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Columbia - Graduate School of Business Papers Contact information of
Columbia - Graduate School of Business: http://www.columbia.edu/cu/business/ More information through EDIRC
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(Thomas Krichel) Series handle: repec:fth:colubu
More pages of listings: 0 |1 2000
1999 99-12 What Value Analysts? by Amir, E. & Lev, B. & Sougiannis, T.
99-11 Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth? by Liew, J. & Vassalou, M.
99-10 Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns by Vassalou, M.
99-9 Systematic Liquidity by Huberman, G. & Halka, D.
99-8 Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX by Jones, C.M. & Lipson, M.L.
99-7 Biodiversity as a Commodity by Heal, G.
99-6 Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar by Huberman, G. & Regev, T.
99-5 Debt Valuation, Renegotiations, and Optimal Dividend Policy by Fan, H. & Sundaresan, S.
99-4 Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default by Chang, G. & Sundaresan, S.M.
99-3 Sixteenths: Direct Evidence on Institutional Execution Costs by Jones, C.M. & Lipson, M.L.
99-2 Market Segmentation, Advanced Demand Information and Supply Chain Performance by Chen, F.
99-1 Execution Costs of Institutional Equity Orders by Jones, C.M. & Lipson, M.L.
98-12 Valuing Ecosystem Services by Heal, G.
1998 98-11 New Strategies for the Provision of Global Public Goods: Learning from International Environmental Challenges by Heal, G.
98-10 Valuing the Future: Economic Theory and Sustainability by Heal, G.
98-09 Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models by Glasserman, P. & Zhao, X.
98-08 Analysts' Interpretation and Investors' Valuation of Tax Carryforwards by Amir, E. & Sougiannis, T.
98-07 Bioprospecting with Patent Races by Rausser, G.C. & Small. A.A.
98-06 Managed Commodity Funds by Edwards, F.R. & Liew, J.
98-05 Social Security Money's Worth by Geanakoplos, J. & Mitchell, O.S. & Zeldes, S.P.
98-03 Would a Privatized Social Security System Really Pay a Higher Rate of Return? by Geanakoplos, J. & Mitchell, O.S. & Zeldes, S.P.
98-02 Markets and Sustainability by Heal, G.
98-01 National Income and the Environment by Heal, G. & Kristrom, B.
1997 98-04 A Sotchastic Mesh Method for Pricing High-Dimensional American Options by Broadie, M. & Glasserman, P.
97-24 Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle by Constantinides, G.M. & Donalson, J.B. & Mehra, R.
97-23 Revisiting the Basics of Return and Risk in Equilibrium by Ohlson, J.A.
97-22 Mutual Funds and Stock and Bond Market Stability by Edwards, F.R. & Zhang, X.
97-21 Understanding the Determinants of Mangerial Ownership and the Link Between Ownership and Performance by Himmelberg, C.P. & Hubbard, R.G. & Palia, D.
97-20 The Economics of Increasing Returns by Heal, G.M.
97-14 On the Theory of Forecast-Horizon in Equity Valuation by Ohlson, J.A. & Zhang, X.-J.
97-13 Firm Valuation with Deferred Taxes: A Theoretical Framework by Amir, E. & Kirschenheiter, M. & Willard, K.
97-12 Connecting Discrete and Continuous Path-Dependent Options by Broadie, M. & Glasserman, P. & Kou, S.
97-11 Accounting Recognition of Additional Minimum Liability Affects Pension Asset Allocation: Empirical Evidence by Amir, E. & Benartzi, S.
97-10 The Value of Avoiding Climate Change by Heal, G. & Lin, Y.
1996 96-24 Dividend and Capital Gains Taxation in Firm Valuation : New Evidence by Harris, T-S & Kemsley, D
96-23 Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments by Nielsen, L-T & Vassalou, M
96-22 The Prime Premium : Is Relationship Banking Too Costly for Some? by Beim, D-O
96-21 Front-Running by Mutual Fund Managers : It Ain't That bad by Danthine, J-P & Moresi, S
96-20 A Unified Perspective on Resource Allocation : Limited Arbitrage is Necessary and Sufficient for the Existence of a Competitive Equilibrium, the Core and Social Choice by Chichilnisky, G
96-19 Debt Valuation, Strategic Debt Service and Optimal Dividend Policy by Fan, H & Sundaresan, S
96-18 Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans by Sundaresan, S & Zapatero, F
96-17 Limited Arbitrage and Uniqueness of Equilibrium in Stricly Regular Economies by Chichilnisky, G
96-16 Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management by Browne, S.
96-12 Pricing American-Style Securities Using Simulation by Broadie, M. & Glasserman, P.
96-11 The Effect of New Political Administration on Federal Government Productivity and Employment by Lichtenberg, F.R.
96-10 Computer Use and Productivity Growth in federal Government Agencies by Lichtenberg, F.R. & Lehr, B.
96-09 The European Strategic Program for Research in Information Technologie (ESPRIT): An Ex-Post Analysis by Lichtenberg, F.R.
1995 95-32 Do Managed Futures Make Good Investments? by Edwards, F.R. & Park, J.M.
95-31 Mutual Funds and Financial Stability by Edwards, F.R.
95-30 Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World by Heal, G.
95-29 Evidence on the Role of Cash Flow for Investment by Gilchrist, S. & Himmelberg, C.P.
95-28 Japanese Government Bond Auctions: The U.S. Experience by Hamao, Y. & Jegadeesh, N.
95-27 Tests of Alternative International Asset Pricing Models by Vassalou, M.
95-26 The Forecasting Ability of Correlations Implied in Foreign Exchange Options by Campa, J.M. & Chang, P.H.K.
95-25 Arbitrage-Based Tests of Target Zone Credibility: Evidence from ERM Cross-Rate Options by Campa, J.M. & Chang, P.H.K.
95-24 Interpreting Sustainability by Heal, G.M.
95-23 Emission Constraints, Emission Permits, and Marginal Abatement Costs by Heal, G.M.
95-22 The Geometry of Implementation: A Necessary and Sufficient Condition for Straightforward Games by Heal, G.M. & Chichilnisky, G.
95-21 Wages and Foreign Ownership: A Comparative Study of Mexico, Venezuela, and the United States by Aitken, B. & Harrison, A. & Lipsey, R.E.
95-20 Trade, Technology and Wage Inequality by Hanson, G.H. & Harrison, A.
95-19 Social Choice with Infinite Populations: Construction of a Rule and Impossibility Results by Chichilnisky, G. & Heal, G.M.
95-18 Social Choice and Resource Allocation: A Topological Perspective by Heal, G.M.
95-17 Markets and Biodiversity by Heal, G.M.
95-16 International Dimensions of Environmental Policy by Heal, G.M.
95-15 Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market by Hamao, Y. & Mei, J.
95-14 The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition Among Small and Large Banks by Economides, N. & Hubbard, R.G. & Palia, D.
95-13 Anticipation and the Aggregation of Idiosyncratic Risks by Donaldson, J.B. & Dutta, J.
95-12 Bank Monitoring Mitigates Agency Problems: New Evidence Using the Financial Covenants in Bank Loan Commitments by Morgan, D.P.
95-11 Bank Loan Commitment and the Lending Channel of Monetary Policy by Morgan, D.P.
95-10 Technological Change and the Skill Acquisition of Young Workers by Bartel, A.P. & Sicherman, N.
95-09 The Return on Investment from Proportional Portfolio Strategies by Browne, S.
95-08 Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin by Browne, S.
95-07 Value-Relevance of Nonfinancial Information: The Wirless Communications Industry by Amir, E. & Lev, B.
95-03 Portfolio Coice and the Bayesian Criterion by Browne, S. & Whitt, W.
1994 95-06 Spillovers, Foreign Investment and Export Behavior by Aitken, B. & Hanson, G.H. & Harrison, A.E.
95-05 Why Include Warrants in New Equity Issues? A Theory of Unit IPOs by Chemmanur, T.J. & Fulghieri, P.
95-04 Asset Pricing Implications of Real Market Frictions by Danthine, J.P. & Donaldson, J.B.
95-02 Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing by Backus, D.K. & Foresi, S. & Zin, S.E.
95-01 The Forward Premium Anomaly: Three Examples in Serach of Solution by Backus, D.K. & Foresi, S. & Telmer, C.I.
94-08 Property Rights and Returns to Scale: Patents, Firms and Market Failure by Chichilnisky, G. & Heal, G. & Pagano, U.
94-07 Chaotic Price Dynamics and Increasing Returns by Chichilnisky, G. & Heal, G. & Lin, Y.
94-05 Price Ubncertainty and Derivative Securities in General Equilibrium by Chichilnisky, G. & Dutta, J. & Heal, G.
94-04 Valuing the Very Long Run: Discounting and the Environment by Heal, G.
94-03 International Emission Permits: Equity and Efficiency by Chichilnisky, G. & Heal, G. & Starret, D.
94-02 Sustainable Development and Social Choice by Chichilnisky, G.
94-01 Option Values and Endogenous Uncertainty in ESOPS, MBOS and Asset-Backed Loans by Chichilnisky, G. & Heal, G. & Tsomocos, D.P.
1993 93-09a Business History from the Microeconomic Perspective by Lamoreaux, N.R. & Raff, D.M.G.
93-08a American Capped Call Options on Dividend Paying Assets by Broadie, M. & Detemple, J.
93-06 Financial Markets in Transition -- or the Decline of Commercial Banking by Edwards, F.R.
93-05a Financial Markets and Managerial Myopia: Making America More Competitive by Edwards, F.R.
93-01a Computing Equilibria of Non-Optimal Economies by Danthine, J.P. & Donaldson, J.B.
93-20 On the Existence and the Topology of Equilibria in Incomplete Asset Markets by Chichilnisky, G. & Heal, G.M.
93-19 Commodity Funds as an Investment Asset by Edwards, F. & Goetzmann, W.
93-18 Who Needs Energy Taxes? by Chichilnisky, G.
93-17 Intersecting Families of Sets and the Topology of Cones in Economics by Chichilnisky, G.
93-16 Global Environment and North-South Trade by Chichilnisky, G.
93-15 North-South Trade and the Dynamics of Renewable Resources by Chichilnisky, G.
93-11a Estimating Security Price derivatives Using Simulation by Broadie, M. & Glasserman, P.
93-10a Localized Competition and the Aggregation of Plant Level Increasing Returns: Blast Furnaces 1929-1935 by Bertin, A.L. & Bresnahan, T.F. & Raff, D.M.G.
93-09 Technological Heterogeneity, Adjustment Costs, and the Dynamics of Plant Shutdown Behavior: The American Motor Vehicule Industry in the Time of the Great Depression by Bresnahan, T.F. & Raff, D.M.G.
93-08 Arbitrage, Equilibrium and the Pareto Frontier in Lp and Sobolev Spaces by Chichilnisky, G. & Heal, G.M.
93-07 Bounds and Approximations for American Option Values by Broadie, M. & Detemple, J.
93-06a Are Limited Liability Contracts Efficient? Theory and Application by Nagarajan, S.
93-05 Forbearance, Deposit Insurance Pricing, and Incentive Compatible Bank Regulation by Nagarajan, S. & Sealey, C.W.
93-04 Capital Markets, Financial Intermediaries, and the Supply of Liquidity in a Dynamic Economy by Fulghieri, P. & Rovelli, R.
93-03a Expectations-Driven Spatial Fluctuations by Gali, J.
93-02 Non-Walrassian Economies by Danthine, J.P. & Donaldson, J.B.
93-01 Attrition and Mutual Fund Performance by Goetzmann, W.N.
1992 92-07r Welfare Dynamics in Securities Markets with Increasing Numbers of Traders by Heal, G.
93-14 Limited Arbitrage is Necessary and Sufficient for the Existence of a Competitive Equilibrium by Chichilnisky, G.
93-13 Traditional Comparative Advantages vs Economies of Scale: NAFTA and the GATT by Chichilnisky, G.
93-12 Markets, Arbitrage and Social Choice by Chichilnisky, G.
93-11 Existence and Optimality of a General Equilibrium with Endogenous Uncertainty by Chichilnisky, G.
93-10 The Existence of an Optimal Path in a Growth Model with Endogenous Technical Change by Chichilnisky, G. & Gruenwald, P.F.
93-07a Contemporaneous Correlations Within Equity Trading of Institutional Investors by Peles, N.
93-03 Testing the Predictive Power of Dividend Yields by Goetzman, W.N. & Jorion, P.
93-02a A Theory of Trading Intermediation Under Multilateral Asymmetric Information by Nagarajan, S. & Ramakrishnan, R.T.S.
92-40 Term Structure and the Non-Cash Values in Bonds by Beim, D.O.
92-39 Equilibrium in an Electronic Open Limit Order Book by Glosten, L.R.
92-38 The Valuation of Corporate Fixed Income Securities by Sundaresan, S. & Rameswamy, K. & Kim, I.J.
92-37 An Empirical Analysis of U.S. Treasury Auctions: Implications for Auction and Term Structure Theories by Sundaresan, S.
92-36 A Comparison of relations Between Security Market Prices, Returns and Accounting Measures in Japan and the Unites States by Hall, C. & Hamao, Y. & Harris, T.S.
92-35 Securities Trading in the Absence of Dealers: Trade and Quotes on the Tokyo Stock Exchange by Hamao, Y. & Hasbrouck, J.
92-34 Bank Runs and Partial Suspension of Convertibility by Armaos, J.
92-33 Option and Non-Use of Environmental Assets by Chichilnisky, G. & Heal, G & Beltratti, A.
92-32 Believing in Multiple Equilibria by Chichilnisky, G. & Heal, G. & Streufert, P.A. & Swinkels, J.M.
92-31 Financial Markets for Unknown Risks by Chichilnisky, G. & Heal, G.
92-30 Financial Innovation and Endogenous Uncertainty in Incomplete Asset Markets by Chichilnisky, G. & Wu, H.M.
92-29 Arbitrage and Equilibrium in Economies with Infinitely Many Securities and Commodities by Chichilnisky, G. & Heal, G.M.
92-28 Robustly Effecient Equilibria in Non-Convex Economies by Heal, G. & Chichilnisky, G.
92-27 Stable Disequilibrium Prices by Heal, G.
92-26 Long Run Effects of Business Cycles by Gali, J. & Hammour, J.L.
92-25 Market Response to Mutual Fund Performance by Goetzmann, W.N. & Greenward, B. & Huberman, G.
92-24 Reputation, Renegotiation, and the Choice Between Bank Loans and Publicity Traded Debt by Chemmanur, T.J. & Fulghieri, P.
92-23 Safety First Portfolio Choice by Broadie, M. & Goetzmann, W.
92-22 Keeping Up with the Joneses: Consumption Externalities, Portfolio Choice and Asset Prices by Gali, J.
92-21 Maternal Age as an Indication for Amniocentesis: An Evaluation of the "35 Plus" Rule by Rappoport, P. & Sicherman, N.
92-20 Non-temporal Components of Residential Real Estate Appreciation by Goetzmann, W.N. & Spiegel, M.
92-19 Were Heckscher and Onlin Right? Putting History Back Into the Factor-Price-Equalization Theorem by O'Rouke, K. & Williamson, J.G.
92-18 Property Transactions in Ireland , 1708-1988: An Introduction by O'Rouke, K. & Polak, B.
92-17 Returns Volatilities Drop Following Large Dividend Payments by Huberman, G. & Peles, N.
92-15 Decimal Stock Trading and "Off-Floor" Market Making by Chordia, T. & Subrahmanyam, A.
92-14 Optimal Contracting and the Design of Securities by Ravid, S.A. & Spiegel, M.
92-13 Renegociation Proof Equilibria and Irrelevance Propositions by Ravid, S.A. & Spiegel, M.
92-12 On Toeholds and Bidding Contests by Ravid, S.A. & Spiegel, M.
92-11 Dynamic Effects of Foreign Tax Credits on Multinational Corporations by Altshuler, R. & Fulghieri, P.
92-10 On the Strategic Role of High Leverage in Entry Deterrence by Fulghieri, P. & Nagarajan, S.
92-09 The Equity Premium and the Allocation of Income Risk by Danthine, J.P. & Donaldson, J.B. & Mehra, R.
92-08 Estimating Bond Liquidity by Beim, D.O.
92-07 Local Externalities, Convex Adjustment Costs and Sunspot Equilibria by Gali, J.
92-06 Variability of Durable and Nondurable Consumption: Evidence for Six O.E.C.D. Countries by Gali, J.
92-05 Efficient Trading System Design: Market Makers, Membership Fees,a nd Exchange Ownership Structure by Nagarajan, S. & Ramakrishnan, R.T.S.J.
1991 fb-33 Monotoring Economic Activity in Newly Privatized Economies: Statistical Targets for Eastern Europe by Klein, A.P. & Moore, G.H.
fb-32 Forecasting Exports from Eastern Europe Using Leading Indicators by Cullity, J.P. & Moore, G.H.
fb-31 Leading Indicators for the Semiconductor Business by Moore, G.H. & Krell, R.
fb-30 Indicators of Credit Quality in Thrift Industry Lending by Cullity, J.P. & Moore, G.H.
fb-28 Exchange Rate Hysteresis : Large Versus Small Policy Misalignments by Baldwin, R.E. & Lyons, R.K.
fb-27 Some Evidence of Productivity Linkages in Manufacturing by Caballero, R.J. & Lyons, R.K.
fb-26 Quality and Timing Options in Thasury Future Markets-- Theory and Evidence by Broadie, M. & Sundaresan, S.
fb-25 Interest Rate Swaps : Theory and Evidence by Sun, T.S. & Sundaresan, S.
fb-24 An Empirical Examination of the Cox, Ingersoll and Ross Model of the Term Structure of Interest Rates by Pearson, N.D. & Sun, T.S.
fb-23 The Real and Nominal Interest Rates: A Discrete-Time Model with Continous -Time Limit by Sun, T.S.
fb-22 Clustering Methods and Commercial Rents by Goetzmann, W.N. & Wachter, S.
fb-21 Underpriced Initial Public Offers as a Multi-Product Investment House Stratey by Fulghieri, P. & Spiegel, M.
fb-_91-13 Nonresponse and Delayed Response to Competitive Moves: The Roles of Competitor Dependence and Action Irreversibility by MacMillan, I.C. & Chen, M.J.
fb-_91-12 Action Charasteristics As Predictors of Competitive Responses by Chen, M.J. & Smith, K.G. & Grimm, C.M.
fb-_91-11 Methodological and Empirical Issues in Real Business Cycle Theory by Danthine, J.P. & Donaldson, J.B.
fb-_91-09 Investment, Banker Reputation, Information Production, and Fnancial Intermediation by Chemmanur, T.J. & Fulghieri, .B.
fb-_91-08 Optimal Incorporation, Structure of Debt Contracts , and Limited-recourse Project Financing by Chemmanur, T.J. & John, K.
fb-_91-07 Welfare Dynemics in Securities Markets With Increasing Numbers of Traders by Heal, G.
fb-_91-06 Risk Aversion, Imperfect Competition,, and Long-Lived Information by Holden, C.W.
fb-_91-02 Competitive Equilibriumin Sobolev Spaces with Unbounded Short Sales by Chichilnisky,G. & Heal, G.M.
fb-_91-01 Necessary & Sufficient Conditions for Pareto Efficiency of equilibrium in Non-Convex Economies by Chichilnisky,G. & Heal, G.M.
fb-_90-292 Existence of Equilibrium in Regular Economies with Incomplete Markets by Chichilnisky,G. & Heal, G.M.
fb-_90-291r Competitive Equilibrium in Sobolev spaces with Unbounded Short Sales by Chichilnisky,G. & Heal, G.M.
fb-_90-290 Necessary & Sufficient Conditions for Pareto Efficiency of Equilibrium in Non-Convex Economies by Chichilnisky,G. & Heal, G.M.
92-16 On the Incentives for Money Nanagers: A Signalling Approach by Huberman, G. & Kandel, S.
92-04 The Dynamics of Job Mobility and Dual-Job Holding by Paxson, C. & Sicherman, N.
92-03 Monopolistic Competition, Business Cycles and the Composition of Aggregate Demand by Gali, J.
92-02 economic Development in Brazil, 1822-1913 by Leff, N.H
92-01 Financial Contracts as Lasting Commitments: The Case of Leveraged Oligopoly by Fulghieri, P. & Nagarajan, S.
91-20 Risk Management and Global Change by Heal, G.
91-19 External Effects in U.S. Procyclical Productivity by Caballero, R.J. & Lyons, R.K.
91-18 Short and Long Run Externalities by Bartelsman, E.J. & Caballero, R.J. & Lyons, R.K.
91-17 Private Beliefs and Information Externalities in the Foreign Exchange Market by Lyons, R.K.
91-16 Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans by Sundaresan, S. & Zapatero, F.
91-15 The Currency Reform as the Last Stage of Economic and Monetary Union: Some Policy Questions by Giovannini, A.
91-14 Homogeneous Preferences and Heterogeneous Performance: International Differences in Saving and Investment Behaviour by Leff, N.H. & Sato, K.
1990 fb-_90-17 The Accuracy Of Real Estimate Indices: Repeat Sale Estimators by Goetzmann, W.N.
fb-_91-10 Risk Sharing, Time Minimum Wage and the Business Cycle by Danthine, J.P. & Donaldson, J.B.
fb-_91-05 Direct Foreign Investment, Multinational Corporations and the Developing Countries: Risk, returns, and Deceleration by Nathaniel, H.
fb-_91-04 Do Winners Repeat? Patterns in Mutual Fund Behavior by Goetzmann, W.N. & Ibbotson, R.G.
fb-_91-03 Existence of equilibrium in Regular Economies with Incomplete Markets by Chichilniski, G.
fb-_90-233 Direct Foreign Investment, Multinational Coprporations and the Developing Countries: Risk, returns, and Deceleration by Nathaniel, H.L.
fb-_90-18 International Migration and Wage rates in Twentieth Century Ireland by O'Rourke, K.
fb-_90-16 The Costs Of International Economic Disintegration: Ireland In The 1930'S by O'Rourke, K.
fb-_90-15 The Single Family Home In The Investment Portfolio by Goetzmann, W.N.
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