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Report NEP-FIN-2005-04-03
This 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 closedOther reports in NEP-FIN
The following items were anounced in this report:
Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2005.
"The Costs of Issuing Private Versus Public Equity ,"
CIRANO Working Papers
2005s-14, CIRANO.
[Downloadable!] Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005.
"Estimating the Stochastic Discount Factor without a Utility Function ,"
Economics Working Papers (Ensaios Economicos da EPGE)
583, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!] Francis, Jennifer & Olsson, Per & Schipper, Katherine, 2005.
"Call Options and Accruals Quality ,"
SIFR Research Report Series
34, Institute for Financial Research.
[Downloadable!] Ågren, Martin, 2005.
"Myopic Loss Aversion, the Equity Premium Puzzle, and GARCH ,"
Working Paper Series
2005:11, Uppsala University, Department of Economics.
[Downloadable!] Item repec:ifs:ifsewp:wp09/04 is not listed on IDEAS anymore
Item repec:ifs:ifsewp:wp12/04 is not listed on IDEAS anymore
Nicholas Chan & Mila Getmansky & Shane M. Haas & Andrew W. Lo, 2005.
"Systemic Risk and Hedge Funds ,"
NBER Working Papers
11200, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Stefano DellaVigna & Joshua M. Pollet, 2005.
"Attention, Demographics, and the Stock Market ,"
NBER Working Papers
11211, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Genevieve Boyreau-Debray & Shang-Jin Wei, 2005.
"Pitfalls of a State-Dominated Financial System: The Case of China ,"
NBER Working Papers
11214, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Richard K. Lyons & Michael J. Moore, 2005.
"An Information Approach to International Currencies ,"
NBER Working Papers
11220, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Joseph Golec & Shantaram Hegde & John A. Vernon, 2005.
"Pharmaceutical Stock Price Reactions to Price Constraint Threats and Firm-Level R&D Spending ,"
NBER Working Papers
11229, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Kenichiro Suzuki & David Cobham, 2005.
"Recent trends in the sources of finance for Japanese firms: has Japan become a 'high internal finance' country? ,"
Discussion Paper Series, Department of Economics
0501, Department of Economics, University of St. Andrews.
[Downloadable!] Peters, Michael & Severinov, Sergei, 2005.
"Internet Auctions with Many Traders ,"
Micro Theory Working Papers
peters-05-03-30-03-06-03, Microeconomics.ca Website, revised 23 Jan 2006.
[Downloadable!] Nicholas Apergis & Stephen M. Miller, 2004.
"Consumption Asymmetry and the Stock Market: Empirical Evidence ,"
Working papers
2004-43, University of Connecticut, Department of Economics, revised Apr 2006.
[Downloadable!] Nicholas Apergis & Stephen M. Miller, 2005.
"Consumption asymmetry and the stock market: New evidence through a threshold adjustment model ,"
Working papers
2005-08, University of Connecticut, Department of Economics.
[Downloadable!] Item repec:cnb:rpnrpn:2/2004 is not listed on IDEAS anymore
Item repec:cnb:rpnrpn:3/2004 is not listed on IDEAS anymore
Item repec:cnb:wpaper:1/2004 is not listed on IDEAS anymore
Item repec:cnb:wpaper:6/2004 is not listed on IDEAS anymore
Zhang, Ge, 2004.
"Market valuation and employee stock options ,"
Working Papers
2003-13, University of New Orleans, Department of Economics and Finance.
[Downloadable!] Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2004.
"Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets ,"
Working Papers
2004-05, University of New Orleans, Department of Economics and Finance.
[Downloadable!] Baker, H. Kent & Mukherjee, Tarun K. & Powell, Gary E., 2004.
"Distributing excess cash: the role of specially designated dividends ,"
Working Papers
2004-07, University of New Orleans, Department of Economics and Finance.
[Downloadable!] Mukherjee, Tarun K. & Farhat, Joseph Basheer & Cotei, Carmen, 2004.
"Factors explaining the results of job search by the 2002 FMA job applicants--a survey ,"
Working Papers
2004-08, University of New Orleans, Department of Economics and Finance.
[Downloadable!] Nam, Jouahn & Wang, Jun & Zhang, Ge, 2004.
"The impact of the dividend tax cut and managerial stock holdings on corporate dividend policy ,"
Working Papers
2004-09, University of New Orleans, Department of Economics and Finance.
[Downloadable!] Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005.
"The weekend trading profitability: evidence from international mutual funds ,"
Working Papers
2004-10, University of New Orleans, Department of Economics and Finance.
[Downloadable!] M. Hashem Pesaran & Paolo Zaffaroni, 2004.
"Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management ,"
IEPR Working Papers
04.3, Institute of Economic Policy Research (IEPR).
[Downloadable!] Caroline M. Betts & Timothy J. Kehoe, 2005.
"U.S. Real Exchange Rate Fluctuations and Relative Price Fluctuations ,"
IEPR Working Papers
05.16, Institute of Economic Policy Research (IEPR).
[Downloadable!] Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005.
"Scope for Credit Risk Diversification ,"
IEPR Working Papers
05.18, Institute of Economic Policy Research (IEPR).
[Downloadable!] This page was last updated on 2009-11-22.
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 .