Content
1997
- 97-8 Can Delegating Bank Regulation to Market Forces Really Work?
by S. Nagarajan & C. W. Sealey - 97-7 Design of Efficient Bankruptcy Mechanisms
by S. Nagarajan - 97-6 Efficient Security Design: Theory and Application
by S. Nagarajan - 97-5 Are Financial Corners and Short Squeezes Inefficient?
by S. Nagarajan - 97-4 Common Factors in Mutual Fund Returns
by Edwin J. Elton & Martin J. Gruber & Christopher R. Blake - 97-3 Modern Portfolio Theory, 1950 to Date
by Edwin J. Elton & Martin J. Gruber - 97-2 Tax and Liquidity Effects in Pricing Government Bonds
by Edwin J. Elton & T. Clifton Green - 97-1 The Effects of Bank Mergers and Acquisitions on Small Business Lending
by Allen N. Berger & Anthony Saunders & Joseph M. Scalise & Gregory F. Udell
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 - 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 - 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 - 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 - 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 - 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 - 99-009 Pricing of Non-redundant Derivatives in a Complete Market
by Elyes Jouini & Pierre-Francois Koehl - 99-002 The Valuation of American Barrier Options Using the Decomposition Technique
by B. Gao J. Huang