New York University, Leonard N. Stern School of Business-
New York University, Leonard N. Stern School Finance Department Working Paper Seires
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
Phone: (212) 998-0100
Web page: http://w4.stern.nyu.edu/finance/
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Phone: (212) 998-0100
Web page: http://w4.stern.nyu.edu/finance/
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Undated material is presented at the end, although it may be more recent than other items
2001
- 01-11 Financial Globalization and Real Regionalization
by Heathcote, J. & Perri, F. - 01-10 Estimating Econometric Models with Fixed Effects
by Greene, W. - 01-07 The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit
by Berger, A.N. & Goldberg, L.G. & White, L.J. - 01-06 Optimal Brand Umbrella Size
by Cabral, L.M.B. - 01-04 Multiproduct Oligopoly and Bertrand Supertraps
by Cabral, L.M.B. - 01-01 Fixed and Random Effects in Nonlinear Models
by Greene, W. - 01-00 The Microsoft Antitrust Case
by Economides, N.
2000
- 99-084 An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings
by Edward Altman & Anthony Saunders - 99-073 Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability
by Anthony W. Lynch - 99-054 The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves
by Eli Ofek & Matthew Richardson - 99-048 Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt
by V. Acharya & J. Huang & Marti G. Subrahmanyam & R. Sundaram - 99-025 Asset Pricing Puzzles: Evidence from Options Markets
by Joshua Rosenberg - 99-014 Empirical Pricing Kernels
by Joshua Rosenberg & Robert F. Engle - 99-004 Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998
by Edward I. Altman & Luis Beltran - 98-069 Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps
by Marti G. Subrahmanyam & Young Ho Eom & Jun Uno - 00-07 Stretching Firm and Brand Reputation
by Cabral, L.M.B. - 00-06 Increasing Dominance with No Efficiency Effect
by Cabral, L. - 00-05 Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function
by Greene, W.H. - ec-00-04 Reducing the Barriers to International Trade in Accounting Services: Why it Matters, and the Road Ahead
by White, L.J. - ec-00-03 The New Industrial Organization and Small Business
by Kwoka Jr., J.E. & White, L.J. - ec-00-01 The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium
by Katz, B.G. & Owen, J.
1999
- 99-087 On the Optimality of Resetting Executive Stock Options
by Viral Acharya & Kose John & Rangarajan K. Sundaram - 99-086 The Price of Options Illiquidity
by Menachem Brenner & Rafi Eldor & Shmuel Hauser - 99-085 Fee Speech: Signalling and the Regulation of Mutual Fund Fees
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - 99-083 Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses
by Paul Bennett & Kenneth Garbade & John Kambhu - 99-082 Explaining the Rate Spread on Corporate Bonds
by Edward J. Elton & Martin J. Gruber & Deepak Agrawal & Christopher Mann - 99-081 Evaluating Stock Price Volatility
by Jarl G. Kallberg & Crocker H. Liu & Anand Srinivasan - 99-080 The Value Added from Investment Managers: an Examination of Funds of REITs
by Jarl G. Kallberg & Crocker H. Liu & Charlese Trzcinka - 99-079 What Motivates Managers? Evidence from Organizational Form Changes
by Aswath Damodaran & Kose John & Crocker H. Liu - 99-078 The Valuation of American-Style Swaptions in a Two-factor Spot-Futures Model
by Sandra Peterson & Richard C. Stapleton & Marti G. Subrahmanyam - 99-077 Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs
by Stephen Brown - 99-076 Does Option Compensation Increase Managerial Risk Appetite?
by Jennifer Carpenter - 99-075 Underpricing of New Equity Offerings by Privatized Firms: An International Test
by Qi Huang & Richard M. Levich - 99-074 1998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors
by Richard M. Levich & Gregory S. Hayt & Beth A. Ripston - 99-072 A Multifractal Model of Assets Returns
by Laurent Calvet & Adlai Fisher & Benoit Mandelbrot - 99-071 Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash
by Adlai Fisher - 99-070 Contingent Control Rights and Managerial Incentives: The Design of Long-term Debt
by Zsuzsanna Fluck - 99-069 Capital Structure Decisions in Small and Large Firms: A Life-cycle Theory of Financing
by Zsuzsanna Fluck - 99-068 Organizational Form and Expense Preference: Spanish Experience
by Iftekhar Hasan & Ana Lozano - 99-067 A Rational Explanation For Home Country Bias
by Iftekhar Hasan & Yusif Simaan - 99-066 The Determinants of De Novo Bank Survival
by Robert DeYoung & Iftekhar Hasan & William C. Hunter - 99-065 Underpricing of Venture and Non Venture Capital IPOs: An Empirical Investigation
by Bill B. Francis & Iftekhar Hasan - 99-064 The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks
by Subal C. Kumbhakar & Ana Lozano-Vivas & C. A. Knox Lovell & Iftekhar Hasan - 99-063 Unit Root Tests are Useful for Selecting Forecasting Models
by Francis X. Diebold & Lutz Kilian - 99-061 (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys - 99-060 Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys - 99-059 The Distribution of Exchange Rate Volatility
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys - 99-058 Cross Holding and Imperfect Product Markets
by Matthew J. Clayton & Bjorn N. Jorgensen - 99-057 On the Formation and Structure of International Exchanges
by Matthew J. Clayton & Bjorn N. Jorgensen & Kenneth A. Kavajecz - 99-056 Debt, Investment, and Product Market Competition
by Matthew J. Clayton - 99-055 The Effect of Leverage on Bidding Behavior: Theory and Evidence from the FCC Auctions
by Matthew J. Clayton & S. Abraham Ravid - 99-053 Optimal Compensation Contracts with Pay-For-Performance and Termination Incentives
by Greg Hallman & Jay C. Hartzell - 99-052 Crisis Dynamics of Implied Default Recovery Ratios: Evidence From Russia and Argentina
by John J. Merrick Jr. - 99-051 Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options
by Matthew Clayton & David Yermack - 99-050 Wealth Creation and Destruction from Brooke Group's Tobacco Litigation Strategy
by Sandeep Dahiya & David Yermack - 99-049 Political Risk, Financial Crisis, and Market Volatility
by Jianping Mei - 99-046 Portfolio Performance and Agency
by Philip H. Dybvig & Heber K. Farnsworth & Jennifer Carpenter - 99-045 The Term Structure of Interest Rate-Futures Prices
by R.C. Stapleton & Marti G. Subrahmanyam - 99-044 Temporal Resolution of Uncertainty, the Investment Policy of Levered Firms and Corporate Debt Yields
by Alexander Reisz - 99-043 Temporal Resolution of Uncertainty and Corporate Debt Yields: an Empirical Investigation
by Alexander Reisz - 99-042 A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
by Jacob Boudoukh & Matthew Richardson & Richard Stanton & Robert Whitelaw - 99-041 Dividend Policy and Clientele Rationality
by Lee Nelson - 99-040 Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
by Dong-Hyun Ahn & Jacob Boudoukh & Matthew Richardson & Robert Whitelaw - 99-039 The Impact of the Rule of Law on the Structure and Function of Securities Markets
by Larry Alan Bear & Rita Maldonado-Bear - 99-038 Price Functionals with Bid-Ask Spreads: An Axiomatic Approach
by Elyès Jouini - 99-037 Optimal Investment with Taxes: An Existence Result
by Elyès Jouini & Pierre-Francois Koehl & Nizar Touzi - 99-036 Viability and Equilibrium in Securities Markets with Frictions
by Elyès Jouini & Hédi Kallal - 99-035 Efficient Trading Strategies in the Presence of Market Frictions
by Elyès Jouini & Hédi Kallal - 99-034 Arbitrage and Investment Opportunities
by Elyès Jouini & Clotilde Napp - 99-033 Arbitrage and Viability in Securities Markets with Fixed Trading Costs
by Elyès Jouini & Hédi Kallal & Clotilde Napp - 99-032 Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
by Suleyman Basak & Alexander Shapiro - 99-031 The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence
by Alexander Shapiro - 99-030 Price Impact Asymmetry of Block Trades: An Institutional Trading
by Gideon Saar - 99-029 Optimal Compensation for Fund Managers of Uncertain Type: The Information Advantages of Bonus Schemes
by Alexander Stremme - 99-028 Semiparametric Pricing of Multivariate Contingent Claims
by Joshua Rosenberg - 99-027 Implied Volatility Functions: A Reprise
by Joshua Rosenberg - 99-026 Option-Based Tests of Interest Rate Diffusion Functions
by Joshua Rosenberg - 99-024 Research and Development Expense: Implications for Profitability Measurement and Valuation
by Aswath Damodaran - 99-023 Dealing with Operating Leases in Valuation
by Aswath Damodaran - 99-022 The Dark Side of Valuation: Firms with No Earnings, No History and No Comparables
by Aswath Damodaran - 99-021 Estimating Equity Risk Premiums
by Aswath Damodaran - 99-020 Financing Innovations and Capital Structure Choices
by Aswath Damodaran - 99-019 Estimating Risk Parameters
by Aswath Damodaran - 99-018 Value Creation and Enhancement: Back to the Future
by Aswath Damodaran - 99-017 Forecasting Multifractal Volatility
by Laurent Calvet & Adlai Fisher - 99-016 Financial Services Strategies in the Euro-Zone
by Ingo Walter - 99-015 Empirical Tests of Interest Rate Model Pricing Kernels
by Joshua Rosenberg - 99-012 Trading Fast and Slow: Security Market Events in Real Time
by Joel Hasbrouck - 99-010 Regime Shifts and Bond Returns
by Jacob Boudoukh & Matthew Richardson & Tom Smith & Robert Whitelaw - 99-008 Continuous Time Equilibrium Pricing of Nonredundant Assets
by Elyes Jouini & Clotilde Napp - 99-007 Executive Stock Option Exercises and Inside Information
by Jennifer N. Carpenter & Barbara Remmers - 99-006 Privatization with Political Constraints: Auctions versus Private Negotiations
by Zsuzsanna Fluck & Kose John & S. Abraham Ravid - 99-005 Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001
by Edward I. Altman & Diane Cooke & Vellore Kishore - 99-003 When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel
by Guntar Franke & Richard C. Stapleton & Marti G. Subrahmanyam - 99-001 An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps
by Anurag Gupta & Marti G. Subrahmanyam - 99-17 Durable Goods Monopoly with Network Externalities with Application to the PC Operating Systems Market
by Economides, N. - 99-16 The Role of Fiscal Policy in Japan: a Quantitative Study
by Perri, F.
1998
- 99-062 Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management
by Anil Bangia & Francis X. Diebold & Til Schuermann & John D. Stroughair - 99-013 A Direct Approach to Arbitrage-Free Pricing of Derivatives
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - 99-011 Common Factors in Prices, Order Flows and Liquidity
by Joel Hasbrouck & Duane J. Seppi - 98-090 The Impact of the Likelihood of Turnover on Executive Compensation
by Jay C. Hartzell - 98-089 Price Formation in the OTC Corporate Bond Markets: A Field Study of the Inter-Dealer Market
by Anthony Saunders & Anand Srinivasan & Ingo Walter - 98-088 Contract Renegotiation and the Optimality of resetting Executive Stock Options
by Viral V. Acharya & Kose John & Rangarajan K. Sundaram - 98-087 Credit Enhancement Through Targeted Risk Managment: Freeport-McMoRan's Gold-Dominated Depository Shares
by N. K. Chidambaran & Chitru S. Fernando & Paul A. Spindt - 98-086 An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming
by N. K. Chidambaran & Chi-Wen Jevons Lee & Joaguin R. Trigueros - 98-085 The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - 98-084 Bank Capital and Bank Structure: A Comparative Analysis of the US, UK and Canada
by Anthony Saunders & Berry Wilson - 98-083 Specification Analysis of Affine Term Structure Models
by Qiang Dai & Kenneth J. Singleton - 98-082 An Asset Allocation Puzzle: When is A Puzzle Not A Puzzle?
by Edwin J. Elton & Martin J. Gruber - 98-081 Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
by Francis X. Diebold & Til Schuermann & John D. Stroughair - 98-080 How Relevant is Volatility Forecasting for Financial Risk Management?
by Peter F. Christoffersen & Francis X. Diebold - 98-079 Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange
by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay - 98-078 Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis
by Marti G. Subrahmanyam & Young Ho Eom & Jun Uno - 98-077 Survivorship Bias and Attrition Effects in Measures of Performance Persistence
by Jennifer Carpenter & Anthony Lynch - 98-076 Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data
by Joel Hasbrouck - 98-072 The Global Asset Management Industry: Competitive Structure, Conduct and Performance
by Ingo Walter - 98-071 The Symptoms of Lyme Disease
by Irwin Vanderhoof - 98-070 An Arbitrage-free Two-factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach
by Marti G. Subrahmanyam & Sandra Peterson & Richard C. Stapleton - 98-068 An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps
by Marti G. Subrahmanyam & Anurag Gupta - 98-067 The Valuation of American Barrier Options Using the Decomposition Technique
by Marti G. Subrahmanyam & Bin Gao & Jing-zhi Huang - 98-066 The Size of Background Risk and the Theory of Risk Bearing
by Marti G. Subrahmanyam & Günter Franke & Richard C. Stapleton - 98-065 Why are Options Expensive?
by Marti G. Subrahmanyam & Günter Franke & Richard C. Stapleton - 98-064 Arbitrage Restrictions and Multi-Factor Models of the Term Structure of Interest Rates
by Marti G. Subrahmanyam & Richard C. Stapleton - 98-063 Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk
by Marti G. Subrahmanyam & Günter Franke & Richard C. Stapleton - 98-062 The European Securities Industry Under A Single Currency
by Roy C. Smith - 98-060 Global Patterns of Mergers and Acquisition Activity in the Financial Services Industry
by Roy C. Smith & Ingo Walter - 98-059 CEO Involvement in the Selection of New Board Members: An Empirical Analysis
by Anil Shivdasani & David Yermack - 98-054 The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes
by S. Abraham Ravid & S. Sundgren - 98-049 Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior
by Anthony W. Lynch & Pierluigi Balduzzi - 98-047 Analysis of Senior-Subordinated Structures Backed by Private-Label Mortgages
by Kose John & Crocker Liu & R. A. Radhakrishnan - 98-044 Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation
by N. K. Chidambaran & John Kose - 98-043 A Theory of Bank Regulation and Management Compensation
by Kose John & Anthony Saunders & Lemma W. Senbet - 98-042 Security Bid/Ask Dynamics with Discreteness and Clustering: Simple Strategies for Modeling and Estimation
by Joel Hasbrouck - 98-038 Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises
by Zsuzsanna Fluck & Douglas Holtz-Eakin & Harvey S. Rosen - 98-037 The Dynamics of the Management-Shareholder Conflict
by Zsuzsanna Fluck - 98-036 Why Do firms Merge and Then Divest: A Theory of Financial Synergy
by Zsuzsanna Fluck & Anthony Lynch - 98-032 The Adaptive Mesh Model: A New Approach to Efficient Option Pricing
by Stephen Figlewski & Bin Gao - 98-031 Testing the Volatility Term Structure using Option Hedging Criteria
by Robert F. Engle & Joshua Rosenberg - 98-028 Do Investors Care About Sentiment?
by Edwin J. Elton & Martin J. Gruber & Jeffrey A. Busse - 98-027 Common Factors in Mutual Fund Returns
by Edwin J. Elton & Martin J. Gruber & Christopher R. Blake - 98-026 Modern Portfolio Theory, 1950 to Date
by Edwin J. Elton & Martin J. Gruber - 98-024 Of Smiles and Smirks: A Term-Structure Perspective
by Sanjiv R. Das & Rangarajan K. Sundaram - 98-023 Organizational Form Changes: Increasing Stockholder Wealth or Serving Managerial Interests?
by Aswath Damodaran & Kose John & Crocker H. Liu - 98-020 Cross Holding and Imperfect Product Markets
by Matthew J. Clayton & Bjorn N. Jorgensen - 98-019 The Effect of Leverage on Bidding Behavior: Theory and Evidence from the FCC Auctions
by Matthew J. Clayton & S. Abraham Ravid - 98-014 Hedge Funds and the Asian Currency Crisis of 1997
by Stephen J. Brown & William N. Goetzmann & James M. Park - 98-013 The Dow Theory: William Peter Hamilton's Track Record Re-Considered
by Stephen J. Brown & William N. Goetzmann & Alok Kumar - 98-012 The Japanese Open-End Fund Puzzle
by Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi - 98-011 Offshore Hedge Funds: Survival & Performance 1989-1995
by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson - 98-010 Altering the Terms of Executive Stock Options
by Menachem Brenner & Rangarajan K. Sundaram & David Yermack - 98-007 The Effects of Bank Mergers and Acquisitions on Small Business Lending
by Allen N. Berger & Anthony Saunders & Joseph M. Scalise & Gregory F. Udell - 98-006 Optimal Retention in Principal/Agent Models
by Jeffrey S. Banks & Rangarajan K. Sundaram - 98-003 Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade
by Edward I. Altman
1997
- 98-075 Mexico's Banking Crisis: Devaluation and Asset Concentration Effects
by Berry Wilson & Anthony Saunders & Gerard Caprio Jr. - 98-074 Time-Varying Sharpe Ratios and Market Timing
by Robert F. Whitelaw - 98-073 Stock Market Risk and Return: An Equilibrium Approach
by Robert F. Whitelaw - 98-061 Risks and Rewards in Emerging Market Investment
by Roy C. Smith & Ingo Walter - 98-058 The Determinants of Bank Interest Rate Margins: An International Study
by Anthony Saunders & Liliana Schumacher - 98-057 Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions
by Joshua Rosenberg - 98-056 Information, Blockbusters and Stars? A Study of the Film Industry
by S. Abraham Ravid - 98-055 Leverage Changes and Product Pricing Incentives -- A Tax Induced Analysis
by S. Abraham Ravid - 98-053 Toehold Strategies and Rival Bidders
by S. Abraham Ravid & Matthew Spiegel - 98-052 Does Equity-Based Compensation Increase Managers' Ownership?
by Eli Ofek & David Yermack - 98-051 Compensation and Top Management Turnover
by Hamid Mehran & David Yermack - 98-050 Understanding Fee Structures in the Asset Management Business
by Anthony W. Lynch & David K. Musto - 98-048 Evaluating Stock Price Volatility: The Case of REITs
by Jarl Kallberg & Crocker H. Liu - 98-045 Corporate Governance and Board Effectiveness
by Kose John & Lemma W. Senbet - 98-041 The Dynamics of Discrete Bid and Ask Quotes
by Joel Hasbrouck - 98-040 Has International Financial Integration Increased?
by Lawrence G. Goldberg & James R. Lothian & John Okunev - 98-039 De Novo Banks and Lending to Small Businesses: An Empirical Analysis
by Lawrence G. Goldberg & Lawrence J. White - 98-035 Control Rights and Maturity: The Design of Debt, Equity, and Convertible Securities
by Zsuzsanna Fluck - 98-034 Privatization with Political Constraint: Auctions versus Private Negotiations
by Zsuzsanna Fluck & Kose John & S. Abraham Ravid - 98-033 Derivatives Risks, Old and New
by Stephen Figlewski - 98-029 Tax and Liquidity Effects in Pricing Government Bonds
by Edwin J. Elton & T. Clifton Green - 98-025 Youth, Adolescence, and Maturity of Banks: Credit Availability to Small Business in an Era of Banking Consolidation
by Robert DeYoung & Lawrence G. Goldberg & Lawrence J. White - 98-022 Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks
by Rebel A. Cole & Lawrence G. Goldberg & Lawrence J. White - 98-021 Debt, Investment, and Product Market Competition
by Matthew J. Clayton - 98-018 Asymmetric Information, Corporate Myopia and Implications for Capital Gain Tax Rates
by Thomas J. Chemmanur & S. Abraham Ravid - 98-017 The Exercise and Valuation of Executive Stock Options
by Jennifer N. Carpenter - 98-009 No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property
by Menachem Brenner & Young Ho Eom - 98-008 Causes and Effects of Corporate Refocusing Programs
by Philip G. Berger & Eli Ofek - 98-005 Economic News and the Yield Curve: Evidence from the U.S. Treasury Market
by Pierluigi Balduzzi & Edwin J. Elton & T. Clifton Green - 98-004 Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange
by Yakov Amihud & Haim Mendelson & Beni Lauterbach - 98-002 Exchange Rate Exposure, Hedging, and the Use of Foreign Currency Derivatives
by George Allayannis & Eli Ofek - 98-001 Optimal Risk Management Using Options
by Dong-Hyun Ahn & Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw - 97-11 The Optimal Dynamic Investment Policy for a Fund Manager Compensated with an Incentive Fee
by Jennifer Carpenter - 97-10 The Exercise and Valuation of Executive Stock Options
by Jennifer Carpenter - 96-40 Universal Banking: A Shareholder Value Perspective
by Ingo Walter - 96-38 Rethinking Emerging Market Equities
by Roy C. Smith & Ingo Walter - 96-37 The Pricing of Marked-to-Market Contingent Claims in a No-Arbitrage Economy
by Stephen E. Satchell & Richard C. Stapleton & Marti G. Subrahmanyam - 96-32 A New Measure of Transaction Costs
by David Lesmond & Charles Trzcinka & Joseph Ogden - 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 - 97-9 State-Contingent Bank Regulation
by S. Nagarajan & C. W. Sealey - 97-8 Can Delegating Bank Regulation to Market Forces Really Work?
by S. Nagarajan & C. W. Sealey