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(EconWPA) Series handle: repec:wpa:wuwpfi
More pages of listings: 0 |1 |2 |3 |4
2005
2004 0412024 Spillovers across High Yield Markets by Julius Moschitz [Downloadable!]
0412023 What drives Venture Capital Syndication by Christian Hopp & Finn Rieder [Downloadable!]
0412022 Hypothesis Testing in Predictive Regressions by Yakov Amihud & Clifford Hurvich & Yi Wang [Downloadable!]
0412021 Cost Stickiness in Brazilian Firms by Otavio Ribeiro De Medeiros & Patricia de Souza Costa [Downloadable!]
0412020 Market Reaction and Volatility in the Brazilian Stock Market by Otavio Ribeiro De Medeiros & Alberto Shigueru Matsumoto [Downloadable!]
0412019 Testing Static Tradeoff against Pecking Order Models of Capital Structure in Brazilian Firms by Otavio Ribeiro De Medeiros & Cecilio Elias Daher [Downloadable!]
0412018 Simulated Trading-An Analysis of Pairs Trading by Nikesh Agarwal & Vikash Madhogaria & Supreena Narayanan [Downloadable!]
0412016 Optimal Choice Models for Executing Time to American Options by Feng Dai & Feng Han [Downloadable!]
0412015 Boca Resorts Inc.-A Valuation Report by Supreena Narayanan & Nikesh Agarwal & Leisha Weissenberger & Marta Wisniewska [Downloadable!]
0412014 Why VAR Fails: Long Memory and Extreme Events in Financial Markets by Cornelis A. Los [Downloadable!]
0412013 International Financial Markets Integration or Segmentation: A Case Study of Equity Markets by Puja Guha & Shivani Daga & Richa Gulati & Ganita Bhupal & Hena Oak [Downloadable!]
0412012 A piecewise linear model for trade sign inference by Adam Blazejewski & Richard Coggins [Downloadable!]
0412011 Do Tender Offers Create Value? New Methods and Evidence by Sanjai Bhagat & Ming Dong & David A. Hirshleifer & Robert B. Noah [Downloadable!]
0412009 Why Individual Investors Want Dividends by Ming Dong & Chris Robinson & Chris Veld [Downloadable!]
0412008 A Generalized Earnings-Based Stock Valuation Model by Ming Dong & David Hirshleifer [Downloadable!]
0412007 Stock Valuation and Investment Strategies by Zhiwu Chen & Ming Dong [Downloadable!]
0412006 A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions by KENT D. DANIEL & David Hirshleifer & AVANIDHAR SUBRAHMANYAM [Downloadable!]
0412005 Can Individual Investors Beat the Market? by JOSHUA D. COVAL & David Hirshleifer & TYLER G. SHUMWAY [Downloadable!]
0412004 Good Day Sunshine: Stock Returns and the Weather by David Hirshleifer & TYLER G. SHUMWAY [Downloadable!]
0412003 Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades by David Hirshleifer & James N. Myers & Linda A. Myers & Siew Hong Teoh [Downloadable!]
0412002 Does Investor Misvaluation Drive the Takeover Market? by MING DONG & David Hirshleifer & SCOTT RICHARSON & Siew Hong Teoh [Downloadable!]
0412001 Do Investors Overvalue Firms With Bloated Balance Sheets? by David Hirshleifer & KEWEI HOU & Siew Hong Teoh & YINGLEI ZHANG [Downloadable!]
0411054 Continuous Signaling Within Partitions: Capital Structure and the FIFO/LIFO Choice by Patricia J. Hughes & Eduardo S. Schwartz & Anjan V. Thakor [Downloadable!]
0411053 An Economic Rationale for the Pricing Structure of Bank Loan Commitments by Anjan V. Thakor & Gregory F. Udell [Downloadable!]
0411052 Bank Funding Modes by Stuart I. Greenbaum & Anjan V. Thakor [Downloadable!]
0411051 Competition, Risk Neutrality and Loan Commitments by Arnoud Boot & Anjan V. Thakor & Gregory F. Udell [Downloadable!]
0411050 Bank Loan Commitments and Interest Rate Volatility by Anjan V. Thakor & Hai Hong & Stuart I. Greenbaum [Downloadable!]
0411049 Information Reusability, Competition and Bank Asset Quality by Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor [Downloadable!]
0411048 Toward a Theory of Bank Loan Commitments by Anjan V. Thakor [Downloadable!]
0411047 Incentive Effects of Benevolent Intervention - The case of government loan guarantees by Paul K. Chaney & Anjan V. Thakor [Downloadable!]
0411046 Relationship Banking, Deposit Insurance and Bank Portfolio Choice by David Besanko & Anjan V. Thakor [Downloadable!]
0411045 Competitive Equilibrium in the Credit Market under Asymmetric Information by David Besanko & Anjan V. Thakor [Downloadable!]
0411041 Optimal Capital Structure and Project Financing by Salman Shah & Anjan V. Thakor [Downloadable!]
0411040 Assessment of Financial Stability Reports:Sveriges Riksbank by Supreena Narayanan & Rashmi Dalvi [Downloadable!]
0411039 Security Analysts and Market Reaction:Caveat for Monitoring by Rama Prasad Kanungo [Downloadable!]
0411038 A Study of Neo-Austrian Economics using an Artificial Stock Market by Harald A. Benink & Jose Luis Gordillo & Juan Pablo Pardo & Christopher R. Stephens [Downloadable!]
0411037 When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk! by Cornelis A. Los [Downloadable!]
0411036 Semi-explicit Delta and Gamma for European swaptions in Hull- White one factor model by Marc Henrard [Downloadable!]
0411035 The Effects of Option Expiration on NSE volume and prices by Akash Gupta & Samik Metia & Prashant Trivedi [Downloadable!]
0411034 Asset Prices and Banking Distress: A Macroeconomic Approach by Goetz von Peter [Downloadable!]
0411033 Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium by Ram T. S. Ramakrishnan & Anjan V. Thakor [Downloadable!]
0411032 The Valuation of Assets under Moral Hazard by Ram T. S. Ramakrishnan & Anjan V. Thakor [Downloadable!]
0411031 A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchase and Dividends by Ahron R. Ofer & Anjan V. Thakor [Downloadable!]
0411030 Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing by Anjan V. Thakor & Richard Callaway [Downloadable!]
0411029 Information, Investment Horizon, and Price Reactions by Anjan V. Thakor [Downloadable!]
0411028 An Exploration of Competitive Signalling Equilibria with 'Third Party' Information Production: The Case of Debt Insurance by Anjan V. Thakor [Downloadable!]
0411027 Capital Requirements, Monetary Policy, and Aggregate Bank by Anjan V. Thakor [Downloadable!]
0411026 Private versus Public Ownership: Investment, Ownership Distribution, and Optimality by Salman Shah & Anjan V. Thakor [Downloadable!]
0411025 Monopolistic Pricing in the Banking Industry: a Dynamic Portfolio Model by Enzo Dia [Downloadable!]
0411024 Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies by Marcia H. Millon & Anjan V. Thakor [Downloadable!]
0411023 Screening, Market Signalling, and Capital Structure Theory by Wayne L. Lee & Anjan V. Thakor & Gautam Vora [Downloadable!]
0411022 Regulatory Pricing and Capital Investment under Asymmetric Information about Cost by Wayne Y. Lee & Anjan V. Thakor [Downloadable!]
0411021 Why Do Firms Smooth Earnings? by Anand Mohan Goel & Anjan V. Thakor [Downloadable!]
0411020 Capital Accumulation and Deposit Pricing in Mutual Financial Institutions by Sudhakar D. Deshmukh & Stuart I. Greenbaum & Anjan V. Thakor [Downloadable!]
0411019 Collateral and Competitive Equilibria with Moral Hazard and Private Information by Yuk-Shee Chan & Anjan V. Thakor [Downloadable!]
0411018 Is Fairly Priced Deposit Insurance Possible? by Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor [Downloadable!]
0411017 Shareholder Preferences and Dividend Policy by Michael J. Brennan & Anjan V. Thakor [Downloadable!]
0411016 Contemporary Banking Theory by Sudipto_Bhattacharya & Anjan_Thakor [Downloadable!]
0411015 Market Indicators, Bank Fragility, and Indirect Market Discipline by Reint Gropp & Vesala Jukka & Giuseppe Vulpes [Downloadable!]
0411014 Waiting-times and returns in high-frequency financial data: an empirical study by Marco Raberto & Enrico Scalas & Francesco Mainardi [Downloadable!]
0411013 Persistence Characteristics of Latin American Financial Markets by Sijing Zong & Cornelis A. Los & Nyonyo Kyaw [Downloadable!]
0411012 The Impact of the Suspension of Opening and Closing Call by Silvio John Camilleri & Christopher J. Green [Downloadable!]
0411011 Co-movements in EU banks’ fragility: a dynamic factor model approach by Andrea Brasili & Giuseppe Vulpes
0411010 Integration or Segmentation of Malaysian Equity Market: An Analysis of Pre- and Post- Capital Controls by Mansor H. Ibrahim [Downloadable!]
0411009 L’impiego di “early warning systems” per la previsione delle crisi bancarie. Un’applicazione agli indicatori del Fondo Interbancario di Tutela dei Depositi by Giuseppe Vulpes [Downloadable!]
0411008 Fractional calculus and continuous-time finance II: the waiting- time distribution by Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas [Downloadable!]
0411007 Fractional calculus and continuous-time finance by Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi [Downloadable!]
0411006 Volatility in the Italian Stock Market: An Empirical Study by Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani [Downloadable!]
0411005 Correlations in the Bond–Future Market by Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas [Downloadable!]
0411004 Financial liberalization, saving, investment and growth in MENA countries by Lahcen ACHY [Downloadable!]
0411003 Measuring the Degree of Efficiency of Financial Market by Cornelis Los [Downloadable!]
0411002 Risk Arbitrage-U.S. Financial Markets by Supreena Narayanan [Downloadable!]
0411001 Risk Arbitrage in U.S. Financial Markets by Supreena Narayanan [Downloadable!]
0410020 Market Discipline In The Indian Banking Sector: An Empirical Exploration by Abhiman Das & Saibal Ghosh [Downloadable!]
0410019 Proxying for Expected Returns with Price Earnings Ratios by Charlotte S. Hansen & Bjorn E. Tuypens [Downloadable!]
0410018 Long-Run Regressions: Theory and Application to US Asset Markets by Charlotte S. Hansen & Bjorn E. Tuypens [Downloadable!]
0410017 Risk Arbitrage In U.S. Financial Markets by Supreena Narayanan [Downloadable!]
0410016 Optimal stopping made easy by Svetlana Boyarchenko & Sergey Levendorskiy [Downloadable!]
0410015 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!]
0410014 Caso Zurich Y Bsch En Bolivia by Fernando Rubio [Downloadable!]
0410013 Risk, uncertainty and option exercise by Jianjun Miao [Downloadable!]
0410011 Data Mining Sobre El Beta En España by Fernando Rubio [Downloadable!]
0410010 The Valuation of Corporate Debt with Default Risk by Hassan Naqvi [Downloadable!]
0410009 Banking Crises and the Lender of Last Resort: How crucial is the role of information? by Hassan Naqvi [Downloadable!]
0410008 Social Capital And Credit In A Javanese Village by Aloysius Gunadi Brata [Downloadable!]
0410007 Accounting for Employee Stock Options: An Economics Perspective by Junning Cai [Downloadable!]
0410006 Household Saving Behavior: The case of rural industry in Bantul by Aloysius Gunadi Brata [Downloadable!]
0410005 To what extent are investment bank-differentiating factors relevant for firms floating moderate-sized IPOs? by Kedar S. Kulkarni & Tarun Sabarwal [Downloadable!]
0410004 The Non-Neutrality of Debt in Investment Timing: A New NPV Rule by Tarun Sabarwal [Downloadable!]
0410003 Caso Banco Galicia Y Buenos Aires S.A by Fernando Rubio [Downloadable!]
0410002 Riding the Yield Curve: Diversification of Strategies by David S. Bieri & Ludwig B. Chincarini [Downloadable!]
0410001 Experience of Asian Asset Management Companies (AMCs): Do they Increase Moral Hazard? - Evidence from Thailand by Akiko Terada-Hagiwara & Gloria Pasadilla [Downloadable!]
0409056 Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data by Don U.A. Galagedera & Elizabeth A. Maharaj [Downloadable!]
0409055 A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents by Orlando Gomes [Downloadable!]
0409054 How do real options come into existence? A step toward an option- based theory of the firm by Thierry BURGER-HELMCHEN [Downloadable!]
0409053 Privatization, Corporate Control and Regulatory Reform: The case of Telefonica by Germa Bel & Francesc Trillas [Downloadable!]
0409052 An Analysis of The Arab Stock Market Performance During (1994- 2003)(In Arabic) by Hussein A.Motlb Elasrj [Downloadable!]
0409051 An axes to activate the Egyptian securities market in saving development(in arabic) by Hussein A.Motlb Elasrj [Downloadable!]
0409050 Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash by Cornelis A. Los & Rossitsa M. Yalamova [Downloadable!]
0409049 Long Memory Options: Valuation by Sutthisit Jamdee & Cornelis A. Los [Downloadable!]
0409048 Persistence Characteristics of Latin American Financial Markets by Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong [Downloadable!]
0409047 Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries by Cornelis A. Los [Downloadable!]
0409046 Measuring Financial Cash Flow and Term Structure Dynamics by Cornelis A. Los [Downloadable!]
0409045 Dynamic Risk Profile of the US Term Structure by Wavelet MRA by Sutthisit Jamdee & Cornelis A. Los [Downloadable!]
0409044 Long-Term Dependence Characteristics of European Stock Indices by Cornelis A. Los & Joanna M. Lipka [Downloadable!]
0409043 Log-Periodicity in High Frequency Financial Series by Sergio Da Silva & Raul Matsushita & Iram Gleria & Annibal Figueiredo [Downloadable!]
0409042 Multiple equilibrium overnight rates in a dynamic interbank market game by Jens Tapking [Downloadable!]
0409041 Galton's Error and the Under-Representation of Systematic Risk by Cornelis A. Los [Downloadable!]
0409040 Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets by Cornelis A. Los [Downloadable!]
0409039 Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments by Cornelis A. Los [Downloadable!]
0409038 Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution by Cornelis A. Los [Downloadable!]
0409037 Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 by Cornelis A. Los & Jeyanthi Karuppiah [Downloadable!]
0409036 The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore by Cornelis A. Los [Downloadable!]
0409035 Visualization of Chaos for Finance Majors by Cornelis A. Los [Downloadable!]
0409034 The Changing Concept of Financial Risk by Cornelis A. Los [Downloadable!]
0409033 Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data by Cornelis A. Los [Downloadable!]
0409032 The Use of Predictive Regressions at Alternative Horizons in Finance and Economics by Nelson C. Mark & Donggyu Sul [Downloadable!]
0409031 Financial Market Imperfections and Investment: an Overview by Christian Calmès [Downloadable!]
0409030 Capital Regulation and Credit Risk Taking : Empirical Evidence from Banks in Emerging Market Economies by Christophe Godlewski [Downloadable!]
0409029 Rôle de la Nature de l’Information dans l’Intermédiation Bancaire by LaRGE [Downloadable!]
0409028 Excess Credit Risk and Bank’s Default Risk An Application of Default Prediction’s Models to Banks from Emerging Market Economies by Christophe Godlewski [Downloadable!]
0409027 Modélisation de la Prévision de Défaillance Bancaire et Facteurs Réglementaires Une Application aux Banques des Pays Emergents by Christophe Godlewski [Downloadable!]
0409026 Modélisation de la Prévision de Défaillance Bancaire Une Application aux Banques des Pays Emergents by Christophe Godlewski [Downloadable!]
0409025 Influence des Facteurs Institutionnels sur l’Excès de Risque et les Ratings de Banques dans les Pays Emergents by Christophe Godlewski [Downloadable!]
0409024 Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case by Christophe Godlewski [Downloadable!]
0409023 Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies ? by Christophe Godlewski [Downloadable!]
0409022 Etude de la Cohérence des Ratings de Banques avec la Probabiliies de Dfaillance Bancaire dans les Pays Emergents by Christophe Godlewski [Downloadable!]
0409021 Le Rôle de l'Environnement Réglementaire, Légal et Institutionnel dans la Défaillance des Banques : Le Cas des Pays Emergents by Christophe Godlewski [Downloadable!]
0409020 Risk Analysis in Investment Appraisal by Savvakis C. Savvides [Downloadable!]
0409019 The Eurosystem’s Standing Facilities in a General Equilibrium Model of the European Interbank Market by Jens Tapking [Downloadable!]
0409018 Multiple equilibrium overnight rates in a dynamic interbank market game by Jens Tapking [Downloadable!]
0409017 What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities by Massoud Heidari & Liuren Wu [Downloadable!]
0409016 Static Hedging of Standard Options by Peter Carr & Liuren Wu [Downloadable!]
0409015 Variance Risk Premia by Peter Carr & Liuren Wu [Downloadable!]
0409014 Stochastic Skew in Currency Options by Peter Carr & Liuren Wu [Downloadable!]
0409013 Taking Positive Interest Rates Seriously by Enlin Pan & Liuren Wu [Downloadable!]
0409011 Estimating the probability of large negative stock market by Philip Kostov & Seamus McErlean [Downloadable!]
0409010 The Efficiency of Canadian Capital Markets: Some Bank of Canada Research by Scott Hendry & Michael R. King [Downloadable!]
0409009 The Relevance of Short Sales to the Maltese Stock Market by Paul V. Azzopardi & Silvio John Camilleri [Downloadable!]
0409008 Share holding Pattern and Firm Performance by Jayesh Kumar [Downloadable!]
0409007 Corporate Governance and Dividends Payout in India by Jayesh Kumar [Downloadable!]
0409006 Development of Non Bank Financial Institutions to Strengthen the Financial System of Bangladesh by Monzur Hossain & Md. Shahiduzzaman [Downloadable!]
0409005 Rechtspflicht zur Unternehmensplanung? - Ein Diskussionsvorschlag zur Konkretisierung der Planungspflicht und von Mindestanforderungen an eine ordnungsmäßige Unternehmensplanung - by Paul J. Groß & Matthias Amen [Downloadable!]
0409004 When Does Extra Risk Strictly Increase the Value of Options? by Eric Rasmusen [Downloadable!]
0409003 Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets by Ram Bhar & Carl Chiarella & Thuy-Duong To [Downloadable!]
0409002 The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach by Ram Bhar & Carl Chiarella & Hing Hung & Wolfgang Runggaldier [Downloadable!]
0409001 Modeling the Credit Risk in Agricultural Mortgages: A Critical Review of the Farm Credit Administration’s Credit Risk Model for Farmer Mac by Austin Kelly [Downloadable!]
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This page was last updated on 2009-10-20.
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 .