2007

Back to Home Page

 

October 2007 - The Big Mac Index 

October 2007 (published September 2007) - Haug, Taleb, Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula 

August 2007 (June 2007) - Fabozzi, Kothari, Securitization: The Tool of Financial Transformation  

August 2007 (published November 2006) -  Rasmussen, How Well Do Financial and Macroeconomic Variables Predict Stock Returns: Time-Series and Cross-Sectional Evidence 

August 2007 (published January 2006) - Gabaix, A Unified Theory of Ten Financial Puzzles

June 2007 (published April 2006) - Karpoff, Lee, Martin, Financial Expertise of Directors 

June 2007 (to be published in October 2007) - Baruch, Karolyi, Lemmon, Multi-Market Trading and Liquidity: Theory and Evidence 

June 2007 (to be published in 2007) - Pontiff, Woodgate, Share Issuance and Cross-Sectional Returns 

June 2007 (published May 2006) - Skinner, The Evolving Relation between Earnings, Dividends, and Stock Repurchases  

April 2007 - Carlson, A Brief History of the 1987 Stock Market Crash with a Discussion of the Federal Reserve Response 

April 2007 (published February 2007) - Jacobsen, Marshall, Visaltanachorti, The Interval of Observation *** Highly Recommended ***

April 2007  (published January 2007)  - Sheiner,  Sichel, Slifman, A Primer on the Macroeconomic Implications of Population Aging   

April 2007 (published October 2006) - Lebow, Rudd, Inflation Measurement 

April 2007 (published October 2006) - Gurkaynak, Sack, Wright, The U.S. Treasury Yield Curve: 1961 to the Present 

April 2007 (published October 2006) - Fair, A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?

January 2007 - Beach, Semivariance in Asset Allocations: Longer Horizons Can Handle Riskier Holdings 

January 2007 (to be published in 2007) - Martin Lettau and Jessica A. Wachter, Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 

January 2007 (to be published in 2007) - Pontiff, Woodgate, Share Issuance and Cross-Sectional Returns 

January 2007 (to be published in 2007) - Thomas J. George and Chuan-Yang Hwang , Long-Term Return Reversals: Overreaction or Taxes? 

Copyright 2004-2010 All rights reserved.