Finance

from EconWPA
Series data maintained by EconWPA ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

0403001: Finance and the Business Cycle: International, Inter-industry Evidence

Matias Braun and Borja Larrain

0402020: Would the CAPM Hold in a Risk-Indifferent World?

Silviu Iulian Alb

0402019: Des conventions aux performances: pour un outil d’élaboration d’un accord - Toward an agreement

Bernard Paranque

0402018: Hedge Fund Performance and Persistence in Bull and Bear Markets

Capocci Daniel, Corhay Albert and Hübner Georges

0402017: SOME TECHNICAL ANALYSIS ON THE STOCK MARKET: SPAIN AND USA

Fernando Rubio

0402016: Portfolio Optimization With Stochastic Dominance Constraints

Darinka Dentcheva and Andrzej Ruszczynski

0402015: ADMINISTRACIÓN DE LA CONTABILIDAD DE COSTOS. APUNTES DE CLASES Y EJERCICIOS (CASOS). BORRADOR

Fernando Rubio

0402014: Using the Scaling Analysis to Characterize Financial Markets

T. Di Matteo, T. Aste and Michel Dacorogna

0402013: An investigation of a portfolio-loss under the CAPM

V. Reznik and U. Spreitzer

0402012: LA INFORMACION CONTABLE Y LA VALUACION DE ACTIVOS DE CAPITAL EN EL SECTOR DE INVERSIONES CHILENO

Fernando Rubio

0402011: Borrowing Alone The Theory and Policy Implications of the Commodification of Finance

Greg Hannsgen

0402010: FACTORES DE RIESGO NO SISTEMATICO EN LA EXPLICACION DE LOS RETORNOS DE LAS ACCIONES EN EL MERCADO BURSATIL CHILENO

Fernando Rubio

0402009: SECTEURS DE FINANCEMENT ET GESTION DE LA RENTABILITE Flexibilité financière et performances - Sectors of financing and profitability

Bernard Paranque

0402008: Overnight Indexed Swaps and Floored Compounded Instrument in HJM One-Factor Model

Marc Henrard

0402007: CAPITAL ASSET PRICING MODEL (CAPM) Y ARBITRAGE PRICING THEORY (APT): UNA NOTA TÉCNICA

Fernando Rubio

0402006: LA ESTRATEGIA DE CITICORP EN CHILE. Capítulos 4 a 7

Fernando Rubio

0402005: LA ESTRATEGIA DE CITICORP EN CHILE. Capitulo 3. EL MERCADO FINANCIERO CHILENO

Fernando Rubio

0402004: DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica

Fernando Rubio

0402003: LA ESTRATEGIA DEL BANCO BILBAO VIZCAYA FRENTE AL BANCO SANTANDER

Fernando Rubio

0402002: CORTE TRANSVERSAL DE LOS RETORNOS ESPERADOS EN EL MERCADO ACCIONARIO CHILENO

Fernando Rubio

0402001: SIMPLE TRADING RULES: TRADING ON IBEX AT MEFF

Fernando Rubio

0401007: Return-Volume Dependence and Extremes in International Equity Markets

Terry A. Marsh and Niklas Wagner

0401006: Does Financial Structure Matter?

Philip Arestis, Ambika D. Luintel and Prof. Kul B Luintel

0401005: The Valuation of Inflation-Indexed and FX Convertible Bonds

Yoram Landskroner and Alon Raviv

0401004: The Froot and Stein Model Revisited

Nils Hogh, Oliver Bruce Linton and Jens Nielsen

0401003: Optimal Convergence Trading

Vladislav Kargin

0401002: Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes

Jingzhi Huang and Liuren Wu

0401001: Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns

Liuren Wu

0312012: Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange

Kian-Ping Lim, Venus Khim-Sen Liew and Hock-Tsen Wong

0312011: STOCK MARKET VALUATION IN THE UNITED STATES

Patrick Bisciari, Alain Durré and Alain NYSSENS

0312010: Banking Efficiency in Visegrad Countries Before Joining the European Union

Daniel Stavarek

0312009: Credit Risk Modeling and the Term Structure of Credit Spreads

Li Chen and H. Vincent Poor

0312008: Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach

Li Chen and H. Vincent Poor

0312007: Booms, Busts, and Fraud

Paul Povel, Rajdeep Singh and Andrew Winton

0312006: IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis

Pierre Giot and Armin Schwienbacher

0312005: Market imperfections, equilibrium and arbitrage

Elyès Jouini

0312004: Equilibrium Pricing in Incomplete Markets

Elyès Jouini and Abdelhamid Bizid

0312003: No-arbitrage and state price deflators in a general continuous time framework

Elyès Jouini, Clotilde NAPP and Walter Schachermayer

0312002: Arbitrage with fixed costs and interest rate models

Elyès Jouini, Hedi Kallal and Clotilde NAPP

0312001: Consensus consumer and intertemporal asset pricing with heterogeneous beliefs

Elyès Jouini and Clotilde NAPP

0311014: What is the Link Between Margin Loans and Stock Market Bubbles?

Markus Ricke

0311013: Static Hedging of Multivariate Derivatives by Simulation

Paolo Pellizzari

0311012: American Option Pricing with Transaction Costs

Valeri Zakamouline

0311011: Bidder Asymmetry in Takeover Contests: The Role of Deal Protection Devices

Paul Povel and Rajdeep Singh

0311010: The U-shaped Investment Curve: Theory and Evidence

Sean Cleary, Paul Povel and Michael Raith

0311009: European Option Pricing and Hedging with both Fixed and Proportional Transaction Costs

Valeri Zakamouline

0311008: Cutting the Dividends Tax…and Corporate Governance Too?

Dino Falaschetti and Michael J. Orlando

0311007: Alternative Market Structures for Derivatives

Söhnke M. Bartram and Frank R. Fehle

0311006: Playing on profits cycle?

Dmitry Baryshevsky

0311005: A General Theory of Stock Market Valuation and Return

Christophe Faugere and Julian Van Erlach