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Content
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
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
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