#2006-051A "When Do Stock Market Booms Occur? The Macroeconomic and Policy Environments of 20th Century Booms"
by Michael D. Bordo, and David C. Wheelock
September 2006

FORTHCOMING: in Jeremy Atack, ed., The Origins and Development of Financial Markets and Institutions, Cambridge University Press

#2006-047A "Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market"
by Hui Guo, Zijun Wang, and Jian Yang
August 2006

#2006-046B "The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market"
by Christopher J. Neely, Paul A. Weller, and Joshua M. Ulrich
August 2006
Revised March 2007

FORTHCOMING: Journal of Financial and Quantitative Analysis

#2006-044A "Corporate Response to Distress: Evidence from the Asian Financial Crisis"
by Mara Faccio, and Rajdeep Sengupta
July 2006

#2006-042A "The Termination of Subprime Hybrid and Fixed Rate Mortgages"
by Anthony Pennington-Cross, and Giang Ho
July 2006

#2006-036A "The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries"
by Hui Guo, and Robert Savickas
May 2006

#2006-034A "Why Do Analysts Continue to Provide Favorable Coverage for Seasoned Stocks?"
by Simona Mola, and Massimo Guidolin
May 2006

#2006-033B "Central Bank Intervention with Limited Arbitrage"
by Christopher J. Neely, and Paul A. Weller
May 2006
Revised February 2007

PUBLISHED: International Journal of Finance and Economics, April 2007, 12(2), pp. 249-60

#2006-031C "Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump Components"
by Michel Beine, Jérôme Lahaye, Sébastien Laurent, Christopher J. Neely, and Franz C. Palm
May 2006
Revised February 2007

PUBLISHED: International Journal of Finance and Economics, April 2007, 12(2), pp. 201-23

#2006-029C "What Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching Model"
by Massimo Guidolin, and Stuart Hyde
May 2006
Revised January 2008

FORTHCOMING: Applied Financial Economics