------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Mon Aug 1 00:01:05 CDT 2005. (To retrieve abstracts without full papers, use e.g. get 0508001.abs ) get 9404003 95011002.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508001 From: Paranque@wueconb.wustl.edu Date: Mon, 1 Aug 2005 10:19:52 -0500 ( 0kb + 129kb ) Date (revised): Tue, 2 Aug 2005 07:47:35 -0500 Date (revised): Tue, 2 Aug 2005 10:53:22 -0500 Title: Agent Behaviour, Financial Market and Welfare Theory Author: Bernard Paranque (Euromed Marseille Ecole de Management) and Walter Baets (Euromed Marseille Ecole de Management) and Henry Pruden (Euromed Marseille Ecole de Management) Contact: bernard.paranque@euromed-marseille.com Comments: Type of Document - pdf; pages: 9. Presented at the 4th Global Conference on Business & Economics, Sponsored by Association for Business & Economic Research and International Journal of Busines s & Economics - June 26-28, 2005 - Oxford University, Oxford, UK Keywords: Financial behaviour , holism , agent , financial market , social welfare , value maximization , stakeholder JEL: C61,D6,D82,E44,G14,G30 EWPA-references: Report-no: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508002 From: cupertino.cmc@gmail.com Date: Mon, 1 Aug 2005 20:02:08 -0500 ( 0kb + 393kb ) Title: The Ohlson Model of Evaluation of Companies:Tutorial for Use Author: César Medeiros Cupertino (University of Santa Catarina) and Paulo Roberto Barbosa Lustosa (University of Brasilia) Contact: cupertino.cmc@gmail.com Comments: Type of Document - pdf; pages: 16 Keywords: evaluation of companies, Ohlson Model. JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508003 From: stefan.schmitz@oenb.at Date: Tue, 2 Aug 2005 04:47:52 -0500 ( 0kb + 227kb ) Title: The Governance of Occupational Pension Funds and the Politico- Economic Implications: The Case of Austria Author: Stefan W. Schmitz Contact: stefan.schmitz@oenb.at Comments: Type of Document - pdf; pages: 37 Keywords: Pension Funds, Governance,Positive Analysis of Policy-Making and Implementation, Law and Economics JEL: D 78 (Positive Analysis of Policy-Making and Implementation), G 23 (Pension Funds), G 38 (Corporate Finance and Governance: Government Policy and Regulation), K 0 (Law and Economics) EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508004 From: ljspanos@econ.uoa.gr Date: Tue, 2 Aug 2005 07:49:43 -0500 ( 0kb + 310kb ) Title: Corporate Governance as an instrument of change state owned Corporate Governance as an instrument of change state owned companies: The case of the Hellenic Telecommunications Organization Author: Loukas Spanos (National & Kapodistrian University of Athens Dept. of Economics) and Demetrios Papoulias (National & Kapodistrian University of Athens Dept. of Economics) Contact: ljspanos@econ.uoa.gr Comments: Type of Document - pdf; pages: 32 Keywords: Corporate Governance Hellenic Telecommunications Organization (HTO), state-owned companies, privatization, change JEL: G32 G34 G38 L22 L96 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508005 From: professorsergiodasilva@gmail.com Date: Tue, 2 Aug 2005 12:20:25 -0500 ( 0kb + 169kb ) Title: Log-Periodic Crashes Revisited Author: Raul Matsushita (University of Brasilia) and Iram Gleria (Federal University of Alagoas) and Annibal Figueiredo (University of Brasilia) and Sergio Da Silva (Federal University of Santa Catarina) Contact: professorsergiodasilva@gmail.com Comments: Type of Document - pdf Keywords: JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508006 From: clos500@cs.com Date: Tue, 2 Aug 2005 15:37:37 -0500 ( 0kb + 659kb ) Title: The Degree of Stability of Price Diffusion Author: Cornelis A. Los (EMEPS Associates, Inc.) Contact: clos500@cs.com Comments: Type of Document - pdf; pages: 40 Keywords: Stable distributions, price diffusion, stability exponent, Zolotarev parametrization, fractional Brownian motion, financial markets JEL: C23, C53, G13, G14, G18 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508007 From: martinez@bde.es Date: Fri, 5 Aug 2005 09:37:16 -0500 ( 0kb + 710kb ) Title: SIZE AND HETEROGENEITY MATTER. A MICROSTRUCTURE-BASED ANALYSIS OF REGULATION OF SECONDARY MARKETS FOR GOVERNMENT BONDS. Author: J.Ramon Martinez-Resano (Bank of Spain) Contact: martinez@bde.es Comments: Type of Document - pdf; pages: 63 Keywords: government bonds, microstructure, regulation JEL: D40, G28, K22 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508008 From: clos500@cs.com Date: Tue, 16 Aug 2005 10:54:14 -0500 ( 0kb + 942kb ) Title: Persistence Characteristics of the Chinese Stock Markets Author: Cornelis A. Los (EMEPS Associates, Inc.) and Bing Yu (Kent State University, Graduate School of Management) Contact: clos500@cs.com Comments: Type of Document - pdf; pages: 34 Keywords: Long-term dependence, degrees of persistence, Hurst exponent, wavelet multiresolution analysis, Chinese equity markets JEL: C15; C33, C53, G13, G15, G18 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508009 From: professorsergiodasilva@gmail.com Date: Thu, 18 Aug 2005 13:26:33 -0500 ( 0kb + 489kb ) Title: Nonidentically distributed variables and nonlinear autocorrelation Author: Annibal Figueiredo (University of Brasilia) and Iram Gleria (Federal University of Alagoas) and Raul Matsushita (University of Brasilia) and Sergio Da Silva (Federal University of Santa Catarina) Contact: professorsergiodasilva@gmail.com Comments: Type of Document - pdf Keywords: JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508010 From: daniel.santabarbara@bde.es Date: Mon, 22 Aug 2005 03:16:30 -0500 ( 0kb + 930kb ) Title: China’s banking reform: An assessment of its evolution and possible impact Author: Alicia Garcia-Herrero (Bank of Spain) and Sergio Gavila (Bank of Spain) and Daniel Santabarbara (Bank of Spain) Contact: alicia.garcia-herrero@bde.es Comments: Type of Document - pdf; pages: 52 Keywords: Chinese financial system, financial reform, bank restructuring, financial liberalization, bank regulation and supervision. JEL: E44, E66, G2, G21 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508011 From: achraf.ayadi@int-evry.fr Date: Wed, 24 Aug 2005 17:57:03 -0500 ( 0kb + 266kb ) Title: La banque en ligne dans les pays émergents : le cas de la Tunisie Author: Achraf AYADI (Institut National des Télécommunications d'Evry) and Ihcène KAFFELA (La Poste Tunisienne & Ecole Sup. des Télécommunications de Tunis) Contact: achraf.ayadi@int-evry.fr Comments: Type of Document - pdf; pages: 26. La banque en ligne dans les pays émergents : le cas de la Tunisie Keywords: Electronic Banking JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508012 From: fengdai@public2.zz.ha.cn Date: Thu, 25 Aug 2005 01:50:26 -0500 ( 0kb + 224kb ) Title: The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting Author: Feng Dai (Zhengzhou Information Engineering University) Contact: fengdai@public2.zz.ha.cn Comments: Type of Document - pdf; pages: 10 Keywords: DF structure model, options pricing, dividend-paying, capital- splitting JEL: G130 EWPA-references: ewp-fin/0508050 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508013 From: pavel.okunev@bankofamerica.com Date: Mon, 29 Aug 2005 11:42:39 -0500 ( 0kb + 30kb ) Title: A Simple Approach to Combining Internal and External Operational Loss Data Author: Pavel Okunev (Lawrence Berkeley National Laboratory, UC Berkeley & Bank of America) Contact: pavel.okunev@bancofamerica.com Comments: Type of Document - pdf Keywords: operational risk, basel accords, combining internal and external data, stratified sampling, weighted average JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508014 From: francis_vitek@yahoo.ca Date: Tue, 30 Aug 2005 13:09:34 -0500 ( 0kb + 1064kb ) Title: On Risk Premia and Volatility Transmission Across the Stock and Bond Markets Author: Francis Vitek (University of British Columbia) Contact: francis_vitek@yahoo.ca Comments: Type of Document - pdf; pages: 26 Keywords: Risk premia and volatility transmission; Stock and bond markets; Conditional capital asset pricing model JEL: G11; G12 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508015 From: kadam@capital33.com Date: Tue, 30 Aug 2005 17:25:55 -0500 ( 0kb + 111kb ) Date (revised): Wed, 21 Sep 2005 00:18:48 -0500 Title: Assessing Financial Evolution Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane ) Contact: kadam@capital33.com Comments: Type of Document - pdf Keywords: finance; financial evolution; transactions; economic efficiency; cost calculations JEL: G0, G00, G000, E, I EWPA-references: Report-no: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508016 From: kadam@capital33.com Date: Tue, 30 Aug 2005 19:03:31 -0500 ( 0kb + 126kb ) Date (revised): Wed, 21 Sep 2005 00:28:52 -0500 Title: International Capital Budgeting and the Caribbean Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane ) Contact: kadam@capital33.com Comments: Type of Document - pdf Keywords: finance, Caribbean, investment, foreign direct investment, international capital JEL: G, G0, G00, G000, G100, G180, G190, G280, G290 EWPA-references: Report-no: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508017 From: kadam@capital33.com Date: Tue, 30 Aug 2005 19:26:59 -0500 ( 0kb + 841kb ) Date (revised): Wed, 21 Sep 2005 00:53:16 -0500 Title: Performance of Rational Investors Versus Momentum Traders Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane ) Contact: kadam@capital33.com Comments: Type of Document - pdf Keywords: momentum traders, informed traders, rational traders, irrational traders, financial markets, trading, investor behavior JEL: G, G0, G00, G000, G100, G180, G190, G280, G290 EWPA-references: Report-no: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508018 From: mirjami.kolehmainen@bof.fi Date: Wed, 31 Aug 2005 03:19:23 -0500 ( 0kb + 676kb ) Title: Relationship lending and competition: Higher switching cost does not necessarily imply greater relationship benefits Author: Timo Vesala (Bank of Finland) Contact: timo.vesala@helsinki.fi Comments: Type of Document - pdf; pages: 30. Bank of Finland Research Discussion Papers 3/2005 Keywords: relationship lending, switching cost, banking competition JEL: G21, G24, D82, D43 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508019 From: deepak.ds.shah@gmail.com Date: Wed, 31 Aug 2005 04:06:50 -0500 ( 0kb + 193kb ) Title: Rural Credit Delivery System in Maharashtra: A Step Towards Rejuvenation Author: Deepak Shah (Gokhale Institute of Politics & Economics, Deccan Gymkhana, Pune 411 004 Maharashtra , INDIA) Contact: deepak.ds.shah@gmail.com Comments: Type of Document - doc Keywords: JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508020 From: mirjami.kolehmainen@bof.fi Date: Wed, 31 Aug 2005 10:15:39 -0500 ( 0kb + 687kb ) Title: Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data Author: Karlo Kauko (Bank of Finland) Contact: karlo.kauko@bof.fi Comments: Type of Document - pdf; pages: 48. Bank of Finland Research Discussion Papers 9/2005 Keywords: G21, E43, E44 JEL: G21, E43, E44 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508021 From: mirjami.kolehmainen@bof.fi Date: Wed, 31 Aug 2005 10:38:01 -0500 ( 0kb + 544kb ) Title: Central counterparty clearing: constructing a framework for evaluation of risks and benefits Author: Kirsi Ripatti Contact: kirsi.ripatti@bof.fi Comments: Type of Document - pdf; pages: 67. Bank of Finland Discussion Papers 30/2004 Keywords: central counterparty clearing, clearing, settlement, securities markets, infrastructure, integration JEL: G15, G20, G28, G33, G34 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/0508022 From: kadam@capital33.com Date: Wed, 31 Aug 2005 18:39:43 -0500 ( 0kb + 125kb ) Date (revised): Wed, 21 Sep 2005 00:42:51 -0500 Date (revised): Thu, 29 Sep 2005 20:00:34 -0500 Title: Maximizing International Macroeconomic Intervention in Foreign Exchange, Stock, and Retail Financial Markets Author: Kirby Adam J.R. Faciane ( Kirby Faciane / KAJR Faciane ) ( Kirby Faciane / KAJR Faciane ) Contact: kadam@capital33.com Comments: Type of Document - pdf Keywords: financial markets, foreign exchange, stock, financial retail markets, government intervention, kirby faciane JEL: G, G0, G00, G000, G100, G180, G190, G280, G290 EWPA-references: Report-no: \\