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Papers received as of Thu Jan  1 00:01:04 CST 2004.
(To retrieve abstracts without full papers, use e.g.    get 0401001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-fin/0401001
From: liuren_wu@baruch.cuny.edu
Date: Thu, 8 Jan 2004 09:30:13 -0600   ( 0kb + 407kb )

Title: Dampened Power Law: Reconciling the Tail Behavior of Financial
Security Returns
Author: Liuren Wu (Baruch College)
Contact: liuren_wu@baruch.cuny.edu
Comments: Type of Document - pdf; prepared on LaTex; pages: 44; figures:
5
Keywords: dampened power law; alpha-stable distribution; central limit
theorem; upside movement; downside movement
JEL:
EWPA-references:
Report-no: lwudpl2004
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Paper: ewp-fin/0401002
From: liuren_wu@baruch.cuny.edu
Date: Thu, 8 Jan 2004 09:37:51 -0600   ( 0kb + 422kb )

Title: Specification Analysis of Option Pricing Models Based on Time-
Changed Levy Processes
Author: Jingzhi Huang (Penn State) and Liuren Wu (Baruch College)
Contact: liuren_wu@baruch.cuny.edu
Comments: Type of Document - pdf; prepared on WinXP; pages: 48; figures:
3
Keywords: Option pricing; Levy processes; time change; jumps; Diffusion;
stochastic volatility; finite activity; infinite activity; infinite
variation.
JEL:
EWPA-references:
Report-no: huangwuspecification2004
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Paper: ewp-fin/0401003
From: slava@bu.edu
Date: Wed, 14 Jan 2004 14:45:13 -0600   ( 0kb + 573kb )

Title: Optimal Convergence Trading
Author: Vladislav KArgin
Contact: slava@bu.edu
Comments: Type of Document - pdf; prepared on Win2000; pages: 24;
figures: 6
Keywords: arbitrage, leverage, investment strategy
JEL: G11
EWPA-references:
Report-no: VK-04-01
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Paper: ewp-fin/0401004
From: o.linton@lse.ac.uk
Date: Thu, 15 Jan 2004 10:04:02 -0600   ( 0kb + 192kb )

Title: The Froot and Stein Model Revisited
Author: Nils Hogh (Codan) and Oliver Linton (LSE) and Jens Nielsen
(Codan)
Contact: o.linton@lse.ac.uk
Comments: Type of Document - pdf; prepared on win2000; to print on HP;
pages: 10; figures: yes
Keywords: G20 and G31 and G32
JEL:
EWPA-references: None
Report-no: FS-JLN-1
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Paper: ewp-fin/0401005
From: araviv@stern.nyu.edu
Date: Sun, 18 Jan 2004 17:02:00 -0600   ( 0kb + 364kb )

Title: The Valuation of Inflation-Indexed and FX Convertible Bonds
Author: Yoram Landskroner (Hebrew University) and Alon Raviv( Hebrew
University)
Contact: araviv@stern.nyu.edu
Comments: Type of Document - ; pages: 49
Keywords: Convertible Bonds, Credit Spread, Pricing, Inflation, Foreign-
Exchange
JEL:
EWPA-references:
Report-no: iicb
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Paper: ewp-fin/0401006
From: christen@levy.org
Date: Mon, 26 Jan 2004 09:34:06 -0600   ( 0kb + 391kb )

Title: Does Financial Structure Matter?
Author: Philip Arestis (The Levy Economics Institute) and Ambika D.
Luintel (London South Bank University) and Kul B. Luintel (Brunel
University)
Contact: arestis@levy.org
Comments: Type of Document - pdf; pages: 30
Keywords: Financial Structure, Economic Development, Vector Error-
Correction Model, Dynamic Heterogeneous Panels
JEL: O16, G18, G28
EWPA-references:
Report-no: wp399.pdf
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Paper: ewp-fin/0401007
From: niklas.wagner@wi.tum.de
Date: Fri, 30 Jan 2004 07:37:45 -0600   ( 0kb + 910kb )

Title: Return-Volume Dependence and Extremes in International Equity
Markets
Author: Terry A. Marsh and  Niklas Wagner
Contact: niklas.wagner@wi.tum.de
Comments: Type of Document - pdf; prepared on win00; to print on
laserjet
Keywords: trading volume, return-volume dependence, mixture of
distributions hypothesis, extreme returns, bivariate extremal
dependence, market crashes
JEL: C13, G10, G15
EWPA-references:
Report-no: me-bev0903.pdf
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