2005
November 2005 (published September 2005) - Kothari, Shu, Wysocki, Do Managers Withhold Bad News?
November 2005 (October 2005) - Geraats, The Mystic of Central Bank Speak
November 2005 (published October 2004)- Hviding, Nowak, Ricci, Can Higher Reserves Help Reduce Exchange Rate Volatility?
November 2005 (published April 2005) - Guo, Savickas, Foreign exchange rates don't follow a random walk
November 2005 (published January 2002) - Campbell, Strategic Asset Allocation
November 2005 (published August 2005) - Jacobsen, Mamun, Visaltanachoti, Seasonal, Size and Value Anomalies
October 2005 (to be published in April 2006) - Huberman, Jiang, Offering vs. Choice in 401(k) Plans: Equity Exposure and Number of Funds
October 2005 (to be published February 2006) - Ang, Hodrick, Xing, Zhang, The Cross-Section of Volatility and Expected Returns
October 2005 (to be published in 2006) - Guo, Whitelaw, Uncovering the Risk–Return Relation in the Stock Market
October 2005 (to be published in 2006) - Baker, Wurgler, Investor Sentiment and the Cross-Section of Stock Returns
October 2005 (to be published in 2006) - Kumar, Lee, Retail Investor Sentiment and Return Comovements
October 2005 ( to be published in 2006) - Pirinsky, Qinghai, Does Corporate Headquarters Location Matter for Stock Returns?
September 2005 (published 2005) - Dutkowsky, Cynamon, Jones, US Narrow Money for the Twenty-First Century
September 2005 (published August 2005) - Gagnon, Currency Crashes and Bond Yields in Industrial Countries
September 2005 (January 2005) - Brooks, Weaver, Lashed to the Mast?: The Politics of Notional Defined Contribution Pension Systems
August 2005 (published January 2004) - Campbell, Diebold, Weather Forecasting for Weather Derivatives
August 2005 (published September 2003) - Polley, Re-Thinking The International Monetary Economics Course - includes a good summary of international finance
August 2005 (published in July 2005) - Dolmas, Trimmed Mean PCE Inflation - the Fed's main gauge of inflation has been adjusted upward
August 2005 (published in June 2004) - Shea, South Sea Company Subscription Shares and Warrant Values in 1720
August 2005 (published in July 2005) - Balduzzi, Robotti, Asset-pricing Models and Economic Risk Premia: A Decomposition
August 2005 (published in July 2005) - Schuler, Ignorance and Influence: U.S. Economists on Argentina's Depression of 1998-2002
August 2005 (published February 2005) - Lettau , Wachte, Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium (abstract only)
August 2005 (published April 2005) - Lungu, Minford, Explaining The Equity Risk Premium (abstract only)
July 2005 - Miller, Measuring The True Cost of Active Management of Mutual Funds
July 2005 (published May 2004) - Guo, Aggregate idiosyncratic volatility in G7 countries!
July 2005 (published February 2005) - Andersen, Bollerslev, Christoffersen, Diebold, Volatility Forecasting
July 2005 - Blanchard, Giavazzi, Sa, The US Current Account and the Dollar
July 2005 (published September 2004) - Hillebrand, Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation
July 2005 (published January 2005) - Gurkaynak, Econometric Tests of Asset Price Bubbles: Taking Stock
June 2005 (to be published in 2005) - Yogo, A Consumption-Based Explanation of Expected Stock Returns
June 2005 (to be published in 2005) - Petkova, Do the Fama-French Factors Proxy for Innovations in Predictive Variables?
June 2005 (to be published in 2005) - Franzoni, Marin, Pension Plan Funding and Stock Market Efficiency
June 2005 (to be published in 2005) - Baker, Wurgler, Appearing and disappearing dividends: The link to catering incentives!
June 2005 (to be published in 2005) - Grossman, Shore, The Cross-Section of Stock Returns before World War I (abstract only)
June 2005 (to be published in 2005) - Hahn, Lee, Yield Spreads as Alternative Risk Factors for Size and Book-to-Market (abstract only)
June 2005 (to be published in 2005) - Hou, Moskowitz, Market Frictions, Price Delay, and the Cross-Section of Expected Returns (abstract only)
May 2005 - Davis, Martin, Housing, House Prices, and the Equity Premium Puzzle
May 2005 (published January 2005) - Shiller, Behavioral Economics and Institutional Innovation
May 2005 (May 2004) Fama, French, Disagreement, Tastes, and Asset Prices (SSRN requires free registration)
May 2005 - Bystrom, Kwon, Default Probabilities According to the Bond Market (SSRN requires free registration)
May 2005 (September 2004) - Balvers, Wu, Momentum and Mean Reversion Across National Equity Markets
March 2005 (to be published in 2005) - Zhang, Information Uncertainty and Stock Returns
March 2005 - Bouchaud, Sornette, Johansen, Stock market crashes, precursors and replicas
March 2005 - Hjalmarsson, On the Predictability of Global Stock Returns
March 2005 - Andersen, Bollerslev, Christoffersen, Diebold, Volatility Forecasting
March 2005 (to be published in 2005) - Hermalin, Trends in Corporate Governance
March 2005 - Cheung, Chinn, Garcia, Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
March 2005 (to be published in 2005) - Dennis, Mayhew, Stivers, Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon (abstract only)
March 2005 (to be published in 2005) - Hahn, Lee, Yield Spreads as Alternative Risk Factors for Size and Book-to-Market (abstract only)
February 2005 - Kizer, Index Fundamentalism Revisited - Redux
February 2005 (published November 2004) - Hakes, Sauer, An Economic Evaluation of the Moneyball Hypothesis
February 2005 (published 2003) - Lewellen, Kothari, Warner, Stock Returns, Aggregate Earnings Surprises, and Behavioral Finance
February 2005 (published August 2004) - Bollen, Busse, Short-Term Persistence in Mutual Fund Performance (abstract only)
February 2005 (to be published in 2005) - DuCharme, Malatesta, Sefcik, Earnings management, stock issues, and shareholder lawsuits
February 2005 (to be published in 2005) - Anderson, Garcia-Feijóo, Empirical Evidence on Capital Investment, Growth Options, and Security Returns
January 2005 (to be published in 2005) - DeAngelo, DeAngelo, Skinner, Are dividends disappearing? Dividend concentration and the consolidation of earnings
January 2005 (to be published in 2005) - LaPorta, Lopez-de-Silanes, Shleifer, What Works in Securities Laws?
January 2005 (to be published in 2005) - Connolly, Stivers, Sun, Stock Market Uncertainty and the Stock-Bond Return Relation (abstract only)
January 2005 (to be published 2005) - Miguel A. Ferreira and Paulo M. Gama, Have World, Country and Industry Risks Changed Over Time? An Investigation of the Developed Stock Markets Volatility (abstract only)
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