Research classified by Journal of Economic Literature (JEL) codes

1998

• Gaëlle Le Fol & Christian Gourieroux, 1998, "Effet des Modes de Négociation sur les Echanges," Post-Print, HAL, number halshs-00536273.
• Møllgaard, H, Peter & Schröder, Philipp, 1998, "Bosch-Siemens' investment in Slovenia," Working Papers, Copenhagen Business School, Department of Economics, number 02-1998, Jan.
• Ghiglino, Christian & Shell, Karl, 1998, "The economic effects of restrictions on government budget deficits," Working Papers, Copenhagen Business School, Department of Economics, number 03-1998, Jan.
• Blomgren-Hansen, Niels, 1998, "The economics of union cartelization," Working Papers, Copenhagen Business School, Department of Economics, number 04-1998, Jan.
• Kleis Frederiksen, Niels, 1998, "A note on interpreting consumption tax incidence in OLG models," Working Papers, Copenhagen Business School, Department of Economics, number 05-1998, Jan.
• Kleis Frederiksen, Niels, 1998, "Dynamic optimization in discrete time," Working Papers, Copenhagen Business School, Department of Economics, number 06-1998, Jan.
• Risager, Ole, 1998, "Random walk or mean reversion," Working Papers, Copenhagen Business School, Department of Economics, number 07-1998, Jan.
• Ghiglino, Christian & Tvede, Mich, 1998, "Optimal policy in OG models," Working Papers, Copenhagen Business School, Department of Economics, number 08-1998, Jan.
• Blomgren-Hansen, Niels, 1998, "Prisdiskrimination og effektiv samfundsmæssig ressourceanvendelse," Working Papers, Copenhagen Business School, Department of Economics, number 09-1998, Jan.
• Møllgaard, H. Peter & Overgaard, Per Baltzer, 1998, "Temporary partnerships as an information transmission mechanism," Working Papers, Copenhagen Business School, Department of Economics, number 10-1998, Jan.
• Sørensen, Morten, 1998, "Incomplete contracts and the use of options to prevent hold-up in investments under uncertainty," Working Papers, Copenhagen Business School, Department of Economics, number 11-1998, Jan.
• Lund, Lars, 1998, "Konjunkturanalyse for Bornholm, 1987-1996. Kapitel 1," Working Papers, Copenhagen Business School, Department of Economics, number 12-1998, Jan.
• Nielsen, Søren Bo, 1998, "A simple model of commodity taxation and cross-border shopping," Working Papers, Copenhagen Business School, Department of Economics, number 13-1998, Jan.
• Ahsan, Syed M. & Tsigaris, Panagiotis, 1998, "The public discount rate and the uncertain budgetary flows," Working Papers, Copenhagen Business School, Department of Economics, number 15-1998, Jan.
• Urban, Dieter M., 1998, "Neoclassical growth, manufacturing agglomeration, and terms of trade," Working Papers, Copenhagen Business School, Department of Economics, number 16-1998, Jan.
• Urban, Dieter M., 1998, "Understanding increasing returns to scale and economic geography," Working Papers, Copenhagen Business School, Department of Economics, number 17-1998, Jan.
• Andersen, Torben M. & Hougaard Jensen, Svend E. & Risager, Ole, 1998, "Macroeconomic perspectives on the Danish economy," Working Papers, Copenhagen Business School, Department of Economics, number 18-1998, Jan.
• Ho, Wai-Ming, 1998, "Credit Market Imperfections and Nominal Exchange Rate Regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 3, issue 4, pages 337-361, October.
• Bhar, Ramaprasad & Malliaris, A G, 1998, "Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, volume 10, issue 3, pages 285-302, May.
• Kenji Kojima, 1998, "Structural Changes of the Financial System and Corporate Governance in Japan," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 93, Apr, revised Jun 1998.
• Blahó, András, 1998, "Törzsök Éva: Ausztria agrárgazdasága az Európai Unióban. Egy integráció pillanatképei. Vas Megyei Agrár Közhasznú Társaság, Szombathely, 1998. 274 oldal
  [Éva Törzsök: The agrarian economy of Austria in the EU. Moments of an integration. Vas Megyei," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1054-1056.
• Sudipto Bhattacharya & Paolo Fulghieri & Riccardo Rovelli, 1998, "Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 154, issue 1, pages 291-291, March.
• Crosby, M., 1998, "Stock Returns and Inflation," Department of Economics - Working Papers Series, The University of Melbourne, number 644.
• Hyde, C. & Vercammen, J., 1998, "Financing Competitive Asset Bids When Information is Asymmetric: The Role of Collateral as a Signal," Department of Economics - Working Papers Series, The University of Melbourne, number 662.
• GARCIA, René & RENAULT, Éric, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9801.
• Garcia, R. & Renault, E., 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9801.
• Ajit Singh, 1998, "Financial liberalisation, stockmarkets and economic development," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 8, issue 1, pages 165-182.
• Luiz Fernando Rodrigues de Paula, 1998, "Tamanho, dimensão e concentração do sistema bancário no contexto de alta e baixa inflação no Brasil," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 8, issue 1, pages 87-116.
• Adam, C.S. & Bevan, D.L., 1998, "Costs and Benefits of Incorporating Asset Markets into CGE Models: Evidence and Design Issues," Economics Series Working Papers, University of Oxford, Department of Economics, number 99202.
• Christian Gouriéroux & Gaëlle Le Fol, 1998, "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, volume 49, issue 3, pages 795-808.
• L.L. Pasinetti, 1998, "European Union at the end of 1997: who is within the public finance “sustainability†zone?," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 51, issue 204, pages 17-36.
• L.L. Pasinetti, 1998, "European Union at the end of 1997: who is within the public finance “sustainability†zone?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 51, issue 204, pages 17-36.
• Noussair, C. & Robin, S. & Ruffieux, B., 1998, "Bubbles and Anti-Crashes in Laboratory Asset Markets with Constant Fundamental Values," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1119, Nov.
• Lei, V. & Noussair, C. & Plott, C.R., 1998, "Non-Speculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality Vs. Actual Irrationality," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1120, Nov.
• Geoffrey Shuetrim, 1998, "Systematic Risk Characteristics of Corporate Equity," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9802, Feb.
• Jean-Philippe Bouchaud & Rama Cont, 1998, "A Langevin approach to stock market fluctuations and crashes," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500027, Jan.
• Jean-Philippe Bouchaud & Marc Potters, 1998, "Back to basics: historical option pricing revisited," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500036, Aug.
• Jean-Philippe Bouchaud, 1998, "Elements for a theory of financial risks," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500042, Jun.
• Jean-Philippe Bouchaud & Didier Sornette & Christian Walter & Jean-Pierre Aguilar, 1998, "Taming large events: portfolio selection for strongly fluctuating assets," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500044, Jan.
• Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1998, "Strings Attached," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500049, Jul.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1998, "Noise dressing of financial correlation matrices," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500051, Oct.
• Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters, 1998, "Rational decisions, random matrices and spin glasses," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500054, Jan.
• Kamstra, M. & Kennedy, P. & Suan, T.-K., 1998, "Combining Bond Rating Forecasts Using Logit," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-10.
• Y.M. Kabanov & D.O. Kramkov, 1998, "Asymptotic arbitrage in large financial markets," Finance and Stochastics, Springer, volume 2, issue 2, pages 143-172.
• Martin Schweizer & HuyËn Pham & (*), Thorsten RheinlÄnder, 1998, "Mean-variance hedging for continuous processes: New proofs and examples," Finance and Stochastics, Springer, volume 2, issue 2, pages 173-198.
• Gaetano Antinolfi & Todd Keister, 1998, "Options and sunspots in a simple monetary economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 2, pages 295-315.
• David Cass & Alessandro Citanna, 1998, "Pareto improving financial innovation in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 3, pages 467-494.
• Graciela Chichilnisky & Geoffrey Heal, 1998, "A unified treatment of finite and infinite economies: limited arbitrage is necessary and sufficient for the existence of equilibrium and the core," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 12, issue 1, pages 163-176.
• Jón Daníelsson & Casper G. de Vries, 1998, "Value-at-Risk and Extreme Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-017/2, Feb.
• Xavier Freixas & Bruno Parigi & Jean Charles Rochet, 1998, "Systemic risk, interbank relations and liquidity provision by the Central Bank," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 440, Oct, revised Sep 1999.
• Kirill Ilinski & Alexander Stepanenko, 1998, "Electrodynamical model of quasi-efficient financial market," Finance, University Library of Munich, Germany, number 9805007, Jun.
• Peter G. Dunne, 1998, "A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens!," Finance, University Library of Munich, Germany, number 9810001, Oct.
• Peter G. Zhang, 1998, "An Introduction To Option Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Allan M. Malz, 1998, "An Introduction To Currency Option Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Louis O. Scott, 1998, "The Implied Volatility In Prices Of Foreign Currency Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• José Manuel Campa & P. H. Kevin Chang, 1998, "Learning From The Term Structure Of Implied Volatility In Foreign Exchange Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Richard K. Lyons, 1998, "Options And The Currency Risk Premium," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Allan M. Malz, 1998, "Option Prices And The Probability Distribution Of Exchange Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Allan M. Malz, 1998, "The Erm Realignment Probabilities: Estimates Using Option Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• José Manuel Campa & P. H. Kevin Chang, 1998, "Options On Exchange Rates In Target Zones," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Zhaohui Chen & Charles A. E. Goodhart, 1998, "Inferring Market Expectations Using Currency Option Price And Volume Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Zhaohui Chen, "Currency Options And Exchange Rate Economics".
• Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1998, "Pricing and Hedging Long-Term Options," Yale School of Management Working Papers, Yale School of Management, number ysm90, May.
• Schweizer, Martin, 1998, "A minimality property of the minimal martingale measure," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,106.
• Föllmer, Hans & Leukert, Peter, 1998, "Quantile hedging," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,13.
• Lamberton, Damien & Pham, Huyên & Schweizer, Martin, 1998, "Local risk-minimization under transaction costs," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,18.
• Michelle L. Barnes, 1998, "Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 1998-11.
• Michelle L. Barnes, 1998, "On the Nature of Dependence in the Volatility of US Stock Returns," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 1998-12.
• Shelley, MK & Omer, TC & Atwood, TJ, 1998, "Capital restructuring and accounting compliance costs: The case of publicly traded partnerships," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue 2, pages 365-378, DOI: http://hdl.handle.net/10.2307/24914.
• Fabienne Comte & Eric Renault, 1998, "Long memory in continuous‐time stochastic volatility models," Mathematical Finance, Wiley Blackwell, volume 8, issue 4, pages 291-323, October, DOI: 10.1111/1467-9965.00057.
• Gallo Giampiero M. & Pacini Barbara, 1998, "Early News is Good News: The Effects of Market Opening on Market Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 4, pages 1-19, January, DOI: 10.2202/1558-3708.1034.
• Robertson, Donald & Wright, Stephen, 1998, "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9822, Oct.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2z02z6d9, Jun.
• Charles Cao & Eric Ghysels & Frank Hatheway, 1998, "Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening," CIRANO Working Papers, CIRANO, number 98s-14, May.
• Daniele Coen-Pirani & Eva Carceles-Poveda, undated, "Shareholders Unanimity With Incomplete Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2005-E13.
• CALCAGNO, Riccardo & LOVO, Stefano M., 1998, "Bid-ask price competition with asymmetric information between market makers," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998016, Feb.
• CALVET, Laurent & GRANDMONT, Jean-Michel & LEMAIRE, Isabelle, 1998, "Heterogeneous probabilities in complete asset markets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998019, Mar.
• BAUWENS, Luc & GIOT, Pierre, 1998, "Asymmetric ACD models: introducing price information in ACD models with a two state transition model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998044, Aug.
• Campbell, John Y & Lettau, Martin & Kim, Sangjoon, 1998, "Dispersion and Volatility in Stock Returns: An Empirical Investigation," CEPR Discussion Papers, Centre for Economic Policy Research, number 1923, Aug.
• René Garcia & Eric Renault, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers, Center for Research in Economics and Statistics, number 98-10.
• Calcagno, Riccardo & Lovo, Stefano M., 1998, "Bid-Ask Price Competition with Asymmetric Information between Market Makers," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998012, May.
• FOUCAULT, Thierry & DEMARCHI, Marianne, 1998, "Equity Trading Systems in Europe - A survey of recent changes," HEC Research Papers Series, HEC Paris, number 663, Feb.
• Andy Snell & Ian Tonks, 1998, "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 9, Oct.
• Brock, William A. & Hommes, Cars H., 1998, "Heterogeneous beliefs and routes to chaos in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, volume 22, issue 8-9, pages 1235-1274, August.
• Crampes, Claude & Estache, Antonio, 1998, "Regulatory trade-offs in the design of concession contracts," Utilities Policy, Elsevier, volume 7, issue 1, pages 1-13, March.
• Galluccio, Stefano & Bouchaud, Jean-Philippe & Potters, Marc, 1998, "Rational decisions, random matrices and spin glasses," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 259, issue 3, pages 449-456, DOI: 10.1016/S0378-4371(98)00332-X.
• Cooley, Thomas F. & Smith, Bruce D., 1998, "Financial markets, specialization, and learning by doing," Research in Economics, Elsevier, volume 52, issue 4, pages 333-361, December.
• Board, John & Villa, Anne & Wells, Stephen, 1998, "Liquidity in second tier equity markets: evidence from London's Alternative Investment Market (AIM)," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119137, Aug.
• Bolton, Patrick & Feixas, Xavier, 1998, "A dilution cost approach to financial intermediation and securities markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119140, Oct.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "The dangers of data-driven inference: the case of calender effects in stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119142, Oct.
• Dow, James & Rahi, Rohit, 1998, "Should speculators be taxed?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119150, Apr.
• Chemla, Gilles & Faure-Grimaud, Antoine, 1998, "Dynamic adverse selection and debt," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119154, Apr.
• João Marcus M. Nunes, 1998, "A economia dos EUA: os analistas estão perdendo o objetivo?," Brazilian Journal of Political Economy, FGV EAESP, volume 18, issue 1, pages 43-56, January, DOI: 10.1590/0101-31571998-1276.
• Sadeq Abdelrahim & Phil Holmes, 1998, "The Impact of Regulatory Change and Market Shocks on the Weak-Form Efficiency of the Kuwait Stock Exchange," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 2, issue 2, pages 117-134, Winter.
• Joe Appiah-Kusi & Gioia M Pescetto, 1998, "Volatility and Volatility Spill-overs in Emerging Markets: The case of the African Stock Markets," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 2, issue 2, pages 171-185, Winter.
• Ph. Andrade & C. Bruneau, 1998, "Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-36.
• Gallo, G.M. & Pacini, B., 1998, "Early News Is Good News. The Effects of Market Opening on Market Volatility," Economics Working Papers, European University Institute, number eco98/3.
• Harris, R.D.F. & Sanchez-Valle, R., 1998, "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Discussion Papers, University of Exeter, Department of Economics, number 9815.
• Venetoklis, Takis, 1998, "Evaluation and Monitoring of Business Aid in Finland. Applicant Enterprises Projects and Distributors of Aid in Industrially Declining Regions. A Quantitative Approach," Discussion Papers, VATT Institute for Economic Research, number 169.
• Jeffrey M. Lacker, 1998, "Collateralized debt as the optimal contract," Working Paper, Federal Reserve Bank of Richmond, number 98-04.
• James J. Angel, 1998, "Nonstandard-Settlement Transactions," Financial Management, Financial Management Association, volume 27, issue 1, Spring.
• Allan Timmermann & Halbert White & Ryan Sullivan, 1998, "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers, Financial Markets Group, number dp304, Oct.
• Edwards, F.R. & Liew, J., 1998, "Managed Commodity Funds," Papers, Columbia - Graduate School of Business, number 98-06.
• Amir, E. & Sougiannis, T., 1998, "Analysts' Interpretation and Investors' Valuation of Tax Carryforwards," Papers, Columbia - Graduate School of Business, number 98-08.
• Justens, D. & Schyns, M. & Zandona, S., 1998, "Calcul exact de rentes viageres fractionnees et indexees sur plusieurs tetes avec reversibilite. Application a la vente par rente viagere," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9803.
• Bair, J., 1998, "Equations Fonctionnelles et mathematiques financieres," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9807.
• Paquay, P., 1998, "Deux modeles d'equilibre de marche: le portefeuille de Markowitz et le CAPM," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9816.
• Hubler, J. & Schmidt, G., 1998, "Decisions de GRH et performance boursiere: existerait-il une specificite du marche francais?," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1998-11.
• Ahlstedt, M., 1998, "Analysis of Financial Risks in a GARCH Framework," University of Helsinki, Department of Economics, Department of Economics, number e:11.
• Trzpiot, G., 1998, "Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market," Papers, Laval - Faculte des sciences de administration, number 98-004.
• McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998, "A Multi-Country of Power ARCH Models and National Stock Market Returns," Papers, Melbourne - Centre in Finance, number 98-4.
• Tallon, J.-M., 1998, "Pessimisme et absence d'echange sur les marches financiers," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.31.
• Süleyman Basak & Mike Gallmeyer, undated, "Capital Market Equilibrium with Differential Taxation," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 12-98.
• Franklin Allen & Antonio Bernardo & Ivo Welch, undated, "A Theory of Dividends Based on Tax Clienteles," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-98.
• Lubos Pástor & Robert F. Stambaugh, undated, "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 21-98.
• Andrade, P. & Bruneau, C., 1998, "Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9836.
• Scott, P., 1998, "The Cost-Effectiveness of 1930s British Regional Policy," Papers, Portsmouth University - Department of Economics, number 117.
• Booth, L., 1998, "Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 98-001.
• Huisman, R. & Koedijik, K.G. & Pownall, R.A.J., 1998, "VaR-x: Fat Tails in Financial Risk Management," Papers, Southern California - School of Business Administration, number 98-54.
• Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A., 1998, "The Cost of Capital in International Financial Markets: Local Versus Global Beta," Papers, Southern California - School of Business Administration, number 99-55.
• Pirrong, S.C., 1998, "The Organization of Financial Exchange Markets: Theory and Evidence," Washington University, Business, Law and Economics Center, John M. Olin School of Business, Washington University, number 98-01.
• David Cass & Alessandro Citanna, 1998, "Pareto Improving Financial Innovation in Incomplete Markets," Post-Print, HAL, number hal-00479286, Apr, DOI: 10.1007/s001990050198.

1997

• 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.
• 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.
• 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.
• 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.
• 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.
• Domowitz, I. El-Gamal, M., 1997, "Financial Market Structure and the Ergocicity of Prices," Working papers, Wisconsin Madison - Social Systems, number 9719.
• Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997, "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," DEOS Working Papers, Athens University of Economics and Business, number 0097-06.
• Miles Whittingham, 1997, "The Canadian market for zero-coupon bonds," Bank of Canada Review, Bank of Canada, volume 1996, issue Winter, pages 47-62.
• Robert G. James & John Quiggan, 1997, "Separation and Hedging Results with State‐Contingent Production," Economica, London School of Economics and Political Science, volume 64, issue 254, pages 187-209, May, DOI: 10.1111/1468-0335.00073.
• Chapman, David A, 1997, "Approximating the Asset Pricing Kernel," Journal of Finance, American Finance Association, volume 52, issue 4, pages 1383-1410, September.
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 1997, "Empirical Performance of Alternative Option Pricing Models," Journal of Finance, American Finance Association, volume 52, issue 5, pages 2003-2049, December.
• Zhang, Harold H, 1997, "Endogenous Borrowing Constraints with Incomplete Markets," Journal of Finance, American Finance Association, volume 52, issue 5, pages 2187-2209, December.
• Mutchler, JF & Hopwood, W & McKeown, JM, 1997, "The influence of contrary information and mitigating factors on audit opinion decisions on bankrupt companies," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 295-310, DOI: http://hdl.handle.net/10.2307/24913.
• S. Bhattacharya & P. Fulghieri & R. Rovelli, 1997, "Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 300, Aug.
• Marco Bonomo & René Garcia, 1997, "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers, CIRANO, number 97s-20, Apr.
• Ángel León & Enrique Sentana, 1997, "Pricing Options on Assets with Predictable White Noise Returns," Working Papers, CEMFI, number wp1997_9704.