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SSRN eLibrary Search Results
EFA 2001 Barcelona Meetings (Archive)
103,833 Total downloads | Link to this page
Showing Papers 1 - 50 of 123
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Incl. Fee Electronic Paper Credit Risk and Dynamic Capital Structure Choice
CEPR Discussion Paper No. 4132
Thomas Dangl and Josef Zechner
Vienna University of Technology and Vienna University of Economics and Business Administration
Date Posted: January 03, 2004
Working Paper Series
52 downloads

Asset Market Linkages in Crisis Periods
Review of Economics and Statistics, Forthcoming
 Philipp Hartmann , Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB) , University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: August 22, 2003
Accepted Paper Series

Incl. Electronic Paper On the Sequencing of Projects, Reputation Building, and Relationship Finance
FRB International Finance Discussion Paper No. 718
 Dominik Egli , Steven Ongena and David C. Smith
University of Bern - Institute of Economics , Tilburg University - CentER, European Banking Center (EBC) and University of Virginia (UVA) - McIntire School of Commerce
Date Posted: April 29, 2002
Working Paper Series
179 downloads

Incl. Electronic Paper A Theory of Systemic Risk and Design of Prudential Bank Regulation

 Viral V. Acharya
New York University - Leonard N. Stern School of Business
Date Posted: February 10, 2002
Working Paper Series
2919 downloads

Incl. Electronic Paper The Telescoping Overlap Problem in Options Data
AFA 2002 Atlanta Meetings
 Charlotte Strunk Hansen , Nagpurnanand R. Prabhala and Bent Jesper Christensen
Platinum Grove Asset Management L.P. , University of Maryland - Robert H. Smith School of Business and University of Aarhus - Department of Economics
Date Posted: December 20, 2001
Working Paper Series
299 downloads

Incl. Electronic Paper The Probability of Informed Trading and the Performance of Stock in an Order-Driven Market
EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings
 Tai Ma , M.H. Hsieh and J.H. Chen
National Sun Yat-Sen University , National Sun Yat-Sen University and National Sun Yat-Sen University
Date Posted: October 19, 2001
Working Paper Series
423 downloads

Incl. Electronic Paper Conditioning Information and Variance Bounds on Pricing Kernels
AFA 2003 Washington, DC Meetings
 Geert Bekaert and Jun Liu
Columbia Business School - Finance and Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: October 09, 2001
Working Paper Series
163 downloads

Incl. Electronic Paper Dating the Integration of World Equity Markets
EFA 2001 Barcelona Meetings
 Geert Bekaert , Campbell R. Harvey and Robin L. Lumsdaine
Columbia Business School - Finance and Economics , Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
Date Posted: October 06, 2001
Working Paper Series
431 downloads

The Impact of Informed Trading on Dividend Signaling. A Theoretical and Empirical Examination
EFA 2001 Barcelona Meetings
 Kathleen P. Fuller
University of Mississippi - School of Business Administration
Date Posted: August 17, 2001
Working Paper Series

Incl. Electronic Paper Bank-Firm Relationships and Contagious Banking Crises
EFA 2001 Barcelona Meetings
 Mariassunta Giannetti
Stockholm School of Economics
Date Posted: August 16, 2001
Working Paper Series
384 downloads

Incl. Electronic Paper Interbank Market Integration Under Asymmetric Information
ECB Working Paper No. 74
 Xavier Freixas and Cornelia Holthausen
Universitat Pompeu Fabra and European Central Bank (ECB)
Date Posted: August 16, 2001
Working Paper Series
326 downloads

Incl. Electronic Paper Full Insurance, Asymmetric Information and Genetic Testing
EFA 2001 Barcelona Meetings
 José Penalva
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: July 14, 2001
Working Paper Series
133 downloads

Incl. Electronic Paper A Test of the Influence of Bank Loans on Capital Structure in the UK
EFA 2001 Barcelona Meetings
 Abimbola Adedeji
University of Birmingham - The Birmingham Business School
Date Posted: July 14, 2001
Working Paper Series
632 downloads

Incl. Electronic Paper Bank Integration and Business Volatility in the U.S.
FRB of New York Staff Report No. 129, EFA 2001 Barcelona Meetings
 Donald P. Morgan , Philip E. Strahan and Bertrand Rime
Federal Reserve Bank of New York , Boston College - Department of Finance and Swiss National Bank - Banking Studies Section
Date Posted: July 14, 2001
Working Paper Series
137 downloads

Incl. Electronic Paper Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates
EFA 2001 Barcelona Meetings
 Anna Rita Bacinello and Svein-Arne Persson
Università degli Studi di Trieste and Norwegian School of Economics (NHH)
Date Posted: July 14, 2001
Working Paper Series
719 downloads

Incl. Electronic Paper Portfolio Considerations in Risk Management by Financial Intermediaries: Evidence from Trading Behaviour of London Equity Dealers
EFA 2001 Barcelona Meetings
 Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma - Division of Finance
Date Posted: July 14, 2001
Working Paper Series
338 downloads

Incl. Electronic Paper Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
AFA 2002 Atlanta Meetings
 Pierre Collin-Dufresne and Robert S. Goldstein
Columbia Business School - Finance and Economics and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: July 13, 2001
Working Paper Series
430 downloads

Incl. Electronic Paper Dollarization, Bailouts, and the Stability of the Banking System
EFA 2001 Barcelona Meetings
 Xavier Vives and Douglas M. Gale
University of Navarra - IESE Business School and New York University (NYU) - Department of Economics
Date Posted: July 13, 2001
Working Paper Series
241 downloads

Incl. Electronic Paper United We Stand: Corporate Monitoring by Shareholder Coalitions in the UK
EFA 2001 Barcelona Meetings
 Rafel Crespi-Cladera and Luc Renneboog
Dep. Economia i Empresa, Universitat Illes Balears (UIB) and Tilburg University - Department of Finance
Date Posted: July 13, 2001
Working Paper Series
285 downloads

Incl. Electronic Paper Cash and Corporate Control
EFA 2001 Barcelona Meetings
 Olubunmi Faleye
Northeastern University - Finance and Insurance Area
Date Posted: July 11, 2001
Working Paper Series
452 downloads

Incl. Electronic Paper A Comparison of Stock Market Mechanisms
EFA 2001 Barcelona Meetings
 Giovanni Cespa
Cass Business School
Date Posted: July 11, 2001
Working Paper Series
201 downloads

Incl. Electronic Paper A Trade-based Analysis of Momentum
AFA 2002 Atlanta Meetings
 Soeren Hvidkjaer
Copenhagen Business School
Date Posted: July 11, 2001
Working Paper Series
1071 downloads

Incl. Electronic Paper Affine Models, Credit Spreads and the Delivery Option of a Multi-Issuer Bond Future
EFA 2001 Barcelona Meetings
 Wolfgang Bühler , Klaus Duellmann and Marc Windfuhr
University of New South Wales, Australian Business School , Deutsche Bundesbank and affiliation not provided to SSRN
Date Posted: July 11, 2001
Working Paper Series
305 downloads

Incl. Electronic Paper Arbitrage-free Evaluation of American-Style Options on Assets with Stochastics Variance Characteristics
EFA 2001 Barcelona Meetings
 Andrew M.K. Wu
University of Strathclyde, Glasgow - Department of Accounting and Finance
Date Posted: July 11, 2001
Working Paper Series
256 downloads

Incl. Electronic Paper Asymmetries in Bid and Ask Responses to Innovations in the Trading Process
Empirical Economics, Forthcoming
 Álvaro Escribano and Roberto Pascual
Universidad Carlos III de Madrid - Department of Economics and Universidad de las Islas Baleares
Date Posted: July 11, 2001
Last Revised: February 06, 2009
Accepted Paper Series
270 downloads

Incl. Electronic Paper Central Bank Intervention and the Intraday Process of Price Formation in the Currency Markets
EFA 2001 Barcelona Meetings; Stern School of Business Working Paper
 Paolo Pasquariello
University of Michigan - Stephen M. Ross School of Business
Date Posted: July 11, 2001
Working Paper Series
255 downloads

Incl. Electronic Paper Competition for Order Flow as a Coordination Game
EFA 2001 Barcelona Meetings
 Frank Heinemann and Jutta Donges
Berlin Institute of Technology and Goldman, Sachs & Co.
Date Posted: July 11, 2001
Working Paper Series
126 downloads

Incl. Electronic Paper Costs of Banking System Instability: Some Empirical Evidence
EFA 2001 Barcelona Meetings, Bank of England Working Paper No. 144
 Glenn Hoggarth , Ricardo Reis and Victoria Saporta
Bank of England , Columbia University and Bank of England
Date Posted: July 11, 2001
Working Paper Series
600 downloads

Incl. Electronic Paper Financially Constrained Arbitrage in Illiquid Markets
EFA 2001 Barcelona Meetings
 Mukarram Attari and Antonio S. Mello
CRA International, Incorporated and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: July 11, 2001
Working Paper Series
281 downloads

Incl. Electronic Paper Information Acquisition, Specialization and Credit Market Competition
EFA 2001 Barcelona Meetings
 Michael Troege
ESCP-Europe
Date Posted: July 11, 2001
Working Paper Series
172 downloads

Incl. Electronic Paper Information Technology and Credit Markets
EFA 2001 Barcelona Meetings
 Robert B. H. Hauswald and Robert Marquez
American University - Department of Finance and Real Estate and University of California, Davis
Date Posted: July 11, 2001
Working Paper Series
188 downloads

Incl. Electronic Paper Is It Overreaction? The Performance of Value and Momentum Strategies at Long Horizons
EFA 2001 Barcelona Meetings
 Stefan Nagel
Stanford Graduate School of Business
Date Posted: July 11, 2001
Working Paper Series
1713 downloads

Incl. Electronic Paper Lognormal-Mixture Dynamics and Calibration to Volatility Smiles and Skews
EFA 2001 Barcelona Meetings
 Damiano Brigo , Gianvittorio Mauri and Fabio Mercurio
Department of Mathematics, Imperial College, London , Banca IMI and Bloomberg L.P.
Date Posted: July 11, 2001
Working Paper Series
698 downloads

Incl. Electronic Paper Market Risks, Internal Models, and Optimal Regulation: Does Backtesting Induce Banks to Report their True Risks?
EFA 2001 Barcelona Meetings
 Christian Ewerhart
University of Zurich - Department of Economics Library
Date Posted: July 11, 2001
Working Paper Series
239 downloads

Incl. Electronic Paper Measuring and Explaining Liquidity on an Electronic Limit Order Book: Evidence from Reuters D2000-2
EFA 2001 Barcelona Meetings
 Jon Danielsson and Richard Payne
London School of Economics - Department of Accounting and Finance and City University London - Sir John Cass Business School
Date Posted: July 11, 2001
Working Paper Series
406 downloads

Incl. Electronic Paper Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
EFA 2001 Barcelona Meetings
 Darrell Duffie , Lasse Heje Pedersen and Kenneth J. Singleton
Stanford University - Graduate School of Business , New York University (NYU) - Department of Finance and Stanford University-Graduate School of Business
Date Posted: July 11, 2001
Working Paper Series
762 downloads

Incl. Electronic Paper Optimal Trading by a 'Large Shareholder'
AFA 2002 Atlanta Meetings
 Peter M. DeMarzo and Branko Urosevic
Stanford Graduate School of Business and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: July 11, 2001
Working Paper Series
498 downloads

Incl. Electronic Paper Parameter Uncertainty and International Investment in a Multi-Period Setting
EFA 2001 Barcelona
 Pierluigi Balduzzi and Ludan Liu
Boston College - Carroll School of Management and affiliation not provided to SSRN
Date Posted: July 11, 2001
Working Paper Series
206 downloads

Incl. Electronic Paper Predictability in Emerging Sovereign Debt Markets
 Gergana Jostova
George Washington University - Department of Finance
Date Posted: July 11, 2001
Working Paper Series
803 downloads

Incl. Electronic Paper Price, Production, Storage and Futures Markets
EFA 2001 Barcelona Meetings
 Andrew P. Carverhill
University of Hong Kong - School of Business
Date Posted: July 11, 2001
Working Paper Series
272 downloads

Incl. Electronic Paper Quasi-arbitrage and Price Manipulation
EFA 2001 Barcelona Meetings
 Gur Huberman and Werner Stanzl
Columbia Business School - Finance and Economics and Yale University - International Center for Finance
Date Posted: July 11, 2001
Working Paper Series
500 downloads

Incl. Electronic Paper Specification Test of International Asset Pricing Models
EFA 2001 Barcelona Meetings
 Xiaoyan Zhang
Purdue University - Krannert School of Management
Date Posted: July 11, 2001
Working Paper Series
682 downloads

Incl. Electronic Paper Strong-Form Efficiency with Monopolistic Insiders
EFA 2001 Barcelona Meetings
 Minh Chau and Dimitri Vayanos
ESSEC Business School - Finance Department and London School of Economics
Date Posted: July 11, 2001
Working Paper Series
181 downloads

Incl. Electronic Paper The Impact of Illegal Insider Trading in Dealer and Specialist Markets
EFA 2001 Barcelona Meetings
 Raymond P.H. Fishe and Michel A. Robe
University of Richmond - E. Claiborne Robins School of Business and American University - Kogod School of Business
Date Posted: July 11, 2001
Working Paper Series
682 downloads

Incl. Electronic Paper The Liquidity Service of Sovereign Bonds
Twelfth Annual Utah Winter Finance Conference
 Kathy Yuan
London School of Economics - Department of Finance
Date Posted: July 11, 2001
Working Paper Series
295 downloads

Incl. Electronic Paper Why Does the Concentration of Control Differ in German and UK Companies? Evidence from Initial Public Offerings
EFA 2001 Barcelona Meetings
 Marc Goergen and Luc Renneboog
Cardiff University - Cardiff Business School and Tilburg University - Department of Finance
Date Posted: July 11, 2001
Working Paper Series
439 downloads

Incl. Electronic Paper Yahoo! for Amazon: Sentiment Parsing from Small Talk on the Web
EFA 2001 Barcelona Meetings
 Sanjiv Ranjan Das and Mike Y. Chen
Santa Clara University - Leavey School of Business and University of California, Berkeley
Date Posted: July 11, 2001
Working Paper Series
1091 downloads

Incl. Electronic Paper A Simple Approach to Infer Recovery Rates with APR Violation from Debt Spreads
EFA 2001 Barcelona Meetings
 Haluk Unal , Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business , Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Date Posted: July 10, 2001
Working Paper Series
236 downloads

Incl. Electronic Paper Reviving Beta? Bayesian Test of Efficiency and the CAPM
EFA 2001 Barcelona Meetings
 Martijn Cremers
University of Notre Dame
Date Posted: July 10, 2001
Working Paper Series
757 downloads

Incl. Electronic Paper Size, Charter Value and Risk in Banking: An International Perspective
EFA 2001 Barcelona Meetings; FRB International Finance Discussion Paper No. 689
 Gianni De Nicolo
International Monetary Fund and CESifo
Date Posted: July 10, 2001
Working Paper Series
782 downloads


 

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