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SSRN eLibrary Search Results
Wharton School: Finance (Topic)
197,004 Total downloads

Wharton School, University of Pennsylvania Logo
Showing Papers 1 - 50 of 431
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Incl. Electronic Paper External Financing and the Reallocation of Capital Over the Business Cycle: Measurement and Theory
The Wharton School Research Paper No. 49
Ali Shourideh and Ariel Zetlin-Jones
University of Pennsylvania - Finance Department and University of Minnesota - Twin Cities - Department of Economics
Date Posted: January 15, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper When is a Risky Asset 'Urgently Needed'?
Forthcoming, American Economic Journal: Microeconomics
Felix Kubler , Larry Selden and Xiao Wei
University of Zurich , Columbia Business School - Finance and Economics and University of Pennsylvania - The Wharton School
Date Posted: October 12, 2012
Last Revised: May 13, 2013
Accepted Paper Series
39 downloads

Incl. Electronic Paper Equilibrium Credit Spreads and the Macroeconomy
The Wharton School Research Paper No. 42
Joao F. Gomes and Lukas Schmid
The Wharton School and Duke University - The Fuqua School of Business
Date Posted: June 06, 2012
Working Paper Series
46 downloads

Incl. Electronic Paper Soft Shareholder Activism
Doron Levit
University of Pennsylvania - Finance Department
Date Posted: December 08, 2011
Last Revised: January 22, 2013
Working Paper Series
158 downloads

Incl. Electronic Paper The Initial Public Offering of the Industrial and Commercial Bank of China (ICBC)
Darien Huang , Franklin Allen , Jun Qian and Mengxin Zhao
University of Pennsylvania - The Wharton School , University of Pennsylvania - Finance Department , Boston College - Finance Department and University of Alberta - School of Business
Date Posted: November 29, 2011
Working Paper Series
137 downloads

Incl. Electronic Paper Informed Trading and High Compensation in Finance
Vincent Glode and Richard Lowery
University of Pennsylvania - Finance DepartmentUniversity of Pennsylvania - The Wharton School and University of Texas-Austin
Date Posted: November 29, 2011
Last Revised: February 05, 2013
Working Paper Series
201 downloads

Incl. Electronic Paper Securitization and Capital Structure in Nonfinancial Firms: An Empirical Investigation
Journal of Finance, Forthcoming
Michael L. Lemmon , Laura Xiaolei Liu , Mike Qinghao Mao and Greg Nini
University of Utah - Department of Finance , Hong Kong University of Science & Technology , Erasmus University Rotterdam and University of Pennsylvania - Finance Department
Date Posted: November 25, 2011
Last Revised: January 17, 2013
Accepted Paper Series
155 downloads

Incl. Electronic Paper A Theory of Reverse Asset Substitution
Franklin Allen and Indraneel Chakraborty
University of Pennsylvania - Finance Department and SMU Cox School of Business
Date Posted: November 20, 2011
Last Revised: December 01, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper Trends in Financial Innovation and Their Welfare Impact: An Overview
Franklin Allen
University of Pennsylvania - Finance Department
Date Posted: November 14, 2011
Working Paper Series
146 downloads

Incl. Electronic Paper Contracting with Synergies
ECGI - Finance Working Paper No. 320/2011
Alex Edmans , Itay Goldstein and John Zhu
University of Pennsylvania - Finance Department , University of Pennsylvania - The Wharton School - Finance Department and University of Pennsylvania, The Wharton School, Finance Department
Date Posted: November 13, 2011
Last Revised: December 07, 2011
Working Paper Series
154 downloads

Incl. Electronic Paper Asset Commonality, Debt Maturity and Systemic Risk
Franklin Allen , Ana Babus and Elena Carletti
University of Pennsylvania - Finance Department , Imperial College London and European University Institute
Date Posted: November 05, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper Activist Arbitrage: A Study of Open-Ending Attempts of Closed-End Funds
Journal of Financial Economics, Vol. 95, No. 1, pp. 1-19, 2008
Michael Bradley , Columbia Business School Submitter , Alon P. Brav , Itay Goldstein and Wei Jiang
Duke University - Fuqua School of Business , affiliation not provided to SSRN , Duke University - Fuqua School of Business , University of Pennsylvania - The Wharton School - Finance Department and Columbia Business School - Finance and Economics
Date Posted: October 22, 2011
Accepted Paper Series
39 downloads

Incl. Electronic Paper China’s Financial System: Opportunities and Challenges
Franklin Allen , Jun Qian , Chenying Zhang and Mengxin Zhao
University of Pennsylvania - Finance Department , Boston College - Finance Department , University of Pennsylvania - The Wharton School and University of Alberta - School of Business
Date Posted: October 17, 2011
Working Paper Series
198 downloads

Incl. Electronic Paper Information Diversity and Market Efficiency Spirals
Rotman School of Management Working Paper No. 1909501
Itay Goldstein and Liyan Yang
University of Pennsylvania - The Wharton School - Finance Department and University of Toronto - Rotman School of Management
Date Posted: August 16, 2011
Last Revised: November 12, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper The Effect of Liquidity on Governance
ECGI - Finance Working Paper No. 319/2011
Alex Edmans , Vivian W. Fang and Emanuel Zur
University of Pennsylvania - Finance Department , University of Minnesota - Twin Cities - Department of Accounting and City University of New York - Baruch College
Date Posted: August 04, 2011
Last Revised: October 21, 2012
Working Paper Series
894 downloads

Incl. Electronic Paper Bargaining with Asymmetric Costs for Information
Vincent Glode and Richard Lowery
University of Pennsylvania - Finance DepartmentUniversity of Pennsylvania - The Wharton School and University of Texas-Austin
Date Posted: July 08, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper Differences of Opinion and International Equity Markets
INSEAD Working Paper No. 2011/77/FIN
Bernard Dumas , Karen K. Lewis and Emilio Osambela
INSEAD , University of Pennsylvania - Finance Department and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: July 01, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper A Primer on Tractable Incentive Contracts
Alex Edmans and Xavier Gabaix
University of Pennsylvania - Finance Department and New York University - Stern School of Business
Date Posted: June 24, 2011
Last Revised: December 07, 2011
Working Paper Series
136 downloads

Incl. Electronic Paper Advising Shareholders in Takeovers
Doron Levit
University of Pennsylvania - Finance Department
Date Posted: June 20, 2011
Last Revised: December 05, 2012
Working Paper Series
119 downloads

Incl. Electronic Paper Expertise, Structure, and Reputation of Corporate Boards
Doron Levit
University of Pennsylvania - Finance Department
Date Posted: June 20, 2011
Last Revised: July 06, 2012
Working Paper Series
172 downloads

Incl. Electronic Paper Why and How to Design a Contingent Convertible Debt Requirement
Richard J. Herring and Charles W. Calomiris
University of Pennsylvania - Finance Department and Columbia University - Columbia Business School
Date Posted: April 21, 2011
Working Paper Series
573 downloads

Incl. Electronic Paper Financial Crisis, Structure and Reform
Wharton Financial Institutions Center Working Paper 11-37
Franklin Allen , Xian Gu and Oskar Kowalewski
University of Pennsylvania - Finance Department , Beijing Normal University- School of Economics and Business Administration and Warsaw School of Economics - World Economy Research Institute
Date Posted: April 04, 2011
Working Paper Series
149 downloads

Incl. Electronic Paper Corporate Governance and Intra-Group Transactions in European Bank Holding Companies During the Crisis
Wharton Financial Institutions Center Working Paper No. 11-35
Franklin Allen , Xian Gu and Oskar Kowalewski
University of Pennsylvania - Finance Department , Beijing Normal University- School of Economics and Business Administration and Warsaw School of Economics - World Economy Research Institute
Date Posted: April 03, 2011
Last Revised: December 04, 2011
Working Paper Series
195 downloads

Incl. Electronic Paper Changing Institutional Preferences for Stocks: Direct and Indirect Evidence
Marshall E. Blume and Donald B. Keim
University of Pennsylvania - Finance Department and University of Pennsylvania - Wharton School
Date Posted: March 18, 2011
Working Paper Series
93 downloads

Incl. Electronic Paper Managing Risk Management
AFA 2012 Chicago Meetings Paper
Gordon M. Bodnar , John R. Graham , Campbell R. Harvey and Richard C. Marston
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) , Duke University - Fuqua School of Business , Duke University - Fuqua School of Business and University of Pennsylvania - Finance Department
Date Posted: March 18, 2011
Working Paper Series
949 downloads

Incl. Electronic Paper Durable Goods, Inflation Risk and the Equilibrium Asset Prices
AFA 2013 San Diego Meetings Paper
Bjorn Eraker , Ivan Shaliastovich and Wenyu Wang
University of Wisconsin - Madison - Department of Finance, Investment and Banking , University of Pennsylvania - Finance Department and University of Wisconsin - Madison - School of Business
Date Posted: March 17, 2011
Last Revised: November 19, 2012
Working Paper Series
162 downloads

Incl. Electronic Paper Earnings Announcements and Systematic Risk
AFA 2012 Chicago Meetings Paper
Pavel G. Savor and Mungo Ivor Wilson
University of Pennsylvania - Finance Department and University of Oxford - Said Business School
Date Posted: March 17, 2011
Last Revised: December 20, 2011
Working Paper Series
546 downloads

Incl. Electronic Paper Why are There Global Imbalances? The Case of South Korea
Franklin Allen and Joo Yun Hong
University of Pennsylvania - Finance Department and University of Pennsylvania
Date Posted: March 03, 2011
Working Paper Series
51 downloads

Incl. Electronic Paper The Value of Bank Capital and the Structure of the Banking Industry
Review of Financial Studies, Vol. 24, No. 4, April 2011
Paolo Fulghieri , Franklin Allen and Hamid Mehran
University of North Carolina (UNC) at Chapel Hill - Finance Area , University of Pennsylvania - Finance Department and Federal Reserve Bank of New York
Date Posted: February 16, 2011
Accepted Paper Series
317 downloads

Incl. Electronic Paper Endogeneity in Empirical Corporate Finance
Simon School Working Paper No. FR 11-29
Michael R. Roberts and Toni M. Whited
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Rochester - Simon Graduate School of Business
Date Posted: January 28, 2011
Last Revised: October 06, 2012
Working Paper Series
5839 downloads

Incl. Electronic Paper Money, Financial Stability and Efficiency
Franklin Allen , Elena Carletti and Douglas M. Gale
University of Pennsylvania - Finance Department , European University Institute and New York University (NYU) - Department of Economics
Date Posted: January 18, 2011
Working Paper Series
86 downloads

Incl. Electronic Paper The Role of Dynamic Renegotiation and Asymmetric Information in Financial Contracting
7th Annual Conference on Empirical Legal Studies Paper
Michael R. Roberts
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Date Posted: December 31, 2010
Last Revised: September 17, 2012
Working Paper Series
583 downloads

Incl. Electronic Paper Are Speculators Informed?
Krista Schwarz
University of Pennsylvania - Finance Department
Date Posted: December 08, 2010
Working Paper Series
60 downloads

State Fiscal Policy and the Economic Crises: Does the Obama Stimulus Make Sense?
46th Annual AREUEA Conference Paper
Gerald A. Carlino and Robert P. Inman
Federal Reserve Bank of Philadelphia and University of Pennsylvania - Finance Department
Date Posted: December 01, 2010
Working Paper Series

Incl. Electronic Paper Speculation and Hedging in Segmented Markets
Itay Goldstein , Yan Li and Liyan Yang
University of Pennsylvania - The Wharton School - Finance Department , Temple University - Department of Finance and University of Toronto - Rotman School of Management
Date Posted: November 21, 2010
Last Revised: March 13, 2013
Working Paper Series
151 downloads

Incl. Electronic Paper Bankers and Regulators
Philip Bond and Vincent Glode
University of Minnesota - Twin Cities and University of Pennsylvania - Finance DepartmentUniversity of Pennsylvania - The Wharton School
Date Posted: November 21, 2010
Last Revised: April 26, 2013
Working Paper Series
210 downloads

Incl. Electronic Paper Transmission of Bank Liquidity Shocks in Loan and Deposit Markets: The Role of Interbank Borrowing and Market Monitoring
Wharton Financial Institutions Center Working Paper 10-28, Fifth Singapore International Conference on Finance 2011
Franklin Allen , Aneta Hryckiewicz , Oskar Kowalewski and Gunseli Tumer-Alkan
University of Pennsylvania - Finance Department , Goethe University of Frankfurt , Warsaw School of Economics - World Economy Research Institute and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: November 14, 2010
Last Revised: April 05, 2012
Working Paper Series
268 downloads

Asset Allocation
Annual Review of Financial Economics, Vol. 2, pp. 175-206, 2010
Jessica A. Wachter
University of Pennsylvania - Finance Department
Date Posted: November 12, 2010
Accepted Paper Series

Incl. Electronic Paper How Important Historically Were Financial Systems for Growth in the U.K., U.S., Germany, and Japan?
Franklin Allen , Forrest Capie , Caroline Fohlin , Hideaki Miyajima , Richard Sylla , Yishay Yafeh and Geoffrey Wood
University of Pennsylvania - Finance Department , Bank of England , Johns Hopkins University - Department of Economics , Waseda University - Graduate School of Commerce , New York University - Stern School of Business, Department of Economics , Hebrew University of Jerusalem - Jerusalem School of Business Administration and Cass Business School
Date Posted: November 02, 2010
Working Paper Series
176 downloads

Incl. Electronic Paper Fundamentals or Panic: Lessons from the Empirical Literature on Financial Crises
Itay Goldstein
University of Pennsylvania - The Wharton School - Finance Department
Date Posted: October 27, 2010
Last Revised: December 07, 2011
Working Paper Series
138 downloads

Learning, Confidence and Option Prices
Ivan Shaliastovich
University of Pennsylvania - Finance Department
Date Posted: October 24, 2010
Working Paper Series

Incl. Electronic Paper The Efficiency and Stability of Banks and Markets
National Bank of Belgium Working Paper No. 52
Franklin Allen
University of Pennsylvania - Finance Department
Date Posted: October 14, 2010
Working Paper Series
69 downloads

Incl. Electronic Paper Pricing of the Time-Change Risks
Economic Research Initiatives at Duke (ERID) Working Paper No. 71
George Tauchen and Ivan Shaliastovich
Duke University - Economics Group and University of Pennsylvania - Finance Department
Date Posted: October 09, 2010
Working Paper Series
67 downloads

Incl. Electronic Paper Financial Connections and Systemic Risk
European Banking Center Discussion Paper No. 2010-23S, CentER Discussion Paper Series No. 2010-88S
Franklin Allen , Ana Babus and Elena Carletti
University of Pennsylvania - Finance Department , Imperial College London and European University Institute
Date Posted: August 28, 2010
Working Paper Series
214 downloads

Incl. Electronic Paper Benefits of Relationship Banking: Evidence from Consumer Credit Markets
FRB of Chicago Working Paper No. 2010-05
Sumit Agarwal , Souphala Chomsisengphet , Chunlin Liu and Nicholas S. Souleles
National University of Singapore , Government of the United States of America - Office of the Comptroller of the Currency (OCC) , University of Nevada, Reno - College of Business and University of Pennsylvania - Finance Department
Date Posted: July 24, 2010
Working Paper Series
87 downloads

Incl. Electronic Paper Special Purpose Vehicles and Nonfinancial Corporate Finance
Sanket Korgaonkar and Greg Nini
affiliation not provided to SSRN and University of Pennsylvania - Finance Department
Date Posted: July 15, 2010
Last Revised: December 11, 2011
Working Paper Series
204 downloads

Incl. Electronic Paper Estimating the Continuous Time Consumption Based Asset Pricing Model
NBER Working Paper No. w1643
Sanford J. Grossman , Angelo Melino and Robert J. Shiller
University of Pennsylvania - Finance Department , University of Toronto and Yale University - Cowles Foundation
Date Posted: June 30, 2010
Working Paper Series
24 downloads

Incl. Electronic Paper The Responsible Homeowner Reward: An Incentive-Based Solution to Strategic Mortgage Default
Alex Edmans
University of Pennsylvania - Finance Department
Date Posted: June 29, 2010
Last Revised: December 07, 2011
Working Paper Series
694 downloads

Incl. Electronic Paper Do Peer Firms Affect Corporate Financial Policy?
Mark T. Leary and Michael R. Roberts
Washington University in St. Louis - Olin Business School and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Date Posted: June 12, 2010
Last Revised: December 13, 2011
Working Paper Series
983 downloads

Financial Contracting: A Survey of Empirical Research and Future Directions
Annual Review of Financial Economics, Vol. 1, pp. 207-226, 2009
Michael R. Roberts and Amir Sufi
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Chicago - Booth School of Business
Date Posted: June 04, 2010
Accepted Paper Series


 

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