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Editor: R. Gençay
Series handle: RePEc:eee:finlet
ISSN: 15446123
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Content
December 2005, Volume 2, Issue 4
September 2005, Volume 2, Issue 3
- 107-124 Industry momentum and common factors
by Du, Ding & Denning, Karen
- 125-130 A note on sufficient conditions for no arbitrage
by Carr, Peter & Madan, Dilip B.
- 131-151 Proxy-quality thresholds: Theory and applications
by Erickson, Timothy & Whited, Toni M.
- 152-164 Portfolio selection with two-stage preferences
by Taboga, Marco
- 165-172 A theory of loan syndication
by Schure, Paul & Scoones, David & Gu, Qinghua
- 173-184 Risk aversion and price limits in futures markets
by Chou, Pin-Huang & Lin, Mei-Chen & Yu, Min-Teh
June 2005, Volume 2, Issue 2
- 51-57 Insider trading with private information and moral hazard
by Yung, Chris
- 59-66 A market microstructure model with random overlapping information asymmetries
by Owens, John P.
- 67-74 The generalized asymmetric dynamic covariance model
by de Goeij, Peter & Marquering, Wessel
- 75-88 Another look at the relationship between cross-market correlation and volatility
by Bartram, Sohnke M. & Wang, Yaw-Huei
- 89-96 Changes in stockholding behavior: Evidence from household survey data
by Chapman, Kenneth & Dow, James Jr. & Hariharan, Govind
- 97-106 Power exchange options
by Blenman, Lloyd P. & Clark, Steven P.
March 2005, Volume 2, Issue 1
- 1-14 tay's as good as cay
by Brennan, Michael J. & Xia, Yihong
- 15-22 tay's as good as cay: Reply
by Lettau, Martin & Ludvigson, Sydney C.
- 23-29 A generalized coherent risk measure: The firm's perspective
by Jarrow, Robert A. & Purnanandam, Amiyatosh K.
- 30-40 Single stock futures: Listing selection and trading volume
by Ang, James S. & Cheng, Yingmei
- 41-50 Dynamic, nonparametric hedging of European style contingent claims using canonical valuation
by Alcock, Jamie & Gray, Philip
December 2004, Volume 1, Issue 4
- 203-214 The generality of spurious predictability
by Cho, Jin-Wan & Shin, Jhinyoung & Singh, Rajdeep
- 215-225 Reported and secret interventions in the foreign exchange markets
by Beine, Michel & Lecourt, Christelle
- 226-235 Optimal investment with fixed financing costs
by Cummins, Jason G. & Nyman, Ingmar
- 236-240 Allen and Gale on risk-taking and competition in banking
by Grochulski, Borys & Kareken, John
- 241-249 Bias of a Value-at-Risk estimator
by Bao, Yong & Ullah, Aman
- 250-260 A multivariate nonparametric test for return and volatility timing
by Marquering, Wessel & Verbeek, Marno
September 2004, Volume 1, Issue 3
- 143-153 On the consequences of state dependent preferences for the pricing of financial assets
by Danthine, Jean-Pierre & Donaldson, John B. & Giannikos, Christos & Guirguis, Hany
- 154-170 Decomposing the persistence of international equity flows
by Froot, Kenneth A. & Donohue, Jessica Tjornhom
- 171-177 Myopic loss aversion and the equity premium puzzle reconsidered
by Durand, Robert B. & Lloyd, Paul & Wee Tee, Hong
- 178-189 Institutional trading and stock returns
by Cai, Fang & Zheng, Lu
- 190-195 Attainability of European path-independent claims in incomplete markets
by Branger, Nicole & Esser, Angelika & Schlag, Christian
- 196-201 Iterative method for exponentially weighted rolling regression
by Kanatani, Taro
June 2004, Volume 1, Issue 2
- 85-89 Maximizing the expected net future value as an alternative strategy to gamma discounting
by Gollier, Christian
- 90-99 How do stock prices respond to fundamental shocks?
by Binswanger, Mathias
- 100-105 Risky coupon bonds as a portfolio of zero-coupon bonds
by Jarrow, Robert A.
- 106-112 Positive hurdle rates without asymmetric information
by Chen, Qi & Jiang, Wei
- 113-118 Preference for early resolution and commitment
by Miyazaki, Kenji & Saito, Makoto
- 119-126 Betting on long shots in NCAA basketball games and implications for skew loving behavior
by Colquitt, L. Lee & Godwin, Norman H. & Swidler, Steve
- 127-134 Scale-consistent Value-at-Risk
by Lehnert, Thorsten & Wolff, Christian C. P.
- 135-142 A closed form solution for pricing defaultable bonds
by Moraux, Franck
March 2004, Volume 1, Issue 1
- 1-1 Editorial
by Gencay, Ramo & Bhattacharyya, Sugato & Whited, Toni
- 2-10 Shareholder activism is non-monotonic in market liquidity
by Mello, Antonio S. & Repullo, Rafael
- 11-23 Asymmetric information, bank lending and implicit contracts: the winner's curse
by von Thadden, Ernst-Ludwig
- 24-34 Limited stock market participation and the equity premium
by Polkovnichenko, Valery
- 35-46 A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
by Kissell, Robert & Glantz, Morton & Malamut, Roberto
- 47-55 The effect of market conditions on capital structure adjustment
by Frank, Murray Z. & Goyal, Vidhan K.
- 56-73 On more robust estimation of skewness and kurtosis
by Kim, Tae-Hwan & White, Halbert
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