Publications in 1993

A jump diffusion model for the European monetary system

Clifford A. Ball and Antonio Roma

Journal of International Money and Finance, October 1993.

A review of stochastic volatility models with application to option pricing

Clifford A. Ball

Financial Markets, Institutions & Instruments, Vol.2, No.5, December 1993.

Correlation, causality, and all that jazz: The inherent shortcomings of price tests for antitrust market delineation

Luke M. Froeb and Gregory J. Werden

Review of Industrial Organization, 8, June 1993.

What is the effect of bid-rigging on prices?

Luke M. Froeb, Robert A. Koyak and Gregory J. Werden

Economics Letters, 42, 1993.

The adverse selection of cases for trial

Luke M. Froeb

International Review of Law and Economics, 13, June 1993.

Endogeneity in the concentration-price relationship: causes, consequences, and cures

William N. Evans, Luke M. Froeb and Gregory J. Werden

Journal of Industrial Economics, 41, September 1993.

An empirical analysis of deferred taxes by industry: Magnitude, growth, variability, and stock market effects

Debra C. Jeter

Advances in Quantitative Analysis of Finance and Accounting, Vol.2, Part A, 1993.

What is new about modern manufacturing? Empirical evidence on manufacturing cost changes

Germain Boer and Debra C. Jeter

Journal of Management Accounting Research, Fall 1993.

Forecasting futures market volatility

T. Day and Craig M. Lewis

Journal of Derivatives, Winter 1993.

Common stock offerings across the business cycle: Theory and evidence

Hyuk Choe, Ronald W. Masulis and Vikram Nanda

Journal of Empirical Finance, Vol.1, No.1, 1993.

Exchange rate pass-through: Evidence from aggregate Japanese exports

David C. Parsley

Southern Economic Journal, Vol.60, No.2, October 1993.

Insignificant and inconsequential hysteresis: The case of U.S. bilateral trade

David C. Parsley and Shang-Jin Wei

Review of Economics and Statistics, Vol.LXXV, November 1993.

Organization of the stock market: Competition or fragmentation?

Hans R. Stoll

Journal of Applied Corporate Finance, Vol.5, No.4, Winter 1993.

Principles of inter-market regulation

Hans R. Stoll

Journal of Financial Engineering, Vol.2, No.1, March 1993.

Equity trading costs in-the-large

Hans R. Stoll

Journal of Portfolio Management, Vol.19, No.4, Summer 1993.

How to settle an estate

Bezalel Gavish and H. Martin Weingartner

Management Science, June 1993.