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 Updated January, 4 2010 234.510 documents processed, 5.249.629 references and 2.248.145 citations

 

 
 

EconWPA / Finance

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.18264622060.230.09
19970.030.183133401040.130.09
19980.110.21296857633.310.030.13
19990.120.292412460714.350.210.17
20000.340.391010531800.2
20010.260.37265234911.150.190.18
20020.280.425811136102080.140.2
20030.250.431119484219.5110.10.21
20040.210.492753901693522.91020.370.24
20050.210.52551213868017.5330.130.29
20060.130.53555307000.28
20070.110.4402602800.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
IdI: Immediacy Index: CiY / Documents.
 
AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

 

Most cited documents in this series:

(1) RePEc:wpa:wuwpfi:9903005 Toeholds and Takeovers (1999).
Cited: 74 times.

(2) RePEc:wpa:wuwpfi:9808005 Is the Short Rate Drift Actually Nonlinear? (1998).
Cited: 31 times.

(3) RePEc:wpa:wuwpfi:0111004 The Market Price of Aggregate Risk and the Wealth Distribution (2001).
Cited: 27 times.

(4) RePEc:wpa:wuwpfi:0412006 A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions (2004).
Cited: 27 times.

(5) RePEc:wpa:wuwpfi:0412002 Does Investor Misvaluation Drive the Takeover Market? (2004).
Cited: 25 times.

(6) RePEc:wpa:wuwpfi:0207015 Asset Pricing Under The Quadratic Class (2002).
Cited: 24 times.

(7) RePEc:wpa:wuwpfi:0403001 Finance and the Business Cycle: International, Inter-industry Evidence (2004).
Cited: 22 times.

(8) RePEc:wpa:wuwpfi:0404016 Further evidence on the link between finance and growth: An international analysis of community banking and economic performance (2004).
Cited: 21 times.

(9) RePEc:wpa:wuwpfi:0404017 Further evidence on the link between finance and growth: An international analysis of community banking and economic performance (2004).
Cited: 19 times.

(10) RePEc:wpa:wuwpfi:0307003 International Evidence on Financial Derivatives Usage (2003).
Cited: 19 times.

(11) RePEc:wpa:wuwpfi:0210005 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment (2002).
Cited: 16 times.

(12) RePEc:wpa:wuwpfi:9902005 Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms (1999).
Cited: 16 times.

(13) RePEc:wpa:wuwpfi:0407005 Consistent high-precision volatility from high-frequency data (2004).
Cited: 16 times.

(14) RePEc:wpa:wuwpfi:0207014 Design and Estimation of Quadratic Term Structure Models (2002).
Cited: 16 times.

(15) RePEc:wpa:wuwpfi:0501011 Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality (2005).
Cited: 15 times.

(16) RePEc:wpa:wuwpfi:9904004 When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel. (1999).
Cited: 14 times.

(17) RePEc:wpa:wuwpfi:0207008 Accouting for Biases in Black-Scholes (2002).
Cited: 14 times.

(18) RePEc:wpa:wuwpfi:0404023 Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers? (2004).
Cited: 13 times.

(19) RePEc:wpa:wuwpfi:9712007 Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches (1997).
Cited: 13 times.

(20) RePEc:wpa:wuwpfi:9803001 Volume, Volatility, Price and Profit When All Traders Are Above Average (1998).
Cited: 13 times.

(21) RePEc:wpa:wuwpfi:0405003 Simulation-based stress testing of banks’ regulatory capital adequacy (2004).
Cited: 13 times.

(22) RePEc:wpa:wuwpfi:0207011 Time-Changed Levy Processes and Option Pricing (2002).
Cited: 11 times.

(23) RePEc:wpa:wuwpfi:0405001 Equilibrium in financial markets with adverse selection (2004).
Cited: 11 times.

(24) RePEc:wpa:wuwpfi:0404021 Investor protection and business creation (2004).
Cited: 11 times.

(25) RePEc:wpa:wuwpfi:0411007 Fractional calculus and continuous-time finance (2004).
Cited: 11 times.

(26) RePEc:wpa:wuwpfi:0412001 Do Investors Overvalue Firms With Bloated Balance Sheets? (2004).
Cited: 10 times.

(27) RePEc:wpa:wuwpfi:9610002 Trading Frequency and Event Study Test Specification (1996).
Cited: 10 times.

(28) RePEc:wpa:wuwpfi:0504008 Econometric Tests of Asset Price Bubbles: Taking Stock (2005).
Cited: 10 times.

(29) RePEc:wpa:wuwpfi:0201003 Stealth-Trading: Which Traders Trades Move Stock Prices? (2002).
Cited: 9 times.

(30) RePEc:wpa:wuwpfi:0409015 Variance Risk Premia (2004).
Cited: 9 times.

(31) RePEc:wpa:wuwpfi:0411008 Fractional calculus and continuous-time finance II: the waiting- time distribution (2004).
Cited: 9 times.

(32) RePEc:wpa:wuwpfi:0404015 An approach to bank insolvency in transition and emerging economies (2004).
Cited: 9 times.

(33) RePEc:wpa:wuwpfi:9810003 Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints (1998).
Cited: 9 times.

(34) RePEc:wpa:wuwpfi:0312001 Consensus consumer and intertemporal asset pricing with heterogeneous beliefs (2003).
Cited: 9 times.

(35) RePEc:wpa:wuwpfi:0412005 Can Individual Investors Beat the Market? (2004).
Cited: 8 times.

(36) RePEc:wpa:wuwpfi:9507003 The Indian IPO Market: Empirical Facts (1995).
Cited: 8 times.

(37) RePEc:wpa:wuwpfi:0411049 Information Reusability, Competition and Bank Asset Quality (2004).
Cited: 8 times.

(38) RePEc:wpa:wuwpfi:0112003 An Empirical Comparison of Default Swap Pricing Models (2001).
Cited: 8 times.

(39) RePEc:wpa:wuwpfi:0405017 A descriptive analysis of the Finnish treasury bond market 1991–1999 (2004).
Cited: 8 times.

(40) RePEc:wpa:wuwpfi:0310009 Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model (2003).
Cited: 7 times.

(41) RePEc:wpa:wuwpfi:0401002 Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes (2004).
Cited: 7 times.

(42) RePEc:wpa:wuwpfi:0404020 The role of market discipline in handling problem banks (2004).
Cited: 7 times.

(43) RePEc:wpa:wuwpfi:0405010 Optimal Currency Hedging (2004).
Cited: 7 times.

(44) RePEc:wpa:wuwpfi:9608001 Toeholds and Takeovers (1996).
Cited: 7 times.

(45) RePEc:wpa:wuwpfi:0411051 Competition, Risk Neutrality and Loan Commitments (2004).
Cited: 7 times.

(46) RePEc:wpa:wuwpfi:0210006 Why do European Venture Capital Companies syndicate? (2002).
Cited: 7 times.

(47) RePEc:wpa:wuwpfi:0412004 Good Day Sunshine: Stock Returns and the Weather (2004).
Cited: 7 times.

(48) RePEc:wpa:wuwpfi:0305008 On the Stability of Different Financial Systems (2003).
Cited: 6 times.

(49) RePEc:wpa:wuwpfi:0411015 Market Indicators, Bank Fragility, and Indirect Market Discipline (2004).
Cited: 6 times.

(50) RePEc:wpa:wuwpfi:9703002 Empirical Evidence on the Duration of Bank Relationships (1997).
Cited: 6 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

(1) RePEc:chb:bcchwp:344 Monetary Policy and House Prices: A Cross-Country Study (2005). Central Bank of Chile / Working Papers Central Bank of Chile

(2) RePEc:cpr:ceprdp:5341 Term Structure Estimation with Survey Data on Interest Rate Forecasts (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(3) RePEc:dnb:dnbwpp:060 Bond Market and Stock Market Integration in Europe (2005). Netherlands Central Bank, Research Department / DNB Working Papers

(4) RePEc:fip:fedgfe:2005-48 Term structure estimation with survey data on interest rate forecasts (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(5) RePEc:fip:fedgif:841 Monetary policy and house prices: a cross-country study (2005). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(6) RePEc:han:dpaper:dp-326 On the Rationale of Bank Lending in Pre-Crisis Thailand (2005). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(7) RePEc:ind:igiwpp:2005-007 Debt and corporate governance in emerging economies: Evidence from India (2005). Indira Gandhi Institute of Development Research, Mumbai, India / Indira Gandhi Institute of Development Research, Mumbai Working Papers

(8) RePEc:kap:fmktpm:v:19:y:2005:i:1:p:109-116 Pricing American-Style Options By Simulation (2005). Financial Markets and Portfolio Management

(9) RePEc:kap:fmktpm:v:19:y:2005:i:1:p:61-98 Price and Volume Effects Associated with 2003’s Major Reorganization of German Stock Indices (2005). Financial Markets and Portfolio Management

(10) RePEc:nbr:nberwo:11838 Persuasion in Finance (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(11) RePEc:ros:wpaper:52 The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market (2005). University of Rostock, Institute of Economics, Germany / Thünen-Series of Applied Economic Theory

(12) RePEc:ufg:qdsems:14-2005 Neural Networks to Predict Financial Time Series in a Minority Game Context (2005). Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia / Quaderni DSEMS

(13) RePEc:wpa:wuwpco:0511001 A comparison of different trading protocols in an agent-based market (2005). EconWPA / Computational Economics

(14) RePEc:wpa:wuwpem:0502003 Market price of risk implied by Asian-style electricity options (2005). EconWPA / Econometrics

(15) RePEc:wpa:wuwpem:0504005 Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange (2005). EconWPA / Econometrics

(16) RePEc:wpa:wuwpfi:0501009 Completing Markets in a One-Good, Pure Exchange Economy Without State-Contingent Securities (2005). EconWPA / Finance

(17) RePEc:wpa:wuwpfi:0502006 Rank Reduction of Correlation Matrices by Majorization (2005). EconWPA / Finance

(18) RePEc:wpa:wuwpfi:0502009 Generic Market Models (2005). EconWPA / Finance

(19) RePEc:wpa:wuwpfi:0502011 THE ACCOUNTING VARIABLE AND STOCK PRICE DETERMINATION (2005). EconWPA / Finance

(20) RePEc:wpa:wuwpfi:0503013 On the complete model with stochastic volatility by Hobson and Rogers (2005). EconWPA / Finance

(21) RePEc:wpa:wuwpfi:0506018 The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market (2005). EconWPA / Finance

(22) RePEc:wpa:wuwpfi:0507006 Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data. (2005). EconWPA / Finance

(23) RePEc:wpa:wuwpfi:0508006 The Degree of Stability of Price Diffusion (2005). EconWPA / Finance

(24) RePEc:wpa:wuwpfi:0509001 The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market (2005). EconWPA / Finance

(25) RePEc:wpa:wuwpfi:0509020 Calibration of the Hobson&Rogers model: empirical tests (2005). EconWPA / Finance

(26) RePEc:wpa:wuwpfi:0512034 The Indexing Paradox -- Be Thankful for Irrational Investors (2005). EconWPA / Finance

(27) RePEc:wpa:wuwpif:0503007 An Empirical Analysis of Equity Default Swaps (I): Univariate Insights (2005). EconWPA / International Finance

(28) RePEc:wpa:wuwpma:0502029 The Inflation Dynamics of Pegging Interest Rates (2005). EconWPA / Macroeconomics

(29) RePEc:wpa:wuwpma:0504028 Multiple Critiques of Woodford’s Model of a Cashless Economy (2005). EconWPA / Macroeconomics

(30) RePEc:wpa:wuwpma:0508006 Do Stockholders Share Risk More Effectively Than Non- stockholders? (2005). EconWPA / Macroeconomics

(31) RePEc:wpa:wuwpma:0512020 Pareto Efficiency vs. the Ad Hoc Standard Monetary Objective An Analysis of Inflation Targeting (2005). EconWPA / Macroeconomics

(32) RePEc:wpa:wuwpmi:0509004 The Pareto-Efficient Relativity of Relative Risk Aversion (2005). EconWPA / Microeconomics

(33) RePEc:wpa:wuwpri:0507004 Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model (2005). EconWPA / Risk and Insurance

Recent citations received in: 2004

(1) RePEc:bca:bocawp:04-30 The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital (2004). Bank of Canada / Working Papers

(2) RePEc:cfs:cfswop:wp200425 The Basel II Accord: Internal Ratings and Bank Differentiation (2004). Center for Financial Studies / CFS Working Paper Series

(3) RePEc:cpr:ceprdp:4231 Overconfidence and Delegated Portfolio Management (2004). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(4) RePEc:dgr:uvatin:20040016 Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements (2004). Tinbergen Institute / Tinbergen Institute Discussion Papers

(5) RePEc:ecl:ohidic:2004-15 Anticipation, Acquisitions and the Bidder Return Puzzle (2004). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(6) RePEc:ecl:ohidic:2004-19 Do Acquirers with More Uncertain Growth Prospects Gain Less from Acquisitions? (2004). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(7) RePEc:ecl:ohidic:2004-4 Do Tender Offers Create Value? New Methods and Evidence (2004). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(8) RePEc:ecl:ohidic:2004-8 Feedback and the Success of Irrational Investors (2004). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(9) RePEc:ecm:nasm04:526 Realized Variance and IID Market Microstructure Noise (2004). Econometric Society / Econometric Society 2004 North American Summer Meetings

(10) RePEc:ecm:nasm04:532 Do individual investors learn from their trading experience (2004). Econometric Society / Econometric Society 2004 North American Summer Meetings

(11) RePEc:fip:fedawp:2004-32 Debt maturity, risk, and asymmetric information (2004). Federal Reserve Bank of Atlanta / Working Paper

(12) RePEc:fip:fedbpp:04-6 Financial development, financial constraints, and the volatility of industrial output (2004). Federal Reserve Bank of Boston / Public Policy Discussion Paper

(13) RePEc:fip:fedgfe:2004-09 Testing for adverse selection and moral hazard in consumer loan markets (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(14) RePEc:fip:fedgfe:2004-60 Debt maturity, risk, and asymmetric information (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(15) RePEc:fip:fedhpr:y:2004:i:may:p:412-427 Bank orientation and industry specialization (2004). Proceedings

(16) RePEc:fiu:wpaper:0411 The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia (2004). Florida International University, Department of Economics / Working Papers

(17) RePEc:hhb:hastba:2004_009 How well do financial experts perform? A review of empirical research on performance of analysts, day-traders, forecasters, fund managers, investors, and stockbrokers (2004). Stockholm School of Economics / Working Paper Series in Business Administration

(18) RePEc:hhs:bofitp:2004_021 Probability of default models of Russian banks (2004). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers

(19) RePEc:hhs:bofrdp:2004_014 Asymmetric information in credit markets and entrepreneurial risk taking (2004). Bank of Finland / Research Discussion Papers

(20) RePEc:hhs:bofrdp:2004_017 The efficiency implications of financial conglomeration (2004). Bank of Finland / Research Discussion Papers

(21) RePEc:hhs:bofrdp:2004_025 Multihoming in the market for payment media: evidence from young Finnish consumers (2004). Bank of Finland / Research Discussion Papers

(22) RePEc:hhs:bofrdp:2004_026 Trading Nokia: The roles of the Helsinki vs the New York stock exchanges (2004). Bank of Finland / Research Discussion Papers

(23) RePEc:hhs:bofrdp:2004_028 Stable price level and changing prices (2004). Bank of Finland / Research Discussion Papers

(24) RePEc:hhs:bofrdp:2004_029 Equilibrium dynamics under lump-sum taxation in an exchange economy with skewed endowments (2004). Bank of Finland / Research Discussion Papers

(25) RePEc:hhs:bofrdp:2004_031 Robust monetary policy in the New-Keynesian framework (2004). Bank of Finland / Research Discussion Papers

(26) RePEc:igi:igierp:266 Active Financial Intermediation: Evidence on the Role of Organizational Specialization and Human Capital (2004). IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University / Working Papers

(27) RePEc:kap:jfsres:v:25:y:2004:i:2:p:85-133 The Past, Present, and Probable Future for Community Banks (2004). Journal of Financial Services Research

(28) RePEc:msh:ebswps:2004-5 Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(29) RePEc:nbr:nberwo:10200 Wealth Destruction on a Massive Scale? A Study of Acquiring-Firm Returns in the Recent Merger Wave (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(30) RePEc:nbr:nberwo:10536 Mergers and Acquisitions in the Pharmaceutical and Biotech Industries (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(31) RePEc:nbr:nberwo:10559 The Stock Market and Investment: Evidence from FDI Flows (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(32) RePEc:nbr:nberwo:10675 Portfolio Concentration and the Performance of Individual Investors (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(33) RePEc:nbr:nberwo:10773 Do Acquirers With More Uncertain Growth Prospects Gain Less From Acquisitions? (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(34) RePEc:nbr:nberwo:10813 Who Makes Acquisitions? CEO Overconfidence and the Markets Reaction (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(35) RePEc:nbr:nberwo:10852 The Cross-Section of Volatility and Expected Returns (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(36) RePEc:nbr:nberwo:10912 Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(37) RePEc:osu:osuewp:04-07 An Empirical Investigation of Collateral and Sorting in the HELOC Market (2004). Ohio State University, Department of Economics / Working Papers

(38) RePEc:rif:dpaper:891 Does Patenting Increase the Probability of Being Acquired? Evidence from Cross-border and Domestic Acquisitions. (2004). The Research Institute of the Finnish Economy / Discussion Papers

(39) RePEc:rif:dpaper:895 Inter-firm Collaboration and Electronic Business: Effects on Profitability in Finalnd. (2004). The Research Institute of the Finnish Economy / Discussion Papers

(40) RePEc:rif:dpaper:897 A Managerial Relevance of Maintenance of Work Abilility. A Finnish Perspective. (2004). The Research Institute of the Finnish Economy / Discussion Papers

(41) RePEc:rif:dpaper:898 Active Ageing Policies in Finland. (2004). The Research Institute of the Finnish Economy / Discussion Papers

(42) RePEc:rif:dpaper:900 Academic Spin-offs in Finnish Biotechnology. (2004). The Research Institute of the Finnish Economy / Discussion Papers

(43) RePEc:rif:dpaper:901 Diffusion of Digital Mobile Telephony - Are Devoloping Countries Different? (2004). The Research Institute of the Finnish Economy / Discussion Papers

(44) RePEc:rif:dpaper:903 Are There Biases in the Market Definition Procedure?. (2004). The Research Institute of the Finnish Economy / Discussion Papers

(45) RePEc:rif:dpaper:904 Foreign Ownership in Finland - Boosting Firm Performance and Changing Corporate Governance. (2004). The Research Institute of the Finnish Economy / Discussion Papers

(46) RePEc:rif:dpaper:909 The Education System in Finland - Development and Equality (2004). The Research Institute of the Finnish Economy / Discussion Papers

(47) RePEc:rif:dpaper:914 The Finnish EMU Buffers and the Labour Market under Asymmetric Shocks (2004). The Research Institute of the Finnish Economy / Discussion Papers

(48) RePEc:rif:dpaper:920 Analyzing Entrepreneurship with the Finnish Linked Employer-Employee Data (FLEED).Matching and qualitative properties of the data (2004). The Research Institute of the Finnish Economy / Discussion Papers

(49) RePEc:taf:acbsfi:v:14:y:2004:i:3:p:355-370 Information and communication technology: organisational challenges for Italian banks (2004). Accounting, Business and Financial History

(50) RePEc:taf:apfiec:v:14:y:2004:i:10:p:717-729 Volatility and risk estimation with linear and nonlinear methods based on high frequency data (2004). Applied Financial Economics

(51) RePEc:uct:uconnp:2004-09 Corporate Tax Avoidance and High Powered Incentives (2004). University of Connecticut, Department of Economics / Working papers

(52) RePEc:udt:wpbsdt:marketdiscipline Market Discipline in Emerging Economies: Beyond Bank Fundamentals (2004). Universidad Torcuato Di Tella / Business School Working Papers

(53) RePEc:udt:wpbsdt:systemicrisk Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies (2004). Universidad Torcuato Di Tella / Business School Working Papers

(54) RePEc:uno:wpaper:2004-11 Strategic trading against retail investors with disposition effects (2004). University of New Orleans, Department of Economics and Finance / Working Papers

(55) RePEc:uow:depec1:wp04-20 The Efficient Market Hypothesis: Is It Applicable to the Foreign Exchange Market? (2004). School of Economics, University of Wollongong, NSW, Australia / Economics Working Papers

(56) RePEc:upf:upfgen:786 Overconfidence and Market Efficiency with Heterogeneous Agents (2004). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

(57) RePEc:use:tkiwps:0517 Do Acquirers With More Uncertain Growth Prospects Gain Less From Acquisitions? (2004). Utrecht School of Economics / Working Papers

(58) RePEc:uts:rpaper:149 A Note on the Bias of using Futures Rates as a Proxy for the Instantaneous Forward Rate (2004). Quantitative Finance Research Centre, University of Technology, Sydney / Research Paper Series

(59) RePEc:wbk:wbrwps:3440 Market discipline under systemic risk - evidence from bank runs in emerging economies (2004). The World Bank / Policy Research Working Paper Series

(60) RePEc:wpa:wuwpem:0411013 Model Uncertainty, Complexity and Rank in Finance (2004). EconWPA / Econometrics

(61) RePEc:wpa:wuwpfi:0401001 Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns (2004). EconWPA / Finance

(62) RePEc:wpa:wuwpfi:0402014 Using the Scaling Analysis to Characterize Financial Markets (2004). EconWPA / Finance

(63) RePEc:wpa:wuwpfi:0403003 The Price of Gold: A Global Required Yield Theory (2004). EconWPA / Finance

(64) RePEc:wpa:wuwpfi:0404011 Tournaments in Mutual Fund Families (2004). EconWPA / Finance

(65) RePEc:wpa:wuwpfi:0404020 The role of market discipline in handling problem banks (2004). EconWPA / Finance

(66) RePEc:wpa:wuwpfi:0404022 Financial contracts and contingent control rights (2004). EconWPA / Finance

(67) RePEc:wpa:wuwpfi:0405015 Bank exit legislation in US, EU and Japanese financial centres (2004). EconWPA / Finance

(68) RePEc:wpa:wuwpfi:0405024 American options: the EPV pricing model (2004). EconWPA / Finance

(69) RePEc:wpa:wuwpfi:0406005 Mutual Fund Growth in Standard and Specialist Market Segments (2004). EconWPA / Finance

(70) RePEc:wpa:wuwpfi:0407014 Investment, Hedging, and Consumption Smoothing (2004). EconWPA / Finance

(71) RePEc:wpa:wuwpfi:0409014 Stochastic Skew in Currency Options (2004). EconWPA / Finance

(72) RePEc:wpa:wuwpfi:0409015 Variance Risk Premia (2004). EconWPA / Finance

(73) RePEc:wpa:wuwpfi:0409018 Multiple equilibrium overnight rates in a dynamic interbank market game (2004). EconWPA / Finance

(74) RePEc:wpa:wuwpfi:0409030 Capital Regulation and Credit Risk Taking : Empirical Evidence from Banks in Emerging Market Economies (2004). EconWPA / Finance

(75) RePEc:wpa:wuwpfi:0409034 The Changing Concept of Financial Risk (2004). EconWPA / Finance

(76) RePEc:wpa:wuwpfi:0409035 Visualization of Chaos for Finance Majors (2004). EconWPA / Finance

(77) RePEc:wpa:wuwpfi:0409037 Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 (2004). EconWPA / Finance

(78) RePEc:wpa:wuwpfi:0409042 Multiple equilibrium overnight rates in a dynamic interbank market game (2004). EconWPA / Finance

(79) RePEc:wpa:wuwpfi:0409046 Measuring Financial Cash Flow and Term Structure Dynamics (2004). EconWPA / Finance

(80) RePEc:wpa:wuwpfi:0410016 Optimal stopping made easy (2004). EconWPA / Finance

(81) RePEc:wpa:wuwpfi:0410018 Long-Run Regressions: Theory and Application to US Asset Markets (2004). EconWPA / Finance

(82) RePEc:wpa:wuwpfi:0410019 Proxying for Expected Returns with Price Earnings Ratios (2004). EconWPA / Finance

(83) RePEc:wpa:wuwpfi:0411008 Fractional calculus and continuous-time finance II: the waiting- time distribution (2004). EconWPA / Finance

(84) RePEc:wpa:wuwpfi:0411014 Waiting-times and returns in high-frequency financial data: an empirical study (2004). EconWPA / Finance

(85) RePEc:wpa:wuwpfi:0411017 Shareholder Preferences and Dividend Policy (2004). EconWPA / Finance

(86) RePEc:wpa:wuwpfi:0411018 Is Fairly Priced Deposit Insurance Possible? (2004). EconWPA / Finance

(87) RePEc:wpa:wuwpfi:0411027 Capital Requirements, Monetary Policy, and Aggregate Bank (2004). EconWPA / Finance

(88) RePEc:wpa:wuwpfi:0411031 A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchase and Dividends (2004). EconWPA / Finance

(89) RePEc:wpa:wuwpfi:0411032 The Valuation of Assets under Moral Hazard (2004). EconWPA / Finance

(90) RePEc:wpa:wuwpfi:0412003 Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades (2004). EconWPA / Finance

(91) RePEc:wpa:wuwpfi:0412005 Can Individual Investors Beat the Market? (2004). EconWPA / Finance

(92) RePEc:wpa:wuwpfi:0412008 A Generalized Earnings-Based Stock Valuation Model (2004). EconWPA / Finance

(93) RePEc:wpa:wuwpfi:0412011 Do Tender Offers Create Value? New Methods and Evidence (2004). EconWPA / Finance

(94) RePEc:wpa:wuwpfi:0412012 A piecewise linear model for trade sign inference (2004). EconWPA / Finance

(95) RePEc:wpa:wuwpfi:0412014 Why VAR Fails: Long Memory and Extreme Events in Financial Markets (2004). EconWPA / Finance

(96) RePEc:wpa:wuwpfi:0412016 Optimal Choice Models for Executing Time to American Options (2004). EconWPA / Finance

(97) RePEc:wpa:wuwpga:0404003 Banks equity stakes in borrowing firms: A corporate finance approach (2004). EconWPA / Game Theory and Information

(98) RePEc:wpa:wuwpio:0405003 Links between securities settlement systems: An oligopoly theoretic approach (2004). EconWPA / Industrial Organization

(99) RePEc:wpa:wuwpio:0409001 Getting Carried Away in Auctions as Imperfect Value Discovery (2004). EconWPA / Industrial Organization

(100) RePEc:wpa:wuwpio:0411005 Market Discipline in Indian Bank: Does the Data Tell a Story (2004). EconWPA / Industrial Organization

More than 100 citations. List broken...

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