Report NEP-FIN-2004-12-22
This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu issued this report. It is usually issued weekly.This report is closed
Other reports in NEP-FIN
The following items were announced in this report:
- Item repec:xrs:meawpa:0444 is not listed on IDEAS anymore
- José De Gregorio & Andrea Tokman R., 2004. "Flexible Exchange Rate Regime and Forex Interventions: The Chilean Case," Economic Policy Papers Central Bank of Chile 11, Central Bank of Chile.
- Feng Dai & Feng Han, 2004. "Optimal Choice Models for Executing Time to American Options," Finance 0412016, University Library of Munich, Germany.
- Item repec:wpa:wuwpfi:0412017 is not listed on IDEAS anymore
- Raj Chetty & Adam Szeidl, 2004. "Consumption Commitments and Habit Formation," NBER Working Papers 10970, National Bureau of Economic Research, Inc.
- Otavio Ribeiro De Medeiros & Alberto Shigueru Matsumoto, 2004. "Market Reaction and Volatility in the Brazilian Stock Market," Finance 0412020, University Library of Munich, Germany.
- Yakov Amihud & Clifford Hurvich & Yi Wang, 2004. "Hypothesis Testing in Predictive Regressions," Finance 0412022, University Library of Munich, Germany.
- Kolasinski, Adam & Kothari, S.P., 2004. "Investment Banking and Analyst Objectivity: Evidence from Forecasts and Recommendations of Analysts Affiliated with M&A Advisors," Working papers 4467-04, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Anthony W. Lynch & Sinan Tan, 2004. "Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs," NBER Working Papers 10994, National Bureau of Economic Research, Inc.
- Otavio Ribeiro De Medeiros & Patricia de Souza Costa, 2004. "Cost Stickiness in Brazilian Firms," Finance 0412021, University Library of Munich, Germany.
- Item repec:dgr:eureri:30001967 is not listed on IDEAS anymore
- Mark J. Garmaise & Tobias J. Moskowitz, 2004. "Bank Mergers and Crime: The Real and Social Effects of Credit Market Competition," NBER Working Papers 11006, National Bureau of Economic Research, Inc.
- Pavlova, Anna & Rigobon, Roberto, 2004. "Asset Prices and Exchange Rates," Working papers 4322-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Mototsugu Shintani, 2003. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Vanderbilt University Department of Economics Working Papers 0322, Vanderbilt University Department of Economics, revised Apr 2004.
- John Roberts & Paul Sanderson & John Hendry & Richard Barker, 2004. "The corporate-fund manager interface: objectives, information and valuation," Working Papers wp293, Centre for Business Research, University of Cambridge.
- Ruy Lama & Juan Pablo Medina, 2004. "Optimal Monetary Policy in a Small Open Economy Under Segmented Asset Markets and Sticky Prices," Working Papers Central Bank of Chile 286, Central Bank of Chile.
- Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004. "Estimating Long Memory in Volatility," Econometrics 0412006, University Library of Munich, Germany.
- Andrew Burke & Aoife Hanley, 2004. "Entrepreneurship over Time: Measures of Activity and Recent Changes in the US: 1993-2002," Papers on Entrepreneurship, Growth and Public Policy 2004-45, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2004. "Multipower Variation and Stochastic Volatility," OFRC Working Papers Series 2004fe22, Oxford Financial Research Centre.
- Yakov Amihud & Clifford Hurvich, 2004. "Predictive Regressions: A Reduced-Bias Estimation Method," Econometrics 0412008, University Library of Munich, Germany.
- Fernandez, Pablo, 2004. "Market risk premium: Required, historical and expected," IESE Research Papers D/574, IESE Business School.
- Meitz, Mika & Saikkonen, Pentti, 2004. "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," SSE/EFI Working Paper Series in Economics and Finance 573, Stockholm School of Economics, revised 20 Apr 2007.
- Charles Engel, 2004. "Some New Variance Bounds for Asset Prices," NBER Working Papers 10981, National Bureau of Economic Research, Inc.
- Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2004. "Global Growth Opportunities and Market Integration," NBER Working Papers 10990, National Bureau of Economic Research, Inc.
- Luigi Guiso & Paola Sapienza & Luigi Zingales, 2004. "Cultural Biases in Economic Exchange," NBER Working Papers 11005, National Bureau of Economic Research, Inc.
- Efraim Benmelech & Mark J. Garmaise & Tobias Moskowitz, 2004. "Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation," NBER Working Papers 11004, National Bureau of Economic Research, Inc.
- Malcolm Baker & Joshua Coval & Jeremy C. Stein, 2004. "Corporate Financing Decisions When Investors Take the Path of Least Resistance," NBER Working Papers 10998, National Bureau of Economic Research, Inc.
- David Bolder & Grahame Johnson & Adam Metzler, 2004. "An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates," Staff Working Papers 04-48, Bank of Canada.
- Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2004. "Executive Financial Incentives and Payout Policy: Firm Responses to the 2003 Dividend Tax Cut," NBER Working Papers 11002, National Bureau of Economic Research, Inc.
- Gregory Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers 04-47, Bank of Canada.
- William A. Barnett, 2004. "Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries," Macroeconomics 0412009, University Library of Munich, Germany.
- John Roberts & Paul Sanderson & John Hendry & Richard Barker, 2004. "In the mirror of the market: the disciplinary effects of company/fund manager meetings," Working Papers wp290, Centre for Business Research, University of Cambridge.
- Mihir A. Desai & Alexander Dyck & Luigi Zingales, 2004. "Theft and Taxes," NBER Working Papers 10978, National Bureau of Economic Research, Inc.
- Thorsten Beck & Asli Demirguc-Kunt & Luc Laeven & Ross Levine, 2004. "Finance, Firm Size, and Growth," NBER Working Papers 10983, National Bureau of Economic Research, Inc.
- Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov, 2004. "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns," NBER Working Papers 10996, National Bureau of Economic Research, Inc.
- Philip E. Strahan & Evan Gatev & Til Schuermann, 2004. "How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998," NBER Working Papers 10982, National Bureau of Economic Research, Inc.
- Nikesh Agarwal & Vikash Madhogaria & Supreena Narayanan, 2004. "Simulated Trading-An Analysis of Pairs Trading," Finance 0412018, University Library of Munich, Germany.