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Review of Financial Studies Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228 The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988). (2) RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66 Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test (1988). (3) RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43 A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options. (1993). (4) RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40 A Theory of Intraday Patterns: Volume and Price Variability (1988). (5) RePEc:oup:rfinst:v:5:y:1992:i:3:p:357-86 Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement. (1992). (6) RePEc:oup:rfinst:v:3:y:1990:i:4:p:573-92 Pricing Interest-Rate-Derivative Securities. (1990). (7) RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33 Transmission of Volatility between Stock Markets. (1990). (8) RePEc:oup:rfinst:v:5:y:1992:i:2:p:153-80 Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World. (1992). (9) RePEc:oup:rfinst:v:9:y:1996:i:2:p:385-426 Testing Continuous-Time Models of the Spot Interest Rate. (1996). (10) RePEc:oup:rfinst:v:5:y:1992:i:2:p:199-242 Stock Prices and Volume. (1992). (11) RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107 Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options. (1996). (12) RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307 Correlations in Price Changes and Volatility across International Stock Markets. (1990). (13) RePEc:oup:rfinst:v:13:y:2000:i:4:p:959-84 The Interaction between Product Market and Financing Strategy: The Role of Venture Capital. (2000). (14) RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720 Modeling Term Structures of Defaultable Bonds. (1999). (15) RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523 A Markov Model for the Term Structure of Credit Risk Spreads. (1997). (16) RePEc:oup:rfinst:v:6:y:1993:i:3:p:527-66 The Risk and Predictability of International Equity Returns. (1993). (17) RePEc:oup:rfinst:v:14:y:2001:i:3:p:659-80 Familiarity Breeds Investment. (2001). (18) RePEc:oup:rfinst:v:8:y:1995:i:3:p:773-816 Predictable Risk and Returns in Emerging Markets. (1995). (19) RePEc:oup:rfinst:v:6:y:1993:i:3:p:473-506 Differences of Opinion Make a Horse Race. (1993). (20) RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91 Trade Credit: Theories and Evidence. (1997). (21) RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187 International Asset Allocation With Regime Shifts (2002). (22) RePEc:oup:rfinst:v:1:y:1988:i:4:p:427-445 On Jump Processes in the Foreign Exchange and Stock Markets (1988). (23) RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33 On the Estimation of Beta-Pricing Models. (1992). (24) RePEc:oup:rfinst:v:3:y:1990:i:2:p:175-205 When Are Contrarian Profits Due to Stock Market Overreaction? (1990). (25) RePEc:oup:rfinst:v:2:y:1989:i:1:p:73-89 Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth. (1989). (26) RePEc:oup:rfinst:v:4:y:1991:i:4:p:727-52 Stock Price Distributions with Stochastic Volatility: An Analytic Approach. (1991). (27) RePEc:oup:rfinst:v:14:y:2001:i:1:p:1-27 Learning to be Overconfident. (2001). (28) RePEc:oup:rfinst:v:7:y:1994:i:4:p:631-51 Transactions, Volume, and Volatility. (1994). (29) RePEc:oup:rfinst:v:9:y:1996:i:1:p:141-61 Dynamic Nonmyopic Portfolio Behavior. (1996). (30) RePEc:oup:rfinst:v:7:y:1994:i:1:p:125-48 The Value of the Voting Right: A Study of the Milan Stock Exchange Experience. (1994). (31) RePEc:oup:rfinst:v:11:y:1998:i:2:p:309-41 An Equilibrium Model with Restricted Stock Market Participation. (1998). (32) RePEc:oup:rfinst:v:5:y:1992:i:4:p:531-52 A Theory of the Nominal Term Structure of Interest Rates. (1992). (33) RePEc:oup:rfinst:v:15:y:2002:i:1:p:1-33 Testing Trade-Off and Pecking Order Predictions About Dividends and Debt (2002). (34) RePEc:oup:rfinst:v:6:y:1993:i:4:p:733-64 Auctions of Divisible Goods: On the Rationale for the Treasury Experiment. (1993). (35) RePEc:oup:rfinst:v:6:y:1993:i:3:p:659-81 The Informational Content of Implied Volatility. (1993). (36) RePEc:oup:rfinst:v:15:y:2002:i:2:p:413-444 Why Dont Issuers Get Upset About Leaving Money on the Table in IPOs? (2002). (37) RePEc:oup:rfinst:v:12:y:1999:i:3:p:579-607 Deposits and Relationship Lending. (1999). (38) RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44 Modeling Asymmetric Comovements of Asset Returns. (1998). (39) RePEc:oup:rfinst:v:9:y:1996:i:1:p:37-68 Design and Valuation of Debt Contracts. (1996). (40) RePEc:oup:rfinst:v:15:y:2002:i:1:p:243-288 Quadratic Term Structure Models: Theory and Evidence (2002). (41) RePEc:oup:rfinst:v:12:y:1999:i:4:p:653-86 Conflict of Interest and the Credibility of Underwriter Analyst Recommendations. (1999). (42) RePEc:oup:rfinst:v:12:y:1999:i:1:p:197-226 Estimating the Price of Default Risk. (1999). (43) RePEc:oup:rfinst:v:3:y:1990:i:3:p:431-67 Data-Snooping Biases in Tests of Financial Asset Pricing Models. (1990). (44) RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42 Asymmetric Volatility and Risk in Equity Markets. (2000). (45) RePEc:oup:rfinst:v:3:y:1990:i:1:p:115-31 The Stock Market and Investment. (1990). (46) RePEc:oup:rfinst:v:3:y:1990:i:1:p:77-102 Stock Volatility and the Crash of 87. (1990). (47) RePEc:oup:rfinst:v:6:y:1993:i:2:p:293-326 Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities. (1993). (48) RePEc:oup:rfinst:v:10:y:1997:i:1:p:205-36 Endogenous Communication among Lenders and Entrepreneurial Incentives. (1997). (49) RePEc:oup:rfinst:v:13:y:2000:i:2:p:433-51 Recovering Risk Aversion from Option Prices and Realized Returns. (2000). (50) RePEc:oup:rfinst:v:12:y:1999:i:5:p:975-1007 Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model. (1999). Latest citations received in: | 2005 | 2004 | 2003 | 2002 Latest citations received in: 2005 (1) RePEc:acb:camaaa:2005-25 THE US TREASURY MARKET IN AUGUST 1998: UNTANGLING THE EFFECTS OG HONG KONG AND RUSSIA WITH HIGH FREQUENCY DATA (2005). Australian National University, Centre for Applied Macroeconomic Analysis / CAMA Working Papers (2) RePEc:bos:macppr:wp2005-005 Capital Structure, Credit Risk, and Macroeconomic Conditions (2005). Department of Economics, Boston University / Boston University Working Papers Series in Macroeconomics (3) RePEc:bro:econwp:2005-06 Future Industrial Organization and Stock Returns versus the Decision to Issue IPOs (2005). Brown University, Department of Economics / Working Papers (4) RePEc:cfs:cfswop:wp200529 Awareness and Stock Market Participation (2005). Center for Financial Studies / CFS Working Paper Series (5) RePEc:cfs:cfswop:wp200533 The Volatility of Realized Volatility (2005). Center for Financial Studies / CFS Working Paper Series (6) RePEc:cla:levrem:172782000000000068 A Theory of Influence: The Strategic Value of Public Ignorance (2005). UCLA Department of Economics / Levine's Bibliography (7) RePEc:cpr:ceprdp:4870 Relational Delegation (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (8) RePEc:cpr:ceprdp:4907 A Theory of Influence: The Strategic Value of Public Ignorance (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (9) RePEc:cpr:ceprdp:5020 The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (10) RePEc:cpr:ceprdp:5041 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (11) RePEc:cpr:ceprdp:5148 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (12) RePEc:cpr:ceprdp:5352 Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (13) RePEc:cte:wbrepe:wb057718 THE SPEED OF LIMIT ORDER EXECUTION IN THE SPANISH STOCK EXCHANGE (2005). Universidad Carlos III, Departamento de Economía de la Empresa / Business Economics Working Papers (14) RePEc:dgr:uvatin:20050002 Model-based Measurement of Actual Volatility in High-Frequency Data (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (15) RePEc:fip:fedbwp:05-7 Borrowing costs and the demand for equity over the life cycle (2005). Federal Reserve Bank of Boston / Working Papers (16) RePEc:fip:fedgfe:2005-01 Precautionary savings motives and tax efficiency of household portfolios: an empirical analysis (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (17) 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 (18) RePEc:fip:fedgfe:2005-63 Explaining credit default swap spreads with the equity volatility and jump risks of individual firms (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (19) RePEc:fip:fedhwp:wp-05-06 Price discovery in a market under stress: the U.S. Treasury market in fall 1998 (2005). Federal Reserve Bank of Chicago / Working Paper Series (20) RePEc:fip:fedlwp:2005-075 Small caps in international equity portfolios: the effects of variance risk (2005). Federal Reserve Bank of St. Louis / Working Papers (21) RePEc:fip:fednsr:207 The joint dynamics of liquidity, returns, and volatility across small and large firms (2005). Federal Reserve Bank of New York / Staff Reports (22) RePEc:fip:fednsr:216 Arbitrage pricing theory (2005). Federal Reserve Bank of New York / Staff Reports (23) RePEc:fip:fedpwp:05-7 The life-cycle effects of house price changes (2005). Federal Reserve Bank of Philadelphia / Working Papers (24) RePEc:gen:geneem:2005.02 Indirect Robust Estimation of the Short-term Interest Rate Process; (2005). Département d'Econométrie, Université de Genève / Cahiers du Département d'Econométrie (25) RePEc:hhs:cbsfin:2004_011 On a class of adjustable rate mortgage loans subject to a strict balance principle (2005). Copenhagen Business School, Department of Finance / Working Papers (26) RePEc:hhs:gunwpe:0178 The Dark Side of Wage Indexed Pensions (2005). Göteborg University, Department of Economics / Working Papers in Economics (27) RePEc:ivi:wpasec:2005-13 LA INFLUENCIA DEL PODER DE LA DIRECCION EN EL RIESGO Y EN EL VALOR DE LA EMPRESA: EVIDENCIA PARA EL MERCADO ESPAÑOL (2005). Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) / Working Papers. Serie EC (28) RePEc:iza:izadps:dp1454 Relational Delegation (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (29) RePEc:kap:eurfin:v:9:y:2005:i:2:p:165-200 Optimal Liquidity Trading (2005). Review of Finance (30) RePEc:knz:cofedp:0504 Default risk sharing between banks and markets: the contribution of collateralized debt obligations (2005). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (31) RePEc:nbr:nberte:0319 Edgeworth Expansions for Realized Volatility and Related Estimators (2005). National Bureau of Economic Research, Inc / NBER Technical Working Papers (32) RePEc:nbr:nberwo:11380 Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise (2005). National Bureau of Economic Research, Inc / NBER Working Papers (33) RePEc:nbr:nberwo:11413 Liquidity and Expected Returns: Lessons From Emerging Markets (2005). National Bureau of Economic Research, Inc / NBER Working Papers (34) RePEc:nbr:nberwo:11534 How Do House Prices Affect Consumption? Evidence From Micro Data (2005). National Bureau of Economic Research, Inc / NBER Working Papers (35) RePEc:nbr:nberwo:11685 The Risk-Adjusted Cost of Financial Distress (2005). National Bureau of Economic Research, Inc / NBER Working Papers (36) RePEc:nbr:nberwo:11741 Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations (2005). National Bureau of Economic Research, Inc / NBER Working Papers (37) RePEc:nuf:econwp:0505 Estimating quadratic variation when quoted prices jump by a constant increment (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers (38) RePEc:oxf:wpaper:225 Security Design in the Real World: Why are Securitization Issues Tranched? (2005). University of Oxford, Department of Economics / Economics Series Working Papers (39) RePEc:sbs:wpsefe:2005fe04 Why are Securitization Issues Tranched? (2005). Oxford Financial Research Centre / OFRC Working Papers Series (40) RePEc:sbs:wpsefe:2005fe05 Estimating quadratic variation when quoted prices jump by a constant increment (2005). Oxford Financial Research Centre / OFRC Working Papers Series (41) RePEc:sce:scecf5:391 A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Mertons Problem (2005). Society for Computational Economics / Computing in Economics and Finance 2005 (42) RePEc:sce:scecf5:421 Predatory Governance (2005). Society for Computational Economics / Computing in Economics and Finance 2005 (43) RePEc:scp:wpaper:05-9 A Theory of Influence: The Strategic Value of Public Ignorance (2005). Institute of Economic Policy Research (IEPR) / IEPR Working Papers (44) RePEc:trn:utwpce:0503 Expectations structure in asset pricing experiments (2005). Computable and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia / CEEL Working Papers (45) RePEc:zbw:bubdp1:4224 Ultra high frequency volatility estimation with dependent microstructure noise (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies Latest citations received in: 2004 (1) RePEc:bca:bocawp:04-17 International Cross-Listing and the Bonding Hypothesis (2004). Bank of Canada / Working Papers (2) RePEc:cir:cirwor:2004s-55 The Determinants of Credit Default Swap Premia (2004). CIRANO / CIRANO Working Papers (3) RePEc:cpr:ceprdp:4182 Awareness and Stock Market Participation (2004). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:fem:femwpa:2004.150 Quid Pro Quo in IPOs: Why Book-building is Dominating Auctions (2004). Fondazione Eni Enrico Mattei / Working Papers (5) RePEc:fip:feddcl:0304 Why do financial systems differ? History matters (2004). Federal Reserve Bank of Dallas / Center for Latin America Working Papers (6) RePEc:fip:fedgif:815 Look at me now: the role of cross-listing in attracting U.S. investors (2004). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (7) RePEc:fip:fedlwp:2004-027 Aggregate idiosyncratic volatility in G7 countries (2004). Federal Reserve Bank of St. Louis / Working Papers (8) RePEc:fip:fednsr:187 Inference, arbitrage, and asset price volatility (2004). Federal Reserve Bank of New York / Staff Reports (9) RePEc:han:dpaper:dp-308 The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate? (2004). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno (10) RePEc:hhs:sifrwp:0031 Dynamic Trading Strategies and Portfolio Choice (2004). Swedish Institute for Financial Research / SIFR Research Report Series (11) RePEc:hhs:sifrwp:0032 The Determinants of Credit Default Swap Premia (2004). Swedish Institute for Financial Research / SIFR Research Report Series (12) RePEc:hit:hitcei:2004-12 Behavioural Biases ofJapanese Institutional Investors; Fund management and Corporate Governance (2004). Institute of Economic Research, Hitotsubashi University / Working Paper Series (13) RePEc:nbr:nberwo:10224 Private Benefits and Cross-Listings in the United States (2004). National Bureau of Economic Research, Inc / NBER Working Papers (14) RePEc:nbr:nberwo:10225 World Markets for Raising New Capital (2004). National Bureau of Economic Research, Inc / NBER Working Papers (15) RePEc:nbr:nberwo:10820 Dynamic Trading Strategies and Portfolio Choice (2004). National Bureau of Economic Research, Inc / NBER Working Papers (16) RePEc:nbr:nberwo:10937 Patterns of Comovement: The Role of Information Technology in the U.S. Economy (2004). National Bureau of Economic Research, Inc / NBER Working Papers (17) RePEc:nbr:nberwo:11004 Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation (2004). National Bureau of Economic Research, Inc / NBER Working Papers (18) RePEc:nbr:nberwo:11006 Bank Mergers and Crime: The Real and Social Effects of Credit Market Competition (2004). National Bureau of Economic Research, Inc / NBER Working Papers (19) RePEc:rif:dpaper:950 Mandatory Auditor Choice and Small Finance: Evidence from Finland (2004). The Research Institute of the Finnish Economy / Discussion Papers (20) RePEc:sef:csefwp:125 The Distribution of Gains from Access to Stocks (2004). Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy / CSEF Working Papers (21) RePEc:wpa:wuwpfi:0407014 Investment, Hedging, and Consumption Smoothing (2004). EconWPA / Finance Latest citations received in: 2003 (1) RePEc:ecb:ecbwps:20030297 Measurement of contagion in banksâ equity prices. (2003). European Central Bank / Working Paper Series (2) RePEc:hal:papers:halshs-00165026_v1 French IPO returns and subsequent security offerings: (3) RePEc:ibm:finlab:flwp_49 Evaluating an Alternative Risk Preference in Affine Term Structure Models (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers (4) RePEc:nbr:nberwo:9674 Diversification and the Taxation of Capital Gains and Losses (2003). National Bureau of Economic Research, Inc / NBER Working Papers (5) RePEc:nbr:nberwo:9995 Appearing and Disappearing Dividends: The Link to Catering Incentives (2003). National Bureau of Economic Research, Inc / NBER Working Papers (6) RePEc:wbk:wbrwps:3103 Ownership Structure and Initial Public Offerings (2003). The World Bank / Policy Research Working Paper Series Latest citations received in: 2002 (1) RePEc:bon:bonedp:bgse20_2002 Trader Anonymity, Price Formation and Liquidity (2002). University of Bonn, Germany / Bonn Econ Discussion Papers (2) RePEc:cdl:anderf:1040 Extracting Inflation from Stock Returns to test Purchasing Power Parity (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (3) RePEc:cie:wpaper:0206 Market Participation, Information and Volatility (2002). Centro de Investigacion Economica, ITAM / Working Papers (4) RePEc:cpr:ceprdp:3314 IPO Pricing in the dot-com Bubble (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (5) RePEc:dgr:eureri:2002263 Do Macroeconomic Announcements Cause Asymetric Volatility? (2002). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (6) RePEc:edj:ceauch:146 Bank Lending and Relationship Banking: Evidence from Chilean Firms (2002). Centro de Economía Aplicada, Universidad de Chile / Documentos de Trabajo (7) RePEc:fam:rpseri:rp100 Mutual Fund Flows and Performance in Rational Markets (2002). International Center for Financial Asset Management and Engineering / FAME Research Paper Series (8) RePEc:fip:fedawp:2002-23 International diversification strategies (2002). Federal Reserve Bank of Atlanta / Working Paper (9) RePEc:fip:fedhwp:wp-02-25 Local market consolidation and bank productive efficiency (2002). Federal Reserve Bank of Chicago / Working Paper Series (10) RePEc:fra:franaf:97 Avoiding the rating bounce: Why rating agencies are slow to react to new information (2002). Goethe University Frankfurt am Main / Working Paper Series: Finance and Accounting (11) RePEc:nbr:nberwo:8745 Tax-Loss Trading and Wash Sales (2002). National Bureau of Economic Research, Inc / NBER Working Papers (12) RePEc:nbr:nberwo:8826 Rational Asset Prices (2002). National Bureau of Economic Research, Inc / NBER Working Papers (13) RePEc:nbr:nberwo:8987 Stocks as Money: Convenience Yield and the Tech-Stock Bubble (2002). National Bureau of Economic Research, Inc / NBER Working Papers (14) RePEc:nbr:nberwo:9032 Is There an Optimal Industry Financial Structure? (2002). National Bureau of Economic Research, Inc / NBER Working Papers (15) RePEc:nbr:nberwo:9070 Institutional Allocation In Initial Public Offerings: Empirical Evidence (2002). National Bureau of Economic Research, Inc / NBER Working Papers (16) RePEc:nbr:nberwo:9277 Anomalies and Market Efficiency (2002). National Bureau of Economic Research, Inc / NBER Working Papers (17) RePEc:por:fepwps:120 The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets Stocks (2002). Universidade do Porto, Faculdade de Economia do Porto / FEP Working Papers (18) RePEc:sbs:wpsefe:2002fe06 Evidence of Information Spillovers in the Production of Investment Banking Services (2002). Oxford Financial Research Centre / OFRC Working Papers Series (19) RePEc:sbs:wpsefe:2002fe07 IPO Pricing in the Dot-com Bubble (2002). Oxford Financial Research Centre / OFRC Working Papers Series (20) RePEc:ssa:lemwps:2002/02 Which Model for the Italian Interest Rates? (2002). Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy / LEM Papers Series (21) RePEc:tor:tecipa:shouyong-02-03 Signalling in the Internet Craze of Initial Public Offerings (2002). University of Toronto, Department of Economics / Working Papers (22) RePEc:wop:pennin:01-33 Is the Offer Price in IPOs Informative? Underpricing, Ownership Structure, and Performance (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers (23) RePEc:wpa:wuwpfi:0207014 Design and Estimation of Quadratic Term Structure Models (2002). EconWPA / Finance (24) RePEc:wpa:wuwpfi:0207015 Asset Pricing Under The Quadratic Class (2002). EconWPA / Finance (25) RePEc:wpa:wuwpfi:0207016 A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs (2002). EconWPA / Finance Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
