Finance

From University Library of Munich, Germany
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9710006: Firm Performance and Executive Compensation in the Savings and Loan Industry

Benjamin Hermalin and Nancy E. Wallace

9710005: Options on a Stock with Market-Dependent Volatility

J. Chalupa

9710003: The Random Yield Curve and Interest Rate Options

Meifang Chu

9710002: Financial Modeling and Option Theory with the Truncated Levy Process

Andrew Matacz

9709004: Royalty rates, sub licensing considerations and joint ventures

Elli Malki

9709003: The economic sense of royalty rates

Elli Malki

9709002: Intellectual property and the valuation of biotechnology

Elli Malki

9708002: French manufacturing firms and the capital gap since1985 - a credit rationing approach

SylvieCieply, Bernard Paranque and .

9707001: Noise Traders, Market Sentiment, and Futures Price Behavior

Dwight R. Sanders, Scott Irwin and Raymond M. Leuthold

9706005: From Financial Liberalization to Banking Failure: Starting on the Wrong Foot?

Klaus Fischer and Houcem Smaoui

9706004: Financial Liberalization Causes Banking System Fragility

Klaus Fischer and Martin Chenard

9706002: Equity of European Industriel Corporations from 1991 to 1993

Michel Delbreil, Bernard Paranque, Jose Ramon Cano, Hans Friderichs, Benoit Gress, Franz Partsch, Franco Varetto and .

9706001: Multifactor Generalization of "Discount-Bond Derivatives on a Recombining Binomial Tree"

J. Chalupa

9705003: Financial Liberalization: Commercial Bank's Blessing or Curse?

Klaus Fischer, Jean-Pierre Gueyie and Edgar Ortiz

9705001: An Analysis of the Profiles and Motivations of Habitual Commodity Speculators

W. Bruce Canoles, Sarahelen Thompson, Scott Irwin, Virginia G. France and .

9703002: Empirical Evidence on the Duration of Bank Relationships

Steven Ongena and David C. Smith

9703001: The Angular Distribution of Asset Returns in Delay Space

Roger Koppl and Carlo Nardone

9702005: The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act

William Crowder and Mark Wohar

9702003: Discount-Bond Derivatives on a Recombining Binomial Tree

J. Chalupa

9702002: Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market

William Crowder and Mark Wohar

9702001: Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange

Shing-yang Hu

9612004: Crop Yield and Price Distributional Effects on Revenue Hedging

Viswanath Tirupattur, Robert J. Hauser and Nabil M. Chaherli

9612003: Credit Rationing, Bankruptcy Cost, and Optimal Debt Contract for Small Business

Ying Yan

9612002: Financial constraints and economics behavior: the specificities of small manufacturing firms from 1985 to 1995

Bernard Paranque

9612001: Marchés, organisations de la production et rentabilité des entreprises industrielles françaises (The markets, organisations and profitability of french manufacturing firms)

Bernard Paranque, Dorothée Rivaud-Danset and Robert Salais

9610006: Implementing the efficient allocation in a model of financial intermediation

Edward Green and Ping Lin

9610005: New Stock Market Model

Brian Thomas

9610004: Optimal Asset Rebalancing in the Presence of Transactions Costs

Hayne Leland

9610003: Randomization and the American Put

Peter Carr

9610002: Trading Frequency and Event Study Test Specification

Arnold Cowan and Anne M.A. Sergeant

9610001: Ex-ante Efficiency of Bankruptcy Procedures

Francesca Cornelli and Leonardo Felli

9609004: Risk Measurement: An Introduction to Value at Risk

Thomas J. Linsmeier and Neil Pearson

9609003: Evaluating the Hedging Potential of the Lean Hog Futures Contract

Mark W. Ditsch and Raymond M. Leuthold

9609002: Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio

Pin-Huang Chou

9609001: Noise Trader Demand in Futures Markets

Dwight R. Sanders, Scott Irwin and Raymond M. Leuthold

9608002: Stock Price Volatility in a Multiple Security Overlapping Generations Model

Matthew Spiegel

9608001: Toeholds and Takeovers

Jeremy Bulow, Ming Huang and Paul Klemperer

9607009: Option Valuation and the Price of Risk

John Chalupa

9607002: Valuing Finite-Lived Options as Perpetual

Peter Carr

9607001: Substitution, Risk Aversion, Taste Shocks and Equity Premia

Michel Normandin and Pascal St-Amour

9606001: Convertible Exchangeable Preferred Stock

Arnold Cowan

9605002: Fairly Priced Deposit Insurance and Bank Charter Policy

Roger Craine

9605001: IMPROVING VALUE-AT-RISK ESTIMATES BY COMBINING KERNEL ESTIMATION WITH HISTORICAL SIMULATION

J. Butler and Barry Schachter

9604001: Precautionary Portfolio Behavior from a Life-Cycle Perspective

Carol C. Bertaut and Michael Haliassos

9602002: Analytic Representations and Approximations to American Option Pricing

B. S. Balakrishna

9602001: The CAPM-Extended Divisia Monetary Aggregate with Exact Tracking under Risk

William Barnett and Yi Liu

9601001: OPTION PRICING & PARTIAL HEDGING: THEORY OF POLISH OPTIONS

Erik Aurell and Karol Zyczkowski

9511002: Evolution, Coordination, and Banking Panics

Ted Loch Temzelides

9511001: Beliefs, Competition, and Bank Runs

Ted Loch Temzelides and Bernardino Adao

9509001: PERFORMANCES ÉCONOMIQUES ET INVESTISSEMENT DES ENTREPRISE INDUSTRIELLES FRANCAISES

Bernard Paranque

9508002: EQUITY AND RATE OF RETURN: ARE SMALL MANUFACTURING FIRMS HANDICAPPED BY THEIR OWN SUCCESS?

Bernard Paranque

9508001: Financement, investissement et performances des entreprises industrielles françaises

Bernard Paranque

9507009: Long-Lived Information and Intraday Patterns

Kerry Back and Hal Pedersen

9507008: Long-Lived Information and Intraday Patterns

Kerry Back and Hal Pedersen

9507007: Heteroscedasticity models on the BSE

Susan Thomas

9507006: Do `speculative traders' increase Stock Price Volatility? Empirical evidence from the Bombay Stock Exchange

Venkat Eleswarapu and Chandrasekhar Krishnamurti

9507005: Liquidity, stock returns and ownership structure: an empirical study of the BSE

Venkat Eleswarapu and Chandrasekhar Krishnamurti

9507004: The Indian IPO Market: Suggestions for Institutional Arrangements

Ajay Shah

9507003: The Indian IPO Market: Empirical Facts

Ajay Shah

9507002: The impact of speculation upon volatility and market efficiency: The badla experience on the BSE

Ajay Shah

9507001: The Tale of One Market Inefficiency: Abnormal Returns around GDR Issues by Indian Firms

Ajay Shah

9503002: On the Peculiar Distribution of the U.S. Stock Indeces' Digits

Eduardo Ley

9503001: Takeover Bidding with Toeholds: The Case of the Owner's Curse

Rajdeep Singh

9411002: Evaluating Neural Network Predictors by Bootstrapping

Blake Lebaron and Andreas S. Weigend

9411001: Chaos and Nonlinear Forecastability in Economics and Finance

Blake Lebaron

9410001: Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing

Chongmin Kim

9409001: Bubbles and Market Crashes

Michael Youssefmir, Bernardo Huberman and Tad Hogg

9404002: A REEXAMINATION OF THE RELATIONSHIP BETWEEN PREFERENCES AND MOMENT ORDERINGS BY RATIONAL RISK AVERSE INVESTORS

Patrick L. Brockett and James R. Garven

9404001: REINSURANCE, TAXES AND EFFICIENCY: A CONTINGENT CLAIMS MODEL OF INSURANCE MARKET EQUILIBRIUM

James R. Garven and Henri Loubergé

9402001: THE CAPM IS ALIVE AND WELL

Ravi Jagannathan and Zhenyu Wang

9401002: Are there Psychological Barriers in the Dow-Jones Index?

Eduardo Ley and Hal Varian

9401001: Finance Constraints or Free Cash Flow? The Impact of Asymmetric Information on Investment

Robert Carpenter

9310001: Adverse Selection in Credit Markets with Costly Screening

Cheng Wang and Stephen Williamson

9308001: Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living

Philip Dybvig

9307001: A Further Re-Examination of the Contrarian Investment Strategy: Evidence from Multivariate Tests

Pin-Huang Chou and Robert Parks