Finance

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9904001: International Percussions of Direct Taxes

Wolfgang Eggert

9903006: Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes

Anders Johansen, Didier Sornette and Olivier Ledoit

9903005: Toeholds and Takeovers

Jeremy Bulow, Ming Huang and Paul Klemperer

9903004: The Potential Approach to Bond and Currency Pricing

Markus Leippold and Liuren Wu

9903002: Implicit Collusion in Dealer Markets with Different Costs of Market Making

Andreas Krause

9903001: Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited

Frank Riedel

9902009: Innovation and Market Value

Bronwyn H Hall

9902005: Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms

Bronwyn H Hall, Jacques MAIRESSE, Lee Branstetter and Bruno Crepon

9902004: "Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions

D. Sornette, P. Simonetti and J.V. Andersen

9902003: Utility based pricing of contingent claims

A. Gamba and Paolo Pellizzari

9902002: How to account for virtual arbitrage in the standard derivative pricing

Kirill Ilinski

9902001: Virtual Arbitrage Pricing Theory

Kirill Ilinski

9810004: Boom In, Bust Out: Young Households and the Housing Price Cycle

Francois Ortalo-Magne and Sven Rady

9810003: Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints

Francois Ortalo-Magne and Sven Rady

9810002: Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be?

Xiongwei Ju and Neil Pearson

9810001: A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens!

Peter Dunne

9809001: Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?

Martin Evans

9808005: Is the Short Rate Drift Actually Nonlinear?

David Chapman and Neil Pearson

9808004: Using Proxies for the Short Rate: When are Three Months Like an Instant?

David Chapman, John B. Long and Neil Pearson

9808002: Imperfect Information Leads to Complete Markets if Dividends are Diffusions

Frank Riedel

9808001: Financial Returns and Efficiency as seen by an Artificial Technical Analyst

Spyros P. Skouras

9805007: Electrodynamical model of quasi-efficient financial market

Kirill Ilinski and Alexander Stepanenko

9805006: A Dynamic Model of the Incorporation of New Information into Prices

Charles Geiss and Kyung-Seong Jeon

9805003: The Forecasting Value of New Crop Futures: A Decision-Making Framework

Dwight R. Sanders, Philip Garcia and Raymond M. Leuthold

9805002: Agricultural Applications of Value-at-Risk Analysis: A Perspective

Mark R. Manfredo and Raymond M. Leuthold

9805001: Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?

Anning Wei and Raymond M. Leuthold

9804005: The Transfer of Control in British and German IPOs

Marc Goergen

9804004: Optimal Hedging Strategies for the U.S. Cattle Feeder

Mikhail A. Noussinov and Raymond M. Leuthold

9804002: Beyond implied volatility: extracting information from option prices

Rama CONT

9803007: How Do Firms Choose Their Lenders? An Empirical Investigation

Miguel Cantillo and Julian Wright

9803006: Does Rationing of Shares Increase Revenues in Initial Public Offerings?

Pio Baake and Jörg Oechssler

9803005: The Rise and Fall of Bank Control in the United States: 1890-1939

Miguel Cantillo Simon

9803004: Generalized Binomial Trees

Jens Jackwerth

9803002: Recovering Risk Aversion from Option Prices and Realized Returns

Jens Jackwerth

9803001: Volume, Volatility, Price and Profit When All Traders Are Above Average

Terrance Odean

9802003: A discrete martingale model of pension fund guarantees in

Klaus P. Fischer

9802002: The Markov Chain Approximation Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem

Claus Munk

9801002: Do Brokers Misallocate Customer Trades? Evidence From Futures Markets

Hun Y. Park, Asani Sarkar and Lifan Wu

9801001: Efficient Monte Carlo Pricing of Basket Options

Paolo Pellizzari

9712009: Phenomenology of the interest curve

Jean-Philippe BOUCHAUD, Rama CONT, Nicole EL KAROUI, Marc Potters and Nicolas SAGNA

9712008: Herd behavior and aggregate fluctuations in financial markets

Rama CONT and Jean-Philippe BOUCHAUD

9712007: Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches

Anil Kumar Bera, Philip Garcia and Jae-Sun Roh

9712006: No-Arbitrage Bounds on Contingent Claims Prices with Convex Constraints on the Dollar Investments of the Hedge Portfolio

Claus Munk

9712005: Did Producer Hedging Opportunities in the Live Hog Contract Decline?

Fabio C. Zanini and Philip Garcia

9712003: Optimal Consumption/Investment Policies with Undiversifiable Income Risk and Borrowing Constraints

Claus Munk

9712002: Closed-End Fund Discounts in a Rational Agent Economy

Matthew Spiegel

9711005: The Random-Time Binomial Model

Dietmar P.J. Leisen

9711004: Market Efficiency and Marketing to Enhance Income of Crop Producers

Carl R. Zulauf and Scott H. Irwin

9711002: Intellectual Property Intensity (IPI) and the Value-Growth Effect

Elli Malki

9711001: The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle

Min-Kyoung Kim, Raymond M. Leuthold and .