ellouz, Siwar & Bellalah, Mondher [Downloadable!] 2007 GMM Estimation of the Number of Latent Factors by Perez, Marcos & Ahn, Seung Chan [Downloadable!] 2007 Time-varying global and local sources of risk in Russian stock market by Saleem, Kashif & Vaihekoski, Mika [Downloadable!] 2007 Rational bubbles in emerging stockmarkets by Nunes, Mauricio & Da Silva, Sergio [Downloadable!] 2007 Robustness of the Risk-Return Relationship in the U.S. Stock Market by Lanne, Markku & Luoto, Jani [Downloadable!] 2007 Optimal Management And Inflation Protection For Defined Contribution Pension Plans by ZHANG, AIHUA & Korn, Ralf & Ewald, Christian-Oliver [Downloadable!] 2007 Rational Interacting Agents and Volatility Clustering: A New Approach by Siddiqi, Hammad [Downloadable!] 2007 Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets by Ozun, Alper & Cifter, Atilla [Downloadable!] 2007 Relationship between Corporate Governance Indicators and Firm Value: A Case Study of Karachi Stock Exchange by Javed, Attiya Y. & Iqbal, Robina [Downloadable!] 2007 Hversu vel tekst til með verðbólguspár greiningardeilda? by Olafsdottir, Katrin & Sigurdsson, Kari [Downloadable!] 2007 Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns by Hirshleifer, David & Jiang, Danling [Downloadable!] 2007 Testing Efficiency Performance of an Underdeveloped Stock Market by Onour, Ibrahim [Downloadable!] 2007 Project valuation and investment decisions: CAPM versus arbitrage by Magni, Carlo Alberto [Downloadable!] 2007 Corporate debt pricing I by Ilya, Gikhman [Downloadable!] 2007 Local financing through capital markets by Alexandru, Ciprian Antoniade [Downloadable!] 2007 ABS, MBS and CDO compared: an empirical analysis by Vink, Dennis [Downloadable!] 2007 Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives by Francois-Éric Racicot [Downloadable!] 2007 Programmes de volatilité stochastique et de volatilité implicite : applications Visual Basic (Excel) et Matlab by Francois-Éric Racicot & Raymond Théoret [Downloadable!] 2007 Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms by Attiya Y. Javid [Downloadable!] 2007 The Relationship between Corporate Governance Indicators and Firm Value: A Case Study of Karachi Stock Exchange by Attiya Y. Javed & Robina Iqbal [Downloadable!] 2007 Does Competitive Pricing Cause Market Breakdown under Extreme Adverse Selection? by George J. Mailath & Georg Noldeke [Downloadable!] 2007 Geography and Industry Meets Venture Capital by Yochanan Shachmurove [Downloadable!] 2007 Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation: Linking Investor Behaviors to EGARCH by Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada [Downloadable!] 2007 Rare Disasters, Asset Prices, and Welfare Costs by Robert J. Barro [Downloadable!] 2007 How Sovereign is Sovereign Credit Risk? by Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton [Downloadable!] 2007 Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data by Dirk Krueger & Hanno Lustig & Fabrizio Perri [Downloadable!] 2007 The Long and the Short End of the Term Structure of Policy Rules by Josephine M. Smith & John B. Taylor [Downloadable!] 2007 When Does a Mutual Fund's Trade Reveal its Skill? by Zhi Da & Pengjie Gao & Ravi Jagannathan [Downloadable!] 2007 The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch [Downloadable!] 2007 Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach by Francis X. Diebold & Canlin Li & Vivian Z. Yue [Downloadable!] 2007 Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models by Robert J. Shiller [Downloadable!] 2007 A Multiplier Approach to Understanding the Macro Implications of Household Finance by YiLi Chien & Harold Cole & Hanno Lustig [Downloadable!] 2007 Understanding the Accrual Anomaly by Jin Ginger Wu & Lu Zhang & X. Frank Zhang [Downloadable!] 2007 Measuring the Returns to R&D: The Depreciation Problem by Bronwyn H. Hall [Downloadable!] 2007 An Asset-Pricing View of External Adjustment by Anna Pavlova & Roberto Rigobon [Downloadable!] 2007 Construction and Interpretation of Model-Free Implied Volatility by Torben G. Andersen & Oleg Bondarenko [Downloadable!] 2007 No-Arbitrage Taylor Rules by Andrew Ang & Sen Dong & Monika Piazzesi [Downloadable!] 2007 Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices by Xavier Gabaix [Downloadable!] 2007 Estimating the Equity Premium by John Y. Campbell [Downloadable!] 2007 Cracking the Conundrum by David K. Backus & Jonathan H. Wright [Downloadable!] 2007 Mortgage Timing by Ralph S.J Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh [Downloadable!] 2007 Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors by A. Craig Burnside [Downloadable!] 2007 Bubbles in Prices of Exhaustible Resources by Boyan Jovanovic [Downloadable!] 2007 Neoclassical Factors by Long Chen & Lu Zhang [Downloadable!] 2007 The Fundamentals of Commodity Futures Returns by Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst [Downloadable!] 2007 Risk Based Explanations of the Equity Premium by John Donaldson & Rajnish Mehra [Downloadable!] 2007 Long-Run Risks and Financial Markets by Ravi Bansal [Downloadable!] 2007 Investor Sentiment in the Stock Market by Malcolm Baker & Jeffrey Wurgler [Downloadable!] 2007 Exchange Rate Fundamentals and Order Flow by Martin D. D. Evans & Richard K. Lyons [Downloadable!] 2007 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment by Craig Burnside [Downloadable!] 2007 Do Security Analysts Speak in Two Tongues? by Ulrike Malmendier & Devin Shanthikumar [Downloadable!] 2007 Cointegration and Consumption Risks in Asset Returns by Ravi Bansal & Robert Dittmar & Dana Kiku [Downloadable!] 2007 Rational Pessimism, Rational Exuberance, and Asset Pricing Models by Ravi Bansal & A. Ronald Gallant & George Tauchen [Downloadable!] 2007 The Earnings Announcement Premium and Trading Volume by Owen Lamont & Andrea Frazzini [Downloadable!] 2007 Global Currency Hedging by John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira [Downloadable!] 2007 The Incentives to Start New Companies: Evidence from Venture Capital by Robert E. Hall & Susan E. Woodward [Downloadable!] 2007 Return Persistence and Fund Flows in the Worst Performing Mutual Funds by Jonathan B. Berk & Ian Tonks [Downloadable!] 2007 Regularities by Laura X. L. Liu & Toni Whited & Lu Zhang [Downloadable!] 2007 Durability of Output and Expected Stock Returns by Joao F. Gomes & Leonid Kogan & Motohiro Yogo [Downloadable!] 2007 Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models by Torben G. Andersen & Luca Benzoni [Downloadable!] 2007 Beliefs, Doubts and Learning: Valuing Economic Risk by Lars Peter Hansen [Downloadable!] 2007 Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns by Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker [Downloadable!] 2007 Market Liquidity and Funding Liquidity by Markus K. Brunnermeier & Lasse Heje Pedersen [Downloadable!] 2007 Stocks as Lotteries: The Implications of Probability Weighting for Security Prices by Nicholas Barberis & Ming Huang [Downloadable!] 2007 The Term Structure of Real Rates and Expected Inflation by Andrew Ang & Geert Bekaert & Min Wei [Downloadable!] 2007 Activity-Based Valuation of Bank Holding Companies by Charles W. Calomiris & Doron Nissim [Downloadable!] 2007 Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson [Downloadable!] 2007 The Demand for Treasury Debt by Arvind Krishnamurthy & Annette Vissing-Jorgensen [Downloadable!] 2007 Slow Moving Capital by Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino [Downloadable!] 2007 Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow? by Borja Larrain & Motohiro Yogo [Downloadable!] 2007 Risk, Return and Dividends by Andrew Ang & Jun Liu [Downloadable!] 2007 The determinants of stock and bond return comovements by Lieven Baele & Geert Bekaert & Koen Inghelbrecht [Downloadable!] 2007 Risk and Predictability of Singapore’s Direct Residential Real Estate Market by Qin Xiao & Weihong Huang [Downloadable!] 2007 Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? by Gael M. Martin & Andrew Reidy & Jill Wright [Downloadable!] 2007 A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation by Xibin Zhang & Robert D. Brooks & Maxwell L. King [Downloadable!] 2007 Pricing bivariate option under GARCH-GH model with dynamic copula : application for Chinese market by Dominique Guégan & Jing Zhang [Downloadable!] 2007 Global and local stationary modelling in finance : theory and empirical evidence by Dominique Guégan [Downloadable!] 2007 The role of demographic variables in explaining financial returns in Italy by Marianna Brunetti & Costanza Torricelli [Downloadable!] 2007 A Sum&Discount Method for Appraising Firms: An Illustrative Example by Carlo Alberto Magni [Downloadable!] 2007 A Sum&Discount Method for Appraising Firms: An Illustrative Example by Carlo Alberto Magni [Downloadable!] 2007 Valuing American Style Options by Least Squares Methods by Mario Cerrato & Kan Kwok Cheung [Downloadable!] 2007 Understanding Labour Market Frictions: A Tobin’s Q Approach by Parantap Basu [Downloadable!] 2007 Asset pricing implications for a New Keynesian model by Bianca De Paoli, Alasdair Scott, Olaf Weeken [Downloadable!] 2007 Exchange Rate Monitoring Bands: Theory and Policy by Luisa Corrado & Marcus Miller & Lei Zhang [Downloadable!] 2007 Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities by Renatas Kizys & Peter Spencer [Downloadable!] 2007 Do emerging markets benefit from index inclusion? by Burcu Hacibedel & Jos van Bommel [Downloadable!] 2007 Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt by Jens Hilscher & Yves Nosbusch [Downloadable!] 2007 ICAPM with time-varying risk aversion by Paulo Maio [Downloadable!] 2007 The Determinnts of Short Selling in the Hong Kong Equities Market by Michael McKenzie & Olan T. Henry [Downloadable!] 2007 Dynamic Effects of Increasing Heterogeneity in Financial Markets by Ahmad Naimzada & Giorgio Ricchiuti [Downloadable!] 2007 A market microstructure explanation of IPOs underpricing by Patarick Leoni [Downloadable!] 2007 Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs by Maurice J. Roche & Michael J. Moore [Downloadable!] 2007 A Reduced Form Model of Default Spreads with Markov Switching Macroeconomic Factors by Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato [Downloadable!] 2007 Benchmarks in Aggregate Household Portfolios by Pascal ST-AMOUR [Downloadable!] 2007 Complete Monotonicity of the Representative Consumer's Discount Factor by Chiaki Hara [Downloadable!] 2007 Systematic Mispricing in European Equity Prices? by Marian Berneburg [Downloadable!] 2007 Ume Y La Integración De Los Mercados De Capitales Europeos: Relevancia Del Tipo De Cambio Y La Inflación by Alfredo Juan Grau Grau & Begoña Font Belaire [Downloadable!] 2007 An Arbitrage Model for the Stock Price Adjustment in the Dividend Period by Maria Rosa Borges [Downloadable!] 2007 Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS by Naohiko Baba & Masakazu Inada [Downloadable!] 2007 Firms vs. insiders as traders of last resort by José M. Marín & Antoni Sureda-Gomila [Downloadable!] 2007 The dog that did not bark: Insider trading and crashes by José M. Marín & Jacques Olivier [Downloadable!] 2007 Robust Equilibrium Yield Curves by Isaac Kleshchelski & Nicolas Vincent [Downloadable!] 2007 Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns by Brunnermeier, Markus & Gollier, Christian & Parker, Jonathan [Downloadable!] 2007 Estimating, Filtering and Forecasting Realized Betas by Claudio Morana [Downloadable!] 2007 Copula-Based Default Dependence Modelling: Where Do We Stand? by Elisa Luciano [Downloadable!] 2007 Why Managers Hold Shares of Their Firms: An Empirical Analysis by Ulf von Lilienfeld-Toal & Stefan Ruenzi [Downloadable!] 2007 Sensitivities for Bermudan Options by Regression Methods by Denis Belomestny & Grigori Milstein & John Schoenmakers [Downloadable!] 2007 Long Memory Persistence in the Factor of Implied Volatility Dynamics by Wolfgang Härdle & Julius Mungo [Downloadable!] 2007 Time Series Modelling with Semiparametric Factor Dynamics by Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park [Downloadable!] 2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter by Wen-Jen Tsay & Wolfgang Härdle [Downloadable!] 2007 Empirical Pricing Kernels and Investor Preferences by Kai Detlefsen & Wolfgang Härdle & Rouslan Moro [Downloadable!] 2007 Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes by Matthias Fischer [Downloadable!] 2007 Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model by Harald Uhlig [Downloadable!] 2007 Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model by Harald Uhlig [Downloadable!] 2007 Money and Inflation by Ansgar Belke & Thorsten Polleit [Downloadable!] 2007 Share Price Disparity in Chinese Stock Markets by Tom Fong & Alfred Wong & Ivy Yong [Downloadable!] 2007 Measuring Market Sentiment in Hong Kong's Stock Market by Ip-wing Yu & Chi-sang Tam [Downloadable!] 2007 Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules by Hara, Chiaki & Huang, James & Kuzmics, Christoph [Downloadable!] 2007 Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach by Takamizawa, Hideyuki & Shoji, Isao [Downloadable!] 2007 Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina [Downloadable!] 2007 The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates by Hasseltoft, Henrik [Downloadable!] 2007 High-Speed Natural Selection in Financial Markets with Large State Spaces by Fedyk, Yuriy & Walden, Johan [Downloadable!] 2007 Earnings Inequality and the Equity Premium by Walentin, Karl [Downloadable!] 2007 Strategic Insider Trading Equilibrium: A Forward Integration Approach by Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt [Downloadable!] 2007 Simplifying and generalizing some efficient frontier and CAPM related results by Ekern, Steinar [Downloadable!] 2007 Risk Exchange as a Market or Production Game by Borglin, Anders & Flåm, Sjur [Downloadable!] 2007 Option Pricing by Mathematical Programming by Flåm, Sjur [Downloadable!] 2007 Ambiguity Aversion, the Equity Premium and the Welfare Costs of Business Cycles by Alonso, Irasema & Prado, Jr., Jose Mauricio [Downloadable!] 2007 Capital Structure Arbitrage: Model Choice and Volatility Calibration by Bajlum, Claus & Tind Larsen, Peter [Downloadable!] 2007 Monetary policy, expected inflation and inflation risk premia by Ravenna , Federico & Seppälä, Juha [Downloadable!] 2007 Whose trades convey information? Evidence from a cross-section of traders by Menkhoff, Lukas & Schmeling, Maik [Downloadable!] 2007 Stock Market Valuation and Monopolistic Competition: a Dynamic Stochastic General Equilibrium Approach by Gabriel Talmain [Downloadable!] 2007 Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information by Alexis Derviz [Downloadable!] 2007 2007 Housing Bubble Update: 10 Economic Indicators to Watch by Dean Baker [Downloadable!] 2007 Forecasting Cross-Section Stock Returns using The Present Value Model by George Bulkley & Richard Holt [Downloadable!] 2007 Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models by Shiller, Robert J. [Downloadable!] 2007 The Changing Nature of Chapter 11 by Bharath, Sreedhar T. & Panchapegesan, Venky & Werner, Ingrid [Downloadable!] 2007 Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World by Karolyi, G. Andrew & Lee, Kuan Hui & van Dijk, Mathijs A. [Downloadable!] 2007 Dynamic trading and asset prices: Keynes vs. Hayek by Cespa, Giovanni & Vives, Xavier [Downloadable!] 2007 A more realistic valuation: APV and WACC with constant book leverage ratio by Fernandez, Pablo [Downloadable!] 2007 110 common errors in company valuations by Fernandez, Pablo & Bilan, Andrada [Downloadable!] 2007 Rentabilidad de los fondos de inversión en España. (1991-2006) by Fernandez, Pablo & Carabias, Jose M. & Miguel, Lucia [Downloadable!] 2007 Rentabilidad de los fondos de inversión de renta variable nacional en España (1991-2006) by Fernandez, Pablo & Carabias, Jose M. & Miguel, Lucia [Downloadable!] 2007 Valoración de marcas e intangibles by Fernandez, Pablo [Downloadable!] 2007 El peligro de utilizar betas calculadas by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2007 120 errores en valoraciones de empresas by Fernandez, Pablo [Downloadable!] 2007 Creación de valor para los accionistas de bancos españoles (1991-2006) by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2007 Creación de valor para los accionistas de las eléctricas españolas (1991-2006) by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2007 Creación de valor para los accionistas de Bankinter (1991-2006) by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2007 Rentabilidad y creación de valor de las empresas españolas en 2006 (y en el periodo 1993-2006) by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2007 Creación de valor para los accionistas de Repsol. 1991-2006 by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2007 Rentabilidad y creación de valor para los accionistas de las empresas españolas y del IBEX 35. 1993-2006 by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2007 Exchange Rate Exposure of Sectoral Returns and Volatilities- Evidence from Japanese Industrial Sectors by Ananda Jayawickrama & Tilak Abeysinghe [Downloadable!] 2007 Autorité et flexibilité : quand la théorie des options interroge by Camille Chaserant [Downloadable!] 2007 Factors Affecting the Credit Spreads Behaviour of USD Malaysian Bonds by Chee Jin Yap & Gerard Gannon [Downloadable!] 2007 Socially Responsible Investments: Methodology, Risk and Performance by Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C. [Downloadable!] 2007 The Price of Ethics: Evidence from Socially Responsible Mutual Funds by Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C. [Downloadable!] 2007 Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models by Robert J. Shiller [Downloadable!] 2007 Information Loss in Volatility Measurement with Flat Price Trading by Peter C.B. Phillips & Jun Yu [Downloadable!] 2007 Simulation-based Estimation of Contingent-claims Prices by Peter C.B. Phillips & Jun Yu [Downloadable!] 2007 Transition Modeling and Econometric Convergence Tests by Peter C.B. 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Taylor [Downloadable!] 2007 A better asymmetric model of changing volatility in stock returns: Trend-GARCH by Christian Bauer [Downloadable!] 2007 Two-fund separation in dynamic general equilibrium by Schmedders, Karl [Downloadable!] 2007 Absolute Risk Aversion on the Romanian Capital Market by Paun, Cristian & Brasoveanu, Iulian & Musetescu, Radu [Downloadable!] 2007 Asset Pricing with Idiosyncratic Risk and Overlapping Generations by Kjetil Storesletten & Chris Telmer & Amir Yaron [Downloadable!] 2007 The Interest Rate Transmission Mechanism And The Management Of Interest Margin In The Context Of Czech National Bank Disinflation Policy by Karel Brůna [Downloadable!] 2007 Yield Curve Construction Using Government Bonds In The Czech Republic by Jiří Málek & Jarmila Radová & Filip Štěrba [Downloadable!] 2007 Monetary Policy, Trend Inflation Changes And Volatility Of Interest Rates Relations: An Analysis Of Long-Term Interest Rate Dynamics In The Context Of Changes In Czech National Bank Repo Rate by Karel Brůna [Downloadable!] 2007 Wavelet Decomposition Of The Financial Market by Lukáš Vácha & Miloslav Vošvrda [Downloadable!] 2007 Monetary Policy And Asset Prices: What Role For Central Banks In New Eu Member States? by Jan Frait & Luboš Komárek [Downloadable!] 2007 Fractal Properties Of The Financial Market by Lukáš Vácha [Downloadable!] 2007 The Cost Of Equity Of Portuguese Public Firms: A Downside Risk Approach by Ricardo Pereira 2007 Análisis Media-semivarianza: Una Aplicación A Las Primas De Riesgo En El Mercado De Valores Español/Mean-semivariance Analysis: An Application To Risk Premiums In The Spanish Stock Market by MIRALLES MARCELO, JOSÉ LUIS & MIRALLES QUIRÓS, MARÍA DEL MAR & MIRALLES QUIRÓS, JOSÉ LUIS. 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Evidence from the Brazilian Mercantile and Futures Exchange by Marcelo Fernandes & Marco Aurélio dos Santos Rocha [Downloadable!] 2006 Taxation and Transaction Costs in a General Equilibrium Asset Economy by Frank Milne & Xing Jin [Downloadable!] 2006 Financial Condition Index and interest rate settings: a comparative analysis by Alberto Montagnoli & Oreste Napolitano [Downloadable!] 2006 Implied Volatility using Variance Decomposition Method by Kim, Joocheol & Kim, WooWhan & Kim, KiHyung [Downloadable!] 2006 The exact value for European options on a stock paying a discrete dividend by Amaro de Matos, Joao & Dilao, Rui & Ferreira, Bruno [Downloadable!] 2006 Equilibrium price dynamics in an overlapping-generations exchange economy by Brito, Paulo & Dilao, Rui [Downloadable!] 2006 CAPM-based capital budgeting and nonadditivity by Magni, Carlo Alberto [Downloadable!] 2006 Consumption and Expected Asset Returns without Assumptions About Unobservables by Whelan, Karl [Downloadable!] 2006 Zelig and the Art of Measuring Excess Profit by magni, Carlo Alberto [Downloadable!] 2006 How a small open economy's asset are priced by heterogeneous international investors by Chang, Yanqin [Downloadable!] 2006 Time series properties of ARCH processes with persistent covariates by Han, Heejoon & Park, Joon Y. 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[Downloadable!] 2006 Further evidence on the impact of economic news on interest rates by Ielpo, Florian & Guégan, Dominique [Downloadable!] 2006 Driven to distraction: Extraneous events and underreaction to earnings news by Hirshleifer, David & Lim, Sonya Seongyeon & Teoh, Siew Hong [Downloadable!] 2006 Stock market volatiltity around national elections by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz [Downloadable!] 2006 Asset allocation approach to understanding stock market dynamics by Nuttall, John [Downloadable!] 2006 Risk Premia, diverse belief and beauty contests by Kurz, Mordecai & Motolese, Maurizio [Downloadable!] 2006 Beauty contests under private information and diverse beliefs: how different? by Kurz, Mordecai [Downloadable!] 2006 A comparative analysis of correlation skew modeling techniques for CDO index tranches by Claudio, Ferrarese [Downloadable!] 2006 Some critical comments on credit risk modeling by ilya, gikhman [Downloadable!] 2006 Fixed-income instrument pricing by ilya, gikhman [Downloadable!] 2006 Memory and Asset Pricing Models with Heterogeneous Beliefs by Verbic, Miroslav [Downloadable!] 2006 An Interpretation of An Affine Term Structure Model for Chile by Juan Marcelo, Ochoa [Downloadable!] 2006 A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited by Alain Coen & Francois-Éric Racicot [Downloadable!] 2006 Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors by Francois-Éric Racicot & Raymond Théoret & Alain Coen [Downloadable!] 2006 Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes by Francois-Éric Racicot & Raymond Théoret [Downloadable!] 2006 La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC) by Francois-Éric Racicot & Raymond Théoret [Downloadable!] 2006 Les modèles HJM et LMM revisités by Francois-Éric Racicot & Raymond Théoret [Downloadable!] 2006 La Value-at-Risk: Modèles de la VaR, simulations en Visual Basic (Excel) et autres mesures récentes du risque de marché by Francois-Éric Racicot & Raymond Théoret [Downloadable!] 2006 Stock Splits: Real Effects or Just a Question of Maths? An Empirical Analysis of the Portuguese Case by Jorge Farinha & Nuno Filipe Basílio [Downloadable!] 2006 Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version by Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova [Downloadable!] 2006 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse [Downloadable!] 2006 Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints by Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova [Downloadable!] 2006 Adjusting the CAPM for Threshold Effects: An Application to Food and Agribusiness Stocks by Christine Wilson & Allen Featherstone [Downloadable!] 2006 Can Perpetual Learning Explain the Forward Premium Puzzle? by George W. Evans & Avik Chakraborty [Downloadable!] 2006 Asset Return Dynamics and Learning by Wiliam Branch & George W. Evans [Downloadable!] 2006 Stock Price Volatility and Patent Citation Dynamics: the case of the pharmaceutical industry by Mariana Mazzucato & Massimiliano Tancioni 2006 Interactions Between Monetary and Fiscal Policy: How Monetary Conditions Affect Fiscal Consolidation by Rudiger Ahrend & Pietro Catte & Robert Price [Downloadable!] 2006 The Persistence and Predictive Power of the Dividend-Price Ratio by Cheolbeom Park [Downloadable!] 2006 High Dimensional Yield Curves: Models and Forecasting by Clive Bowsher & Roland Meeks [Downloadable!] 2006 The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure by Clive G. Bowsher & Roland Meeks 2006 Money Illusion and Housing Frenzies by Markus K. Brunnermeier & Christian Julliard [Downloadable!] 2006 Multifrequency Jump-Diffusions: An Equilibrium Approach by Laurent E. Calvet & Adlai J. Fisher [Downloadable!] 2006 Heterogeneous Expectations and Bond Markets by Wei Xiong & Hongjun Yan [Downloadable!] 2006 Can Housing Collateral Explain Long-Run Swings in Asset Returns? by Hanno Lustig & Stijn Van Nieuwerburgh [Downloadable!] 2006 On the Welfare Costs of Consumption Uncertainty by Robert J. Barro [Downloadable!] 2006 Long Term Risk: An Operator Approach by Lars Peter Hansen & Jose Scheinkman [Downloadable!] 2006 Equilibrium Yield Curves by Monika Piazzesi & Martin Schneider [Downloadable!] 2006 Financially Constrained Stock Returns by Dmitry Livdan & Horacio Sapriza & Lu Zhang [Downloadable!] 2006 Linear Approximations and Tests of Conditional Pricing Models by Michael W. Brandt & David A. Chapman [Downloadable!] 2006 The Equity Premium Implied by Production by Urban Jermann [Downloadable!] 2006 Benchmarking Money Manager Performance: Issues and Evidence by Josef Lakonishok & Louis Chan & Stephen G. Dimmock [Downloadable!] 2006 The Equity Premium in India by Rajnish Mehra [Downloadable!] 2006 Recursive Competitive Equilibrium by Rajnish Mehra [Downloadable!] 2006 Intertemporal Consumption Choices, Transaction Costs and Limited Participation to Financial Markets: Reconciling Data and Theory by Orazio P. Attanasio & Monica Paiella [Downloadable!] 2006 What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation by Nicholas Barberis & Wei Xiong [Downloadable!] 2006 The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle by Nicholas Barberis & Ming Huang [Downloadable!] 2006 Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz [Downloadable!] 2006 A Skeptical Appraisal of Asset-Pricing Tests by Jonathan Lewellen & Stefan Nagel & Jay Shanken [Downloadable!] 2006 The Performance of International Equity Portfolios by Charles P. Thomas & Francis E. Warnock & Jon Wongswan [Downloadable!] 2006 Equity Premia with Benchmark Levels of Consumption: Closed-Form Results by Andrew B. Abel [Downloadable!] 2006 Noise Traders by James Dow & Gary Gorton [Downloadable!] 2006 Risk, Uncertainty and Asset Prices by Geert Bekaert & Eric Engstrom & Yuhang Xing [Downloadable!] 2006 Stock and Bond Returns with Moody Investors by Geert Bekaert & Eric Engstrom & Steven R. Grenadier [Downloadable!] 2006 Is IPO Underperformance a Peso Problem? by Andrew Ang & Li Gu & Yael V. Hochberg [Downloadable!] 2006 Household Finance by John Y. Campbell [Downloadable!] 2006 Investment Taxes and Equity Returns by Clemens Sialm [Downloadable!] 2006 Reconciling the Return Predictability Evidence by Martin Lettau & Stijn Van Nieuwerburgh [Downloadable!] 2006 Testing Portfolio Efficiency with Conditioning Information by Wayne E. Ferson & Andrew F. Siegel [Downloadable!] 2006 Is There Hedge Fund Contagion? by Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz [Downloadable!] 2006 Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations by Jay Shanken & Guofu Zhou [Downloadable!] 2006 Valuation in Over-the-Counter Markets by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen [Downloadable!] 2006 Optimal Value and Growth Tilts in Long-Horizon Portfolios by Jakub W. Jurek & Luis M. Viceira [Downloadable!] 2006 Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk by Leora Friedberg & Anthony Webb [Downloadable!] 2006 Dividend Taxes and Firm Valuation: New Evidence by Alan J. Auerbach & Kevin A. Hassett [Downloadable!] 2006 The term structure of interest rates in a DSGE model by Marina Emiris [Downloadable!] 2006 A multi-factor model for the valuation and risk managment of demand deposits by Hans Dewachter & Marco Lyrio & Konstantijn Maes [Downloadable!] 2006 Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul by Qin Xiao & Randolph Gee Kwang Tan [Downloadable!] 2006 Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles by Qin Xiao & Randolph Gee Kwang Tan [Downloadable!] 2006 Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility by Gael M. Martin & Andrew Reidy & Jill Wright [Downloadable!] 2006 Change analysis of dynamic copula for measuring dependence in multivariate financial data by Dominique Guégan & Jing Zhang [Downloadable!] 2006 The wedge of arbitrage free prices : anything goes by Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky [Downloadable!] 2006 Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History by Péter Banczúr & Cosmin Ilut [Downloadable!] 2006 Strategic Urban Development under Uncertainty by Flavia Cortelezzi & Pierpaolo Giannoccolo [Downloadable!] 2006 Heterogeneous Fundamentalists and Imitative Processes by Ahmad Naimzada & Giorgio Ricchiuti [Downloadable!] 2006 Intangible Capital, Corporate Valuation and Asset Pricing by Jean-Pierre DANTHINE & Xiangrong JIN [Downloadable!] 2006 Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks by Chiaki Hara & James Huang & Christoph Kuzmics [Downloadable!] 2006 Representative Consumer’s Risk Aversion and Efficient Risk-Sharing Rules by Chiaki Hara & James Huang & Christoph Kuzmics [Downloadable!] 2006 Decreasing Relative Risk Premium by Frank Hansen [Downloadable!] 2006 Wieweit tragen rationale Modelle in der Finanzmarktforschung? by Günter Franke & Thomas Weber [Downloadable!] 2006 Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model¤ by Günter Franke & Erik Lüders [Downloadable!] 2006 Supply of Money by William Barnett [Downloadable!] 2006 Divisia Monetary Index by William Barnett [Downloadable!] 2006 Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up? by William Barnett & Ousmane Seck [Downloadable!] 2006 Financial predictors of real activity and the propagation of aggregate shocks by Johann Burgstaller [Downloadable!] 2006 Excess Volatility in European Equity Style Indices - New Evidence by Marian Berneburg [Downloadable!] 2006 New Evidence On Expiration-Day Effects Using Realized Volatility: An Intraday Analysis For The Spanish Stock Exchange by Juan A. Lafuente & Manuel Illueca Muñoz [Downloadable!] 2006 Equilibrium price dynamics in an overlapping-generations exchange economy by Paulo Brito & Rui Dilao [Downloadable!] 2006 How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders by Todd B. Walker [Downloadable!] 2006 Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders by Kenneth Kasa & Todd B. Walker & Charles H. Whiteman [Downloadable!] 2006 Indexed Bonds and Revisions of Inflation Expectations by Reschreiter, Andreas [Downloadable!] 2006 Real and Nominal UK Interest Rates, ERM Membership and Inflation Targeting by Reschreiter, Andreas [Downloadable!] 2006 Functional Rational Expectations Equilibria in Market Games by Shorish, Jamsheed [Downloadable!] 2006 Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem by Nuno Cassola & Christian Ewerhart & Claudio Morana [Downloadable!] 2006 Regression methods in pricing American and Bermudan options using consumption processes by Denis Belomestny & Grigori N. Milstein & Vladimir Spokoiny [Downloadable!] 2006 An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems by Denis Belomestny & Pavel V. Gapeev [Downloadable!] 2006 Adaptive Simulation Algorithms for Pricing American and Bermudian Options by Local Analysis of Financial Market by Denis Belomestny & Grigori Milstein [Downloadable!] 2006 A jump-diffusion Libor model and its robust calibration by Denis Belomestny & John Schoenmakers [Downloadable!] 2006 Time Dependent Relative Risk Aversion by Enzo Giacomini & Michael Handel & Wolfgang K. Härdle [Downloadable!] 2006 Calibration Risk for Exotic Options by Kai Detlefsen & Wolfgang Härdle [Downloadable!] 2006 The Impacts of "Shock Therapy" on Large and Small Clients: Experiences from Two Large Bank Failures in Japan by Fukuda, Shin-ichi & Koibuchi, Satoshi [Downloadable!] 2006 Stock Data, Trade Durations, And Limit Order Book Information by Simonsen, Ola [Downloadable!] 2006 Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements? by Hellström, Jörgen & Simonsen, Ola [Downloadable!] 2006 Taxation, Dividend Payments and Ex-Day Price Changes by Daunfeldt, Sven-Olov & Selander, Carina & Wikström, Magnus [Downloadable!] 2006 Effects of Explanatory Variables in Count Data Moving Average Models by Brännäs, Kurt & Lönnbark, Carl [Downloadable!] 2006 Time Series Modelling Of High Frequency Stock Transaction Data by Quoreshi, Shahiduzzaman [Downloadable!] 2006 A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2006 LongMemory, Count Data, Time Series Modelling for Financial Application by Quoreshi, Shahiduzzaman [Downloadable!] 2006 Closed form spread option valuation by Bjerksund, Petter & Stensland, Gunnar [Downloadable!] 2006 Pricing Implications of Shared Variance in Liquidity Measures by Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A. [Downloadable!] 2006 A Dozen Consistent CAPM-Related Valuation Models - So Why Use the Incorrect One? by Ekern, Steinar [Downloadable!] 2006 The Nonequivalence of the Earnings and Dividends Approaches to Equity Valuation by Stecher, Jack D. [Downloadable!] 2006 Evaluating a nonlinear asset pricing model on international data by Asgharian, Hossein & Karlsson, Sonnie 2006 The effect of lenders’ credit risk transfer activities on borrowing firms’ equity returns by Marsh , Ian W [Downloadable!] 2006 A global house price bubble? 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Erik [Downloadable!] 2006 A general formula for the WACC: A correction by Fernandez, Pablo [Downloadable!] 2006 Descensos memorables en las cotizaciones: Telepizza y Boston Chicken by Fernandez, Pablo [Downloadable!] 2006 The equity premium in finance and valuation textbooks by Fernandez, Pablo [Downloadable!] 2006 Creación de valor para los accionistas de Bankinter by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2006 Creación de valor para los accionistas de Repsol by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2006 Creación de valor para los accionistas de Unión Fenosa by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2006 Creación de valor para los accionistas de Endesa by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2006 Creación de valor para los accionistas de Iberdrola by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2006 Creación de valor para los accionistas del Banco Popular by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2006 Creación de valor para los accionistas de BBVA by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2006 Creación de valor para los accionistas del Banco Santander by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2006 Creación de valor para los accionistas de Telefónica by Fernandez, Pablo & Carabias, Jose M. [Downloadable!] 2006 The correct value of tax shields: An analysis of 23 theories by Fernandez, Pablo [Downloadable!] 2006 Euro Stoxx 50: 1997-2005. Shareholder value creation in Europe by Fernandez, Pablo & Carabias, Jose M. & Aznarez, Julio & Carbonell, Oscar E. [Downloadable!] 2006 Rentabilidad y creación de valor para los accionistas de las empresas españolas y del IBEX 35. 1993-2005 by Fernandez, Pablo & Martinez, Jon [Downloadable!] 2006 A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets by Coeurdacier, Nicolas & Guibaud, Stéphane [Downloadable!] 2006 Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi [Downloadable!] 2006 Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique by Slim Chaouachi & Fredj Jawadi 2006 Rentabilité d'actifs et fluctuations économiques : une perspective d'équilibre général dynamique et stochastique by Kevin Elie Beaubrun-Diant & Julien Matheron [Downloadable!] 2006 Création de valeur actionnariale et chômage dans un modèle WS-PS by Nicolas Piluso [Downloadable!] 2006 Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia by Kerstin Bernoth & Guntram Wolff [Downloadable!] 2006 Indicator and boundaries of financial stability by Jan Willem van den End [Downloadable!] 2006 House Prices and Affordability - A First and Second Look Across Countries by Dirk Brounen & Peter Neuteboom & Arjen van Dijkhuizen [Downloadable!] 2006 Do U.S. Paintings Follow the CAPM? Findings Disaggregated by Subject, Artist, and Value of the Work by Richard J. Agnello [Downloadable!] 2006 On Estimating an Asset's Implicit Beta by Sven Husmann & Andreas Stephan [Downloadable!] 2006 Famille de fonds de pension, performance et persistance de la performance by Fabrice Hervé [Downloadable!] 2006 Les fonds de pension protègent-ils les investisseurs des évolutions du marché? by Fabrice Hervé [Downloadable!] 2006 Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount by Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu [Downloadable!] 2006 Corporate Restructuring and Bondholder Wealth by Renneboog, L.D.R. & Szilagy, Peter G. [Downloadable!] 2006 The econometric analysis of microscopic simulation models by Li, Youwei & Donkers, Bas & Melenberg, Bertrand [Downloadable!] 2006 The convertible arbitrage strategy analyzed by Loncarski, Igor & Horst, Jenke ter & Veld, Chris [Downloadable!] 2006 The non- and semiparametric analysis of MS models : some applications by Li, Youwei & Donkers, Bas & Melenberg, Bertrand [Downloadable!] 2006 How do mergers and acquisitions affect bondholders in Europe? : evidence on the impact and spillover of governance and legal standards by Renneboog, L.D.R. & Szilagyi, Peter G. [Downloadable!] 2006 Corporate restructuring and bondholder wealth by Renneboog, L.D.R. & Szilagyi, Peter G. [Downloadable!] 2006 Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy by Troy Davig & Jeffrey R. Gerlach [Downloadable!] 2006 Extreme Adverse Selection, Competitive Pricing, and Market Breakdown by George J. Mailath & Georg Noldeke [Downloadable!] 2006 Stock-bond correlation and the bond quality ratio: Removing the discount factor to generate a “deflated” stock index by Andrea Terzi & Giovanni Verga [Downloadable!] 2006 New-Keynesian Macroeconomics and the Term Structure by Bekaert, Geert & Cho, Seonghoon & Moreno, Antonio [Downloadable!] 2006 International Stock Return Comovements by Bekaert, Geert & Hodrick, Robert J & Zhang, Xiaoyan [Downloadable!] 2006 Stock and Bond Returns with Moody Investors by Bekaert, Geert & Engstrom, Eric & Grenadier, Steve [Downloadable!] 2006 Risk, Uncertainty and Asset Prices by Bekaert, Geert & Engstrom, Eric & Xing, Yuhang [Downloadable!] 2006 The Irrelevance of Market Incompleteness for the Price of Aggregate Risk by Krüger, Dirk & Lustig, Hanno [Downloadable!] 2006 Intangible Capital, Corporate Valuation and Asset Pricing by Danthine, Jean-Pierre & Jin, Xiangrong [Downloadable!] 2006 Global Private Information in International Equity Markets by Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin [Downloadable!] 2006 Multiplicity in General Financial Equilibrium with Portfolio Constraints by Basak, Suleyman & Cass, David & Licari, Juan Manuel & Pavlova, Anna [Downloadable!] 2006 Optimal Value and Growth Tilts in Long-Horizon Portfolios by Jurek, Jakub W & Viceira, Luis M [Downloadable!] 2006 Predictability in Financial Markets: What Do Survey Expectations Tell Us? by Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric [Downloadable!] 2006 The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns by Bhamra, Harjoat Singh & Uppal, Raman [Downloadable!] 2006 Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets by Pijoan-Mas, Josep [Downloadable!] 2006 Asymmetric Information in the Stock Market: Economic News and Co-movement by Albuquerque, Rui & Vega, Clara [Downloadable!] 2006 Hedge Funds: Performance, Risk and Capital Formation by Fung, William & Hsieh, David A & Naik, Narayan & Ramadorai, Tarun [Downloadable!] 2006 The Declining Equity Premium: What Role Does Macroeconomic Risk Play? by Lettau, Martin & Ludvigson, Sydney & Wachter, Jessica [Downloadable!] 2006 Valuation in Over-the-Counter Markets by Duffie, Darrell & Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje [Downloadable!] 2006 Are the markets for factories and offices integrated? Evidence from Hong Kong? by Charles Ka Yui Leung & Peiling Wei & Siu Kei Wong [Downloadable!] 2006 Are the markets for factories and offices integrated? Evidence from Hong Kong? by Charles Ka Yui Leung & Peiling Wei & Siu Kei Wong [Downloadable!] 2006 Underinvestment vs. Overinvestment: Evidence from Price Reactions to Pension Contributions by Francesco A. Franzoni [Downloadable!] 2006 Benchmarks in Aggregate Household Portfolios by Pascal St-Amour [Downloadable!] 2006 Bankcruptcy Law and Firms’ Behavior by Anne Epaulard & Aude Pommeret [Downloadable!] 2006 House Prices, Real Estate Returns and the Business Cycle by Ivan Jaccard [Downloadable!] 2006 The Impact of News on Higher Moments by Eric Jondeau & Michael Rockinger [Downloadable!] 2006 The Quality of Public Information and The Term Structure of Interest Rates by Frederik Lundtofte [Downloadable!] 2006 Intangible Capital, Corporate Valuation and Asset Pricing by Jean-Pierre Danthine & Xiangrong JIN [Downloadable!] 2006 What Jump Process to use to Model S&P500 Returns? by Maria Semenova [Downloadable!] 2006 Model Combination and Stock Return Predictability by Matthias Hagmann & Joachim Loebb [Downloadable!] 2006 Revisiting the Home Bias Puzzle. Downside Equity Risk by Rachel A. Campbell & Roman Kräussl [Downloadable!] 2006 Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model by Christoph Hartz & Stefan Mittnik & Marc S. Paolella [Downloadable!] 2006 Taxing Capital? Not a Bad Idea After All! by Dirk Krueger & Hanno Lustig & Fabrizio Perri [Downloadable!] 2006 Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia by Kerstin Bernoth & Guntram B. Wolff [Downloadable!] 2006 Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns by Mathias Hoffmann [Downloadable!] 2006 Learning, Structural Instability and Present Value Calculations by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann [Downloadable!] 2006 How Big is Big Enough? 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Zame [Downloadable!] 2006 Consumption and Expected Asset Returns Without Assumptions About Unobservables by Whelan, Karl [Downloadable!] 2006 Learning, Structural Instability and Present Value Calculations by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A. [Downloadable!] 2006 Threshold Random Walks in the U.S. Stock Market by Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis [Downloadable!] 2006 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk by Hanno Lustig & Adrien Verdelhan [Downloadable!] 2006 Firms’ Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns by François Gourio & [Downloadable!] 2006 Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility by George A. Christodoulakis & Stephen E Satchell [Downloadable!] 2006 Risk in financial reporting: status, challenges and suggested directions by Claudio E. V. Borio & Kostas Tsatsaronis [Downloadable!] 2006 Risk and liquidity in a system context by Hyun Song Shin [Downloadable!] 2006 Macro factors in the term structure of credit spreads by Maurizio Luisi & Jeffery D. Amato [Downloadable!] 2006 Optimal two stage committee voting rules by Ian Ayres, Colin Rowat and Nasser Zakariya 2006 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk by Lustig, H. & Verdelhan, A. [Downloadable!] 2006 The CAPM and the risk appetite index; theoretical differences and empirical similarities by Marcello Pericoli & Massimo Sbracia [Downloadable!] 2006 Genetic algorithm estimation of interest rate term structure by Ricardo Gimeno & Juan M. Nave [Downloadable!] 2006 Option-implied preferences adjustments, density forecasts, and the equity risk premium by Francisco Alonso & Roberto Blanco & Gonzalo Rubio [Downloadable!] 2006 House prices and rents in Spain: does the discount factor matter? by Juan Ayuso & Fernando Restoy [Downloadable!] 2006 House prices and real interest rates in Spain by Juan Ayuso & Roberto Blanco & Fernando Restoy [Downloadable!] 2006 Peut-on parler de bulle sur le marché immobilier au Luxembourg ? by Christophe Blot [Downloadable!] 2006 The Long-Term Effects of Cross-Listing Investor Recognition, and Ownership Structure on Valuation by Michael R. King & Dan Segal [Downloadable!] 2006 Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets by Alexander Melnikov & Yuliya Romanyuk [Downloadable!] 2006 Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence by Fousseni Chabi-Yo [Downloadable!] 2006 Can Affine Term Structure Models Help Us Predict Exchange Rates? by Antonio Diez de los Rios [Downloadable!] 2006 Benchmark Index of Risk Appetite by Miroslav Misina [Downloadable!] 2006 UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts by Alvaro Cartea & Thomas Williams [Downloadable!] 2006 Anything is possible: on the existence and uniqueness of equilibria in the Shleifer-Vishny model of limits of arbitrage by Arnold, Lutz G. [Downloadable!] 2006 The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility by P.N. Smith & S. Sorensen & M.R. 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Wohar 2006 Rational Beliefs or Distorted Beliefs: The Equity Premium Puzzle and Micro Survey Data by Cheolbeom Park 2006 Discussion of "Optimal Debt Service: Straight vs. Convertible Debt" by Gunther Friedl [Downloadable!] 2006 Optimal Debt Service: Straight vs. Convertible Debt by Christian Koziol [Downloadable!] 2006 Estimating the Expected Cost of Equity Capital Usind Analysts’ Consensus Forecasts by Holger Daske & Günther Gebhardt & Stefan Klein [Downloadable!] 2006 The Application of Neural Networks to the Pricing of Credit Derivatives by Alessandro Ludovici [Downloadable!] 2006 Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process by Lupu, Radu [Downloadable!] 2006 A search model of centralized and decentralized trade by Jianjun Miao [Downloadable!] 2006 Volatility modeling with jumps: applications to Russian and American stock markets (in Russian) by Sergey Belousov [Downloadable!] 2006 Management Accounting: Development In The Light Of Changes Of Undertaking Enviroment And Managerial Needs by Bohumil KRÁL [Downloadable!] 2006 Eleccion De Portafolio En Presencia De Mercados Iliquidos by LUIS FELIPE VARAS GREENE [Downloadable!] 2006 Portfolio Constraints and Contagion in Emerging Markets by Anna Ilyina [Downloadable!] 2006 Economic Capital Management For Insurance Companies Using Conditional Value At Risk And A Copula Approach by Rossella Bisignani & Giovanni Masala & Marco Micocci [Downloadable!] 2006 Portfolio Constraints and Contagion in Emerging Markets by Anna Ilyina [Downloadable!] 2006 Modelos de corrección de error no lineal entre mercados accionarios latinoamericanos y el mercado accionario de Estados Unidos by Arturo Lorenzo Valdés [Downloadable!] 2006 Measuring Investors' Risk Appetite by Prasanna Gai & Nicholas Vause [Downloadable!] 2006 Fama-French üç faktör varlık fiyatlama modelinin İMKB’de uygulanması by M.Mete DOĞANAY 2006 Makroekonomik değişkenlerin borsa getirisi ve oynaklığı üzerindeki etkisi: Türkiye örneği by Sıdıka BAŞÇI & Nildağ Başak CEYLAN 2006 Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama by M. Mete DOĞANAY & Ramazan AKTAŞ & Ünsal BAN 2006 Makroekonomik Değişkenler Ve İmkb 100 Endeksi Arasındaki İlişkinin Belirlenmesi by Cem K. ARSLAN & Cumhur ERDEM & Meziyet Sema ERDEM 2006 Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación by Francisco Jareño Cebrián [Downloadable!] 2006 Análisis del origen de los beneficios del momentum en el mercado de valores español by Carlos Forner Rodríguez & Joaquín Marhuenda Fructuoso [Downloadable!] 2006 Option Pricing with Long-Short Spreads by Pengguo wang [Downloadable!] 2006 Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English) by Jan Brůha & Alexis Derviz [Downloadable!] 2006 The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English) by Yeliz Yalcin & Eray M. Yycel [Downloadable!] 2006 A Behavioural Finance Explanation of a Gearing-ß Inverse Association Referencing Weill’s Liquidity Result (in English) by Edward J. 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Gourieroux & E. Renault [Downloadable!] 2005 Portable Alphas from Pension Mispricing by José M. Marín & Francesco Franzoni [Downloadable!] 2005 A Note on the Malliavin differentiability of the Heston Volatility by Elisa Alòs & Christian-Olivier Ewald [Downloadable!] 2005 Pension Plan Funding and Stock Market Efficiency by Francesco Franzoni & José M. Marín [Downloadable!] 2005 The weekend trading profitability: evidence from international mutual funds by Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert [Downloadable!] 2005 International Capital Flows, Financial Stability and Growth by Graciela L. Kaminsky [Downloadable!] 2005 New-Keynesian Macroeconomics and the Term Structure by Seonghoon Cho & Antonio Moreno & Geert Bekaert [Downloadable!] 2005 An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market by Alar Kein [Downloadable!] 2005 Expectations structure in asset pricing experiments by Giulio Bottazzi & Giovanna Devetag [Downloadable!] 2005 Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint by François Ortalo-Magné & Sven Rady [Downloadable!] 2005 The long-run relationship between market risk and return by John M Maheu & Thomas H McCurdy [Downloadable!] 2005 Innovation and Idiosyncratic Risk by Mariana Mazzucato & Massimiliano Tancioni [Downloadable!] 2005 Valuing Pilot Project Investments in Incomplete Markets : A Compound Option Approach by Eymen Errais & Jeffrey Sadowsky [Downloadable!] 2005 Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data by Kris Jacobs & Stephane Pallage & Michel A. Robe [Downloadable!] 2005 Fundamental Uncertainties and Firm-level Stock Volatilities by Yang Yu 2005 Option pricing with sparse grids by Thomas Mertens 2005 A Fully-Rational Liquidity-Based Theory of IPO Underpricing and Underperformance by Matt Pritsker [Downloadable!] 2005 Bond Yield Predictability and Estimation of Affine Term Structure Models by Bovorn Vichiansin 2005 Noisy Earnings Reports and the Equity Premium by Gorkem Ozer & Paul Beaumont 2005 Optimal Capital Structure and the Term Structure of Interest Rates by Xin Wang & Chris Downing [Downloadable!] 2005 Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies by Giulio Bottazzi & Mikhail Anufriev [Downloadable!] 2005 The Temptation of Emergence or: Don't Rush into Economic(al) Explanations by Norman Ehrentreich 2005 Commercial Mortgage Backed Securities: How Much Subordination is Enough? by Nancy Wallace & Chris Downing 2005 TIPS: Taking Inflation Premium Seriously by Min Wei & Stefania D'Amico & Don H. Kim [Downloadable!] 2005 Consumption, Growth and Asset Pricing: A Regime Switching and Robust Control by Sel Dibooglu & Turalay Kenc 2005 Agency Conflicts, Investment, and Asset Pricing by Neng Wang & Rui Albuquerque [Downloadable!] 2005 The Futures Pricing Puzzle by Shafiqur Rahman & M. Shahid Ebrahim [Downloadable!] 2005 Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations by Wolfgang Lemke 2005 The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective by Tao Wu & Glenn Rudebusch [Downloadable!] 2005 Financial markets with heterogeneous agents as nonlinear news filters by Cees Diks 2005 Heterogeneity, Profitability and Autocorrelations by Youwei Li & Xue-Zhong (Tony) He 2005 Financial Development and Property Valuation by Sikandar Hussain & M. Shahid Ebrahim [Downloadable!] 2005 Proprietary Income, Entrepreneurial Risk and the Predictability of U.S. Stock Returns by Mathias Hoffmann [Downloadable!] 2005 Evolution with Individual and Social Learning in an Agent-Based Stock Market by Ryuichi YAMAMOTO [Downloadable!] 2005 Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index by Christoph Schleicher & Matthew Hurd & Mark Salmon 2005 Bounded Rationality and the Elasticity Puzzle: What Can We Learn from the Agent-Based Computational Consumption Capital Asset Pricing Model? by Ke-Hung Lai & Shu-Heng Chen & Ya-Chi Huang 2005 Bubbles, Can We Spot Them? 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Macmillan [Downloadable!] 2005 Credit Market Development, Economic Performance and Business Cycle Volatility by Caterina Mendicino 2005 Ambiguity, Information Quality and Asset Pricing by Larry Epstein & Martin Schneider [Downloadable!] 2005 Monetary Policy and the Term Structure of Interest Rates by Juha Seppala & Federico Ravenna [Downloadable!] 2005 Information Acquisition and Portfolio Underdiversification by Laura Veldkamp & Stijn Van Nieuwerburgh [Downloadable!] 2005 A Search-Based Theory of the On-the-Run Phenomenon by Pierre-Olivier Weill & Dimitri Vayanos [Downloadable!] 2005 Keeping Up with the Joneses: Evidence from Micro Data by Enrichetta Ravina [Downloadable!] 2005 Euler Equation Errors by Sydney C. 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Diebold [Downloadable!] 2005 A Framework for Exploring the Macroeconomic Determinants of Systematic Risk by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu [Downloadable!] 2005 The Monotonicity of Asset Prices with Changes in Risk by Masamitsu Ohnishi & Yusuke Osaki [Downloadable!] 2005 Dependent Background Risks and Asset Prices by Yusuke Osaki [Downloadable!] 2005 Innovation and Idiosyncratic Risk: an Industry & Firm Level Analysis by Mariana Mazzucato & Massimiliano Tancioni 2005 New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model by Kin Lam & May Chun Mei Wong & Wing-Keung Wong [Downloadable!] 2005 La flexibilidad como creadora de valor. El caso de una explotación forestal en Portugal by Alonso Bonis, Susana & Vallelado González, Eleuterio & Henriques Xavier, José Manuel [Downloadable!] 2005 International Stock Return Comovements by Geert Bekaert & Robert J. 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De Vries [Downloadable!] 2005 Banking System Stability: A Cross-Atlantic Perspective by Philipp Hartmann & Stefan Straetmans & Casper G. De Vries [Downloadable!] 2005 Euler Equation Errors by Martin Lettau & Sydney C. Ludvigson [Downloadable!] 2005 Futures Prices in a Production Economy with Investment Constraints by Leonid Kogan & Dmitry Livdan & Amir Yaron [Downloadable!] 2005 The Only Game in Town: Stock-Price Consequences of Local Bias by Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein [Downloadable!] 2005 Momentum Profits and Macroeconomic Risk by Laura X.L. Liu & Jerold B. Warner & Lu Zhang [Downloadable!] 2005 The Empirical Risk-Return Relation: A Factor Analysis Approach by Sydney C. Ludvigson & Serena Ng [Downloadable!] 2005 Investment-Based Underperformance Following Seasoned Equity Offerings by Evgeny Lyandres & Le Sun & Lu Zhang [Downloadable!] 2005 The 2003 Dividend Tax Cuts and the Value of the Firm: An Event Study by Alan J. Auerbach & Kevin A. 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Cohen & Christopher Polk & Tuomo Vuolteenaho [Downloadable!] 2005 Financial intermediation theory and implications for the sources of value in structured finance markets by Janet Mitchell [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!] 2005 Is systematic downside beta risk really priced? Evidence in emerging market data by Don U.A. Galagedera & Robert D. Brooks [Downloadable!] 2005 Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach by Lean Hooi Hooi & Wong Wing Keung & Russell Smyth [Downloadable!] 2005 Market Arbitrage of Cash Dividends and Franking Credits by D. Beggs & C.L. Skeels [Downloadable!] 2005 Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect by O.T. Henry & S. Suardi [Downloadable!] 2005 Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics by Olan T. Henry & Nilss Olekalns & Sandy Suardi [Downloadable!] 2005 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns by Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D. [Downloadable!] 2005 The equity premium puzzle and decreasing relative risk aversion by M. J. Roche [Downloadable!] 2005 House Prices in Australia - 1970 to 2003 - Facts and Explanations by Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung [Downloadable!] 2005 Default Risk in Corporate Yield Spreads by Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato [Downloadable!] 2005 Price Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum by Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam [Downloadable!] 2005 Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints (Revised Version) by Ortalo-Magné, François & Rady, Sven [Downloadable!] 2005 Direct Preference for Wealth in Aggregate Household Portfolio by Pascal St-Amour [Downloadable!] 2005 Heterogeneous Risk Attitudes in a Continuous-Time Model by Chiaki Hara [Downloadable!] 2005 Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model by Günter Franke & Erik Lüders [Downloadable!] 2005 The price-dividend relationship in inflationary and deflationary regimes by Jakob B Madsen & Costas Milas [Downloadable!] 2005 The Term Structure of Interest Rates under Regime Shifts and Jumps by Shu Wu & Yong Zeng [Downloadable!] 2005 Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets by Shu Wu [Downloadable!] 2005 Forecast Design in Monetary Capital Stock Measurement by William Barnett & Unja Chae & John Keating [Downloadable!] 2005 The Discounted Economic Stock of Money with VAR Forecasting by William Barnett & Unja Chae & John Keating [Downloadable!] 2005 Monetary Aggregation by William Barnett [Downloadable!] 2005 Estudio Del Efecto Informativo Del Anuncio De Beneficios Trimestrales by Begoña Herrero & Ana María Ibáñez & Constantino José García [Downloadable!] 2005 A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options by Nagaev, Alexander V. & Nagaev, Sergei A. & Kunst, Robert M. [Downloadable!] 2005 A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps by Nagaev, Alexander V. & Nagaev, Sergei A. & Kunst, Robert M. [Downloadable!] 2005 Predictability and Habit Persistence by Collard, Fabrice & Fève, Patrick & Ghattassi, Imen [Downloadable!] 2005 Calibrating risk-neutral default correlation by Elisa Luciano [Downloadable!] 2005 Duality and Derivative Pricing with Time-Changed Lévy Processes by José Fajardo & Ernesto Mordecki [Downloadable!] 2005 Duality and Derivative Pricing with Lévy Processes by José Fajardo & Ernesto Mordecki [Downloadable!] 2005 The Impact of Industry Classification Schemes on Financial Research by Christian Weiner [Downloadable!] 2005 Explicit characterization of the super-replication strategy in financial markets with partial transaction costs by Imen Bentahar & Bruno Bouchard [Downloadable!] 2005 Dynamics of State Price Densities by Wolfgang Härdle & Zdenek Hlavka [Downloadable!] 2005 A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics by Matthias Fengler & Wolfgang Härdle & Enno Mammen [Downloadable!] 2005 Arbitrage-Free Smoothing of the Implied Volatility Surface by Matthias R. Fengler [Downloadable!] 2005 FFT Based Option Pricing by Szymon Borak & Kai Detlefsen & Wolfgang Härdle [Downloadable!] 2005 Implied Trinomial Trees by Pavel Cizek & Karel Komorad [Downloadable!] 2005 Equity Valuation in Mainland China and Hong Kong: The Chinese A-H Share Premium by Zhijun Zhao & Yue Ma & Yuhui Liu [Downloadable!] 2005 Modelling High Frequency Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2005 Bivariate Time Series Modelling of Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2005 C-CAPM without Ex Post Data by Söderlind, Paul [Downloadable!] 2005 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Amilon, Henrik [Downloadable!] 2005 Tax-adjusted discount rates with investor taxes and risky debt by Cooper, Ian A. & Nyborg, Kjell G. [Downloadable!] 2005 The value of tax shields IS equal to the present value of tax shields by Cooper, Ian A. & Nyborg, Kjell G. [Downloadable!] 2005 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations by Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A. [Downloadable!] 2005 Can An ”Estimation Factor” Help Explain Cross-Sectional Returns? by Lundtofte, Frederik [Downloadable!] 2005 Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy by Lundtofte, Frederik [Downloadable!] 2005 On the Timing Option in a Futures Contract by Björk, Tomas & Biagini, Francesca [Downloadable!] 2005 Quadratic Portfolio Credit Risk models with Shot-noise Effects by Gaspar, Raquel M. & Schmidt, Thorsten [Downloadable!] 2005 Correlation Between Intensity and Recovery in Credit Risk Models by Gaspar, Raquel M. & Slinko, Irina [Downloadable!] 2005 On the Predictability of Global Stock Returns by Hjalmarsson, Erik [Downloadable!] 2005 Asset Pricing with Incomplete Information under Stable Shocks by Prasad V. Bidarkota & Brice V. Dupoyet & J. Huston McCulloch [Downloadable!] 2005 Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods by Prasad V. Bidarkota [Downloadable!] 2005 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations by Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev [Downloadable!] 2005 Knowledge and Productivity in the World's Largest Manufacturing Corporations Level:Panel Data analysis on Compustat and Patent data by Lionel Nesta [Downloadable!] 2005 Estimation of Jump-Diffusion Process vis Empirical Characteristic Function by Michael Rockinger & Maria Semenova [Downloadable!] 2005 Monte Carlo Simulations for Real Estate Valuation by Martin Hoesli & Elion Jani & André Bender [Downloadable!] 2005 Trading Volumes in Dynamically Efficient Markets by Tony Berrada & Julien Hugonnier & Marcel Rindisbacher [Downloadable!] 2005 Growth Options in General Equilibrium: Some Asset Pricing Implications by Julien Hugonnier & Erwan Morellec & Suresh Sundaresan [Downloadable!] 2005 Direct Preference Wealth in Aggregate Household Portfolios by Pascal St-Amour [Downloadable!] 2005 Indirect Robust Estimation of the Short-term interest Rate Process by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti [Downloadable!] 2005 Are European Corporate Bond and Default Swap Markets Segmented? by Didier Cossin & Hongze Lu [Downloadable!] 2005 Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? by Eric Jondeau & Michael Rockinger [Downloadable!] 2005 Theory and Calibration of Swap Market Models by S.Galluccio & Z. Huang & J.-M. Ly & O. Scaillet [Downloadable!] 2005 Modeling Conditional Skewness in Stock Returns by Markku Lanne & Pentti Saikkonen [Downloadable!] 2005 Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment by Andrea Morone [Downloadable!] 2005 Consumer Confidence and Yield Spreads in Europe by Eva Ferreira & María Isabel Martínez & Eliseo Navarro & Gonzalo Rubio [Downloadable!] 2005 Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts by Francisco Alonso & Roberto Blanco & Gonzalo Rubio [Downloadable!] 2005 Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities by Francisco Alonso & Roberto Blanco & Gonzalo Rubio [Downloadable!] 2005 The Relationship between Risk and Expected Return in Europe by Ángel León & Juan Nave & Gonzalo Rubio [Downloadable!] 2005 The timing of central bank communication by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2005 How should central banks communicate? by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2005 European Union enlargement and equity markets in accession countries by Tomas Dvorak & Richard Podpiera [Downloadable!] 2005 Banking system stability - a cross-Atlantic perspective by Philipp Hartmann & Stefan Straetmans & Casper de Vries [Downloadable!] 2005 Optimal research in financial markets with heterogeneous private information a rational expectations model by Katrin Tinn [Downloadable!] 2005 Communication and decision-making by central bank committees - different strategies, same effectiveness? by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2005 Transparency, disclosure and the Federal Reserve by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2005 Measuring market and inflation risk premia in France and in Germany by Lorenzo Cappiello & Stéphane Guéné [Downloadable!] 2005 Valuing companies with a fixed book-value leverage ratio by Fernandez, Pablo [Downloadable!] 2005 The value of tax shields depends only on the net increases of debt by Fernandez, Pablo [Downloadable!] 2005 The value of tax shields with a fixed book-value leverage ratio by Fernandez, Pablo [Downloadable!] 2005 Financial literature about discounted cash flow valuation by Fernandez, Pablo [Downloadable!] 2005 Discounted cash flow valuation methods: Examples of perpetuities, constant growth and general case by Fernandez, Pablo [Downloadable!] 2005 Rentabilidad y creación de valor para los accionistas de las empresas españolas y del Ibex 35. 1992-2004 by Fernandez, Pablo & Villanueva, Alvaro [Downloadable!] 2005 La prima de riesgo del mercado (market risk premium) by Fernandez, Pablo [Downloadable!] 2005 EuroStoxx 50: 1997-2004. 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Ying & Joel S. Sternberg [Downloadable!] 2005 Heterogeneous Agent Models in Economics and Finance by Cars H. Hommes [Downloadable!] 2005 Heterogeneous Agent Models: Two Simple Case Studies by Cars Hommes [Downloadable!] 2005 Behavioral Heterogeneity in Stock Prices by Peter Boswijk & Cars H. Hommes & Sebastiano Manzan [Downloadable!] 2005 Labor income and the demand for long-term bonds by Koijen, Ralph S.J. & Nijman, Theo E. & Werker, Bas J.M. 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Brown & Rustam Ibragimov [Downloadable!] 2005 Regime Switching and Artificial Neural Network Forecasting by Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas [Downloadable!] 2005 Mean and variance causality between the Cyprus Stock Exchange and major equity markets by Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas [Downloadable!] 2005 Demand-Based Option Pricing by Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje & Poteshman, Allen M [Downloadable!] 2005 C-CAPM Without Ex Post Data by Söderlind, Paul [Downloadable!] 2005 How the Eurosystem’s Treatment of Collateral in its Open Market Operations Weakens Fiscal Discipline in the Eurozone (and what to do about it) by Buiter, Willem H & Sibert, Anne [Downloadable!] 2005 Term Structure Estimation with Survey Data on Interest Rate Forecasts by Kim, Don H. & Orphanides, Athanasios [Downloadable!] 2005 Euler Equation Errors by Lettau, Martin & Ludvigson, Sydney [Downloadable!] 2005 The (Bad?) Timing of Mutual Fund Investors by Braverman, Oded & Kandel, Shmuel & Wohl, Avi [Downloadable!] 2005 Insider Trading in Credit Derivatives by Acharya, Viral V & Johnson, Tim [Downloadable!] 2005 International Equity Flows and Returns: A Quantitative Equilibrium Approach by Albuquerque, Rui & Bauer, Gregory & Schneider, Martin [Downloadable!] 2005 Wealth Transfers, Contagion and Portfolio Constraints by Pavlova, Anna & Rigobon, Roberto [Downloadable!] 2005 Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index by Hurd, Matthew & Salmon, Mark & Schleicher, Christoph [Downloadable!] 2005 Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns by Favero, Carlo A [Downloadable!] 2005 What Determines the Future Value of an Icon Wine? 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Campbell & Francis X. Diebold [Downloadable!] 2005 Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts by Markus Haas & Stefan Mittnik & Bruce Mizrach [Downloadable!] 2005 A Framework for Exploring the Macroeconomic Determinants of Systematic Risk by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu [Downloadable!] 2005 Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process by Peter Zadrozny [Downloadable!] 2005 Consumption, Wealth and Business Cycles in Germany by Britta Hamburg & Mathias Hoffmann & Joachim Keller [Downloadable!] 2005 The Consumption-Based Determinants of the Term Structure of Discount Rates by Christian Gollier [Downloadable!] 2005 Labor and the Market Value of the Firm by Monika Merz & Eran Yashiv [Downloadable!] 2005 Uniform Price Auction and Fixed Price Offerings in IPO: An Experimental Comparison by Ping Zhang [Downloadable!] 2005 Option Pricing by Students and Professional Traders: A Behavioural Investigation by KLAUS ABBINK & BETTINA ROCKENBACH [Downloadable!] 2005 Copula Based Monte Carlo Integration in Financial Problems by Sancetta, A. 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Amato & Eli M Remolona [Downloadable!] 2005 Japan's deflation, problems in the financial system and monetary policy by Naohiko Baba & Shinichi Nishioka & Nobuyuki Oda & Masaaki Shirakawa & Kazuo Ueda & Hiroshi Ugai [Downloadable!] 2005 Explaining credit default swap spreads with equity volatility and jump risks of individual firms by Haibin Zhu & Benjamin Yibin Zhang & Hao Zhou [Downloadable!] 2005 Commercial property prices and bank performance by E. Philip Davis & Haibin Zhu [Downloadable!] 2005 Can fundamentals explain cross-country correlations of asset returns? by Fernando Restoy & Rosa Rodríguez [Downloadable!] 2005 State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle by Fousseni Chabi-Yo & René Garcia & Eric Renault [Downloadable!] 2005 The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments by Fousseni Chabi-Yo & René Garcia & Eric Renault [Downloadable!] 2005 Risk Perceptions and Attitudes by Miroslav Misina [Downloadable!] 2005 Relative Performance Evaluation Contracts and Asset Market Equilibrium by Sandeep Kapur & Allan Timmermann [Downloadable!] 2005 Equity-Premium Puzzle: Evidence From Brazilian Data by Rubens Penha Cysne [Downloadable!] 2005 Asset Price Bubbles: The Implications for Monetary, Regulatory, and International Policies by 2005 Testing for Latent Factors in Models with Autocorrelation and Heteroskedasticity of Unknown Form by Scott Gilbert & Petr Zemík 2005 Long-Run Performance of Initial Public Offerings: The Evidence for Switzerland by Wolfgang Drobetz & Matthias Kammermann & Urs Wälchli [Downloadable!] 2005 Choosing Business Risk Measures by Popescu, Nela 2005 Market Value and Patent Citations by Bronwyn H. Hall & Adam Jaffe & Manuel Trajtenberg 2005 Equilibrium Real Price Of A Fixed Asset In A Growing Economy by Jan KUBÍČEK [Downloadable!] 2005 Performance Of Selected Models With Heterogeneous Expectation Formation by Dita Fuchsová [Downloadable!] 2005 The Usefulness Of Chilean Inflation Accounting by ROSS JENNINGS & GUSTAVO MATURANA [Downloadable!] 2005 An empirical comparison of the performance of alternative option pricing models by Eva Ferreira & Mónica Gago & Angel León & Gonzalo Rubio [Downloadable!] 2005 La elasticidad de sustitución intertemporal y el consumo duradero: un análisis para el caso español by Elena Márquez de la Cruz [Downloadable!] 2005 Modelos de valoración de activos condicionales: Un panorama comparativo by Belén Nieto & Rosa Rodriguez [Downloadable!] 2005 Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English) by Carlos MACHADO-SANTOS & Ana Cristina FERNANDES [Downloadable!] 2005 The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences by Helena Horská [Downloadable!] 2005 The adverse selection component for the bid-ask spread: A revision of its estimation models by José E. Farinós & C. José García & Ana M.ª Ibáñez [Downloadable!] 2005 Risk aversion and risk premia in the CDS market by Jeffery D Amato [Downloadable!] 2005 The rise and fall of US dollar interest rate volatility: evidence from swaptions by Fabio Fornari [Downloadable!] 2005 Contractual terms and CDS pricing by Franck Packer & Haibin Zhu [Downloadable!] 2005 CDS index tranches and the pricing of credit risk correlations by Jeffery D Amato & Jacob Gyntelberg [Downloadable!] 2005 Time-varying exposures and leverage in hedge funds by Patrick McGuire & Eli Remolona & Kostas Tsatsaronis [Downloadable!] 2005 Asset Returns and Economic Growth by Dean Baker & J. Bradford Delong & Paul R. Krugman [Downloadable!] 2004 Modeling Asset Returns: A Comparison of Theoretical and Empirical Models by Schröder, Michael & Lüders, Erik [Downloadable!] 2004 The Power Law and Dividend Yields by Lüders, Erik & Lüders-Amann, Inge & Schröder, Michael [Downloadable!] 2004 Modeling Asset Returns : A Comparison of Theoretical and Empirical Models by Lüders, Erik & Schröder, Michael [Downloadable!] 2004 Die Anwendbarkeit der Behavioral Finance im Devisenmarkt by Heidorn, Thomas & Siragusano, Tindaro [Downloadable!] 2004 Investitionen und Emissionen von Convertible Bonds (Wandelanleihen) by Heidorn, Thomas & Gerhold, Mirko [Downloadable!] 2004 The Markov-switching multi-fractal model of asset returns : GMM estimation and linear forecasting of volatility by Lux, Thomas [Downloadable!] 2004 Forecasting volatility and volume in the Tokyo stock market : the advantage of long memory models by Lux, Thomas & Kaizoji, Taisei [Downloadable!] 2004 Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates by Fendel, Ralf [Downloadable!] 2004 Liquidity Black Holes by Stephen Morris & Hyun Song Shin [Downloadable!] 2004 The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World by John Geanakoplos [Downloadable!] 2004 Monotone Preferences Over Information by Juan Dubra & Federico Echenique [Downloadable!] 2004 Beauty Contests, Bubbles and Iterated Expectations in Asset Markets by Stephen Morris & Franklin Allen & Hyun Song Shin [Downloadable!] 2004 Rain or Shine: Where is the Weather Effect? by William N. Goetzmann & Ning Zhu [Downloadable!] 2004 Equity Portfolio Diversification by William N. Goetzmann & Alok Kumar [Downloadable!] 2004 Stock Price Volatility in a Multiple Security Overlapping by N/A [Downloadable!] 2004 Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation by Andrei Semenov [Downloadable!] 2004 Risk Aversion, Beliefs, and Prediction Market Equilibrium by Steven Gjerstad [Downloadable!] 2004 Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries by William A. Barnett [Downloadable!] 2004 Bond Premium in Turkey by Erdem Basci & Mehmet Fatih Ekinci [Downloadable!] 2004 Intertemporally non-separable monetary-asset risk adjustment and aggregation by William A. Barnett & Shu Wu [Downloadable!] 2004 On User Costs of Risky Monetary Assets by William A. Barnett & Shu Wu [Downloadable!] 2004 Liquidity Trap Prevention and Escape: A Simple Proposition by Junning Cai [Downloadable!] 2004 Baby Boom, Asset Market Meltdown and Liquidity Trap by Junning Cai [Downloadable!] 2004 Oil price risk and emerging stock markets by Syed A. Basher & Perry Sadorsky [Downloadable!] 2004 International Equity Flows and Returns: A Quantitative Equilibrium Approach by Rui Albuquerque & Gregory Bauer & Martin Schneider [Downloadable!] 2004 Characterizing Asymmetric Information in International Equity Markets by Rui Albuquerque & Gregory Bauer & Martin Schneider [Downloadable!] 2004 Contagion And Portfolio Shift In Emerging Countries´ Sovereign Bonds by Alicia Garcia Herrero & Antonio Diez de los Rios [Downloadable!] 2004 The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis by Ahmed A. El-Masry [Downloadable!] 2004 The Arbitrage Pricing Theorem with Incomplete Preferences by David Kelsey & Erkan Yalcin [Downloadable!] 2004 Optimal two stage committee voting rules by Ian Ayres & Colin Rowat & Nasser Zakariya [Downloadable!] 2004 Do Tender Offers Create Value? New Methods and Evidence by SANJAI BHAGAT & MING DONG & DAVID A. HIRSHLEIFER & ROBERT B. NOAH [Downloadable!] 2004 A Generalized Earnings-Based Stock Valuation Model by Ming Dong & David Hirshleifer [Downloadable!] 2004 Stock Valuation and Investment Strategies by Zhiwu Chen & Ming Dong [Downloadable!] 2004 When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk! by Cornelis A. Los [Downloadable!] 2004 The Effects of Option Expiration on NSE volume and prices by Akash Gupta & Samik Metia & Prashant Trivedi [Downloadable!] 2004 Asset Prices and Banking Distress: A Macroeconomic Approach by Goetz von Peter [Downloadable!] 2004 Market Indicators, Bank Fragility, and Indirect Market Discipline by Reint Gropp & Vesala Jukka & Giuseppe Vulpes [Downloadable!] 2004 The Impact of the Suspension of Opening and Closing Call by Silvio John Camilleri & Christopher J. Green [Downloadable!] 2004 Proxying for Expected Returns with Price Earnings Ratios by Charlotte S. Hansen & Bjorn E. Tuypens [Downloadable!] 2004 Long-Run Regressions: Theory and Application to US Asset Markets by Charlotte S. Hansen & Bjorn E. Tuypens [Downloadable!] 2004 Optimal stopping made easy by Svetlana Boyarchenko & Sergey Levendorskiy [Downloadable!] 2004 Data Mining Sobre El Beta En España by Fernando Rubio [Downloadable!] 2004 The Valuation of Corporate Debt with Default Risk by Hassan Naqvi [Downloadable!] 2004 Riding the Yield Curve: Diversification of Strategies by David S. Bieri & Ludwig B. Chincarini [Downloadable!] 2004 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 [Downloadable!] 2004 A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents by Orlando Gomes [Downloadable!] 2004 Persistence Characteristics of Latin American Financial Markets by NYO NYO A. KYAW & CORNELIS A. LOS & SIJING ZONG [Downloadable!] 2004 Galton's Error and the Under-Representation of Systematic Risk by CORNELIS A. 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A Study On the French Financial Market by Gatfaoui Hayette [Downloadable!] 2004 A Valuation Formula for Firms in the Early Stage of their Lifecycle by Christophe Faugere & Hany Shawky [Downloadable!] 2004 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets by Bernd Hayo & Ali Kutan [Downloadable!] 2004 La Informacion Contable Y La Valuacion De Activos De Capital En El Sector De Inversiones Chileno by Fernando Rubio [Downloadable!] 2004 Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno by Fernando Rubio [Downloadable!] 2004 Capital Asset Pricing Model (Capm) Y Arbitrage Pricing Theory (Apt): Una Nota Técnica by Fernando Rubio [Downloadable!] 2004 DURACION EFECTIVA DE BONOS PREPAGABLES. 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Kutan [Downloadable!] 2004 Substitution and Risk Aversion: Is Risk Aversion Important for Understanding Asset Prices? by Benjamin Eden [Downloadable!] 2004 A Note on the Bias of using Futures Rates as a Proxy for the Instantaneous Forward Rate by Thuy-Duong To [Downloadable!] 2004 Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents by Carl Chiarella & Roberto Dieci & Laura Gardini [Downloadable!] 2004 A multifactor model of stock returns with endogenous regime switching by Patrick Coggi & Bogdan Manescu [Downloadable!] 2004 Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts by Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P. [Downloadable!] 2004 Market valuation and employee stock options by Zhang, Ge [Downloadable!] 2004 Estimating a Risky Term Structure of Uruguayan Sovereign Bonds by Serafín Frache & Gabriel Katz [Downloadable!] 2004 Aggregate and Idiosyncratic Risk and the Behavior of Individual Preferences under Moral Hazard by Marcelo Bianconi [Downloadable!] 2004 Asymptotic approximation of the hitting-time and evaluation of a risky bond by Ahmed Loulit [Downloadable!] 2004 Approximating equity volatility by Ahmed Loulit [Downloadable!] 2004 L’efficience informationnelle des marchés. Une hypothèse, et au-delà? by Roland Gillet & Ariane Szafarz [Downloadable!] 2004 Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility by Jun Yu [Downloadable!] 2004 Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison by Jun Yu & Renate Meyer [Downloadable!] 2004 On Leverage in a Stochastic Volatility Model by Jun Yu [Downloadable!] 2004 Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure by Anthony Tay & Christopher Ting & Yiu Kuen Tse & Mitch Warachka [Downloadable!] 2004 Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse [Downloadable!] 2004 Do hedging instruments stabilize markets? by Florian Wagener & William Brock & Cars Hommes 2004 Market Dynamics and Stock Price Volatility by J. Barkley Rosser, Jr. & Honggang Li 2004 Asymmetric Jump Processes: Option Pricing Implications by Brice Dupoyet 2004 Critical behaviour and system size in agent-based models: an explanation by Simone Alfarano & Friedrich Wagner 2004 Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation by Taisei KAIZOJI 2004 Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series by Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU [Downloadable!] 2004 Asset price and wealth dynamics in a financial market with heterogeneous agents by Carl Chiarella & Roberto Dieci 2004 The Impact of Multiperiod Planning Horizons on Portfolios and Asset Prices by Marten Hillebrand 2004 Heterogeneous Agents Past and Forward Time Horizons in Setting Up a Computational Model by Serge Hayward [Downloadable!] 2004 A Dynamical Analysis of Moving Average Rules by Cars Hommes & Carl Chiarella & Xue-Zhong He 2004 Price and Wealth Dynamics in an Agent-Based Model with Heterogeneous Evolving Strategies by Giulio Bottazzi & Mikhail Anoufriev 2004 Extending the CAPM model by Hendri Adriaens & Bas Donkers [Downloadable!] 2004 Price Formation and Asset Allocations of the Electronic Trading System Xetra by Jan Wenzelburger & Xihao Li 2004 The Econometric Analysis of Microscopic Simulation Models by Youwei Li & Bas Donkers [Downloadable!] 2004 Option Pricing under different uncertainty regimes by Haven Emmanuel 2004 Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models by Taisei Kaizoji & Thomas Lux 2004 Can Intelligence Help Improve Market Performance? by Chia-Hsuan Yeh 2004 Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts by Markus Haas & Stefan Mittnik & Bruce Mizrach [Downloadable!] 2004 The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach by Bruce Mizrach & Filippo Occhino [Downloadable!] 2004 Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model by Leonardo Becchetti & Roberto Rocci & Giovanni Trovato [Downloadable!] 2004 Ambiguity, Information Quality and Asset Pricing by Larry Epstein & Martin Schneider [Downloadable!] 2004 Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance by Ron Giammarino & Murray Carlson & Adlai Fisher 2004 Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models by Sydney Ludvigson & Xiaohong Chen [Downloadable!] 2004 Endogenous Trading Constraints with Incomplete Asset Markets by Eva Carceles Poveda & Arpad Abraham 2004 Learning and the Return to Private Equity by Claudio Campanale [Downloadable!] 2004 The Declining Equity Premium: What Role Does Macroeconomic Risk Play? by Martin Lettau & Sydney C. Ludvigson [Downloadable!] 2004 Information Markets and the Comovement of Asset Prices by Laura Veldkamp [Downloadable!] 2004 Consumption Commitments and Asset Prices by Adam Szeidl & Raj Chetty [Downloadable!] 2004 The Price Impact and Survival of Irrational Traders by Leonid Kogan & Stephen Ross [Downloadable!] 2004 High-Order Consumption Moments and Asset Pricing by Andrei Semenov [Downloadable!] 2004 Conditional Betas by Pietro Veronesi & Tano Santos 2004 Predictions of the Price of Capital by Edward Prescott & Ellen McGrattan [Downloadable!] 2004 Futures Prices in a Production Economy with Investment Constraints by Amir Yaron & Leonid Kogan & Dmitry Livdan [Downloadable!] 2004 Two Trees: Asset Price Dynamics Induced by Market Clearing by John H. Cochrane & Francis Longstaff [Downloadable!] 2004 A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy by Tao Wu & Glenn Rudebusch [Downloadable!] 2004 Hedging with Stochastic and Local Volatility by Carol Alexander & Leonardo M. Nogueira [Downloadable!] 2004 Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets by Anthony Richards [Downloadable!] 2004 The Impact of Rating Changes in Australian Financial Markets by Adam Creighton & Luke Gower [Downloadable!] 2004 How Can We Define The Concept of Long Memory? An Econometric Survey by Guégan D. [Downloadable!] 2004 Idiosyncratic Volatility Matter? New Zealand Evidence by Michael Drew & Alastair Marsden & Madhu Veeraraghavan [Downloadable!] 2004 Pricing of Equities in China: Evidence from the Shanghai Stock Exchange by Michael E. Drew & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2004 Small Firm Effect, Liquidity and Security Returns: Australian Evidence by Michael E. Drew & Alastair Marsden & Madhu Veeraraghavan [Downloadable!] 2004 Equity Premium: - Does it exist? Evidence from Germany and United Kingdom by Michael E. Drew & Mirela Mallin & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2004 Modelling the Yield Curve: A Two Components Approach by John Hatgioannides & Menelaos Karanasos & Marika Karanassou [Downloadable!] 2004 Is the Currency Risk Priced in Equity Markets? by Francesco Giurda & Elias Tzavalis [Downloadable!] 2004 A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data by Andrea Cipollini & George Kapetanios [Downloadable!] 2004 Consumption Risk and the Cross-Section of Expected Returns by Jonathan A. 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Stulz [Downloadable!] 2004 A Comprehensive Look at the Empirical Performance of Equity Premium Prediction by Amit Goval & Ivo Welch [Downloadable!] 2004 Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property by William N. Goetzmann & Vicente Pons-Sanz & S. Abraham Ravid [Downloadable!] 2004 A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence by Marjorie Flavin & Shinobu Nakagawa [Downloadable!] 2004 R-Squared Around the World: New Theory and New Tests by Li Jin & Stewart C. Myers [Downloadable!] 2004 Investor Sentiment and the Cross-Section of Stock Returns by Malcolm Baker & Jeffrey Wurgler [Downloadable!] 2004 High-Frequency Contagion Between the Exchange Rates and Stock Prices by Yuko Hashimoto & Takatoshi Ito [Downloadable!] 2004 A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1 by Gopal K. Basak & Ravi Jagannathan & Tongshu Ma [Downloadable!] 2004 Short Interest and Stock Returns by Paul Asquith & Parag A. Pathak & Jay R. Ritter [Downloadable!] 2004 Conditional Betas by Tano Santos & Pietro Veronesi [Downloadable!] 2004 New Forecasts of the Equity Premium by Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho [Downloadable!] 2004 What Explains the Stock Market's Reaction to Federal Reserve Policy? by Ben S. Bernanke & Kenneth N. Kuttner [Downloadable!] 2004 Equity Style Returns and Institutional Investor Flows by Kenneth A. Froot & Melvyn Teo [Downloadable!] 2004 How Much Equity Does the Government Hold? by Alan J. Auerbach [Downloadable!] 2004 The Declining Equity Premium: What Role Does Macroeconomic Risk Play? by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter [Downloadable!] 2004 Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One by Charles Engel & Kenneth D. West [Downloadable!] 2004 Inflation Illusion and Stock Prices by John Y. Campbell & Tuomo Vuolteenaho [Downloadable!] 2004 Why Are Most Funds Open-End? Competition and the Limits of Arbitrage by Jeremy C. Stein [Downloadable!] 2004 Aggregate Short Interest and Market Valuations by Owen A. Lamont & Jeremy C. Stein [Downloadable!] 2004 Robust Aggregate Implications of Stochastic Discount Factor Volatility by Casey B. Mulligan [Downloadable!] 2004 Benchmarking the Returns to Venture by Susan E. Woodward & Robert E. Hall [Downloadable!] 2004 Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions by Don U.A. Galagedera & Robert Faff [Downloadable!] 2004 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 [Downloadable!] 2004 Target zone rearrangements and exchange rate behavior in an options-based model by Anna Naszódi [Downloadable!] 2004 The Effects of Macroeconomic News on Money Markets by Norbert Kiss M. [Downloadable!] 2004 Why is the index smile so steep? by Christian Schlag & Nicole Branger [Downloadable!] 2004 Risk factors of inflation-indexed and conventional government bonds and the APT by Andreas Reschreiter [Downloadable!] 2004 Non-linear predictability of UK stock market returns by David McMillan [Downloadable!] 2004 Testing for the uncovered interest parity using distributions implied by FX options by Martin Cincibuch & David Vavra [Downloadable!] 2004 Private information of the Fed, predictability of stock returns and expected monetary policy by Bedri Tas [Downloadable!] 2004 Testing for a Level Effect in Short-Term Interest Rates by Olan T. 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[Downloadable!] 2004 The Evolution of Security Designs by Noe, Thomas H. & Rebello, Michael J. & Wang, Jun [Downloadable!] 2004 The Market Pricing of Accruals Quality by Francis, Jennifer & LaFond, Ryan & Olsson, Per & Schipper, Katherine [Downloadable!] 2004 A Two-State Capital Asset Pricing Model with Unobservable States by Nilsson, Birger & Hansson, Björn [Downloadable!] 2004 A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors by Asgharian, Hossein [Downloadable!] 2004 Social Security and the Equity Premium Puzzle by Olovsson, Conny [Downloadable!] 2004 Towards a General Theory of Good Deal Bounds by Björk, Tomas & Slinko, Irina [Downloadable!] 2004 Investment Strategies, Fund Performance and Portfolio Characteristics by Engström, Stefan [Downloadable!] 2004 Does Active Portfolio Management Create Value? 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Dupoyet [Downloadable!] 2004 A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics by Alexey MEDVEDEV & Olivier SCAILLET [Downloadable!] 2004 On the Consequences of State Dependent Preferences for the Pricing of Financial Assets by Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis [Downloadable!] 2004 R2 Around the World: New Theory and New Tests by Li JIN & Stewart C. MYERS [Downloadable!] 2004 Capital Structure, Credit Risk, and Macroeconomic Conditions by Dirk Hackbarth & Jianjun Miao & Erwan Morellec [Downloadable!] 2004 Investment under Uncertainty and Incomplete Markets by Julien Hugonnier & Erwan Morellec [Downloadable!] 2004 Predicting Tail-related Risk Measures: The Consequences of Using GARCH Filters for non-GARCH Data by Amine JALAL & Michael ROCKINGER [Downloadable!] 2004 The Integration of Securitized Real Estate and Financial Assets by Séverine CAUCHIE & Martin HOESLI [Downloadable!] 2004 Higher Order Expectations in Asset Pricing by Philippe BACCHETTA & Eric VAN WINCOOP [Downloadable!] 2004 Credit Risk in a Network Economy by Henry Schellhorn & Didier Cossin [Downloadable!] 2004 The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market by Alessandro BEBER & Michael W. BRANDT [Downloadable!] 2004 Framing Effects, Selective Information and Market Behavior An Experimental Analysis by Erich Kirchler & Boris Maciejovsky & Martin Weber [Downloadable!] 2004 A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models by Laura Serlenga & Yongcheol Shin & Andy Snell [Downloadable!] 2004 Speculating against an overconfident market by Jordi Caballe & Jozsef Sakovics [Downloadable!] 2004 Forecasting Cross-Section Stock Returns using Theoretical Prices Estimated from an Econometric Model by George Buckley & Richard Holt [Downloadable!] 2004 Long-run performance analysis of a new sample of UK IPOs by Eric Brown [Downloadable!] 2004 Long-run performance analysis of a new sample of UK IPOs by Eric Brown [Downloadable!] 2004 Valuation in Dynamic Bargaining Markets by Lasse Pedersen & Darrell Duffie & Nicolae Garleanu 2004 Liquidity Premia in Dynamic Bargaining Markets by Pierre-Olivier Weill [Downloadable!] 2004 Search and Endogenous Concentration of Liquidity in Asset Markets by Dmitrios Vayanos 2004 Search and Endogenous Concentration of Liquidity in Asset Markets by dvayanos 2004 Liquidity Premia in Dynamic Bargaining Markets by duffie 2004 Valuation in Dynamic Bargaining Markets by duffie 2004 Why Distinguishing Jumps from Volatility is Difficult (But Not Impossible) by Yacine Ait-Sahalia [Downloadable!] 2004 Market Price of Risk Specifications for Affine Models: Theory and Evidence by Patrick Cheridito & Damir Filipovic [Downloadable!] 2004 Testing Asset Pricing Model with Coskweness by Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini 2004 Are the directions of stock price changes predictable? A generalized cross-spectral approach by Jaehun Chung & Yongmiao Hong 2004 Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature by Jesper Lund & Torben G. Andersen & Luca Benzoni 2004 Consistency conditions for affine term structure models by Sergei Levendorskii [Downloadable!] 2004 Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes by Jing-zhi Huang & Liuren Wu [Downloadable!] 2004 Media Frenzies in Markets for Financial Information by Laura Veldkamp [Downloadable!] 2004 An Empirical Investigation of Habit-Based Asset Pricing Models by Sydney C. Ludvigson & Xiaohong Chen 2004 Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership by Paul Ehling 2004 A Bayesian semiparametric approach to pricing the S&P 500 index options by Marcin Kacperczyk; Paul Damien; Stephen Walker 2004 The Equity Premium and the Baby Boom by Robin Brooks [Downloadable!] 2004 Pricing Derivatives on Two Lé}vy-driven Stocks by Ernesto Mordecki & José Fajardo [Downloadable!] 2004 High-Order Consumption Moments and Asset Pricing by Andrei Semenov [Downloadable!] 2004 Are Bond Covenants Priced? by Michael R Roberts & Michael Bradley [Downloadable!] 2004 Liquidity Discovery and Asset Pricing by Duane Seppi & Michael Gallmeyer & Burton Hollifield 2004 Asymmetric Information, Stock Returns and Monetary Policy: A Theoretical and Empirical Analysis by Bedri Kamil Onur Tas [Downloadable!] 2004 Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average by Basel Awartani & Valentina Corradi [Downloadable!] 2004 Do Heterogeneous Beliefs Matter for Asset Pricing? by Jennifer Juergens & Evan Anderson & Eric Ghysels [Downloadable!] 2004 A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns by Pentti Saikkonen & Markku Lanne [Downloadable!] 2004 Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market by Olivier Vigneron, & Xavier Gabaix & Arvind Krishnamurthy [Downloadable!] 2004 Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market by Olivier Vigneron, & Xavier Gabaix & Arvind Krishnamurthy [Downloadable!] 2004 A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk by Yong Zeng & Shu Wu [Downloadable!] 2004 Implications of Quasi-Geometric Discounting on the Observable Sharpe Ratio by Tack Yun & Wooheon Rhee [Downloadable!] 2004 General Properties of Rational Stock-Market Fluctuations by Antonio Mele [Downloadable!] 2004 Long-run and Cyclical Dynamics in the US Stock Market by L.A. Gil-Alana & G.M. caporale [Downloadable!] 2004 Ignorance, Fixed Costs, and the Stock Market Participation Puzzle by Alberto Naudon & MatÃas Tapia [Downloadable!] 2004 Microstructure noise, realized volatility, and optimal sampling by Jeffrey R. Russell & Federico M. Bandi [Downloadable!] 2004 Prognoses for a Non-Predictable Discounted Commodity Price Process by Wright, Brian D. & Bobenrieth & Eugenio S. A. 2004 Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor by Fabio Araujo & Marcelo Fernandes e João Victor Issler [Downloadable!] 2004 The Markovian Dynamics of "Smart Money" by J-H Steffi Yang [Downloadable!] 2004 Learning the CAPM through Bubbles by Haim Kedar-Levy [Downloadable!] 2004 Land Investment by Japanese Firms during and after the Bubble Period by Towa Tachibana & Sekine & Toshitaka [Downloadable!] 2004 Option pricing under NIG distribution: --- The empirical analysis of Nikkei 225 option ---- by Koichi Maekawa & Ken-ichi Kawai 2004 On Leverage in a Stochastic Volatility Model by Jun Yu 2004 On leverage in a stochastic volatility model by Jun Yu 2004 Estimation of Credit and Default Spreads: An Application to CDO Valuation by Jaesun Noh [Downloadable!] 2004 Nonlinearity in the Term Structure by Dong Heon Kim [Downloadable!] 2004 Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case by Diana Maldonado & Tim Fry & Robert Brooks & Robert Faff 2004 Asset Return Volatility, High-Frequency Data, and the New Financial Econometrics by Francis X. Diebold 2004 Discounting The Equity Premium Puzzle by Vance Martin & G.C. Lim & Esfandiar Maasoumi [Downloadable!] 2004 Modeling Yield-Factor Volatility by Daniel R. Smith & Christophe Parignon [Downloadable!] 2004 Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average by Walter Distaso & Basel Awartani & Valentina Corradi [Downloadable!] 2004 Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications by Minxian Yang [Downloadable!] 2004 Intertemporal Consumption and Consumer Demand by Keith R. McLaren & H. Youn Kim & Russel J. Cooper 2004 Beta Risk and Regime Shift in Market Volatility by Don U.A. Galagedera & Roland G. Shami [Downloadable!] 2004 Do Tender Offers Create Value? New Methods and Evidence by Bhagat, Sanjai & Dong, Ming & Hirsheifer, David & Noah, Noah [Downloadable!] 2004 Sovereign risk premia in the European government bond market by Kerstin Bernoth & Jürgen von Hagen & Ludger Schuknecht [Downloadable!] 2004 Fundamentals and joint currency crises by Philipp Hartmann & Stefan Straetmans & Caspar G. de Vries [Downloadable!] 2004 Exchange rate risks and asset prices in a small open economy by Alexis Derviz [Downloadable!] 2004 International equity flows and returns: A quantitative equilibrium approach by Rui Albuquerque & Gregory H. Bauer & Martin Schneider [Downloadable!] 2004 Measuring financial integration in the euro area by Lieven Baele & Annalisa Ferrando & Peter Hördahl & Elizaveta Krylova & Cyril Monnet [Downloadable!] 2004 Comments on "A reconsideration of tax shield valuation" by Enrique R. Arzac and Lawrence R. Glosten by Fernandez, Pablo [Downloadable!] 2004 Reply to "The value of tax shields is equal to the present value of tax shields" by Fernandez, Pablo [Downloadable!] 2004 Market risk premium: Required, historical and expected by Fernandez, Pablo [Downloadable!] 2004 Most common errors in company valuation by Fernandez, Pablo [Downloadable!] 2004 Shareholder value creation of microsoft and GE by Fernandez, Pablo [Downloadable!] 2004 Are calculated betas good for anything? by Fernandez, Pablo [Downloadable!] 2004 80 common and uncommon errors in company valuation by Fernandez, Pablo [Downloadable!] 2004 Equivalence of ten different discounted cash flow valuation methods by Fernandez, Pablo [Downloadable!] 2004 On the instability of betas: The case of Spain by Fernandez, Pablo [Downloadable!] 2004 Shareholder value creation in Europe. Eurostoxx 50: 1997-2003 by Fernandez, Pablo & Villanueva, Alvaro [Downloadable!] 2004 Shareholder value creators in the S&P 500: Year 2003 by Fernandez, Pablo & Reinoso, Laura [Downloadable!] 2004 Value of tax shields and the risk of the net increase of debt, The. Year 2004 by Fernandez, Pablo [Downloadable!] 2004 Rentabilidad y creación de valor para los accionistas de las empresas españolas y del IBEX 35. 1992-2003 by Fernandez, Pablo [Downloadable!] 2004 Shareholder Diversification and IPOs by Bodnaruk, Andriy & Kandel, Eugene & Massa, Massimo & Simonov, Andrei [Downloadable!] 2004 Mutual Funds and the Market for Liquidity by Massa, Massimo & Phalippou, Ludovic [Downloadable!] 2004 Idiosyncratic Volatility and Product Market Competition by Gaspar, José-Miguel & Massa, Massimo [Downloadable!] 2004 Mutual Fund Competition and Stock Market Liquidity by Massa, Massimo [Downloadable!] 2004 On the Role of Arbitrageurs in Rational Markets by Basak, Suleyman & Croitoru, Benjamin [Downloadable!] 2004 Dynamic Security Design by Biais, Bruno & Mariotti, Thomas & Plantin, Guillaume & Rochet, Jean Charles [Downloadable!] 2004 Asset Pricing with Liquidity Risk by Acharya, Viral V & Pedersen, Lasse Heje [Downloadable!] 2004 Equilibrium of Real Financial Markets: Theory and Experimental Evidence by Bossaerts, Peter [Downloadable!] 2004 Information Sales and Insider Trading by Cespa, Giovanni [Downloadable!] 2004 Optimal Expectation by Brunnermeier, Markus K & Parker, Jonathan A [Downloadable!] 2004 Term Structure of Risk Under Alternative Econometric Specifications by Guidolin, Massimo & Timmermann, Allan G [Downloadable!] 2004 Predatory Trading by Brunnermeier, Markus K & Pedersen, Lasse Heje [Downloadable!] 2004 Stock and Bond Returns with Moody Investors by Bekaert, Geert & Engstrom, Eric & Grenadier, Steve [Downloadable!] 2004 Was There A Nasdaq Bubble in the Late 1990s? by Pástor, Luboš & Veronesi, Pietro [Downloadable!] 2004 International Portfolio Holdings and Swiss Franc Asset Returns by Kugler, Peter & Weder di Mauro, Beatrice [Downloadable!] 2004 Sovereign Risk Premia in the European Bond Market by Bernoth, Kerstin & Schuknecht, Ludger & von Hagen, Jürgen [Downloadable!] 2004 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach by Peñaranda, Francisco & Sentana, Enrique [Downloadable!] 2004 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations by Bindseil, Ulrich & Nyborg, Kjell G & Strebulaev, Ilya [Downloadable!] 2004 The Impact of Globalization on the Equity Cost of Capital by Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard [Downloadable!] 2004 Market Stress and Herding by Hwang, Soosung & Salmon, Mark [Downloadable!] 2004 Fundamentals and Joint Currency Crises by de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan [Downloadable!] 2004 Asset Prices with Heterogenous Beliefs by Basak, Suleyman [Downloadable!] 2004 Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the €/US$ Rate by Bofinger, Peter & Schmidt, Robert [Downloadable!] 2004 Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices by Bofinger, Peter & Leitner, Johannes & Schmidt, Robert [Downloadable!] 2004 Riding the South Sea Bubble by Temin, Peter & Voth, Hans-Joachim [Downloadable!] 2004 Labour and the Market Value of the Firm by Merz, Monika & Yashiv, Eran [Downloadable!] 2004 On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts by Driffill, John & Kenc, Turalay & Sola, Martin & Spagnolo, Fabio [Downloadable!] 2004 Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach by Francisco Peñaranda & Enrique Sentana [Downloadable!] 2004 Option Valuation with Long-run and Short-run Volatility Components by Peter Christoffersen & Kris Jacobs & Yintian Wang [Downloadable!] 2004 The Determinants of Credit Default Swap Premia by Jan Ericsson & Kris Jacobs & Rodolfo A. Oviedo [Downloadable!] 2004 Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data by Kris Jacobs & Stephane Pallage & Michel A. Robe [Downloadable!] 2004 Estimation Risk in Financial Risk Management by Peter Christoffersen & Sílvia Gonçalves [Downloadable!] 2004 Ratchet vs Blasé Investors and Asset Markets by Pascal St-Amour [Downloadable!] 2004 Implied Volatility at Expiration by Alexey Medvedev [Downloadable!] 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power by Evzen Kocenda & Lubos Briatka [Downloadable!] 2004 Forecasting the density of asset returns by Trino-Manuel Niguez & Javier Perote [Downloadable!] 2004 Differential rates, residual information sets and transactional algebras by Rodolfo Apreda [Downloadable!] 2004 A Model of the Irish Housing Sector by Mc Quinn, Kieran [Downloadable!] 2004 Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules by Hara, C. & Christoph Kuzmics [Downloadable!] 2004 Asset prices and banking distress: a macroeconomic approach by Goetz von Peter [Downloadable!] 2004 Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s? by Serdat Dinc & Patrick M. McGuire [Downloadable!] 2004 The term structure of credit spreads in project finance by Marco Sorge & Blaise Gadanecz [Downloadable!] 2004 Bank lending and commercial property cycles: some cross-country evidence by E. Philip Davis & Haibin Zhu [Downloadable!] 2004 Optimal Portfolio Allocation Under Higher Moments by Jondeau, E. & Rockinger, M. [Downloadable!] 2004 The Bank Bias: Segmentation of French Fund Families by Jondeau, E. & Rockinger, M. [Downloadable!] 2004 Monetary policy and stock prices: theory and evidence by Stefano Neri [Downloadable!] 2004 Estimating state price densities by Hermite polynomials: theory and application to the Italian derivatives market by Paolo Guasoni [Downloadable!] 2004 Estimating expectations of shocks using option prices by Antonio Di Cesare [Downloadable!] 2004 The Monetary Origins of Asymmetric Information in International Equity Markets by Gregory H. Bauer & Clara Vega [Downloadable!] 2004 Modelling the Evolution of Credit Spreads in the United States by Stuart M. Turnbull & Jun Yang [Downloadable!] 2004 International Equity Flows and Returns: A Quantitative Equilibrium Approach by Rui Albuquerque & Gregory H. Bauer & Martin Schneider [Downloadable!] 2004 Market Valuation and Risk Assessment of Canadian Banks by Ying Liu & Eli Papakirykos & Mingwei Yuan [Downloadable!] 2004 International Cross-Listing and the Bonding Hypothesis by Michael R. King & Dan Segal [Downloadable!] 2004 Precios de productos almacenables: implicaciones del modelo de inventarios by Eugenio S.A.Bodenrieth H. [Downloadable!] 2004 Are Practitioners Right? 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Zucker [Downloadable!] 2004 Monte Carlo Option Pricing by Cecilia Maya Ochoa [Downloadable!] 2004 The Conditional Relationship Between Portfolio Beta and Return: Evidence from Latin America by Eduardo Sandoval & Rodrigo Saens [Downloadable!] 2004 Política monetaria y cambios de régimen en los tipos de interés del mercado interbancario español by José Luis Fernández-Serrano & M. Dolores Robles Fernández [Downloadable!] 2004 Real Options, Uncertainty and Firm Value by Gema Pastor Agustin, Manuel Espitia Escuer [Downloadable!] 2004 Asset Pricing Under the Presence of Transactions Cost:Evidence from the UK Stock Market by Andros Gregoriou & Christos Ioannidis 2004 The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market by Dimitrios F. Kenourgios & Ioannis Petropoulos 2004 Exchange Rate Intervention, Market Efficiency and Asset Market Returns: The Greek Experience by Dionysios Chionis & Panagiotis Liargovas 2004 Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach by Maghyereh, A. [Downloadable!] 2004 Transaction Cost and the Small Stock Puzzle: The Impact of Outliers in the NYSE, 1970-2000 by Al-Rjoub, S. & Hassan, M.K. [Downloadable!] 2004 Experimentelle Aktienmärkte als Instrumente der Konjunkturprognose by Michael Berlemann 2004 Impacto de las catástrofes en el valor de las acciones. El caso latinoamericano by Alfonso Pedraza Martinez [Downloadable!] 2004 Inferring the Forward Looking Equity Risk Premium from Derivative Prices by Ramaprasad Bhar & Carl Chiarella & Wolfgang J. Runggaldier [Downloadable!] 2004 Private Information and High-Frequency Stochastic Volatility by David L. Kelly & Douglas G. Steigerwald [Downloadable!] 2004 The nature of credit risk in project finance by Marco Sorge [Downloadable!] 2004 What drives housing price dynamics: cross-country evidence by Kostas Tsatsaronis & Haibin Zhu [Downloadable!] 2004 Sporting Success and Capital Market Performance: An Event Study of Borussia Dortmund by Arne Feddersen & Wolfgang Maennig 2003 Option-Style Multi-Factor Comparable Company Valuation for Practical Use by Meitner, Matthias [Downloadable!] 2003 The Connection of Stock Markets Between Germany and the USA : New Evidence From a Co-integration Study by Eberts, Elke [Downloadable!] 2003 Investitionen in Collateralized Debt Obligations by Heidorn, Thomas & König, Lars [Downloadable!] 2003 Modeling default dependence with threshold models by Overbeck, Ludger & Schmidt, Wolfgang [Downloadable!] 2003 A minimal noise trader model with realistic time series properties by Alfarano, Simone & Lux, Thomas [Downloadable!] 2003 Detecting multi-fractal properties in asset returns : the failure of the scaling estimator by Lux, Thomas [Downloadable!] 2003 The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecasting by Lux, Thomas [Downloadable!] 2003 Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach by Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda [Downloadable!] 2003 Diversification Decisions of Individual Investors and Asset Prices by Alok Kumar & William N. Goetzmann [Downloadable!] 2003 Valuing Internet Retailers: Amazon and Barnes and Noble by Judith A. Chevalier & Austan Goolsbee [Downloadable!] 2003 Macroeconomic Factors and the Correlation of Stock and Bond Returns by Lingfeng Li [Downloadable!] 2003 An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance by Andrei Semenov [Downloadable!] 2003 High-Order Consumption Moments and Asset Pricing by Andrei Semenov [Downloadable!] 2003 A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises by Goetz von Peter [Downloadable!] 2003 Aggregation-Theoretic Monetary Aggregation over the Euro Area, when Countries are Heterogeneous by William A. Barnett [Downloadable!] 2003 Uncovered Interest Rate Parity Over the Past Two Centuries by James R. Lothian & Liuren Wu [Downloadable!] 2003 The international diversification puzzle is not worse than you think by Christian Julliard [Downloadable!] 2003 Consensus consumer and intertemporal asset pricing with heterogeneous beliefs by Elyès Jouini & Clotilde Napp [Downloadable!] 2003 What is the Link Between Margin Loans and Stock Market Bubbles? by Markus Ricke [Downloadable!] 2003 Static Hedging of Multivariate Derivatives by Simulation by Paolo Pellizzari [Downloadable!] 2003 A General Theory of Stock Market Valuation and Return by Christophe Faugere & Julian Van Erlach [Downloadable!] 2003 The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance by Christophe Faugere & Julian Van Erlach [Downloadable!] 2003 Consistent Estimation of Pricing Kernels from Noisy Price Data by Vladislav Kargin [Downloadable!] 2003 Happiness Maintenance and Asset Prices by Antonio Falato [Downloadable!] 2003 Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets by Erdinc Altay [Downloadable!] 2003 International Diversification Benefits in ASEAN Stock Markets: a Revisit by Kian-Ping Lim & Hock-Ann Lee & Venus Khim-Sen Liew [Downloadable!] 2003 Testing for Non-Linearity in ASEAN Financial Markets by Kian-Ping Lim & Venus Khim-Sen Liew [Downloadable!] 2003 Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets by Kian-Ping Lim & M. Azali & M.S. Habibullah & Venus Khim-Sen Liew [Downloadable!] 2003 Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media by Thomas Schuster [Downloadable!] 2003 The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework by Erdinc Altay [Downloadable!] 2003 Analysis of UAE Bank Stocks by Ananth Rao [Downloadable!] 2003 “Winners take all competition”, creative destruction and stock market bubble by Christophe Boucher [Downloadable!] 2003 News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media by Thomas Schuster [Downloadable!] 2003 On the Stability of Different Financial Systems by Falko Fecht [Downloadable!] 2003 Liquidation Triggers and the Valuation of Equity and Debt by Dan Galai & Alon Raviv & Zvi Wiener [Downloadable!] 2003 State Tameness: A New Approach for Credit Constrains by Jaime A. Londoño [Downloadable!] 2003 Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media by Thomas Schuster [Downloadable!] 2003 Toward a Theory of Asset Subscription by Danyang Xie [Downloadable!] 2003 Don't Let Your Robots Grow Up To Be Traders: Artificial Intelligence, Human Intelligence, and Asset-Market Bubbles by Ross M. Miller [Downloadable!] 2003 A SETAR model with long-memory dynamics by Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE [Downloadable!] 2003 Asset Price Bubbles and Crashes with Near-Zero-Intelligence Traders: Towards an Understanding of Laboratory Findings by John Duffy & M. Utku Unver [Downloadable!] 2003 DEMOCRACY’S SPREAD: Elections and Sovereign Debt in Developing Countries by Steven A. Block & Burkhard N. Schrage & Paul M. Vaaler [Downloadable!] 2003 Democratization’s Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries by Steven Block & Burkhard N. Schrage & Paul M. Vaaler [Downloadable!] 2003 Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation by Leo Krippner [Downloadable!] 2003 Implications of Dynamic Trading for Insurance Markets by José Penalva [Downloadable!] 2003 Keeping Up with the Joneses: An International Asset Pricing Model by Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero [Downloadable!] 2003 Malliavin Calculus in Finance by Arturo Kohatsu & Montero Miquel [Downloadable!] 2003 Is overreaction an explanation for the value effect? A study using implied volatility from option prices by He, Wei & Wei, Peihwang P. [Downloadable!] 2003 Reexamining the maturity effect using extensive futures data by Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P. [Downloadable!] 2003 The explaining role of the Earning-Price Ratio in the Spanish Stock Market by Javier DePeña & Luis A. Gil-Alana [Downloadable!] 2003 The dollar and the German stock market: determination of exposure to and pricing of exchange rate risk using APT-modelling by Horst Entorf & Gösta Jamin [Downloadable!] 2003 Intangible Assests and Market Value: Evidence from Biotechnology Firms by Lionel Nesta & Pier-Paolo Saviotti [Downloadable!] 2003 Giffen Goods and Market Making by Giovanni Cespa [Downloadable!] 2003 A Comparison of Stock Market Mechanisms by Giovanni Cespa [Downloadable!] 2003 Multi-Asset Market Dynamics by Frank Westerhoff 2003 An Empirical Examination of Term Structure Models with Regime Shifts by Martin Sola & John Driffil & Turalay Kenc 2003 Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices by S. Manzan & P. Boswijk & C.H. Hommes [Downloadable!] 2003 Successive Correlated Defaults: Pricing Trends and Simulation by Kay Giesecke 2003 Credit Contagion and Aggregate Losses by Stefan Weber & Kay Giesecke 2003 Capital Ownership under Market Incompleteness: Does it matter? by Eva Carceles-Poveda 2003 On Optimal Dynamic Pricing of Perishable Assets with Menu Costs - Monotone Price Changes by Emre Berk & Ulku Gurler 2003 Endogenous Trading Constraints in Asset Markets by Eva Carceles-Poveda & Arpad Abraham 2003 Macroeconomics and the Yield Curve by Tao Wu & Glenn Rudebusch 2003 Security Prices as Probabilities by Christopher Rude 2003 How does the spirit of capitalism affect stock market prices in a small-open economy by Turalay Kenc & Sel Dibooglu 2003 Valuing Interest Rates Derivatives by Leonardo Souza & Gustavo Raposo 2003 The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting by Thomas Lux 2003 Tick Size and Market Performance by Chia-Hsuan Yeh 2003 Volatility Spillover Effects in European Equity Markets by L. BAELE [Downloadable!] 2003 Exchange Monitoring Bands: Theory and Policy by Luisa Corrado & Marcus H. Miller & Lei Zhang [Downloadable!] 2003 Observed and 'Fundamental' Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe by Leonardo Becchetti & Michele Bagella & Fabrizio Adriani [Downloadable!] 2003 A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity? by M. Fatih Guvenen [Downloadable!] 2003 Bivariate Normal Mixture Spread Option Valuation by Carol Alexandra & Andrew Scourse [Downloadable!] 2003 Statistical Properties of Forward Libor Rates by Carol Alexander & Dimitri Lvov [Downloadable!] 2003 The Characteristics and Trading Behaviour of Dual-listed Companies by Jaideep Bedi & Anthony Richards & Paul Tennant [Downloadable!] 2003 Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets by Mark Gugiatti & Anthony Richards [Downloadable!] 2003 Measuring the impact of natural disasters on capital markets: An empirical application using intervention analysis by Andrew Worthington & Abbas Valadkhani [Downloadable!] 2003 Modelling the Intraday Return Volatility Process In The Australian Equity Market: An Examination Of The Role Of Information Arrival In S&P/Asx 50 Stocks by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 Is Idiosyncratic Volatility Priced? Evidence from the Shanghai Stock Exchange by Michael E. Drew & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2003 Investor Expectations and Systematic Risk by Adam Clements & Michael E. Drew [Downloadable!] 2003 Asset Pricing in China: Evidence from the Shanghai Stock Exchange by Michael E. Drew & Tony Naughton & Madhu Veeraraghavan [Downloadable!] 2003 Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary by Elias Tzavalis & Shijun Wang [Downloadable!] 2003 A General Equilibrium Financial Asset Economy with Transaction Costs and Trading Constraints by Frank Milne & Edwin Neave [Downloadable!] 2003 Consumption Risk And Expected Stock Returns by Jonathan A. Parker [Downloadable!] 2003 Gas fired power plants: Investment timing, operating flexibility and CO2 capture by Fleten, Stein-Erik & Näsäkkälä, Erkka [Downloadable!] 2003 A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination by Christophe, Faugere [Downloadable!] 2003 Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange by Muradoglu, Gulnur & Zaman, Asad & Orhan, Mehmet [Downloadable!] 2003 Asset Prices, Heterogeneous Expectations, and Limited Short Sales by Cheolbeom Park [Downloadable!] 2003 Rational Beliefs or Distorted Beliefs: Equity Premium Puzzle and Micro Survey Data by Cheolbeom Park [Downloadable!] 2003 A New Method of Estimating Risk Aversion by Raj Chetty [Downloadable!] 2003 The Conditional CAPM does not Explain Asset-Pricing Anamolies by Jonathan Lewellen & Stefan Nagel [Downloadable!] 2003 Disentangling Volatility from Jumps by Yacine Ait-Sahalia [Downloadable!] 2003 Investor Rationality: Evidence from UK Property Capitalization Rates by Patric H. Hendershott & Bryan D. MacGregor [Downloadable!] 2003 Inventory Information by H. Henry Cao & Richard K. Lyons & Martin D.D. Evans [Downloadable!] 2003 Stock Prices and IPO Waves by Lubos Pastor & Pietro Veronesi [Downloadable!] 2003 Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption by Martin Lettau & Sydney Ludvigson [Downloadable!] 2003 Private Equity Performance: Returns, Persistence and Capital by Steven Kaplan & Antoinette Schoar [Downloadable!] 2003 Equilibrium Asset Prices Under Imperfect Corporate Control by James Dow & Gary Gorton & Arvind Krishnamurthy [Downloadable!] 2003 Do Demographic Changes Affect Risk Premiums? Evidence from International Data by Andrew Ang & Angela Maddaloni [Downloadable!] 2003 Diversification and the Taxation of Capital Gains and Losses by Richard J. Rendleman, Jr. & Douglas A. Shackelford [Downloadable!] 2003 How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise by Yacine Ait-Sahalia & Per A. Mykland [Downloadable!] 2003 Expected Returns and Expected Dividend Growth by Martin Lettau & Sydney Ludvigson [Downloadable!] 2003 Consumption Risk and Expected Stock Returns by Jonathan A. Parker [Downloadable!] 2003 Strategic Asset Allocation in a Continuous-Time VAR Model by John Y. Campbell & George Chacko & Jorge Rodriguez & Luis M. Viciera [Downloadable!] 2003 Analysts' Conflict of Interest and Biases in Earnings Forecasts by Louis K. C. Chan & Jason Karceski & Josef Lakonishok [Downloadable!] 2003 Consumption Risk and Cross-Sectional Returns by Jonathan A. Parker & Christian Julliard [Downloadable!] 2003 Market Integration and Contagion by Geert Bekaert & Campbell R. Harvey [Downloadable!] 2003 Bad Beta, Good Beta by John Y. Campbell & Tuomo Vuolteenaho [Downloadable!] 2003 An Equilibrium Analysis of Real Estate by Steven R. Grenadier [Downloadable!] 2003 Rain or Shine: Where is the Weather Effect? by William N. Goetzmann & Ning Zhu [Downloadable!] 2003 How Do Markets Function? An Empirical Analysis of Gambling on the National Football League by Steven D. Levitt [Downloadable!] 2003 The Price is (Almost) Right by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho [Downloadable!] 2003 A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data by Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia [Downloadable!] 2003 How to Discount Cashflows with Time-Varying Expected Returns by Andrew Ang & Jun Liu [Downloadable!] 2003 Simple Forecasts and Paradigm Shifts by Harrison Hong & Jeremy C. Stein [Downloadable!] 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter by George Woodward & Heather Anderson [Downloadable!] 2003 Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial serurities by Don U.A. Galagedera & Roland Shami [Downloadable!] 2003 Y a-t-il une théorie des marchés financiers ? by Jean-Pierre Galavielle [Downloadable!] 2003 Endogenous Value and Financial Fragility by Gobert, Karine & González, Patrick & Lai, Alexandra & Poitevin, Michel [Downloadable!] 2003 Endogenous Value and Financial Fragility by Gobert, Karine & González, Patrick & Lai, Alexandra & Poitevin, Michel [Downloadable!] 2003 Asset Returns and State-Dependent Risk Preferences by Gordon, Stephen & St-Amour, Pascal [Downloadable!] 2003 On the Range of the Risk-Free Interest Rate in Incomplete Markets by Chiaki Hara & Atsushi Kajii [Downloadable!] 2003 A General Theory of Decision Making by Frank Hansen [Downloadable!] 2003 A General Theory of Decision Making by Frank Hansen [Downloadable!] 2003 The Dynamic Interaction between Equity Prices and Supply Shocks by Jakob B. Madsen [Downloadable!] 2003 The Macroeconomics of Share Prices in the Medium Term and in the Long Run by Jakob B. Madsen [Downloadable!] 2003 The Equity Risk Premium and the Required Share Returns in a Tobin’s q Model by Jakob B. Madsen [Downloadable!] 2003 Necessity of the Transversality Condition for Stochastic Models with CRRA Utility by Takashi Kamihigashi [Downloadable!] 2003 Labor and the Market Value of the Firm by Merz, Monika & Yashiv, Eran [Downloadable!] 2003 El Efecto Momentum En El Mercado Español De Acciones by Carlos Forner & Joaquín Marhuenda [Downloadable!] 2003 WARRANT-PRO-2: A GUI-Software for Easy Evaluation, Design and Visualization of European Double-Barrier Options by Oliver Kubertin & Michael H. Breitner 2003 Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility by Michel Normandin [Downloadable!] 2003 Information and the Equity Premium by Gollier, Christian & Schlee, Edward [Downloadable!] 2003 Existence of solutions and asset pricing bubbles in general equilibrium models by Claudio Mattalia [Downloadable!] 2003 Debt issue costs and issue characteristics in the Eurobond market by Arie Melnik & Doron Nissim [Downloadable!] 2003 Temporal Aggregation of the Returns of a Stock Index Series by Brännäs, Kurt [Downloadable!] 2003 Discretized Time and Conditional Duration Modelling for Stock Transaction Data by Brännäs, Kurt & Simonsen, Ola 2003 Bubbles and Experience: An Experiment on Speculation by Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan [Downloadable!] 2003 Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel by Giordani, Paolo & Söderlind, Paul [Downloadable!] 2003 C-CAPM and the Cross-Section of Sharpe Ratios by Söderlind, Paul [Downloadable!] 2003 Valuing Corporate Liabilities by Ericsson, Jan & Reneby, Joel [Downloadable!] 2003 Taylor Rules and the Predictability of Interest Rates by Söderlind, Paul & Söderström, Ulf & Vredin, Anders [Downloadable!] 2003 Bubbles and Experience: An Experiment on Speculation by Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan [Downloadable!] 2003 Is Momentum Due to Data-Snooping? by Ericsson, Johan & González, Andrés [Downloadable!] 2003 Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach by Ericsson, Johan & Karlsson, Sune [Downloadable!] 2003 Martingales, Taxes, and Neutrality by Löffler, Andreas & Schneider, Dirk [Downloadable!] 2003 Intrinsic Bubbles and Fat Tails in Stock Prices by Prasad Bidarkota [Downloadable!] 2003 On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example by Prasad Bidarkota [Downloadable!] 2003 Multiple Unit Auctions and Short Squeezes by Kjell G. Nyborg & Ilya A. Strebulaev [Downloadable!] 2003 Start-ups Defined as Portfolios of Embedded Options by Pascal BOTTERON & Jean-François CASANOVA [Downloadable!] 2003 Are practitioners right? On the relative importance of industrial factors in international stock returns by Dušan Isakov & Frédéric Sonney [Downloadable!] 2003 The Determinants of Stock Returns in a Small Open Economy by Séverine CAUCHIE & Martin HOESLI & Dušan ISAKOV [Downloadable!] 2003 Switching equilibria. The Present Value Model for Stock Prices Revisited by Mª Jose Gutierrez & Jesús Vazquez [Downloadable!] 2003 Autorregresive conditional volatility, skewness and kurtosis by Angel León & Gonzalo Rubio & Gregorio Serna [Downloadable!] 2003 Asset pricing and systematic liquidity risk by Gonzalo Rubio & Miguel Angel A. Martinez & Belén Nieto [Downloadable!] 2003 An empirical comparison of the performance of alternative option pricing models by Gonzalo Rubio & Eva Ferreira & Mónica Gago [Downloadable!] 2003 Smiling under stochastic volatility by Angel León & Gonzalo Rubio [Downloadable!] 2003 A Merton Model Approach to Assessing the Default Risk of UK Public Companies by Tudela, Merxe & Garry Young [Downloadable!] 2003 The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison by To, Thuy Duong & Carl Chiarella [Downloadable!] 2003 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment by Roider, Andreas & Mathias Drehmann & Jorg Oechssler [Downloadable!] 2003 An Empirical Examination of Term Structure Models with Regime Shifts by Kenc, Turalay & John Driffill & Martin Sola [Downloadable!] 2003 75 common and uncommon errors in company valuation by Fernandez, Pablo [Downloadable!] 2003 Equivalence of ten different methods for valuing companies by cash flow discounting by Fernandez, Pablo [Downloadable!] 2003 Shareholder value creators and shareholder value destroyers in Europe. Year 2002 by Fernandez, Pablo & Villanueva, Alvaro [Downloadable!] 2003 How to value a seasonal company by discounting cash flows by Fernandez, Pablo [Downloadable!] 2003 Shareholder value creators and shareholder value destroyers in USA. Year 2002 by Fernandez, Pablo & Reinoso, Laura [Downloadable!] 2003 Mean-semivariance behavior (II): The D-CAPM by Estrada, Javier [Downloadable!] 2003 Mean-semivariance behavior: An alternative behavioral model by Estada, Javier [Downloadable!] 2003 Cost of equity of Internet stocks: A downside risk approach, The by Estrada, Javier [Downloadable!] 2003 Levered and unlevered Beta by Fernandez, Pablo [Downloadable!] 2003 Three residual income valuation methods and discounted cash flow valuation by Fernandez, Pablo [Downloadable!] 2003 Shareholder value creators and shareholder value destroyers in USA. Year 2001 by Fernandez, Pablo & Reinoso, Laura [Downloadable!] 2003 Value-relevance of expensed and capitalized intangibles - a French survey by Cazavan-Jeny, Anne [Downloadable!] 2003 Systemic Risk in the Dutch Financial Sector by Koen Minderhoud [Downloadable!] 2003 Extreme Stock Return Co-movements of Financial Institutions: Contagion or Interdependence? by Koen Minderhoud [Downloadable!] 2003 Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong by Bas Peeters & Cees L. Dert & André Lucas [Downloadable!] 2003 Heterogeneity as a Natural Source of Randomness by Cees Diks & Roy van der Weide [Downloadable!] 2003 Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices by M. Angeles Carnero & Siem Jan Koopman & Marius Ooms [Downloadable!] 2003 Price Clustering and Natural Resistance Points in the Dutch Stock Market by Joep Sonnemans [Downloadable!] 2003 How to measure Corporate Bond Liquidity? by Patrick Houweling & Albert Mentink & Ton Vorst [Downloadable!] 2003 Valuing Euro Rating-Triggered Step-Up Telecom Bonds by Patrick Houweling & Albert Mentink & Ton Vorst [Downloadable!] 2003 Coordination of Expectations in Asset Pricing Experiments by Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden [Downloadable!] 2003 Continuous Beliefs Dynamics by Cees Diks & Roy van der Weide [Downloadable!] 2003 Analytic American option pricing and applications by Sbuelz, A. [Downloadable!] 2003 Structural rfv: recovery form and defaultable debt analysis by Sbuelz, A. & Guha, R. [Downloadable!] 2003 Do macroeconomic announcements cause asymmetric volatility by Goeij, P.C. de & Marquering, W. [Downloadable!] 2003 Volatility spillover effects in European equity markets by Baele, L. [Downloadable!] 2003 Dollar Denominated Debt and Optimal Security Design by John Geanakoplos & Felix Kubler [Downloadable!] 2003 Liquidity Black Holes by Stephen Morris & Hyun Song Shin [Downloadable!] 2003 The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World by John Geanakoplos [Downloadable!] 2003 Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales by Michael R. Powers & David M. Schizer & Martin Shubik [Downloadable!] 2003 Beauty Contests, Bubbles and Iterated Expectations in Asset Markets by Franklin Allen & Stephen Morris & Hyun Song Shin [Downloadable!] 2003 The Price-Dividend Relationship in Inflationary and Deflationary Regimes by Jacob Madsen & Costas Milas [Downloadable!] 2003 Strategic Asset Allocation in a Continuous Time VAR Model by Campbell, John Y & Chacko, George & Rodriguez, Jorge & Viceira, Luis M [Downloadable!] 2003 Understanding the Recovery Rates on Defaulted Securities by Acharya, Viral V & Bharath, Sreedhar T & Srinivasan, Anand [Downloadable!] 2003 Microeconomic Sources of Equity Risk by Wickens, Michael R [Downloadable!] 2003 Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel by Giordani, Paolo & Söderlind, Paul [Downloadable!] 2003 C-CAPM and the Cross-Section of Sharpe Ratios by Söderlind, Paul [Downloadable!] 2003 International Good Market Segmentation and Financial Market Structure by Basak, Suleyman & Croitoru, Benjamin [Downloadable!] 2003 Relative Performance Evaluation Contracts and Asset Market Equilibrium by Kapur, Sandeep & Timmermann, Allan G [Downloadable!] 2003 Stock Prices and IPO Waves by Pástor, Luboš & Veronesi, Pietro [Downloadable!] 2003 Taylor Rules and the Predictability of Interest Rates by Söderlind, Paul & Söderström, Ulf & Vredin, Anders [Downloadable!] 2003 The Price of Future Liquidity: Time-Varying Liquidity in the US Treasury Market by Goldreich, David & Hanke, Bernd & Nath, Purnendu [Downloadable!] 2003 Optimal Financial Market Integration and Security Design by Acharya, Viral V & Bisin, Alberto [Downloadable!] 2003 Heterogeneity of Investors and Asset Pricing in a Risk-Value World by Franke, Günter & Weber, Martin [Downloadable!] 2003 Portfolio Choice with Illiquid Assets by Koren, Miklós & Szeidl, Adam [Downloadable!] 2003 Asset Pricing with Liquidity Risk by Acharya, Viral V & Pedersen, Lasse Heje [Downloadable!] 2003 On the Consequences of State Dependent Preferences for the Pricing of Financial Assets by Danthine, Jean-Pierre & Donaldson, John B & Giannikos, Chrisos & Guirguis, Hany [Downloadable!] 2003 The Importance of the Loss Function in Option Valuation by Peter Christoffersen & Kris Jacobs [Downloadable!] 2003 Modeling the Dynamics of Credit Spreads with Stochastic Volatility by Kris Jacobs & Xiaofei Li [Downloadable!] 2003 Option Valuation with Conditional Skewness by Peter Christoffersen & Steve Heston & Kris Jacobs [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu [Downloadable!] 2003 Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu [Downloadable!] 2003 Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments by Peter Bossaerts & Charles Plott & William R. Zame [Downloadable!] 2003 Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy by Frederik Lundtofte [Downloadable!] 2003 Bounded Rationality and Asset Pricing by Tony Berrada [Downloadable!] 2003 Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate by Ralf Ahrens & Stefan Reitz [Downloadable!] 2003 Are Different-Currency Assets Imperfect Substitutes? by Martin D. D. Evans & Richard K. Lyons [Downloadable!] 2003 Dusting off the Perception of Risk and Returns in FOREX Markets by Phornchanok Cumperayot [Downloadable!] 2003 On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach) by Rodolfo Apreda [Downloadable!] 2003 Simple and enlarged separation portfolios. On their Use when Arbitraging and Synthesizing Securities by Rodolfo Apreda [Downloadable!] 2003 Scope for Cost Minimization in Public Debt Management: the Case of the UK by Coe, P.J. & Pesaran, M.H. & Vahey, S.P. [Downloadable!] 2003 Bayesian Estimation of Risk-Premia in an APT Context by Darsinos, T. & Satchell, S.E. [Downloadable!] 2003 Endogenous Correlation by Yang, J-H.S. & Satchell, S.E. [Downloadable!] 2003 Revisiting the Implications of Heterogeneity in Financial Market Participation for the C-CAPM by Monica Paiella [Downloadable!] 2003 Gaussian inference on certain long-range dependent volatility models by Paolo Zaffaroni [Downloadable!] 2003 Contagion and portfolio shift in emerging countries' sovereign bonds by Antonio Díez de los Ríos & Alicia García Herrero [Downloadable!] 2003 Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount? by Michael R. King & Dan Segal [Downloadable!] 2003 Are Distorted Beliefs Too Good to be True? by Miroslav Misina [Downloadable!] 2003 Income Trusts--Understanding the Issues by Michael R. King [Downloadable!] 2003 What Does the Risk-Appetite Index Measure? by Miroslav Misina [Downloadable!] 2003 Collateral and Credit Supply by Joseph Atta-Mensah [Downloadable!] 2003 Imperfect Competition and Market Liquidity with a Supply Informed Trader by Ariadna Dumitrescu [Downloadable!] 2003 Continuous auctions and insider trading: uniqueness and risk aversion by Kyung-Ha Cho [Downloadable!] 2003 Random step functions model for interest rates by Eleanor Virag & Fima C. Klebaner & Konstantin Borovkov [Downloadable!] 2003 Pricing With Performance-Controlled Multiples by Volker Herrmann & Frank Richter [Downloadable!] 2003 The Pricing Of Options On Credit-Sensitive Bonds by Sandra Peterson & Richard C. Stapleton [Downloadable!] 2003 Momentum and Turnover: Evidence from the German Stock Market by Markus Glaser & Martin Weber [Downloadable!] 2003 The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries by Fabio Canova & Gianni De Nicoló [Downloadable!] 2003 Liquidity and Financial Markets - Introduction by Felipe Zurita [Downloadable!] 2003 The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries by Fabio Canova & Gianni De Nicoló [Downloadable!] 2003 Presión sobre los precios en las revisiones del índice IBEX35 by J. Carlos Gómez Sala & Jorge Yzaguirre [Downloadable!] 2003 Competitive Markets and Aggregate Information by G. Glenn Baigent [Downloadable!] 2003 Securities Transaction Taxes for U.S. Financial Markets by Robert Pollin & Dean Baker & Marc Schaberg [Downloadable!] 2003 Macroeconomic Factors and Bank and Finance Stock Prices: The Australian Experience by Paul, Satya & Mallik, Girijasankar [Downloadable!] 2003 La persistance de la performance des fonds de pension individuels britanniques:une étude empirique sur des fonds investis en actions et des fonds obligataires by Fabrice Hervé [Downloadable!] 2003 Market Risk and Volatility in the Brazilian Stock Market by Joe Akira Yoshino [Downloadable!] 2003 On the Valuation of Companies with Growth Opportunities by José Pablo Dapena Fernandez [Downloadable!] 2003 The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses by Sangbae Kim & Francis Haeuck In [Downloadable!] 2003 A Simple Linear Programming Approach to Gain, Loss and Asset Pricing by Iñaki Rodríguez Longarela [Downloadable!] 2003 An Analytical Approach to the Welfare Cost of Business Cycles and the Benefit from Activist Monetary Policy by Michael T. Kiley [Downloadable!] 2003 Common factors in emerging market spreads by Patrick McGuire & Martijn A Schrijvers [Downloadable!] 2003 The credit spread puzzle by Jeffery D Amato & Eli M Remolona [Downloadable!] 2002 Asset Prices and Alternative Characterizations of the Pricing Kernel by Lüders, Erik [Downloadable!] 2002 Why Are Asset Returns Predictable? by Lüders, Erik [Downloadable!] 2002 Tail Wags Dog? Time-Varying Information Shares in the Bund Market by Upper, Christian & Werner, Thomas [Downloadable!] 2002 The stable long-run CAPM and the cross-section of expected returns by Kim, Jeong-Ryeol [Downloadable!] 2002 Risk Aversion and Stock Prices by Ray C. Fair [Downloadable!] 2002 Market Prices of Risk and Return Predictability in a Joint Stock-Bond Pricing Model by Harry Mamaysky [Downloadable!] 2002 Rain or Shine: Where is the Weather Effect? by William N. Goetzmann & Ning Zhu [Downloadable!] 2002 A Model for Pricing Stocks and Bonds with Default Risk by Harry Mamaysky [Downloadable!] 2002 A Model For Pricing Stocks and Bonds by Harry Mamaysky [Downloadable!] 2002 The Subjective and Objective Evaluation of Incentive Stock Options by Jonathan E. Ingersoll Jr. [Downloadable!] 2002 Stock Market as a 'Beauty Contest': Investor Beliefs and Price Bubbles sans Dividend Anchors by Shinichi Hirota & Shyam NMI Sunder [Downloadable!] 2002 Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets by Masahiro Watanabe [Downloadable!] 2002 What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? by Tobias J. Moskowitz & Mark Grinblatt [Downloadable!] 2002 On the Joint Pricing of Stocks and Bonds: Theory and Evidence by Harry Mamaysky [Downloadable!] 2002 Stock Market as a 'Beauty Contest': Investor Beliefs and Price Bubbles sans Dividend Anchors by Shinichi Hirota & Shyam Sunder [Downloadable!] 2002 Value Creation and Profit Optimization by K. Tobias Winther [Downloadable!] 2002 Housing Prices, Bank Lending, and Monetary Policy by Irene de Greef & Ralph de Haas [Downloadable!] 2002 Existence of Equilibrium in Incomplete Markets with Non-Ordered Preferences by Erkan Yalcin [Downloadable!] 2002 Option pricing with Levy Process by Eric Benhamou [Downloadable!] 2002 A Martingale Result for Convexity Adjustment in the Black Pricing Model by Eric Benhamou [Downloadable!] 2002 A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks by Eric Benhamou [Downloadable!] 2002 A General Characterization of Quadratic Term Structure Models by Li Chen & H. Vincent Poor [Downloadable!] 2002 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment by Mathias Drehmann & Joerg Oechssler & Andreas Roider [Downloadable!] 2002 An Analysis of Hedge Fund Performance by Daniel Capocci [Downloadable!] 2002 The Geometry of Payoff Spaces by Marcel Hendrickx [Downloadable!] 2002 The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets by Bernd Hayo & Ali Kutan [Downloadable!] 2002 What Type of Process Underlies Options? A Simple Robust Test by Peter Carr & Liuren Wu [Downloadable!] 2002 Markov Chain Approximations For Term Structure Models by David Backus & Liuren Wu & Stanley Zin [Downloadable!] 2002 A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs by Gautam Goswami & Milind Shrikhande & Liuren Wu [Downloadable!] 2002 Asset Pricing Under The Quadratic Class by Markus Leippold & Liuren Wu [Downloadable!] 2002 Design and Estimation of Quadratic Term Structure Models by Markus Leippold & Liuren Wu [Downloadable!] 2002 Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates? by Massoud Heidari & Liuren WU [Downloadable!] 2002 The Finite Moment Log Stable Process and Option Pricing by Peter Carr & Liuren Wu [Downloadable!] 2002 Time-Changed Levy Processes and Option Pricing by Peter Carr & Liuren Wu [Downloadable!] 2002 Term Structure of Interest Rates, Yield Curve 
