------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Mon Sep 1 00:01:06 CDT 2003. (To retrieve abstracts without full papers, use e.g. get 0309001.abs ) get 9404003 95011002.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309001 From: enriquergp@yahoo.es Date: Mon, 1 Sep 2003 14:13:18 -0500 ( 0kb + 0kb + 117kb + 123kb ) Title: Análisis Económico del Servicio de Cajeros Automáticos en el Sistema Financiero Venezolano Author: Enrique R. González Porras (Universiad Central de Venezuela) Contact: enriquergp@yahoo.es Comments: Type of Document - Zip; prepared on IBM PC; to print on HP/; pages: 17 ; figures: included/. Este constituye un análisis breve que intenta constituir un inicio de una investigación mucho más profunda. Eventualmente se quier analizar desde la óptica del análisis de competencia y de políticas públicas el servicio de cajeros automáticos. This files require unzip, and format in PDF for his publication. Thank You Keywords: ATM´s, Cajeros Auromáticos, Sistemas de Pagos, Sistema Financiero, Tarjetas de Débito, Interconexión, Probabilidad, Compensación Neta JEL: G21 EWPA-references: Finance Banking Report-no: ERGP-01-08-2003 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309002 From: pal@cf.ac.uk Date: Thu, 4 Sep 2003 10:47:14 -0500 ( 0kb + 72kb ) Title: DO EXTERNAL FUNDS YIELD LOWER RETURNS ? RECENT EVIDENCE FROM EAST ASIAN ECONOMIES Author: Sarmistha Pal (Cardiff Business School, UK) and Nigel Driffield (Birmingham Business School, UK) Contact: pal@cf.ac.uk Comments: Type of Document - ; pages: 25 Keywords: Efficiency, Misallocation of capital, Returns to internal and external funds, Debt and equity, Financial constraint, Random effects model with selection JEL: G32 O16 EWPA-references: Report-no: SP-03-31072003 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309003 From: slava@bu.edu Date: Sun, 7 Sep 2003 11:43:19 -0500 ( 0kb + 316kb ) Title: Spatial Interpolation for Lattice Option Pricing Author: Vladislav Kargin (Cornerstone Research) Contact: slava@bu.edu Comments: Type of Document - pdf; prepared on IBM PC ; pages: 17; figures: included Keywords: interpolation, option pricing JEL: G13 EWPA-references: Report-no: VK-03-02 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309004 From: th.keijser@jur.kun.nl Date: Fri, 12 Sep 2003 02:21:05 -0500 ( 0kb + 743kb ) Date (revised): Mon, 20 Oct 2003 09:01:10 -0500 Title: Report on a Right of Use for Collateral Takers and Custodians Author: Thomas Keijser ed. (University of Nijmegen The Netherlands) Contact: th.keijser@jur.kun.nl Comments: Type of Document - pdf file; pages: 83 Keywords: collateral, right of use, repo, securities lending, derivatives JEL: EWPA-references: Report-no: XY-22-771177 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309005 From: Matthias.Amen@web.de Date: Fri, 12 Sep 2003 16:42:58 -0500 ( 0kb + 27kb ) Title: Integrating success factors and group attitudes into the valuation of a company Author: Matthias Amen (University of Duisburg & Essen) Contact: Matthias.Amen@web.de Comments: Type of Document - ; pages: 6 ; figures: 1 figure, 2 tables. Published in: Engemann, Kurt J./Lasker, George E. (eds.): Advances in Decision Technology and Intelligent Information Systems, Volume II, Windsor, Ontario: The International Institute for Advanced Studies in Systems Research and Cybernetics, 2001, pp. 1-6 (ISBN 1-894613-08-2). Keywords: Analytic Hierarchy Process, AHP, Multi-objective Decision Making, Group Decision Making, Valuation JEL: G30 M40 EWPA-references: Report-no: MA-2001-02 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309006 From: Matthias.Amen@web.de Date: Fri, 12 Sep 2003 17:29:23 -0500 ( 0kb + 134kb ) Title: Die Fortbestehensprognose - Rechtliche Anforderungen und deren betriebswirtschaftliche Grundlagen Author: Paul J. Gross (Ernst & Young, Colonge) and Matthias Amen (University of Duisburg & Essen) Contact: Matthias.Amen@web.de Comments: Type of Document - ; pages: 16 ; figures: 4 figures, 2 tables. Published in: Die Wirtschaftspruefung, Volume 55, No. 5, 1 March 2002, pp. 225-240 (ISSN 0340-9031) Keywords: going concern assumption, insolvency JEL: G33 G34 EWPA-references: Report-no: MA-2002-01 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309007 From: Matthias.Amen@web.de Date: Fri, 12 Sep 2003 17:42:13 -0500 ( 0kb + 484kb ) Title: Die Erstellung der Fortbestehensprognose Author: Paul J. Groß (Ernst & Young, Cologne, Germany) and Matthias Amen (University of Duisburg & Essen, Germany) Contact: Matthias.Amen@web.de Comments: Type of Document - ; pages: 18 ; figures: 5 figures, 2 tables. Published in: Die Wirtschaftsprüfung, Volume 55, No. 9, 1 May 2002, pp. 433-450 (ISSN 0340-9031). Keywords: going concern assumption, insolvency JEL: G33 G34 EWPA-references: Report-no: MA-2002-02 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309008 From: Matthias.Amen@web.de Date: Sat, 13 Sep 2003 01:36:19 -0500 ( 0kb + 484kb ) Title: Das Beweismaß der "überwiegenden Wahrscheinlichkeit" im Rahmen der Glaubhaftmachung einer Fortbestehensprognose - zugleich Replik auf die Entgegnung von Drukarczyk/Schüler, WPg 2003, S. 56 bis 67 Author: Paul J. Groß (Ernst & Young, Cologne, Germany) and Matthias Amen (University of Duisburg & Essen) Contact: Matthias.Amen@web.de Comments: Type of Document - ; pages: 23 ; figures: 4 figures, 2 tables. Published in: Die Wirtschaftsprüfung, Volume 56, No. 3, 1 February 2003, pp. 67-89 (ISSN 0340-9031) Keywords: going concern assumption, insolvency, probability JEL: G33 G34 EWPA-references: Report-no: MA-2003-01 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309009 From: fogg@mindspring.com Date: Sat, 13 Sep 2003 13:58:24 -0500 ( 0kb + 857kb ) Title: Insulating Your Nest Egg in the Storm of Social Security Reform Author: Francis Gupta and David Eichhorn Contact: fogg@mindspring.com Comments: Type of Document - Acrobat PDF; pages: 9; figures: Included Keywords: Social Security, Retirement Planning, Nest Egg JEL: EWPA-references: Report-no: FG-2003-01 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309010 From: yakup70@yahoo.com Date: Sat, 13 Sep 2003 14:10:06 -0500 ( 0kb + 66kb ) Title: Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey Author: Osman Karamustafa (Ondokuz Mayis University) and Yakup Kucukkale (Karadeniz Technical University) Contact: yakup70@yahoo.com Comments: Type of Document - Acrobat PDF; prepared on MSWordXP; to print on Acrobat PDF; pages: 8 ; figures: included. We never published this piece and now we would like to reduce our mailing and xerox cost by posting it. Keywords: Stock Returns Macroeconomic Performance Emergency Market Cointegration Causality JEL: G0 G1 EWPA-references: ewp-pc/0309004 Report-no: YK-2003-04 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309011 From: fogg@mindspring.com Date: Sun, 14 Sep 2003 09:05:35 -0500 ( 0kb + 1404kb ) Title: How Much Is Too Much? The Dillema of Consuming Assets in Retirement Author: Francis Gupta and Yogi Thambiah and Eric Stubbs Contact: fogg@mindspring.com Comments: Type of Document - Acrobat PDF; pages: 8; figures: included Keywords: Retirement Planning, Retirement Assets, Nest Egg, Retirement Savings, Consumption JEL: EWPA-references: Report-no: FG-2003-02 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309012 From: michael@boguslavsky.net Date: Wed, 17 Sep 2003 09:29:22 -0500 ( 0kb + 255kb ) Title: Optimal Arbitrage Trading Author: Michael Boguslavsky (ABN-AMRO Global Equity Derivatives) and Elena Boguslavskaya (University of Amsterdam) Contact: michael@boguslavsky.net Comments: Type of Document - pdf; prepared on IBM PC LaTeX; pages: 13; figures: included Keywords: arbitrage trading, mean-reverting process, stochastic optimal control JEL: G14, C61 EWPA-references: Report-no: ME2000/01 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0309013 From: fogg@mindspring.com Date: Fri, 19 Sep 2003 18:42:27 -0500 ( 0kb + 679kb ) Title: VaR for Plan Sponsors Author: Eric Stubbs and Francis Gupta Contact: fogg@mindspring.com Comments: Type of Document - Acrobat PDF; pages: 13; figures: included Keywords: Value-at-Risk, V@R, VaR, Defined Benefit, Pension Plans, Plan Sponsors, Assets, Liabilities, Pension Surplus JEL: EWPA-references: Report-no: FG-2003-03 \\