This file is part of IDEAS, which uses RePEc data

New York University, Leonard N. Stern School of Business-

New York University, Leonard N. Stern School Finance Department Working Paper Seires

Contact information of New York University, Leonard N. Stern School of Business-:
Postal: U.S.A.; New York University, Leonard N. Stern School of Business, Department of Economics . 44 West 4th Street. New York, New York 10012-1126
Web page: http://w4.stern.nyu.edu/finance/
More information through EDIRC

For technical questions regarding this series, please contact (Thomas Krichel)
Series handle: repec:fth:nystfi

More pages of listings: 0|1

1997

96-26 The Dynamics of Discrete Bid and Ask Quotes
by Joel Hasbrouck
96-23 Relative Valuation, Differential Information, and Cross-sectional Differences in Stock Return Volatility
by Allan Eberhart & Aswath Damodaran
96-22 The Equity Performance of Firms Emerging from Bankruptcy
by Allan C. Eberhart & Edward I. Altman & Reena Aggarwal
96-20 Managerial Performance and the Cross-Sectional Pricing of Closed-End Funds
by J.B. Chay & Charles Trzcinka
96-19 Post-Announcement Drift
by Stephen J. Brown & Stephen A. Ross
96-18 Offshore Hedge Funds: Survival and Performance 1989-1995
by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson
96-10 Macroeconomic Foundations of Higher Moments in Bond Yields
by David Backus & Silverio Foresi & Liuren Wu

1996

96-42 Companies' Modest Claims About the Value of CEO Stock Option Awards
by David Yermack
96-41 Good Timing: CEO Stock Option Awards and Company News Announcements
by David Yermack [Downloadable!]
96-39 Global Patterns of Mergers and Acquisition Activity in the Financial Services Industry
by Roy C. Smith & Ingo Walter
96-36 Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions
by Joshua Rosenberg
96-35 Stock-Based Compensation and Top Management Turnover
by Hamid Mehran & David Yermack [Downloadable!]
96-34 Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
by Ananth Madhavan & Matthew Richardson & Mark Roomans
96-33 The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences
by Crocker Liu & Jianping Mei
96-31 Investment Opportunities and the Design of Debt Securities
by Marcel Kahan & David Yermack [Downloadable!]
96-30 A Theory of Bank Regulation and Management Compensation
by Kose John & Anthony Saunders & Lemma W. Senbet
96-29 A Two Factor No-Arbitrage Model of the Term Structure of Interest Rates
by T.S. Ho & Richard C. Stapleton & Marti G. Subrahmanyam
96-28 The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique
by T.S. Ho & Richard C. Stapleton & Marti G. Subrahmanyam
96-27 The Valuation of American-Style Options on Bonds
by T.S. Ho & Richard C. Stapleton & Marti G. Subrahmanyam
96-25 Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk
by Gunter Franke & Richard C. Stapleton & Marti G. Subrahmanyam
96-21 Debt, Investment, and Product Market Competition
by Matthew J. Clayton [Downloadable!]
96-17 Ex Ante Bond Returns and the Yield Curve
by Jacob Boudoukh & Matthew Richardson & Tom Smith & Robert F. Whitelaw
96-16 Hedging the Interest Rate Risk of Brady Bonds
by Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw
96-15 An Analytic Approach to the Valuation of American Path Dependent Options
by Jing-zhi (Jay) Huang Bin Gao & Marti G. Subrahmanyam
96-14 Managerial Entrenchment and Capital Structure Decisions
by Philip E. Berger & Eli Ofek & David Yermack [Downloadable!]
96-13 Economic News and the Yield Curve: Evidence From the U.S. Treasury Market
by Pierluigi Balduzzi & Edwin J. Elton & T. Clifton Green
96-12 The Central Tendency: A Second Factor in Bond Yields
by Pierluigi Balduzzi & Sanjiv Das & Silverio Foresi
96-11 "Price Barriers" and the Dynamics of Asset Prices in Equilibrium
by Pierluigi Balduzzi & Silverio Foresi & David Hait
96-9 Affine Models of Currency Pricing
by David Backus & Silverio Foresi & Chris Telmer
96-8 Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
by David Backus & Silverio Foresi & Stanley Zin
96-7 Market Microstructure and Securities Values: Evidence From the Tel Aviv Stock Exchange
by Yakov Amihud & Haim Mendelson & Beni Lauterbach
96-6 Corporate Bond and Commercial Loan Portfolio Analysis
by Edward I. Altman
96-5 Business Failure Classification Models: An International Survey
by Edward I. Altman & Paul Narayanan
96-4 The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook
by Edward I. Altman & Anthony C. Morris
96-3 Credit Risk Measurement: Developments over the Last 20 Years
by Edward I. Altman & Anthony Saunders
96-2 The Equity Performance of Firms Emerging from Bankruptcy
by Edward I. Altman & Allan C. Eberhart & Reena Aggarwal
96-1 Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications
by Edward I. Altman

1995

98-046 Shareholder Proposals and Corporate Governance
by Kose John & April Klein

1966

96-24 Testing the Volatility Term Structure Using Option Hedging Criteria
by Robert F. Engle & Joshua Rosenberg

Undated

99-047 Margin Rules, Informed Trading in Derivatives and Price Dynamics
by K. John & A. Koticha & R. Narayanan [Downloadable!]
99-009 Pricing of Non-redundant Derivatives in a Complete Market
by Elyes Jouini & Pierre-Francois Koehl [Downloadable!]
99-002 The Valuation of American Barrier Options Using the Decomposition Technique
by B. Gao J. Huang [Downloadable!]

More pages of listings: 0|1

Access and download statistics

Did you know? All top Economics journals are listed on RePEc.

This page was last updated on 2009-12-16.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.