Finance

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0510031: Price, Trade Size, and Information Revelation in Multi-Period Securities Markets

Shino Takayama and Han Nazmi Ozsoylev

0510030: Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers

Andre Alves Portela Santos, Joao Tusi, Newton Da Costa and Sergio Da Silva

0510029: Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques

Sascha Mergner and Jan Bulla

0510028: Implied Calibration of Stochastic Volatility Jump Diffusion Models

Stefano Galluccio and Yann Le Cam

0510027: Inflation bond option pricing in Jarrow-Yildirim model

Marc Henrard

0510026: Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays

Alessandro Sansone and Giuseppe Garofalo

0510025: LIMIT ORDER BOOK RECONSTRUCTION AND BEYOND: AN APPLICATION TO ISTANBUL STOCK EXCHANGE

Cumhur Ekinci

0510024: Zum Zusammenhang zwischen Bond-Credit Spreads und Ratings

Sascha Mergner

0510023: Demographic Developments, Funded Pension Provision and Financial Stability

Stefan W. Schmitz

0510006: The Contagion Effect of the Terrorist Attacks of the 11th of September

João Leitão and Cristóvão Roberto Lima Oliveira

0510005: Measuring and Analyzing Returns on Aggregate Residential Housing

Fuad Hasanov and Douglas Dacy

0510004: Collateral, Access to Credit, and Investment in Bulgaria, chap. 8 in D. Jones and J. Miller (eds) THE BULGARIAN ECONOMY: LESSONS FROM REFORM DURING EARLY TRANSITION, Ashgate 97

Zeljko Bogetic

0510003: What’s Common to Relationship Banking and Relationship Investing? Reflections within the Contractual Theory of the Firm

Doris Neuberger

0510002: Prévisions de résultat et réactions: étude de deux sous- réactions sous l’angle du biais d’ancrage

Michael Kaestner

0510001: What’s Common to Relationship Banking and Relationship Investing? Reflections within the Contractual Theory of the Firm

Doris Neuberger

0509028: How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia

Nigel L. Driffield, Vidya Mahambare and Sarmistha Pal

0509027: Convexity adjustment and delivery option in Australian dollar 90 Day Bills Futures

Marc Henrard

0509024: Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques

Sascha Mergner

0509023: Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen

Hewad Wolasmal

0509022: Stock Selection Based on Cluster Analysis

Newton Da Costa, Jefferson Cunha and Sergio Da Silva

0509021: How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders

Todd B. Walker

0509020: Calibration of the Hobson&Rogers model: empirical tests

Andrea Pascucci and Paolo Foschi

0509019: DESARROLLO DE LAS TOMAS DE Desarrollo de las Tomas de Control Corporativo después de la Ley de Opas

Vicente Lazen and Ana Cristina Sepulveda

0509018: Introducción a la Supervisión Basada en Riesgos

Vicente Lazen

0509017: Quasi-Real Indexing-- The Pareto-Efficient Solution to Inflation Indexing

David Eagle and Dale Domian

0509016: Financial Development, Labor and Market Regulations and Growth

Raquel Fonseca and Natalia Utrero-González

0509015: RISK-FREE INTERNAL GAINS – BLACK AND SCHOLES RE-EXAMINED

Gergei Bana

0509014: Credit ratings and the standardised approach to credit risk in Basel II

Patrick Van Roy

0509013: The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study

Patrick Van Roy

0509012: Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why?

Patrick Van Roy

0509011: PRIVATE BANKING IN EUROPE - Getting Clients & Keeping Them!

Anna Omarini and Philip Molineux

0509010: Dynamic State Tameness

Jaime Londoño

0509009: Imperfect Market or Imperfect Theory: A Unified Analytical Theory of Production and Capital Structure of Firms

Jing Chen

0509008: Exogenous shocks and real estate rental markets: An event study of the 9/11 attacks and their impact on the New York office market

Franz Fuerst

0509007: A Dynamic Analysis of Bid-Ask Spreads with Multiple Trade Sizes

Shino Takayama and Han Nazmi Ozsoylev

0509006: Inventory and the Stock Market

Richard Lai

0509005: Why Funds of Funds?

Richard Lai

0509004: A Catering Theory of Analyst Bias

Richard Lai

0509003: Modelling International Bond Markets with Affine Term Structure Models

Georg Mosburger and Paul Schneider

0509002: Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?

Lakshmi Balasubramanyan

0509001: The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market

Doris Neuberger and Christoph Schacht

0508021: Central counterparty clearing: constructing a framework for evaluation of risks and benefits

Kirsi Ripatti

0508020: Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data

Karlo Kauko

0508019: Rural Credit Delivery System in Maharashtra: A Step Towards Rejuvenation

Deepak Shah

0508018: Relationship lending and competition: Higher switching cost does not necessarily imply greater relationship benefits

Timo Vesala

0508014: On Risk Premia and Volatility Transmission Across the Stock and Bond Markets

Francis Vitek

0508013: A Simple Approach to Combining Internal and External Operational Loss Data

Pavel Okunev

0508012: The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting

Feng Dai

0508011: La banque en ligne dans les pays émergents: le cas de la Tunisie

Achraf AYADI and Ihcène KAFFELA

0508010: China’s banking reform: An assessment of its evolution and possible impact

Alicia Garcia-Herrero, Sergio Gavila and Daniel Santabárbara García