2008

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November 2008 - Haug, Taleb, Why We Have Never Used  the Black-Scholes-Merton Option Pricing Formula (fourth version)

November 2008  - Advisory Group LLC, Public Debt, Inflation and the Stock Market 

October 2008  - Financial Crisis

          IMF's Global Financial Stability Report - October 2008  -

          Laeven, Valencia, Systemic Banking Crises: A New Database 

October 2008 - Galinsky, Insecure Minds Wired For Pattern Finding - the best explanation yet for the belief that anyone can trade the market 

October 2008 - The AFG Journal of Equity Valuation & Selection -Call for Papers 

July 2008 - 80 Year History: Earnings Yield vs. Interest Rates  *** Highly Recommended ***

July 2008 - Federal Reserve Bank of St. Louis, Monetary Policy's Third Interest Rate 

July 2008 - Bank of International Settlements, Credit Risk Transfer: 2005-2007 

July 2008 - Ikenberry, Lakonishok, Vermaelen, Market Underreaction to Open Market Repurchases

July 2008 - Lerman, Livnat, Mendenhall,  Double Surprise into Higher Future Returns, Financial Analysts Journal, Vol. 63, No. 4, pp. 63-71, July/August 2007  New!

April 2008 - Hoberg, Welch, Aged and Recent Market Betas in Securities Pricing  

April 2008 - Keys, Did Securitization Lead to Lax Screening? Evidence from Subprime Loans

April 2008 - French, The Cost of Active Investing 

April 2008 - Fernandez, 100 Questions About Finance (100 Preguntas Sobre Finanzas)  

February 2008 - Lo, Patel, 130/30: The New Long-Only 

February 2008 - Fama, French, Average Returns, B/M, and Share Issues

February 2008 - Campbell, Hilscher, Szilagyi, In Search of Distress Risk 

February 2008 - Fama, French, Dissecting Anomalies 

 

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