Publications in 1996

Unit roots and the estimation of interest rate dynamics

Clifford A. Ball  and Walter N. Torous

Journal of Empirical Finance, 1996.

New evidence on the origins of corporate crime

Cindy R. Alexander and Mark A. Cohen

Managerial and Decision Economics, Vol.17, 1996.

Theories of punishment and empirical trends in corporate criminal sanctions

Mark A. Cohen

Managerial and Decision Economics, Vol.17, 1996.

Log spectral analysis: Variance components in asset prices

Luke M. Froeb

Computational Economics and Finance: Modeling and Analysis with Mathematica, edited by Hal Varian (TELOS, Springer-Verlag) 1996.

The use of the logit model in applied industrial organization

Luke M. Froeb, Timothy Tardiff and  Gregory Werden

International Journal of the Economics of Business, Vol.3, No.1, 1996.

Simulating mergers among noncooperative oligopolists

Luke M. Froeb and Gregory Werden

Computational Economics and Finance: Modeling and Analysis with Mathematica, edited by Hal Varian (TELOS, Springer-Verlag) 1996.

Simulation as an alternative to structural merger policy in differentiated products industries

Luke M. Froeb and Gregory Werden

Chapter 4 in The Economics of the Antitrust Process, M. Coate and A. Kleit (eds.) Boston: Kluwer Academic Press, 1996.

Naive, biased, yet bayesian: Can juries interpret selectively produced evidence?

Luke M. Froeb and Bruce Kobayashi

Journal of Law, Economics & Organization, Vol.12, No.1, 1996.

Energy shocks and financial markets

Roger D. Huang, Ronald W. Masulis, and Hans R. Stoll

The Journal of Futures Markets, Vol.16, No.1, February 1996.

Convergence to the law of one price without trade barriers or currency fluctuations

David C. Parsley and Shang-Jin Wei

Quarterly Journal of Economics, Vol.111, No.4, November 1996.

Inflation and relative price variability in the short and long run: New evidence from the United States

David C. Parsley

Journal of Money Credit and Banking, Vol.28, No.3, August 1996.

Competitive trading of NYSE listed stocks: Measurement and interpretation of trading costs

Roger D. Huang and Hans R. Stoll

Financial Markets, Institutions & Instruments, Vol.5, No.1, Spring 1996.

Dealer versus auction markets: A paired comparison of execution costs on Nasdaq and the NYSE

Roger D. Huang and Hans R. Stoll

Journal of Financial Economics, Vol.41, No.3, July 1996.