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Group by: Creators Name | No Grouping
Jump to: B | C | J | K | W
Number of items: 15.

B

Barinov, Alexander and Park, Shawn Saeyeul and Yildizhan, Celim (2016): Firm Complexity and Post-Earnings-Announcement Drift.

Barinov, Alexander and Park, Shawn Saeyeul and Yildizhan, Celim (2016): FIRM COMPLEXITY AND POST-EARNINGS-ANNOUNCEMENT DRIFT. Forthcoming in: Review of Accounting Studies (15 September 2022)

C

Choi, Syngjoo and Lee, Jihong (2009): Communication, Coordination and Networks.

Chowdhury, Subhasish and Jeon, Joo Young and Kim, Chulyoung and Kim, Sang-Hyun (2021): Gender Differences in Repeated Dishonest Behavior: Experimental Evidence.

J

Jeong, Jinook (2006): Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models.

Jeong, Jinook and Kang, Byunguk (2006): Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity.

Jeong, Jinook and Yoon, Byung (2007): The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test.

K

Kang, Kee-Youn (2019): Cryptocurrency and Double Spending History: Transactions with Zero Confirmation.

Kang, Kee-Youn and Jang, Inkee (2020): Dynamic Adverse Selection and Belief Update in Credit Markets.

Kim, Chulyoung (2015): Centralized vs. Decentralized Institutions for Expert Testimony.

Kim, Chulyoung (2015): An Economic Rationale for Dismissing Low-Quality Experts in Trial.

Kim, Chulyoung (2015): Judge's Gate-Keeping Power and Deterrence of Negligent Acts: An Economic Analysis of Twombly and Iqbal.

Kim, Chulyoung (2016): Adversarial Bias, Litigation, and the Daubert Test: An Economic Approach.

Kim, Joocheol and Kim, KiHyung (2006): Loss Given Default Modelling under the Asymptotic Single Risk Factor Assumption. Published in: Asia-Pacific Journal of Financial Studies , Vol. 36, No. 2 (2007): pp. 223-236.

W

White, Halbert and Kim, Tae-Hwan and Manganelli, Simone (2010): VAR for VaR: measuring systemic risk using multivariate regression quantiles.

This list was generated on Sat Dec 10 07:37:30 2022 CET.
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