Finance

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0201004: An Integrated Model of Market and Limit Orders

Sugato Chakravarty and Craig Holden

0201003: Stealth-Trading: Which Traders' Trades Move Stock Prices?

Sugato Chakravarty

0201001: Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk

Ali Bora Yigitbasioglu

0112003: An Empirical Comparison of Default Swap Pricing Models

Patrick Houweling and Ton Vorst

0112002: The Interest Rate Exposure of Nonfinancial Corporations

Söhnke M. Bartram

0111005: INNOVATION AND VENTURE CAPITAL EXITS

Armin SCHWIENBACHER

0111004: The Market Price of Aggregate Risk and the Wealth Distribution

Hanno Lustig

0111003: Testing the Gaussian Copula Hypothesis for Financial Assets Dependences

Y. Malevergne and D. Sornette

0111001: Inflation and Capital Structure

Jose de Jesus Noguera

0110003: Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm

Junwu Gan

0110001: Microfinance in Vietnam - A Survey of Schemes and Issues

Adam McCarty

0109001: Bifurcation Routes in Financial Markets

Author Miloslav

0108003: Resources Used to Produce Individual Development Accounts in the First Two Years of the Experimental Program of the American Dream Demonstration at the Community Action Project of Tulsa County

Mark Schreiner

0108002: Corporate Risk Management as a Lever for Shareholder Value Creation

Söhnke M. Bartram

0108001: Leveraged Buyouts in Poland

Marcin Piatkowski

0107003: Impact of Commonwealth indirect taxes on exporters

Productivity Commission

0107001: International Portfolio Investment: Theory, Evidence, and Institutional Framework

Söhnke M. Bartram and Gunter Dufey

0106003: The Relative Value Theory

Silviu Iulian Alb

0106002: International Cross-Listing: The Effects of Market Fragmentation and Information Flows

Richard Podpiera

0105003: Tradable Schemes

Jiri Hoogland and Dimitri Neumann

0105002: Asians and cash dividends: Exploiting symmetries in pricing theory

Jiri Hoogland and Dimitri Neumann

0105001: Stochastic Dominance Efficiency Tests under Diversification

Timo Kuosmanen

0012009: A Temporary Equilibrium Model of Asset Pricing

George Vachadze

0012008: A Short-Horizon Model of Asset Pricing: Equilibrium Analysis

George Vachadze

0012007: Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic

Jan Hanousek and Libor Nemecek

0012006: Do Stock Markets Promote Economic Growth?

Jan Hanousek, Nauro F. Campos and Randall Filer

0012005: Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases

Richard Podpiera

0012003: How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market

Jan Hanousek and Richard Podpiera

0004012: DO MARKET LISTING AND SIZE ENTAIL BEHAVIOURAL DIFFERENCES?

Bernard BELLETANTE and Bernard Paranque

0004011: Corporate Finance in Europe from 1986 to 1996

Michel DELBREIL, Ana ESTEBAN, Hans FRIDERICHS, Bernard Paranque, Franz PARTSCH and Franco VARETTO

0004010: Volatility in Indian Stock Markets

Piyush Kumar Chowhan and Vasant Shukla

0004009: Looking Forward to Pricing Options from Binomial Trees

Dario Villani and Andrei E. Ruckenstein

0004007: A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions

Giulia Iori

0004006: Scaling and multiscaling in financial markets

Giulia Iori

0004004: Trade credit in Italy: Evidence from individual firm data

Giuseppe Marotta

0004002: Another Look at Option Listing Effects

Stewart Mayhew and Vassil Mihov

9912001: Corporate Diversification and Agency

Benjamin Hermalin and Michael L. Katz

9908002: Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk

Mark R. Manfredo. and Raymond M. Leuthold

9907004: Log-periodic power law bubbles in Latin-American and Asian markets and correlated anti-bubbles in Western stock markets: An empirical study

Anders Johansen and Didier Sornette

9907003: Scale invariance and contingent claim pricing II: Path-dependent contingent claims

Jiri Hoogland and Dimitri Neumann

9907002: Scale invariance and contingent claim pricing

Jiri Hoogland and Dimitri Neumann

9905005: A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions

Giulia Iori

9905003: Futures Exchange Innovations: Reinforcement versus Cannibalism

Joost M.E. Pennings and Raymond M. Leuthold

9905002: Commodity Futures Contract Viability: A Multidisciplinary Approach

Joost M.E. Pennings and Raymond M. Leuthold

9905001: The Financial Industry's Challenge of Developing Commodity Derivatives

Joost M.E. Pennings and M.T.G. Meulenberg

9904006: What a Difference a Day Makes: On the Common Market Microstructure of Trading Days

Frank Gerhard, Dieter Hess and Winfried Pohlmeier

9904005: A Survey on Nonparametric Time Series Analysis

Siegfried Heiler

9904004: When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel

Guenter Franke, Richard C. Stapleton and Marti G. Subrahmanyam

9904003: Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators

Joachim Inkmann

9904002: Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions

Nikolaus Hautsch