Discussion paper DP3058 An Investment-Growth Asset Pricing Model Maria Vassalou Qing Li Yuhang Xing 11 Nov 2001 Financial Economics G12
Discussion paper DP3061 Strategic Advantage and the Optimal Exercise of Entry Options Enrico Perotti Silvia Rossetto 11 Nov 2001 Financial Economics G12 G31 L11 L13
Discussion paper DP3065 Asset Pricing with Idiosyncratic Risk and Overlapping Generations Amir Yaron Kjetil Storesletten Chris Telmer 11 Nov 2001 Financial Economics International Macroeconomics G12
Discussion paper DP3070 A Multivariate Model of Strategic Asset Allocation John Y Campbell Luis Viceira Yeung Lewis Chan 11 Nov 2001 Financial Economics G12
Discussion paper DP3057 News Related to Future GDP Growth as a Risk Factor in Equity Returns Maria Vassalou 8 Nov 2001 Financial Economics G12
Discussion paper DP3049 Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs Denis Gromb Dimitri Vayanos 1 Nov 2001 Financial Economics D62 G12 G18 G23 G30
Discussion paper DP3041 Moral Hazard and the US Stock Market: The Idea of a 'Greenspan Put' Marcus Miller Paul Weller 1 Nov 2001 Financial Economics International Macroeconomics D84 E52 G12
Discussion paper DP3033 Foreigners Trading and Price Effects Across Firms Magnus Dahlquist Göran Robertsson 23 Oct 2001 Financial Economics G11 G12 G14 G15
Discussion paper DP3034 Sovereign Risk and Return in Global Equity Markets Magnus Dahlquist Ravi Bansal 23 Oct 2001 Financial Economics F31 F34 G12 G15
Discussion paper DP3005 Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities Allan Timmermann Massimo Guidolin 20 Oct 2001 Financial Economics D83 G12
Discussion paper DP3015 Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints Sven Rady François Ortalo-Magné 16 Oct 2001 Financial Economics International Macroeconomics Industrial Organization E32 G12 G21 R21
Discussion paper DP2946 New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor Tim Jenkinson Leonie Bell 26 Sep 2001 Financial Economics G12