Research classified by Journal of Economic Literature (JEL) codes

2006

• Schneider, Martin & Albuquerque, Rui & ,, 2006, "Global Private Information in International Equity Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 5819, Sep.
• Danthine, Jean-Pierre & Jin, Xiangrong, 2006, "Intangible Capital, Corporate Valuation and Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 5897, Oct.
• Krueger, Dirk & Lustig, Hanno, 2006, "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 5936, Nov.
• Bekaert, Geert & Xing, Yuhang & Engstrom, Eric, 2006, "Risk, Uncertainty and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 5947, Nov.
• Bekaert, Geert & Engstrom, Eric & Grenadier, Steve, 2006, "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers, Centre for Economic Policy Research, number 5951, Nov.
• Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006, "International Stock Return Comovements," CEPR Discussion Papers, Centre for Economic Policy Research, number 5955, Nov.
• Bekaert, Geert & Cho, Seonghoon & Moreno Ibáñez, Antonio, 2006, "New-Keynesian Macroeconomics and the Term Structure," CEPR Discussion Papers, Centre for Economic Policy Research, number 5956, Nov.
• Andrea Terzi & Giovanni Verga, 2006, "Stock-bond correlation and the bond quality ratio: Removing the discount factor to generate a “deflated” stock index," DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number ief0067, Sep.
• Iori, G. & Reno, R. & de Masi, G. & Caldarelli, G., 2006, "Trading strategies in the Italian interbank market," Working Papers, Department of Economics, City St George's, University of London, number 06/03.
• Jeannin, M. & Iori, G. & Samuel, D., 2006, "Modeling stock pinning," Working Papers, Department of Economics, City St George's, University of London, number 06/04.
• de Masi, G. & Iori, G. & Caldarelli, G., 2006, "A fitness model for the Italian interbank money market," Working Papers, Department of Economics, City St George's, University of London, number 06/08.
• Mattiussi, V. & Iori, G., 2006, "Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis," Working Papers, Department of Economics, City St George's, University of London, number 06/09.
• Iori, G. & Precup, O. V., 2006, "Weighted network analysis of high frequency cross-correlation measures," Working Papers, Department of Economics, City St George's, University of London, number 06/10.
• Robert D. Coleman, 2006, "Asset Pricing Simultaneities: Phases and Patterns," Annals of Economics and Finance, Society for AEF, volume 7, issue 1, pages 49-76, May.
• Priscilla Swartz, 2006, "Global Versus Regional Systematic Risk and International Asset Allocations in Asia," Annals of Economics and Finance, Society for AEF, volume 7, issue 1, pages 77-89, May.
• Ken Hung & Chang-Wen Duan & Chin W. Yang, 2006, "Rating, Credit Spread, and Pricing Risky Debt: Empirical Study on Taiwan's Security Market," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 405-424, November.
• Wood, Danielle & Anderson, Kym, 2006, "What Determines the Future Value of an Icon Wine? New Evidence from Australia," Journal of Wine Economics, Cambridge University Press, volume 1, issue 2, pages 141-161, October.
• Bidarkota, Prasad V., 2006, "On The Economic Impact Of Modeling Nonlinearities: The Asset Pricing Example," Macroeconomic Dynamics, Cambridge University Press, volume 10, issue 1, pages 56-76, February.
• Beaubrun-Diant, Kevin E., 2006, "Spectral Properties Of Asset Pricing Models: A General Equilibrium Perspective," Macroeconomic Dynamics, Cambridge University Press, volume 10, issue 2, pages 183-205, April.
• Lansing, Kevin J., 2006, "Lock-In Of Extrapolative Expectations In An Asset Pricing Model," Macroeconomic Dynamics, Cambridge University Press, volume 10, issue 3, pages 317-348, June.
• George J. Mailath & Georg Noldeke, 2006, "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1573, Jul.
• Troy Davig & Jeffrey R. Gerlach, 2006, "Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy," Working Papers, Economics Department, William & Mary, number 31, Jul.
• Entorf, Horst & Steiner, Christian, 2006, "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 36782, Feb.
• Entorf, Horst & Steiner, Christian, 2009, "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77415.
• Fabrice Hervé, 2006, "Les fonds de pension protègent-ils les investisseurs des évolutions du marché?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1060101, Jan.
• Fabrice Hervé, 2006, "Famille de fonds de pension, performance et persistance de la performance," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1060903, Sep.
• Sven Husmann & Andreas Stephan, 2006, "On Estimating an Asset's Implicit Beta," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 640.
• Richard J. Agnello, 2006, "Do U.S. Paintings Follow the CAPM? Findings Disaggregated by Subject, Artist, and Value of the Work," Working Papers, University of Delaware, Department of Economics, number 06-02.
• Nicolas Piluso, 2006, "Création de valeur actionnariale et chômage dans un modèle WS-PS," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-15.
• Kevin Elie Beaubrun-Diant & Julien Matheron, 2006, "Rentabilité d'actifs et fluctuations économiques : une perspective d'équilibre général dynamique et stochastique," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-16.
• Slim Chaouachi & Fredj Jawadi, 2006, "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-20.
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006, "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence," Finance Working Papers, East Asian Bureau of Economic Research, number 22075, Jan.
• Anthony S. Tay & Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Yiu Kuen Tse, 2006, "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence," Finance Working Papers, East Asian Bureau of Economic Research, number 22481, Jan.
• Hammad A. Siddiqi, 2006, "Is it Social Influence on Beliefs Under Ambiguity? A Possible Explanation for Volatility Clustering," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22279, Jan.
• Ignacio Vélez-Pareja & Antonio Burbano-Pérez, 2006, "A Practical Guide for Consistency in Valuation: Cash Flows, Terminal Value and Cost of Capital," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, volume 5, pages 1-16, June.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2006, "Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06002, Feb.
• Coeurdacier, Nicolas & Guibaud, Stéphane, 2006, "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06014, Oct.
• Fernandez, Pablo & Martinez, Jon, 2006, "Rentabilidad y creación de valor para los accionistas de las empresas españolas y del IBEX 35. 1993-2005," IESE Research Papers, IESE Business School, number D/617, Mar.
• Fernandez, Pablo & Carabias, Jose M. & Aznarez, Julio & Carbonell, Oscar E., 2006, "Euro Stoxx 50: 1997-2005. Shareholder value creation in Europe," IESE Research Papers, IESE Business School, number D/626, Apr.
• Fernandez, Pablo, 2006, "The correct value of tax shields: An analysis of 23 theories," IESE Research Papers, IESE Business School, number D/628, May.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de Telefónica," IESE Research Papers, IESE Business School, number D/635, May.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas del Banco Santander," IESE Research Papers, IESE Business School, number D/637, May.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de BBVA," IESE Research Papers, IESE Business School, number D/638, Jun.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas del Banco Popular," IESE Research Papers, IESE Business School, number D/639, Jun.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de Iberdrola," IESE Research Papers, IESE Business School, number D/640, Jul.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de Endesa," IESE Research Papers, IESE Business School, number D/641, Jul.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de Unión Fenosa," IESE Research Papers, IESE Business School, number D/642, Jul.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de Repsol," IESE Research Papers, IESE Business School, number D/643, Jul.
• Fernandez, Pablo & Carabias, Jose M., 2006, "Creación de valor para los accionistas de Bankinter," IESE Research Papers, IESE Business School, number D/646, Sep.
• Fernandez, Pablo, 2006, "The equity premium in finance and valuation textbooks," IESE Research Papers, IESE Business School, number D/657, Oct.
• Fernandez, Pablo, 2006, "Descensos memorables en las cotizaciones: Telepizza y Boston Chicken," IESE Research Papers, IESE Business School, number D/660, Dec.
• Fernandez, Pablo, 2006, "A general formula for the WACC: A correction," IESE Research Papers, IESE Business School, number D/663, Dec.
• Cappiello, Lorenzo & Manganelli, Simone & Hördahl, Peter & Kadareja, Arjan, 2006, "The impact of the euro on financial markets," Working Paper Series, European Central Bank, number 598, Mar.
• Castrén, Olli & Fitzpatrick, Trevor & Sydow, Matthias, 2006, "What drives EU banks' stock returns? Bank-level evidence using the dynamic dividend-discount model," Working Paper Series, European Central Bank, number 677, Sep.
• Cappiello, Lorenzo & Gérard, Bruno & Kadareja, Arjan & Manganelli, Simone, 2006, "Financial integration of new EU Member States," Working Paper Series, European Central Bank, number 683, Oct.
• Jakob B Madsen & E Philip Davis, 2006, "Equity Prices, Productivity Growth and 'The New Economy'," Economic Journal, Royal Economic Society, volume 116, issue 513, pages 791-811, July.
• Kiefer, Nicholas M. & Larson, C. Erik, 2006, "A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition," Working Papers, Cornell University, Center for Analytic Economics, number 06-10, Sep.
• Guerdjikova, Ani, 2006, "Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers," Working Papers, Cornell University, Center for Analytic Economics, number 06-13, Aug.
• Boyson, Nicole M. & Stahel, Christof W. & Stulz, Rene M., 2006, "Is There Hedge Fund Contagion?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-1, Feb.
• Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2006, "The Accrual Anomaly: Risk or Mispricing?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-3, Mar.
• Carrieri, Francesca & Errunza, Vihang & Sarkissian, Sergei, 2006, "The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 06-4, Mar.
• Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006, "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 4, pages 2218-2231, December.
• Collard, Fabrice & Feve, Patrick & Ghattassi, Imen, 2006, "Predictability and habit persistence," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 11, pages 2217-2260, November.
• Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006, "A dynamic analysis of moving average rules," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1729-1753.
• Chiarella, Carl & Dieci, Roberto & Gardini, Laura, 2006, "Asset price and wealth dynamics in a financial market with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1755-1786.

2005

• Massa, Massimo & Locarno, Alberto, 2005, "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 4828, Jan.
• Eckbo, B Espen & Norli, Øyvind, 2005, "Liquidity Risk, Leverage and Long-Run IPO Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4832, Jan.
• Massa, Massimo & Hau, Harald & Peress, Joël, 2005, "Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change," CEPR Discussion Papers, Centre for Economic Policy Research, number 4862, Jan.
• Viceira, Luis & Chacko, George, 2005, "Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 4913, Feb.
• Campbell, John Y & Viceira, Luis, 2005, "The Term Structure of the Risk-Return Tradeoff," CEPR Discussion Papers, Centre for Economic Policy Research, number 4914, Feb.
• Lettau, Martin & Wachter, Jessica, 2005, "Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 4921, Feb.
• Lettau, Martin & Ludvigson, Sydney, 2005, "Euler Equation Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 4922, Feb.
• Pistaferri, Luigi & Kocherlakota, Narayana, 2005, "Asset Pricing Implications of Pareto Optimality with Private Information," CEPR Discussion Papers, Centre for Economic Policy Research, number 4930, Feb.
• Albuquerque, Rui & Wang, Neng, 2005, "Agency Conflicts, Investment and Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 4955, Mar.
• Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2005, "Loss Functions in Option Valuation: A Framework for Model Selection," CEPR Discussion Papers, Centre for Economic Policy Research, number 4960, Mar.
• Minford, Patrick & Lungu, Laurian, 2005, "Explaining The Equity Risk Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 5017, Apr.
• Anderson, Kym & Wood, Danielle, 2005, "What Determines the Future Value of an Icon Wine? New Evidence from Australia," CEPR Discussion Papers, Centre for Economic Policy Research, number 5044, May.
• Favero, Carlo A., 2005, "Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 5110, Jun.
• Salmon, Mark & Schleicher, Christoph & Hurd, Matthew, 2005, "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index," CEPR Discussion Papers, Centre for Economic Policy Research, number 5114, Jun.
• Rigobon, Roberto & Pavlova, Anna, 2005, "Wealth Transfers, Contagion and Portfolio Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 5117, Jul.
• Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005, "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 5159, Aug.
• Acharya, Viral & Johnson, Tim, 2005, "Insider Trading in Credit Derivatives," CEPR Discussion Papers, Centre for Economic Policy Research, number 5180, Aug.
• Kandel, Shmuel & Wohl, Avi & Braverman, Oded, 2005, "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers, Centre for Economic Policy Research, number 5243, Sep.
• Lettau, Martin & Ludvigson, Sydney, 2005, "Euler Equation Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 5245, Sep.
• Orphanides, Athanasios & Kim, Don H., 2005, "Term Structure Estimation with Survey Data on Interest Rate Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 5341, Nov.
• Buiter, Willem & Sibert, Anne, 2005, "How the Eurosystem?s Treatment of Collateral in its Open Market Operations Weakens Fiscal Discipline in the Eurozone (and what," CEPR Discussion Papers, Centre for Economic Policy Research, number 5387, Dec.
• Söderlind, Paul, 2005, "C-CAPM Without Ex Post Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 5407, Dec.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan & ,, 2005, "Demand-Based Option Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 5420, Dec.
• Leora Friedburg & Anthony Webb, 2005, "Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2005-13, Oct, revised Oct 2005.
• Pamina Koenig, 2005, "Agglomeration and the Export Decision of French Firms," Working Papers, Center for Research in Economics and Statistics, number 2005-02.
• Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2005, "Efficient Derivative Pricing by Extended Method of Moments," Working Papers, Center for Research in Economics and Statistics, number 2005-40.
• Corinne Chaton & Anna Creti & Bertrand Villeneuve, 2005, "The Economics of Seasonal Gas Storage," Working Papers, Center for Research in Economics and Statistics, number 2005-52.
• Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005, "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Working Papers, University of Crete, Department of Economics, number 0501, Jan.
• Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005, "Regime Switching and Artificial Neural Network Forecasting," Working Papers, University of Crete, Department of Economics, number 0502, Jan.
• Precup, O. V. & Iori, G., 2005, "Cross-correlation measures in the high-frequency domain," Working Papers, Department of Economics, City St George's, University of London, number 05/04.
• Iori, G. & Masi, G. D. & Precup, O. V. & Gabbi, G. & Caldarelli, G., 2005, "A network analysis of the Italian overnight money market," Working Papers, Department of Economics, City St George's, University of London, number 05/05.
• Liang Zou, 2005, "Dichotomous Asset Pricing Model," Annals of Economics and Finance, Society for AEF, volume 6, issue 1, pages 185-207, May.
• Dirk Hackbarth & Jianjun Miao & Erwan Morellec, 2005, "Capital Structure, Credit Risk, and Macroeconomic Conditions," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 439, Nov.
• Richards, Anthony, 2005, "Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 1, pages 1-27, March.
• Baele, Lieven, 2005, "Volatility Spillover Effects in European Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 2, pages 373-401, June.
• Baquero, Guillermo & ter Horst, Jenke & Verbeek, Marno, 2005, "Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 3, pages 493-517, September.
• Donald J. Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1518, Jun.
• Entorf, Horst & Jamin, Gösta, 2005, "The Dollar and the German Stock Market : determination of exposure to and pricing of exchange rate risk using APT-Modeling," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 5509.
• John S. Ying & Joel S. Sternberg, 2005, "The Impact of Serial Correlation on Option Prices in a Non- Frictionless Environment: An Alternative Explanation for Volatility Skew," Working Papers, University of Delaware, Department of Economics, number 05-12.
• Franzoni, Francesco & Adrian, Tobias, 2005, "Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM," HEC Research Papers Series, HEC Paris, number 828, Sep.
• Fernandez, Pablo, 2005, "Reply to "Comment on the value of tax shields is NOT equal to the present value of tax shields"," IESE Research Papers, IESE Business School, number D/579, Jan.
• Fernandez, Pablo & Villanueva, Alvaro, 2005, "Shareholder value creators in the S&P 500: Year 2004," IESE Research Papers, IESE Business School, number D/580, Feb.
• Fernandez, Pablo, 2005, "The value of tax shields is not equal to the present value of tax shields: A correction," IESE Research Papers, IESE Business School, number D/581, Feb.
• Fernandez, Pablo & Villanueva, Alvaro, 2005, "EuroStoxx 50: 1997-2004. Shareholder value creation in Europe," IESE Research Papers, IESE Business School, number D/583, Feb.
• Fernandez, Pablo, 2005, "La prima de riesgo del mercado (market risk premium)," IESE Research Papers, IESE Business School, number D/585, Mar.
• Fernandez, Pablo & Villanueva, Alvaro, 2005, "Rentabilidad y creación de valor para los accionistas de las empresas españolas y del Ibex 35. 1992-2004," IESE Research Papers, IESE Business School, number D/587, Mar.
• Fernandez, Pablo, 2005, "Discounted cash flow valuation methods: Examples of perpetuities, constant growth and general case," IESE Research Papers, IESE Business School, number D/604, Jul.
• Fernandez, Pablo, 2005, "Financial literature about discounted cash flow valuation," IESE Research Papers, IESE Business School, number D/606, Jun.
• Fernandez, Pablo, 2005, "The value of tax shields with a fixed book-value leverage ratio," IESE Research Papers, IESE Business School, number D/612, Oct.
• Fernandez, Pablo, 2005, "The value of tax shields depends only on the net increases of debt," IESE Research Papers, IESE Business School, number D/613, Oct.
• Fernandez, Pablo, 2005, "Valuing companies with a fixed book-value leverage ratio," IESE Research Papers, IESE Business School, number D/614, Nov.
• Cappiello, Lorenzo & Guéné, Stéphane, 2005, "Measuring market and inflation risk premia in France and in Germany," Working Paper Series, European Central Bank, number 436, Feb.
• Ehrmann, Michael & Fratzscher, Marcel, 2005, "Transparency, disclosure and the federal reserve," Working Paper Series, European Central Bank, number 457, Mar.
• Ehrmann, Michael & Fratzscher, Marcel, 2005, "Communication and decision-making by central bank committees: different strategies, same effectiveness?," Working Paper Series, European Central Bank, number 488, May.
• Tinn, Katrin, 2005, "Optimal research in financial markets with heterogeneous private information: a rational expectations model," Working Paper Series, European Central Bank, number 493, Jun.
• Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005, "Banking system stability: a cross-Atlantic perspective," Working Paper Series, European Central Bank, number 527, Sep.
• Dvorak, Tomas & Podpiera, Richard, 2005, "European Union enlargement and equity markets in accession countries," Working Paper Series, European Central Bank, number 552, Nov.
• Ehrmann, Michael & Fratzscher, Marcel, 2005, "How should central banks communicate?," Working Paper Series, European Central Bank, number 557, Nov.
• Ehrmann, Michael & Fratzscher, Marcel, 2005, "The timing of central bank communication," Working Paper Series, European Central Bank, number 565, Dec.
• Sandeep Kapur & Allan Timmermann, 2005, "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Economic Journal, Royal Economic Society, volume 115, issue 506, pages 1077-1102, October.
• Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005, "Investor Overconfidence and the Forward Discount Puzzle," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-21, Oct.
• Hirshleifer, David & Teoh, Siew Hong, 2005, "Limited Investor Attention and Stock Market Misreactions to Accounting Information," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-24, Nov.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005, "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-4, Feb.
• Eckbo, B. Espen & Norli, Oyvind, 2005, "Liquidity risk, leverage and long-run IPO returns," Journal of Corporate Finance, Elsevier, volume 11, issue 1-2, pages 1-35, March.
• Kamihigashi, Takashi, 2005, "Necessity of the transversality condition for stochastic models with bounded or CRRA utility," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 8, pages 1313-1329, August.
• Schüle, Tobias & Stadler, Manfred, 2005, "Signalling effects of a large player in a global game of creditor coordination," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 295.
• Bronwyn H. Hall, 2005, "Measuring the Returns to R&D: the Depreciation Problem," Annals of Economics and Statistics, GENES, issue 79-80, pages 341-381.
• Andrew W. Lo & Dmitry V. Repin & Brett N. Steenbarger, 2005, "Fear and Greed in Financial Markets: A Clinical Study of Day-Traders," American Economic Review, American Economic Association, volume 95, issue 2, pages 352-359, May.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2005, "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," American Economic Review, American Economic Association, volume 95, issue 2, pages 398-404, May.
• Markus K. Brunnermeier & Jonathan A. Parker, 2005, "Optimal Expectations," American Economic Review, American Economic Association, volume 95, issue 4, pages 1092-1118, September.
• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005, "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, volume 95, issue 5, pages 1403-1426, December.
• Eskandar A. Tooma, 2005, "Evaluating the Peformance of Symmetric Price Limits: Evidence from the Egyptian Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 7, issue 2, pages 18-41.
• Gutierrez, Luciano & Erickson, Kenneth W. & Westerlund, Joakim, 2005, "The Present Value Model, Farmland Prices and Structural Breaks," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24702, DOI: 10.22004/ag.econ.24702.
• Allen, Jason, 2005, "Size Matters: Covariance Matrix Estimation Under the Alternative," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273567, Aug, DOI: 10.22004/ag.econ.273567.
• Chen, Kim Heng & Jandhyala, Venkata K. & Fotopoulos, Stergios B., 2005, "Nonlinear Properties of Multifactor Financial Models," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 1, issue 2, pages 1-27, DOI: 10.22004/ag.econ.49157.
• Boswijk, H.P. & Hommes C.H. & Manzan, S., 2005, "Behavioral Heterogeneity in Stock Prices," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-12.
• Rubens Penha Cysne, 2005, "Equity-Premium Puzzle: Evidence From Brazilian Data," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 088.
• Elion Jani & Martin Hoesli & André Bender, 2005, "Monte Carlo Simulations for Real Estate Valuation," ERES, European Real Estate Society (ERES), number eres2005_212, Jan.
• Sandeep Kapur & Allan Timmermann, 2005, "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0503, Jan.
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