No. 22-4, November 2013
Index
- Asset pricing under quantile utility maximization
- Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests
- Editorial Board
- Entrepreneurial risk aversion, net worth effects and real fluctuations
- Initial credit ratings and earnings management
- Irrational fads, short‐term memory emulation, and asset predictability
- The effect of banking market structure on the lending channel: Evidence from emerging markets
- The high returns to low volatility stocks are actually a premium on high quality firms
- Time‐changed Lévy jump processes with GARCH model on reverse convertibles
- What makes a joint venture: Micro‐evidence from Sino‐Italian contracts