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Report NEP-FIN-1999-11-08
This 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 anounced in this report:
- Robert F. Engle & Simone Manganelli, 1999.
"CAViaR: Conditional Value at Risk by Quantile Regression,"
NBER Working Papers
7341, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Luis M. Viceira, 1999.
"Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income,"
NBER Working Papers
7409, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Young-Hye Cho & Robert F. Engle, 1999.
"Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market,"
NBER Working Papers
7331, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Geert Bekaert & Steven R. Grenadier, 1999.
"Stock and Bond Pricing in an Affine Economy,"
NBER Working Papers
7346, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Young-Hye Cho & Robert F. Engle, 1999.
"Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks,"
NBER Working Papers
7330, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- George Chacko & Luis M. Viceira, 1999.
"Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets,"
NBER Working Papers
7377, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Harrison Hong & Jeremy C. Stein, 1999.
"Differences of Opinion, Rational Arbitrage and Market Crashes,"
NBER Working Papers
7376, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Becht, M. & Chapelle, A. & Renneboog, L.D.R., 1999.
"Shareholding cascades : the separation of ownership and control in Belgium,"
Discussion Paper
96, Tilburg University, Center for Economic Research.
[Downloadable!]
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999.
"Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence,"
NBER Working Papers
7406, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Rajesh K. Aggarwal & Andrew A. Samwick, 1999.
"Empire-Builders and Shirkers: Investment, Firm Performance, and Managerial Incentives,"
NBER Working Papers
7335, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Crama, Y. & Leruth, L. & Renneboog, L.D.R., 1999.
"Corporate governance structures, control and performance in European markets : a tale of two systems,"
Discussion Paper
97, Tilburg University, Center for Economic Research.
[Downloadable!]
- Rafael La Porta & Florencio Lopez-deSilanes & Andrei Shleifer & Robert W. Vishny, 1999.
"Investor Protection and Corporate Valuation,"
NBER Working Papers
7403, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Oliver Hart & John Moore, 1999.
"On the Design of Hierarchies: Coordination Versus Specialization,"
NBER Working Papers
7388, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- David Ikenberry & Josef Lakonishok & Theo Vermaelen, 1999.
"Stock Repurchases in Canada: Performance and Strategic Trading,"
NBER Working Papers
7325, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
This page was last updated on 2009-11-29.
This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.