Research classified by Journal of Economic Literature (JEL) codes

2000

• Julie Choppin-Ansidei, 2000, "Location of international financial activities: theoretical finding and recent trends," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 15-28, DOI: 10.3406/ecofi.2000.4720.
• Arnaud de Bresson, 2000, "Paris as a financial centre within an integrated European financial market," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 47-55, DOI: 10.3406/ecofi.2000.4723.
• Robert Laslett, 2000, "London as a financial center," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 57-68, DOI: 10.3406/ecofi.2000.4724.
• Chakravarty, Sugato & Sarkar, Asani, 2000, "Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1138, Sep.
• Ryan Davies, 2000, "Registered Trader Participation During The Toronto Stock Exchange's Pre-opening Session," Working Paper, Economics Department, Queen's University, number 997, Nov.
• Kyriakos Chourdakis & Elias Tzavalis, 2000, "Option Pricing under Discrete Shifts in Stock Returns," Working Papers, Queen Mary University of London, School of Economics and Finance, number 426, Nov.
• Meredith Beechey & David Gruen & James Vickery, 2000, "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2000-01, Jan.
• Georges Dionne & Martin Garand, 2000, "Une mesure empirique des déterminants qui affectent la gestion des risques des entreprises non financières," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-9, Oct.
• Georges Dionne & Martin Garand, 2000, "Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-11, Nov.
• Jon Danielsson & Casper G. De Vries, 2000, "Value-at-Risk and Extreme Returns," Annals of Economics and Statistics, GENES, issue 60, pages 239-270.
• Marianne Demarchi & Thierry Foucault, 2000, "Equity Trading Systems in Europe: A Survey of Recent Changes," Annals of Economics and Statistics, GENES, issue 60, pages 73-115.
• Davies, Ryan, 2000, "Registered trader participation during the Toronto Stock Exchange’s pre-opening session," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273423, Nov, DOI: 10.22004/ag.econ.273423.
• Richard D.F. Harris & Rene Sanchez‐Valle, 2000, "The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, volume 27, issue 3‐4, pages 333-357, April, DOI: 10.1111/1468-5957.00316.
• Arnoud W. A. Boot & Anjan V. Thakor, 2000, "Can Relationship Banking Survive Competition?," Journal of Finance, American Finance Association, volume 55, issue 2, pages 679-713, April, DOI: 10.1111/0022-1082.00223.
• Gabriel Perez‐Quiros & Allan Timmermann, 2000, "Firm Size and Cyclical Variations in Stock Returns," Journal of Finance, American Finance Association, volume 55, issue 3, pages 1229-1262, June, DOI: 10.1111/0022-1082.00246.
• David E. Wildasin, 2000, "Factor Mobility and Fiscal Policy in the EU: Policy Issues and Analytical Approaches," CESifo Working Paper Series, CESifo, number 344.
• Svein Andresen, 2000, "The Financial Stability Forum ; reform of the international architecture," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 1, issue 04, pages 18-20, October.
• Barry Eichengreen, 2000, "Realistic and romantic reforms of the international financial system : reform of the international architecture," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 1, issue 04, pages 3-8, October.
• Allan Meltzer, 2000, "The report of the International Financial Institution Advisory Commission : comments on the critics ; reform of the international architecture," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 1, issue 04, pages 9-17, October.
• Rigmar Osterkamp, 2000, "Börsenlandschaft im Umbruch," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 53, issue 19, pages 48-48, July.
• Eric Ghysels & Junghoon Seon, 2000, "The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors," CIRANO Working Papers, CIRANO, number 2000s-11, Mar.
• Elena Andreou & Eric Ghysels, 2000, "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers, CIRANO, number 2000s-19, May.
• Alberto Carrasquilla & Arturo Galindo A. & Diego Mauricio V�squez, 2000, "El gran apretón crediticio en Colombia: una interpretación," Coyuntura Económica, Fedesarrollo.
• TIRELLI, Mario, 2000, "Constrained suboptimality and financial innovation in GEI with a single commodity," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000019, Mar.
• GIOT, Pierre, 2000, "Intraday value-at-risk," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000045, Sep.
• Guiso, Luigi & Jappelli, Tullio, 2000, "Household Portfolios in Italy," CEPR Discussion Papers, Centre for Economic Policy Research, number 2549, Sep.
• Sentana, Enrique, 2000, "Did the EMS Reduce the Cost of Capital?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2640, Dec.
• René Garcia & Richard Luger & Eric Renault, 2000, "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables," Working Papers, Center for Research in Economics and Statistics, number 2000-56.
• René Garcia & Richard Luger & Eric Renault, 2000, "Asymmetric Smiles, Leverage Effects and Structural Parameters," Working Papers, Center for Research in Economics and Statistics, number 2000-57.
• Charles Cao & Hyuk Choe, 2000, "Evolution of Transitory Volatility over the Week," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 49-77, May.
• Boyer, C. & Demange, G., 2000, "Imperfect Competition on Stock Markets: the Impact of Options at the Exercise Date," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2000-06.
• Hervé Alexandre & Maxime Merli, 2000, "Rating and Spread:The French Market before Euro," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1000304, Mar, revised Sep 2002.
• THIESSEN, Eric, 2000, "Trader Anonymity, Price Formation and Liquidity," HEC Research Papers Series, HEC Paris, number 701, Feb.
• SOLNIK, Bruno & COLLIN-DUFRESNE, Pierre, 2000, "On the term structure of default premia in the Swap and Libor markets," HEC Research Papers Series, HEC Paris, number 704, May.
• ROCKINGER, Michael & JONDEAU, Eric, 2000, "Entropy densities," HEC Research Papers Series, HEC Paris, number 709, Feb.
• CITANNA, Alessandro, 2000, "Proportional transaction costs on asset trades : a note on existence by homotopy methods," HEC Research Papers Series, HEC Paris, number 717, Dec.
• Campa, Jose M., 2000, "Exchange rates and trade: How important is hysteresis in trade?," IESE Research Papers, IESE Business School, number D/427, Oct.
• Pierre-Olivier Gourinchas & Aaron Tornell, 2000, "Exchange Rate Dynamics, Learning and Misperception," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0795, Aug.
• Peter L. Rousseau & Richard Sylla, 2000, "Emerging Financial Markets and Early U.S. Growth," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1254, Aug.
• Harrison Hong & Sven Rady, 2000, "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1351, Aug.
• Bryan R. Routledge & Stanley E. Zin, 2000, "Model Uncertainty and Liquidity," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1617, Aug.
• Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000, "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, volume 69, issue 1, pages 89-94, October.
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000, "Pricing and hedging long-term options," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 277-318.

1999

• Finis Welch, 1999, "In Defense of Inequality," American Economic Review, American Economic Association, volume 89, issue 2, pages 1-17, May.
• Boyan Jovanovic & Jeremy Greenwood, 1999, "The Information-Technology Revolution and the Stock Market," American Economic Review, American Economic Association, volume 89, issue 2, pages 116-122, May.
• Jin, Xing & Milne, Frank, 1999, "The Existence Of Equilibrium In A Financial Market With Transaction Costs," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273560, Jan, DOI: 10.22004/ag.econ.273560.
• Des Mc Manus & David Watt, 1999, "Estimating One-Factor Models of Short-Term Interest Rates," Staff Working Papers, Bank of Canada, number 99-18, DOI: 10.34989/swp-1999-18.
• Juan Ayuso & Roberto Blanco, 1999, "Has Financial Market Integration Increased during the Nineties?," Working Papers, Banco de España, number 9923.
• Antonio Scalia & Valerio Vacca, 1999, "Does Market Transparency Matter? A Case Study," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market Liquidity: Research Findings and Selected Policy Implications".
• Tomas Björk & Bent Jesper Christensen, 1999, "Interest Rate Dynamics and Consistent Forward Rate Curves," Mathematical Finance, Wiley Blackwell, volume 9, issue 4, pages 323-348, October, DOI: 10.1111/1467-9965.00072.
• Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," Working Papers, Brown University, Department of Economics, number 99-16.
• Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers, CIRANO, number 2009s-45, Nov.
• Eric Ghysels & Andrew Harvey & Eric Renault, 1995, "Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-49, Nov.
• Fedesarrollo, 1999, "Análisis Coyuntural. I. Situación del sector financiero. II. El futuro del sector petrolero," Coyuntura Económica, Fedesarrollo.
• CRAMA, Yves & LERUTH, Luc & RENNEBOOG, Luc & URBAIN, Jean-Pierre, 1999, "Corporate governance structures, control and performance in European markets: a tale of two systems," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999042, Jul.
• BAUWENS, Luc & VEREDAS, David, 1999, "The stochastic conditional duration model: a latent factor model for the analysis of financial durations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999058, Nov.
• Foucault, Thierry & Parlour, Christine A, 1999, "Competition for Listings," CEPR Discussion Papers, Centre for Economic Policy Research, number 2222, Aug.
• Lettau, Martin & Ludvigson, Sydney, 1999, "Consumption, Aggregate Wealth and Expected Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 2223, Sep.
• Freixas, Xavier, 1999, "Optimal Bail-Out, Conditionality and Creative Ambiguity," CEPR Discussion Papers, Centre for Economic Policy Research, number 2238, Sep.
• Röell, Ailsa & Foucault, Thierry & SandÃ¥s, Patrik, 1999, "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 2265, Oct.
• Yosha, Oved & Sørensen, Bent E, 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 2295, Nov.
• Hau, Harald, 1999, "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 2297, Nov.
• Freixas, Xavier & Rochet, Jean Charles & Parigi, Bruno, 1999, "Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank," CEPR Discussion Papers, Centre for Economic Policy Research, number 2325, Dec.
• Manzano, Carolina, 1999, "Integration versus segmentation in a dealer market," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 6514, Jun.
• CHESNEY, Marc & GIBSON-ASNER, Rajna, 1999, "The Investment Policy and the Pricing of Equity in a Levered Firm: a Re-examination of the contingent claims Valuation Approach," HEC Research Papers Series, HEC Paris, number 672, Apr.
• Alessandro, CITANNA, 1999, "Financial Innovation and Price Volatility," HEC Research Papers Series, HEC Paris, number 685, Oct.
• THEISSEN, Erik, 1999, "Floor versus Screen Trading : Evidence from the German Stock Market," HEC Research Papers Series, HEC Paris, number 690, Dec.
• Yeon-Koo Che & Tai-Yeong Chung, 1999, "Contract Damages and Cooperative Investments," RAND Journal of Economics, The RAND Corporation, volume 30, issue 1, pages 84-105, Spring.
• Greenwood, J. & Jovanovic, B., 1999, "The IT Revolution and the Stock Market," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 460.
• Andrew Matacz & Jean-Philippe Bouchaud, 1999, "Explaining the forward interest rate term structure," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500046, Sep.
• Andrew Matacz & Jean-Philippe Bouchaud, 1999, "An empirical investigation of the forward interest rate term structure," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500047, Jul.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1999, "Random matrix theory," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500052, Mar.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1999, "Random matrix theory and financial correlations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500053, Jan.
• Jones, R.A., 1999, "Estimating Correlated Diffusions," Discussion Papers, Department of Economics, Simon Fraser University, number dp99-12.
• Dean, J.W., 1999, "Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus," Discussion Papers, Department of Economics, Simon Fraser University, number dp99-3.
• Murad S. Taqqu & Vadim Teverovsky & Walter Willinger, 1999, "Stock market prices and long-range dependence," Finance and Stochastics, Springer, volume 3, issue 1, pages 1-13.
• Hans FÃllmer & Peter Leukert, 1999, "Quantile hedging," Finance and Stochastics, Springer, volume 3, issue 3, pages 251-273.
• Ronel Elul, 1999, "Welfare-improving financial innovation with a single good," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 1, pages 25-40.
• Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1999, "Phenomenology of the interest rate curve," Applied Mathematical Finance, Taylor & Francis Journals, volume 6, issue 3, pages 209-232, DOI: 10.1080/135048699334546.
• Winfried G. Hallerbach, 1999, "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-034/2, May.
• Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P., 1999, "Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-97.
• Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P., 1999, "Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems," Other publications TiSEM, Tilburg University, School of Economics and Management, number fa209920-43a1-40ad-bf2e-f.
• Australian Treasury, 1999, "Australia's experience with the variable deposit requirement," Economic Roundup, The Treasury, Australian Government, issue 3, pages 45-56, July.
• Maroney, Neal C. & Protopapadakis, Aris A., 1999, "The book-to-market and size effects in a general asset pricing model: evidence from seven national markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 1999-15, Nov.
• Xavier Freixas, 1999, "Optimal bail out policy, conditionality and constructive ambiguity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 400, Jun.
• Eckhard Platen, 1999, "A Minimal Share Market Model with Stochastic Volatility," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 21, Dec.
• Eckhard Platen, 1999, "On the Log-Return Distribution of Index Benchmarked Share Prices," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 22, Dec.
• Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research, number 86, May.
• Martin Schweizer, 1999, "Risky Options Simplified," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 59-82, DOI: 10.1142/S0219024999000054.
• Xing Jin & Frank Milne, 1999, "The Existence Of Equilibrium In A Financial Market With Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1999, "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," Yale School of Management Working Papers, Yale School of Management, number ysm125, Oct.
• Herrala, Risto & Nieminen, Risto, 1999, "Valuuttakauppojen selvitysriskit ja niiden hallinta," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/1999.
• Gerke, Wolfgang & Bosch, Robert, 1999, "Die Betreuer am Neuen Markt: eine empirische Analyse," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/12.
• Gebhardt, Günther, 1999, "The evolution of global standards of accounting," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/05.
• Föllmer, Hans & Leukert, Peter, 1999, "Efficient hedging: Cost versus shortfall risk," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,18.
• Schweizer, Martin, 1999, "A guided tour through quadratic hedging approaches," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,96.
• Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999, "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, volume 87, issue 1, pages 169-193, July.
• Brusco, Sandro & Jackson, Matthew O., 1999, "The Optimal Design of a Market," Journal of Economic Theory, Elsevier, volume 88, issue 1, pages 1-39, September.
• Aggarwal, Reena & Angel, James J., 1999, "The rise and fall of the Amex Emerging Company Marketplace," Journal of Financial Economics, Elsevier, volume 52, issue 2, pages 257-289, May.
• Jones, Charles M. & Lipson, Marc L., 1999, "Execution Costs of Institutional Equity Orders," Journal of Financial Intermediation, Elsevier, volume 8, issue 3, pages 123-140, July.
• Cordella, Tito & Foucault, Thierry, 1999, "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, volume 8, issue 3, pages 141-173, July.
• Zeira, Joseph, 1999, "Informational overshooting, booms, and crashes," Journal of Monetary Economics, Elsevier, volume 43, issue 1, pages 237-257, February.
• Perez-Quiros, Gabriel & Timmermann, Allan, 1999, "Firm size and cyclical variations in stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119113, Sep.
• Bhattacharya, Sudipto & Nicodano, Giovanna, 1999, "Insider trading, investment and liquidity: a welfare analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119114, Aug.
• Freixas, Xavier, 1999, "Optimal bail out policy, conditionality and creative ambiguity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119121, May.
• 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, undated, "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, undated, "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.
• Nydahl, Stefan, 1999, "Exchange Rate Exposure, Foreign Involvement and Currency Hedging of Firms - Some Swedish Evidence," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 81, May.
• Mohammad Hashim Kamali, 1999, "The Permissibility And Potential Of Developing Islamic Derivatives As Financial Instruments," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 7, issue 2, pages 1-73, December.
• Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 1999, "Financial Market Globalization: Present and Future," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 17, issue 3, pages 1-40, December.
• David Abad & Antonio Rubia, 1999, "- Evaluation Of The Fixing Trading System In The Spanish Market," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-17, Dec.
• Frey Bruno S. & Kucher Marcel, 1999, "Kriege aus Sicht des Kapitalmarktes: Deutschland im Zweiten Weltkrieg / Germany in World War II: The Perspective of Capital Markets," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 3-4, pages 361-384, June, DOI: 10.1515/jbnst-1999-3-408.
• Herwartz Helmut & Reimers Hans-Eggert, 1999, "Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt / Different Volatility Regimes on the German Bond Market," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 375-392, June, DOI: 10.1515/jbnst-1999-3-425.
• Binswanger Mathias, 1999, "Can Noise Traders Cause Persistent Deviations from Fundamental Values on the Stock Market? / Können Noise Trader langfristige Abweichungen der Aktienkurse von ihren Fundamentalwerten bewirken?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 5-6, pages 556-574, October, DOI: 10.1515/jbnst-1999-5-619.
• Ranko Jelic & Richard Briston & Chris Mallin, 1999, "Gambling Banks and Firm Financing in Transition Economies," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 4, pages 253-282, December.
• Gunther Capelle-Blancard, 1999, "Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla99013, Aug.
• LINTON, Olivier & PERRON, Benoît, 1999, "The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9911.
• John Y. Campbell & Martin Lettau, 1999, "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 7144, May.
• Peter L. Rousseau & Richard Sylla, 1999, "Emerging Financial Markets and Early U.S. Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 7448, Dec.
• Hiroshi Osano, 1999, "Security Design, Insider Monitoring, and Financial Market Equilibrium," Review of Finance, European Finance Association, volume 2, issue 3, pages 273-302.
• Bryan Mase, 1999, "The Predictability of Short-Horizon Stock Returns," Review of Finance, European Finance Association, volume 3, issue 2, pages 161-173.
• Fazal HUSAIN & Jamshed UPPAL, 1999, "STOCK RETURNS VOLATILITY IN AN EMERGING MARKET: The Pakistani Evidence," Pakistan Journal of Applied Economics, Applied Economics Research Centre, volume 15, pages 19-40.
• Serletis, Apostolos & Gogas, Periklis, 1999, "The North American natural gas liquids markets are chaotic," MPRA Paper, University Library of Munich, Germany, number 1576.
• Husain, Fazal & Uppal, Jamshed, 1999, "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper, University Library of Munich, Germany, number 5270.
• Husain, Fazal & Forbes, Kevin, 1999, "Efficiency in a Thinly Traded Market: The Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 5355.
• Xing Jin & Frank Milne, 1999, "The Existence of Equilibrium in a Financial Market with Transaction Costs," Working Paper, Economics Department, Queen's University, number 1084, Jan.
• Giyas Gokkent, 1999, "Simultaneous Home Bias and Cross-Holding of Assets Under Information Asimmetry," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 52, issue 1, pages 15-44.