Research classified by Journal of Economic Literature (JEL) codes

1996

• 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.
• Hassler, J., 1995, "Regime Shifts and Volatility Spillovers on International Stock Markets," Papers, Stockholm - International Economic Studies, number 603.
• Daly, K., 1995, "Autralian Financial Volatility a Preliminary Investigation," Papers, Western Sydney - School of Business And Technology, number e9506.
• Athanasoulis, S. & Shiller, R.J., 1995, "World Income Components: Measuring and Exploting International Risk Sharing Opportunities," Papers, Yale - Economic Growth Center, number 725.
• Niemeyer, Jonas & Sandås, Patrik, 1995, "An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 44, Jan.
• Caballé, Jordi & Pomansky, Alexey, 1995, "Mixed Risk Aversion," Working Paper Series, Research Institute of Industrial Economics, number 444, Nov.
• Modén, Karl-Markus & Oxelheim, Lars, 1995, "Why Issue Equity Abroad? The Experience of Small Country Companies," Working Paper Series, Research Institute of Industrial Economics, number 447, Dec.
• Radnai, Márton, 1995, "A kárpótlási jegy a magyar tőkepiac Jolly Jokere
  [The compensation note: the Jolly Joker of the Hungarian capital market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 279-300.
• DIONNE, Georges & GOLLIER, Christian, 1995, "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9560.
• Judith A. Chevalier & Glenn D. Ellison, 1995, "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers, National Bureau of Economic Research, Inc, number 5234, Aug.
• Louis K. C. Chan & Josef Lakonishok, 1995, "A Cross-Market Comparison of Institutional Equity Trading Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 5374, Dec.
• Kocenda, Evzen, 1995, "Volatility of a Seemingly Fixed Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 70506.
• Didier Sornette & Anders Johansen & Jean-Philippe Bouchaud, 1995, "Stock market crashes, precursors and replicas," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500018, Oct.
• Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette, 1995, "Real-world options: smile and residual risk," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500039, Sep.
• Simon Gilchrist & Charles P. Himmelberg, 1995, "Evidence on the Role of Cash Flow for Investment," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 95-01, Jan.
• William G. Christie & Paul H. Schultz, 1995, "Policy Watch: Did Nasdaq Market Makers Implicitly Collude?," Journal of Economic Perspectives, American Economic Association, volume 9, issue 3, pages 199-208, Summer.
• Brock, W.A. & De Lima, P.J.F., 1995, "Nonlinear Time Series, Complexity Theory, and Finance," Working papers, Wisconsin Madison - Social Systems, number 9523.
• LeBaron, B., 1995, "Experiments in Evolutionary Finance," Working papers, Wisconsin Madison - Social Systems, number 9528.
• Andrew Branion, 1995, "The Government of Canada bond market since 1980," Bank of Canada Review, Bank of Canada, volume 1995, issue Autumn, pages 3-21.
• Ron Morrow, 1995, "Repo, reverse repo and securities lending markets in Canada," Bank of Canada Review, Bank of Canada, volume 1994, issue Winter, pages 61-70.
• James M. Poterba & Andrew A. Samwick, 1995, "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 26, issue 2, pages 295-372.
• Mutchler, J & Shane, P, 1995, "A Comparative-Analysis Of Firms Included In And Excluded From The Naars Database," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 1, pages 193-202, DOI: http://hdl.handle.net/10.2307/24912.
• Kang, Sh & Sivaramakrishnan, K, 1995, "Issues In Testing Earnings Management And An Instrumental Variable Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 2, pages 353-367, DOI: http://hdl.handle.net/10.2307/24914.
• Ely, Km, 1995, "Operating Lease Accounting And The Markets Assessment Of Equity Risk," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 2, pages 397-415, DOI: http://hdl.handle.net/10.2307/24914.
• Huntley Schaller & Robert S. Chirinko, 1995, "Business Fixed Investment and "Bubbles": the Japanese Case," Carleton Economic Papers, Carleton University, Department of Economics, number 95-13, Dec, revised 2001.
• Wang, C., 1995, "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-08.
• Zhang, H.H., 1995, "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-24.
• Zhang, H.H., 1995, "Endogenous Borrowing Constraints with Incomplete Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-25.
• Zhang, H.H., 1995, "Endogenous Short Sale Constraint, Stock Prices and Output Cycles," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-26.
• Javier Fernández, 1995, "El sector financiero: un largo trecho recorrido," Coyuntura Económica, Fedesarrollo.
• GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995, "Stochastic Volatility," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995069, Dec.
• MAGILL, Michael & QUINZII, Martine, 1995, "Which Improves Welfare More : Nominal or Indexed Bond ?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995072, Dec.
• Boot, Arnoud W A & Thakor, Anjan, 1995, "Financial System Architecture," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1197, Aug.
• Boot, Arnoud W A & Thakor, Anjan, 1995, "Banking Scope, Financial Innovation, and the Evolution of the Financial System," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1237, Sep.
• Frydman, R. & Pistor, K. & Rapaczynski, A., 1995, "Investing in Insider-Dominated Firms; A Study of Russian Voucher Privatization Funds," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 95-31.

1994

• Kang, Sh & Obrien, J & Sivaramakrishnan, K, 1994, "Analysts Interim Earnings Forecasts - Evidence On The Forecasting Process," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 1, pages 103-112, DOI: http://hdl.handle.net/10.2307/24913.
• Bandyopadhyay, Sp & Hanna, Jd & Richardson, G, 1994, "Capital-Market Effects Of United-States Canada Gaap Differences," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 2, pages 262-277, DOI: http://hdl.handle.net/10.2307/24912.
• Barth, Me & Mcnichols, Mf, 1994, "Estimation And Market Valuation Of Environmental Liabilities Relating To Superfund Sites," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue , pages 177-209, DOI: http://hdl.handle.net/10.2307/24914.
• Holthausen, Rw, 1994, "Discussion Of Estimation And Market Valuation Of Environmental Liabilities Relating To Superfund Sites," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue , pages 211-219, DOI: http://hdl.handle.net/10.2307/24914.
• Benoît Mojon, 1994, "Réglementation et prise de risque des intermédiaires financiers," Working Papers, CEPII research center, number 1994-06, Jul.
• Fedesarrollo, 1994, "Propuestas económicas del próximo gobierno," Coyuntura Económica, Fedesarrollo.
• Lindgren, Ragnar, 1994, "Transaction Taxes and Stock Market Volatility," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 25, Oct.
• James Dow & Gary Gorton, 1994, "Noise Trading, Delegated Portfolio Management, and Economic Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 4858, Sep.
• G. Nardozzi, 1994, "Money and credit: twenty years of debate in Italy (1970-1990)," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 47, issue 188, pages 3-51.
• H. Van Gemert & N. Gruijters, 1994, "Patterns of financial change in the OECD area," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 47, issue 190, pages 271-294.
• G. Nardozzi, 1994, "Money and credit: twenty years of debate in Italy (1970-1990)," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 47, issue 188, pages 3-51.
• H. Van Gemert & N. Gruijters, 1994, "Patterns of financial change in the OECD area," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 47, issue 190, pages 271-294.
• Rady, Sven, 1994, "State prices implicit in valuation formulae for derivative securities: a martingale approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119180, Oct.
• Begoña Basarrate & Gonzalo Rubio, 1994, "El efecto maquillaje de la instituciones de inversión colectiva la legislación fiscal y la estacionalidad del mercado de valores," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 36-51.
• Alberto Alberdi & Leyre Barrena & Arantza Olalde, 1994, "Aproximación a las cuentas financieras de la economía vasca 1985-1991," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 178-229.
• Lars Norden, 1994, "Daily distribution of Swedish OMX-index returns over intraday-to-intraday time intervals," Finnish Economic Papers, Finnish Economic Association, volume 7, issue 1, pages 3-16, Spring.
• Sven Rady, 1994, "State Prices Implicit in Valuation Formulae for Derivative Securities: A Martingale Approach," FMG Discussion Papers, Financial Markets Group, number dp181, Jan.
• Schwert, G.W., 1994, "Mark-up Pricing in Mergers and Acquisitions," Papers, Rochester, Business - Financial Research and Policy Studies, number 95-01.
• Jean-Philippe Bouchaud & Didier Sornette, 1994, "The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500040, Jan.
• Michael Bowe, 1994, "The Costs of Arbitrage and Futures Market Trading Activity," International Journal of the Economics of Business, Taylor & Francis Journals, volume 1, issue 2, pages 247-270, DOI: 10.1080/758516798.
• Bulow, Jeremy & Klemperer, Paul, 1994, "Rational Frenzies and Crashes," Journal of Political Economy, University of Chicago Press, volume 102, issue 1, pages 1-23, February, DOI: 10.1086/261919.
• James Dow & Gary Gorton, 1994, "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 95-10, Jun.

1993

• Antonio Cabrales & Takeo Hoshi, 1993, "Heterogeneous beliefs, wealth accumulation and asset price dynamics," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 55, Feb, revised Jun 1993.
• Antonov, Mikhail & Trofimov, Georgi, 1993, "Insider Trading Anomalies in a Kyle-Type Model of Sequential Auctions," Working Paper Series, Research Institute of Industrial Economics, number 386, Aug.
• Eduardo Lora & Felipe Barrera, 1993, "La intermediación financiera doméstica en el mediano plazo," Coyuntura Económica, Fedesarrollo, volume 23, issue 4, pages 105-122.
• Fedesarrollo, 1993, "Análisis Coyuntural. I. Efectos macroeconómicos de la entrada capitales. II. La organización del sistema financiero. III. Una nota sobre la situación financiera del distrito capital. IV. Apertura econ," Coyuntura Económica, Fedesarrollo, volume 23, issue 1, pages 49-70.
• Zeira, Joseph, 1993, "Informational Overshooting, Booms and Crashes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 823, Sep.
• Rahnema, Ahmad & Fernández, Pablo, 1993, "Initial public offerings (IPOs): The Spanish experience," IESE Research Papers, IESE Business School, number D/243, Mar.
• Simon Gilchrist & Charles P. Himmelberg, 1993, "Evidence on the role of cash flow for investment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 93-7.
• Cooley, T-F & Smith, B-D, 1993, "Financial Markets, Specialization, and Learning by Doing," Papers, Rochester, Business - Quantitative Methods Working Paper Series, number 93-01.

1992

• Alford, Aw, 1992, "The Effect Of The Set Of Comparable Firms On The Accuracy Of The Price Earnings Valuation Method," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 30, issue 1, pages 94-108, DOI: http://hdl.handle.net/10.2307/24910.
• Freeman, Rn & Tse, Sy, 1992, "A Nonlinear Model Of Security Price Responses To Unexpected Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 30, issue 2, pages 185-209, DOI: http://hdl.handle.net/10.2307/24911.
• Ohlson, Ja & Shroff, Pk, 1992, "Changes Versus Levels In Earnings As Explanatory Variables For Returns - Some Theoretical Considerations," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 30, issue 2, pages 210-226, DOI: http://hdl.handle.net/10.2307/24911.
• Teets, W, 1992, "The Association Between Stock-Market Responses To Earnings Announcements And Regulation Of Electric Utilities," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 30, issue 2, pages 274-285, DOI: http://hdl.handle.net/10.2307/24911.
• Ali, A & Zarowin, P, 1992, "The Role Of Earnings Levels In Annual Earnings Returns Studies," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 30, issue 2, pages 286-296, DOI: http://hdl.handle.net/10.2307/24911.
• Cready, Wm & Mynatt, Pg, 1992, "A Comment On The Empirical Distribution Of Squared Unexpected Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 30, issue 2, pages 297-302, DOI: http://hdl.handle.net/10.2307/24911.

1991

• Merton H. Miller, 1991, "Leverage," Journal of Applied Corporate Finance, Morgan Stanley, volume 4, issue 2, pages 6-13, June, DOI: 10.1111/j.1745-6622.1991.tb00602.x.
• Miller, Merton H, 1991, "Leverage," Journal of Finance, American Finance Association, volume 46, issue 2, pages 479-488, June.
• Sharpe, William F, 1991, "Capital Asset Prices with and without Negative Holdings," Journal of Finance, American Finance Association, volume 46, issue 2, pages 489-509, June.
• Butler, Kc & Lang, Lhp, 1991, "The Forecast Accuracy Of Individual Analysts - Evidence Of Systematic Optimism And Pessimism," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 1, pages 150-156, DOI: http://hdl.handle.net/10.2307/24910.
• Ely, Km, 1991, "Interindustry Differences In The Relation Between Compensation And Firm Performance Variables," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 1, pages 37-58, DOI: http://hdl.handle.net/10.2307/24910.
• Philbrick, Dr & Ricks, We, 1991, "Using Value Line And Ibes Analyst Forecasts In Accounting Research," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 2, pages 397-417, DOI: http://hdl.handle.net/10.2307/24910.
• Patricia Correa, 1991, "Colombia," Coyuntura Económica, Fedesarrollo, volume 21, issue 3, pages 141-175.
• Drago Kisic, 1991, "Perú," Coyuntura Económica, Fedesarrollo, volume 21, issue 3, pages 223-244.
• Bulow, Jeremy I. & Klemperer, Paul, 1991, "Rational Frenzies and Crashes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 593, Oct.
• Freeman, Scott & Tabellini, Guido, 1991, "The Optimality of Nominal Wage Contracts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 602, Oct.
• Jeremy Bulow & Paul Klemperer, 1991, "Rational Frenzies and Crashes," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0112, Sep.
• Bruce C. Greenwald & Joseph E. Stiglitz, 1989, "Financial Market Imperfections and Productivity Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 2945, Apr.