Report NEP-FIN-2001-04-11

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. 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:

• Vesala, Jukka & Gropp, Reint, 2001. "Deposit insurance and moral hazard: does the counterfactual matter?," Working Paper Series 47, European Central Bank.
• Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Discussion Papers in Economics at the University of Washington 0011, Department of Economics at the University of Washington.
• Rene M. Stulz & Rohan Williamson, 2001. "Culture, Openness, and Finance," NBER Working Papers 8222, National Bureau of Economic Research, Inc.
• Item repec:fth:calaec:1-00 is not listed on IDEAS anymore

• Marcel Boyer & Armel Jacques & Michel Moreaux, 2001. "Bankruptcy Cost, Financial Structure and Technological Flexibility Choices," CIRANO Working Papers 2001s-27, CIRANO.
• Amilon, Henrik, 2001. "Comparison of Mean-Variance and Exact Utility Maximization in Stock Portfolio Selection," Working Papers 2001:4, Lund University, Department of Economics.
• John Y. Campbell & Robert J. Shiller, 2001. "Valuation Ratios and the Long-Run Stock Market Outlook: An Update," NBER Working Papers 8221, National Bureau of Economic Research, Inc.
• Amilon, Henrik & Byström, Hans, 1998. "The Search for Chaos and Nonlinearities in Swedish Stock Index Returns," Working Papers 1998:6, Lund University, Department of Economics.
• Bengt Holmstrom & Steven N. Kaplan, 2001. "Corporate Governance and Merger Activity in the U.S.: Making Sense of the 1980s and 1990s," NBER Working Papers 8220, National Bureau of Economic Research, Inc.
• Amilon, Henrik, 2001. "A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances," Working Papers 2001:5, Lund University, Department of Economics, revised 03 Aug 2001.
• Jonathan Levin, 2000. "Relational Incentive Contracts," Working Papers 01002, Stanford University, Department of Economics.
• Rainald Borck, 2001. "Investment and the tragedy of the commons," Economics Bulletin, AccessEcon, vol. 4(2), pages 1-6.
• Roberto Serrano & Sandeep Baliga, 2001. "Multilateral negotiations with private side-deals: a multiplicity example," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-7.
• Item repec:fth:calaec:8-00 is not listed on IDEAS anymore

• Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Is There a Structural Break in the Equity Premium?," Discussion Papers in Economics at the University of Washington 0024, Department of Economics at the University of Washington.
• Item repec:fth:calaec:3-00 is not listed on IDEAS anymore

• Larry G. Epstein & Stanley E. Zin, 1991. "The Independence Axiom and Asset Returns," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc.
• Amilon, Henrik, 2001. "GARCH Estimation and Discrete Stock Prices," Working Papers 2001:6, Lund University, Department of Economics, revised 03 Aug 2001.
• Item repec:fth:calaec:4-00 is not listed on IDEAS anymore

• Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?," Discussion Papers in Economics at the University of Washington 0023, Department of Economics at the University of Washington.
• Heshmati, Almas, 2001. "The Dynamics of Capital Structure: Evidence from Swedish Micro and Small Firms," SSE/EFI Working Paper Series in Economics and Finance 0440, Stockholm School of Economics.
• Item repec:fth:calaec:10-00 is not listed on IDEAS anymore

• Fahad Khalil & Jacques Lawarree, 2000. "CATCHING THE AGENT ON THE WRONG FOOT: ex post choice of monitoring," Discussion Papers in Economics at the University of Washington 0006, Department of Economics at the University of Washington.
• James M. Poterba, 2001. "Taxation and Portfolio Structure: Issues and Implications," NBER Working Papers 8223, National Bureau of Economic Research, Inc.
• Laurent Martin, 2000. "Bidding for Firms: An Asymmetric Auction of Interjurisdictional Competition," Discussion Papers in Economics at the University of Washington 0012, Department of Economics at the University of Washington.
• Item repec:wop:cirano:2001s29 is not listed on IDEAS anymore

• Fahad Khalil & Jacques Lawarree, 2000. "On Commitment and Collusion in Auditing," Discussion Papers in Economics at the University of Washington 0001, Department of Economics at the University of Washington.