Quantitative implications of a debt-deflation theory of Sudden Stops and asset prices Fulltext Access 33 Pages 2006
The relation between corporate financing activities, analysts' forecasts and stock returns Fulltext Access 33 Pages 2006
Switching costs and adverse selection in the market for credit cards: New evidence Fulltext Access 33 Pages 2006
The outsourcing of R&D through acquisitions in the pharmaceutical industry Fulltext Access 33 Pages 2006
Bootstrap specification tests for linear covariance stationary processes Fulltext Access 33 Pages 2006
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models Fulltext Access 33 Pages 2006
Non-synchronous trading and testing for market integration in Central European emerging markets Fulltext Access 33 Pages 2006
A contest with the taxman - the impact of tax rates on tax evasion and wastefully invested resources Fulltext Access 34 Pages 2006
Deflationary shocks and monetary rules: An open-economy scenario analysis Fulltext Access 34 Pages 2006
Complementary choices and management control: Field research in a flexible production environment Fulltext Access 34 Pages 2006
Designing targeting rules for international monetary policy cooperation Fulltext Access 34 Pages 2006
Modelling the implied volatility surface: Does market efficiency matter? Fulltext Access 34 Pages 2006
Examining accounting departments’ rankings of the quality of accounting journals Fulltext Access 34 Pages 2006
Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle Fulltext Access 34 Pages 2006
Information content and other characteristics of the daily cross-sectional dispersion in stock returns Fulltext Access 34 Pages 2006
Capital market governance: How do security laws affect market performance? Fulltext Access 34 Pages 2006
MMC techniques for limited dependent variables models: Implementation by the branch-and-bound algorithm Fulltext Access 34 Pages 2006
Democracy comes to Europe: Franchise extension and fiscal outcomes 1830-1938 Fulltext Access 35 Pages 2006
Instrumental quantile regression inference for structural and treatment effect models Fulltext Access 35 Pages 2006
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test Fulltext Access 35 Pages 2006
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model Fulltext Access 35 Pages 2006
Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data Fulltext Access 35 Pages 2006
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics Fulltext Access 35 Pages 2006
A credit risk model for large dimensional portfolios with application to economic capital Fulltext Access 35 Pages 2006
Evidence on the effects of bank competition on firm borrowing and investment Fulltext Access 35 Pages 2006
Competition and cooperation among exchanges: A theory of cross-listing and endogenous listing standards Fulltext Access 35 Pages 2006
Stock market development and internationalization: Do economic fundamentals spur both similarly? Fulltext Access 35 Pages 2006
A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones Fulltext Access 36 Pages 2006
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes Fulltext Access 36 Pages 2006
The American keiretsu and universal banks: Investing, voting and sitting on nonfinancials’ corporate boards Fulltext Access 36 Pages 2006
External finance constraints and the intertemporal pattern of intermittent investment Fulltext Access 36 Pages 2006
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models Fulltext Access 36 Pages 2006
Are asset price guarantees useful for preventing Sudden Stops?: A quantitative investigation of the globalization hazard-moral hazard tradeoff Fulltext Access 36 Pages 2006
Cross-border trading as a mechanism for implicit capital flight: ADRs and the Argentine crisis Fulltext Access 37 Pages 2006
Predicting volatility: getting the most out of return data sampled at different frequencies Fulltext Access 37 Pages 2006
Alternative bootstrap procedures for testing cointegration in fractionally integrated processes Fulltext Access 37 Pages 2006
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process Fulltext Access 37 Pages 2006
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds Fulltext Access 38 Pages 2006
Does good corporate governance include employee representation? Evidence from German corporate boards Fulltext Access 38 Pages 2006
A flexible prior distribution for Markov switching autoregressions with Student-t errors Fulltext Access 38 Pages 2006
Capital structure and firm performance: A new approach to testing agency theory and an application to the banking industry Fulltext Access 38 Pages 2006
Debt financing: Does it boost or hurt firm performance in product markets? Fulltext Access 38 Pages 2006
Are the dynamic linkages between the macroeconomy and asset prices time-varying? Fulltext Access 39 Pages 2006
Trades outside the quotes: Reporting delay, trading option, or trade size? Fulltext Access 39 Pages 2006
The economic consequences of increased disclosure: Evidence from international cross-listings Fulltext Access 39 Pages 2006