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Report NEP-FIN-2005-12-20
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:
J. David Brown & John Earle & Almos Telegdy, 2005.
"The Productivity Effects of Privatization: Longitudinal Estimates from Hungary, Romania, Russia, and Ukraine ,"
CERT Discussion Papers
0508, Centre for Economic Reform and Transformation, Heriot Watt University.
[Downloadable!] J. David Brown & John Earle & Almos Telegdy, 2005.
"Does Privatization Hurt Workers? Lessons from Comprehensive Manufacturing Firm Panel Data in Hungary, Romania, Russia, and Ukraine ,"
CERT Discussion Papers
0509, Centre for Economic Reform and Transformation, Heriot Watt University.
[Downloadable!] Rasmus Fatum & Barry Scholnick, .
"Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter? ,"
EPRU Working Paper Series
05-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2005.
[Downloadable!] Morten Bennedsen & Kasper Nielsen & Francisco Pérez-González & Daniel Wolfenzon, 2005.
"Inside the Family Firm: The Role of Families in Succession Decisions and Performance ,"
CIE Discussion Papers
2005-13, University of Copenhagen. Department of Economics. Centre for Industrial Economics, revised Sep 2005.
[Downloadable!] Morten Bennedsen & Kasper Nielsen, 2005.
"The Principle of Proportionality: Separating the Impact of Dual Class Shares, Pyramids and Cross-ownership on Firm Value Across Legal Regimes in Western Europe ,"
CIE Discussion Papers
2005-14, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
[Downloadable!] Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005.
"Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange ,"
Cahiers de recherche
0533, CIRPEE.
[Downloadable!] Lloyd Blanchard & Bo Zhao & John Yinger, 2005.
"Do Credit Market Barriers Exist for Minority and Women Entrepreneurs? ,"
Center for Policy Research Working Papers
74, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!] Ricardo Caballero & Arvind Krishnamurthy, 2005.
"Financial System Risk and Flight to Quality ,"
NBER Working Papers
11834, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Sendhil Mullainathan & Andrei Shleifer, 2005.
"Persuasion in Finance ,"
NBER Working Papers
11838, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005.
"The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly ,"
NBER Working Papers
11840, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005.
"The Myth of Long-Horizon Predictability ,"
NBER Working Papers
11841, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2005.
"Demand-Based Option Pricing ,"
NBER Working Papers
11843, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Axel Boersch-Supan & Alexander Ludwig & Joachim Winter, 2005.
"Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model ,"
NBER Working Papers
11850, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2005.
"Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market ,"
NBER Working Papers
11851, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Item repec:pqs:wpaper:0342005 is not listed on IDEAS anymore
Gary S. Shea, 2005.
" Understanding financial derivatives during the South Sea Bubble: the case of the South Sea subscription shares ,"
CDMA Working Paper Series
0512, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!] Lee Chee Tong, 2005.
"Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data ,"
SCAPE Policy Research Working Paper Series
0516, National University of Singapore, Department of Economics, SCAPE.
[Downloadable!] Dimitris Kenourgios, 2005.
"Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market ,"
Finance
0512014, EconWPA.
[Downloadable!] Dimitris Kenourgios, 2005.
"Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market ,"
Finance
0512015, EconWPA.
[Downloadable!] Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2005.
"Do European Stock Markets Affect Latin American Stock Markets? ,"
Finance
0512017, EconWPA.
[Downloadable!] Dalia Marin, 2004.
"Law in Transition and Development: The Case of Russia ,"
Discussion Papers
78, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
[Downloadable!] Haizhou Huang & Dalia Marin & Chenggang Xu, 2004.
"Financial Crisis, Economic Recovery, and Banking Development in Russia, and other FSU Countries ,"
Discussion Papers
79, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
[Downloadable!] Faias, Marta, 2004.
"General equilibrium and endogenous creation of asset markets ,"
FEUNL Working Paper Series
wp454, Universidade Nova de Lisboa, Faculdade de Economia.
[Downloadable!] Jorge, Silvia Ferreira & Pires, Cesaltina Pacheco, 2004.
"Delivered versus Mill Nonlinear Pricing in Free Entry Markets ,"
FEUNL Working Paper Series
wp459, Universidade Nova de Lisboa, Faculdade de Economia.
[Downloadable!] Matos, Joao Amaro de & Lacerda, Ana, 2004.
"Dry Markets and Superreplication Bounds of American Derivatives ,"
FEUNL Working Paper Series
wp461, Universidade Nova de Lisboa, Faculdade de Economia.
[Downloadable!] Matos, Joao Amaro de & Fernandes, Marcelo, 2004.
"Testing the Markov property with ultra-high frequency financial data ,"
FEUNL Working Paper Series
wp462, Universidade Nova de Lisboa, Faculdade de Economia.
[Downloadable!] This page was last updated on 2008-10-5.
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