2000 Working Paper Series
Our working paper series is Library of Congress
ISSN 1936-9344 Click on the title to see the abstract. Click on the  icon to download the entire paper. (You will need the free Acrobat Reader from Adobe).
#00-01
Can Firms Learn to Acquire? Do Markets Notice?
Maurizio Zollo and Dima Leshchinkskii, January 2000
#00-02
Transaction-cost Expenditures and the Relative Performance of Mutual Funds
John M.R. Chalmers, Roger M. Edelen and Gregory B. Kadlec, November 1999
#00-03
The Wildcard Option in Transacting Mutual-Fund Shares
John M.R. Chalmers, Roger M. Edelen and Gregory B. Kadlec, November 1999
#00-04
Consumer Response to Changes in Credit Supply: Evidence from Credit Card Data
David B. Gross and Nicholas S. Souleles, February 2000
#00-05
The Visible Hand, The Invisible Hand and Efficiency
Eitan Goldman and Gary Gorton, February 2000
#00-06
New Trends in Pension Benefit and Retirement Provisions
Olivia S. Mitchell, February 2000
This is a preprint version only. For the published version, please see:
#00-07
Developments in Retirement Provision: Global Trends and Lessons from Australia and the US
Olivia S. Mitchell and John Piggott, February 2000
#00-08
Holders of the Purse Strings: Governance and Performance of Public Retirement Systems
Michael Useem and Olivia S. Mitchell, March 2000
This is a preprint version only. For the published version, please see:“Holders of the Purse Strings: Governance and Performance of Public Retirement Systems”. Social Science Quarterly. 81(2) June 2000: 489-506.
#00-09
Screening, Bidding, and the Loan Market Tightness
Melanie Cao, Shouyong Shi, January 2000
#00-10
Learning by Lending, Competition, and Screening Incentives in the Banking Industry
Giovanni Dell’Ariccia, February 2000
#00-11
Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies
Carmine Di Noia and Giorgio Di Giorgio, 1999
This paper was published in International Finance 2:3, 1999.
#00-12
The Dynamics of Market Entry: The Effects of Mergers and Acquisitions on De Novo Entry and Small Business Lending in the Banking Industry
Allen N. Berger, Seth D. Bonime, Lawrence G. Goldberg and Lawrence J. White, February 2000
#00-13
Relationship Banking and Competition under Differentiated Asymmetric Information
Robert Hauswald and Robert Marquez, February 2000
#00-14
Banking Relations, Competition and Research Incentives
Thomas Gehrig, February 2000
#00-15
Interconnection and Rivalry between Banks
John A. Weinberg, August 1999
#00-16
Don’t Put All Your Eggs in One Basket? Diversification and Specialization in Lending
Andrew Winton, September 1999
#00-17
A Comparative Study of Efficiency in European Banking
Barbara Casu and Philip Molyneux, February 2000
#00-18
Competition, Growth, and Performance in the Banking Industry
Bert Scholtens, February 2000
#00-19
Banking Market Structure, Financial Dependence and Growth: International Evidence from Industry Data
Nicola Cetorelli and Michele Gambera , October 1999
This is the preprint version only. For the published version please see: The Journal of Finance, 56, 2, 617-648. 2001.
#00-20
Bank Competition and Firm Creation
Emilia Bonaccorsi di Patti and Giovanni Dell’Ariccia, January 2000
#00-21
Loanable Funds, Monitoring and Banking
Huberto M. Ennis, February 2000
#00-22-B
The Basis Risk of Catastrophic-Loss Index Securities
J. David Cummins, David Lalonde and Richard D. Phillips, May 2000
This is the preprint version only. For the published version please see: Journal of Financial Economics 71, pp. 77-111. 2004.
#00-23
Optimal Currency Crises
Franklin Allen and Douglas Gale, April 2000
This is the preprint version only. For the published version please see: Carnegie Rochester Series on Public Policy, 53, pp. 177-230. 2000.
#00-24-B
Financial Market Regulation: The Case of Italy and a Proposal for the Euro Area
Giorgio Di Giorgio, Carmine Di Noia and Laura Piatti, June 2000
#00-25-B
Banking on Gambling: Banks and Lottery-Linked Deposit Accounts
Mauro F. Guillén and Adrian E. Tschoegl, May 2001
This is the preprint version only. For the published version please see: "Banking on Gambling: Banks and Lottery-Linked Deposit Accounts." Journal of Financial Services Research. Vol 23 (3): pp219-231.
#00-26
Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing
Anil Bangia, Francis X. Diebold and Til Schuermann, April 2000
This is the preprint version only. For the published version please see: "Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing." Journal of Banking and Finance. Vol. 26, pp. 445-474. 2002.
#00-27
The Distribution of Stock Return Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Heiko Ebens, October 2000
This is the preprint version only. For the published version please see: "The Distribution of Realized Stock Return Volatility." Journal of Financial Economics. Vol. 61, pp. 43-76. 2001.
#00-28
Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think
Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold, December 1999
This is the preprint version only. For the published version please see: "Range-Based Estimation of Stochastic Volatility Models." Journal of Finance. Vol. 57, (forthcoming) 2002.
#00-29
Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Paul Labys, October 1999
This is the preprint version only. For the published version please see: "Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian." Multinational Finance Journal. Vol. 4, pp. 159-179. 2000.
#97-46-B
Fee Waivers in Money Market Mutual Funds
Susan E.K. Christoffersen, May 2000
#00-30-B
What Makes a High-Performance Workplace? Evidence from Retail Bank Branches
Larry W. Hunter and Lorin M. Hitt, August 2001
Forthcoming, Labor and Industrial Relations Review.
#00-31
It's Not Just the ATMs: Technology, Firm Strategies, Jobs, and Earnings in Retail Banking
Larry W. Hunter, Annette Bernhardt, Katherine L. Hughes and Eva Skuratowicz, June 2000
This is the preprint version only. For the published version please see: Industrial and Labor Relations Review. 54 2(A), 402-424. 2001.
#98-02-C
Opening the Box: Information Technology, Work Practices, and Wages
Larry W. Hunter and John J. Lafkas, June 1999
This is the preprint version only. For the published version please see: Industrial and Labor Relations Review. 56(2). Pp. 224-243. 2003.
#00-32
The Determinants Of Success In the New Financial Services Environment: Now That Firms Can Do Everything, What Should They Do And Why Should Regulators Care?
Anthony M Santomero and David L. Eckles, June 2000
This is the preprint version only. For the published version please see: Federal Reserve Bank of New York Economic Policy Review. Vol. 6, No. 4, pp. 11-23. 2000.
#97-47-B
Recovering Risky Technologies Using the Almost Ideal Demand System: An Application to U.S. Banking
Joseph P. Hughes,William Lang, Loretta J. Mester and Choon-Geol Moon, June 2000
This is the preprint version only. For the published version please see: Journal of Financial Services Research, 18, pp. 5-27. 2000.
#00-33
Are All Scale Economies in Banking Elusive or Illusive: Evidence Obtained by Incorporating Capital Structure and Risk Taking into Models of Bank Production
Joseph P. Hughes, Loretta J. Mester and Choon-Geol Moon, May 2000
This is the preprint version only. For the published version please see: Journal of Banking and Finance, 25, pp. 2169-2208. 2001.
#00-34
What Is Optimal Financial Regulation?
Richard J. Herring and Anthony M. Santomero, August 2000
This is the preprint version only. For the published version please see: The New Financial Architecture: Banking Regulation in the 21st Century. Benton E. Gup, Editor. Greenwood Publishing. 2000.
#00-35
The Internet and the Future of Financial Services: Transparency, Differential Pricing and Disintermediation
Eric K. Clemons and Lorin M. Hitt, September 2000
Please see
Chapter 4 in The Economic Payoff from the Internet Revolution (R. Litan and A. Rivlin, eds.), Brookings Institution Press: 87-128.
#00-36
Class Struggle Inside the Firm: A Study of German Codetermination
Gary Gorton and Frank Schmid, August 2000
#00-37
On the Perils of Security Pricing by Financial Intermediaries: The Case of Open-End Mutual Funds
John M.R. Chalmers, Roger M. Edelen and Gregory B. Kadlec, September 2000
#00-38
Optimal Bank Regulation and Monetary Policy
John J. Seater, October 2000
This is the preprint version only. For the published version please see: ICFAI Journal of Bank Management 2,
February 2003, pp. 7-28
#00-39
Searching for the Value of Quality in Financial Services
Andreas C. Soteriou and Stavros A. Zenios, October 2000
#00-40
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market
Marida Bertocchi, Rosella Giacometti and Stavros A. Zenios, October 2000
#00-41-C
Asset and Liability Modeling for Participating Policies with Guarantees
Andrea Consiglio, Flavio Cocco and Stavros A. Zenios, July 2001
#00-42
Foreign Banks in the United States Since World War II: A Useful Fringe
Adrian E. Tschoegl, November 2000
This is the preprint version only. For the published version please see: "Foreign banks in the United States since World War II: A useful fringe." In Geoffrey Jones and Lina Gálvez-Muñoz, eds. Managing Foreign Business in the US. London: Routledge. 2001: pp149-168.
#00-43
The Interdependence between Mutual Fund Managers and Investors in Setting Fees
Susan E. K. Christoffersen, November 2000
#00-44-C
Financial Intermediaries and Markets
Franklin Allen and Douglas Gale, January 2003
This is the preprint version only. For the published version please see: Econometrica, 72(4), pp. 1023-1061. 2004
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