Oxford Financial Research Centre

Editor:
For technical questions regarding this series, please contact (Maxine Collett)
Series handle: repec:sbs:wpsefe

2009

• 2009fe04 Income contingent tuition fees for universities
  by Neil Shephard [Downloadable!]
• 2009fe03 Nuisance parameters, composite likelihoods and a panel of GARCH models
  by Cavit Pakel & Neil Shephard & Kevin Sheppard [Downloadable!]
• 2009fe02 Realising the future: forecasting with high frequency based volatility (HEAVY) models
  by Neil Shephard & Kevin Sheppard [Downloadable!]
• 2009fe01 Competitive IPOs
  by Tim Jenkinson & Howard Jones [Downloadable!]

• 2008fe32 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
  by Thomas Flury & Neil Shephard [Downloadable!]
• 2008fe31 Modelling and measuring volatility
  by Ole E. Barndorff-Nielsen & Neil Shephard [Downloadable!]
• 2008fe30 Fitting vast dimensional time-varying covariance models
  by Robert Engle & Neil Shephard & Kevin Shepphard [Downloadable!]
• 2008fe29 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
  by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard [Downloadable!]
• 2008fe28 Liquidity and Asset Prices
  by Raphael A. Espinoza & Dimitrios P. Tsomocos [Downloadable!]
• 2008fe27 Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
  by Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos [Downloadable!]
• 2008fe26 The Optimal Monetary Instrument for Prudential Purposes
  by C.A.E. Goodhart & P. Sunirand & D.P. Tsomocos [Downloadable!]
• 2008fe25 An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models
  by Silja Kinnebrock & Mark Podolskij [Downloadable!]
• 2008fe24 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
  by Clive Bowsher & Roland Meeks [Downloadable!]
• 2008fe23 Stochastic Volatility: Origins and Overview
  by Neil Shephard & Torben G. Andersen [Downloadable!]
• 2008fe22 Evaluating Volatility and Correlation Forecasts
  by Andrew J. Patton & Kevin Sheppard [Downloadable!]
• 2008fe21 Copula-Based Models for Financial Time Series
  by Andrew J. Patton [Downloadable!]
• 2008fe20 Leverage and Pricing in Buyouts: An Empirical Analysis
  by Ulf Axelson & Tim Jenkinson & Per Strömberg & Michael S. Weisbach [Downloadable!]
• 2008fe19 Public or private equity? How accelerated IPOs can increase competition in offerings
  by Tim Jenkinson [Downloadable!]
• 2008fe18 Do Investors Value High Levels of Regulation
  by Tim Jenkinson & Tarun Ramadorai [Downloadable!]
• 2008fe17 The development and performance of European private equity
  by Tim Jenkinson [Downloadable!]
• 2008fe16 Conformism, Public News and Market Effciency
  by Gabriel Desgranges & Celine Rochon [Downloadable!]
• 2008fe15 Board structures around the world: An experimental investigation
  by Ann B. Gillette & Thomas H. Noe & Michael J. Rebello [Downloadable!]
• 2008fe14 Stock Market Liquidity and Firm Performance: Wall Street Rule or Wall Street Rules?
  by Vivian W. Fang & Thomas H. Noe & Sheri Tice [Downloadable!]
• 2008fe13 Tunnel-proofing the executive suite: temptation, and the design of executive compensation
  by Thomas H. Noe [Downloadable!]
• 2008fe12 Product market efficiency: The bright side of myopic, uninformed, and passive external finance
  by Thomas H. Noe & Michael J. Rebello & Thomas A. Rietz [Downloadable!]
• 2008fe11 Buying up the block: An experimental investigation of capturing economic rents through sequential negotiations
  by Gautam Goswami & Thomas H. Noe & Jun Wang [Downloadable!]
• 2008fe10 Good IPOs draw in bad: Inelastic banking capacity and hot markets
  by Naveen Khanna & Thomas H. Noe & Ramana Sonti [Downloadable!]
• 2008fe09 Activists, raiders, and directors: Opportunism and the balance of corporate power
  by Thomas H. Noe & Michael J. Rebello & Ramana Sonti [Downloadable!]
• 2008fe08 Hype and Dump Manipulation
  by Nevzat Eren & Han N. Ozsoylev [Downloadable!]
• 2008fe07 Returns to Shareholder Activism
  by Marco Becht & Julian Franks & Colin Mayer & Stefano Rossi [Downloadable!]
• 2008fe06 How Do Firms Finance Large Cash Flow Requirements
  by Zhangkai Huang & Colin Mayer & Oren Sussman [Downloadable!]
• 2008fe05 Multinational Ownership and Subsidiary Investment
  by Wendy Carlin & Andrew Charlton & Colin Mayer [Downloadable!]
• 2008fe04 Where do firms incorporate? Deregulation and the cost of entry
  by Marco Becht & Colin Mayer & Hannes F. Wagner [Downloadable!]
• 2008fe03 Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses
  by Andrew Feltenstein & Céline Rochon [Downloadable!]
• 2008fe02 Natural rate of unemployment and efficiency: A dynamic analysis with flexible prices and increasing returns
  by Gaël Giraud & Céline Rochon [Downloadable!]
• 2008fe01 Measuring downside risk - realised semivariance
  by Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard [Downloadable!]

• 2007fe06 To each according to her luck and power: Optimal corporate governance and compensation policy in a dynamic world
  by Thomas H. Noe & Michael J. Rebello [Downloadable!]
• 2007fe05 Generalised Business Mechanics
  by Peter Johnson [Downloadable!]
• 2007fe04 Analysis of Financial Stability
  by Dimitrios Tsomocos & C.A.E. Goodhart [Downloadable!]
• 2007fe03 A Note on the Central Limit Theorem for Bipower Variation of General Functions
  by Silja Kinnebrock & Mark Podolskij [Downloadable!]
• 2007fe02 Feasible inference for realised variance in the presence of jumps
  by Almut Elisabeth Dorothea Veraart [Downloadable!]
• 2007fe01 Endogenous State Prices, Liquidity, Default, and the Yield Curve
  by Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos [Downloadable!]

• 2006fe15 Endogenous State Prices, Liquidity, Default, and the Yield Curve
  by Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos [Downloadable!]
• 2006fe14 The economics of IPO stabilization, syndicates and naked shorts
  by Tim Jenkinson & Howard Jones [Downloadable!]
• 2006fe13 IPO pricing and allocation: a survey of the views of institutional investors
  by Tim Jenkinson & Howard Jones [Downloadable!]
• 2006fe12 Convertible Preferred Stock in Venture Capital Financing
  by Flippo Ippolito [Downloadable!]
• 2006fe11 High Dimensional Yield Curves: Models and Forecasting
  by Clive G. Bowsher & Roland Meeks [Downloadable!]
• 2006fe10 Banks, Relative Performance, and Sequential Contagion
  by Sudipto Bhattacharya & Charles A. E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos [Downloadable!]
• 2006fe09 Searching for a Metric for Financial Stability
  by O. Aspachs & C. Goodhart & M. Segoviano & D. Tsomocos & L. Zicchino [Downloadable!]
• 2006fe08 Communication Dilemma in Speculative Markets
  by Nevzat Eren & Han N. Ozsoylev [Downloadable!]
• 2006fe07 Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria
  by Dimitrios P. Tsomocos [Downloadable!]
• 2006fe06 Subsampling realised kernels
  by Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard [Downloadable!]
• 2006fe05 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
  by Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard [Downloadable!]
• 2006fe04 Towards a Measure of Financial Fragility
  by Oriol Aspachs & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Lea Zicchino [Downloadable!]
• 2006fe03 Devaluation without common knowledge
  by Celine Rochon [Downloadable!]
• 2006fe02 Dynamic Matching and Bargaining: The Role of Deadlines
  by Sjaak Hurkensy & Nir Vulkan [Downloadable!]
• 2006fe01 Evaluation of macroeconomic models for financial stability analysis
  by Gunnar Bardsen & Kjersti-Gro Lindquist & Dimitrios P.Tsomocos [Downloadable!]

• 2005fe18 Commitment to Overinvest and Price Informativeness
  by James Dow & Itay Goldstein & Alexander Guembel [Downloadable!]
• 2005fe17 Sovereign Debt Without Default Penalties
  by Oren Sussman & Alexander Guembel [Downloadable!]
• 2005fe16 The economics of the EU’s corporate-insolvency law and the quest for harmonisation by market forces
  by Oren Sussman [Downloadable!]
• 2005fe15 On Modelling Endogenous Default
  by Dimitrios P. Tsomocos & Lea Zicchino [Downloadable!]
• 2005fe14 A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games
  by Dimitrios P. Tsomocos & Dimitris Voliotis [Downloadable!]
• 2005fe13 Takeover Defenses, Firm-Specific Skills and Managerial Entrenchment
  by Filippo Ippolito [Downloadable!]
• 2005fe12 Convertible Preferred Stock in Venture Capital Financing
  by Filippo Ippolito [Downloadable!]
• 2005fe11 Amplification and Asymmetry in Crashes and Frenzies
  by Han N. Ozsoylev [Downloadable!]
• 2005fe10 Price, Trade Size, and Information Revelation in Multi-Period Securities Markets
  by Han N. Ozsoylev & Shino Takayama [Downloadable!]
• 2005fe09 Limit theorems for bipower variation in financial econometrics
  by Ole E. Barndorff-Nielsen & Sven Erik Graversen & Jean Jacod & Neil Shephard [Downloadable!]
• 2005fe08 Variation, jumps, market frictions and high frequency data in financial econometrics
  by Ole E. Barndorff-Nielsen & Neil Shephard [Downloadable!]
• 2005fe07 Race to the top or bottom? Corporate governance, freedom of reincorporation and competition in law
  by Zsuzsanna Fluck & Colin Mayer [Downloadable!]
• 2005fe06 Limit theorems for multipower variation in the presence of jumps
  by Ole E. Barndorff-Nielsen & Neil Shephard & Matthias Winkel [Downloadable!]
• 2005fe05 Estimating quadratic variation when quoted prices jump by a constant increment
  by Jeremy Large [Downloadable!]
• 2005fe04 Why are Securitization Issues Tranched?
  by Maciej Firla-Cuchra & Tim Jenkinson [Downloadable!]
• 2005fe03 Regulating Financial Conglomerates
  by Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison [Downloadable!]
• 2005fe02 Interbank Competition with Costly Screening
  by Xavier Freixas & Sjaak Hurkens & Alan D. Morrison & Nir Vulkan [Downloadable!]
• 2005mf01 Matched asymptotic expansions in financial engineering
  by Sam Howison [Downloadable!]
• 2005mf03 A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 2: Bermudan options
  by Sam Howison [Downloadable!]
• 2005mf02 A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 1: barrier options
  by Sam Howison & Mario Steinberg [Downloadable!]
• 2005fe01 Modelling Institutional Change in the Payments System, and its Implications for Monetary Policy
  by F. H. Capie & D. P. Tsomocos & G. E. Wood [Downloadable!]

• 2004fe22 Multipower Variation and Stochastic Volatility
  by Ole E. Barndorff-Nielsen & Neil Shephard [Downloadable!]
• 2004fe21 A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
  by Ole BARNDORFF-NIELSEN & Svend Erik GRAVERSEN & Jean JACOD & Mark PODOLSKIJ & Neil SHEPHARD [Downloadable!]
• 2004fe20 Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise
  by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard [Downloadable!]
• 2004fe19 Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
  by Clive G. Bowsher [Downloadable!]
• 2004fe18 A Time Series Analysis of Financial Fragility in the UK Banking System
  by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos [Downloadable!]
• 2004fe17 Likelihood based inference for diffusion driven models
  by Siddhartha Chib & Michael K Pitt & Neil Shephard [Downloadable!]
• 2004fe15 Global Uniqueness and Money Non-neutrality in a Walrasian Dynamics without Rational Expectations
  by Gael Giraud & Dimitrios Tsomocos [Downloadable!]
• 2004fe14 The Demise of Investment-Banking Partnerships: Theory and Evidence
  by Alan D. Morrison & William J. Wilhelm [Downloadable!]
• 2004fe13 Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing
  by Xavier Freixas & Dimitrios P. Tsomocos [Downloadable!]
• 2004fe12 Habit Formation and the Equity-Premium Puzzle: a Skeptical View
  by Stefano G. Athanasoulis & Oren Sussman [Downloadable!]
• 2004fe11 A Risk Assessment Model for Banks
  by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos [Downloadable!]
• 2004fe10 Financial Liberalisation and Capital Regulation in Open Economies
  by Alan D. Morrison & Lucy White [Downloadable!]
• 2004fe09 Life Insurance: Regulation as Contract Enforcement
  by Alan D. Morrison [Downloadable!]
• 2004fe08 Is Deposit Insurance a Good Thing, and If So, Who Should Pay for It?
  by Alan D. Morrison & Lucy White [Downloadable!]
• 2004fe07 Financial Distress, Bankruptcy Law and the Business Cycle
  by Oren Sussman & Javier Suarez [Downloadable!]
• 2004fe05 A Model to Analyse Financial Fragility: Applications
  by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos [Downloadable!]
• 2004fe04 Cancellation and uncertainty aversion on limit order books
  by Jeremy Large [Downloadable!]
• 2004fe03 A feasible central limit theory for realised volatility under leverage
  by Ole E. Barndorff-Nielsen & Neil Shephard [Downloadable!]
• 2004fe02 Likelihood-based estimation of latent generalised ARCH structures
  by Gabriele Fiorentini & Enrique Sentana & Neil Shephard [Downloadable!]
• 2004mf01 Option Pricing with Levy-Stable Processes
  by Alvaro Cartea & Sam Howison [Downloadable!]
• 2004mf03 An Asymptotic Analysis of an American Call Option with Small Volatility
  by N.P. Firth & J.N. Dewynne & S. J. Chapman [Downloadable!]
• 2004mf02 High Dimensional Radial Barrier Options
  by N.P. Firth & J.N. Dewynne [Downloadable!]
• 2004fe01 Econometrics of testing for jumps in financial economics using bipower variationÂ
  by Ole E. Barndorff-Nielsen & Neil Shephard [Downloadable!]

• 2003fe16 A New Test of Capital Structure
  by Colin Mayer & Oren Sussman [Downloadable!]
• 2003fe15 Spending Less Time with the Family: The Decline of Family Ownership in the UK
  by Julian Franks & Colin Mayer & Stefano Rossi [Downloadable!]
• 2003fe14 Ownership: Evolution and Regulation
  by Julian Franks & Colin Mayer & Stefano Rossi [Downloadable!]
• 2003fe13 A Model to Analyse Financial Fragility
  by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos [Downloadable!]
• 2003fe12 Hard Debt, Soft CEO’s and Union Rents
  by Linus Wilson [Downloadable!]
• 2003fe11 Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects
  by Gyongyi Loranth & Alan Morrison [Downloadable!]
• 2003fe10 Modeling the Demand for Emerging Market Assets
  by Valpy FitzGerald & Derya Krolzig [Downloadable!]
• 2003mf08 Purely discontinuous Levy processes and power variation: inference for integrated volatility and the scale parameter
  by Jeannette H.C. Woerner [Downloadable!]
• 2003fe07 Making Money out of Publicly Available Information
  by Alan Morrison & Nir Vulkan [Downloadable!]
• 2003mf06 On the Pricing and Hedging of Volatility Derivatives
  by Sam Howison & Avraam Rafailidis & Henrik Rasmussen [Downloadable!]
• 2003mf05 Estimation of Integrated Volatility in Stochastic Volatility Models
  by Jeannette H.C. Woerner [Downloadable!]
• 2003mf04 Bounds for Floating-Strike Asian Options using Symmetry
  by Vicky Henderson & David Hobson & William Shaw & Rafal Wojakowski [Downloadable!]
• 2003mf03 Using Options on Greeks as Liquidity Protection
  by David Bakstein & Sam Howison [Downloadable!]
• 2003mf02 A Comparison of q-optimal Option Prices in a Stochastic Volatility Model with Correlation
  by Vicky Henderson & David Hobson & Sam Howison & Tino Kluge [Downloadable!]
• 2003mf01 Monte Carlo valuation of American Options
  by David Lamper & Sam Howison [Downloadable!]
• 2003mf07 An Option Pricing Formula for the GARCH diffusion model
  by Giovanni Barone-Adesi & Claudia Ravanelli & Henrik Rasmussen [Downloadable!]
• 2003fe08 Equilibrium Analysis, Banking and Financial Instability
  by Dimitrios P. Tsomocos [Downloadable!]
• 2003fe06 Procyclicality and the new Basel Accord - Banks' choice of loan rating system
  by Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P.Tsomocos [Downloadable!]
• 2003fe05 Why are European IPOs so rarely priced outside the indicative price range?
  by William J. Wilhelm & Alan Morrison & Tim Jenkinson [Downloadable!]
• 2003fe04 E-Barter vs. Fiat Money: Will Central Banks Survive?
  by Dimitrios P. Tsomocos & F.H. Capie & Geoffrey E. Wood [Downloadable!]
• 2003fe03 Equilibrium Analysis, Banking, Contagion and Financial Fragility
  by Dimitrios Tsomocos [Downloadable!]
• 2003fe02 Partnership Firms, Reputation and Human Capital
  by Alan Morrison & William J. Wilhelm, Jr. [Downloadable!]

• 2002fe08 The Economics of Capital Regulation in Financial Conglomerates
  by Alan D. Morrison [Downloadable!]
• 2002fe07 IPO Pricing in the Dot-com Bubble
  by William J. Wilhelm & Alexander Ljungqvist [Downloadable!]
• 2002fe06 Evidence of Information Spillovers in the Production of Investment Banking Services
  by Lawrence M. Benveniste & Alexander Ljungqvist & William J. Wilhelm & Xiaoyun Yu [Downloadable!]
• 2002mf05 Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models
  by Jeannette H.C. Woerner [Downloadable!]
• 2002mf04 Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing
  by Alvaro Cartea & Sam Howison [Downloadable!]
• 2002mf03 Analytical Comparisons of Option prices in Stochastic Volatility Models
  by Vicky Henderson [Downloadable!]
• 2002mf02 A Risk-Neutral Parametric Liquidity Model for Derivatives
  by David Bakstein & Sam Howison [Downloadable!]
• 2002fe01 Stock Based Compensation: Firm-specific risk, Efficiency and Incentives
  by Vicky Henderson [Downloadable!]
• 2002mf01 Coupling and Option Price Comparisons in a Jump-Diffusion model
  by Vicky Henderson & David Hobson [Downloadable!]
• 2002fe05 Crises and Capital Requirements in Banking
  by Lucy White & Alan D. Morrison [Downloadable!]
• 2002fe04 Dynamics of trade-by-trade price movements: decomposition and models
  by Tina Hviid Rydberg & Neil Shephard [Downloadable!]
• 2002fe03 Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics
  by Ole E. Barndorff-Nielsen & Neil Shephard [Downloadable!]
• 2002fe02 Manipulation, the allocational role of prices and production externalities
  by Itay Goldstein & Alexander Gümbel [Downloadable!]

• 2001fe17 Resource Margin Accounting: Empirical Results for US Manufacturing Companies 1983-1998
  by Peter Johnson [Downloadable!]
• 2001fe16 Resource Margin Accounting: A Theoretical Perspective
  by Peter Johnson [Downloadable!]
• 2001fe15 Sources of Funds and Investment Strategies of Venture Capital Funds: Evidence from Germany, Israel, Japan and the UK
  by Koen Schoors & Yishay Yafeh & Colin Mayer [Downloadable!]
• 2001fe14 New evidence of the impact of dividend taxation and on the identity of the marginal investor
  by Leonie Bell & Tim Jenkinson [Downloadable!]
• 2001fe13 Optimal exchange-rates: a market-microstructure approach
  by Alexander Gümbel & Oren Sussman [Downloadable!]
• 2001fe12 Emerging Markets and Entry by Actively Managed Funds
  by Alexander Gümbel [Downloadable!]
• 2001fe11 Ownership and Control of German Corporations
  by Julian Franks & Colin Mayer [Downloadable!]
• 2001fe10 Institutional Investment and Private Equity in the UK
  by Colin Mayer [Downloadable!]
• 2001mf09 A note on the pricing and hedging of volatility derivatives
  by Sam Howison & A. Rafailidis & H.O. Rasmussen [Downloadable!]
• 2001fe08 IPO Allocations: Discriminatory or Discretionary?
  by William Wilhelm & Alexander Ljungqvist [Downloadable!]
• 2001fe07 The Internet and Financial Market Structure
  by William Wilhelm [Downloadable!]
• 2001mf06 Default Hazards and the Term Structure of Credit Spreads in a Duopoly
  by Varqa Khadem & William Perraudin [Downloadable!]
• 2001mf05 The Pricing of Derivatives in Illiquid Markets
  by David Bakstein [Downloadable!]
• 2001fe04 The Role of Capital Adequacy Requirements in Sound Banking Systems
  by Lucy White & Alan Morrison [Downloadable!]
• 2001fe03 Emerging Market Spreads: Then Versus Now
  by Paolo Mauro & Yishay Yafeh & Nathan Sussman [Downloadable!]
• 2001mf02 From market games to real-world markets
  by Paul Jefferies & Michael Hart & Neil Johnson & P.M. Hui [Downloadable!]
• 2001mf01 Predictability of large future changes in a competitive evolving population
  by David Lamper & Sam Howison & Neil Johnson [Downloadable!]
• 2001mf08 On the Equivalence of Floating and Fixed-Strike Asian Options
  by Vicky Henderson & Rafal Wojakowski [Downloadable!]
• 2001mf04 Application of multi-agent games to the prediction of financial time-series
  by Neil F. Johnson & David Lamper & Paul Jefferies & Michael L. Hart & Sam Howison [Downloadable!]
• 2001mf03 Trading Volume in Models of Financial Derivatives
  by Sam Howison & David lamper [Downloadable!]
• 2001fe09 Regulatory Principles and the Financial Services and Markets Act
  by Colin Mayer [Downloadable!]
• 2001fe06 Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors
  by Alexander Ljungqvist & Tim Jenkinson & William Wilhelm [Downloadable!]
• 2001fe05 A Theory of the Syndicate: Form Follows Function
  by Pegaret Pichler & William Wilhelm [Downloadable!]
• 2001fe02 Business Groups and Risk Sharing around the World
  by Tarun Khanna & Yishay Yafeh [Downloadable!]

• 2001fe01 Credit Derivatives, Disintermediation and Investment Decisions
  by Alan Morrison [Downloadable!]
• 2000fe08 Risk Averse Banks and Uncertain Correlation Values: A Theory of Rational Bank Panics
  by Alan D. Morrison [Downloadable!]
• 2000fe07 Regulator Reputation and Optimal Banking Competition Policy
  by Alan D. Morrison [Downloadable!]
• 2000fe06 Active agents, passive principals; the role of the chief executive in corporate strategy formulation and implementation
  by Clara Raposo & James Dow [Downloadable!]
• 2000fe05 Myopic Traders, Efficiency and Taxation
  by Alexander Gümbel [Downloadable!]
• 2000fe04 Has the introduction of bookbuilding increased the efficiency of international IPOs?
  by Tim Jenkinson & William Wilhelm & Alexander Ljungqvist [Downloadable!]
• 2000mf03 Trading Volume in Models of Financial Derivatives
  by Sam Howison & David lamper [Downloadable!]
• 2000mf02 Likelihood inference for discretely observed non-linear diffusions
  by Ola Elerian & Siddhartha Chib & Neil Shephard [Downloadable!]
• 2000fe01 Corporate Hedging and Optimal Disclosure
  by Clara Raposo [Downloadable!]
• 2000mf01 Non-Gaussian OU based models and some of their uses in financial economics
  by Ole Barndorff-Nielsen & Neil Shephard [Downloadable!]
• 2000fe03 Firm Value and Managerial Incentives: A Stochastic Frontier Approach
  by Michel Habib & Alexander Ljungqvist [Downloadable!]
• 2000fe02 Strategic Hedging and Investment Efficiency
  by Clara Raposo [Downloadable!]

• 1999mf24 Modelling Market Crashes: The Worst Case Scenario
  by Philip Hua & Paul Wilmott [Downloadable!]
• 1999mf23 Value-at-Risk and Market Crashes
  by Philip Hua & Paul Wilmott [Downloadable!]
• 1999mf22 Exercise Class
  by Hyungsok Ahn & Paul Wilmott [Downloadable!]
• 1999mf21 A Nonlinear Non-probabilistic Spot Interest Rate Model
  by David Epstein & Paul Wilmott [Downloadable!]
• 1999mf20 Pricing and Hedging Convertible Bonds Under Non-probabilistic Interest Rates
  by David Epstein & Richard Haber & Paul Wilmott [Downloadable!]
• 1999mf19 Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits
  by A. Oztukel & P. Wilmott [Downloadable!]
• 1999mf16 Room for a View
  by R. Korn & P. Wilmott [Downloadable!]
• 1999mf15 Various Passport Options and Their Valuation
  by H. Ahn & A. Penaud & P. Wilmott [Downloadable!]
• 1999mf14 An American in Paris
  by R. Haber & P. Schonbucher & P.Wilmott [Downloadable!]
• 1999mf13 The Value of Market Research When a Firm is Learning: Real Option Pricing and Optimal Filtering
  by N. Mayor & P. Schonbucher & P.Wilmott & A.E. Whalley & D. Epstein [Downloadable!]
• 1999mf12 A General Framework for Hedging and Speculating with Options
  by R. Korn & P. Wilmott [Downloadable!]
• 1999fe11 The Seven Percent Solution? An International Perspective on Underwriting Spreads
  by Alexander P. Ljungqvist & William J. Wilhelm [Downloadable!]
• 1999fe10 Trading on Short-Term Information
  by Alexander Gumbel [Downloadable!]
• 1999fe09 Finance, Investment and Growth
  by Wendy Carlin & Colin Mayer [Downloadable!]
• 1999fe08 How Do Financial Systems Affect Economic Performance?
  by Wendy Carlin & Colin Mayer [Downloadable!]
• 1999fe07 Firm Control
  by Colin Mayer [Downloadable!]
• 1999fe06 Water: The 1999 Price Review
  by Colin Mayer [Downloadable!]
• 1999fe05 An investigation of clean surplus value-added pricing models using time series methods for the UK 1983-1996
  by Peter Johnson [Downloadable!]
• 1999fe04 IPO Underpricing, Wealth Losses and the Curious Role of Venture Capitalists in the Creation of Public Companies
  by Alexander Ljungqvist [Downloadable!]
• 1999mf03 Risk of Default in Latin American Brady Bonds
  by I.Blauer & P.Wilmott [Downloadable!]
• 1999fe02 The Role of Hostile Stakes in German Corporate Governance
  by Tim Jenkinson & Alexander Ljungqvist [Downloadable!]
• 1999fe01 Who Disciplines Management in Poorly Performing Companies?
  by Luc Renneboog & Julian Franks & Colin Mayer [Downloadable!]
• 1999mf10 The Yield Envelope: Price Ranges for Fixed Income Products
  by D. Epstein & P. Wilmott [Downloadable!]
• 1999mf09 Optimal Hedging of Options with Small but Arbitrary Transaction Cost Structure
  by A.E. Whalley & P. Wilmott [Downloadable!]
• 1999mf07 The Pricing of Risky Bonds: Current Models and Future Directions
  by Hyungsok Ahn & Varqa Khadem & Paul Wilmott [Downloadable!]
• 1999mf06 Crash Modelling, Value at Risk and Optimal Hedging
  by Philip Hua & Paul Wilmott [Downloadable!]
• 1999mf04 Model for the Value of a Business, Some Optimisation Problems in its Operating Procedures and the Valuation of its Debt
  by M.Z. Apabhai & N.I. Georgikopoulos & D. Hasnip & R.K.D. Jamie & M. Kim [Downloadable!]
• 1999mf02 On Trading American Options
  by Hyungsok Ahn & Paul Wilmott [Downloadable!]

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