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Editor: R. Gençay
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Ramazan Gencay .
Series handle: RePEc:eee:finlet
ISSN: 15446123
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Content
June 2004, Volume 1, Issue 2
- 90-99 How do stock prices respond to fundamental shocks?
by Binswanger, Mathias
- 100-105 Risky coupon bonds as a portfolio of zero-coupon bonds
by Jarrow, Robert A.
- 106-112 Positive hurdle rates without asymmetric information
by Chen, Qi & Jiang, Wei
- 113-118 Preference for early resolution and commitment
by Miyazaki, Kenji & Saito, Makoto
- 119-126 Betting on long shots in NCAA basketball games and implications for skew loving behavior
by Colquitt, L. Lee & Godwin, Norman H. & Swidler, Steve
- 127-134 Scale-consistent Value-at-Risk
by Lehnert, Thorsten & Wolff, Christian C. P.
- 135-142 A closed form solution for pricing defaultable bonds
by Moraux, Franck
March 2004, Volume 1, Issue 1
- 1-1 Editorial
by Gencay, Ramo & Bhattacharyya, Sugato & Whited, Toni
- 2-10 Shareholder activism is non-monotonic in market liquidity
by Mello, Antonio S. & Repullo, Rafael
- 11-23 Asymmetric information, bank lending and implicit contracts: the winner's curse
by von Thadden, Ernst-Ludwig
- 24-34 Limited stock market participation and the equity premium
by Polkovnichenko, Valery
- 35-46 A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
by Kissell, Robert & Glantz, Morton & Malamut, Roberto
- 47-55 The effect of market conditions on capital structure adjustment
by Frank, Murray Z. & Goyal, Vidhan K.
- 56-73 On more robust estimation of skewness and kurtosis
by Kim, Tae-Hwan & White, Halbert