Discussion paper DP3717 Judging Fund Managers by the Company They Keep Joshua Coval Luboš Pástor Randolph Cohen 23 Jan 2003 Financial Economics G10
Discussion paper DP3725 Exchange Rate Dynamics, Learning and Misperception Aaron Tornell Pierre-Olivier Gourinchas 23 Jan 2003 International Macroeconomics E40 F31 G10
Discussion paper DP3651 The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse Harald Hau 20 Nov 2002 Financial Economics International Macroeconomics F30 G10 G14
Discussion paper DP3586 Strategic Behaviour and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions Kristian Rydqvist Kjell G. Nyborg Matti Keloharju 20 Oct 2002 Financial Economics D44 G10
Discussion paper DP3507 Expected Returns and Expected Dividend Growth Martin Lettau Sydney Ludvigson 20 Aug 2002 Financial Economics G10 G12
Discussion paper DP3521 Europe's 'New' Stock Markets Laura Bottazzi Marco Da Rin 20 Aug 2002 Financial Economics International Macroeconomics G10 G15 G30
Discussion paper DP3474 Entrepreneurial Incentives in Stock Market Economies Alberto Bisin Viral Acharya 20 Jul 2002 Financial Economics D52 D62 G10 G31 G32 J33
Discussion paper DP3403 An Evaluation Framework for Alternative VaR Models Christian Wolff Dennis Bams Thorsten Lehnert 20 Jun 2002 Financial Economics C22 C52 G10
Discussion paper DP3310 Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion Giancarlo Corsetti Marcello Pericoli Massimo Sbracia 20 Apr 2002 International Macroeconomics C10 F30 G10 G15
Discussion paper DP3353 Momentum and Turnover: Evidence from the German Stock Market Martin Weber Markus Glaser 20 Apr 2002 Financial Economics G10 G11 G12
Discussion paper DP3265 Factor Based Index Tracking Massimiliano Marcellino Francesco Corielli 20 Mar 2002 Financial Economics C43 C53 G10
Discussion paper DP3288 The Microstructure of Stock Markets Bruno Biais Larry Glosten Chester S Spatt 20 Mar 2002 Financial Economics D82 G10 G14 G20