Anderson Graduate School of Management, UCLA

For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:cdl:anderf

2004

• 1253 Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements
  by Sahn-Wook Huh & Avanidhar Subrahmanyam [Downloadable!]
• 1252 European M&A Regulation is Protectionist
  by Nihat Aktas & Eric Bodt & Richard Roll [Downloadable!]
• 1251 International Capital Markets and Foreign Exchange Risk
  by Michael Brennan & Yihong Xia [Downloadable!]
• 1250 How Did It Happen?
  by M.J. Brennan [Downloadable!]
• 1244 The Cross-Section of Analyst Recommendations
  by Sorin Sorescu & Avanidhar Subrahmanyam [Downloadable!]
• 1176 Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market, previously titled: "The Credit-Default Swap Market: Is Credit Protection Priced Correctly?"
  by Francis Longstaff & Sanjay Mithal & Eric Neis [Downloadable!]

• 1248 Two Trees: Asset Price Dynamics Induced By Market Clearing
  by John. Cochrane & Francis Longstaff & Pedro Santa-Clara [Downloadable!]
• 1246 What Drives Equity Market Non-participation?
  by Jason Hsu [Downloadable!]
• 1245 Bond Pricing with Default Risk
  by Jason Hsu & Jesus Saa-Requejo & Pedro Santa-Clara [Downloadable!]
• 1243 A Model of R&D Valuation and the Design of Research Incentives
  by Jason Hsu & Eduardo Schwartz [Downloadable!]
• 1242 Comovement as an Investment Tool
  by Brad Cornell [Downloadable!]
• 1241 Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors
  by Mark Grinblatt & Matti Keloharju & Seppo Ikäheimo [Downloadable!]
• 1155 There is a Risk-Return Tradeoff After All
  by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov [Downloadable!]
• 1135 The Dynamics of International Equity Market Expectations
  by Michael Brennan & H. Cao & Norman Strong & Xinzhong Xu [Downloadable!]
• 1134 Risk and Valuation Under an Intertemporal
  by Michael Brennan & Yihong Xia [Downloadable!]
• 1109 Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data
  by Gonzalo Cortazar & Eduardo Schwartz & Lorezo Naranjo [Downloadable!]
• 1108 Organization Capital and Intrafirm Communication
  by Bhagwan Chowdhry & Mark Garmaise [Downloadable!]
• 1037 A Unifying Theory of Value Based Management
  by Samuel Weaver & J. Weston [Downloadable!]
• 1036 Changing Motives for Share Repurchases
  by J. Weston & Juan Siu [Downloadable!]
• 1032 Empirical TIPs
  by Richard Roll [Downloadable!]
• 1011 Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
  by Michael Brennan & Ashley Wang & Yihong Xia [Downloadable!]

• 1051 Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability
  by Harrison Hong & Walter Torous & Rossen Valkanov [Downloadable!]
• 1050 Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities
  by Francis Longstaff [Downloadable!]
• 1049 Debt Policy, Corporate Taxes, and Discount Rates
  by Mark Grinblatt & Jun Liu [Downloadable!]
• 1048 Corporate Earnings and the Equity Premium
  by Francis Longstaff & Monika Piazzesi [Downloadable!]
• 1047 Chicanery, Intelligence, and Financial Market Equilibrium
  by Avanidhar Subrahmanyam [Downloadable!]
• 1046 Electricity Forward Prices: A High-Frequency Empirical Analysis
  by Francis Longstaff & Ashley Wang [Downloadable!]
• 1045 Feedback and the Success
  by David Hirshleifer & Avanidhar Subrahmanyam & Sheridan Titman [Downloadable!]
• 1044 Does the term structure forecast
  by Andrea Berardi & Walter Torous [Downloadable!]
• 1043 Financial Market Runs
  by Antonio Bernardo & Ivo Welch [Downloadable!]
• 1042 Compensation and Recruiting: Private Universities versus Private Corporations
  by Bradford Cornell [Downloadable!]
• 1041 The End of Class Warfare: An Examination of Income Disparity
  by Richard Roll & John Talbott [Downloadable!]
• 1040 Extracting Inflation from Stock Returns to test Purchasing Power Parity
  by Bhagwan Chowdhry & Richard Roll & Yihong Xia [Downloadable!]
• 1033 Patents and R& D as Real Options
  by Eduardo Schwartz [Downloadable!]
• 1008 Capital Budgeting in Multi-Division Firms: Information, Agency, and Incentives
  by Antonio Bernardo & Hongbin Cai & Jiang Luo [Downloadable!]

• 1088 The Scarcity of Effective Monitors and Its Implications For Corporate Takeovers and Ownership Structures
  by Gary Gorton & Matthias Kahl [Downloadable!]
• 1025 The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors
  by Gordon Delianedis & Robert Geske [Downloadable!]
• 1023 Non-Secular Regularities in Stock Returns: The Impact of the High Holy Days on the U.S. Equity Market, Forthcoming in the Financial Analysts Journal
  by Laura Frieder & Avanidhar Subrahmanyam [Downloadable!]
• 1021 Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis
  by Yi-Tsung Lee & Yu-Jane Liu & Richard Roll & Avanidhar Subrahmanyam [Downloadable!]
• 1019 The Disposition Effect and Momentum
  by Mark Grinblatt & Bing Han [Downloadable!]
• 1018 An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies
  by Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam [Downloadable!]
• 1017 Financial Distress as a Selection Mechanism: Evidence from the United States
  by Matthias Kahl [Downloadable!]
• 1016 Brand Perceptions and the Market for Common Stock
  by Laura Frieder & Avanidhar Subrahmanyam [Downloadable!]
• 1015 International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!
  by Michael Brandt & John Cochrane & Pedro Santa-Clara [Downloadable!]
• 1013 Market Response to European Regulation
  by Nihat Atkas & Eric Bodt & Richard Roll [Downloadable!]
• 1012 Evidence on the Speed of Convergence to Market Efficiency
  by Tarun Chordia & Richard Roll & Avanidhar Subrahmanyam [Downloadable!]
• 1009 Conditioning Information and Variance on Pricing Kernals
  by Geert Bekaert & Jun Liu [Downloadable!]
• 1006 Portfolio Optimization with Many Assets: The Importance of Short-Selling
  by Moshe Levy & Yaacov Ritov [Downloadable!]
• 1005 Dynamic Choice and Risk Aversion
  by Jun Liu [Downloadable!]
• 1004 The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
  by Francis Longstaff [Downloadable!]
• 1003 Dynamic Portfolio Choice: A Simulation Approach
  by Michael W. Brandt & Amit Goyal & Pedro Santa-Clara [Downloadable!]
• 1002 An Econometric Model of the Yield Curve With Macroeconomic Jump Effects
  by Monika Piazzesi [Downloadable!]
• 1001 Dynamic Asset Allocation with Event Risk
  by Jun Liu & Francis Longstaff & Jun Pan [Downloadable!]

• 1083 Demographics and the Equity Premium
  by Jiang Luo [Downloadable!]
• 1082 The Risk and Return of Venture Capital
  by John Cochrane [Downloadable!]
• 1081 Boundaries of Predictability: Noisy Predictive Regressions
  by Walter Torous & Rossen Valkanov [Downloadable!]
• 1080 Order Imbalance and Individual Stock Returns
  by Tarun Chordia & Avanidhar Subrahmanyam [Downloadable!]
• 1079 Does Diversification Cause the "Diversification Discount"?
  by Belen Villalonga [Downloadable!]
• 1078 International IPOs, Market Segmentation, and Investor Recognition
  by Padma Kadiyala & Avanidhar Subrahmanyam [Downloadable!]
• 1077 Valuing Intel: A Strange Tale of Analysts and Announcements
  by Bradford Cornell [Downloadable!]
• 1076 The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
  by Jun Liu & Francis Longstaff & Ravit Mandell [Downloadable!]
• 1074 Political Cycles and the Stock Market
  by Pedro Santa-Clara & Rossen Valkanov [Downloadable!]
• 1073 Order Imbalance, Liquidity, and Market Returns
  by Tarun Chordia & Richard Roll & Avanidhar Subrahmanyam [Downloadable!]
• 1070 East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis
  by Rajesh Chakrabarti & Richard Roll [Downloadable!]
• 1069 Dynamic Asset Allocation under Inflation
  by Michael Brennan & Yihong Xia [Downloadable!]
• 1068 Liquidity Dynamics Across Small and Large Firms
  by Tarun Chordia & L Shivakumar & Avanidhar Subrahmanyam [Downloadable!]
• 1066 The Problem of Optimal Asset Allocation with Stable Distributed Returns
  by Sergio Ortobelli & Svetlozar Rachev & Eduardo Schwartz [Downloadable!]
• 1064 Pay at the Executive Suite: How do U.S. Banks Compensate their Top Management Teams?
  by James Ang & Beni Lauterbach & Ben Schreiber [Downloadable!]
• 1063 Stochastic Correlation Across International Stock Markets
  by Clifford Ball & Walter Torous [Downloadable!]
• 1062 Transactions Costs in the Foreign Exchange Market
  by Robert Aliber & Bhagwan Chowdhry & Shu Yan [Downloadable!]
• 1061 Electricity prices and power derivatives: Evidence from the Nordic Power Exchange
  by Julio Lucia & Eduardo Schwartz [Downloadable!]
• 1059 Tax Loss Trading and Wash Sales
  by Mark Grinblatt & Matti Keloharju [Downloadable!]
• 1058 The Fed's Effect on Excess Returns and Inflation is Much Bigger Than You Think
  by Shingo Goto [Downloadable!]
• 1057 Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
  by Yihong Xia [Downloadable!]
• 1055 The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications
  by Shmuel Hauser & Beni Lauterbach [Downloadable!]
• 1054 Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
  by Jun Liu & Francis Longstaff [Downloadable!]
• 1031 The Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts?" forthcoming, Journal of Corporate Finance
  by Bradfor Cornell & Quiao Liu [Downloadable!]
• 1030 Valuation of Information Technology Investments as Real Options
  by Eduardo Schwartz & Carlos Zozaya-Gorostiza [Downloadable!]
• 1028 Predictive Regressions Revisited
  by Walter Torous & Shu Yan [Downloadable!]
• 1027 Generalized Numeraire Portfolios
  by Giorgio Santis & Bruno Gerard & Fulvio Ortu [Downloadable!]

• 1104 Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations
  by Rossen Valkanov [Downloadable!]
• 1103 Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results
  by Rossen Valkanov [Downloadable!]
• 1101 Can We Disentangle Risk Aversion from Intertemporal Substitution in Consumption
  by Eduardo Schwartz & Walter Torous [Downloadable!]
• 1100 The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence
  by Mark Grinblatt & Tobias Moskowitz [Downloadable!]
• 1099 The Term Structure with Highly Persistent Interest Rates
  by Rossen Valkanov [Downloadable!]
• 1098 Assessing Assets Pricing Anomalies
  by Michael Brennan & Yihong Xia [Downloadable!]
• 1097 Approximate Arbitrage
  by Antonio Bernardo & Olivier Ledoit [Downloadable!]
• 1096 Equity Duration, Growth Options and Asset Pricing
  by Bradford Cornell [Downloadable!]
• 1095 International Portfolio Management, Currency Risk and the Euro
  by Giorgio Santis & Bruno Gerard & Pierre Hillion [Downloadable!]
• 1094 The Relevance of Current Risk in the EMU
  by Giorgio Santis & Bruno Gerard & Pierre Hillion [Downloadable!]
• 1090 Deal Terms in the big Transactions of the Nineties
  by J. Weston & Brian Johnson [Downloadable!]
• 1089 Mergers and Performance
  by J. Weston [Downloadable!]
• 1085 Flexible Multivariate GARCH Modeling With an Application to International Stock Markets
  by Olivier Ledoit & Pedro Santa-Clara & Michael Wolf [Downloadable!]

• 1121 Resources, real options, and corporate strategy
  by Antonio Bernardo & Bhagwan Chowdhry [Downloadable!]
• 1120 The Effect of Insider Beliefs on Informed Trade, Market Liquidity, and Price Efficiency"
  by Tyrone Callahan [Downloadable!]
• 1119 Investment Talent and the Pareto Wealth Distribution: An Experimental Analysis
  by Shiki Levy & Haim Levy [Downloadable!]
• 1118 Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns
  by Shiki Levy [Downloadable!]
• 1117 Resolution of a Financial Puzzle
  by Michael Brennan & Yihong Xia [Downloadable!]
• 1116 Feedback from Stock Prices to Cash Flows" (formerly called "Real Effects of Financial Market Trading)
  by Avanidhar Subrahmanyam & Sheridan Titman [Downloadable!]
• 1115 New Events, Information Acquisition, and Serial Correlation
  by Craig Holden & Avanidhar Subrahmanyam [Downloadable!]
• 1114 Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults
  by Gordon Delianedis & Robert Geske [Downloadable!]
• 1113 Time Series and Cross Sectional Properties of Management Ownership and Valuation
  by Duke Bristow [Downloadable!]
• 1112 Relative Pricing of Options with Stochastic Volatility
  by Olivier Ledoit & Pedro Santa-Clara [Downloadable!]
• 1111 Asymmetry and Power: Can Ethnic Dominance Minimize Conflict?
  by Ivo Welch [Downloadable!]
• 1107 IPO Price Clustering and Discreetness
  by Duke Bristow [Downloadable!]
• 1084 Crashes at Critical Points
  by Anders Johansen & Olivier Ledoit & Didier Sornette [Downloadable!]

• 1132 Are Rich People Smarter?
  by Shiki (Moshe) Levy [Downloadable!]
• 1131 Stock Price Volatility, Learning, and the Equity Premium
  by Michael Brennan & Yihong Xia [Downloadable!]
• 1130 Efficiency of Asset Markets with Asymmetric Information
  by Antonio Bernardo & Kenneth Judd [Downloadable!]
• 1129 Information Aggregation, Currency Swaps, and the Design of Derivative Securities
  by Bhagwan Chowdhry & Mark Grinblatt [Downloadable!]
• 1127 Bond Pricing with Default Risk
  by Jesus Saa-Requejo & Pedro Santa-Clara [Downloadable!]
• 1125 Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate
  by Pedro Santa-Clara [Downloadable!]
• 1123 On the Evolution of Overconfidence and Entrepreneurs
  by Antonio Bernardo & Ivo Welch [Downloadable!]
• 1122 The Role of Learning in Dynamic Portfolio Decisions"
  by Michael Brennan [Downloadable!]

• 1201 The Impact of Performance-Based Fees on Pension Fund Management
  by Mark Grinblatt & Sheridan Titman [Downloadable!]
• 1200 The Welfare Effects of Public Information in Both Complete and Asymmetric Information Markets
  by Thomas Copeland & Bruce Miller [Downloadable!]
• 1137 Collusion, Custom, or Negotiation Costs?
  by Duke Bristow & Laura Field [Downloadable!]
• 1136 Volume and Price Formation in an Asset Trading Model with Asymmetric Information
  by Antonio Bernardo & Kenneth Judd [Downloadable!]

• 1151 Convertible Bonds: Test of a Financial Signalling Model
  by Michael Brennan & Constance Her [Downloadable!]
• 1144 An Analytic Solution for Interest Rate Swap Spreads
  by Mark Grinblatt [Downloadable!]
• 1142 Is Institutional Investment in Initial Public Offerings Related to Long-Run Performance of These Firms?
  by Laura Field [Downloadable!]
• 1141 Regime Shifts in Short Term Riskless Interest Rates
  by Clifford Ball & Walter Torous [Downloadable!]
• 1139 Using the DCF Approach to Analyze Cross- sectional Variation in Expected Returns
  by Bradford Cornell & Simon Cheng [Downloadable!]
• 1138 Stochastic Volatility and Option Valuation: A Pricing-Density Approach
  by Francis Longstaff [Downloadable!]

• 1215 Canada's Interconvertible Shares: A Puzzle
  by Warren Bailey [Downloadable!]
• 1143 Imperfect Competition in Noncompetitive Securities Markets with Diversely Informed Traders
  by H. Cao [Downloadable!]

• 1157 Why Real Interest Rates, Cost of Capital and Price/Earnings Ratios Vary Across Countries
  by Bhagwan Chowdhry & Sheridan Titman [Downloadable!]
• 1156 The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades
  by David Hirshleifer [Downloadable!]
• 1154 Optimal Call Policy for Corporate Bonds
  by Francis Longstaff & Bruce Tuckman [Downloadable!]
• 1153 Holding Costs and Equilibrium Arbitrage
  by Bruce Tuckman & Jean-Luc Vila [Downloadable!]
• 1152 Private vs. Public Lending: Evidence from Covenants
  by Marcel Kahan & Bruce Tuckman [Downloadable!]
• 1148 Dependence of Portfolio Returns Over Time and the CAPM: Diverse Holding Periods
  by Haim Levy & Itzhak Venezia [Downloadable!]
• 1147 Agency and Asset Pricing
  by Michael Brennan [Downloadable!]

• 1166 Do Bond Holders Lose From Junk Bond Covenant Changes?
  by Marcel Kahan & Bruce Tuckman [Downloadable!]
• 1165 Unit Roots and the Estimation of Interest Rate Dynamics
  by Clifford Ball & Walter Torous [Downloadable!]
• 1162 The Cyclical Behavior of Interest Rates
  by Antonio Roma & Walter Torous [Downloadable!]
• 1161 Market-Based Estimates of Value Gains from Takeovers: An Intervention Approach
  by Sanjai Bhagat & David Hirshleifer [Downloadable!]
• 1160 Market Mechanism Choice and Real Estate Disposition: Negotiated Sale Versus Action
  by George Gau & Daniel Quan [Downloadable!]
• 1159 Overreaction, Delayed Reaction, and Contrarian Profits
  by Narasimhan Jegadeesh & Sheridan Titman [Downloadable!]
• 1158 Exchange Risk Management and Corporate Capital Structure
  by Bhagwan Chowdhry [Downloadable!]

• 1174 A Reconsideration of Monetary Velocity: The Effects of the Housing and Stock Markets
  by Maurice Levi & Itzhak Venezia & Yimin Zhang [Downloadable!]
• 1173 International Debt Crisis and the Prices of Options of Bank Stocks
  by Bhagwan Chowdhry [Downloadable!]
• 1172 Common Stock Returns and the Business Cycle
  by Kent Daniel & Walter Torous [Downloadable!]
• 1171 Contributing Shares
  by Michael Brennan & Ian Dunlop [Downloadable!]
• 1170 Defaults and Interest Rates in International Lending
  by Bhagwan Chowdhry [Downloadable!]
• 1169 Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns
  by Mark Grinblatt & Sheridan Titman [Downloadable!]
• 1168 The Characteristics of Leveraged Buyout Firms
  by Tim Opler & Sheridan Titman [Downloadable!]
• 1167 The LIFO/FIFO Choice as a Signal of Future Costs
  by Sasson Bar-Yosef & Patricia Hughes & Itzhak Venezia [Downloadable!]

• 1184 Local Market and National Components in House Price Appreciation
  by Joseph Gyourko & Richard Voith [Downloadable!]
• 1183 Short Horizon Reversals and the Bid-Ask Spread
  by Narasimhan Jegadeesh & Sheridan Titman [Downloadable!]
• 1182 Non-disclosure and Adverse Disclosure as Signals of Firm Value
  by Siew Teoh & Chuan Hwang [Downloadable!]
• 1181 Resolution Preference and Project Choice
  by David Hirschleifer & Tarun Chordia [Downloadable!]
• 1179 Speculative Trading and Stock Market Volatility
  by Johnathan Jones & J. Mulherin & Sheridan Titman [Downloadable!]
• 1178 Preferred Stocks and Taxes
  by A. Ofer & S.A. Ravid & I. Venezia [Downloadable!]
• 1175 Loan Commitments and Credit Demand Uncertainty
  by Stuart Greenbaum & George Kanatas & Itzhak Venezia [Downloadable!]

• 1193 Facilitation of Competing Bids and the Price of a Takeover Target
  by David Hirshleifer [Downloadable!]
• 1189 A Comparison of Measures of Abnormal Performance on a Sample of Monthly Mutual Fund Returns, formerly titled; The Evaluation of Mutual Fund Performance: An Analysis of Monthly Returns
  by Mark Grinblatt [Downloadable!]
• 1188 Price Volatility, International Market Links and their Implications for Regulatory Policies
  by Avanidhar Subrahmanyam [Downloadable!]
• 1187 Financial Policy and a Firm's Reputation for Product Quality
  by Vojislav Maksimovic & Sheridan Titman [Downloadable!]
• 1186 Time Preference and the 'Equity Premium Puzzle
  by Simon Benninga & Aris Protopapadakis [Downloadable!]
• 1185 Tax Policies & Corporate Decisions Incongruity of Value Maximization with Shareholder Utility Maximization
  by Robert Litzenberger & Eli Talmor [Downloadable!]

• 1191 On Evaluating Speculative Efficiency in Forward Markets
  by E. Levy & A.R. Nobay [Downloadable!]

• 1196 A Comparison of Single and Multifactor Portfolio Performance Methodologies (formerly WP #13-83)
  by Nai-fu Chen & Thomas Copeland & David Mayers [Downloadable!]
• 1194 Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing
  by Robert Geske & Walter Torous [Downloadable!]
• 1192 Managing Risk in Thrift Institutions: Beyond the Duration Cap
  by Richard Roll [Downloadable!]

• 1208 An Explanation of Seemingly Anomalous Time Premium Behavior for American Put Options
  by Rovert Geske & Kuldeep Shastri [Downloadable!]
• 1204 Controlling Interest Rate Risk and Return with Futures
  by Robert Geske & Dan Pieptea [Downloadable!]
• 1203 Common Factors in the Serial Correlation of Stock Returns
  by Eugene Fama & Kenneth French [Downloadable!]
• 1202 Economic Valuation of Remuneration from Patents and Technology Transfers
  by Yael Ilan & Dan Galai [Downloadable!]
• 1199 The Release of Propreitary Information as a Means of Reducing Competitive Costs
  by Brett Trueman [Downloadable!]
• 1198 A Theoretical Investigation into the Relative Accuracy of Management and Analyst Earnings Forecasts
  by Brett Trueman [Downloadable!]
• 1197 Pricing Interest Rate Swaps: Theory and Empirical Evidence
  by Bradford Cornell [Downloadable!]

• 1214 A Comment on 'The Equity Premium. A Puzzle'
  by Peter Bossaerts [Downloadable!]
• 1213 The Information Efficiency of Market Prices
  by Peter Bossaerts [Downloadable!]
• 1212 On Estimating the Expected Real Return on the Market in a General Equilibrium Framework
  by Peter Bossaerts [Downloadable!]
• 1211 On Tests of the Existence of Time Variable Risk Premia in the Forward Foreign Exchange Market
  by Peter Bossaerts [Downloadable!]
• 1210 The Pricing of Sovereign Risk: An Application of Option Theory
  by Peter Bossaerts [Downloadable!]
• 1209 Wealth Distribution Across Nations and the Risk Premium in the Foreign Exchange Market
  by Peter Bossaerts [Downloadable!]
• 1205 Options on Stock Indices, Precious Metals Debt, and Foreign Currency: Tests of Boundary Conditions and Pricing Models
  by Warren Bailey [Downloadable!]

• 1225 The Informational Impact of Auditor Choice
  by Sheridan Titman & Brett Trueman [Downloadable!]
• 1222 Inflation Measurement and Tests of Asset Pricing Models
  by Brandford Cornell [Downloadable!]
• 1221 The International Debt Crisis and Bank Stock Prices
  by Bradford Cornell & Alan Shapiro [Downloadable!]
• 1220 A New Look at the Theory of Financial Intermediation
  by Michael Crouhy & Dan Galai [Downloadable!]
• 1219 On Robust Tests for Heteroskedasticity in the Market Model
  by Bruce Lehmann & Arthur Warga [Downloadable!]
• 1218 The Pricing of Unanticipated Changes in Expected Inflation: Evidence from the Stock Market
  by Richard Sweeney & Arthur Warga [Downloadable!]
• 1217 Estimating the Risk Premium on the Market, and Discriminating between the CAPM and APT
  by Richard Sweeney & Arthur Warga [Downloadable!]
• 1216 The Jensen Measure and Errors in Variables: A Note
  by Mark Grinblatt & Sheridan Titman [Downloadable!]
• 1206 The Information Conveyed by a Takeover Bid
  by I. Png [Downloadable!]

• 1227 The Role of Capital Expenditures in Signalling Firm Value
  by Brett Titman [Downloadable!]
• 1226 The Efficiency of Search Strategies: A Numerical and Analytical Comparison of Strategies Assuming no or Restricted Knowledge of the Underlying Distributions
  by Wolfgang Janko [Downloadable!]
• 1224 Stock Issues and Investment Policy When Firms Have Information That Investors Do not Have: A Note
  by Eduardo Lemgruber [Downloadable!]
• 1207 A Model of Hedging and Futures Price Bias
  by David Hirshleifer [Downloadable!]

• 1233 Risk and Performance Measures in Investment Portfolios
  by Michael Stokie [Downloadable!]
• 1232 Sunk Costs and Competitive Bidding
  by Kenneth French & Robert McCormick [Downloadable!]
• 1231 Necessary and Sufficient Conditions for Achieving Stockholder Unanimity over the Production of Information
  by Brett Titman [Downloadable!]
• 1229 The Impact on Firm Value of Capital Structure Change, Some Estimates
  by Ronald Masulis [Downloadable!]
• 1228 Why Corporations Should (or Should Not) Purchase Insurance
  by David Mayers & Clifford Smith [Downloadable!]

• 1237 Taxes and the Pricing of Treasury Bill Futures Contracts
  by Brandford Cornell [Downloadable!]
• 1236 Progressive Taxation and the Inequality of After-Tax Income
  by Richard Roll & Stephen Ross [Downloadable!]
• 1235 The Arbitrage Pricing Theory: Estimation and Applications
  by Nai-Fu Chen [Downloadable!]

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This page was last updated on 2008-8-24.