Report NEP-CFN-2003-05-29This is the archive for NEP-CFN, a report on new working papers in the area of Corporate Finance. Zelia Serrasqueiro issued this report. It is usually issued weekly.
The following items were announced in this report:
- Allen Abrahamson, 2003. "Efficient Path-Dependent Valuation Using Lattices: Fixed and Floating Strike Asian Options," Finance, EconWPA 0305005, EconWPA.
- Mihir A. Desai & C. Fritz Foley & James R. Hines, Jr., 2003. "A Multinational Perspective on Capital Structure Choice and Internal Capital Markets," NBER Working Papers 9715, National Bureau of Economic Research, Inc.
- Dan Galai & Alon Raviv & Zvi Wiener, 2003. "Liquidation Triggers and the Valuation of Equity and Debt," Finance, EconWPA 0305002, EconWPA.
- George Woodward & Heather Anderson, 2003. "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 9/03, Monash University, Department of Econometrics and Business Statistics.
- Marco Crocco & Anderson Cavalcante & ClÃ¡udio Barra, 2003. "Money and Space: the behaviour of liquidity preference of banks and public in a peripheral country," Textos para DiscussÃ£o Cedeplar-UFMG td196, Cedeplar, Universidade Federal de Minas Gerais.
- Marc Saidenberg & Til Schuermann & May, . "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 03-14, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Giovanni Cespa, 2003. "Giffen Goods and Market Making," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 97, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Patrick Bolton & Jose Scheinkman & Wei Xiong, 2003. "Executive Compensation and Short-termist Behavior in Speculative Markets," NBER Working Papers 9722, National Bureau of Economic Research, Inc.
- Federico Bandi & Benoit Perron, 2003. "Long memory and the relation between implied and realized volatility," Econometrics, EconWPA 0305004, EconWPA.