Research classified by Journal of Economic Literature (JEL) codes

1997

• David Miles, 1997, "Financial markets, ageing and social welfare," Fiscal Studies, Institute for Fiscal Studies, volume 18, issue 2, pages 161-187, May.
• Wang, Cheng, 1997, "Incentives, CEO Compensation and Shareholder Wealth in a Dynamic Agency Model," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 5170, Sep.
• Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997, "The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 15, issue 1, pages 27-57, July.
• Kelly, Morgan, 1997, "Do Noise Traders Influence Stock Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 29, issue 3, pages 351-363, August.
• Li Jiang & Lawrence Kryzanowski, 1997, "Trading Activity, Quoted Liquidity, and Stock Volatility," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 3, pages 199-227, September.
• Yin-Wong Cheung & Hung-Gay Fung, 1997, "Information Flows Between Eurodollar Spot and Futures Markets," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 4, pages 255-271, December.
• Dominguez, K.M.E., 1997, "Monetary Interdependence and Coordination," Working Papers, Research Seminar in International Economics, University of Michigan, number 408.
• Dominguez & K., 1997, "The Market Microstructure of Central Bank Intervention," Working Papers, Research Seminar in International Economics, University of Michigan, number 412.
• Ellison, S.F. & Mullin, W.S., 1997, "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 97-13b.
• BONOMO, Marco & GARCIA, René, 1997, "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 1997.
• Bonomo, M. & Garcia, R., 1997, "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9715.
• Christian Gollier & Richard J. Zeckhauser, 1997, "Horizon Length and Portfolio Risk," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0216, Oct.
• Matthew O. Jackson & Sandro Brusco, 1997, "The Optimal Design of a Market," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1186, Apr.
• Boot, Arnoud W A & Thakor, Anjan V, 1997, "Financial System Architecture," The Review of Financial Studies, Society for Financial Studies, volume 10, issue 3, pages 693-733.
• Melanie Cao, 1997, "Equilibrium Valuation Of Options On The Market Portfolio With Stochastic Volatility And Return Predictability," Working Paper, Economics Department, Queen's University, number 961, Aug.
• Marco Antonio Bonomo & Rene Garcia, 1997, "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 368, Mar.
• Martin Hoesli & Colin Lizieri & Bryan MacGregor, 1997, "The Spatial Dimensions of the Investment Performance of UK Commercial Property," Urban Studies, Urban Studies Journal Limited, volume 34, issue 9, pages 1475-1494, August, DOI: 10.1080/0042098975529.
• Wang, Cheng, 1997, "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," Journal of Economic Theory, Elsevier, volume 76, issue 1, pages 72-105, September.
• Garidel, Thomas, 1997, "Pareto-improving asymmetric information in a dynamic insurance market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119146, Jun.
• Danielsson, Jon & Vries, Casper, 1997, "Value-at-risk and extreme returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119166, Sep.
• Leon, Angel & Sentana, Enrique, 1997, "Pricing options on assets with predictable white noise returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119177, Jul.
• Tzavalis, E. & Karanikas, E., 1997, "Tests of Structural Stability of Risk Premia and Returns Relationship," Discussion Papers, University of Exeter, Department of Economics, number 9712.
• Angel León & Enrique Sentana, 1997, "Pricing Options on Assets with Predictable White Noise Returns," FMG Discussion Papers, Financial Markets Group, number dp267, Aug.
• Ayogu, M., 1997, "Empirical Studies of Nigeria's Foreign Parallel Market. II: Speculative Efficiency and Noisy Trading," Papers, African Economic Research Consortium, number 69.
• Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997, "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 97-06.
• Broadie, M. & Glasserman, P., 1997, "A Sotchastic Mesh Method for Pricing High-Dimensional American Options," Papers, Columbia - Graduate School of Business, number 98-04.
• Isakov, D. & Morard, B., 1997, "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 97.21.
• Stout, L.A., 1997, "How Efficient Markets Undervalue Stocks: CAPM and ECMH Under Conditions of Uncertainty and Disagreement," Papers, Georgetown University Law Center, number 97-2.
• Crampes, C. & Estache, A., 1997, "Regulatory Trade-Offs in the Design of Concession Contracts," Papers, Toulouse - GREMAQ, number 97.462.
• Carassus, L. & Jouini, E., 1997, "Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.82.
• Kandel, E. & Irvine, P., 1997, "Brokerage Commissions and Information Allocation," Papers, Rochester, Business - Financial Research and Policy Studies, number 97-03.
• Ber, Y. & Yafeh, Y. & Yosha, O., 1997, "Conflict of Interest in Universal Banking: Evidence from the Post-Issue performance of IPO Firms," Papers, Tel Aviv, number 18-97.
• Razin, A. & Sadka, E. & Yuen, C.W., 1997, "Chanelling Domestic Saving into Productive Investment Under Asymmetric Information: The Essential Role of Foreign Direct Investment," Papers, Tel Aviv, number 36-97.
• Pirrong, S.C., 1997, "A Positive Theory of Financial Exchange Organization with Normative Implications for Financial Market Regulation," Washington University, Business, Law and Economics Center, John M. Olin School of Business, Washington University, number 97-06.
• Fabio C. Bagliano & Andrea Beltratti, 1997, "Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 56, issue 3-4, pages 139-167, December.
• Friberg, Richard & Nydahl, Stefan, 1997, "Openness and the exchange rate exposure of national stock markets - a note," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 195, Sep.
• Björk, Tomas & Christensen, Bent Jesper, 1997, "Interest Rate Dynamics and Consistent Forward Rate Curves," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 209, Nov.
• Rama Cont & Jean-Philippe Bouchaud, 1997, "Herd behavior and aggregate fluctuations in financial markets," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500028, Dec.
• Andrew Matacz, 1997, "Financial modeling and option theory with the truncated Lévy process," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500035, Oct.
• Jean-Philippe Bouchaud & Didier Sornette & Marc Potters, 1997, "Option pricing in the presence of extreme fluctuations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500038, Jan.
• Jean-Philippe Bouchaud & Marc Mezard, 1997, "Universality classes for extreme value statistics," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500043, Jul.
• Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar, 1997, "Missing information and asset allocation," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500045, Jul.
• Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1997, "Phenomenology of the interest rate curve," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500048, Dec.
• Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov, 1997, "Towards a general theory of bond markets (*)," Finance and Stochastics, Springer, volume 1, issue 2, pages 141-174.
• Martin Schweizer & Christophe Stricker & Freddy Delbaen & Pascale Monat & Walter Schachermayer, 1997, "Weighted norm inequalities and hedging in incomplete markets," Finance and Stochastics, Springer, volume 1, issue 3, pages 181-227.
• H. Föllmer & Y.M. Kabanov, 1997, "Optional decomposition and Lagrange multipliers," Finance and Stochastics, Springer, volume 2, issue 1, pages 69-81.
• Lettau, M., 1997, "Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996)," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-49.
• Morgan Kelly, 1997, "Do noise traders influence stock prices?," Open Access publications, School of Economics, University College Dublin, number 10197/520, Aug.
• Dow, James & Gorton, Gary, 1997, "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Journal of Political Economy, University of Chicago Press, volume 105, issue 5, pages 1024-1050, October, DOI: 10.1086/262103.
• Chevalier, Judith & Ellison, Glenn, 1997, "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, volume 105, issue 6, pages 1167-1200, December, DOI: 10.1086/516389.
• Elli Malki, 1997, "Intellectual property and the valuation of biotechnology," Finance, University Library of Munich, Germany, number 9709002, Sep.
• Elli Malki, 1997, "Intellectual Property Intensity (IPI) and the Value-Growth Effect," Finance, University Library of Munich, Germany, number 9711002, Nov.
• Sergiu Hart & Yair Tauman, 1997, "Market Crashes Without External Shocks," Game Theory and Information, University Library of Munich, Germany, number 9703009, Mar, revised 25 Nov 1997.
• Sandro Brusco & Matthew O. Jackson, 1997, "The Optimal Design of a Market," Microeconomics, University Library of Munich, Germany, number 9711003, Nov.
• Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997, "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers, Yale School of Management, number ysm54, Mar.
• Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997, "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers, Yale School of Management, number ysm65, Apr.
• Fischer, Malte, 1997, "Wechselkursunsicherheit und Außenhandel: Eine Analye der theoretischen Literatur," Kiel Working Papers, Kiel Institute for the World Economy, number 830.
• Pham, Huyên & Rheinländer, Thorsten & Schweizer, Martin, 1997, "Mean-variance hedging for continuous processes: New proofs and examples," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,24.
• Föllmer, Hans & Kabanov, Jurij M., 1997, "Optional decomposition and lagrange multipliers," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,54.

1996

• Marc Potters & Rama Cont & Jean-Philippe Bouchaud, 1996, "Financial markets as adaptative systems," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500037, Sep.
• Germán Altuve Godoy, 1996, "Accomplishments of financial administration during the last quarter of the century," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 21, issue 12, pages 7-23, January-D.
• Che, Y.K. & Chung, Y.T., 1996, "Contract Damages and Cooperative Investments," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9603.
• Laidler, D., 1996, "Notes on the Microfoundations of Monetary Economics," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9612.
• Ho, W.M., 1996, "Credit Market Imperfections and Nominal Exchange Rate Regimes," Working Papers, University of Waterloo, Department of Economics, number 9611.
• Ho, W.M., 1996, "Government Spending, Credit Market Imperfections, and Economic Growth," Working Papers, University of Waterloo, Department of Economics, number 9612.
• Samson, M., 1996, "Credit Subsidies, Financial Repression, and the High Inflation/Low Income Trap," Center for Development Economics, Department of Economics, Williams College, number 155.
• W. Brian Arthur & John H. Holland & Blake LeBaron & Richard Palmer & Paul Taylor, 1996, "Asset Pricing Under Endogenous Expectation in an Artificial Stock Market," Working Papers, Santa Fe Institute, number 96-12-093, Dec.
• Brian Thomas, 1996, "New Stock Market Model," Finance, University Library of Munich, Germany, number 9610005, Oct, revised 08 Feb 1997.
• Chirinko, Robert S. & Schaller, Huntley, 1996, "Business Fixed Investment and "Bubbles": The Japanese Case," Economics Series, Institute for Advanced Studies, number 28, Mar.
• Dionne, Georges & Gollier, Christian, 1996, "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, volume 13, issue 2, pages 147-162, September.
• J.B. Kim & I. Krinsky & J. Lee, 1996, "Institutional Holdings and Trading Volume Reactions to Quarterly Earnings Announcements," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 314.
• Evžen Kočenda, 1996, "Volatility of a Seemingly Fixed Exchange Rate," Eastern European Economics, Taylor & Francis Journals, volume 34, issue 6, pages 37-67, December.
• Poterba, J.M. & Samwick, A.A., 1996, "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-2.
• Chevalier, J. & Ellison, G., 1996, "Risk Taking by Mutual Funds as a Response to Incentives," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-3.
• Smith, L., 1996, "On the Irrelevance of Trade Timing," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-6.
• Lim & C.G. & McNelis & P.D., 1996, "Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets," Department of Economics - Working Papers Series, The University of Melbourne, number 505.
• Dániel Szakály & Henrik Tóth, 1996, "Repo Markets - Experiences and opportunities in Hungary," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 1996/5.
• Ghysels, E. & Harvey, A. & Renault, E., 1996, "Stochastic Volatility," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9613.
• Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996, "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9615.
• Allard, M. & Bronsard, C. & Gourieroux, C., 1996, "Actifs financiers et theorie de la consommation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9617.
• Ghysels, E. & Harvey, A. & Renault, E., 1996, "Stochastic Volatility," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9613.
• Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996, "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9615.
• Allard, M. & Bronsard, C. & Gourieroux, C., 1996, "Actifs financiers et theorie de la consommation," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9617.
• G. William Schwert, 1994, "Mark-Up Pricing in Mergers and Acquisitions," NBER Working Papers, National Bureau of Economic Research, Inc, number 4863, Sep.
• Karen K. Lewis, 1996, "Consumption, Stock Returns, and the Gains from International Risk-Sharing," NBER Working Papers, National Bureau of Economic Research, Inc, number 5410, Jan.
• Dale, Charles & Zyren, John, 1996, "Noncommercial Trading in the Energy Futures Market," MPRA Paper, University Library of Munich, Germany, number 47463, May.
• P.J.G. Vlaar, 1996, "Methods to determine capital requirements for options," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 49, issue 198, pages 351-373.
• P.J.G. Vlaar, 1996, "Methods to determine capital requirements for options," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 49, issue 198, pages 351-373.
• Frank Milne & Xing Jin, 1996, "The Existence Of Equilibrium In A Financial Market With Transaction Costs," Working Paper, Economics Department, Queen's University, number 934, Sep.
• Tro Kortian & James O’Regan, 1996, "Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9609, Nov.
• Bakshi, Gurdip S & Chen, Zhiwu, 1996, "The Spirit of Capitalism and Stock-Market Prices," American Economic Review, American Economic Association, volume 86, issue 1, pages 133-157, March.
• Jin, Xing & Milne, Frank, 1996, "The Existence of Equilibrium in a Financial Market with Transaction Costs," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273345, Sep, DOI: 10.22004/ag.econ.273345.
• Brock, W.A., 1996, "Asset Price Behavior in Complex Environments," Working papers, Wisconsin Madison - Social Systems, number 9606.
• Brock, W.A. & Hommes, C.H., 1996, "Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model," Working papers, Wisconsin Madison - Social Systems, number 9621.
• Arthur, W.B. & Holland, J.H. & LeBaron, B. & Palmer, R. & Tayler, P., 1996, "Asset Pricing Under Endogenous Expectations in an Artificial Stock Market," Working papers, Wisconsin Madison - Social Systems, number 9625.
• Nancy Harvey, 1996, "The market for futures contracts on Canadian bankers' acceptances," Bank of Canada Review, Bank of Canada, volume 1996, issue Autumn, pages 19-36.
• Martin Miville, 1996, "Survey of the Canadian foreign exchange and derivatives markets," Bank of Canada Review, Bank of Canada, volume 1995, issue Winter, pages 45-71.
• Pierre St-Amant, 1996, "Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology," Staff Working Papers, Bank of Canada, number 96-2, DOI: 10.34989/swp-1996-2.
• Juan Ayuso & Soledad Núñez & María Pérez-Jurado, 1996, "Volatility in Spanish Financial Markets: The Recent Experience," Working Papers, Banco de España, number 9601.
• Malte Krüger, 1996, "Speculation, Hedging and Intermediation in the Foreign Exchange Market," Working Papers, Banco de España, number 9606.
• Pierre Villa, 1996, "Croissance et contraintes financières dans les PED," Working Papers, CEPII research center, number 1996-11, Oct.
• Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996, "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 977, Jul.
• Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996, "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9616.
• Gurdip S. Bakshi & Zhiwu Chen, 1996, "The Spirit of Capitalism and Stock-Market Prices," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 511.
• Horioka, Charles Yuji, 1996, "Capital Gains in Japan: Their Magnitude and Impact on Consumption," Economic Journal, Royal Economic Society, volume 106, issue 436, pages 560-577, May.
• Cabrales, Antonio & Hoshi, Takeo, 1996, "Heterogeneous beliefs, wealth accumulation, and asset price dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 20, issue 6-7, pages 1073-1100.
• Schwert, G. William, 1996, "Markup pricing in mergers and acquisitions," Journal of Financial Economics, Elsevier, volume 41, issue 2, pages 153-192, June.
• Snell, Andy & Tonks, Ian, 1996, "Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119167, Mar.
• Payne, Richard, 1996, "Announcement effects and seasonality in the intra-day foreign exchange market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119169, Mar.
• Ana Esther Castro, 1996, "El análisis económico de las crisis financieras: una visión retrospectiva," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 35, issue 02, pages 164-195.
• G. Dionne & C. Gollier, 1996, "A model of comparative statics for changes in stochastic returns with dependent risky assets," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 96-09.
• Karen K. Lewis, 1996, "Consumption, stock returns, and the gains from international risk-sharing," Working Papers, Federal Reserve Bank of Philadelphia, number 96-6.
• Osei, K.A., 1996, "Foreign Exchange Bureaus in the Economy of Ghana," Papers, African Economic Research Consortium, number 45.
• Hurson, C. & Zopounidis, C., 1996, "Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b02.
• Hurson, C. & Zopounidis, C., 1996, "Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b03.
• Hooper, V. & Pointon, J., 1996, "The Valuation of the Option to Expropriate a Multinational Enterprise's Assets," Papers, Australian National University - Department of Economics, number 305.
• Hooper, V. & Pointon, J., 1996, "Call Features and Term to Maturity of Callable Foreign Bonds," Papers, Australian National University - Department of Economics, number 306.
• Garvey, G.T. & Grant, S. & King, S.P., 1996, "A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs," Papers, Australian National University - Department of Economics, number 307.
• Massa, M. & Majnoni, G., 1996, "Share Prices and Trading Volume: Indications of Stock Exchange Efficiency," Papers, Banca Italia - Servizio di Studi, number 263.
• Caruso, M., 1996, "Stock Prices and Money Velocity: A Multi-Country Analysis," Papers, Banca Italia - Servizio di Studi, number 264.
• Kutz, M. & Schneider, M., 1996, "Coordination and Correlation in Markov Rational Belief Equilibria," Papers, Banca Italia - Servizio di Studi, number 281.
• Kurz, M. & Beltratti, A., 1996, "The Equity Premium Is No Puzzle," Papers, Banca Italia - Servizio di Studi, number 282.
• Shigehara, K., 1996, "Multilateral Surveillance: What the OECD Can Offer," Papers, University of Birmingham - International Financial Group, number 96-08.
• Nicolai, J.P. & Ricoeur-Nicolai, N., 1996, "Marches financiers europeens peripheriques: le role des facteurs exterieurs," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-01/f.
• Avouyi-Dovi, S. & Lakhoua, F., 1996, "Croissance effective ou croissance potentielle et les marches monetaire et obligataire americains," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-02/f.
• Vernet, S., 1996, "Le comportement d'epargne recent des Francais a travers leurs opinions," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-03/e.
• Artus, P., 1996, "Public Intervention on the Credit Market: French Case," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-04/e.
• Namur, D. & Sassenou, N., 1996, "Strategie d'allocation sectorielle analyse descriptive et methodologie," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 96-01/fi.
• Namur, D., 1996, "Strategie d'allocation sectorielle interpretation et utilisation et utilisation du modele," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 96-02/fi.
• Rubio, E.M., 1996, "Testing the CCAPM on Spanish Data: A New Approach," Papers, Centro de Estudios Monetarios Y Financieros-, number 9603.
• Kelly, M., 1996, "Do Noise Traders Influence Stock Prices," Papers, College Dublin, Department of Political Economy-, number 96/5.
• Moussu, C. & Thibierge, C., 1996, "Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 96/129.
• Cornu, P. & Pintado, X., 1996, "Mean-Variance vs. mean-Downside Risk: An Empirical Investigation for German Securities," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.11.
• Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B., 1996, "Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.12.
• Hoesli, M. & Lizieri, C. & Macgregor, B., 1996, "The Spatial Dimensions of the Investment preformance of UK Commercial Property," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.14.
• Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996, "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.15.
• Leroux, F., 1996, "Le marche des actions internationales: Evolution et perspectives," Papers, Ecole des Hautes Etudes Commerciales de Montreal-, number 96-09.
• Comte, F. & Renault, E., 1996, "Long Memory in Continuous Time Stochastic Volatility Models," Papers, Toulouse - GREMAQ, number 96.406.
• Renault, E., 1996, "Econometric Models of Option Pricing Errors," Papers, Toulouse - GREMAQ, number 96.407.
• Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1996, "Financial Crises in Emerging Markets: The Lessons from 1995," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1759.
• John Y. Campbell, 1996, "Consumption and the Stock Market: Interpreting International Experience," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1763.
• Rafael LaPorta & Florencio Lopez de-Silanes & Andrei Shleifer & Robert W. Vishny, 1996, "Law and Finance," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1768.
• Choi, J.B., 1996, "The Transmission Effects of Credit in a Korean Mecro-Financiel Model: A Quantitative Analaysis," Papers, Korea Institute of Public Finance-, number 96-03.
• Atindehou, R.B. & Bernier, G. & Charest, G., 1996, "Dividende et beta: une estimation Garch," Papers, Laval - Faculte des sciences de administration, number 96-42.
• Wilson, C.R., 1996, "Distortion Effects and Extreme Observations in Empirical Research: An Analysis of the Incremental Information Content of Cash Flows," Papers, Melbourne - Centre in Finance, number 96-1.
• Davidson, S. & Peker, A., 1996, "Weekends in Malaysia," Papers, Melbourne - Centre in Finance, number 96-2.
• Bruce D. Grundy & Zvi Wiener, , "The Analysis of VAR, Deltas and State Prices: A New Approach," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-96.
• Andrew B. Abel & Avinash K. Dixit & Janice B. Eberly & Robert S. Pindyck, , "Options, the Value of Capital, and Investment," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-95.
• Marshall E. Blume & Michale A. Goldstein, , "Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 3-96.
• Domenico Cuoco & Jaksa Cvitanic, , "Optimal Consumption Choices for a "Large" Investor," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 4-96.
• Anup Agrawal & Jeffrey F. Jaffe, , "The Pre-Acquisition Performance of Target Firms: A Re-examination of the Inefficient Management Hypothesis (Revision of 23-95)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 6-96.
• Anup Agrawal & Charles R. Knoeber, , "Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 8-96.
• Lewis, K.K., 1996, "Consumption, Stock Returns, and the Gains from International Risk-Sharing," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 96-4.
• Mokrane, M., 1996, "Bank Financing Strategies, Diversification by Certificates of Deposit, and Securitization," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9603.
• Namur, D., 1996, "Diversification internationale sous contrainte et couverture contre le risque de change," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9606.
• Dionne, G. & Gollier, C., 1996, "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9609.
• Guay, W. & Kothari, S.P. & Watts, R.L., 1996, "A Market-Based Evaluation of Discretionary-Accrual Models," Papers, Rochester, Business - Financial Research and Policy Studies, number 96-01.
• Chapman, D.A., 1996, "Approximating the Asset Pricing Kernel," Papers, Rochester, Business - Financial Research and Policy Studies, number 96-02.
• Hentschek, L. & Smith, Jr.C.W., 1996, ""Risks in Derivatives Markets: Implications for the Insurance Industry"," Papers, Rochester, Business - Financial Research and Policy Studies, number 96-06.
• Dale, R. & Wolfe, S., 1996, "EU Capital Requirements and the Level Playing Field," Papers, University of Southampton - Department of Accounting and Management Science, number 96-111.
• Casson, P., 1996, "Accounting for Convertible Debt: A Fundamental Financial Instrument Approach to Accounting for Convertible Debt as a Single Instrument," Papers, University of Southampton - Department of Accounting and Management Science, number 96-116.
• Board, J. & Sutcliffe, C., 1996, "The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options," Papers, University of Southampton - Department of Accounting and Management Science, number 96-126.
• Casson, P., 1996, "Market Risk, Corporate Governance & the Regulation of Financial Firms," Papers, University of Southampton - Department of Accounting and Management Science, number 96-127.
• Wolfe, S., 1996, "The Impact of Securisation on Banks' Capital: An Economic Analysis," Papers, University of Southampton - Department of Accounting and Management Science, number 96-130.
• Khalidi, M.A., 1996, "Globalization of the Securities Industries: The Need for a Fundamental Rethink of the Regulatory Strategy," Papers, University of Southampton - Department of Accounting and Management Science, number 96-132.
• Ber, H. & Yafeh, Y. & Yosha, O., 1996, "The Post-Issue Performance of IPO Firms when Banking Is Concentrated and Universal," Papers, Tel Aviv, number 26-96.
• Webster, L.M. & Riopelle, R. & Chidzero, A.M., 1996, "World Bank Lending for Small Enterprises 1989-1993," Papers, World Bank - Technical Papers, number 311.
• Benoit, P., 1996, "Project Finance at the World Bank: An Overview of Policies and Instruments," Papers, World Bank - Technical Papers, number 312.
• Nasution, A., 1996, "The Banking System and Monetary Aggregates Following Financial Sector Reform," Research Paper, World Institute for Development Economics Research, number 27.

1995

• Gilchrist, Simon & Himmelberg, Charles P., 1995, "Evidence on the role of cash flow for investment," Journal of Monetary Economics, Elsevier, volume 36, issue 3, pages 541-572, December.
• Rady, Sven, 1995, "Option pricing with a quadratic diffusion term," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119174, Nov.
• Sentana, Enrique, 1995, "Risk and return in the Spanish stock market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119179, Aug.
• Enrique Sentana, 1995, "Risk and Return in the Spanish Stock Market," FMG Discussion Papers, Financial Markets Group, number dp212, Aug.
• Sven Rady, 1995, "Option Pricing With a Quadratic Diffusion Term," FMG Discussion Papers, Financial Markets Group, number dp226, Nov.
• Chambers, R.G. & Quiggin, J., 1995, "Separation and Hedging Results with State-Contingent Production," Papers, Australian National University - Department of Economics, number 293.
• Lustig, N., 1995, "The Mexican Peso Crisis: The Foreseeable and the Surprise," Papers, Brookings Institution - Working Papers, number 114.
• Avouyi-Dovi, S. & Caulet, R., 1995, "Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie I: breve synthese de la theorie," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1995-18/t.
• Avouyi-Dovi, S. & Caulet, R., 1995, "Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie II: Les resultats empiriques," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1995-19/t.
• Magill, M. & Quinzii, M., 1995, "Which Improves Welfare More: Nominal or Indexed Bond?," Papers, California Davis - Institute of Governmental Affairs, number 95-20.
• Magill, M. & Quinzii, M., 1995, "Which Improves Welfare More: Nominal or Indexed Bond?," Department of Economics, California Davis - Department of Economics, number 95-20.
• Browne, S., 1995, "Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin," Papers, Columbia - Graduate School of Business, number 95-08.
• Browne, S., 1995, "The Return on Investment from Proportional Portfolio Strategies," Papers, Columbia - Graduate School of Business, number 95-09.
• Hamao, Y. & Mei, J., 1995, "Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market," Papers, Columbia - Graduate School of Business, number 95-15.
• Vassalou, M., 1995, "Tests of Alternative International Asset Pricing Models," Papers, Columbia - Graduate School of Business, number 95-27.
• Hamao, Y. & Jegadeesh, N., 1995, "Japanese Government Bond Auctions: The U.S. Experience," Papers, Columbia - Graduate School of Business, number 95-28.
• Gilchrist, S. & Himmelberg, C.P., 1995, "Evidence on the Role of Cash Flow for Investment," Papers, Columbia - Graduate School of Business, number 95-29.
• Heal, G., 1995, "Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World," Papers, Columbia - Graduate School of Business, number 95-30.
• Edwards, F.R., 1995, "Mutual Funds and Financial Stability," Papers, Columbia - Graduate School of Business, number 95-31.
• Edwards, F.R. & Park, J.M., 1995, "Do Managed Futures Make Good Investments?," Papers, Columbia - Graduate School of Business, number 95-32.
• Ghysels, E. & Harvey, A. & Renault, E., 1995, "Stochastic Volatility," Papers, Toulouse - GREMAQ, number 95.400.
• Arrondel, L., 1995, "Patrimoine et actifs financiers en 1992," Papers, Laval - Laboratoire Econometrie, number 29.
• Ickes, B.W., 1995, "The Organization of Markets and Its Role in Macroeconomic Stabilization During Transition," Papers, Pennsylvania State - Department of Economics, number 11-95-8.
• Prigent, J.L., 1995, "Pricing of Contingent Claims from Discrete to Continuous Time Models: On the Robustness of the Black and Scholes Formula," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9525.
• Prigent, J.L., 1995, "Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9526.
• Basu, S., 1995, "Conservatism and the Asymmetric Timeliness of Earning," Papers, Rochester, Business - Ph.D.,, number 73.