Research classified by Journal of Economic Literature (JEL) codes

1999

• Foort HAMELINK, 1999, "Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp6, May.
• Bonomo, Marco Antônio Cesar & Garcia, René, 1999, "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 350, Jul.
• Takeshi Kobayashi & Nobuyoshi Yamori, 1999, "Is it true that insurers benefit from a catastrophic event? Market reactions to the 1995 Hanshin-Awaji earthquake," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 99-04.
• Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 1999, "Excessive FDI flows under asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue sep.
• Martin Lettau & Sydney C. Ludvigson, 1999, "Consumption, aggregate wealth and expected stock returns," Staff Reports, Federal Reserve Bank of New York, number 77.
• Giovanna Nicodano & Sudipto Bhattacharya, 1999, "Insider Trading, Investment and Liquidity: A Welfare Analysis," FMG Discussion Papers, Financial Markets Group, number dp334, Aug.
• Allan Timmermann & Gabriel Perez-Quiros, 1999, "Firm Size and Cyclical Variations in Stock Returns," FMG Discussion Papers, Financial Markets Group, number dp335, Sep.
• Vacca, V. & Scalia, A., 1999, "Does Market Transparency Matter? A Case Study," Papers, Banca Italia - Servizio di Studi, number 359.
• Artus, P., 1999, "Effet de levier, risque, rendement des actions et cours boursiers," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-10/fi.
• Laurent, P. & Teiletche, J., 1999, "Coexistence de structures d'echange differenciees: justifications theoriques et applications au marche des changes," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-12/fi.
• Jones, C.M. & Lipson, M.L., 1999, "Execution Costs of Institutional Equity Orders," Papers, Columbia - Graduate School of Business, number 99-1.
• Jones, C.M. & Lipson, M.L., 1999, "Sixteenths: Direct Evidence on Institutional Execution Costs," Papers, Columbia - Graduate School of Business, number 99-3.
• Chang, G. & Sundaresan, S.M., 1999, "Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default," Papers, Columbia - Graduate School of Business, number 99-4.
• Huberman, G. & Regev, T., 1999, "Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar," Papers, Columbia - Graduate School of Business, number 99-6.
• Jones, C.M. & Lipson, M.L., 1999, "Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX," Papers, Columbia - Graduate School of Business, number 99-8.
• Bancel, F. & Ceddaha, F., 1999, "Vers une prime de risque unique?," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 99/143.
• Isakov, D. & Perignon, C., 1999, "On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.1.
• Verdier, D., 1999, "Financial Capital Mobility and the Origins of Stock Markets," Papers, European Institute - Political and Social Sciences, number 99/10.
• Ory, J.-N., 1999, "Le comportement des places financieres asiatiques avant et apres la "Crise": cointegration, contagion et globalisation des marches," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1999-3.
• Michel, L., 1999, "Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1999-5.
• Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999, "The Profits to Insider Trading: A Performance-Evaluation Perspective," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1858.
• Aditya Kaul & Vikas Mehrotra & Randall Morck, 1999, "Demand Curves for Stocks Do Slope Down: New Evidence From An Index Weights Adjustment," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1884.
• Khalil, J. & Martel, J.-M. & Jutras, P., 1999, "A Multicriterion System for Credit Risk Rating," Papers, Laval - Faculte des sciences de administration, number 1999-14.
• Yamori, N. & Kobayashi, T., 1999, "Is It True that Insurers Benefit from a Catastrophic Event? Market Reactions to the 1995 Hanshin-Awaji Earthquake," Papers, Economisch Institut voor het Midden en Kleinbedrijf-, number pb99-04.
• Huang, K.X., 1999, "Infinite-Horizon Optimal Hedging Under Cone Constraints," Papers, Minnesota - Center for Economic Research, number 304.
• Dana, R.-A. & Le Van, C. & Magnien, F., 1999, "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.34.
• Florenzano, M., 1999, "General Equilibrium of FDinancial Markets: An Introduction," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.76.
• Aspandilarov, S. & Bottazzi, J.-M., 1999, "The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.80.
• Capelle-Blancard, G. & Jurczenko, E., 1999, "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.05.
• Simon Gervais & Ron Kaniel & Dan Mingelgrin, , "The High Volume Return Premium," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 1-99.
• Mark M. Carhart & Ron Kaniel & David K. Musto & Adam Reed, , "Mutual Fund Returns and Market Microstructure," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-99.
• Hampton, M.P., 1999, "Microstates and Offshore Finance: the Political Economy of Vulnerability," Papers, Portsmouth University - Department of Economics, number 128.
• Lupton, J. & Smith, J.P., 1999, "Marriage, Assets, and Savings," Papers, RAND - Labor and Population Program, number 99-12.
• McIntyre, M., 1999, "Empirical Tests of an Option Price Inversion Approach," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 99-001.
• Wei, J.Z. & Duan, J.C., 1999, "Pricing Foreign Currency and Cross-Currency Options Under GARCH," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 99-01.
• Board, J. & Sutcliffe, C. & Ziemba, W., 1999, "The Application of Operations Research Techniques to Financial Markets," Papers, University of Southampton - Department of Accounting and Management Science, number 99-147.
• Razin, A. & Sadka, E. & Yuen, C.-W., 1999, "Excessive FDI Flows under Asymmetric Information," Papers, Tel Aviv, number 27-99.
• Sulganik, E. & Zilcha, I., 1999, "The Choice of Acquiring Medical Information on Life Insurance Markets," Papers, Tel Aviv, number 28-99.
• Aylward, A. & Glen, J., 1999, "Promary Securities Markets. Cross Country Findings," Papers, World Bank - International Finance Corporation, number 39.
• Gray, D.F., 1999, "Assessment of Corporate Sector Value and Vulnerability: Links to Exchange Rtae and Financial Crises," Papers, World Bank - Technical Papers, number 455.
• Gunther Capelle-Blancard, 1999, "A new measure of the financial intermediation rate: the approach in volume
  [Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03592456, Aug.
• Thierry Foucault & Tito Cordella, 1999, "Minimum Price Variations, Time Priority and Quote Dynamics," Post-Print, HAL, number hal-00459772, DOI: 10.1006/jfin.1999.0266.
• Gunther Capelle-Blancard, 1999, "A new measure of the financial intermediation rate: the approach in volume
  [Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume]," Post-Print, HAL, number halshs-03592456, Aug.
• Møllgaard, H, Peter, 1999, "Markedsmagt," Working Papers, Copenhagen Business School, Department of Economics, number 14-1998, Jan.
• Lyhagen, Johan, 1999, "Efficient estimation of price adjustment coefficients," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 332, Sep.
• Pelikan, Pavel, 1999, "Institutions for the Selection of Entrepreneurs: Implications for Economic Growth and Financial Crises," Working Paper Series, Research Institute of Industrial Economics, number 510, Jan, revised 15 Feb 2000.

1998

• Crampes, Claude & Estache, Antonio, 1998, "Regulatory trade-offs in the design of concession contracts," Utilities Policy, Elsevier, volume 7, issue 1, pages 1-13, March.
• Galluccio, Stefano & Bouchaud, Jean-Philippe & Potters, Marc, 1998, "Rational decisions, random matrices and spin glasses," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 259, issue 3, pages 449-456, DOI: 10.1016/S0378-4371(98)00332-X.
• Cooley, Thomas F. & Smith, Bruce D., 1998, "Financial markets, specialization, and learning by doing," Research in Economics, Elsevier, volume 52, issue 4, pages 333-361, December.
• Board, John & Villa, Anne & Wells, Stephen, 1998, "Liquidity in second tier equity markets evidence from London's Alternative Investment Market (AIM)," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119137, Aug.
• Bolton, Patrick & Feixas, Xavier, 1998, "A dilution cost approach to financial intermediation and securities markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119140, Oct.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "The dangers of data-driven inference: the case of calender effects in stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119142, Oct.
• Dow, James & Rahi, Rohit, 1998, "Should speculators be taxed?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119150, Apr.
• Chemla, Gilles & Faure-Grimaud, Antoine, 1998, "Dynamic adverse selection and debt," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119154, Apr.
• João Marcus M. Nunes, 1998, "The U.S. economy: are analysts missing the point?," Brazilian Journal of Political Economy, Center of Political Economy, volume 18, issue 1, pages 43-56.
• Sadeq Abdelrahim & Phil Holmes, 1998, "The Impact of Regulatory Change and Market Shocks on the Weak-Form Efficiency of the Kuwait Stock Exchange," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 2, issue 2, pages 117-134, Winter.
• Joe Appiah-Kusi & Gioia M Pescetto, 1998, "Volatility and Volatility Spill-overs in Emerging Markets: The case of the African Stock Markets," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 2, issue 2, pages 171-185, Winter.
• Ph. Andrade & C. Bruneau, 1998, "Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-36.
• Gallo, G.M. & Pacini, B., 1998, "Early News Is Good News. The Effects of Market Opening on Market Volatility," Economics Working Papers, European University Institute, number eco98/3.
• Harris, R.D.F. & Sanchez-Valle, R., 1998, "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Discussion Papers, University of Exeter, Department of Economics, number 9815.
• Venetoklis, Takis, 1998, "Evaluation and Monitoring of Business Aid in Finland. Applicant Enterprises Projects and Distributors of Aid in Industrially Declining Regions. A Quantitative Approach," Discussion Papers, VATT Institute for Economic Research, number 169.
• Jeffrey M. Lacker, 1998, "Collateralized debt as the optimal contract," Working Paper, Federal Reserve Bank of Richmond, number 98-04.
• James J. Angel, 1998, "Nonstandard-Settlement Transactions," Financial Management, Financial Management Association, volume 27, issue 1, Spring.
• Allan Timmermann & Halbert White & Ryan Sullivan, 1998, "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers, Financial Markets Group, number dp304, Oct.
• Edwards, F.R. & Liew, J., 1998, "Managed Commodity Funds," Papers, Columbia - Graduate School of Business, number 98-06.
• Amir, E. & Sougiannis, T., 1998, "Analysts' Interpretation and Investors' Valuation of Tax Carryforwards," Papers, Columbia - Graduate School of Business, number 98-08.
• Justens, D. & Schyns, M. & Zandona, S., 1998, "Calcul exact de rentes viageres fractionnees et indexees sur plusieurs tetes avec reversibilite. Application a la vente par rente viagere," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9803.
• Bair, J., 1998, "Equations Fonctionnelles et mathematiques financieres," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9807.
• Paquay, P., 1998, "Deux modeles d'equilibre de marche: le portefeuille de Markowitz et le CAPM," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9816.
• Hubler, J. & Schmidt, G., 1998, "Decisions de GRH et performance boursiere: existerait-il une specificite du marche francais?," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1998-11.
• Ahlstedt, M., 1998, "Analysis of Financial Risks in a GARCH Framework," University of Helsinki, Department of Economics, Department of Economics, number e:11.
• Trzpiot, G., 1998, "Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market," Papers, Laval - Faculte des sciences de administration, number 98-004.
• McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998, "A Multi-Country of Power ARCH Models and National Stock Market Returns," Papers, Melbourne - Centre in Finance, number 98-4.
• Tallon, J.-M., 1998, "Pessimisme et absence d'echange sur les marches financiers," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.31.
• Süleyman Basak & Mike Gallmeyer, , "Capital Market Equilibrium with Differential Taxation," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 12-98.
• Franklin Allen & Antonio Bernardo & Ivo Welch, , "A Theory of Dividends Based on Tax Clienteles," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-98.
• Lubos Pástor & Robert F. Stambaugh, , "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 21-98.
• Andrade, P. & Bruneau, C., 1998, "Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9836.
• Scott, P., 1998, "The Cost-Effectiveness of 1930s British Regional Policy," Papers, Portsmouth University - Department of Economics, number 117.
• Booth, L., 1998, "Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 98-001.
• Huisman, R. & Koedijik, K.G. & Pownall, R.A.J., 1998, "VaR-x: Fat Tails in Financial Risk Management," Papers, Southern California - School of Business Administration, number 98-54.
• Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A., 1998, "The Cost of Capital in International Financial Markets: Local Versus Global Beta," Papers, Southern California - School of Business Administration, number 99-55.
• Pirrong, S.C., 1998, "The Organization of Financial Exchange Markets: Theory and Evidence," Washington University, Business, Law and Economics Center, John M. Olin School of Business, Washington University, number 98-01.
• David Cass & Alessandro Citanna, 1998, "Pareto Improving Financial Innovation in Incomplete Markets," Post-Print, HAL, number hal-00479286, Apr, DOI: 10.1007/s001990050198.
• Gaëlle Le Fol & Christian Gourieroux, 1998, "Effet des Modes de Négociation sur les Echanges," Post-Print, HAL, number halshs-00536273.
• Møllgaard, H, Peter & Schröder, Philipp, 1998, "Bosch-Siemens' investment in Slovenia," Working Papers, Copenhagen Business School, Department of Economics, number 02-1998, Jan.
• Ghiglino, Christian & Shell, Karl, 1998, "The economic effects of restrictions on government budget deficits," Working Papers, Copenhagen Business School, Department of Economics, number 03-1998, Jan.
• Blomgren-Hansen, Niels, 1998, "The economics of union cartelization," Working Papers, Copenhagen Business School, Department of Economics, number 04-1998, Jan.
• Kleis Frederiksen, Niels, 1998, "A note on interpreting consumption tax incidence in OLG models," Working Papers, Copenhagen Business School, Department of Economics, number 05-1998, Jan.
• Kleis Frederiksen, Niels, 1998, "Dynamic optimization in discrete time," Working Papers, Copenhagen Business School, Department of Economics, number 06-1998, Jan.
• Risager, Ole, 1998, "Random walk or mean reversion," Working Papers, Copenhagen Business School, Department of Economics, number 07-1998, Jan.
• Ghiglino, Christian & Tvede, Mich, 1998, "Optimal policy in OG models," Working Papers, Copenhagen Business School, Department of Economics, number 08-1998, Jan.
• Blomgren-Hansen, Niels, 1998, "Prisdiskrimination og effektiv samfundsmæssig ressourceanvendelse," Working Papers, Copenhagen Business School, Department of Economics, number 09-1998, Jan.
• Møllgaard, H. Peter & Overgaard, Per Baltzer, 1998, "Temporary partnerships as an information transmission mechanism," Working Papers, Copenhagen Business School, Department of Economics, number 10-1998, Jan.
• Sørensen, Morten, 1998, "Incomplete contracts and the use of options to prevent hold-up in investments under uncertainty," Working Papers, Copenhagen Business School, Department of Economics, number 11-1998, Jan.
• Lund, Lars, 1998, "Konjunkturanalyse for Bornholm, 1987-1996. Kapitel 1," Working Papers, Copenhagen Business School, Department of Economics, number 12-1998, Jan.
• Nielsen, Søren Bo, 1998, "A simple model of commodity taxation and cross-border shopping," Working Papers, Copenhagen Business School, Department of Economics, number 13-1998, Jan.
• Ahsan, Syed M. & Tsigaris, Panagiotis, 1998, "The public discount rate and the uncertain budgetary flows," Working Papers, Copenhagen Business School, Department of Economics, number 15-1998, Jan.
• Urban, Dieter M., 1998, "Neoclassical growth, manufacturing agglomeration, and terms of trade," Working Papers, Copenhagen Business School, Department of Economics, number 16-1998, Jan.
• Urban, Dieter M., 1998, "Understanding increasing returns to scale and economic geography," Working Papers, Copenhagen Business School, Department of Economics, number 17-1998, Jan.
• Andersen, Torben M. & Hougaard Jensen, Svend E. & Risager, Ole, 1998, "Macroeconomic perspectives on the Danish economy," Working Papers, Copenhagen Business School, Department of Economics, number 18-1998, Jan.
• Ho, Wai-Ming, 1998, "Credit Market Imperfections and Nominal Exchange Rate Regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 3, issue 4, pages 337-361, October.
• Bhar, Ramaprasad & Malliaris, A G, 1998, "Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, volume 10, issue 3, pages 285-302, May.
• Kenji Kojima, 1998, "Structural Changes of the Financial System and Corporate Governance in Japan," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 93, Apr, revised Jun 1998.
• Blahó, András, 1998, "Törzsök Éva: Ausztria agrárgazdasága az Európai Unióban. Egy integráció pillanatképei. Vas Megyei Agrár Közhasznú Társaság, Szombathely, 1998. 274 oldal
  [Éva Törzsök: The agrarian economy of Austria in the EU. Moments of an integration. Vas Megyei," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1054-1056.
• Sudipto Bhattacharya & Paolo Fulghieri & Riccardo Rovelli, 1998, "Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 154, issue 1, pages 291-291, March.
• Crosby, M., 1998, "Stock Returns and Inflation," Department of Economics - Working Papers Series, The University of Melbourne, number 644.
• Hyde, C. & Vercammen, J., 1998, "Financing Competitive Asset Bids When Information is Asymmetric: The Role of Collateral as a Signal," Department of Economics - Working Papers Series, The University of Melbourne, number 662.
• GARCIA, René & RENAULT, Éric, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9801.
• Garcia, R. & Renault, E., 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9801.
• Ajit Singh, 1998, "Financial liberalisation, stockmarkets and economic development," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 8, issue 1, pages 165-182.
• Luiz Fernando Rodrigues de Paula, 1998, "Tamanho, dimensão e concentração do sistema bancário no contexto de alta e baixa inflação no Brasil," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 8, issue 1, pages 87-116.
• Adam, C.S. & Bevan, D.L., 1998, "Costs and Benefits of Incorporating Asset Markets into CGE Models: Evidence and Design Issues," Economics Series Working Papers, University of Oxford, Department of Economics, number 99202.
• Christian Gouriéroux & Gaëlle Le Fol, 1998, "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, volume 49, issue 3, pages 795-808.
• L.L. Pasinetti, 1998, "European Union at the end of 1997: who is within the public finance “sustainability†zone?," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 51, issue 204, pages 17-36.
• L.L. Pasinetti, 1998, "European Union at the end of 1997: who is within the public finance “sustainability†zone?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 51, issue 204, pages 17-36.
• Noussair, C. & Robin, S. & Ruffieux, B., 1998, "Bubbles and Anti-Crashes in Laboratory Asset Markets with Constant Fundamental Values," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1119, Nov.
• Lei, V. & Noussair, C. & Plott, C.R., 1998, "Non-Speculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality Vs. Actual Irrationality," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1120, Nov.
• Geoffrey Shuetrim, 1998, "Systematic Risk Characteristics of Corporate Equity," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9802, Feb.
• Jean-Philippe Bouchaud & Rama Cont, 1998, "A Langevin approach to stock market fluctuations and crashes," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500027, Jan.
• Jean-Philippe Bouchaud & Marc Potters, 1998, "Back to basics: historical option pricing revisited," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500036, Aug.
• Jean-Philippe Bouchaud, 1998, "Elements for a theory of financial risks," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500042, Jun.
• Jean-Philippe Bouchaud & Didier Sornette & Christian Walter & Jean-Pierre Aguilar, 1998, "Taming large events: portfolio selection for strongly fluctuating assets," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500044, Jan.
• Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1998, "Strings Attached," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500049, Jul.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1998, "Noise dressing of financial correlation matrices," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500051, Oct.
• Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters, 1998, "Rational decisions, random matrices and spin glasses," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500054, Jan.
• Kamstra, M. & Kennedy, P. & Suan, T.-K., 1998, "Combining Bond Rating Forecasts Using Logit," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-10.
• Y.M. Kabanov & D.O. Kramkov, 1998, "Asymptotic arbitrage in large financial markets," Finance and Stochastics, Springer, volume 2, issue 2, pages 143-172.
• Martin Schweizer & HuyËn Pham & (*), Thorsten RheinlÄnder, 1998, "Mean-variance hedging for continuous processes: New proofs and examples," Finance and Stochastics, Springer, volume 2, issue 2, pages 173-198.
• Gaetano Antinolfi & Todd Keister, 1998, "Options and sunspots in a simple monetary economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 2, pages 295-315.
• David Cass & Alessandro Citanna, 1998, "Pareto improving financial innovation in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 3, pages 467-494.
• Graciela Chichilnisky & Geoffrey Heal, 1998, "A unified treatment of finite and infinite economies: limited arbitrage is necessary and sufficient for the existence of equilibrium and the core," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 12, issue 1, pages 163-176.
• Jón Daníelsson & Casper G. de Vries, 1998, "Value-at-Risk and Extreme Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-017/2, Feb.
• Xavier Freixas & Bruno Parigi & Jean Charles Rochet, 1998, "Systemic risk, interbank relations and liquidity provision by the Central Bank," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 440, Oct, revised Sep 1999.
• Kirill Ilinski & Alexander Stepanenko, 1998, "Electrodynamical model of quasi-efficient financial market," Finance, University Library of Munich, Germany, number 9805007, Jun.
• Peter G. Dunne, 1998, "A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens!," Finance, University Library of Munich, Germany, number 9810001, Oct.
• Peter G. Zhang, 1998, "An Introduction To Option Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Allan M. Malz, 1998, "An Introduction To Currency Option Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Louis O. Scott, 1998, "The Implied Volatility In Prices Of Foreign Currency Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• José Manuel Campa & P. H. Kevin Chang, 1998, "Learning From The Term Structure Of Implied Volatility In Foreign Exchange Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Richard K. Lyons, 1998, "Options And The Currency Risk Premium," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Allan M. Malz, 1998, "Option Prices And The Probability Distribution Of Exchange Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Allan M. Malz, 1998, "The Erm Realignment Probabilities: Estimates Using Option Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• José Manuel Campa & P. H. Kevin Chang, 1998, "Options On Exchange Rates In Target Zones," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Zhaohui Chen & Charles A. E. Goodhart, 1998, "Inferring Market Expectations Using Currency Option Price And Volume Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1998, "Pricing and Hedging Long-Term Options," Yale School of Management Working Papers, Yale School of Management, number ysm90, May.
• Schweizer, Martin, 1998, "A minimality property of the minimal martingale measure," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,106.
• Föllmer, Hans & Leukert, Peter, 1998, "Quantile hedging," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,13.
• Lamberton, Damien & Pham, Huyên & Schweizer, Martin, 1998, "Local risk-minimization under transaction costs," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,18.
• Michelle L. Barnes, 1998, "Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-11.
• Michelle L. Barnes, 1998, "On the Nature of Dependence in the Volatility of US Stock Returns," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-12.
• Shelley, MK & Omer, TC & Atwood, TJ, 1998, "Capital restructuring and accounting compliance costs: The case of publicly traded partnerships," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue 2, pages 365-378, DOI: http://hdl.handle.net/10.2307/24914.
• Fabienne Comte & Eric Renault, 1998, "Long memory in continuous‐time stochastic volatility models," Mathematical Finance, Wiley Blackwell, volume 8, issue 4, pages 291-323, October, DOI: 10.1111/1467-9965.00057.
• Gallo Giampiero M. & Pacini Barbara, 1998, "Early News is Good News: The Effects of Market Opening on Market Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 4, pages 1-19, January, DOI: 10.2202/1558-3708.1034.
• Robertson, Donald & Wright, Stephen, 1998, "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9822, Oct.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2z02z6d9, Jun.
• Charles Cao & Eric Ghysels & Frank Hatheway, 1998, "Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening," CIRANO Working Papers, CIRANO, number 98s-14, May.
• Daniele Coen-Pirani & Eva Carceles-Poveda, , "Shareholders Unanimity With Incomplete Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2005-E13.
• CALCAGNO, Riccardo & LOVO, Stefano M., 1998, "Bid-ask price competition with asymmetric information between market makers," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998016, Feb.
• CALVET, Laurent & GRANDMONT, Jean-Michel & LEMAIRE, Isabelle, 1998, "Heterogeneous probabilities in complete asset markets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998019, Mar.
• BAUWENS, Luc & GIOT, Pierre, 1998, "Asymmetric ACD models: introducing price information in ACD models with a two state transition model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998044, Aug.
• Campbell, John Y & Kim, Sangjoon & Lettau, Martin, 1998, "Dispersion and Volatility in Stock Returns: An Empirical Investigation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1923, Aug.
• René Garcia & Eric Renault, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers, Center for Research in Economics and Statistics, number 98-10.
• Calcagno, Riccardo & Lovo, Stefano M., 1998, "Bid-Ask Price Competition with Asymmetric Information between Market Makers," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998012, May.
• FOUCAULT, Thierry & DEMARCHI, Marianne, 1998, "Equity Trading Systems in Europe - A survey of recent changes," HEC Research Papers Series, HEC Paris, number 663, Feb.
• Andy Snell & Ian Tonks, 1998, "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 9, Oct.
• Brock, William A. & Hommes, Cars H., 1998, "Heterogeneous beliefs and routes to chaos in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, volume 22, issue 8-9, pages 1235-1274, August.

1997

• Domowitz, I. El-Gamal, M., 1997, "Financial Market Structure and the Ergocicity of Prices," Working papers, Wisconsin Madison - Social Systems, number 9719.
• Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997, "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," DEOS Working Papers, Athens University of Economics and Business, number 0097-06.
• Miles Whittingham, 1997, "The Canadian market for zero-coupon bonds," Bank of Canada Review, Bank of Canada, volume 1996, issue Winter, pages 47-62.
• Robert G. James & John Quiggan, 1997, "Separation and Hedging Results with State‐Contingent Production," Economica, London School of Economics and Political Science, volume 64, issue 254, pages 187-209, May, DOI: 10.1111/1468-0335.00073.
• Chapman, David A, 1997, "Approximating the Asset Pricing Kernel," Journal of Finance, American Finance Association, volume 52, issue 4, pages 1383-1410, September.
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 1997, "Empirical Performance of Alternative Option Pricing Models," Journal of Finance, American Finance Association, volume 52, issue 5, pages 2003-2049, December.
• Zhang, Harold H, 1997, "Endogenous Borrowing Constraints with Incomplete Markets," Journal of Finance, American Finance Association, volume 52, issue 5, pages 2187-2209, December.
• Mutchler, JF & Hopwood, W & McKeown, JM, 1997, "The influence of contrary information and mitigating factors on audit opinion decisions on bankrupt companies," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 295-310, DOI: http://hdl.handle.net/10.2307/24913.
• S. Bhattacharya & P. Fulghieri & R. Rovelli, 1997, "Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 300, Aug.
• Marco Bonomo & René Garcia, 1997, "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers, CIRANO, number 97s-20, Apr.
• Ángel León & Enrique Sentana, 1997, "Pricing Options on Assets with Predictable White Noise Returns," Working Papers, CEMFI, number wp1997_9704.
• BAUWENS, LUC & GIOT, Pierre, 1997, "The logarithmic ACD model: an application to market microstructure and NASDAQ," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997089, Nov.
• Boot, Arnoud W A & Thakor, Anjan, 1997, "Can Relationship Banking Survive Competition?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1592, Mar.
• Artis, Michael J & Zhang, Wenda, 1997, "Volatility Clustering and Volatility Transmission: A Non-Parametric View of ERM Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1594, Mar.
• Cordella, Tito & Foucault, Thierry, 1997, "Minimum Price Variations, Time Priority and Quote Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1717, Oct.
• L, Carassus & E, Jouini, 1997, "Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée," Working Papers, Center for Research in Economics and Statistics, number 97-58.
• Zhang, Harold H., 1997, "Endogenous Short-Sale Constraint, Stock Prices And Output Cycles," Macroeconomic Dynamics, Cambridge University Press, volume 1, issue 1, pages 228-254, January.
• Robert J. Shiller & Stefano G. Athanasoulis, 1997, "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1097, Jun.
• Stefano G. Athanasoulis & Robert J. Shiller, 1997, "The Significance of the Market Portfolio," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1154, Jun.
• Singh, Ajit, 1997, "Financial Liberalisation, Stockmarkets and Economic Development," Economic Journal, Royal Economic Society, volume 107, issue 442, pages 771-782, May.