Report NEP-FIN-2005-07-11

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:

• Marco Taboga, 2005. "Maxmin Portfolio Choice," Temi di discussione (Economic working papers) 543, Bank of Italy, Economic Research and International Relations Area.
• Marcello Pericoli, 2005. "Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area," Temi di discussione (Economic working papers) 545, Bank of Italy, Economic Research and International Relations Area.
• Andrea Resti & Andrea Sironi, 2005. "The Basel Committee Approach To Risk-Weights And External Ratings: What Do We Learn From Bond Spreads?," Temi di discussione (Economic working papers) 548, Bank of Italy, Economic Research and International Relations Area.
• Réal Labelle & Alain Schatt, 2005. "Structure de propriété et communication financière des entreprises françaises;Ownership Structure and Corporate Disclosures:The French Case," Working Papers CREGO 1050701, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Larry Epstein & Martin Schneider, 2005. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 519, University of Rochester - Center for Economic Research (RCER).
• Yongil Jeon & Stephen M. Miller, 2004. "Foreign and Domestic Bank Performances: An Ideal Decomposition of Industry Dynamics," Working papers 2004-46, University of Connecticut, Department of Economics.
• Stephen M. Miller & Terrence M. Clauretie & Thomas M. Springer, 2005. "Economies of Scale and Cost Efficiencies: A Panel-Data Stochastic-Frontier Analysis of Real Estate Investment Trusts," Working papers 2005-21, University of Connecticut, Department of Economics.
• Yonjil Jeon & Stephen M. Miller, 2005. "Bank Performance: Market Power or Efficient Structure?," Working papers 2005-23, University of Connecticut, Department of Economics.
• Yongil Jeon & Stephen M. Miller, 2005. "An 'Ideal' Decomposition of Industry Dynamics: An Application to the Nationwide and State Level U.S. Banking Industry," Working papers 2005-25, University of Connecticut, Department of Economics.
• Asim Mishra, 2005. "INDIAN VENTURE CAPITALISTS (VCs) INVESTMENT EVALUATION CRITERIA," Finance 0507002, University Library of Munich, Germany.
• Asim Mishra, 2005. "An Empirical Analysis of Market Reaction Around the Bonus Issues in India," Finance 0507003, University Library of Munich, Germany.
• Silvio John Camilleri, 2005. "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance 0507006, University Library of Munich, Germany.
• Martin Bemmann, 2005. "Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien (German version of 'Improving the comparability of insolvency predictions')," Finance 0507007, University Library of Munich, Germany.
• Colm Kearney & Valerio Poti, 2005. "Correlation Dynamics in European Equity Markets," Finance 0507008, University Library of Munich, Germany.
• Fatih Guvenen, 2005. "A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?," Finance 0507009, University Library of Munich, Germany.
• Dimitrios D. Thomakos & Michail S. Koubouros, 2005. "Realized Volatility and Asymmetries in the A.S.E. Returns," Finance 0507012, University Library of Munich, Germany, revised 17 Jan 2006.
• Item repec:wpa:wuwpga:0507004 is not listed on IDEAS anymore

• Hirofumi Uchida & Yoshiro Tsutsui, 2002. "Has Competition in the Japanese Banking Sector Improved?," Discussion Papers in Economics and Business 02-09-Rev, Osaka University, Graduate School of Economics, revised Sep 2003.