Index of /~charvey/Research/Published_Papers/

  Name                   Last modified       Size    Description                       

  Parent Directory
  P100_Comments_on_baye+ 19-Jun-2008 15:02    49K    
  P101_The_effect_of.pd+ 14-May-2009 15:50   269K    
  P102_Investor_compete+ 04-Aug-2009 19:20   138K    
  P103_Portfolio_select+ 28-May-2010 15:43   768K    
  P104_The_real_effects+ 15-Jun-2010 13:15   780K    
  P105_Financial_openne+ 15-Nov-2010 16:01   456K    
  P106_Liquidity_manage+ 11-Apr-2011 16:42   323K    
  P10_The_world_price.p+ 15-Jun-1999 15:26     4M    
  P11_Volatility_in_the+ 15-Jun-1999 15:50     2M    
  P12_Interest_rate_bas+ 15-Jun-1999 16:04     1M    
  P13_Dividends_and_S&P+ 18-Jun-1999 10:11     1M    
  P14_Information_and_v+ 15-Jun-1999 16:30     1M    
  P15_Seasonality_and_c+ 15-Jun-1999 17:00     4M    
  P16_Market_volatility+ 15-Jun-1999 17:41     3M    
  P17_Explaining_the_pr+ 16-Jun-1999 15:26     3M    
  P18_Term_structure_fo+ 16-Jun-1999 15:35   741K    
  P19_Seasonality_and_h+ 16-Jun-1999 16:05     3M    
  P1_The_real_term.pdf   15-Jun-1999 10:05     2M    
  P20_International_ass+ 16-Jun-1999 16:27     2M    
  P21_The_risk_and.pdf   16-Jun-1999 16:58     3M    
  P22_Strategic_treasur+ 16-Jun-1999 17:13     1M    
  P23_National_risk_in.+ 16-Jun-1999 17:22     1M    
  P24_Sources_of_risk.p+ 16-Oct-2009 16:34     1M    
  P25_Economic_activity+ 16-Jun-1999 18:21     2M    
  P26_Country_risk_and.+ 16-Jun-1999 18:31     1M    
  P27_Forecasting_inter+ 16-Jun-1999 18:42     1M    
  P28_Do_world_markets.+ 16-Jun-1999 18:56     2M    
  P29_The_cross_section+ 17-Jun-1999 15:35     2M    
  P2_Forecasts_of_econo+ 15-Jun-1999 13:43   947K    
  P30_The_risk_exposure+ 17-Jun-1999 16:00     2M    
  P31_Predictability_an+ 17-Jun-1999 16:48     4M    
  P32_Predictable_risk_+ 17-Jun-1999 17:28     3M    
  P33_Time_varying_worl+ 17-Jun-1999 18:00     4M    
  P34_Inflation_and_wor+ 17-Jun-1999 18:12     1M    
  P35_The_relation_betw+ 18-Jun-1999 09:45     2M    
  P36_Expected_returns_+ 18-Jun-1999 10:27     1M    
  P37_Market_timing_abi+ 18-Jun-1999 10:48     2M    
  P38_Political_risk_ec+ 18-Jun-1999 11:25     1M    
  P39_The_influence_of.+ 18-Jun-1999 12:13     2M    
  P3_Time_varying_condi+ 12-Nov-2003 11:38     3M    
  P40_Emerging_equity_m+ 24-Mar-2003 08:25     1M    
  P41_Demographics_and_+ 18-Jun-1999 13:28     1M    
  P42_Fundamental_deter+ 16-Oct-2009 16:33   220K    
  P42_Fundamental_deter+ 18-Jun-1999 14:17     4M    
  P43_The_making_of.pdf  18-Jun-1999 14:25   732K    
  P44_Grading_the_perfo+ 18-Jun-1999 14:35     1M    
  P45_What_matters_for.+ 18-Jun-1999 15:11     4M    
  P46_Distributional_ch+ 18-Jun-1999 15:22     1M    
  P47_The_efficiency_of+ 18-Jun-1999 16:00     2M    
  P48_Emerging_develope+ 18-Jun-1999 16:11     1M    
  P49_The_future_of.pdf  18-Jun-1999 16:17   530K    
  P4_Bayesian_inference+ 15-Jun-1999 13:35     2M    
  P50_Risk_in_emerging.+ 18-Jun-1999 16:22   820K    
  P51_Contagion_and_ris+ 18-Jun-1999 16:50     2M    
  P52_New_perspectives_+ 21-Jun-1999 16:29     1M    
  P53_Stock_selection_i+ 21-Jun-1999 17:12     6M    
  P54_Autoregressive_co+ 09-Apr-1999 14:42   377K    
  P55_Selection_in_mala+ 21-Jun-1999 18:07     5M    
  P56_Conditional_skewn+ 03-May-2000 16:39   364K    
  P57_Conditioning_vari+ 08-Feb-2001 14:59   255K    
  P58_An_engine_for.pdf  21-Jun-1999 18:29     1M    
  P59_Brazil_in_crisis.+ 21-Jun-1999 18:37   990K    
  P5A_The_variation_of.+ 12-Nov-2003 10:03   780K    
  P5_The_variation_of.p+ 12-Nov-2003 10:06     2M    
  P60_Efficient_online_+ 21-Jun-1999 18:52     1M    
  P60_Efficient_online_+ 31-Aug-2005 17:52   151K    
  P61_Forecasting_emerg+ 21-Apr-2000 11:00   486K    
  P62_Economic_financia+ 25-Jun-1999 17:16     2M    
  P63_Stock_selection_i+ 05-Aug-1999 15:25   844K    
  P64_Foreign_speculato+ 20-Mar-2000 07:57   408K    
  P66_Understanding_eme+ 18-Feb-2000 09:32   499K    
  P67_The_theory_and.pd+ 06-Jul-2001 12:22   980K    
  P68_Time_varying_cond+ 04-Jul-2000 09:07   371K    
  P69_The_drivers_of.pd+ 24-Aug-2000 17:38   360K    
  P6_The_term_structure+ 15-Jun-1999 13:59     1M    
  P70_Emerging_equity_m+ 21-Nov-2001 10:22   217K    
  P71_Global_asset_allo+ 09-Mar-2001 06:47   123K    
  P71_Global_tactical_a+ 01-Jun-2001 15:47     1M    
  P72_The_dynamics_of.p+ 20-Nov-2002 07:04   622K    
  P73_The_impact_of.pdf  20-Nov-2002 07:05   226K    
  P74_The_specification+ 20-Nov-2002 07:06   896K    
  P75_Dating_the_integr+ 20-Nov-2002 07:10   310K    
  P76_How_do_CFOs.pdf    05-Nov-2002 07:40   187K    
  P77_Market_integratio+ 29-Nov-2004 14:56   283K    
  P79_What_determines_e+ 19-Dec-2002 14:34   942K    
  P7_Sources_of_predict+ 15-Jun-1999 14:09     1M    
  P82_Implications_for_+ 25-Feb-2003 13:21     1M    
  P83_Emerging_markets_+ 24-Mar-2003 08:12   862K    
  P84_Foreward_by_the.p+ 24-Mar-2003 08:13    30K    
  P85_Equity_market_lib+ 26-May-2003 15:38   182K    
  P85b_Equity_market_li+ 06-Jan-2004 10:58   476K    
  P86_The_effect_of.pdf  16-Sep-2004 10:15   318K    
  P87_Does_financial_li+ 19-Sep-2005 15:10   455K    
  P88_Payout_policy_in.+ 19-Sep-2005 15:10   410K    
  P89_The_economic_impl+ 21-Sep-2009 12:55   588K    
  P8_Les_taux_d'interet+ 15-Jun-1999 14:23     1M    
  P90_Growth_volatility+ 15-May-2009 16:12   309K    
  P91_The_strategic_and+ 13-Apr-2006 09:34   769K    
  P95_Bayes_vs_Markowit+ 06-Feb-2008 15:51   160K    
  P96_Managerial_respon+ 14-May-2009 15:35   814K    
  P98_Liquidity_and_exp+ 29-Jan-2008 15:59   300K    
  P99_Darden_conference+ 14-May-2009 16:20   121K    
  P9_S&P_100_index.pdf   15-Jun-1999 14:33     1M    
  PG72_The_dynamics_of.+ 11-Apr-2002 09:44   669K    
  PG75_Dating_the_integ+ 03-Jul-2002 10:20   318K    
  PG77_Market_integrati+ 29-Nov-2004 14:56   283K    
  PG78_Research_in_emer+ 10-Oct-2002 10:10   642K    
  PG80_Are_correlations+ 15-Oct-2003 12:08   435K    
  PG81_Emerging_markets+ 07-Jan-2003 16:08   752K    
  PG87_Does_financial_l+ 14-Jun-2005 11:20   455K