Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G0: General
/ / G1: General Financial Markets
/ / G2: Financial Institutions and Services
/ / G3: Corporate Finance and Governance
/ / G4: Behavioral Finance
/ / G5: Household Finance

2005

• Vicente Lazen, 2005, "Introducción a la Supervisión Basada en Riesgos," Finance, University Library of Munich, Germany, number 0509018, Sep.
• Vicente Lazen & Ana Cristina Sepulveda, 2005, "DESARROLLO DE LAS TOMAS DE Desarrollo de las Tomas de Control Corporativo después de la Ley de Opas," Finance, University Library of Munich, Germany, number 0509019, Sep.
• Andrea Pascucci & Paolo Foschi, 2005, "Calibration of the Hobson&Rogers model: empirical tests," Finance, University Library of Munich, Germany, number 0509020, Sep.
• Todd B. Walker, 2005, "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," Finance, University Library of Munich, Germany, number 0509021, Sep.
• Newton Da Costa Jr & Jefferson Cunha & Sergio Da Silva, 2005, "Stock Selection Based on Cluster Analysis," Finance, University Library of Munich, Germany, number 0509022, Sep.
• Hewad Wolasmal, 2005, "Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen," Finance, University Library of Munich, Germany, number 0509023, Sep.
• Zeljko Bogetic, 2005, "Collateral, Access to Credit, and Investment in Bulgaria, chap. 8 in D. Jones and J. Miller (eds) THE BULGARIAN ECONOMY: LESSONS FROM REFORM DURING EARLY TRANSITION, Ashgate 97," Finance, University Library of Munich, Germany, number 0510004, Oct.
• Fuad Hasanov & Douglas Dacy, 2005, "Measuring and Analyzing Returns on Aggregate Residential Housing," Finance, University Library of Munich, Germany, number 0510005, Oct.
• Stefan W. Schmitz, 2005, "Demographic Developments, Funded Pension Provision and Financial Stability," Finance, University Library of Munich, Germany, number 0510023, Oct.
• Sascha Mergner, 2005, "Zum Zusammenhang zwischen Bond-Credit Spreads und Ratings," Finance, University Library of Munich, Germany, number 0510024, Oct.
• Marc Henrard, 2005, "Inflation bond option pricing in Jarrow-Yildirim model," Finance, University Library of Munich, Germany, number 0510027, Oct.
• Shino Takayama & Han Ozsoylev, 2005, "Price, Trade Size, and Information Revelation in Multi-Period Securities Markets," Finance, University Library of Munich, Germany, number 0510031, Oct.
• Hrabrin Bachev, 2005, "Governing Of Finance Supply In Bulgarian Farms," Finance, University Library of Munich, Germany, number 0511003, Nov.
• Ondrej Vychodil, 2005, "Ownership Concentration and Restructuring in Czech Manufacturing Sector," Finance, University Library of Munich, Germany, number 0511004, Nov.
• Frode Brevik & Stefano d'Addona, 2005, "Information Quality and Stock Returns Revisited," Finance, University Library of Munich, Germany, number 0511006, Nov, revised 26 Mar 2006.
• Mattia Ciprian & Stefano d'Addona, 2005, "Time Varying Sensitivities on a GRID architecture," Finance, University Library of Munich, Germany, number 0511007, Nov.
• Stanley C. W. Salvary, 2005, "Accounting In Context Of Communication, Language, And Information," Finance, University Library of Munich, Germany, number 0511008, Nov.
• fadil govori, 2005, "Burimet e Financimit," Finance, University Library of Munich, Germany, number 0511010, Nov.
• fadil govori, 2005, "Investitorët Institucionalë," Finance, University Library of Munich, Germany, number 0511011, Nov.
• Murat A. Yülek, 2005, "On the Financial Repression in Japan During the High Growth Period (1953-73)," Finance, University Library of Munich, Germany, number 0511012, Nov.
• Fadil Govori, 2005, "Funksionet E Ndërmjetësimit Financiar," Finance, University Library of Munich, Germany, number 0511014, Nov.
• Katsiaryna Kaval & Ilya Molchanov, 2005, "Link-save trading and pricing of contingent claims," Finance, University Library of Munich, Germany, number 0511017, Nov.
• David Wang & Heng-Chih Chou, 2005, "Defaultable Puttable/Callable Bond Valuation: A 3D Finite Difference Model," Finance, University Library of Munich, Germany, number 0511018, Nov.
• Qiang Liu, 2005, "Options Pricing with Arithmetic Brownian Motion and its Implication for Risk-Neutral Valuation," Finance, University Library of Munich, Germany, number 0512001, Dec.
• Deepak Shah, 2005, "Mapping Strategies for Efficient Rural Credit Delivery System through Cooperatives in Maharashtra," Finance, University Library of Munich, Germany, number 0512002, Dec.
• Deepak Shah, 2005, "Resurrection of Rural Credit Delivery System in Maharashtra, India," Finance, University Library of Munich, Germany, number 0512003, Dec.
• Deepak Shah, 2005, "Rural Credit Delivery In Maharashtra: Experiences With Formal And Informal Lending Institutions," Finance, University Library of Munich, Germany, number 0512004, Dec.
• Deepak Shah, 2005, "Financial Health of Credit Cooperatives in the state of Maharashtra in India: Case Studies of DCCCBs," Finance, University Library of Munich, Germany, number 0512007, Dec.
• Fadil GOVORI, 2005, "Pavarsia E Bankës Qendrore," Finance, University Library of Munich, Germany, number 0512008, Dec.
• Fadil GOVORI, 2005, "Tendencat Në Procesin E Financimit Të Aktivitetit," Finance, University Library of Munich, Germany, number 0512009, Dec.
• Ming-Chya Wu & Ming-Chang Huang & Hai-Chin Yu & Thomas Chiang, 2005, "Phase Distribution and Phase Correlation of Financial Time Series," Finance, University Library of Munich, Germany, number 0512013, Dec.
• Vicente Lazen, 2005, "El Mercado Secundario de Deuda en Chile," Finance, University Library of Munich, Germany, number 0512020, Dec.
• Fadil Govori, 2005, "Financial Markets And Institutions: Important Functions," Finance, University Library of Munich, Germany, number 0512025, Dec.
• David Eagle, 2005, "The Indexing Paradox -- Be Thankful for Irrational Investors," Finance, University Library of Munich, Germany, number 0512034, Dec.
• Farshid Jamshidian, 2005, "Chaotic expansion of powers and martingale representation (v1.5)," GE, Growth, Math methods, University Library of Munich, Germany, number 0507009, Jul.
• Raul Matsushita & Andre Santos & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005, "Are Pound and Euro the Same Currency?," International Finance, University Library of Munich, Germany, number 0505002, May.
• Alexander Harin, 2005, "Gains and losses. The same or different choices?," International Finance, University Library of Munich, Germany, number 0508004, Aug.
• Zeljko Bogetic, 2005, "Seignirage Sharing and Dollarization, Central Banking (U.K.), Vol. X, No.4, 77-88," International Finance, University Library of Munich, Germany, number 0510008, Oct.
• Zeljko Bogetic, 2005, "The Calculus of Dollarization, Central Banking (U.K.), Vol.XI, No. 2, (November 2000), 45-58," International Finance, University Library of Munich, Germany, number 0510009, Oct.
• Spartak Keremidchiev, 2005, "Towards Modernization Of The Corporate Governance In Bulgaria," Industrial Organization, University Library of Munich, Germany, number 0501004, Jan.
• Chiara Oldani, 2005, "An Overview of the Literature about Derivatives," Macroeconomics, University Library of Munich, Germany, number 0504004, Apr.
• Chiara Oldani, 2005, "L'evoluzione del ruolo di Poste Italiane nel sistema finanziario italiano," Macroeconomics, University Library of Munich, Germany, number 0504005, Apr.
• Alexander Harin, 2005, "Scientific Revolution. A Farewell to EconWPA," Method and Hist of Econ Thought, University Library of Munich, Germany, number 0512003, Dec.

2004

• Charles Van Marrewijk, 2004, "An Introduction to International Money and Foreign Exchange Markets," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2004-07, Oct.
• Charles van Marrewijk, 2004, "An Introduction to International Money and Foreign Exchange Markets," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2004-02.
• Mark Aguiar & Fernando Broner, 2004, "Determining Underlying Macroeconomic Fundamentals during Emerging Market Crises: Are conditions as bad as they seem?," Working Papers, Barcelona School of Economics, number 197, Aug.
• Tower, Edward & Zheng, Wei, 2004, "Fidelity versus Vanguard: Comparing the Performance of the Two Largest Mutual Fund Families," Working Papers, Duke University, Department of Economics, number 04-08.
• Stephen Ross & AKM Rezaul Hossain, 2004, "A Direct Test of the Lang and Nakamura Hypothesis of Information Externalities over Space," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 398, Aug.
• Bauer, Rob & Derwall, Jeroen & Molenaar, Roderick, 2004, "The real-time predictability of the size and value premium in Japan," Pacific-Basin Finance Journal, Elsevier, volume 12, issue 5, pages 503-523, November.
• Lucio Vinhas de Souza, 2004, "Financial Liberalization and Business Cycles:The Experience of Future EU Member States in the Baltics and Central Eastern Europe," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 5, Sep.
• Paula Hernandez-Verme, 2004, "Inflation, growth and exchange rate regimes in small open economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 24, issue 4, pages 839-856, November, DOI: 10.1007/s00199-002-0338-z.
• Al Binger, 2004, "The poverty reduction challenge in LDCs," CDP Background Papers, United Nations, Department of Economics and Social Affairs, number 003.
• Olav Bjerkholt, 2004, "New approaches to debt relief and debt sustainability in LDCs," CDP Background Papers, United Nations, Department of Economics and Social Affairs, number 005.
• Samuel Wangwe & Prosper Charle, 2004, "Innovative Approaches to Domestic Resource Mobilization in Selected LDCs," CDP Background Papers, United Nations, Department of Economics and Social Affairs, number 006.
• Liuren Wu, 2004, "Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns," Finance, University Library of Munich, Germany, number 0401001, Jan.
• Jingzhi Huang & Liuren Wu, 2004, "Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes," Finance, University Library of Munich, Germany, number 0401002, Jan.
• Nils Hogh & Oliver Linton & Jens Nielsen, 2004, "The Froot and Stein Model Revisited," Finance, University Library of Munich, Germany, number 0401004, Jan.
• Yoram Landskroner & Alon Raviv, 2004, "The Valuation of Inflation-Indexed and FX Convertible Bonds," Finance, University Library of Munich, Germany, number 0401005, Jan.
• Greg Hannsgen, 2004, "Borrowing Alone The Theory and Policy Implications of the Commodification of Finance," Finance, University Library of Munich, Germany, number 0402011, Feb.
• V. Reznik & U. Spreitzer, 2004, "An investigation of a portfolio-loss under the CAPM," Finance, University Library of Munich, Germany, number 0402013, Feb.
• Darinka Dentcheva & Andrzej Ruszczynski, 2004, "Portfolio Optimization With Stochastic Dominance Constraints," Finance, University Library of Munich, Germany, number 0402016, Feb, revised 02 Mar 2006.
• Silviu Iulian Alb, 2004, "Would the CAPM Hold in a Risk-Indifferent World?," Finance, University Library of Munich, Germany, number 0402020, Feb.
• Christophe Faugere & Julian Van Erlach, 2004, "The Price of Gold: A Global Required Yield Theory," Finance, University Library of Munich, Germany, number 0403003, Mar.
• Christophe Faugere & Julian Van Erlach, 2004, "A General Theory of Stock Market Valuation and Return," Finance, University Library of Munich, Germany, number 0403004, Mar, revised 17 May 2004.
• Feng Dai & Zifu Qin, 2004, "Df Structure Models For Options Pricing," Finance, University Library of Munich, Germany, number 0403005, Mar.
• Octave JOKUNG & Jean-Christophe MEYFREDI, 2004, "Improving the Market Model: The 4-State Model Alternative," Finance, University Library of Munich, Germany, number 0403006, Mar.
• Marco Arnone & Umberto Giacometti, 2004, "Crescita, Innovazione Tecnologica e Mercato dei Capitali: il Ruolo del Venture Capital," Finance, University Library of Munich, Germany, number 0404008, Apr.
• Stein-Erik Fleten & Erkka Näsäkkälä, 2004, "Gas Fired Power Plants: Investment Timing, Operating Flexibility and Abandonment," Finance, University Library of Munich, Germany, number 0404010, Apr.
• Alexander Kempf & Stefan Ruenzi, 2004, "Tournaments in Mutual Fund Families," Finance, University Library of Munich, Germany, number 0404011, Apr.
• Alexander Kempf & Stefan Ruenzi, 2004, "Family Matters: The Performance Flow Relationship in the Mutual Fund Industry," Finance, University Library of Munich, Germany, number 0404012, Apr, revised 26 May 2004.
• Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004, "On the origins of truncated Lévy flights," Finance, University Library of Munich, Germany, number 0404013, Apr.
• David T. Llewellyn & David G. Mayes, 2004, "The role of market discipline in handling problem banks," Finance, University Library of Munich, Germany, number 0404020, Apr.
• Tanai Khiaonarong, 2004, "Payment systems efficiency, policy approaches, and the role of the central bank," Finance, University Library of Munich, Germany, number 0405004, May.
• Hokky Situngkir & Yohanes Surya, 2004, "Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia," Finance, University Library of Munich, Germany, number 0405005, May.
• Hokky Situngkir & Yohanes Surya, 2004, "Agent-based Model Construction In Financial Economic System," Finance, University Library of Munich, Germany, number 0405006, May.
• Natalia Fadeeva, 2004, "Corporate Governance: Securities Market in Moldova," Finance, University Library of Munich, Germany, number 0405008, May.
• Sergio Da Silva, 2004, "Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates," Finance, University Library of Munich, Germany, number 0405018, May.
• Sergio Da Silva, 2004, "Autocorrelation and the Sum of Stochastic Variables," Finance, University Library of Munich, Germany, number 0405020, May.
• Sergio Da Silva, 2004, "Levy Flights, Autocorrelation, and Slow Convergence," Finance, University Library of Munich, Germany, number 0405021, May.
• Sergio Destefanis & Vania Sena, 2004, "Patterns Of Corporate Governance And Technical Efficiency In Italian Manufacturing," Finance, University Library of Munich, Germany, number 0405026, May.
• Sergio Da Silva, 2004, "Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates," Finance, University Library of Munich, Germany, number 0405027, May.
• Sergio Da Silva, 2004, "Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets," Finance, University Library of Munich, Germany, number 0405028, May.
• Sergio Da Silva, 2004, "Exponentially Damped Levy Flights," Finance, University Library of Munich, Germany, number 0406002, Jun.
• Sergio Da Silva, 2004, "Criticality," Finance, University Library of Munich, Germany, number 0406003, Jun.
• Mingxin Xu, 2004, "Risk Measure Pricing and Hedging in Incomplete Markets," Finance, University Library of Munich, Germany, number 0406004, Jun, revised 07 Mar 2006.
• Ingrid Groessl & Nadine Levratto, 2004, "Problems of Evaluating Small Firms’ Quality as a Reason for Unfavourable Loan Conditions," Finance, University Library of Munich, Germany, number 0406014, Jun.
• Nadine Levratto & Bernard Paranque, 2004, "La puissance publique promoteur de nouveaux modèles d’aide à la décision de financement," Finance, University Library of Munich, Germany, number 0406015, Jun.
• Gilles O. Zumbach & Michel M. Dacorogna & Jorgen L. Olsen & Richard B. Olsen, 2004, "Introducing a scale of market shocks," Finance, University Library of Munich, Germany, number 0407004, Jul.
• Fulvio Corsi & Gilles Zumbach & Ulrich Müller & Michel Dacorogna, 2004, "Consistent high-precision volatility from high-frequency data," Finance, University Library of Munich, Germany, number 0407005, Jul.
• Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004, "Financial Volatility and Independent and Identically Distributed Variables," Finance, University Library of Munich, Germany, number 0407011, Jul.
• Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2004, "The Econophysics of the Brazilian Real-US Dollar Rate," Finance, University Library of Munich, Germany, number 0407012, Jul.
• Silviu Iulian Alb, 2004, "Explaining the Beta, Size and Value Effects Under the Relative Value Theory," Finance, University Library of Munich, Germany, number 0407013, Jul, revised 22 Jul 2004.
• Jianjun Miao & Neng Wang, 2004, "Investment, Hedging, and Consumption Smoothing," Finance, University Library of Munich, Germany, number 0407014, Jul.
• Auke Plantinga & Franks Sortino & Robert van der Meer, 2004, "The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets," Finance, University Library of Munich, Germany, number 0407016, Jul.
• Syed A. Basher & Perry Sadorsky, 2004, "Day-of-the-week effects in emerging stock markets," Finance, University Library of Munich, Germany, number 0407017, Jul.
• Hokky Situngkir & Yohanes Surya, 2004, "Statistical Facts of Artificial Stock Market: Comparison with Indonesian Empirical Data," Finance, University Library of Munich, Germany, number 0408004, Aug.
• Sandeep Kapur & Allan Timmermann, 2004, "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance, University Library of Munich, Germany, number 0408005, Aug.
• Daniel Badagnani, 2004, "Do we understand delta hedging?," Finance, University Library of Munich, Germany, number 0408008, Aug.
• Adam Blazejewski & Richard Coggins, 2004, "A local non-parametric model for trade sign inference," Finance, University Library of Munich, Germany, number 0408009, Aug.
• Christian Calmès, 2004, "Regulatory Changes and New Banking: the Case of Canada," Finance, University Library of Munich, Germany, number 0408011, Aug.
• Austin Kelly, 2004, "Modeling the Credit Risk in Agricultural Mortgages: A Critical Review of the Farm Credit Administration’s Credit Risk Model for Farmer Mac," Finance, University Library of Munich, Germany, number 0409001, Sep.
• Ram Bhar & Carl Chiarella & Hing Hung & Wolfgang Runggaldier, 2004, "The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach," Finance, University Library of Munich, Germany, number 0409002, Sep.
• Eric Rasmusen, 2004, "When Does Extra Risk Strictly Increase the Value of Options?," Finance, University Library of Munich, Germany, number 0409004, Sep.
• Paul J. Groß & Matthias Amen, 2004, "Rechtspflicht zur Unternehmensplanung? - Ein Diskussionsvorschlag zur Konkretisierung der Planungspflicht und von Mindestanforderungen an eine ordnungsmäßige Unternehmensplanung -," Finance, University Library of Munich, Germany, number 0409005, Sep.
• Paul V. Azzopardi & Silvio John Camilleri, 2004, "The Relevance of Short Sales to the Maltese Stock Market," Finance, University Library of Munich, Germany, number 0409009, Sep.
• Peter Carr & Liuren Wu, 2004, "Stochastic Skew in Currency Options," Finance, University Library of Munich, Germany, number 0409014, Sep.
• Jens Tapking, 2004, "Multiple equilibrium overnight rates in a dynamic interbank market game," Finance, University Library of Munich, Germany, number 0409018, Sep.
• Jens Tapking, 2004, "The Eurosystem’s Standing Facilities in a General Equilibrium Model of the European Interbank Market," Finance, University Library of Munich, Germany, number 0409019, Sep.
• Nelson C. Mark & Donggyu Sul, 2004, "The Use of Predictive Regressions at Alternative Horizons in Finance and Economics," Finance, University Library of Munich, Germany, number 0409032, Sep.
• Jens Tapking, 2004, "Multiple equilibrium overnight rates in a dynamic interbank market game," Finance, University Library of Munich, Germany, number 0409042, Sep.
• Sergio Da Silva & Raul Matsushita & Iram Gleria & Annibal Figueiredo, 2004, "Log-Periodicity in High Frequency Financial Series," Finance, University Library of Munich, Germany, number 0409043, Sep.
• Hussein A.Motlb Elasrj, 2004, "An axes to activate the Egyptian securities market in saving development(in arabic)," Finance, University Library of Munich, Germany, number 0409051, Sep.
• Hussein A.Motlb Elasrj, 2004, "An Analysis of The Arab Stock Market Performance During (1994- 2003)(In Arabic)," Finance, University Library of Munich, Germany, number 0409052, Sep.
• Thierry BURGER-HELMCHEN, 2004, "How do real options come into existence? A step toward an option- based theory of the firm," Finance, University Library of Munich, Germany, number 0409054, Sep.
• Aloysius Gunadi Brata, 2004, "Household Saving Behavior: The case of rural industry in Bantul," Finance, University Library of Munich, Germany, number 0410006, Oct.
• Aloysius Gunadi Brata, 2004, "Social Capital And Credit In A Javanese Village," Finance, University Library of Munich, Germany, number 0410008, Oct.
• Jianjun Miao, 2004, "Risk, uncertainty and option exercise," Finance, University Library of Munich, Germany, number 0410013, Oct.
• Supreena Narayanan, 2004, "Risk Arbitrage In U.S. Financial Markets," Finance, University Library of Munich, Germany, number 0410017, Oct.
• Abhiman Das & Saibal Ghosh, 2004, "Market Discipline In The Indian Banking Sector: An Empirical Exploration," Finance, University Library of Munich, Germany, number 0410020, Oct.
• Supreena Narayanan, 2004, "Risk Arbitrage in U.S. Financial Markets," Finance, University Library of Munich, Germany, number 0411001, Nov.
• Supreena Narayanan, 2004, "Risk Arbitrage-U.S. Financial Markets," Finance, University Library of Munich, Germany, number 0411002, Nov.
• Cornelis Los, 2004, "Measuring the Degree of Efficiency of Financial Market," Finance, University Library of Munich, Germany, number 0411003, Nov.
• Lahcen ACHY, 2004, "Financial liberalization, saving, investment and growth in MENA countries," Finance, University Library of Munich, Germany, number 0411004, Nov.
• Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas, 2004, "Correlations in the Bond–Future Market," Finance, University Library of Munich, Germany, number 0411005, Nov.
• Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 2004, "Volatility in the Italian Stock Market: An Empirical Study," Finance, University Library of Munich, Germany, number 0411006, Nov.
• Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2004, "Fractional calculus and continuous-time finance," Finance, University Library of Munich, Germany, number 0411007, Nov.
• Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2004, "Fractional calculus and continuous-time finance II: the waiting- time distribution," Finance, University Library of Munich, Germany, number 0411008, Nov.
• Giuseppe Vulpes, 2004, "L’impiego di “early warning systems” per la previsione delle crisi bancarie. Un’applicazione agli indicatori del Fondo Interbancario di Tutela dei Depositi," Finance, University Library of Munich, Germany, number 0411009, Nov.
• Sijing Zong & Cornelis A. Los & Nyonyo Kyaw, 2004, "Persistence Characteristics of Latin American Financial Markets," Finance, University Library of Munich, Germany, number 0411013, Nov.
• Marco Raberto & Enrico Scalas & Francesco Mainardi, 2004, "Waiting-times and returns in high-frequency financial data: an empirical study," Finance, University Library of Munich, Germany, number 0411014, Nov.
• Sudipto_Bhattacharya & Anjan_Thakor, 2004, "Contemporary Banking Theory," Finance, University Library of Munich, Germany, number 0411016, Nov.
• Michael J. Brennan & Anjan V. Thakor, 2004, "Shareholder Preferences and Dividend Policy," Finance, University Library of Munich, Germany, number 0411017, Nov.
• Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor, 2004, "Is Fairly Priced Deposit Insurance Possible?," Finance, University Library of Munich, Germany, number 0411018, Nov.
• Yuk-Shee Chan & Anjan V. Thakor, 2004, "Collateral and Competitive Equilibria with Moral Hazard and Private Information," Finance, University Library of Munich, Germany, number 0411019, Nov.
• Sudhakar D. Deshmukh & Stuart I. Greenbaum & Anjan V. Thakor, 2004, "Capital Accumulation and Deposit Pricing in Mutual Financial Institutions," Finance, University Library of Munich, Germany, number 0411020, Nov.
• Anand Mohan Goel & Anjan V. Thakor, 2004, "Why Do Firms Smooth Earnings?," Finance, University Library of Munich, Germany, number 0411021, Nov.
• Wayne Y. Lee & Anjan V. Thakor, 2004, "Regulatory Pricing and Capital Investment under Asymmetric Information about Cost," Finance, University Library of Munich, Germany, number 0411022, Nov.
• Wayne L. Lee & Anjan V. Thakor & Gautam Vora, 2004, "Screening, Market Signalling, and Capital Structure Theory," Finance, University Library of Munich, Germany, number 0411023, Nov.
• Marcia H. Millon & Anjan V. Thakor, 2004, "Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies," Finance, University Library of Munich, Germany, number 0411024, Nov.
• Enzo Dia, 2004, "Monopolistic Pricing in the Banking Industry: a Dynamic Portfolio Model," Finance, University Library of Munich, Germany, number 0411025, Nov.
• Salman Shah & Anjan V. Thakor, 2004, "Private versus Public Ownership: Investment, Ownership Distribution, and Optimality," Finance, University Library of Munich, Germany, number 0411026, Nov.
• Anjan V. Thakor, 2004, "Capital Requirements, Monetary Policy, and Aggregate Bank," Finance, University Library of Munich, Germany, number 0411027, Nov.
• Anjan V. Thakor, 2004, "An Exploration of Competitive Signalling Equilibria with 'Third Party' Information Production: The Case of Debt Insurance," Finance, University Library of Munich, Germany, number 0411028, Nov.
• Anjan V. Thakor, 2004, "Information, Investment Horizon, and Price Reactions," Finance, University Library of Munich, Germany, number 0411029, Nov.
• Anjan V. Thakor & Richard Callaway, 2004, "Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing," Finance, University Library of Munich, Germany, number 0411030, Nov.
• Ahron R. Ofer & Anjan V. Thakor, 2004, "A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchase and Dividends," Finance, University Library of Munich, Germany, number 0411031, Nov.
• Ram T. S. Ramakrishnan & Anjan V. Thakor, 2004, "The Valuation of Assets under Moral Hazard," Finance, University Library of Munich, Germany, number 0411032, Nov.
• Ram T. S. Ramakrishnan & Anjan V. Thakor, 2004, "Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium," Finance, University Library of Munich, Germany, number 0411033, Nov.
• Marc Henrard, 2004, "Semi-explicit Delta and Gamma for European swaptions in Hull- White one factor model," Finance, University Library of Munich, Germany, number 0411036, Nov, revised 25 Jan 2005.
• Harald A. Benink & Jose Luis Gordillo & Juan Pablo Pardo & Christopher R. Stephens, 2004, "A Study of Neo-Austrian Economics using an Artificial Stock Market," Finance, University Library of Munich, Germany, number 0411038, Nov.
• Supreena Narayanan & Rashmi Dalvi, 2004, "Assessment of Financial Stability Reports:Sveriges Riksbank," Finance, University Library of Munich, Germany, number 0411040, Nov.
• Salman Shah & Anjan V. Thakor, 2004, "Optimal Capital Structure and Project Financing," Finance, University Library of Munich, Germany, number 0411041, Nov.
• David Besanko & Anjan V. Thakor, 2004, "Competitive Equilibrium in the Credit Market under Asymmetric Information," Finance, University Library of Munich, Germany, number 0411045, Nov.
• David Besanko & Anjan V. Thakor, 2004, "Relationship Banking, Deposit Insurance and Bank Portfolio Choice," Finance, University Library of Munich, Germany, number 0411046, Nov.
• Paul K. Chaney & Anjan V. Thakor, 2004, "Incentive Effects of Benevolent Intervention - The case of government loan guarantees," Finance, University Library of Munich, Germany, number 0411047, Nov.
• Anjan V. Thakor, 2004, "Toward a Theory of Bank Loan Commitments," Finance, University Library of Munich, Germany, number 0411048, Nov.
• Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor, 2004, "Information Reusability, Competition and Bank Asset Quality," Finance, University Library of Munich, Germany, number 0411049, Nov.
• Anjan V. Thakor & Hai Hong & Stuart I. Greenbaum, 2004, "Bank Loan Commitments and Interest Rate Volatility," Finance, University Library of Munich, Germany, number 0411050, Nov.
• Arnoud Boot & Anjan V. Thakor & Gregory F. Udell, 2004, "Competition, Risk Neutrality and Loan Commitments," Finance, University Library of Munich, Germany, number 0411051, Nov.
• Stuart I. Greenbaum & Anjan V. Thakor, 2004, "Bank Funding Modes," Finance, University Library of Munich, Germany, number 0411052, Nov.
• Anjan V. Thakor & Gregory F. Udell, 2004, "An Economic Rationale for the Pricing Structure of Bank Loan Commitments," Finance, University Library of Munich, Germany, number 0411053, Nov.
• Patricia J. Hughes & Eduardo S. Schwartz & Anjan V. Thakor, 2004, "Continuous Signaling Within Partitions: Capital Structure and the FIFO/LIFO Choice," Finance, University Library of Munich, Germany, number 0411054, Nov.
• David Hirshleifer & KEWEI HOU & Siew Hong Teoh & YINGLEI ZHANG, 2004, "Do Investors Overvalue Firms With Bloated Balance Sheets?," Finance, University Library of Munich, Germany, number 0412001, Dec.
• MING DONG & David Hirshleifer & SCOTT RICHARSON & Siew Hong Teoh, 2004, "Does Investor Misvaluation Drive the Takeover Market?," Finance, University Library of Munich, Germany, number 0412002, Dec.
• David Hirshleifer & James N. Myers & Linda A. Myers & Siew Hong Teoh, 2004, "Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades," Finance, University Library of Munich, Germany, number 0412003, Dec.
• David Hirshleifer & TYLER G. SHUMWAY, 2004, "Good Day Sunshine: Stock Returns and the Weather," Finance, University Library of Munich, Germany, number 0412004, Dec.
• JOSHUA D. COVAL & David Hirshleifer & TYLER G. SHUMWAY, 2004, "Can Individual Investors Beat the Market?," Finance, University Library of Munich, Germany, number 0412005, Dec.
• KENT D. DANIEL & David Hirshleifer & AVANIDHAR SUBRAHMANYAM, 2004, "A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions," Finance, University Library of Munich, Germany, number 0412006, Dec.
• Adam Blazejewski & Richard Coggins, 2004, "A piecewise linear model for trade sign inference," Finance, University Library of Munich, Germany, number 0412012, Dec.
• Puja Guha & Shivani Daga & Richa Gulati & Ganita Bhupal & Hena Oak, 2004, "International Financial Markets Integration or Segmentation: A Case Study of Equity Markets," Finance, University Library of Munich, Germany, number 0412013, Dec.
• Supreena Narayanan & Nikesh Agarwal & Leisha Weissenberger & Marta Wisniewska, 2004, "Boca Resorts Inc.-A Valuation Report," Finance, University Library of Munich, Germany, number 0412015, Dec.
• Feng Dai & Feng Han, 2004, "Optimal Choice Models for Executing Time to American Options," Finance, University Library of Munich, Germany, number 0412016, Dec.
• Nikesh Agarwal & Vikash Madhogaria & Supreena Narayanan, 2004, "Simulated Trading-An Analysis of Pairs Trading," Finance, University Library of Munich, Germany, number 0412018, Dec.
• Otavio Ribeiro De Medeiros & Cecilio Elias Daher, 2004, "Testing Static Tradeoff against Pecking Order Models of Capital Structure in Brazilian Firms," Finance, University Library of Munich, Germany, number 0412019, Dec.
• Otavio Ribeiro De Medeiros & Alberto Shigueru Matsumoto, 2004, "Market Reaction and Volatility in the Brazilian Stock Market," Finance, University Library of Munich, Germany, number 0412020, Dec.
• Otavio Ribeiro De Medeiros & Patricia de Souza Costa, 2004, "Cost Stickiness in Brazilian Firms," Finance, University Library of Munich, Germany, number 0412021, Dec.
• Yakov Amihud & Clifford Hurvich & Yi Wang, 2004, "Hypothesis Testing in Predictive Regressions," Finance, University Library of Munich, Germany, number 0412022, Dec.
• Luis Vildosola, 2004, "Modelo para valorar la atribución de Sustentabilidad," GE, Growth, Math methods, University Library of Munich, Germany, number 0401001, Jan.
• Steven Globerman & Daniel Shapiro, 2004, "Governance Infrastructure and U.S. Foreign Direct Investment," International Finance, University Library of Munich, Germany, number 0404008, Apr.
• Steven Globerman & Daniel Shapiro, 2004, "Assessing International Mergers And Acquisitions As A Mode Of Foreign Direct Investment," International Finance, University Library of Munich, Germany, number 0404009, Apr.
• Charles van Marrewijk, 2004, "An introduction to international money and foreign exchange markets," International Finance, University Library of Munich, Germany, number 0410006, Oct.
• Dariusz Stanko, 2004, "Public Pension System in Portugal (text in POLISH)," Public Economics, University Library of Munich, Germany, number 0401008, Jan.

2003

• Johnson, Simon & Mitton, Todd, 2003, "Cronyism and capital controls: evidence from Malaysia," Journal of Financial Economics, Elsevier, volume 67, issue 2, pages 351-382, February.
• Hallerbach, W.G.P.M. & Ning, H. & Spronk, J., 2003, "The effects of decision flexibility in the hierarchical investment decision process," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-047-F&A, Jun.
• Panayiotis Courtis, 2003, "DU PONT Ratio: A comprehensive measure of business performance," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 21-34, January -.
• John Donaldson & Irene Fafaliou, 2003, "Business ethics, corporate social responsibility and corporate governance: a review and summary critique," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 97-118, January -.
• Jean-Pierre Allegret & Bernard Courbis & Philippe Dulbecco, 2003, "Financial Liberalization and Stability of the Financial System in Emerging Markets: The Institutional Dimension of Financial Crises," Post-Print, HAL, number hal-01659729.
• Steven Globerman & Daniel Shapiro, 2003, "Governance infrastructure and US foreign direct investment," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 34, issue 1, pages 19-39, January.
• Eduardo Levy Yeyati & Augusto de la Torre & Sergio Schmukler, 2003, "Living and Dying with Hard Pegs: The Rise and Fall of Argentina´s Currency Board," Business School Working Papers, Universidad Torcuato Di Tella, number catorce, Jan.
• De la Torre, Augusto & Levy Yeyati, Eduardo & Schmukler, Sergio L., 2003, "Living and dying with hard pegs : the rise and fall of Argentina's currency board," Policy Research Working Paper Series, The World Bank, number 2980, Mar.
• Long Nguyen-Thanh, 2003, "Investment Optimization under Constraints," Finance, University Library of Munich, Germany, number 0301005, Jan, revised 09 Mar 2003.
• Alicia García Herrero & Sonsoles Gallego Herrero & Jesús Saurina Salas, 2003, "The Asian and European Banking Systems: The case of Spain in the quest for development and stability," Finance, University Library of Munich, Germany, number 0304007, Apr.
• Gregory C. Chow, 2003, "Shanghai Stock Prices as Determined by the Present Value Model," Finance, University Library of Munich, Germany, number 0306003, Jun.
• Gregory C. Chow, 2003, "Duplicating Contingent Claims by the Lagrange Method," Finance, University Library of Munich, Germany, number 0306004, Jun.