What Happened to the Quants in August 2007? Amir Khandani and
Andrew W. Lo
Massachusetts Institute of Technology (MIT)
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: September 21, 2007 Last Revised: January 17, 2008
Working Paper Series 12967 downloads
An Alternative Three-Factor Model Long Chen
,
Robert Novy-Marx
and
Lu Zhang
Cheung Kong Graduate School of Business
,
University of Rochester - Simon Graduate School of Business
and
Ohio State University - Fisher College of Business
Date Posted: May 19, 2010 Last Revised: June 09, 2011
Working Paper Series 5922 downloads
The Norway Model David Chambers
,
Elroy Dimson and
Antti S. Ilmanen
University of Cambridge - Judge Business School, Department of Finance & Accounting
,
London Business School
and
AQR Capital Management (Europe) LLP
Date Posted: October 04, 2011 Last Revised: September 11, 2012
Working Paper Series 4391 downloads
The Determinants of Stock and Bond Return Comovements The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper Lieven Baele
,
Geert Bekaert and
Koen Inghelbrecht
Tilburg University - Department of Finance
,
Columbia Business School - Finance and Economics
and
University College of Ghent - Department of Finance
Date Posted: October 05, 2010
Accepted Paper Series 2787 downloads
Risk Assessment for Banking Systems 14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437 Helmut Elsinger ,
Alfred Lehar and
Martin Summer
Austrian National Bank - Economic Studies Division
,
University of Calgary - Haskayne School of Business
and
Oesterreichische Nationalbank (OeNB)
Date Posted: August 25, 2004
Working Paper Series 2782 downloads
Liquidity and Financial Market Runs Yale ICF Working Paper No. 02-11; AFA 2003 Washington, DC Meetings Antonio E. Bernardo and
Ivo Welch
University of California, Los Angeles (UCLA) - Finance Area
and
University of California, Los Angeles (UCLA)
Date Posted: July 15, 2003
Working Paper Series 2595 downloads
Liquidity and Leverage FRB of New York Staff Report No. 328 Tobias Adrian
and
Hyun Song Shin
Federal Reserve Bank of New York
and
Princeton University - Department of Economics
Date Posted: June 04, 2008 Last Revised: November 11, 2010
Working Paper Series 2185 downloads
Liquidity and Credit Default Swap Spreads AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper Dragon Yongjun Tang
and
Hong Yan
University of Hong Kong - School of Economics and Finance
and
University of South Carolina
Date Posted: March 03, 2008 Last Revised: January 22, 2009
Working Paper Series 1966 downloads
Basel III: Is the Cure Worse than the Disease? William A. Allen
,
Ka Kei Chan
,
Alistair Milne and
Steve Thomas
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
,
Loughborough School of Business and Economics
and
City University London - Sir John Cass Business School
Date Posted: October 09, 2010 Last Revised: October 18, 2010
Working Paper Series 1904 downloads
Energy Shocks and Financial Markets Journal of Futures Markets, Vol. 16, No. 1, pp. 1-27, 1996 Roger D. Huang ,
Ronald W. Masulis and
Hans R. Stoll
University of Notre Dame
,
University of New South Wales - Australian School of Business
and
Vanderbilt University - Finance
Date Posted: May 16, 2006
Accepted Paper Series 1625 downloads
Lessons from the Subprime Meltdown Levy Economics Institute Working Paper No. 522 L. Randall Wray
University of Missouri at Kansas City
Date Posted: December 12, 2007
Working Paper Series 1591 downloads
Economic Growth and Equity Returns EFA 2005 Moscow Meetings Paper Jay R. Ritter
University of Florida - Department of Finance, Insurance and Real Estate
Date Posted: February 27, 2005
Working Paper Series 1544 downloads
What Drives Stock Price Movement? Long Chen
,
Zhi Da
and
Xinlei Shelly Zhao
Cheung Kong Graduate School of Business
,
University of Notre Dame - Mendoza College of Business
and
Office of the Currency Comptroller - Risk Analysis Division
Date Posted: April 18, 2008 Last Revised: March 24, 2012
Working Paper Series 1509 downloads
Sovereign Credit Ratings Current Issues in Economics and Finance, Vol. 1, No. 3, June 1995 Richard Cantor and
Frank Packer
Moody's Investors Service
and
Bank for International Settlements (BIS)
Date Posted: July 19, 2007
Accepted Paper Series 1479 downloads
