WORKING PAPERS - 2004
Click on any title listed below to see the abstract. Click on the icon beside the title in order to download the full paper in Adobe Acrobat. (If you do not have the Adobe Reader you can get a free copy from Adobe's World Wide Web Site at http://www.adobe.com/acrobat/readstep.html).
the Term Structure of Government Bond Yields
F. Christoffersen and Francis X. Diebold
and Nonparametric Volatility Measurement
Portfolio Selection by Augmenting the Asset Space
Investment Decisions about Company Stock
vs. Control: An Analysis of the U. S. Dual-Class Companies
Regulation Fair Disclosure, Information, and the Cost of Capital
and the Closed-End Country Fund Discounts
Information and Financing with Convertibles
Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
Differences in the Cost of Equity Capital: Do Legal Institutions and
Securities Regulation Matter?
Capital Allocation Choices, Information Quality and the Cost of Capital
Relationships, Global Financing and Corporate Transparency
the Gains from Trade in Limit Order Markets
Price Discovery in Stock, Bond and Foreign Exchange Markets
Blocks of Stock: Prevalence, Size and Measurement
Reputation, Underwriting Pressure and Forecast Accuracy
Mutual Fund Managers Pick Stocks? Evidence From Their Trades Prior to
Declining Equity Premium: What Role Does Macroeconomic Risk Play?
Consumption-Based Model of the Term Structure of Interest Rates
and Investing for Early Retirement: A Theoretical Analysis
Long-term Return on the Original S&P 500 Firms
a View: Corporate Speculation, Governance and Compensation
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