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9904001: International Percussions of Direct Taxes Downloads
Wolfgang Eggert
9903006: Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes Downloads
Anders Johansen, Didier Sornette and Olivier Ledoit
9903005: Toeholds and Takeovers Downloads
Jeremy Bulow, Ming Huang and Paul Klemperer
9903004: The Potential Approach to Bond and Currency Pricing Downloads
Markus Leippold and Liuren Wu
9903002: Implicit Collusion in Dealer Markets with Different Costs of Market Making Downloads
Andreas Krause
9903001: Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited Downloads
Frank Riedel
9902009: Innovation and Market Value Downloads
Bronwyn Hall
9902005: Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms Downloads
Bronwyn Hall, Jacques Mairesse, Lee Branstetter and Bruno Crépon
9902004: "Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions Downloads
D. Sornette, P. Simonetti and J.V. Andersen
9902003: Utility based pricing of contingent claims Downloads
Andrea Gamba and Paolo Pellizzari
9902002: How to account for virtual arbitrage in the standard derivative pricing Downloads
Kirill Ilinski
9902001: Virtual Arbitrage Pricing Theory Downloads
Kirill Ilinski
9810004: Boom In, Bust Out: Young Households and the Housing Price Cycle Downloads
Francois Ortalo-Magne and Sven Rady
9810003: Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints Downloads
Francois Ortalo-Magne and Sven Rady
9810002: Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be? Downloads
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! Downloads
Peter Dunne
9809001: Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation? Downloads
Martin Evans
9808005: Is the Short Rate Drift Actually Nonlinear? Downloads
David Chapman and Neil Pearson
9808004: Using Proxies for the Short Rate: When are Three Months Like an Instant? Downloads
David Chapman, John B. Long and Neil Pearson
9808002: Imperfect Information Leads to Complete Markets if Dividends are Diffusions Downloads
Frank Riedel
9808001: Financial Returns and Efficiency as seen by an Artificial Technical Analyst Downloads
Spyros Skouras
9805007: Electrodynamical model of quasi-efficient financial market Downloads
Kirill Ilinski and Alexander Stepanenko
9805006: A Dynamic Model of the Incorporation of New Information into Prices Downloads
Charles Geiss and Kyung-Seong Jeon
9805003: The Forecasting Value of New Crop Futures: A Decision-Making Framework Downloads
Dwight R. Sanders, Philip Garcia and Raymond M. Leuthold
9805002: Agricultural Applications of Value-at-Risk Analysis: A Perspective Downloads
Mark R. Manfredo and Raymond M. Leuthold
9805001: Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes? Downloads
Anning Wei and Raymond M. Leuthold
9804005: The Transfer of Control in British and German IPOs Downloads
Marc Goergen
9804004: Optimal Hedging Strategies for the U.S. Cattle Feeder Downloads
Mikhail A. Noussinov and Raymond M. Leuthold
9804002: Beyond implied volatility: extracting information from option prices Downloads
Rama Cont
9803007: How Do Firms Choose Their Lenders? An Empirical Investigation Downloads
Miguel Cantillo and Julian Wright
9803006: Does Rationing of Shares Increase Revenues in Initial Public Offerings? Downloads
Pio Baake and Jörg Oechssler
9803005: The Rise and Fall of Bank Control in the United States: 1890-1939 Downloads
Miguel Cantillo Simon
9803004: Generalized Binomial Trees Downloads
Jens Jackwerth
9803002: Recovering Risk Aversion from Option Prices and Realized Returns Downloads
Jens Jackwerth
9803001: Volume, Volatility, Price and Profit When All Traders Are Above Average Downloads
Terrance Odean
9802003: A discrete martingale model of pension fund guarantees in Downloads
Klaus Fischer
9802002: The Markov Chain Approximation Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem Downloads
Claus Munk
9801002: Do Brokers Misallocate Customer Trades? Evidence From Futures Markets Downloads
Hun Y. Park, Asani Sarkar and Lifan Wu
9801001: Efficient Monte Carlo Pricing of Basket Options Downloads
Paolo Pellizzari
9712009: Phenomenology of the interest curve Downloads
Jean-Philippe Bouchaud, Rama Cont, Nicole EL Karoui, Marc Potters and Nicolas Sagna
9712008: Herd behavior and aggregate fluctuations in financial markets Downloads
Rama Cont and Jean-Philippe Bouchaud
9712007: Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches Downloads
Anil 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 Downloads
Claus Munk
9712005: Did Producer Hedging Opportunities in the Live Hog Contract Decline? Downloads
Fabio C. Zanini and Philip Garcia
9712003: Optimal Consumption/Investment Policies with Undiversifiable Income Risk and Borrowing Constraints Downloads
Claus Munk
9712002: Closed-End Fund Discounts in a Rational Agent Economy Downloads
Matthew Spiegel
9711005: The Random-Time Binomial Model Downloads
Dietmar P.J. Leisen
9711004: Market Efficiency and Marketing to Enhance Income of Crop Producers Downloads
Carl R. Zulauf and Scott Irwin
9711002: Intellectual Property Intensity (IPI) and the Value-Growth Effect Downloads
Elli Malki
9711001: The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle Downloads
Min-Kyoung Kim, Raymond M. Leuthold and .
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