Coupling Index and Stocks Benjamin Jourdain
and
Mohamed Sbai
Université Paris Est - CERMICS
and
Université Paris Est - CERMICS
Date Posted: December 24, 2008 Last Revised: November 16, 2009
Working Paper Series 187 downloads
Trading Constraints and Illiquidity Discounts European Journal of Finance, Forthcoming Wenxuan Hou
and
Sydney Howell
University of Edinburgh - Business School
and
University of Manchester - Manchester Business School
Date Posted: December 20, 2008 Last Revised: January 03, 2012
Accepted Paper Series 153 downloads
Approximating Correlated Defaults University of Illinois at Chicago College of Business Administration Research Paper Series Dale W. R. Rosenthal
University of Illinois at Chicago - Department of Finance
Date Posted: December 19, 2008 Last Revised: October 02, 2012
Working Paper Series 254 downloads
Changing Times: The Pricing Problem in Non-Linear Models Fisher College of Business Working Paper No. 2008-03-022, Charles A. Dice Center for Research in Financial Economics Working Paper No. 2008-24 Robert L. Kimmel
Ohio State University (OSU) - Department of Finance
Date Posted: December 19, 2008
Working Paper Series 127 downloads
Corporate Bonds as Financing Vehicle in Central- and Eastern Europe Proceedings of the 11th Annual Conference on Marketing and Business Strategies for Central and Eastern Europe, Vienna, 2003 Peter R. Haiss and
Stefan Marin
WU Vienna University of Economics and Business
and
affiliation not provided to SSRN Date Posted: December 19, 2008 Last Revised: February 10, 2011
Working Paper Series
Credit Risk Modeling with Misreporting and Incomplete Information International Journal of Theoretical and Applied Finance, Vol. 12, 2009 Agostino Capponi and
Jaksa Cvitanic
Purdue University - School of Industrial Engineering
and
California Institute of Technology - Division of the Humanities and Social Sciences
Date Posted: December 19, 2008 Last Revised: February 08, 2009
Accepted Paper Series 211 downloads
Is it the Weather? Comment Journal of Banking and Finance, Forthcoming, Rotman School of Management Working Paper No. 1317939 Mark J. Kamstra ,
Lisa A. Kramer and
Maurice D. Levi
York University - Schulich School of Business
,
University of Toronto - Rotman School of Management
and
University of British Columbia (UBC) - Sauder School of Business
Date Posted: December 19, 2008 Last Revised: January 26, 2009
Accepted Paper Series
The Bright Side of Bidder Competition Amy K. Dittmar ,
Di Li
and
Amrita Nain
University of Michigan at Ann Arbor - Stephen M. Ross School of Business
,
The Stephen M. Ross School of Business at the University of Michigan
and
University of Iowa - Henry B. Tippie College of Business
Date Posted: December 19, 2008
Working Paper Series 180 downloads
Pricing Kernels with Stochastic Skewness and Volatility Risk Management Science, Vol. 58, No. 3, pp. 624-640, March 2012, Charles A. Dice Center Working Paper No. 2008-25 , Fisher College of Business Working Paper No. 2008-03-023 Fousseni Chabi-Yo
Ohio State University (OSU) - Fisher College of Business
Date Posted: December 17, 2008 Last Revised: May 17, 2012
Accepted Paper Series 100 downloads
Accounting for Non-Normality in Liquidity Risk The Journal of Risk, Volume 14, Number 3, Spring 2012, pp. 3-21, CEFS Working Paper No. 2008-14 Cornelia Ernst ,
Sebastian Stange and
Christoph Kaserer
Technische Universität München (TUM) - Chair of Business and International Financial Management
,
Technische Universität München (TUM) - Chair of Business and International Financial Management
and
Technische Universität München (TUM)
Date Posted: December 16, 2008 Last Revised: April 09, 2012
Working Paper Series 542 downloads
Market Closure and the Liquidity Premium Puzzle Min Dai
,
Peifan Li
,
Hong Liu and
Yajun Wang
National University of Singapore (NUS) - Department of Mathematics
,
National University of Singapore (NUS) - Department of Mathematics
,
Washington University in St. Louis - Olin Business School
and
Robert H. Smith School of Business, University of Maryland
Date Posted: December 14, 2008 Last Revised: April 02, 2013
Working Paper Series 68 downloads
