Report NEP-FIN-2006-08-12This 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:
- Kevin Huang, . "Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints," Working Papers 2000-09, Utah State University, Department of Economics.
- Nicholas Barberis & Wei Xiong, 2006. "What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation," NBER Working Papers 12397, National Bureau of Economic Research, Inc.
- Kevin Huang, . "On infinite-horizon minimum-cost hedging under cone constraints," Working Papers 2000-22, Utah State University, Department of Economics.
- Nicola Bruti-Liberati & Eckhard Platen, 2006. "On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance," Research Paper Series 179, Quantitative Finance Research Centre, University of Technology, Sydney.
- Thomas Flavin & Ekaterini Panopoulou, 2006. "International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility," The Institute for International Integration Studies Discussion Paper Series iiisdp167, IIIS.
- Jeremy Large, 2006. "A Market-Clearing Role for Inefficiency on a Limit Order Book," Economics Papers 2006-W08, Economics Group, Nuffield College, University of Oxford.
- Péter Kondor, 2006. "Risk in Dynamic Arbitrage: Price Effects of Convergence Trading," MNB Working Papers 2006/6, Magyar Nemzeti Bank (the central bank of Hungary).
- Wolfram J. Horneff & Raimond Maurer & Olivia S. Mitchell & Ivica Dus, 2006. "Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion," NBER Working Papers 12392, National Bureau of Economic Research, Inc.
- Alain de Serres & Shuji Kobayakawa & Torsten Sløk & Laura Vartia, 2006. "Regulation of Financial Systems and Economic Growth," OECD Economics Department Working Papers 506, OECD Publishing.
- Hellwig, Martin, 2006. "Market Discipline, Information Processing, and Corporate Governance," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 155, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- James L. Smith & Rex Thompson, 2006. "Rational Plunging and the Option Value of Sequential Investment The Case of Petroleum Exploration," Working Papers 0602, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
- K. Huang & Z. Liu, . "Implementing Arrow-Debreu equilibria by trading infinitely lived securities," Working Papers 2000-21, Utah State University, Department of Economics.
- Charles P. Thomas, 2006. "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series iiisdp162, IIIS.
- Marina Emiris, 2006. "The term structure of interest rates in a DSGE model," Working Paper Research 88, National Bank of Belgium.
- Beuselinck, C. & Manigart, S., 2006. "Financial reporting quality in privaty equity backed companies: the impact of ownership concentration," Vlerick Leuven Gent Management School Working Paper Series 2005-23, Vlerick Leuven Gent Management School.
- Item repec:dgr:uvatin:20060065 is not listed on IDEAS anymore
- Catherine Fuss & Philip Vermeulen, 2006. "The response of firms\u2019 investment and financing to adverse cash flow shocks : the role of bank relationships," Working Paper Research 87, National Bank of Belgium.
- Item repec:dgr:uvatin:20060066 is not listed on IDEAS anymore
- In Choi & Timothy K. Chue, 2006. "Subsampling-Based Tests of Stock-Return Predictability," Hi-Stat Discussion Paper Series d06-178, Institute of Economic Research, Hitotsubashi University.
- Item repec:cpb:discus:66 is not listed on IDEAS anymore
- Marco LiCalzi & Paolo Pellizzari, 2006. "Simple Market Protocols for Efficient Risk Sharing," Working Papers 136, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Pierre-Guillaume Méon & Anne-France Delannay, 2006. "The impact of European integration on the nineties' wave of mergers and acquisitions," DULBEA Working Papers 06-12.RS, ULB -- Universite Libre de Bruxelles.
- Philip R. Lane, 2006. "Global Bond Portfolios and EMU," The Institute for International Integration Studies Discussion Paper Series iiisdp168, IIIS.