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af rmative responses in the refer-endum treatment relative to the individual contri-bution treatment, some weak statistical evidence of more af rmative responses in the referendum treatment relative to the provision point treat-ment, and no statistical evidence of more af r-mative responses

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transactions for research purposes. It is described here both in general terms and with special application to one particular kind of transaction, contingent valuation studies in which individuals estimate the value of possible changes in atmospheric visibility. In these transactions, as in many others, risk

of utility is central to both normative and descriptive debates in economics. The word ÔutilityÕ has two distinct meanings: it can refer either to the hedonic experience of an outcome or to the preference or desire for that outcome. These have been labelled experienced utility and decision utility

Purpose: The purpose of this paper is to review the evidence pertaining to accounting valuation and accounting earnings. The paper presents evidence so far on how capital markets value accounting information with specific reference to accounting earnings numbers. Design

One measure of the health of the Social Security system is the difference between the present value of Social Security benefi ts accrued to date and the market value of the Social Security trust fund. This measure, referred to as the maximum transition cost, is comparable to the one used to gauge the

. We examine the valuation performance of this approach, by reference to the mean squared valuation error and bias and "explainability " components thereof. We find that, although our proposed approach outperforms most standard valuation approaches, it does not outperform the approach based

Contingent Valuation (CV) studies have been extensively employed in the field of environmental economics and is today almost routinely referred to whenever economic issues of the environment are brought up for discussion. The frequent use of the

This paper extends the analysis in Valuing Credit Default Swaps I: No Counterparty Default Risk to provide a methodology for valuing credit default swaps that takes account of counterparty default risk and allows the payoff to be contingent on defaults by multiple reference entities. It develops a