Report NEP-FIN-2005-08-13

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu issued this report. It is usually issued weekly.

This report is closed
Other reports in NEP-FIN

The following items were announced in this report:

• Michael R. King & Rasmus Fatum, 2005. "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers 05-21, Bank of Canada.
• Steffen Huck & Kai A. Konrad & Wieland Müller, 2005. "Merger without Cost Advantages," CESifo Working Paper Series 1461, CESifo.
• Alberto Bisin & Piero Gottardi, 2005. "Efficient Competitive Equilibria with Adverse Selection," CESifo Working Paper Series 1504, CESifo.
• Peter A. Zadrozny, 2005. "Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process," CESifo Working Paper Series 1505, CESifo.
• Rainer Niemann & Corinna Treisch, 2005. "Group Taxation, Asymmetric Taxation and Cross-Border Investment Incentives in Austria," CESifo Working Paper Series 1506, CESifo.
• Jesús Crespo-Cuaresma & Balázs Egert & Ronald MacDonald, 2005. "Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road towards a Honeymoon - Some Evidence from the ERM, ERM2 and Selected New EU Member States," CESifo Working Paper Series 1511, CESifo.
• Martin D. Dietz & Christian Keuschnigg, 2005. "A Growth Oriented Dual Income Tax," CESifo Working Paper Series 1513, CESifo.
• Dell'Ariccia, Giovanni & Marquez, Robert, 2005. "Lending Booms and Lending Standards," CEPR Discussion Papers 5095, C.E.P.R. Discussion Papers.
• Wei, Shang-Jin & Ju, Jiandong, 2005. "Endowment Versus Finance: A Wooden Barrel Theory of International Trade," CEPR Discussion Papers 5109, C.E.P.R. Discussion Papers.
• Favero, Carlo A., 2005. "Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns," CEPR Discussion Papers 5110, C.E.P.R. Discussion Papers.
• Salmon, Mark & Schleicher, Christoph & Hurd, Matthew, 2005. "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index," CEPR Discussion Papers 5114, C.E.P.R. Discussion Papers.
• Rigobon, Roberto & Pavlova, Anna, 2005. "Wealth Transfers, Contagion and Portfolio Constraints," CEPR Discussion Papers 5117, C.E.P.R. Discussion Papers.
• Ueda, Masako & Li, Fei, 2005. "CEO-Firm Match and Principal-Agent Problem," CEPR Discussion Papers 5119, C.E.P.R. Discussion Papers.
• Levine, Ross & Laeven, Luc, 2005. "Is There a Diversification Discount in Financial Conglomerates?," CEPR Discussion Papers 5121, C.E.P.R. Discussion Papers.
• Mitchell, Janet & Devriese, Johan, 2005. "Liquidity Risk in Securities Settlement," CEPR Discussion Papers 5123, C.E.P.R. Discussion Papers.
• Mayer, Colin & Fluck, Zsuzsanna, 2005. "Race to the Top or Bottom? Corporate Governance, Freedom of Reincorporation and Competition in Law," CEPR Discussion Papers 5133, C.E.P.R. Discussion Papers.
• Uppal, Raman & Garlappi, Lorenzo & DeMiguel, Victor, 2005. "How Inefficient is the 1/N Asset-Allocation Strategy?," CEPR Discussion Papers 5142, C.E.P.R. Discussion Papers.
• Miles, David & Cerny, Ales & ,, 2005. "The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets," CEPR Discussion Papers 5143, C.E.P.R. Discussion Papers.
• Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5148, C.E.P.R. Discussion Papers.
• Ongena, Steven & Giannetti, Mariassunta, 2005. "Financial Integration and Entrepreneurial Activity: Evidence from Foreign Bank Entry in Emerging Markets," CEPR Discussion Papers 5151, C.E.P.R. Discussion Papers.
• Acharya, Viral & Yorulmazer, Tanju, 2005. "Cash-in-the-Market Pricing and Optimal Bank Bailout Policy," CEPR Discussion Papers 5154, C.E.P.R. Discussion Papers.
• Andrea Morone, 2005. "Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment," Papers on Strategic Interaction 2005-20, Max Planck Institute of Economics, Strategic Interaction Group.
• Alessandro Beber & Cecilia Caglio, 2005. "Order Submission Strategies and Information: Empirical Evidence from the NYSE," FAME Research Paper Series rp146, International Center for Financial Asset Management and Engineering.
• Martin Hoesli & Elion Jani & André Bender, 2005. "Monte Carlo Simulations for Real Estate Valuation," FAME Research Paper Series rp148, International Center for Financial Asset Management and Engineering.
• Martin Hoesli & Jon Lekander, 2005. "Suggested vs. Actual Institutional Allocattion to Real Estate in Europe: A Matter of Size," FAME Research Paper Series rp149, International Center for Financial Asset Management and Engineering.
• Michael Rockinger & Maria Semenova, 2005. "Estimation of Jump-Diffusion Process vis Empirical Characteristic Function," FAME Research Paper Series rp150, International Center for Financial Asset Management and Engineering.
• Philippe Gaud & Martin HOesli & André Bender, 2005. "Debt Equity Choice in Europe," FAME Research Paper Series rp152, International Center for Financial Asset Management and Engineering.
• Nicoletta Ferro, 2005. "Value Through Diversity: Microfinance and Islamic Finance and Global Banking," Working Papers 2005.87, Fondazione Eni Enrico Mattei.
• Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005. "Bank Supervision and Corruption in Lending," NBER Working Papers 11498, National Bureau of Economic Research, Inc.
• Luc Laeven & Ross Levine, 2005. "Is There a Diversification Discount in Financial Conglomerates?," NBER Working Papers 11499, National Bureau of Economic Research, Inc.
• Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005. "Bank Concentration and Fragility: Impact and Mechanics," NBER Working Papers 11500, National Bureau of Economic Research, Inc.
• Jean Helwege & Christo Pirinsky & René M. Stulz, 2005. "Why Do Firms Become Widely Held? An Analysis of the ynamics of Corporate Ownership," NBER Working Papers 11505, National Bureau of Economic Research, Inc.
• Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005. "Futures Prices in a Production Economy with Investment Constraints," NBER Working Papers 11509, National Bureau of Economic Research, Inc.
• Andrea Frazzini & Owen A. Lamont, 2005. "Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns," NBER Working Papers 11526, National Bureau of Economic Research, Inc.
• Bruce N. Lehmann, 2005. "Notes for a Contingent Claims Theory of Limit Order Markets," NBER Working Papers 11533, National Bureau of Economic Research, Inc.
• Torsten Sløk & Mike Kennedy, 2004. "Factors Driving Risk Premia," OECD Economics Department Working Papers 385, OECD Publishing.
• Kwang-Yeol Yoo & Alain de Serres, 2004. "Tax Treatment of Private Pension Savings in OECD Countries and the Net Tax Cost Per Unit of Contribution to Tax-Favoured Schemes," OECD Economics Department Working Papers 406, OECD Publishing.
• William Tompson, 2004. "Banking Reform in Russia: Problems and Prospects," OECD Economics Department Working Papers 410, OECD Publishing.
• Nicola Brandt, 2004. "Business Dynamics in Europe," OECD Science, Technology and Industry Working Papers 2004/1, OECD Publishing.
• Carlos F. alves & Victor Mendes, 2005. "Institutional Investor Activism: Does the Portfolio Management Skill Matter?," FEP Working Papers 184, Universidade do Porto, Faculdade de Economia do Porto.
• Gary S. Shea, 2005. "Financial Market Analysis Can Go Mad (in the search for irrational behaviour during the South Sea Bubble)," CDMA Working Paper Series 200508, Centre for Dynamic Macroeconomic Analysis.
• Martin Smid, 2005. "Forecasting in Continuous Double Auction," Econometrics 0508002, University Library of Munich, Germany, revised 31 Dec 2005.
• Silvio John Camilleri, 2005. "An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta," Finance 0507021, University Library of Munich, Germany.
• Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
• Bernard Paranque & Walter Baets & Henry Pruden, 2005. "Agent Behaviour, Financial Market and Welfare Theory," Finance 0508001, University Library of Munich, Germany, revised 02 Aug 2005.
• Loukas Spanos & Demetrios Papoulias, 2005. "Corporate Governance as an instrument of change state owned Corporate Governance as an instrument of change state owned companies: The case of the Hellenic Telecommunications Organization," Finance 0508004, University Library of Munich, Germany.
• Cornelis A. Los, 2005. "The Degree of Stability of Price Diffusion," Finance 0508006, University Library of Munich, Germany.
• J.Ramon Martinez-Resano, 2005. "Size And Heterogeneity Matter. A Microstructure-Based Analysis Of Regulation Of Secondary Markets For Government Bonds," Finance 0508007, University Library of Munich, Germany.
• Panayotis Dessyllas & Alan Hughes, 2005. "R&D and Patenting Activity and the Propensity to Acquire in High Technology Industries," Industrial Organization 0507008, University Library of Munich, Germany.
• Panayotis Dessyllas & Alan Hughes, 2005. "The Revealed Preferences of High Technology Acquirers: An Analysis of the Characteristics of their Targets," Industrial Organization 0507009, University Library of Munich, Germany.
• Fatih Guvenen, 2005. "Do Stockholders Share Risk More Effectively Than Non- stockholders?," Macroeconomics 0508006, University Library of Munich, Germany.
• Chakriya Bowman, 2005. "Effective Cross-Hedging for Commodity Currencies," International and Development Economics Working Papers idec05-6, International and Development Economics.
• Nava Ashraf & Dean S. Karlan & Wesley Yin, 2005. "Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines," Working Papers 917, Economic Growth Center, Yale University.
• T. Biebuyck & Ariane Chapelle & Ariane Szafarz, 2005. "Les leviers de contrôle des actionnaires majoritaires," DULBEA Working Papers in, ULB -- Universite Libre de Bruxelles.
• Pierre-Guillaume Méon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," DULBEA Working Papers in, ULB -- Universite Libre de Bruxelles.
• Michel Beine & Oscar Bernal Diaz, 2005. "Why do Central Banks intervene secretly? preliminary evidence of the BoJ," DULBEA Working Papers in, ULB -- Universite Libre de Bruxelles.
• Ariane Chapelle & Ariane Szafarz, 2005. "Controlling firms through the majority voting rule," DULBEA Working Papers 05-05.RS., ULB -- Universite Libre de Bruxelles.
• Item repec:fiu:wpaper:0501 is not listed on IDEAS anymore

• Item repec:fiu:wpaper:0411 is not listed on IDEAS anymore

• Item repec:fiu:wpaper:0416 is not listed on IDEAS anymore

• Albert E. DePrince, 2005. "Impact of the IBBEA on the Structure of the U.S. Bank System: 1993-2003," Working Papers 200501, Middle Tennessee State University, Department of Economics and Finance.