Finance

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0512034: The Indexing Paradox -- Be Thankful for Irrational Investors

David Eagle

0512033: The Interaction between Technical Currency Trading and Exchange Rate Fluctuations

Stephan Schulmeister

0512030: Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading

Gonzalo Cortazar, Alejandro Bernales and Diether Beuermann

0512029: The Dynamics of the Short-Term Interest Rate in the UK

Diether Beuermann, Antonios Antoniou and Alejandro Bernales

0512028: The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange

Dimitris Kenourgios, Aristeidis Samitas and Spyros Papathanasiou

0512027: A Wavelet Analysis of MENA Stock Markets

Marco Gallegati

0512026: How Independent are Independent Directors? The Case of Italy

Paolo Santella, Giulia Paone and Carlo Drago

0512025: FINANCIAL MARKETS AND INSTITUTIONS: IMPORTANT FUNCTIONS

Fadil Govori

0512024: How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York

Ingyu Chiou, James Jordan- Wagner and Hai-Chin Yu

0512023: Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription

Dimitris Kenourgios, Spyros Papathanasiou and Emmanouil Rafail Melas

0512022: Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies

Aristeidis Samitas and Dimitris Kenourgios

0512021: APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF AGRICULTURAL COMMODITIES

Tony Guida and Olivier Matringe

0512020: El Mercado Secundario de Deuda en Chile

Vicente Lazen

0512019: SECURITIES MARKETS AND SOCIAL CAPITAL INTEGRATION IN AFRICA: RISKS AND POLICY OPTIONS

Godwin Nwaobi

0512018: Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract

Dimitris Kenourgios, Aristeidis Samitas and Panagiotis Drosos

0512017: Do European Stock Markets Affect Latin American Stock Markets?

Andrés Rivas, Rahul Verma, Antonio Rodriguez and Pedro Albuquerque

0512016: Wissensmanagement und Controlling: Eine Forschungsperspektive? [Engl.: Knowledge Management and Management Control Systems: A New Research Field?]

Jennifer Kunz and Stefan Linder

0512015: TESTING EFFICIENCY AND THE UNBIASEDNESS HYPOTHESIS OF THE EMERGING GREEK FUTURES MARKET

Dimitris Kenourgios

0512014: PRICE DISCOVERY IN THE ATHENS DERIVATIVES EXCHANGE: EVIDENCE FOR THE FTSE/ASE-20 FUTURES MARKET

Dimitris Kenourgios

0512013: Phase Distribution and Phase Correlation of Financial Time Series

Ming-Chya Wu, Ming-Chang Huang, Hai-Chin Yu and Thomas Chiang

0512012: Common Structures of Asset-Backed Securities and Their Risks

Tarun Sabarwal

0512011: Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market

Dimitris Kenourgios and Nikolaos Pavlidis

0512010: TESTING EFFICIENCY OF THE COPPER FUTURES MARKET: NEW EVIDENCE FROM LONDON METAL EXCHANGE

Dimitris Kenourgios and Aristeidis Samitas

0512009: TENDENCAT NË PROCESIN E FINANCIMIT TË AKTIVITETIT

Fadil Govori

0512008: PAVARSIA E BANKËS QENDRORE

Fadil Govori

0512007: Financial Health of Credit Cooperatives in the state of Maharashtra in India: Case Studies of DCCCBs

Deepak Shah

0512006: Expectations, Bond Yields and Monetary Policy

Albert Chun

0512005: Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000)

Anthony Murphy and Marwan Izzeldin

0512004: RURAL CREDIT DELIVERY IN MAHARASHTRA: EXPERIENCES WITH FORMAL AND INFORMAL LENDING INSTITUTIONS

Deepak Shah

0512003: Resurrection of Rural Credit Delivery System in Maharashtra, India

Deepak Shah

0512002: Mapping Strategies for Efficient Rural Credit Delivery System through Cooperatives in Maharashtra

Deepak Shah

0512001: Options Pricing with Arithmetic Brownian Motion and its Implication for Risk-Neutral Valuation

Qiang Liu

0511018: Defaultable Puttable/Callable Bond Valuation: A 3D Finite Difference Model

David Wang and Heng-Chih Chou

0511017: Link-save trading and pricing of contingent claims

Katsiaryna Kaval and Ilya Molchanov

0511016: Libor Market Model and Gaussian HJM explicit approaches to option on composition

Marc Henrard

0511015: Valuing defaultable bonds: an excursion time approach

Martina Nardon

0511014: FUNKSIONET E NDËRMJETËSIMIT FINANCIAR

Fadil Govori

0511013: Why Companies Go Private in Emerging Markets? Evidence from Poland

Oskar Kowalewski and Krzysztof Jackowicz

0511012: On the Financial Repression in Japan During the High Growth Period (1953-73)

Murat A. Yülek

0511011: INVESTITORËT INSTITUCIONALË

Fadil Govori

0511010: Burimet e Financimit

Fadil Govori

0511009: Ex Ante Versus Ex Post Regulation of Bank Capital

Arup Daripa and Simone Varotto

0511008: ACCOUNTING IN CONTEXT OF COMMUNICATION, LANGUAGE, AND INFORMATION

Stanley Salvary

0511007: Time Varying Sensitivities on a GRID architecture

Mattia Ciprian and Stefano d'Addona

0511006: Information Quality and Stock Returns Revisited

Frode Brevik and Stefano d'Addona

0511005: Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model

Paolo Pianca

0511004: Ownership Concentration and Restructuring in Czech Manufacturing Sector

Ondrej Vychodil

0511003: GOVERNING OF FINANCE SUPPLY IN BULGARIAN FARMS

Hrabrin Bachev

0511002: The Foresight Bias in Monte-Carlo Pricing of Options with Early

Christian Fries

0511001: General option exercise rules, with applications to embedded options and monopolistic expansion

Svetlana Boyarchenko and Sergei Levendorskii