------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Fri Mar 1 02:00:45 CST 2002. (To retrieve abstracts without full papers, use e.g. get 0203001.abs ) get 9404003 95011002.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0203001 From: neumann@cwi.nl Date: Mon, 4 Mar 2002 10:13:42 -0600 ( 0kb + 366kb ) Title: Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk Author: Jiri Hoogland (CWI, Amsterdam) and Dimitri Neumann (CWI, Amsterdam) and Michel Vellekoop (University of Twente) Contact: neumann@cwi.nl Comments: Type of Document - PDF; prepared on Linux; to print on Postscript; pages: 34 ; figures: none Keywords: option pricing, jump diffusion, local scale invariance, homogeneity, partial differential difference equations JEL: G12 EWPA-references: ewp-fin/0105003 ewp-fin/0105002 ewp-fin/9907002 ewp- fin/9907003 Report-no: SEN-R0202 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0203002 From: arnie@iastate.edu Date: Wed, 6 Mar 2002 14:35:49 -0600 ( 0kb + 450kb ) Title: Wealth Effects of Banks' Rights to Market and Originate Annuities Author: Arnold R. Cowan (Iowa State University) and Jann C. Howell (Iowa State University) and Mark L. Power (Iowa State University) Contact: arnie@iastate.edu Comments: Type of Document - Acrobat 5.0 PDF; prepared on Windows 2000; pages: 35 . If you have trouble, please make sure you have the latest version of the free Acrobat Reader from www.adobe.com. Keywords: Annuities, VALIC, financial modernization, deregulation, deposit insurance, Blackfeet National Bank, event studies JEL: G21, G22, G28, G14, L51 EWPA-references: Report-no: CHP-ISU-QREF-200110 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0203003 From: mili@ere.umontreal.ca ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ( 0kb ) Date: Mon, 11 Mar 2002 13:52:53 -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: BIBECG031102135253 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0203004 From: Steven Huddart ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ( 0kb ) Date: Tue, 19 Mar 2002 23:12:13 -0500 Title: Information Asymmetry and Cross-sectional Determinants of Insider Trading Author: Steven Huddart (Penn State) Bin Ke (Penn State) Contact: huddart@psu.edu Phone: 814-865-3271 Address: Accounting Department Smeal College Penn State JEL: G15 M41 K22 URL: http://www.smeal.psu.edu/faculty/huddart/Papers/Cross.pdf EWPA-references: Keywords: Insider trading, Liquidity, Securities regulation Report-no: cross \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0203005 From: Steven Huddart ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ( 0kb ) Date: Tue, 19 Mar 2002 23:12:14 -0500 Title: What insiders know about future earnings and how they use it: evidence from insider trades Author: Bin Ke (Penn State) Steven Huddart (Penn State) Kathy Petroni (Michigan State) Contact: huddart@psu.edu Phone: 814-865-3271 Address: Accounting Department Smeal College Penn State JEL: G18 M41 K22 URL: http://www.smeal.psu.edu/faculty/huddart/Papers/KeHuPe.pdf EWPA-references: Keywords: Insider trading, Securities regulation Report-no: kehupe \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0203006 From: ergashev@wueconc.wustl.edu Date: Wed, 20 Mar 2002 16:53:00 -0600 ( 0kb + 103kb ) Title: A note on a generalized Black-Scholes formula Author: Bakhodir A Ergashev The Washington University in St. Louis Contact: ergashev@wueconc.wustl.edu Comments: Type of Document - none; prepared on IBM PC - PC-TEX; to print on HP/PostScript/Franciscan monk; pages: 5 ; figures: none. We never published this piece and now we would like to reduce our mailing and xerox cost by posting it. Keywords: Black_Scholes formula; Option pricing; Ornstein-Uhlenbeck processes JEL: G12, G13 EWPA-references: Report-no: BAE-02-03-01 \\