Report NEP-FIN-2003-04-13This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu 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:
- Dong, M. & Robinson, C. & Veld, C.H., 2003. "Why Individual Investors want Dividends," Discussion Paper, Tilburg University, Center for Economic Research 2003-28, Tilburg University, Center for Economic Research.
- Ericsson, Johan & Karlsson, Sune, 2003. "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," Working Paper Series in Economics and Finance 524, Stockholm School of Economics, revised 12 Feb 2004.
- Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2003. "Testing Expected Shortfall Models for Derivative Positions," Discussion Paper, Tilburg University, Center for Economic Research 2003-24, Tilburg University, Center for Economic Research.
- Gordon, Stephen & St-Amour, Pascal, 2003. "Asset Returns and State-Dependent Risk Preferences," Cahiers de recherche, CIRPEE 0316, CIRPEE.
- K.S. Jomo & Ilene Grabel & Gerald Epstein, 2003. "Capital Management Techniques In Developing Countries: An Assessment of Experiences From the 1990s and Lessons for the Future," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst wp56, Political Economy Research Institute, University of Massachusetts at Amherst.
- Dionne, Georges & Harchaoui, Tarek M., 2003. "Banks' Capital, Securitization and Credit Risk: An Empirical for Canada," Cahiers de recherche, CIRPEE 0311, CIRPEE.
- Beaulieu, Marie-claude & Cosset, Jean-Claude & Essaddam, Naceur, 2002. "The Impact of Political Risk on the Volatility of Stock Returns: the Case of Canada," Cahiers de recherche, CIRPEE 0208, CIRPEE.
- Ross Levine & Sergio L. Schmukler, 2003. "Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity," NBER Working Papers 9614, National Bureau of Economic Research, Inc.
- Bernardo Maggi & Stefania P. S. Rossi, 2003. "An efficiency analysis of banking systems: a comparison of European and United States large commercial banks using different functional forms," Vienna Economics Papers, University of Vienna, Department of Economics 0306, University of Vienna, Department of Economics.
- Peter Hansen & Asger Lunde, 2003. "Testing the Significance of Calendar Effects," Working Papers 2003-03, Brown University, Department of Economics.
- Massimo Florio & Katiuscia Manzoni, 2002. "The abnormal returns of UK privatisations: from underpricing tooutperformance," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at UniversitÃ degli Studi di Milano 2002-23, Department of Economics, Management and Quantitative Methods at UniversitÃ degli Studi di Milano.