Discussion paper DP4422 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach Enrique Sentana Francisco Peñaranda 23 Jun 2004 Financial Economics C12 C13 G11 G12
Discussion paper DP4346 The Impact of Globalization on the Equity Cost of Capital Gikas Hardouvelis Richard Priestley Dimitrios Malliaropoulos 23 Apr 2004 Financial Economics G11 G12 G15
Discussion paper DP4368 Country and Industry Dynamics in Stock Returns Allan Timmermann Luís Catão 23 Apr 2004 Financial Economics C10 G11 G15
Discussion paper DP4231 Overconfidence and Delegated Portfolio Management Frédéric Palomino Abdolkarim Sadrieh 23 Feb 2004 Financial Economics D82 G11
Discussion paper DP4038 Relative Performance Evaluation Contracts and Asset Market Equilibrium Allan Timmermann Sandeep Kapur 23 Sep 2003 Financial Economics G11 G12 G23
Discussion paper DP3997 Model Uncertainty, Thick Modelling and the Predictability of Stock Returns Carlo A. Favero Marco Aiolfi 23 Aug 2003 Financial Economics International Macroeconomics C53 G11
Discussion paper DP4017 Investor Protection and Equity-Holdings: An Explanation of Two Puzzles? Yrjö Koskinen Mariassunta Giannetti 23 Aug 2003 Financial Economics F21 F36 G11 G32 G38
Discussion paper DP3890 Are Household Portfolios Efficient? An Analysis Conditional on Housing Guglielmo Weber 23 May 2003 Financial Economics International Macroeconomics D91 G11
Discussion paper DP3868 Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk Alexander Michaelides Francisco Gomes 23 Apr 2003 Financial Economics E21 G11
Discussion paper DP3832 Heterogeneity of Investors and Asset Pricing in a Risk-Value World Günter Franke Martin Weber 28 Mar 2003 Financial Economics D81 G11 G12 G13
Discussion paper DP3843 Which Investors Fear Expropriation? Evidence from Investors' Stock Picking Mariassunta Giannetti Andrei Simonov 23 Mar 2003 Financial Economics F21 G11 G32
Discussion paper DP3749 Asset Pricing with Liquidity Risk Viral Acharya Lasse Heje Pedersen 23 Feb 2003 Financial Economics D50 G11 G12 G30