Finance

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0405024: American options: the EPV pricing model

Svetlana Boyarchenko and Sergei Levendorskii

0405023: Banking sector output and labour productivity in six European countries

Leena Mörttinen

0405022: Return-volatility linkages in the international equity and currency markets

Bill B. Francis, Iftekhar Hasan and Delroy M. Hunter

0405021: Levy Flights, Autocorrelation, and Slow Convergence

Sergio Da Silva

0405020: Autocorrelation and the Sum of Stochastic Variables

Sergio Da Silva

0405018: Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates

Sergio Da Silva

0405017: A descriptive analysis of the Finnish treasury bond market 1991–1999

Matti Keloharju, Markku Malkamäki, Kjell G. Nyborg and Kristian Rydqvist

0405016: Practical guide to real options in discrete time

Svetlana Boyarchenko and Sergei Levendorskii

0405015: Bank exit legislation in US, EU and Japanese financial centres

Peik Granlund

0405014: Firms' Dynamic Adjustment to Target Capital Structures in Transition Economies

R.T.A. de Haas and H.M.M. Peeters

0405013: DEMATERIALISING CAPITAL IN FINANCIAL FIRMS: AN OPTION BASED APPROACH

Ciccarelli Salvatore

0405012: Caught On Tape: Predicting Institutional Ownership With Order Flow

John Y. Campbell, Tarun Ramadorai and Tuomo Vuolteenaho

0405011: Real options and the universal bad news principle

Svetlana Boyarchenko and Sergei Levendorskii

0405010: Optimal Currency Hedging

Rui Albuquerque

0405009: EFICIENCIA SIMPLE DEL MERCADO DE RENTA FIJA EN CHILE

Fernando Rubio

0405008: Corporate Governance: Securities Market in Moldova

Natalia Fadeeva

0405007: Dynamic Adjustment of Corporate Leverage: Is there a lesson to learn from the Recent Asian Crisis?

Nigel L. Driffield, Vidya Mahambare and Sarmistha Pal

0405006: Agent-based Model Construction In Financial Economic System

Hokky Situngkir and Yohanes Surya

0405005: Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia

Hokky Situngkir and Yohanes Surya

0405004: Payment systems efficiency, policy approaches, and the role of the central bank

Tanai Khiaonarong

0405003: Simulation-based stress testing of banks’ regulatory capital adequacy

Samu Peura and Esa Jokivuolle

0405002: Economic evaluation of bank exit regimes in US, EU and Japanese financial centres

Peik Granlund

0405001: Equilibrium in financial markets with adverse selection

Tuomas Takalo and Otto Toivanen

0404023: Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?

Jose Maria Liberti

0404022: Financial contracts and contingent control rights

Jukka Vauhkonen

0404021: Investor protection and business creation

Ari Hyytinen and Tuomas Takalo

0404020: The role of market discipline in handling problem banks

David T. Llewellyn and David G. Mayes

0404019: The rigidity bias

Risto Herrala

0404018: Determinants of the loan loss allowance: some cross-country comparisons

Iftekhar Hasan and Larry D. Wall

0404017: Further evidence on the link between finance and growth: An international analysis of community banking and economic performance

Allen N. Berger, Iftekhar Hasan and Leora F. Klapper

0404016: Further evidence on the link between finance and growth: An international analysis of community banking and economic performance

Allen N. Berger, Iftekhar Hasan and Leora F. Klapper

0404015: An approach to bank insolvency in transition and emerging economies

David G. Mayes

0404014: INTANGIBLES Y VALORACION DE EMPRESAS: EVIDENCIA EMPIRICA

Fernando Rubio

0404013: On the origins of truncated Lévy flights

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

0404012: Family Matters: The Performance Flow Relationship in the Mutual Fund Industry

Alexander Kempf and Stefan Ruenzi

0404011: Tournaments in Mutual Fund Families

Alexander Kempf and Stefan Ruenzi

0404010: Gas Fired Power Plants: Investment Timing, Operating Flexibility and Abandonment

Stein-Erik Fleten and Erkka Näsäkkälä

0404009: On the Existence of Equilibrium Bank Runs in a Diamond-Dybvig Environment

Guilherme Carmona

0404008: Crescita, Innovazione Tecnologica e Mercato dei Capitali: il Ruolo del Venture Capital

Marco Arnone and Umberto Giacometti

0404007: Introduction to Market Microstructure

Cumhur Ekinci

0404005: Mark-up and Capital Structure of the Firm facing Uncertainty

Jean-Bernard Chatelain

0404004: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation

Gatfaoui Hayette

0404003: How Does Systematic Risk Impact Stocks? A Study On the French Financial Market

Gatfaoui Hayette

0404002: Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility

Hayette Gatfaoui and Chauveau Thierry

0404001: A Valuation Formula for Firms in the Early Stage of their Lifecycle

Christophe Faugere and Hany Shawky

0403006: Improving the Market Model: The 4-State Model Alternative

Octave JOKUNG and Jean-Christophe MEYFREDI

0403005: DF STRUCTURE MODELS FOR OPTIONS PRICING

Feng Dai and Zifu Qin

0403004: A General Theory of Stock Market Valuation and Return

Christophe Faugere and Julian Van Erlach

0403003: The Price of Gold: A Global Required Yield Theory

Christophe Faugere and Julian Van Erlach

0403002: The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets

Bernd Hayo and Ali M. Kutan