Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G3: Corporate Finance and Governance
/ / / G30: General
/ / / G31: Capital Budgeting; Fixed Investment and Inventory Studies
/ / / G32: Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
/ / / G33: Bankruptcy; Liquidation
/ / / G34: Mergers; Acquisitions; Restructuring; Corporate Governance
/ / / G35: Payout Policy
/ / / G38: Government Policy and Regulation
/ / / G39: Other

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Corporate Finance and Governance

2003

• Kerton, Robert / R, 2003, "Can consumers bank on mergers?," MPRA Paper, University Library of Munich, Germany, number 20545.
• Singh, Ajit, 2003, "Corporate governance, corporate finance and stock markets in emerging countries," MPRA Paper, University Library of Munich, Germany, number 24302, Apr.
• Singh, Ajit, 2003, "Corporate governance, the big business groups and the G-7 reform agenda: A critical analysis," MPRA Paper, University Library of Munich, Germany, number 24663.
• Barakat, Mounther-Hussein & Rao, Ramesh-P, 2003, "The role of taxes in capital structure: evidence from taxed and non-taxed Arab economies," MPRA Paper, University Library of Munich, Germany, number 25472, Aug, revised Aug 2006.
• Sapovadia, Vrajlal, 2003, "Critical Analysis of Accounting Standards vis-à-vis Corporate Governance Practice in India," MPRA Paper, University Library of Munich, Germany, number 55384, Jun, revised 10 Apr 2014.
• Magni, Carlo Alberto, 2003, "Opportunity cost, excess profit, and counterfactual conditionals," MPRA Paper, University Library of Munich, Germany, number 5695.
• François Mouriaux, 2003, "La juste valeur : quels enjeux en termes de politique monétaire et de stabilité financière ?," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 139-154, DOI: 10.3406/ecofi.2003.4851.
• François Mouriaux, 2003, "Fair value accounting : what are implications for monetary and financial stability?," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 121-135, DOI: 10.3406/ecofi.2003.4751.
• Anja Tuschke, 2003, "The Impact Of Executive Compensation On The Post-Merger Integration Of U.S. And German Firms," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 55, issue 1, pages 60-78, January.
• Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P.Tsomocos, 2003, "Procyclicality and the new Basel Accord - Banks' choice of loan rating system," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe06.
• Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2003, "A Model to Analyse Financial Fragility," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe13.
• Andrew Ellul & Marco Pagano, 2003, "IPO underpricing and after-market liquidity," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 99, Jun, revised 09 Feb 2006.
• Neelam Jain & Thomas D. Jeitschko & Leonard J. Mirman, 2003, "Financial intermediation and entry-deterrence," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 4, pages 793-815, November, DOI: 10.1007/s00199-002-0351-2.
• Mirjam van Praag & Gerrit de Wit & Niels Bosma, 2003, "Initial Capital Constraints hinder Entrepreneurial Venture Performance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-047/3, Jun, revised 19 Nov 2004.
• Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M., 2003, "Market Timing : A Decomposition of Mutual Fund Returns," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-95.
• Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M., 2003, "Market Timing : A Decomposition of Mutual Fund Returns," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5b546da3-eaab-4bcf-be9c-5.
• Jean-Charles Rochet & Jean Tirole, 2003, "Platform Competition in Two-Sided Markets," Journal of the European Economic Association, MIT Press, volume 1, issue 4, pages 990-1029, June.
• Patricia Funk & Gabrielle Wanzenried, 2003, "Product Market Competition and Executive Compensation: An Empirical Investigation," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0309, Jun.
• Marco Becht & Patrick Bolton & Ailsa Roell, 2003, "Corporate governance and control," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/13330.
• Sergio PARAZZINI, 2003, "Trasformazioni dei principali gruppi dell'industria aeronautica italiana negli anni Novanta: dalla crisi al riposizionamento strategico," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 111, issue 3, pages 409-447.
• Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2003, "Bank supervision and corporate finance," Policy Research Working Paper Series, The World Bank, number 3042, May.
• Derek C. Jones & Panu Kalmi & Niels Mygind, 2003, "Choice of Ownership Structure and Firm Performance: Evidence from Estonia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-560, May.
• Irena Grosfeld & Iraj Hashi, 2003, "Mass Privatisation, Corporate Governance and Endogenous Ownership Structure," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-596, Jul.
• Solomon Tadesse, 2003, "The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp881, Mar.
• Paranque Bernard, 2003, "Quelle « Intermédiation Informationnelle » pour les PME ? ou comment une démarche théorique a fertilisé une évolution stratégique," Finance, University Library of Munich, Germany, number 0306005, Jun.
• Sohnke M. Bartram & Gregory W. Brown & Frank R. Fehle, 2003, "International Evidence on Financial Derivatives Usage," Finance, University Library of Munich, Germany, number 0307003, Jul, revised 24 Jul 2003.
• Paul Povel & Rajdeep Singh & Andrew Winton, 2003, "Booms, Busts, and Fraud," Finance, University Library of Munich, Germany, number 0312007, Dec.
• Derek C. Jones & Panu Kalmi & Niels Mygind, 2003, "Choice of ownership structure and firm performance: Evidence from Estonia," Macroeconomics, University Library of Munich, Germany, number 0305008, May.
• Jan Hanousek & Randall K. Filer, 2003, "Investment, Credit Rationing, and the Soft Budget Constraint: What Would a Well-Functioning Credit Market Look Like?," Microeconomics, University Library of Munich, Germany, number 0306003, Jun.
• Fa-Chin Liang, 2003, "Recent Developments and New Challenges Confronting Central Banking Authorities," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-3, DOI: 10.1142/S0219091503000967.
• Ying Wu & Ruifang Wang, 2003, "Monetary Sterilization of Capital Inflows through the Central-Provident-Fund Savings in Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 65-86, DOI: 10.1142/S0219091503000979.
• Hsien-Chang Kuo & Lie-Huey Wang & Her-Jiun Sheu & Fa-Kuang Li, 2003, "Credit Evaluation for Small and Medium-sized Enterprises by the Examination of Firm-specific Financial Ratios and Non-financial Variables: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 5-20, DOI: 10.1142/S0219091503000980.
• Chang-Wen Duan & William T. Lin & Cheng Few Lee, 2003, "Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 87-112, DOI: 10.1142/S0219091503000992.
• William Miles, 2003, "The Role of Non-Bank Financial Intermediaries in Propagating Korea's Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 45-64, DOI: 10.1142/S0219091503001006.
• Shen-Yuan Chen, 2003, "Valuation of Covered Warrant Subject to Default Risk," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 21-44, DOI: 10.1142/S0219091503001018.
• Chunchi Wu & Chun-nan Chen & Yan He, 2003, "The Performance of East Asian Economies and Financial Markets since the 1997 Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 113-140, DOI: 10.1142/S021909150300102X.
• Charmen Loh & R. S. Rathinasamy, 2003, "Do All Securities Class Actions Have the Same Merit? A Stock Market Perspective," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 167-178, DOI: 10.1142/S0219091503001031.
• Tom Campbell, 2003, "Competitiveness in Economics," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 223-251, DOI: 10.1142/S0219091503001043.
• Patrick K. K. Chu, 2003, "Study on the Non-Random and Chaotic Behavior of Chinese Equities Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 199-222, DOI: 10.1142/S0219091503001055.
• Yimin Zhang & Ronald Zhao, 2003, "Risk under "One Country and Two Systems": Evidence from Class A, B and H Shares of Chinese Listed Companies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 179-197, DOI: 10.1142/S0219091503001067.
• Gili Yen & Nelson N. H. Liao, 2003, "On Acculturation in Business Mergers: Empirical Findings from a Commercial Bank's Opinion Survey in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 141-166, DOI: 10.1142/S0219091503001079.
• Dong-Hoon Yang & Youngsun Kwon & Jae Jeung Rho & Mikyoung Ha, 2003, "The Value Drivers of US Internet Retailers," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 03, pages 253-271, DOI: 10.1142/S0219091503001080.
• Steven J. Cochran & Jean L. Heck & David R. Shaffer, 2003, "Volatility in World Equity Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 03, pages 273-290, DOI: 10.1142/S0219091503001092.
• Ching-Chung Lin & Shen-Yuan Chen & Dar-Yeh Hwang, 2003, "An Application of Threshold Cointegration to Taiwan Stock Index Futures and Spot Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 03, pages 291-304, DOI: 10.1142/S0219091503001109.
• Shih-Kuo Yeh & Bing-Huei Lin, 2003, "Term Structure Fitting Models and Information Content: An Empirical Examination in Taiwanese Government Bond Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 03, pages 305-348, DOI: 10.1142/S0219091503001110.
• Callum Scott, 2003, "The South-East Asia Crisis, Neural Networks and Market Behavior: An Exploratory Study," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 03, pages 349-379, DOI: 10.1142/S0219091503001122.
• Rosalind Chew & Soon Beng Chew, 2003, "Trade Union Orientation and Macro-Economic Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 03, pages 381-403, DOI: 10.1142/S0219091503001134.
• Marc De Ceuster & Liam Flanagan & Allan Hodgson & Mohammad I. Tahir, 2003, "Determinants of Derivative Usage in the Life and General Insurance Industry: The Australian Evidence," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 04, pages 405-431, DOI: 10.1142/S0219091503001146.
• James R. Barth & Susanne Trimbath & Glenn Yago, 2003, "Before the Enron Collapse: What Corporate CFOs Around the World Said About the Status of Accounting and Disclosure Practices," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 04, pages 433-440, DOI: 10.1142/S0219091503001158.
• Pablo F. Mangaran, 2003, "The Financial and Operational Performances of Privatized Banks: The Philippine Experience," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 04, pages 441-472, DOI: 10.1142/S021909150300116X.
• Pei-Gi Shu & Hsuan-Chi Chen, 2003, "The Determinants of Derivatives Use: Evidence from Non-Financial Firms in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 04, pages 473-500, DOI: 10.1142/S0219091503001171.
• Keishiro Matsumoto & James P. Hoban, 2003, "Cash Breakeven Analysis and Leverage Indices," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 04, pages 501-547, DOI: 10.1142/S0219091503001183.
• Anthony H. Tu, 2003, "The Shift of Weekend Effects in Taiwan's Equity Index Return: Index Futures Listings or Other Alternative Explanations," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 04, pages 549-572, DOI: 10.1142/S0219091503001195.
• Jones, Derek C. & Kalmi, Panu & Mygind, Niels, 2003, "Choice of ownership structure and firm performance: Evidence from Estonia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 7/2003.
• Kaplan, Steven N. & Holmstrom, Bengt, 2003, "The State of U.S. Corporate Governance: What's Right and What's Wrong?," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 185.
• Leuz, Christian & Wüstemann, Jens, 2003, "The role of accounting in the German financial system," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/16.
• Vitols, Sigurt, 2003, "Negotiated shareholder value: The German version of an Anglo-American practice," Discussion Papers, Research Unit: Institutions, States, Markets, WZB Berlin Social Science Center, number SP II 2003-25.

2002

• Lucian Arye Bebchuk & Assaf Hamdani, 2002, "Optimal Defaults for Corporate Law Evolution," NBER Working Papers, National Bureau of Economic Research, Inc, number 8703, Jan.
• Ravi Jagannathan & Iwan Meier, 2002, "Do We Need CAPM for Capital Budgeting?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8719, Jan.
• Robert Parrino & Allen M. Poteshman & Michael S. Weisbach, 2002, "Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects," NBER Working Papers, National Bureau of Economic Research, Inc, number 8763, Jan.
• Rafael La Porta & Florencio Lopez-de-Silane & Guillermo Zamarripa, 2002, "Related Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 8848, Mar.
• Mark J. Garmaise & Tobias J. Moskowitz, 2002, "Informal Financial Networks: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 8874, Apr.
• Mark J. Garmaise & Tobias J. Moskowitz, 2002, "Confronting Information Asymmetries: Evidence from Real Estate Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 8877, Apr.
• Edward L. Glaeser, 2002, "The Governance of Not-For-Profit Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 8921, May.
• Henry Hansmann & Daniel Kessler & Mark McClellan, 2002, "Ownership Form and Trapped Capital in the Hospital Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 8989, Jun.
• Denis Gromb & David Scharfstein, 2002, "Entrepreneurship in Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 9001, Jun.
• Boyan Jovanovic & Serguey Braguinsky, 2002, "Bidder Discounts and Target Premia in Takeovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 9009, Jun.
• Peter MacKay & Gordon M. Phillips, 2002, "Is There an Optimal Industry Financial Structure?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9032, Jun.
• Brian J. Hall & Thomas A. Knox, 2002, "Managing Option Fragility," NBER Working Papers, National Bureau of Economic Research, Inc, number 9059, Jul.
• Reena Aggarwal & Nagpurnanand R. Prabhala & Manju Puri, 2002, "Institutional Allocation In Initial Public Offerings: Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 9070, Jul.
• Patric H. Hendershott & Charles W.R. Ward, 2002, "Valuing and Pricing Retail Leases with Renewal and Overage Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 9214, Sep.
• Olivia S. Mitchell & Stephen P. Utkus, 2002, "The Role of Company Stock in Defined Contribution Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 9250, Oct.
• Takero Doi & Takeo Hoshi, 2002, "Paying for the FILP," NBER Working Papers, National Bureau of Economic Research, Inc, number 9385, Dec.
• Yishay Yafeh, 2002, "An International Perspective of Japan's Corporate Groups and their Prospects," NBER Working Papers, National Bureau of Economic Research, Inc, number 9386, Dec.
• José Corpataux & Olivier Crevoisier & Alain Thierstein, 2002, "Exchange Rate and Regional Divergences: The Swiss Case," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 08-02, Aug.
• Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2002, "Likelihood-based estimation of latent generalised ARCH structures," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W19, Sep.
• Charles Goodhart & Ryan Love & Richard Payne & Dagfinn Rime, 2002, "Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 17, issue 35, pages 535-552.
• Wendy Carlin & Colin Mayer, 2002, "International Evidence on Corporate Governance: Lessons for Developing Countries," Journal of African Economies, Centre for the Study of African Economies, volume 11, issue suppl_1, pages 37-59, February.
• Marianne Bertrand & Paras Mehta & Sendhil Mullainathan, 2002, "Ferreting out Tunneling: An Application to Indian Business Groups," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 117, issue 1, pages 121-148.
• Söhnke Bartram, 2002, "The Interest Rate Exposure of Nonfinancial Corporations," Review of Finance, European Finance Association, volume 6, issue 1, pages 101-125.
• Charles Goodhart & Dirk Schoenmaker & Paolo Dasgupta, 2002, "The Skill Profile of Central Bankers and Supervisors," Review of Finance, European Finance Association, volume 6, issue 3, pages 397-427.
• D Blake & B N Lehmann & A Timmermann, 2002, "Performance clustering and incentives in the UK pension fund industry," Journal of Asset Management, Palgrave Macmillan, volume 3, issue 2, pages 173-194, September, DOI: 10.1057/palgrave.jam.2240073.
• Gai,Prasanna & Simon Hayes & Hyun Song Shin, 2002, "Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2002-02, Feb.
• Lamberte, Mario B. & Desrochers, Martin, 2002, "Efficiency and Expense Preference in the Philippines' Cooperative Rural Banks," Discussion Papers, Philippine Institute for Development Studies, number DP 2002-12, DOI: https://doi.org/10.62986/dp2002.12.
• Boyer, Tristan, 2002, "Gouvernement d'entreprise et décisions d'emploi
  [Corporate Governance and employment decisions]," MPRA Paper, University Library of Munich, Germany, number 10287.
• Singh, Ajit & Singh, Alaka & Weisse, Bruce, 2002, "Corporate Governance, Competetion, The new International Financial Architecture and Large Corporations in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 24305, Dec.
• Singh, Ajit & Singh, Alaka & Weisse, Bruce, 2002, "Corporate governance, competition, the new international financial architecture and large corporations in emerging markets," MPRA Paper, University Library of Munich, Germany, number 53665, Aug.
• Charles, Lee & David, Ng, 2002, "Corruption and International Valuation: Does Virtue Pay?," MPRA Paper, University Library of Munich, Germany, number 590, Nov, revised Oct 2006.
• Jan Toporowski, 2002, "La banque mutuelle : de l’utopie au marché des capitaux - Le cas britannique," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 45-55, DOI: 10.3406/ecofi.2002.3572.
• Hans-Helmut Kotz & Joachim Nagel, 2002, "Les banques du secteur coopératif allemand sont-elles construites sur un avantage comparatif déclinant ?," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 57-71, DOI: 10.3406/ecofi.2002.3573.
• Roberto Di Salvo, 2002, "La « governance » des systèmes bancaires mutualistes et coopératifs en Europe," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 165-179, DOI: 10.3406/ecofi.2002.3579.
• Fabrice Roth, 2002, "La gouvernance des entreprises d’assurance : les atouts des formes mutuelles," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 181-192, DOI: 10.3406/ecofi.2002.3580.
• Anja Tuschke, 2002, "Aktienbasierte Entlohnung zur Bewerberauswahl am Arbeitsmarkt für Führungskräfte," Schmalenbach Journal of Business Research, Springer, volume 54, issue 1, pages 46-63, February, DOI: 10.1007/BF03372674.
• Jose Corpataux & Olivier Crevoisier & Alain Thierstein, 2002, "Exchange Rate and Regional Divergences: The Swiss Case," Regional Studies, Taylor & Francis Journals, volume 36, issue 6, pages 611-626, DOI: 10.1080/00343400220146768.
• Patrick Houweling & Ton Vorst, 2002, "An Empirical Comparison of Default Swap Pricing Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-004/2, Jan.
• Baquero, G. & Ter Horst, J.R. & Verbeek, M.J.C.M., 2002, "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-111.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002, "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-9.
• Korteweg, A.G. & Renneboog, L.D.R., 2002, "The Choice between Rights-Preserving Issue Methods : Regulatory and Financial Aspects of Issuing Seasoned Equity in the UK," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-93.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002, "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8cea7ebd-d3f6-493c-bf65-3.
• Franklin Allen & Roni Michaely, 2002, "Payout Policy," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-21, Apr.
• Gary Gorton & Andrew Winton, 2002, "Financial Intermediation," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-28, Mar.
• Paul A. Gompers & Joy L. Ishii & Andrew Metrick, 2002, "Corporate Governance and Equity Prices," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-32, Jul.
• Sohnke M. Bartram, 2002, "Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations," Finance, University Library of Munich, Germany, number 0207001, Jul.
• Sohnke M. Bartram & G. Andrew Karolyi, 2002, "The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures," Finance, University Library of Munich, Germany, number 0207005, Aug, revised 29 Oct 2003.
• Cheng-Ping Lin, 2002, "The Application of Cobb-Douglas Production Cost Functions to Construction Firms in Japan and Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 111-128, DOI: 10.1142/S0219091502000663.
• Kuang-Ping Ku & William T. Lin, 2002, "Important Factors of Estimated Return and Risk: The Taiwan Evidence," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 71-92, DOI: 10.1142/S0219091502000675.
• Yu-Jane Liu & Chih-Hsien Yu, 2002, "On the Effect of Stock Stabilization Fund: A Case of Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 93-109, DOI: 10.1142/S0219091502000687.
• Benjamin Adam Abugri & Gökçe A. Soydemir, 2002, "The U.S. Productivity Figures and Foreign Direct Investment in Japan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 53-69, DOI: 10.1142/S0219091502000699.
• Guan Hua Lim, 2002, "Going from Regulation to Supervision: Support for Paradigm Shift from an Efficiency Study of the Merchant Banking Industry In Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 31-51, DOI: 10.1142/S0219091502000705.
• Hilton L. Root & Mark Andrew Abdollahian & Jacek Kugler, 2002, "In Korea, the Thirst for Funds Drives Change," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 1-30, DOI: 10.1142/S0219091502000717.
• Byung-Ju Kim & Richard J. Kish & Geraldo M. Vasconcellos, 2002, "The Korean IPO Market: Initial Returns," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 219-253, DOI: 10.1142/S0219091502000730.
• Sunti Tirapat, 2002, "Risk-Based Deposit Insurance: An Application to Thailand," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 149-179, DOI: 10.1142/S0219091502000742.
• Mao-Wei Hung & Yin-Ching Jan, 2002, "Use of Deviations of Purchasing Power Parity and Interest Rate Parity to Clarify the 1997 Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 195-218, DOI: 10.1142/S0219091502000754.
• H. Peter Gray, 2002, "The Quality of Financial Infrastructure and Financial Resilience: Contrasting Taiwan and Thailand," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 181-194, DOI: 10.1142/S0219091502000778.
• Ching-Chung Lin & Shen-Yuan Chen & Dar-Yeh Hwang & Chien-Fu Lin, 2002, "Does Index Futures Dominate Index Spot? Evidence from Taiwan Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 255-275, DOI: 10.1142/S021909150200078X.
• Shen-Yuan Chen & Ching-Chung Lin & Pin-Huang Chou & Dar-Yeh Hwang, 2002, "A Comparison of Hedge Effectiveness and Price Discovery between TAIFEX TAIEX Index Futures and SGX MSCI Taiwan Index Futures," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 277-300, DOI: 10.1142/S0219091502000791.
• Sheng-Syan Chen & Kim Wai Ho & Cheng-Few Lee & Gillian H. H. Yeo, 2002, "Long-run Stock Performance of Equity-Issuing Firms: The Case of Private Placements in Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 03, pages 417-438, DOI: 10.1142/S0219091502000766.
• Anthony H. Tu & Shen-Yuan Chen, 2002, "Return, Volatility and Short-term Capital Inflows: A Test of "Return-Chasing" Hypothesis in Asia-Pacific Equity Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 03, pages 321-342, DOI: 10.1142/S0219091502000808.
• Miranda Lam Detzler & Susan M. Machuga, 2002, "Earnings Management Surrounding Top Executive Turnover in Japanese Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 03, pages 343-371, DOI: 10.1142/S021909150200081X.
• Kian-Ping Ang & Shafiqur Rahman & Kok-Hui Tan, 2002, "Option Implied Moments: An Application to Nikkei 225 Futures Options," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 03, pages 301-320, DOI: 10.1142/S0219091502000821.
• Yasuo Hoshino & Stephen J. Turnbull, 2002, "Further Study on the Performance of Mergers among Credit Associations in Japan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 03, pages 395-416, DOI: 10.1142/S0219091502000857.
• Kelvin Wai Lung Lai & Andrew Marshall, 2002, "A Study of Mispricing and Parity in the Hang Seng Futures and Options Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 03, pages 373-394, DOI: 10.1142/S0219091502000869.
• Adela S. M. Lau, 2002, "An Integrated Trading Environment: To Improve Market Transparency and Efficiency," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 04, pages 533-549, DOI: 10.1142/S0219091502000870.
• Shi-Ming Huang & Cheng-Yuan Ku & Yuan-Te Chu & Hsiang-Yuan Hsueh, 2002, "A Study of Value Factors for Adopting Information Technology in Professional Service Industry — A Demonstrative Case of Accounting Firms in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 04, pages 509-519, DOI: 10.1142/S0219091502000882.
• Adela S. M. Lau, 2002, "Strategies to Motivate Brokers Adopting On-line Trading in Hong Kong Financial Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 04, pages 471-489, DOI: 10.1142/S0219091502000894.
• Melody Lo, 2002, "Impacts of Intervention Incorporates with Interest Rate Policy on Taiwan's Economy in E-commerce Environment," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 04, pages 453-469, DOI: 10.1142/S0219091502000900.
• P. Pete Chong & Edward T. Chen & Jason C. H. Chen, 2002, "E-Procurement in Taiwan: Issues and Viewpoints," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 04, pages 521-531, DOI: 10.1142/S0219091502000912.
• Lee Li, 2002, "Online Trading's Impacts on Western Manufacturers' Entry Modes in China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 04, pages 491-507, DOI: 10.1142/S0219091502000924.
• Rafael Porta & Florencio de & Guillermo Zamarripa, 2002, "Related Lending," Yale School of Management Working Papers, Yale School of Management, number ysm268, Mar, revised 01 Apr 2006.
• William Goetzmann & Matthew Spiegel & Andrey Ukhov, 2002, "Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version)," Yale School of Management Working Papers, Yale School of Management, number ysm278, Mar, revised 01 Oct 2002.
• Sharon M. Oster & Katherine M. O'Regan, 2002, "Does the Structure and Composition of the Board Matter? The Case of Nonprofit Organizations," Yale School of Management Working Papers, Yale School of Management, number ysm308, Oct.
• Michael J. Dempsey, 2002, "Ethical Finance: An Agenda for Consolidation or for Radical Change?," Yale School of Management Working Papers, Yale School of Management, number ysm322, Dec.
• Lorena Mosnja - Skare & Marinko Skare, 2002, "Strategic Accounting Problem of Capital Gearing in Croatia," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 5, issue 2, pages 23-37, November.
• Braguinsky, Serguey & Jovanovic, Boyan, 2002, "Bidder Discounts and Target Premia in Takeovers," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 175.
• Rochet, Jean-Charles & Vives, Xavier, 2002, "Coordination failures and the lender of last resort: Was Bagehot right after all?," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 184.
• Schröder, Michael & Köke, Jens, 2002, "The Prospects of Capital Markets in Central and Eastern Europe," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-57.
• Lee, Charles M.C. & Ng, David T.C., 2002, "Corruption and International Valuation: Does Virtue Pay?," Working Papers, Cornell University, Department of Applied Economics and Management, number 127288, Jun, DOI: 10.22004/ag.econ.127288.
• Rochet, Jean-Charles & Vives, Xavier, 2002, "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?," Discussion Paper Series, Hamburg Institute of International Economics, number 26264, DOI: 10.22004/ag.econ.26264.
• Reena Aggarwal & Nagpurnanand R. Prabhala & Manju Puri, 2002, "Institutional Allocation in Initial Public Offerings: Empirical Evidence," Journal of Finance, American Finance Association, volume 57, issue 3, pages 1421-1442, June, DOI: 10.1111/1540-6261.00465.
• Michel Boutillier & Agnès Labye & Christine Lagoutte & Nathalie Lévy & Valérie Oheix, 2002, "Financement et gouvernement des entreprises. Exceptions et convergences européennes," Revue d'économie politique, Dalloz, volume 112, issue 4, pages 499-544.
• Florence Barjou, 2002, "Structures de financement et instabilités endogènes," Revue d'économie politique, Dalloz, volume 112, issue 4, pages 573-599.
• Bruno Deffains & Jean-Daniel Guigou, 2002, "Droit, gouvernement d'entreprise et marchés de capitaux," Revue d'économie politique, Dalloz, volume 112, issue 6, pages 791-821.
• Ajit Singh, 2002, "Competition, corporate governance and selection in emerging markets," Working Papers, Centre for Business Research, University of Cambridge, number wp247, Dec.
• Ajit Singh & Bruce Weisse & Alaka Singh, 2002, "Corporate governance, competition, the new international financial architecture and large corporations in emerging markets," Working Papers, Centre for Business Research, University of Cambridge, number wp250, Dec.
• Jude Browne, 2002, "Gender pay inequity: a question for corporate social responsibility?," Working Papers, Centre for Business Research, University of Cambridge, number wp251, Dec.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 433, Mar.
• Katharina Pistor & Chenggang Xu, 2002, "Law Enforcement under Incomplete Law: Theory and Evidence from Financial Market Regulation," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 442, Dec.
• Paul André & M. Martin Boyer & Robert Gagné, 2002, "Do CEOs Exercise Their Stock Options Earlier than Other Executives?," CIRANO Working Papers, CIRANO, number 2002s-71, Jul.
• M. Martin Boyer & Mathieu Delvaux-Derome, 2002, "The Demand for Directors' and Officers' Insurance in Canada," CIRANO Working Papers, CIRANO, number 2002s-72, Jul.
• Arping, Stefan & Lóránth, Gyöngyi, 2002, "Corporate Leverage and Product Differentiation Strategy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3451, Jul.
• Jukka Vauhkonen, 2002, "An incomplete contracts approach to financial contracting: a comment," Economics Bulletin, AccessEcon, volume 7, issue 1, pages 1-3.
• Aggrawal, Reena & Prabhala, Nagpurnanand & Puri, Manju, 2002, "Institutional Allocation in Initial Public Offerings: Empirical Evidence," Research Papers, Stanford University, Graduate School of Business, number 1747, Feb.
• Pesaran, M. Hashem & Timmermann, Allan, 2002, "Market timing and return prediction under model instability," Journal of Empirical Finance, Elsevier, volume 9, issue 5, pages 495-510, December.
• Audretsch, David B. & Elston, Julie Ann, 2002, "Does firm size matter? Evidence on the impact of liquidity constraints on firm investment behavior in Germany," International Journal of Industrial Organization, Elsevier, volume 20, issue 1, pages 1-17, January.
• Dickerson, Andrew P. & Gibson, Heather D. & Tsakalotos, Euclid, 2002, "Takeover risk and the market for corporate control: the experience of British firms in the 1970s and 1980s," International Journal of Industrial Organization, Elsevier, volume 20, issue 8, pages 1167-1195, October.
• Kane, Edward J., 2002, "Using deferred compensation to strengthen the ethics of financial regulation," Journal of Banking & Finance, Elsevier, volume 26, issue 9, pages 1919-1933, September.
• Reese, William Jr. & Weisbach, Michael S., 2002, "Protection of minority shareholder interests, cross-listings in the United States, and subsequent equity offerings," Journal of Financial Economics, Elsevier, volume 66, issue 1, pages 65-104, October.
• Gromb, Denis & Vayanos, Dimitri, 2002, "Equilibrium and welfare in markets with financially constrained arbitrageurs," Journal of Financial Economics, Elsevier, volume 66, issue 2-3, pages 361-407.
• Basu, Sankarshan & Dassios, Angelos, 2002, "A Cox process with log-normal intensity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 16375, Oct.
• Loss, Frederic, 2002, "Optimal hedging strategies and interactions between firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24903, Feb.
• Muermann, Alexander, 2002, "Pricing catastrophe insurance derivatives," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24904, Feb.
• Abreu, Dilip & Brunnermeier, Markus K., 2002, "Bubbles and crashes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24905, Feb.
• Koufopoulos, Kostas, 2002, "Asymmetric information, heterogeneity in risk perceptions and insurance: an explanation to a puzzle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24906, Feb.
• Shleifer, Andrei & Panunzi, Fausto & Burkart, Mike, 2002, "Family firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24926, Feb.
• Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002, "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24927, Feb.
• Rochet, Jean-Charles & Vives, Xavier, 2002, "Coordination failures and the lender of last resort: was Bagehot right after all?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24928, Feb.
• Rochet, Jean-Charles & Triole, Jean, 2002, "Platform competition in two sided markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24929, Feb.
• Inderst, Roman & Müller, Holger M., 2002, "Venture capital contracts and market structure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24931, Mar.
• Pesaran, M. Hashem & Timmermann, Allan, 2002, "Market timing and return prediction under model instability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24932, Mar.
• Iacoviello, Matteo & Ortalo-Magné, François, 2002, "Hedging housing risk in London," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24934, Oct.
• Bray, Margaret & Goodhart, Charles, 2002, "You might as well be hung for a sheep as a lamb: the loss function of an agent," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24937, Jul.
• Burkart, Mike & Ellingsen, Tore, 2002, "In-kind finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24940, Aug.
• Blake, David & Timmermann, Allan, 2002, "International asset allocation with time-varying investment opportunities," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24944, Jul.
• Blake, David & Lehmann, Bruce N. & Timmermann, Allan, 2002, "Performance clustering and incentives in the UK pension fund industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24945, Jul.
• Blake, David & Timmermann, Allan, 2002, "Returns from active management in international equity markets: evidence from a panel of UK pension funds," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24946, Aug.
• Friederich, Sylvain & Payne, Richard, 2002, "Dealer liquidity in an auction market: evidence fom the London Stock Exchange," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24947, Aug.
• Segoviano, Miguel A. & Lowe, Philip, 2002, "Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24948, Sep.
• Dasgupta, Amil, 2002, "Coordination, learning, and delay," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24955, Dec.
• Goodhart, Charles & Love, Ryan & Payne, Richard & Rime, Dagfinn, 2002, "Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24958, Feb.
• Holmans, Alan & Scanlon, Kathleen & Whitehead, Christine M. E., 2002, "Fiscal policy instruments to promote affordable housing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 29958.
• Black, Julia, 2002, "Critical reflections on regulation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 35985, Jan.
• Stirton, Lindsay & Lodge, Martin, 2002, "Embedding regulatory autonomy: the reform of Jamaican telecommunications regulation 1988-2001," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 35986, Feb.
• Besley, Timothy & Burgess, Robin & Pratt, Andrea, 2002, "Mass media and political accountability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 35988, Feb.
• Rothstein, Henry, 2002, "Neglected risk regulation: the institutional attenuation phenomenon," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 35989, Oct.
• Gunningham, Neil & Kagan, Robert & Thornton, Dorothy, 2002, "Social licence and environmental protection: why businesses go beyond compliance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 35990, Oct.
• Huber, Michael, 2002, "Conceptualising Insurance: risk management under conditions of solvency," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 35991, Oct.
• Aalders, Marius, 2002, "Drivers and drawbacks: regulation and environmental risk management systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 35992, Dec.
• Pistor, Katharina & Xu, Cheng-Gang, 2002, "Law enforcement under incomplete law: theory and evidence from financial market regulation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3748, Dec.
• Gromb, Denis & Vayanos, Dimitri, 2002, "Equilibrium and welfare in markets with financially constrained arbitrageurs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 448, Nov.