Report NEP-FIN-2005-07-03This 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:
- Giorgio Gobbi & Francesca Lotti, 2004. "Entry decisions and adverse selection: an empirical analysis of a local credit markets," Temi di discussione (Economic working papers) 535, Bank of Italy, Economic Research and International Relations Area.
- Bergman, Mats A., 2005. "A Welfare Ranking of Two-Sided Market Regimes," Working Paper Series 185, Sveriges Riksbank (Central Bank of Sweden), revised 01 Sep 2005.
- Robin Brooks, & Marc Del Negro, 2005. "Firm-Level Evidence on International Stock Market Comovement," Kiel Working Papers 1244, Kiel Institute for the World Economy.
- Fang Cai & Francis E. Warnock, 2005. "International Diversification at Home and Abroad," Kiel Working Papers 1246, Kiel Institute for the World Economy.
- Holger Kraft & Mogens Steffensen, 2005. "How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach," FRU Working Papers 2005/07, University of Copenhagen. Department of Economics. Finance Research Unit.
- Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP) 05.03, Université de Lausanne, Faculté des HEC, DEEP.
- Pascal St-Amour, 2005. "Direct Preference for Wealth in Aggregate Household Portfolio," Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP) 05.04, Université de Lausanne, Faculté des HEC, DEEP.
- Klüh, Ulrich, 2005. "Safety Net Design and Systemic Risk: New Empirical Evidence," Discussion Papers in Economics 662, University of Munich, Department of Economics.
- John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho, 2005. "Caught On Tape: Institutional Order Flow and Stock Returns," NBER Working Papers 11439, National Bureau of Economic Research, Inc.
- Anna Pavlova & Roberto Rigobon, 2005. "Wealth Transfers, Contagion, and Portfolio Constraints," NBER Working Papers 11440, National Bureau of Economic Research, Inc.
- Laurent E. Calvet & Adlai J. Fisher, 2005. "Multifrequency News and Stock Returns," NBER Working Papers 11441, National Bureau of Economic Research, Inc.
- Mark Carey & Rene M. Stulz, 2005. "The Risks of Financial Institutions," NBER Working Papers 11442, National Bureau of Economic Research, Inc.
- Anna Obizhaeva & Jiang Wang, 2005. "Optimal Trading Strategy and Supply/Demand Dynamics," NBER Working Papers 11444, National Bureau of Economic Research, Inc.
- Alan J. Auerbach & Kevin A. Hassett, 2005. "The 2003 Dividend Tax Cuts and the Value of the Firm: An Event Study," NBER Working Papers 11449, National Bureau of Economic Research, Inc.
- Raj Chetty & Joseph Rosenberg & Emmanuel Saez, 2005. "The Effects of Taxes on Market Responses to Dividend Announcements and Payments: What Can we Learn from the 2003 Dividend Tax Cut?," NBER Working Papers 11452, National Bureau of Economic Research, Inc.
- Evgeny Lyandres & Le Sun & Lu Zhang, 2005. "Investment-Based Underperformance Following Seasoned Equity Offerings," NBER Working Papers 11459, National Bureau of Economic Research, Inc.
- Alma Cohen & Liran Einav, 2005. "Estimating Risk Preferences from Deductible Choice," NBER Working Papers 11461, National Bureau of Economic Research, Inc.
- John Y. Campbell & Samuel B. Thompson, 2005. "Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?," NBER Working Papers 11468, National Bureau of Economic Research, Inc.
- Mihir A. Desai & Dhammika Dharmapala & Winnie Fung, 2005. "Taxation and the Evolution of Aggregate Corporate Ownership Concentration," NBER Working Papers 11469, National Bureau of Economic Research, Inc.
- Stefania P.S. Rossi & Markus Schwaiger & Gerhard Winkler, 2005. "Managerial behavior and cost/profit efficiency in the banking sectors of Central and Eastern European countries," Working Papers 96, Oesterreichische Nationalbank (Austrian Central Bank).
- Carlos F. Alves & F. Teixeira dos Santos, 2005. "The Informativeness of Quarterly Financial Reporting: The Portuguese Case," FEP Working Papers 177, Universidade do Porto, Faculdade de Economia do Porto.
- Stephen L. Ross, 2005. "The Continuing Practice and Impact of Discrimination," Working papers 2005-19, University of Connecticut, Department of Economics, revised Jul 2006.
- Hsiang-Tai Lee & Jonathan Yoder, 2005. "A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios," Econometrics 0506009, EconWPA.
- Pavel Okunev, 2005. "Using Hermite Expansions for Fast and Arbitrarily Accurate Computation of the Expected Loss of a Loan Portfolio Tranche in the Gaussian Factor Model," Finance 0506015, EconWPA.
- Cumhur Ekinci, 2005. "Influence de la premiere heure de cotation," Finance 0506016, EconWPA.
- Martin Bemmann, 2005. "Improving the comparability of insolvency predictions," Finance 0506017, EconWPA.
- Doris Neuberger & Christoph Schacht, 2005. "The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market," Finance 0506018, EconWPA.
- Onur Koska, 2005. "Financial Liberalization Era in Turkey: Critique on Decree No.32," Macroeconomics 0506016, EconWPA.
- Mohamed Ben Abdallah & Iuliana Matei, 2005. "Crise et contagion : cas des pays de l'Europe de l'Est," Cahiers de la Maison des Sciences Economiques bla05044, Université Panthéon-Sorbonne (Paris 1).
- Laurent Soulat, 2005. "Mécanismes de discipline collective des dirigeants vs. mécanismes de réputation : une application au keiretsu financier japonais," Cahiers de la Maison des Sciences Economiques bla05046, Université Panthéon-Sorbonne (Paris 1).
- Lucas Bretschger & Karen Pittel, 2005. "Innovative investments, natural resources, and intergenerational fairness : are pension funds good for sustainable development?," CER-ETH Economics working paper series 05/36, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.