Report NEP-FIN-2006-08-26

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:

• Ricardo Lagos & Guillaume Rocheteau, 2006. "Search in asset markets," Working Papers (Old Series) 0607, Federal Reserve Bank of Cleveland.
• Item repec:hal:papers:halshs-00079197_v2 is not listed on IDEAS anymore

• Bertram Düring & Ansgar Jüngel, 2004. "A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets," CoFE Discussion Paper 04-01, Center of Finance and Econometrics, University of Konstanz.
• Günter Franke & Erik Lüders, 2004. "Why Do Asset Prices Not Follow Random Walks?," CoFE Discussion Paper 04-05, Center of Finance and Econometrics, University of Konstanz.
• Markus Haberer, 2004. "Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature," CoFE Discussion Paper 04-06, Center of Finance and Econometrics, University of Konstanz.
• Elsas, Ralf & Hackethal, Andreas & Holzhaeuser, Markus, 2006. "The Anatomy of Bank Diversification," Discussion Papers in Business Administration 1167, University of Munich, Munich School of Management.
• Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006. "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers 12389, National Bureau of Economic Research, Inc.
• Alberto Arenas de Mesa & David Bravo & Jere R. Behrman & Olivia S. Mitchell & Petra E. Todd, 2006. "The Chilean Pension Reform Turns 25: Lessons From the Social Protection Survey," NBER Working Papers 12401, National Bureau of Economic Research, Inc.
• Barry Eichengreen & Pipat Luengnaruemitchai, 2006. "Bond Markets as Conduits for Capital Flows: How Does Asia Compare?," NBER Working Papers 12408, National Bureau of Economic Research, Inc.
• Orazio P. Attanasio & Monica Paiella, 2006. "Intertemporal Consumption Choices, Transaction Costs and Limited Participation to Financial Markets: Reconciling Data and Theory," NBER Working Papers 12412, National Bureau of Economic Research, Inc.
• Takatoshi Ito & Yuko Hashimoto, 2006. "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers 12413, National Bureau of Economic Research, Inc.
• Stefania Albanesi, 2006. "Optimal Taxation of Entrepreneurial Capital with Private Information," NBER Working Papers 12419, National Bureau of Economic Research, Inc.
• Rajnish Mehra, 2006. "The Equity Premium in India," NBER Working Papers 12434, National Bureau of Economic Research, Inc.
• Leemore Dafny & David Dranove, 2006. "Regulatory Exploitation and the Market for Corporate Controls," NBER Working Papers 12438, National Bureau of Economic Research, Inc.
• Gautam Gowrisankaran & John Krainer, 2006. "The Welfare Consequences of ATM Surcharges: Evidence from a Structural Entry Model," NBER Working Papers 12443, National Bureau of Economic Research, Inc.
• Olivia S. Mitchell & John Piggott & Michael Sherris & Shaun Yow, 2006. "Financial Innovation for an Aging World," NBER Working Papers 12444, National Bureau of Economic Research, Inc.
• David H. Krantz & Howard Kunreuther, 2006. "Goals and Plans in Protective Decision Making," NBER Working Papers 12446, National Bureau of Economic Research, Inc.
• Josef Lakonishok & Louis Chan & Stephen G. Dimmock, 2006. "Benchmarking Money Manager Performance: Issues and Evidence," NBER Working Papers 12461, National Bureau of Economic Research, Inc.
• Thomas Philippon, 2006. "The Bond Market's q," NBER Working Papers 12462, National Bureau of Economic Research, Inc.
• Alan J. Auerbach, 2006. "Why Have Corporate Tax Revenues Declined? Another Look," NBER Working Papers 12463, National Bureau of Economic Research, Inc.
• Steven N. Kaplan & Bernadette Minton, 2006. "How has CEO Turnover Changed? Increasingly Performance Sensitive Boards and Increasingly Uneasy CEOs," NBER Working Papers 12465, National Bureau of Economic Research, Inc.
• Pablo A. Guerron, 2006. "Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics," Working Paper Series 006, North Carolina State University, Department of Economics, revised Aug 2006.
• Yuzo Honda & Kazuyuki Suzuki, 2006. "Is Cash Flow a Proxy for Financing Constraints in the Investment Equation? The Case of Unlisted Japanese Firms," Discussion Papers in Economics and Business 06-24, Osaka University, Graduate School of Economics.
• Valadkhani, Abbas & Chancharat, Surachai & Harvie, Charles, 2006. "The Interplay Between the Thai and Several Other International Stock Markets," Economics Working Papers wp06-18, School of Economics, University of Wollongong, NSW, Australia.
• Truc Le & Eckhard Platen, 2006. "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index," Research Paper Series 180, Quantitative Finance Research Centre, University of Technology, Sydney.
• Stephen Satchel & Wei Xia, 2006. "Analytic Models of the ROC Curve: Applications to Credit Rating Model Validation," Research Paper Series 181, Quantitative Finance Research Centre, University of Technology, Sydney.
• Gersbach, Hans & Uhlig, Harald, 2006. "On the coexistence of banks and markets," SFB 649 Discussion Papers 2006-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• James L. Smith & Rex Thompson, 2005. "Diversification and the Value of Exploration Portfolios," Working Papers 0507, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
• Graciela L. Kaminsky, 2005. "International Capital Flows, Financial Stability and Growth," Working Papers 10, United Nations, Department of Economics and Social Affairs.
• Stephany Griffith-Jones & Krishnan Sharma, 2006. "GDP-Indexed Bonds: Making It Happen," Working Papers 21, United Nations, Department of Economics and Social Affairs.
• Jayati Ghosh, 2005. "The Economic and Social Effects of Financial Liberalization: A Primer for Developing Countries," Working Papers 4, United Nations, Department of Economics and Social Affairs.