Publications in 2003
The performance of
alternative option valuation models in the OTC currency options market
Nicolas P.B. Bollen and
Emma Raisel
Journal of International
Money and Finance, 22, pp. 33-64, 2003.
Optimal tick size: For
whom?
Nicolas P.B. Bollen, Tom
Smith and
Robert E. Whaley
Journal of Futures
Markets, 23, pp. 719-750, 2003.
Determinants of
environmental innovation in U.S. manufacturing industries
Smita Brunnermeier and
Mark
A. Cohen
Journal of Environmental
Economics and Management, 45(2): 278-93, March 2003.
The costs and benefits of
sentencing - a systematic review
Mark
A. Cohen, Cynthia
McDougall, Amanda Perry and Raymond Swaray
Annals of the American
Academy of Political and Social Science, 587: 160-177, May 2003.
"Willingness to award"
nonmonetary damages and the implied value of life from Jury Awards
Mark
A. Cohen and Ted R.
Miller
International Review of
Law and Economics, June 2003.
The impact on the market
for audit services of aggressive competition by auditors
Paul K. Chaney,
Debra C. Jeter and Pamela Erickson Shaw
Journal of Accounting and
Public Policy, Vol.22:6, pp. 487-516, November/December 2003.
Bertrand competition with
capacity constraints: Mergers among parking lots
Philip Crooke,
Luke M. Froeb
and Steven Tschantz
Journal of Econometrics,
113, 1, March 2003.
Industry conditions,
growth opportunities, and market reactions to convertible debt financing
decisions
Craig M. Lewis, R. Rogalski and J. Seward
Journal of Banking and
Finance, 27, 2003.
Trading activity and stock
price volatility: Evidence from the London Stock Exchange
Roger D. Huang and
Ronald W. Masulis
Journal of Empirical
Finance, Vol.10, May 2003.
Correlations in price
changes and volatility across international stock markets
Y. Hamao,
Ronald W. Masulis and V. Ng
Reprinted in Ren¨¦ Stulz
and G. Andrew Karolyi (eds.) International Capital Market Integration,
London: Edward Elgar Publishing, 2003.
Exchange rate pass-through
in a small open economy: Panel evidence from Hong Kong
David C. Parsley
International Journal of
Finance and Economics, Vol.8, No.1, 2003.
Market microstructure
Hans R. Stoll
Handbook of the Economics
of Finance, Amsterdam: Elsevier, 2003. |
