Report NEP-FIN-1999-04-27This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.
This report is closed
Other reports in NEP-FIN
The following items were announced in this report:
- Louis K.C. Chan & Jason Karceski & Josef Lakonishok, 1999. "On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model," NBER Working Papers 7039, National Bureau of Economic Research, Inc.
- Steven E. Abraham & Dong-One Kim, 1999. "Layoff and Employment Guarantee Announcements: How Do Shareholders Respond?," Departmental Working Papers 199902, Department of Economics, SUNY-Oswego, revised 20 Apr 1999.
- Bronwyn H. Hall & Rose Marie Ham, 1999. "The Patent Paradox Revisited: Determinants of Patenting in the US Semiconductor Industry, 1980-94," NBER Working Papers 7062, National Bureau of Economic Research, Inc.
- Evan G. Galev & William N. Goetzmann & K. Geert Rouwenhorst, 1999. "Pairs Trading: Performance of a Relative Value Arbitrage Rule," NBER Working Papers 7032, National Bureau of Economic Research, Inc.
- Rosellon Cifuentes, M.A., 1999. "Liquidation Values, Risk and Capital Structure," Discussion Paper 1999-32, Tilburg University, Center for Economic Research.
- S.O. Monye, 1997. "Transaction Costs and the Internationalisation of Business Franchising," CIBS Research Papers in International Business 1-97, London South Bank University CIBS.
- Owen Lamont, 1999. "Economic Tracking Portfolios," NBER Working Papers 7055, National Bureau of Economic Research, Inc.