------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Thu Dec 14 18:02:22 CST 2000. (To retrieve abstracts without full papers, use e.g. get 0012001.abs ) get 9404003 95011002.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012001 From: Michael Haliassos ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ( 0kb ) Date: Fri, 05 Jan 2001 12:10:26 +0200 Title: Calibration and Computation of Household Portfolio Models Author: Michael Haliassos (University of Cyprus, HERMES, and IMOP) and Alexander Michaelides (University of Cyprus and HERMES) Contact: Haliassos@aya.yale.edu Phone: +357 2 892115 Address: Department of Economics University of Cyprus 75 Kallipoleos Street P.O. Box 20537 JEL: E2, G11 URL: http://papers.ssrn.com/paper.taf?ABSTRACT_ID=241348 EWPA-references: Keywords: Precautionary Saving, Portfolio Choice, Liquidity Constraints, Buffer Stock Saving, Entry Costs. Report-no: University of Cyprus Working Paper No. 00-04 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012002 From: Michael Haliassos ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ( 0kb ) Date: Fri, 05 Jan 2001 12:22:13 +0200 Title: Household Portfolios: An International Comparison Author: Luigi Guiso (University of Sassari, Ente Luigi Einaudi, and CEPR) and Michael Haliassos (University of Cyprus, HERMES, and IMOP) and Tullio Jappelli (University of Salerno, CSEF, and CEPR) Contact: Haliassos@aya.yale.edu Phone: +357 2 892115 Address: Department of Economics University of Cyprus 75 Kallipoleos Street P.O. Box 20537 JEL: E2, G11 URL: http://papers.ssrn.com/paper.taf?ABSTRACT_ID=245805 EWPA-references: Keywords: Household portfolios, saving, stockholding, risk taking Report-no: University of Cyprus Working Paper No. 00-10 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012003 From: michal.ostatnicky@cerge.cuni.cz Date: Mon, 5 Feb 2001 09:15:06 -0600 ( 0kb + 212kb ) Title: How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market Author: Jan Hanousek (CERGE-EI) and Richard Podpiera (CERGE-EI) Contact: Comments: Type of Document - Acrobat PDF; pages: 36 ; figures: included Keywords: market microstructure, informed trading, bid-ask spread, adverse selection JEL: G14 G15 EWPA-references: Report-no: CERGE-WP-168 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012004 From: sladk@us.edu.pl Date: Fri, 9 Feb 2001 10:37:13 -0600 ( 29kb ) Title: THE MERCHANDISING MATHEMATICIAN MODEL Author: Edward Piotrowski (Bialystok University Poland) and Jan Sladkowski (Silesian University Poland) Contact: sladk@us.edu.pl Comments: Type of Document - LaTeX; prepared on IBM PC - PC-TEX; pages: 11 ; figures: no figures Keywords: stochastic demand and supply, profit intensity, fixed points JEL: G1 C4 C6 C7 EWPA-references: ewp-fin/0004015 Report-no: cond-mat/0102174 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012005 From: Michal.Ostatnicky@cerge.cuni.cz Date: Fri, 16 Feb 2001 07:19:18 -0600 ( 0kb + 291kb ) Title: Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases Author: Richard Podpiera (CERGE-EI) Contact: Richard.Podpiera@cerge.cuni.cz Comments: Type of Document - Acrobat PDF; pages: 33 ; figures: included Keywords: Market efficiency, Emerging markets, Market response, Macroeconomic release JEL: G14 EWPA-references: Report-no: CERGE-WP-156 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012006 From: Michal.Ostatnicky@cerge.cuni.cz Date: Fri, 16 Feb 2001 09:05:37 -0600 ( 0kb + 78kb ) Title: Do Stock Markets Promote Economic Growth? Author: Jan Hanousek (CERGE-EI) and Nauro F. Campos (CERGE-EI) and Randall K. Filer (Hunter College & The Graduate Center of the University of New York ; CERGE-EI) Contact: Jan.Hanousek@cerge.cuni.cz Comments: Type of Document - Acrobat PDF; pages: 21 ; figures: included Keywords: Stock market, Financial development, Economic growth, Granger causality JEL: G00, G14, O16, F36 EWPA-references: Report-no: CERGE-WP-151 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012007 From: Michal.Ostatnicky@cerge.cuni.cz Date: Mon, 19 Feb 2001 10:30:52 -0600 ( 0kb + 853kb ) Title: Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic Author: Jan Hanousek (CERGE-EI) and Libor Nemecek (CERGE-EI) Contact: Jan.Hanousek@cerge.cuni.cz Comments: Type of Document - Acrobat PDF; pages: 33 ; figures: Included Keywords: Arbitrage, Co-movements of financial markets, Emerging markets, Integration of emerging markets, Mispricing JEL: D40, E44, G12, G14 EWPA-references: Report-no: CERGE-WP-136 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012008 From: Michal.Ostatnicky@cerge.cuni.cz Date: Fri, 23 Feb 2001 07:21:04 -0600 ( 0kb + 234kb ) Title: A Short-Horizon Model of Asset Pricing: Equilibrium Analysis Author: George Vachadze (CERGE-EI) Contact: George.Vachadze@cerge.cuni.cz Comments: Type of Document - Acrobat PDF; pages: 19 ; figures: included Keywords: Asset pricing; Heterogeneous agents; Portfolio choice JEL: G11, G12 EWPA-references: Report-no: CERGE-WP-133 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012009 From: Michal.Ostatnicky@cerge.cuni.cz Date: Fri, 23 Feb 2001 07:25:42 -0600 ( 0kb + 307kb ) Title: A Temporary Equilibrium Model of Asset Pricing Author: George Vachadze (CERGE-EI) Contact: George.Vachadze@cerge.cuni.cz Comments: Type of Document - Acrobat PDF; pages: 29 ; figures: included Keywords: Asset pricing; Heterogeneous agents; Portfolio choice JEL: G11, G12 EWPA-references: Report-no: CERGE-WP-132 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012010 From: mili@ere.umontreal.ca ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ( 27kb ) Date: Wed, 28 Feb 2001 10:58:09 -0600 (CST) Title: New BibEc entries: Financial Economics Author: BibEc_Editor Mr. Fethy Mili (Universite de Montreal) Contact: mili@ere.umontreal.ca Phone: 514-343-6111 Address: Mr. Fethy Mili Departement des Sciences Economiques Universite de Montreal C.P. 6128, succ. Centre-ville Montreal, Canada H3C 3J7 Expires: 12/31/50 JEL: G URL: http://netec.wustl.edu/BibEc/BibEc.html EWPA-references: Keywords: Report-no: BIBECG022801105808 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012011 From: mili@ere.umontreal.ca ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ( 38kb ) Date: Wed, 28 Feb 2001 11:01:11 -0600 (CST) Title: New BibEc entries: Financial Economics Author: BibEc_Editor Mr. Fethy Mili (Universite de Montreal) Contact: mili@ere.umontreal.ca Phone: 514-343-6111 Address: Mr. Fethy Mili Departement des Sciences Economiques Universite de Montreal C.P. 6128, succ. Centre-ville Montreal, Canada H3C 3J7 Expires: 12/31/50 JEL: G URL: http://netec.wustl.edu/BibEc/BibEc.html EWPA-references: Keywords: Report-no: BIBECG022801110111 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0012012 From: mili@ere.umontreal.ca ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ( 18kb ) Date: Wed, 28 Feb 2001 11:02:59 -0600 (CST) Title: New BibEc entries: Financial Economics Author: BibEc_Editor Mr. Fethy Mili (Universite de Montreal) Contact: mili@ere.umontreal.ca Phone: 514-343-6111 Address: Mr. Fethy Mili Departement des Sciences Economiques Universite de Montreal C.P. 6128, succ. Centre-ville Montreal, Canada H3C 3J7 Expires: 12/31/50 JEL: G URL: http://netec.wustl.edu/BibEc/BibEc.html EWPA-references: Keywords: Report-no: BIBECG022801110258 \\