------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Sat Aug 1 02:17:58 CDT 1998. (To retrieve abstracts without full papers, use e.g. get 9808001.abs ) get 3 2.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9808001 From: SPYROS SKOURAS Date: Sat, 01 Aug 1998 13:15:05 METDST ( 0kb + 1495kb + 647kb ) Date (revised): Mon, 24 Aug 1998 10:05:55 -0500 Title: Financial Returns and Efficiency as seen by an Artificial Technical Analyst. Author: Spyros Skouras (European University Institute) Contact: skouras@datacomm.iue.it Comments: JEL: C8, G EWP References: Keywords: Report-no: EUI-SPY-98/1 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9808002 From: riedel@wiwi.hu-berlin.de Date: Wed, 5 Aug 1998 07:41:54 -0500 ( 0kb + 120kb ) Title: Imperfect Information Leads to Complete Markets if Dividends are Diffusions Author: Frank Riedel (Humboldt University) Contact: riedel@wiwi.hu-berlin.de Comments: Type of Document - pdf-file; prepared on PC-TEX; pages: 28 Keywords: Complete Markets, General Equilibrium, Imperfect Information, Asset Pricing JEL: D5, G1 EWPA-references: Report-no: 001 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9808003 From: mili@ere.umontreal.ca ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ( 56kb ) Date: Wed, 26 Aug 98 14:06:08 CDT 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: BIBECG082698 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9808004 From: manfredo@uiuc.edu Date: Fri, 28 Aug 1998 12:13:02 -0500 ( 0kb + 668kb ) Title: Using Proxies for the Short Rate: When are Three Months Like an Instant? Author: David A. Chapman (The University of Texas at Austin) and John B. Long Jr. (University of Rochester) and Neil D. Pearson (University of Illinois at Urbana-Champaign) Contact: pearson2@uiuc.edu Comments: Type of Document - pdf; prepared on pc; to print on unknown; pages: 30; figures: included. Office for Futures and Options Research (OFOR) at the University of Illinois at Urbana-Champaign. Working Paper 98-06. For a complete list of OFOR working papers see http://w3.ag.uiuc.edu/ACE/ofor Keywords: interest rates, proxies, term structure JEL: G1 EWPA-references: Report-no: OFOR-98-06 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9808005 From: manfredo@uiuc.edu Date: Fri, 28 Aug 1998 13:02:50 -0500 ( 0kb + 1292kb ) Title: Is the Short Rate Drift Actually Nonlinear? Author: David A. Chapman (The University of Texas at Austin) and Neil D. Pearson (The Univerisity of Illinois at Urbana-Champaign) Contact: pearson2@uiuc.edu Comments: Type of Document - pdf; prepared on pc; to print on unknown; pages: 56; figures: included . Office for Futures and Options Research (OFOR) at the University of Illinois at Urbana-Champaign. Working Paper 98-07. For a complete list of OFOR working papers see http://w3.ag.uiuc.edu/ACE/ofor Keywords: term structure, continuous-time JEL: G1 EWPA-references: Report-no: OFOR-98-07 \\