SIFR Research Report Series

From Institute for Financial Research
Institute for Financial Research Drottninggatan 89, SE-113 60 Stockholm, Sweden.
Contact information at EDIRC.
Bibliographic data for series maintained by Anki Helmer ().

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27: The Credit Cycle and the Business Cycle: New Findings Using the Loan Officer Opinion Survey

Cara Lown and Donald Morgan

26: The Evolution of Security Designs

Thomas Noe, Michael J. Rebello and Jun Wang

25: All Guts, No Glory: Trading and Diversification among Online Investors

Anders E.S. Anderson

24: Pseudo Market Timing: Fact or Fiction?

Magnus Dahlquist and Frank de Jong

23: Privatization and Stock Market Liquidity

Bernardo Bortolotti, Frank de Jong, Giovanna Nicodano and Ibolya Schindele

22: The Market Pricing of Accruals Quality

Jennifer Francis, Ryan LaFond, Per Olsson and Katherine Schipper

21: Hedging, Familiarity and Portfolio Choice

Massimo Massa and Andrei Simonov

20: One for the Gain, Three for the Loss

Anders E. S. Anderson

19: Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel

Paolo Giordani and Paul Söderlind

18: C-CAPM and the Cross-Section of Sharpe Ratios

Paul Söderlind

17: Dealer Behavior and Trading Systems in Foreign Exchange Markets

Geir Bjønnes and Dagfinn Rime

16: Rental Expectations and the Term Structure of Lease Rates

Eric Clapham and Åke Gunnelin

15: Valuing Corporate Liabilities

Jan Ericsson and Joel Reneby

14: Characteristics, Contracts and Actions: Evidence from Venture Capitalist Analyses

Steven Kaplan and Per Stromberg

13: Accounting Anomalies and Information Uncertainty

Jennifer Francis, Ryan LaFond, Per Olsson and Katherine Schipper

12: Implicit Forward Rents as Predictors of Future Rents

Peter Englund, Åke Gunnelin, Martin Hoesli and Bo Söderberg

11: Corporate Governance and the Home Bias

Magnus Dahlquist, Lee Pinkowitz, René Stulz and Rohan Williamson

10: Which Investors Fear Expropriation?

Mariassunta Giannetti and Andrei Simonov

9: The Euro Is Good After All: Corporate Evidence

Arturo Bris, Yrjö Koskinen and Mattias Nilsson

8: Expropriation Risk and Return in Global Equity Markets

Ravi Bansal and Magnus Dahlquist

7: What Factors Determine International Real Estate Security Returns?

Foort Hamelink and Martin Hoesli

6: Term Structures in the Office Rental Market in Stockholm

Åke Gunnelin and Bo Söderberg

5: Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market

Massimo Massa and Andrei Simonov

4: U.S. Exchange Rates and Currency Flows

Dagfinn Rime

3: Winner's Curse in Discriminatory Price Auctions: Evidence from the Norwegian Treasury Bill Auctions

Geir Bjønnes

2: Hedging Housing Risk

Peter Englund, Min Hwang and John Quigley

1: Foreigners´ Trading and Price Effects Across Firms

Magnus Dahlquist and Göran Robertsson