Report NEP-FIN-2003-12-14

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Fatma Cebenoyan, 2003. "Operational Efficiency and the Value-Relevance of Earnings," Hunter College Department of Economics Working Papers 301, Hunter College: Department of Economics. [Downloadable!]
• Baele, L., 2003. "Volatility spillover effects in European equity markets," Discussion Paper 114, Tilburg University, Center for Economic Research. [Downloadable!]
• Moez Bennouri, 2003. "Auction versus Dealership Markets," CIRANO Working Papers 2003s-67, CIRANO. [Downloadable!]
• Pierre Giot & Armin Schwienbacher, 2003. "IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis," Finance 0312006, EconWPA. [Downloadable!]
• Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003. "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-290, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Karl Aiginger, 2003. "Insufficient investment into future growth: the forgotten cause of low growth in Germany," Economics working papers 2003-14, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]
• Elyès Jouini & Abdelhamid Bizid, 2003. "Equilibrium Pricing in Incomplete Markets," Finance 0312004, EconWPA. [Downloadable!]
• Calcagno, R. & Wagner, W., 2003. "The inefficiency of the stock market equilibrium under moral hazard," Discussion Paper 107, Tilburg University, Center for Economic Research. [Downloadable!]
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche 06-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
• Donal G. McKillop & Robert W. Hutchinson,, . "Regional Financial Markets and Credit Allocation:The Case of Small and Medium Sized Firms in Northern Ireland," Financial Market Papers 4, Financial Services Research Forum. [Downloadable!]
• Dean Croushore, 2003. "A short-term model of the Fed's portfolio choice," Working Papers 03-8, Federal Reserve Bank of Philadelphia. [Downloadable!]
• Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2003. "Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-289, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Söderlind, Paul, 2003. "C-CAPM and the Cross-Section of Sharpe Ratios," SIFR Research Report Series 18, Swedish Institute for Financial Research. [Downloadable!]
• MASSON, Paul & RUGE-MURCIA, Francisco J., 2003. "Explaining the Transition Between Exchange Rate Regimes," Cahiers de recherche 15-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
• Peter G. Dunne, . "Size and Book-to-Market Factors in a Multivariate GARCH-in-Mean Asset Pricing Application," Financial Market Papers 2, Financial Services Research Forum. [Downloadable!]
• John Cotter, . "Market Anomalies for the Irish Equity Market," Financial Market Papers 3, Financial Services Research Forum. [Downloadable!]
• Kenneth A. Froot & Paul G. J. O'Connell, 2003. "The Risk Tolerance of International Investors," NBER Working Papers 10157, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Brian McCulloch, 2003. "Geometric Return and Portfolio Analysis," Treasury Working Paper Series 03/28, New Zealand Treasury. [Downloadable!]
• Dr Ronan Powell, . "Takeover Prediction and Portfolio Performance," Financial Market Papers 1, Financial Services Research Forum. [Downloadable!]
• Elyès Jouini, 2003. "Market imperfections, equilibrium and arbitrage," Finance 0312005, EconWPA. [Downloadable!]
• Peter G Dunne, . "A New Bayesian Model of Market Microstructure Behaviour Applied to the Market in Irish Government Securities: Identification Happens!," Financial Market Papers 8, Financial Services Research Forum. [Downloadable!]
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche 07-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
• Li Chen & H. Vincent Poor, 2003. "Credit Risk Modeling and the Term Structure of Credit Spreads," Finance 0312009, EconWPA. [Downloadable!]
• Zihui Ma & Leonard Cheng, 2003. "The Effects of Financial Crises on International Trade," NBER Working Papers 10172, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Michael J Moore & Maurice J. Roche, . "Liquidity in the Forward Exchange Market," Financial Market Papers 6, Financial Services Research Forum. [Downloadable!]
• Li Chen & H. Vincent Poor, 2003. "Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach," Finance 0312008, EconWPA. [Downloadable!]
• Tapiero, Charles, 2003. "Risk Management: An Interdisciplinary Framework," ESSEC Working Papers DR 03014, ESSEC Research Center, ESSEC Business School. [Downloadable!]

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