Report NEP-FIN-2006-01-01

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:

• Ingrid Lo & Stephen Sapp, 2005. "Order Submission: The Choice between Limit and Market Orders," Staff Working Papers 05-42, Bank of Canada.
• Luca Casolaro & Leonardo Gambacorta & Luigi Guiso, 2005. "Regulation, formal and informal enforcement and the development of the household loan market. Lessons from Italy," Temi di discussione (Economic working papers) 560, Bank of Italy, Economic Research and International Relations Area.
• Ekaterina Goldfain & Eugen Kovac, 2005. "Financing of Competing Projects with Venture Capital," Bonn Econ Discussion Papers bgse37_2005, University of Bonn, Germany.
• John V. Duca, 2005. "Mutual funds and the evolving long-run effects of stock wealth on U.S. consumption," Working Papers 0511, Federal Reserve Bank of Dallas.
• Gene Amromin & Paul Harrison & J. Nellie Liang & Steven A. Sharpe, 2005. "How did the 2003 dividend tax cut affect stock prices and corporate payout policy?," Finance and Economics Discussion Series 2005-57, Board of Governors of the Federal Reserve System (U.S.).
• Liuren Wu & Frank X. Zhang, 2005. "A no-arbitrage analysis of economic determinants of the credit spread term structure," Finance and Economics Discussion Series 2005-59, Board of Governors of the Federal Reserve System (U.S.).
• Richard J. Rosen & Scott B. Smart & Chad J. Zutter, 2005. "Why do firms go public? evidence from the banking industry," Working Paper Series WP-05-17, Federal Reserve Bank of Chicago.
• Hui Guo & Jason Higbee, 2006. "Market timing with aggregate and idiosyncratic stock volatilities," Working Papers 2005-073, Federal Reserve Bank of St. Louis.
• Massimo Guidolin & Giovanna Nicodano, 2007. "Small caps in international equity portfolios: the effects of variance risk," Working Papers 2005-075, Federal Reserve Bank of St. Louis.
• Juan Carlos Hatchondo, 2005. "A quantitative study of the role of wealth inequality on asset prices," Working Paper 05-12, Federal Reserve Bank of Richmond.
• Item repec:hal:papers:halshs-00007196_v1 is not listed on IDEAS anymore

• Bjuggren, Per-Olof & Wiberg, Daniel, 2005. "Industry Specific Effects in Investment Performance and Valuation of Firms - Marginal q in a Stock Market Bubble," Working Paper Series in Economics and Institutions of Innovation 45, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Raja Kali & Jayati Sarkar, 2005. "Diversification, propping and monitoring: Business groups, firm performance and the Indian economic transition," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-006, Indira Gandhi Institute of Development Research, Mumbai, India.
• Jayati Sarkar & Subrata Sarkar, 2005. "Debt and corporate governance in emerging economies: Evidence from India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-007, Indira Gandhi Institute of Development Research, Mumbai, India.
• Jean-Pierre Danthine & John B. Donaldson & Paolo Siconolfi, 2005. "Distribution Risk and Equity Returns," Cahiers de Recherches Economiques du Département d'économie 05.10, Université de Lausanne, Faculté des HEC, Département d’économie.
• Enrique Schroth & Dezsö Szalay, 2005. "Cash breeds Success: The Role of Financing Constraints in Patent Races," Cahiers de Recherches Economiques du Département d'économie 05.11, Université de Lausanne, Faculté des HEC, Département d’économie.
• Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2005. "Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options," NBER Working Papers 11861, National Bureau of Economic Research, Inc.
• Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, 2005. "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," NBER Working Papers 11864, National Bureau of Economic Research, Inc.
• Farley Grubb, 2005. "The Net Asset Position of the U.S. National Government, 1784-1802: Hamilton's Blessing or the Spoils of War?," NBER Working Papers 11868, National Bureau of Economic Research, Inc.
• Lubos Pastor & Pietro Veronesi, 2005. "Technological Revolutions and Stock Prices," NBER Working Papers 11876, National Bureau of Economic Research, Inc.
• Owen A. Lamont & Jeremy C. Stein, 2005. "Investor Sentiment and Corporate Finance: Micro and Macro," NBER Working Papers 11882, National Bureau of Economic Research, Inc.
• Simeon Djankov & Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2005. "The Law and Economics of Self-Dealing," NBER Working Papers 11883, National Bureau of Economic Research, Inc.
• Lucian Bebchuk & Yaniv Grinstein, 2005. "Firm Expansion and CEO Pay," NBER Working Papers 11886, National Bureau of Economic Research, Inc.
• Frederic Mishkin, 2005. "Is Financial Globalization Beneficial?," NBER Working Papers 11891, National Bureau of Economic Research, Inc.
• Ross Levine & Sergio Schmukler, 2005. "Internationalization and Stock Market Liquidity," NBER Working Papers 11894, National Bureau of Economic Research, Inc.
• Andrew Ang & Joseph Chen, 2005. "CAPM Over the Long Run: 1926-2001," NBER Working Papers 11903, National Bureau of Economic Research, Inc.
• Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005. "International Stock Return Comovements," NBER Working Papers 11906, National Bureau of Economic Research, Inc.
• Lucian A. Bebchuk & Robert J. Jackson, Jr., 2005. "Executive Pensions," NBER Working Papers 11907, National Bureau of Economic Research, Inc.
• James Dow & Itay Goldstein & Alexander Guembel, 2005. "Commitment to Overinvest and Price Informativeness," OFRC Working Papers Series 2005fe18, Oxford Financial Research Centre.
• André SCHMITT & Sandrine SPAETER, 2005. "Hedging Strategies and the Financing of the 1992 International Oil Pollution Compensation Fund," Working Papers of BETA 2005-12, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," University of St. Gallen Department of Economics working paper series 2005 2005-24, Department of Economics, University of St. Gallen.
• Dasgupta, Susmita & Jong Ho Hong & Laplante, Benoit & Mamingi, Nlandu, 2004. "Disclosure of environmental violations and the stock market in the Republic of Korea," Policy Research Working Paper Series 3344, The World Bank.
• Hamdi KHALFAOUI, 2005. "Question de causalité entre développement réel et développement financier : Une notion encore embarrassée," Development and Comp Systems 0512020, University Library of Munich, Germany.
• Sarmistha Pal, 2005. "Do External Funds Yield Lower Returns? Recent Evidence From East Asian Economies," Development and Comp Systems 0512021, University Library of Munich, Germany.
• Dimitris Kenourgios & Aristeidis Samitas & Panagiotis Drosos, 2005. "Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract," Finance 0512018, University Library of Munich, Germany.
• Godwin Nwaobi, 2005. "Securities Markets And Social Capital Integration In Africa: Risks And Policy Options," Finance 0512019, University Library of Munich, Germany.
• Tony Guida & Olivier Matringe, 2005. "Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities," Finance 0512021, University Library of Munich, Germany.
• Aristeidis Samitas & Dimitris Kenourgios, 2005. "Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies," Finance 0512022, University Library of Munich, Germany.
• Dimitris Kenourgios & Spyros Papathanasiou & Emmanouil Rafail Melas, 2005. "Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription," Finance 0512023, University Library of Munich, Germany.
• Ingyu Chiou & James Jordan- Wagner & Hai-Chin Yu, 2005. "How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York," Finance 0512024, University Library of Munich, Germany.
• Paolo Santella & Giulia Paone & Carlo Drago, 2005. "How Independent are Independent Directors? The Case of Italy," Finance 0512026, University Library of Munich, Germany.
• Hamdi KHALFAOUI, 2005. "Libéralisation financière : Impacts et conditions de réussite Un essai d'application pour les pays du Maghreb," International Finance 0512006, University Library of Munich, Germany.
• Marcus Noland, 2005. "South Korea's Experience with International Capital Flows," Working Paper Series WP05-4, Peterson Institute for International Economics.
• Frank Dierick & Fatima Pires & Martin Scheicher & Kai Gereon Spitzer, 2005. "The New Basel Capital Framework and its implementation in the European Union," Occasional Paper Series 42, European Central Bank.
• Serafín Frache & Gabriel Katz, 2004. "Estimating a Risky Term Structure of Uruguayan Sovereign Bonds," Documentos de Trabajo (working papers) 0304, Department of Economics - dECON.
• Walter Novaes & Fernando N. de Oliveira, 2005. "Demanda de Derivativos de Câmbio no Brasil: Hedge ou Especulação," IBMEC RJ Economics Discussion Papers 2005-14, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Chiaki Hara, 2005. "Heterogeneous Risk Attitudes in a Continuous-Time Model," KIER Working Papers 609, Kyoto University, Institute of Economic Research.
• Ferhan Salman, 2005. "Information, Capital Gains Taxes & New York Stock Exchange," Working Papers 0513, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.