Finance

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0408011: Regulatory Changes and New Banking: the Case of Canada

Christian Calmès

0408009: A local non-parametric model for trade sign inference

Adam Blazejewski and Richard Coggins

0408008: Do we understand delta hedging?

Daniel Badagnani

0408006: Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index

Don (Tissa) U. A. Galagedera and Piyadasa Edirisuriya

0408005: Relative Performance Evaluation Contracts and Asset Market Equilibrium

Sandeep Kapur and Allan Timmermann

0408004: Statistical Facts of Artificial Stock Market: Comparison with Indonesian Empirical Data

Hokky Situngkir and Yohanes Surya

0408003: Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes

Alon Raviv

0408002: Trends in the Canadian Financial System

Christian Calmès

0408001: Relative Performance Evaluation Contracts and Asset Market Equilibrium

Sandeep Kapur and Allan Timmermann

0407020: Empirical evidence on the incentives to hedge transaction and translation exposure

Niclas Hagelin and Bengt Pramborg

0407019: E-payments: modern complement to traditional payment systems

Stefan Heng

0407018: Swaptions: 1 price, 10 deltas, and... 6 1/2 gammas

Marc Henrard

0407017: Day-of-the-week effects in emerging stock markets

Syed A. Basher and Perry Sadorsky

0407016: The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets

Auke Plantinga, Franks Sortino and Robert van der Meer

0407015: Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6)

Farshid Jamshidian

0407014: Investment, Hedging, and Consumption Smoothing

Jianjun Miao and Neng Wang

0407013: Explaining the Beta, Size and Value Effects Under the Relative Value Theory

Silviu Iulian Alb

0407012: The Econophysics of the Brazilian Real-US Dollar Rate

Raul Matsushita, Iram Gleria, Annibal Figueiredo and Sergio Da Silva

0407011: Financial Volatility and Independent and Identically Distributed Variables

Annibal Figueiredo, Iram Gleria, Raul Matsushita and Sergio Da Silva

0407010: The Impact of the Internet on Financial Markets

Nicholas S. Economides

0407007: Goodwill des groupes français de 1992 à 2002 - French group goodwill from 1992 to 2002

Bernard Paranque

0407006: Why do banks hold capital in excess of regulatory requirements? A functional approach

Diemo Dietrich and Uwe Vollmer

0407005: Consistent high-precision volatility from high-frequency data

Fulvio Corsi, Gilles Zumbach, Ulrich Müller and Michel Dacorogna

0407004: Introducing a scale of market shocks

Gilles O. Zumbach, Michel Dacorogna, Jorgen L. Olsen and Richard B. Olsen

0407002: A Corporate Governance Reform as a Natural Experiment for Incentive Contracts

Christian Bayer and Carsten Burhop

0407001: Piyasa Mikroyapisina Giris

Cumhur Ekinci

0406015: La puissance publique promoteur de nouveaux modèles d’aide à la décision de financement

Nadine Levratto and Bernard Paranque

0406014: Problems of Evaluating Small Firms’ Quality as a Reason for Unfavourable Loan Conditions

Ingrid Groessl and Nadine Levratto

0406013: A SURVEY ON INVESTMENT PERFORMANCE APPRAISAL METHODS WITH SPECIAL REFERENCE TO DATA ENVELOPMENT ANALYSIS

Don (Tissa) U. A. Galagedera

0406012: Beta Risk and Regime Shift in Market Volatility

Roland Shami and Don (Tissa) U. A. Galagedera

0406011: Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities

Don (Tissa) U. A. Galagedera and Roland Shami

0406010: A survey on risk-return analysis

Don (Tissa) U. A. Galagedera

0406009: Optimal Lender of Last Resort Policy in Different Financial Systems

Falko Fecht and Marcel Tyrell

0406008: Does Ownership Structure Influence Firm Value? Evidence from India

Jayesh Kumar

0406007: Efficiency of Islamic Banks: an Empirical Analysis of 18 Banks

Donsyah Yudistira

0406006: Linkages between Stock Prices and Exchange Rates in the EU and the United States

Daniel Stavarek

0406005: Mutual Fund Growth in Standard and Specialist Market Segments

Stefan Ruenzi

0406004: Risk Measure Pricing and Hedging in Incomplete Markets

Mingxin Xu

0406003: Criticality

Sergio Da Silva

0406002: Exponentially Damped Levy Flights

Sergio Da Silva

0406001: Efficiency tests in the Iberian stock markets

José Carlos Dias, Luís Miguel Lopes, Vitor Dias Martins and Jose Benzinho

0405034: What Drives Default and Prepayment on Subprime Auto Loans?

Erik Heitfield and Tarun Sabarwal

0405033: TECHNICAL ANALYSIS ON FOREIGN EXCHANGE: 1975 - 2004

Fernando Rubio

0405032: GARCH Option Pricing Under Skew

Sofiane Aboura

0405030: CONTRASTACION DE METODOLOGÍAS PARA EL CÁLCULO DE BETA DE MERCADO: EL CASO DE ESPAÑA

Fernando Rubio

0405029: A Theory for the Term Structure of Interest Rates

Thomas Alderweireld and Jean Nuyts

0405028: Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets

Sergio Da Silva

0405027: Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates

Sergio Da Silva

0405026: PATTERNS OF CORPORATE GOVERNANCE AND TECHNICAL EFFICIENCY IN ITALIAN MANUFACTURING

Sergio Destefanis and Vania Sena

0405025: INTRODUCTION A LA MICROSTRUCTURE DES MARCHES FINANCIERS

Cumhur Ekinci