Working
papers written or last revised in 2000
Implied volatility
functions: empirical
tests
Bernard Dumas, Jeff Fleming, and Robert
E. Whaley
Explaining the border
effect: The role
of exchange rate variability, shipping
costs, and geography
David C. Parsley
and Shang-Jin Wei
Convergence to the
law of one price
without trade barriers or currency
fluctuations
David C. Parsley and Shang-Jin Wei
Insignificant and
inconsequential hysteresis: The case of the U.S.
bilateral trade
David C. Parsley and Shang-Jin Wei
The long-run performance of
firms
adopting compensation plans based on
economic profits
Chris E. Hogan and Craig M. Lewis
The use of accruals in
earnings
management: A permanent earnings
hypothesis
Paul K. Chaney, Debra C. Jeter, and
Craig M. Lewis
Why do firms
pollute (and reduce) toxic emissions?
Mark A. Cohen and Shameek Konar
On the timing ability of
mutual fund managers
Jeffrey A. Busse and Nicolas P.B. Bollen
