Spanning the years 1991-2006, the Economics and Finance Working Papers collection brings together research articles, monographs, and other writings from faculty members, and doctoral students. Subject areas of emphasis include corporate finance, international finance, and investments.

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Submissions from 2006

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Survey Research in Finance: Views from Journal Editors, H. Kent Baker and Tarun K. Mukherjee

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Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets;, Elton Daal, Atsuyuki Naka, and Jung-Suk Yu

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Examining the Choice Between Tracking Stocks and Minority Carve-out and Their Relative Performances, Wei He, Tarun K. Mukherjee, and Peihwang Wei

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Why Do Companies Choose to Go IPOs? New Results Using Data from Taiwan;, Shen Yang-Pin and Peihwang Wei

Submissions from 2005

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Trade, Urban Systems, and Labor Markets, Hesham M. Abdel-Rahman

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A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?, Haitham Al-Zoubi and Elton Daal

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How Norwegian Managers View Dividend Policy, H. Kent Baker, Tarun K. Mukherjee, and Ohannes George Pakelian

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An Analysis of the Corporate Cash Holding Decision, Ranjan D'Mello, Sudha Krishnaswami, and Patrick J. Larkin

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Asset Restructuring and the Cost of Capital, Ranjan D'Mello, Sudha Krishnaswami, and Patrick J. Larkin

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Increasing Returns, Learning, and Beneficial Tax Competition;, Seppo Honkapohja and Arja Turunen-Red

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Basel Capital Requirements and Bank Credit Risk Taking In Developing Countries;, M. Ershad Hussain and M. Kabir Hassan

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International Diversification with American Depository Receipts (ADRs);, M. Humayun Kabir, Neal Maroney, and M. Kabir Hassan

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Contracting Costs and the Window of Opportunity for Straight Debt Issues;, Sudha Krishnaswami and Devrim Yaman

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Determinants of Convertible Bond Structure;, Sudha Krishnaswami and Devrim Yaman

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The weekend trading profitability: evidence from international mutual funds, M. Imtiaz Mazumder, Edward M. Miller, and Oscar Varela

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Managerial Career Concerns and Risk Management, Jouahn Nam, Jun Wang, and Ge Zhang

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Increasing Returns and the Design of Interest Rate Rules;, Wei Xiao

Submissions from 2004

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Distributing excess cash: the role of specially designated dividends, H. Kent Baker, Tarun K. Mukherjee, and Gary E. Powell

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Informational externalities of going public decisions: evidence from industrial sector, Carmen Cotei, Joseph Farhat, and Tarun K. Mukherjee

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Quadratic term structure models with jumps in incomplete currency markets, Elton Daal

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Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts, Elton Daal and Joseph Farhat

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Re-examining inflation and inflation uncertainty in developed and emerging countries, Elton Daal, Atsuyuki Naka, and Benito Sanchez

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Volatility clustering, leverage effects, and jumps dynamics in emerging asian equity markets, Elton Daal, Atsuyuki Naka, and Jung-Suk Yu

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The value of interest rate stabilization polices when agents are learning, John Duffy and Wei Xiao

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Gains and losses from tax competition with migration, Seppo Honkapohja and Arja Turunen-Red

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Factors explaining the results of job search by the 2002 FMA job applicants--a survey, Tarun K. Mukherjee, Joseph Farhat, and Carmen Cotei

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Strategic trading against retail investors with disposition effects, Jouahn Nam, Jun Wang, and Ge Zhang

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The impact of the dividend tax cut and managerial stock holdings on corporate dividend policy, Jouahn Nam, Jun Wang, and Ge Zhang

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Market valuation and employee stock options;, Ge Zhang

Submissions from 2003

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Skill distribution and income disparity in a north-south trade model;, Hesham M. Abdel-Rahman

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The city network paradigm: new frontiers;, Hesham M. Abdel-Rahman

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Theories of system of cities;, Hesham M. Abdel-Rahman and Alex Anas

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January reversal in the US weekend effect;, Saner A. M. Al-Rjoub, M. Kabir Hassan, and Oscar Varela

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Reexamining the maturity effect using extensive futures data;, Elton Daal, Joseph Farhat, and Peihwang P. Wei

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Instability of sunspot equilibria in real business cycles under adaptive learning;, John Duffy and Wei Xiao

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Insider trading, NASDAQ quotes, and market maker competition;, Katherine I. Gleason

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Intangible capital in the pharmaceutical & chemical industry;, Katherine I. Gleason and Mark Klock

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Is overreaction an explanation for the value effect? A study using implied volatility from option prices;, Wei He and Peihwang P. Wei

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Diversification benefit of Japanese real estate over the last four decades, Neal Maroney and Atsuyuki Naka

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The impact of grants, tax credit and education savings account on parental contributions to college expenses and the educational attainment of children, Michael D. Morris

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Heterogeneous beliefs and employee stock options;, Jun Wang and Ge Zhang

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Explaining speculative expansions;, Wei Xiao

Submissions from 2000

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Equilibrium with divergence of opinion;, Edward M. Miller

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Long run underperformance of initial public offerings: an explanation;, Edward M. Miller

Submissions from 1999

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The book-to-market and size effects in a general asset pricing model: evidence from seven national markets;, Neal Maroney and Aris Protopapadakis

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Homosexuality, birth order, and evolution: towards a equilibrium reproductive economics of homosexuality;, Edward M. Miller

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Intra-industry reactions of stock split announcements;, Oranee Tawatnuntachai and Ranjan D'Mello

Submissions from 1998

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Macroeconomic variables and the performance of the Indian Stock Market;, Atsuyuki Naka, Tarun Mukherjee, and David Tufte

Submissions from 1991

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Budget deficit and monetary growth targets: macroeconomic consequences in an optimizing model, M. Badrul Haque

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Monetary and extended monetary growth models: the question of uniqueness in the steady state, M. Badrul Haque

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Policy implications of budget deficit targets, M. Badrul Haque

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An empirical investigation of the existence of "market discipline" of off-balance sheet banking risk, M. Kabir Hassan

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The off-balance sheet banking risk of large U.S. commercial banks, M. Kabir Hassan

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Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks, M. Kabir Hassan, Gordon V. Karels, and Manferd O. Peterson

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The market's evaluation of off-balance sheet banking risk: a methodological reexamination, M. Kabir Hassan, Gordon V. Karels, and Manferd O. Peterson

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Off-balance sheet activity, market-determined and accounting-determined stock prices of commercial banks, M. Kabir Hassan and William H. Sackley

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Ownership structure, value of the firm and the bargaining power of the manager, Nicholas Mercurio, Haralambos Sourbis, and Gerald Whitney

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An information explanation of the survival of technical analysis in capital market, Thomas S. Zorn and M. Kabir Hassan