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Report NEP-CFN-2003-11-30
This is the archive for NEP-CFN, a report on new working papers in the area of Corporate Finance. Zelia Serrasqueiro issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CFN
The following items were announced in this report:
- Paolo Pellizzari, 2003, "Static Hedging of Multivariate Derivatives by Simulation," Finance, University Library of Munich, Germany, number 0311013, Nov, revised 04 Dec 2003.
- Eduardo S. Schwartz, 2003, "Patents and R&D as Real Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 10114, Nov.
- Steven N. Kaplan & Frederic Martel & Per Stromberg, 2003, "How Do Legal Differences and Learning Affect Financial Contracts?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10097, Nov.
- Markus Ricke, 2003, "What is the Link Between Margin Loans and Stock Market Bubbles?," Finance, University Library of Munich, Germany, number 0311014, Nov, revised 17 Dec 2004.
- Gordon M. Bodnar & Bernard Dumas & Richard D. Marston, 2003, "Cross-Border Valuation: The International Cost of Equity Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 10115, Nov.
- Jason C. Hsu & Eduardo S. Schwartz, 2003, "A Model of R&D Valuation and the Design of Research Incentives," NBER Working Papers, National Bureau of Economic Research, Inc, number 10041, Oct.
- Douglas W. Diamond & Raghuram G. Rajan, 2003, "Money in a Theory of Banking," NBER Working Papers, National Bureau of Economic Research, Inc, number 10070, Nov.
- D. Heyman & M. Deloof & H. Ooghe, 2003, "The Debt-Maturity Structure of Small Firms in a Creditor-Oriented Environment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 03/197, Sep.
- Andres Almazan & Javier Suarez & Sheridan Titman, 2003, "Stakeholder, Transparency and Capital Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 10101, Nov.
- Tapiero, Charles, 2003, "Value at Risk and Inventory Control," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 03012, Nov.
- Diderik Lund, 2003, "How to analyze the investment–uncertainty relationship in real option models?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 03-17, Nov.
- Andrew Ang & Jun Liu, 2003, "How to Discount Cashflows with Time-Varying Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 10042, Oct.
- Francis Longstaff & Monika Piazzesi, 2003, "Corporate Earnings and the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 10054, Oct.
- Paul Povel & Rajdeep Singh, 2003, "Bidder Asymmetry in Takeover Contests: The Role of Deal Protection Devices," Finance, University Library of Munich, Germany, number 0311011, Nov.
- Marco Realdon, , "Valuation of Exchangeable Convertible Bonds," Discussion Papers, Department of Economics, University of York, number 03/17.
- Peter F. Christoffersen & Francis X. Diebold, 2003, "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 10009, Oct.
- Marco Realdon, , "Valuation of Put Options on Leveraged Equity," Discussion Papers, Department of Economics, University of York, number 03/19.
- Kim McPhail & Anastasia Vakos, 2003, "Excess Collateral in the LVTS: How Much is Too Much?," Staff Working Papers, Bank of Canada, number 03-36, DOI: 10.34989/swp-2003-36.
- Antonios Sangvinatsos & Jessica A. Wachter, 2003, "Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 10086, Nov.
- Valeri Zakamouline, 2003, "American Option Pricing with Transaction Costs," Finance, University Library of Munich, Germany, number 0311012, Nov.
- Marco Realdon, , "Convertible Subordinated Debt Valuation and "Conversion in Distress"," Discussion Papers, Department of Economics, University of York, number 03/18.
- Bryan R. Routledge & Stanley E. Zin, 2003, "Generalized Disappointment Aversion and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10107, Nov.