Report NEP-FIN-2006-04-08

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Krotter, Simon, 2006. "Durchbrechungen des Kongruenzprinzips und Residualgewinne - Broken Link Between Accounting and Finance?," Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 411, University of Regensburg, Department of Economics. [Downloadable!]
• Dairo Estrada & Daniel Osorio, . "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia 384, Banco de la Republica de Colombia. [Downloadable!]
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Mario Jametti & Thomas von Ungern-Sternberg, 2006. "Risk Selection in Natural Disaster Insurance – the Case of France," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Ken Sennewald & Klaus Wälde, 2006. "“Itô’s Lemma“ and the Bellman Equation for Poisson Processes: An Applied View," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Yin-Wong Cheung, 2006. "An Empirical Model of Daily Highs and Lows," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Silke Brandts & Christian Laux, 2005. "ART Versus Reinsurance: The Disciplining Effect of Information Insensitivity," CFS Working Paper Series 2005/21, Center for Financial Studies. [Downloadable!]
• Sean D. Campbell & Francis X. Diebold, 2005. "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," CFS Working Paper Series 2005/22, Center for Financial Studies. [Downloadable!]
• Franklin Allen & Elena Carletti & Robert Marquez, 2005. "Credit Market Competition and Capital Regulation," CFS Working Paper Series 2005/23, Center for Financial Studies. [Downloadable!]
• Neil A. Doherty & Alexander Muermann, 2005. "Insuring the Uninsurable: Brokers and Incomplete Insurance Contracts," CFS Working Paper Series 2005/24, Center for Financial Studies. [Downloadable!]
• Franklin Allen & Elena Carletti, 2005. "Credit Risk Transfer and Contagion," CFS Working Paper Series 2005/25, Center for Financial Studies. [Downloadable!]
• Michael Halisassos & Michael Reiter, 2005. "Credit Card Debt Puzzles," CFS Working Paper Series 2005/26, Center for Financial Studies. [Downloadable!]
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2005. "Trusting the Stock Market," CFS Working Paper Series 2005/27, Center for Financial Studies. [Downloadable!]
• Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," CFS Working Paper Series 2005/29, Center for Financial Studies. [Downloadable!]
• Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & Nicholas S. Souleles, 2005. "Do Consumers Choose the Right Credit Contracts?," CFS Working Paper Series 2005/32, Center for Financial Studies. [Downloadable!]
• Duffie, Darrell & Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje, 2006. "Valuation in Over-the-Counter Markets," CEPR Discussion Papers 5491, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Kollmann, Robert, 2006. "International Portfolio Equilibrium and the Current Account," CEPR Discussion Papers 5512, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Boot, Arnoud W A & Marinc, Matej, 2006. "Competition and Entry in Banking: Implications for Stability and Capital Regulation," CEPR Discussion Papers 5518, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Lettau, Martin & Ludvigson, Sydney & Wachter, Jessica, 2006. "The Declining Equity Premium: What Role Does Macroeconomic Risk Play?," CEPR Discussion Papers 5519, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Foucault, Thierry & Menkveld, Albert J., 2006. "Competition for Order Flow and Smart Order Routing Systems," CEPR Discussion Papers 5523, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2006. "Optimal Asset Allocation and Risk Shifting in Money Management," CEPR Discussion Papers 5524, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Mauro, Paolo & Sussman, Nathan & Yafeh, Yishay, 2006. "Bloodshed or Reforms? The Determinants of Sovereign Bond Spreads in 1870-1913 and Today," CEPR Discussion Papers 5528, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Reichlin, Pietro, 2006. "Relating Output and Volatility in a Model of International Risk-Sharing with Limited Commitment," CEPR Discussion Papers 5557, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Wolfers, Justin & Zitzewitz, Eric, 2006. "Five Open Questions About Prediction Markets," CEPR Discussion Papers 5562, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Fung, William & Hsieh, David A & Naik, Narayan & Ramadorai, Tarun, 2006. "Hedge Funds: Performance, Risk and Capital Formation," CEPR Discussion Papers 5565, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Burkart, Mike & Panunzi, Fausto, 2006. "Takeovers," CEPR Discussion Papers 5572, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Caballero, Ricardo & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2006. "An Equilibrium Model of 'Global Imbalances' and Low Interest Rates," CEPR Discussion Papers 5573, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," CEPR Discussion Papers 5591, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Pijoan-Mas, Josep, 2006. "Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets," CEPR Discussion Papers 5602, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Albuquerque, Rui & de Francisco, Eva & Marques, Luis, 2006. "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers 5604, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Svensson, Roger, 2006. "Innovation Performance and Government Financing," Working Paper Series 664, Research Institute of Industrial Economics, revised 30 Sep 2006. [Downloadable!]
• Gebhardt, Georg & Schmidt, Klaus M., 2006. "Conditional Allocation of Control Rights in Venture Capital Finance," Discussion Papers in Economics 909, University of Munich, Department of Economics. [Downloadable!]
• Amy Finkelstein & James Poterba, 2006. "Testing for Adverse Selection with "Unused Observables"," NBER Working Papers 12112, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Galina Hale & Assaf Razin & Hui Tong, 2006. "Institutional Weakness and Stock Price Volatility," NBER Working Papers 12127, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Enrico Tanuwidjaja, 2006. "Multi Factor SUR in Event Study Analysis: Evidence from M&A in Singapore’s Financial Industry," SCAPE Policy Research Working Paper Series 0607, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
• Miquel Faig & Pauline Shum, 2006. "What Explains Household Stock Holdings?," Working Papers tecipa-218, University of Toronto, Department of Economics. [Downloadable!]
• Diego Salzman & Emanuel Trifan, 2005. "Emotions, Bayesian Inference, and Financial Decision Making," Darmstadt Discussion Papers in Economics 166, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
• Andreas Röthig & Carl Chiarella, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
• Baeyens,K. & Manigart,S., 2006. "Follow-on financing of venture capital backed companies: the choice between debt, equity, existing and new investors," Vlerick Leuven Gent Management School Working Paper Series 2006-05, Vlerick Leuven Gent Management School. [Downloadable!]
• Impavido, Gregorio & Rocha, Roberto, 2006. "Competition and performance in the Hungarian second pillar," Policy Research Working Paper Series 3876, The World Bank. [Downloadable!]
• Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2006. "Time Dependent Relative Risk Aversion," SFB 649 Discussion Papers SFB649DP2006-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Imen Bentahar & Bruno Bouchard, 2006. "Barrier Option Hedging under Constraints: A Viscosity Approach," SFB 649 Discussion Papers SFB649DP2006-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers 14, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]

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