------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Thu Jul 1 02:00:39 CDT 1999. (To retrieve abstracts without full papers, use e.g. get 9907001.abs ) get 3 2.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9907001 From: mili@ere.umontreal.ca ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ANNOUNCEMENT ONLY ( 63kb ) Date: Thu, 8 Jul 1999 10:58:20 -0500 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: BIBECG070899 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9907002 From: jiri@cwi.nl Date: Fri, 16 Jul 1999 08:39:29 -0500 (CDT) ( 0kb + 569kb ) Title: Scale invariance and contingent claim pricing Author: Jiri Hoogland (CWI, Amsterdam) and Dimitri Neumann (CWI, Amsterdam) Contact: jiri@cwi.nl Comments: Type of Document - PDF; prepared on NT/Latex; to print on PDF printer; pages: 17 . See also http://www.cwi.nl/~jiri for postscript version version Keywords: contingent claim pricing, scale-invariance, homogeneity, partial differential equation JEL: G12 EWPA-references: Report-no: MAS-R9914 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9907003 From: jiri@cwi.nl Date: Fri, 16 Jul 1999 08:42:22 -0500 (CDT) ( 0kb + 570kb ) Title: Scale invariance and contingent claim pricing II: Path-dependent contingent claims Author: Jiri Hoogland (CWI, Amsterdam) and Dimitri Neumann (CWI, Amsterdam) Contact: jiri@cwi.nl Comments: Type of Document - PDF; prepared on NT/Latex; to print on PDF printer; pages: 20 . See also http://www.cwi.nl/~jiri for postscript version Keywords: contingent claim pricing, scale-invariance, homogeneity, partial differential equation JEL: G12 EWPA-references: Report-no: MAS-R9919 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9907004 From: anders@moho.ess.ucla.edu Date: Tue, 20 Jul 1999 13:30:50 -0500 (CDT) ( 0kb + 538kb ) Title: Log-periodic power law bubbles in Latin-American and Asian markets and correlated anti-bubbles in Western stock markets: An empirical study. Author: Anders Johansen (UCLA) and Didier Sornette (UCLA, CNRS) Contact: anders@moho.ess.ucla.edu Comments: Type of Document - pdf-file; prepared on Linux; to print on HP/PostScript/Franciscan monk; pages: 36 ; figures: included. Paper submitted to Journal of Risk Keywords: Market bubbles and crashes, emerging markets, log-periodic power laws JEL: EWPA-references: Report-no: JS99-5 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-fin/9907005 From: Joergen Vitting Andersen Date: Tue, 27 Jul 1999 15:35:31 +0200 ( 1052kb ) Title: Have your cake and eat it too: increasing returns while lowering large risks! Authors: J.V. Andersen (Nordic Institute for Theoretical Physics) and D. Sornette (University of California, Los Angeles) Contact: sornette@cyclop.ess.ucla.edu Comments: Latex, 17 pages, 5 figures JEL: F3 Report-no: UCLA-270799 \\