Bank Runs and Self-Insured Bank Deposits Johnson School Research Paper Series No. 17-2013 Robert A. Jarrow and
Liheng Xu
Cornell University - Samuel Curtis Johnson Graduate School of Management
and
University of Melbourne - Faculty of Business and Economics
Date Posted: March 27, 2013 Last Revised: May 13, 2013
Working Paper Series 18 downloads
Technology as Risk IEEE Technology and Society 2013, Forthcoming, Johnson School Research Paper Series No. 10-2013 Johnson School Research Paper Series and
Levent V. Orman
Cornell University - Johnson Graduate School of Management
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: February 26, 2013
Accepted Paper Series 29 downloads
Bayesian Inference in Trust Networks ACM Transactions on Management Information Systems 2013, Forthcoming, Johnson School Research Paper Series No. 9-2013 Levent V. Orman
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: February 26, 2013
Accepted Paper Series 10 downloads
Liquidity Risk and the Term Structure of Interest Rates Johnson School Research Paper Series No. 16-2013 Robert A. Jarrow and
Alexandre F. Roch
Cornell University - Samuel Curtis Johnson Graduate School of Management
and
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: February 23, 2013 Last Revised: May 13, 2013
Working Paper Series 93 downloads
Aggregating Local Preferences to Guide Marginal Policy Adjustments American Economic Review Papers and Proceedings, Forthcoming, Johnson School Research Paper Series No. 1-2013 Daniel J. Benjamin
,
Ori Heffetz
,
Miles S. Kimball and
Nichole Szembrot
Cornell University - Department of Economics
,
Cornell University - S.C. Johnson Graduate School of Management
,
University of Michigan at Ann Arbor - Department of Economics
and
Cornell University - Department of Economics
Date Posted: January 26, 2013 Last Revised: May 02, 2013
Accepted Paper Series 56 downloads
Ambiguity in Securitization Markets Johnson School Research Paper Series No. 5-2013 Alyssa G. Anderson
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: November 21, 2012 Last Revised: February 07, 2013
Working Paper Series 38 downloads
Modeling Credit Risk with Partial Information Annals of Applied Probability, Forthcoming, Johnson School Research Paper Series No. 4-2013 Umut Cetin
,
Robert A. Jarrow ,
Philip Protter
and
Yildiray Yildirim
Cornell University - Cornell Theory Center (CTC)
,
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
Columbia University
and
Syracuse University - Whitman School of Management
Date Posted: November 14, 2012 Last Revised: February 07, 2013
Working Paper Series 43 downloads
The Real Effects of Hedge Fund Activism: Productivity, Risk, and Product Market Competition US Census Bureau Center for Economic Studies Paper No. CES-WP-12-14, Johnson School Research Paper Series No. 33-2012 Alon P. Brav
,
Wei Jiang and
Hyunseob Kim
Duke University - Fuqua School of Business
,
Columbia Business School - Finance and Economics
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 10, 2012 Last Revised: January 18, 2013
Working Paper Series 52 downloads
Consumer Click Behavior at a Search Engine: The Role of Keyword Popularity Johnson School Research Paper Series No. 24-2012 Kinshuk Jerath
,
Liye Ma
and
Young-Hoon Park
Carnegie Mellon University - David A. Tepper School of Business
,
Carnegie Mellon University - David A. Tepper School of Business
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 10, 2012 Last Revised: March 12, 2013
Working Paper Series 149 downloads
Operational Investment and Capital Structure Under Asset Based Lending Johnson School Research Paper Series No. 23-2012, Vanderbilt Owen Graduate School of Management Research Paper No. 2012-04 Yasin Alan
and
Vishal Gaur
Vanderbilt University - Operations Management
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: September 28, 2012 Last Revised: December 12, 2012
Working Paper Series 70 downloads
Do High- and Low-Inventory Turnover Retailers Respond Differently to Demand Shocks? Johnson School Research Paper Series No. 29-2012, UNC Kenan-Flagler Research Paper No. 2013-5 Saravanan Kesavan
,
Tarun Kushwaha
and
Vishal Gaur
University of North Carolina Kenan-Flagler Business School
,
University of North Carolina Kenan-Flagler Business School
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: September 07, 2012 Last Revised: January 26, 2013
Working Paper Series 71 downloads
A Leverage Ratio Rule for Capital Adequacy Johnson School Research Paper Series No. 6-2012 Robert A. Jarrow
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: June 16, 2012 Last Revised: September 29, 2012
Working Paper Series 202 downloads
VPIN and the Flash Crash: A Comment Johnson School Research Paper Series No. 25-2012 David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Cornell University - Department of Economics
,
Hess Energy Trading Company
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: May 18, 2012 Last Revised: February 07, 2013
Working Paper Series 986 downloads
Does Filing Form 10-K Early Matter? Georgetown McDonough School of Business Research Paper No. 2012-01, Johnson School Research Paper Series No. 14-2012 Preeti Choudhary
,
Kenneth J. Merkley and
Jason D. Schloetzer
Georgetown University
,
Cornell University - Samuel Curtis Johnson Graduate School of Management
and
Georgetown University - McDonough School of Business
Date Posted: April 30, 2012 Last Revised: November 01, 2012
Working Paper Series 88 downloads
The Volume Clock: Insights into the High Frequency Paradigm The Journal of Portfolio Management, (Fall, 2012) Forthcoming , Johnson School Research Paper Series No. 9-2012 David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Cornell University - Department of Economics
,
Hess Energy Trading Company
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: April 05, 2012 Last Revised: August 20, 2012
Accepted Paper Series 4069 downloads
Handling Endogenous Regressors by Joint Estimation Using Copulas Marketing Science, Forthcoming, Johnson School Research Paper Series No. 19-2012 Sungho Park and
Sachin Gupta
Arizona State University (ASU) - W.P. Carey School of Business
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: March 20, 2012 Last Revised: June 27, 2012
Accepted Paper Series 146 downloads
Do Investors Value Dividend Smoothing Stocks Differently? Johnson School Research Paper Series No. 17-2012 Yelena Larkin
,
Mark T. Leary and
Roni Michaely
Penn State University
,
Washington University in St. Louis - Olin Business School
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: March 17, 2012 Last Revised: June 27, 2012
Working Paper Series 103 downloads
What’s Not There: The Odd-Lot Bias in TAQ Data Johnson School Research Paper Series No. 16-2012, AFA 2013 San Diego Meetings Paper Maureen O'Hara ,
Chen Yao
and
Mao Ye
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
University of Illinois at Urbana-Champaign
and
University of Illinois at Urbana-Champaign
Date Posted: March 17, 2012 Last Revised: June 27, 2012
Working Paper Series 176 downloads
Hidden Liquidity: Some New Light on Dark Trading Johnson School Research Paper Series No. 46-2011 Robert J. Bloomfield ,
Maureen O'Hara and
Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
Cornell University - Samuel Curtis Johnson Graduate School of Management
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: March 11, 2012 Last Revised: June 28, 2012
Working Paper Series 133 downloads
The Third Fundamental Theorem of Asset Pricing Johnson School Research Paper Series No. 1-2012 Robert A. Jarrow
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: February 18, 2012 Last Revised: June 15, 2012
Working Paper Series 358 downloads
Bulk Classification of Trading Activity Johnson School Research Paper Series No. 8-2012 David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Cornell University - Department of Economics
,
Hess Energy Trading Company
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: January 23, 2012 Last Revised: April 02, 2013
Working Paper Series 2080 downloads
