156.

MARKET SEGMENTATION AND NOISE TRADER RISK, VIHANG

ERRUNZA, KED HOGAN, MAO-WEI HUNG, International Journal of
Theoretical and Applied Finance Vol. 3, No. 1 (2000) 85-100.
157.A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES
IN INCOMPLETE MARKETS, ERIK AURELL, ROBERTO BAVIERA, OLA
HAMMARLID, MAURIZIO SERVA, ANGELO VULPIANI, International
Journal of Theoretical and Applied Finance Vol. 3, No. 1 (2000) 1-24.
158.FINANCIAL MODELING AND OPTION THEORY WITH THE
TRUNCATED LEVY PROCESS, ANDREW MATACZ, International Journal
of Theoretical and Applied Finance Vol. 3, No. 1 (2000) 143-160.
JOURNAL OF FINANCIAL ECONOMICS:
159.A cross-firm analysis of the impact of corporate governance on the East Asian
financial crisis, Todd Mitton, Journal of Financial Economics 00 (2002) 000000, (Received 12 October 2000; accepted 16 May 2001).
160.A theory of strategic venture investing, Thomas Hellmann, Journal of Financial
Economics 00 (2002) 000-000, (Received 1 November 2000; accepted 22
March 2001).
161.Econometric Models of Limit-Order Executions, Andrew W. Lo, A. Craig Mac
Kinlay, and June Zhang, First Draft: September 25, 1997, Latest Revision:
November 24, 2000.
162.Empirical pricing kernels, Joshua V. Rosenberg and Robert F. Engle, August
2001.
163.Executive Stock Option Repricing, Internal Governance Mechanism, and
Management Turnover, N.K Chidambaran and Nagpurnanand R, Prabhala,
February 2001, JEL G30 G34.
164.Governance with Poor Investor Protection: Evidence from Top Executive
Turnover in Italy, Paolo F. Volpin, London Business School, September 2001.
165.How do family strategies affect fund performance? When performance
-maximization is not the only game in town., Massimo Massa, INSEAD.
166.Industry Growth and Capital Allocation: Does Having a Market- or BankBased System Matter? Thorsten Beck and Ross Levine, Current Version: May
2001, First Draft: January 2000.
167.A Multivariate Model of Strategic Asset Allocation, John Y. Campbell, Yeung
Lewis Chan, and Luis M. Viceira, February 2002.

168.Order Imbalance, Liquidity, and Market Returns ; Tarun Chordia, Richard Roll,
Avanidhar Subrahmanyam, May 3, 2001.
169.Performance consequences of mandatory increases in executive stock
ownership, John E. Core and David F. Larcker, The Wharton School,
University of Pennsylvania, Philadelphia, PA 19104-6365, USA.
170.Securities Lending, Shorting, and Pricing, Darrell Duffie, Nicolae G^arleanu,
Lasse Heje Pedersen, First Version: March 29, 2001, Current Version: January
17, 2002.
171.The Ultimate Ownership of Western European Corporations, Mara Faccio and
Larry HP Lang.
JOURNAL OF MANAGERIAL FINANCE:
172.The Investment Opportunity Set: Determinants, Consequences, and
Measurement, Sanjay Kallapur, Volume 27 Number 3 2001 , Managerial
Finance.
173.Corporate governance reform in East Asia, Gordon Walker and Mark Fox,
Corporate Governance 2,1 2002, pp. 4-9.
174.Corporate Governance, Managerial Strategies and Shareholder Wealth
Maximisation: A Study of Large European Companies, by E. Dockery, Volume
26 Number 9, 2000, Managerial Finance.
175.Insider control by large investor groups and managerial disciplining in listed
Belgian Companies, by Marc Goergen, Volume 26 Number 10 2000, Managerial
Finance.
176.Financing, Dividend and Compensation Policies Subsequent to a Shift in the
Investment Opportunity Set, by Lawrence J. Abbott*, Volume 27 Number 3 2001,
Managerial Finance.
177.Some Considerations on the Governance and Price Behaviour of the Warsaw
Stock Exchange, by E. Dockery, Volume 26 Number 9 2000, Managerial
Finance.
178.Convergence of Corporate Governance Systems, by Guido Carati, Volume 26
Number 10, 2000, Managerial Finance.
179.The East Asian Financial Crisis: Getting to the Heart of the Issues, by K.
Pilbeam, Volume 27 Number 1/2 2001, Managerial Finance.
180.Transaction costs versus resource value? Christos N. Pitelis and Anastasia N.
Pseiridis.

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