Portfolios and Risk Premia for the Long Run Annals of Applied Probability, Forthcoming, Boston U. School of Management Research Paper No. 2011-4 Paolo Guasoni and
Scott Robertson
Boston University - Department of Mathematics and Statistics
and
Carnegie Mellon University
Date Posted: March 18, 2011 Last Revised: January 19, 2012
Accepted Paper Series 186 downloads
Social Networks, Information Acquisition, and Asset Prices Management Science, 2013, 59(6), 1444-1457 Bing Han and
Liyan Yang
University of Texas at Austin - McCombs School of Business
and
University of Toronto - Rotman School of Management
Date Posted: March 18, 2011 Last Revised: June 06, 2013
Accepted Paper Series 424 downloads
Stock Options as Lotteries Brian H. Boyer and
Keith Vorkink
Brigham Young University - J. Willard and Alice S. Marriott School of Management
and
Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: March 18, 2011 Last Revised: August 30, 2012
Working Paper Series 413 downloads
The Stock Market Price of Commodity Risk AFA 2012 Chicago Meetings Paper Martijn Boons
,
Frans de Roon and
Marta Szymanowska
Tilburg University - Department of Finance
,
Tilburg University - Department of Finance
and
Erasmus University Rotterdam (EUR) - Department of Finance
Date Posted: March 18, 2011 Last Revised: September 28, 2012
Working Paper Series 683 downloads
What Moves Investment Growth? Long Chen
,
Zhi Da
and
Borja Larrain
Cheung Kong Graduate School of Business
,
University of Notre Dame - Mendoza College of Business
and
Universidad Catolica de Chile
Date Posted: March 18, 2011
Working Paper Series 73 downloads
Closing Call Auctions at the Index Futures Market 24th Australasian Finance and Banking Conference 2011 Paper Björn Hagströmer
and
Lars L. Norden
Stockholm University - School of Business
and
Stockholm University - School of Business
Date Posted: March 17, 2011 Last Revised: November 19, 2012
Working Paper Series 107 downloads
Cross-Section of Option Returns and Idiosyncratic Stock Volatility McCombs Research Paper Series No. FIN-15-09, AFA 2012 Chicago Meetings Paper Jie Cao
and
Bing Han
Chinese University of Hong Kong
and
University of Texas at Austin - McCombs School of Business
Date Posted: March 17, 2011 Last Revised: November 25, 2012
Accepted Paper Series 1400 downloads
Wealth Transfer Effects between Stockholders and Bondholders The Quarterly Review of Economics and Finance 53 (2013) 23– 43, Björn Imbierowicz
and
Mark Wahrenburg
Goethe University Frankfurt - Department of Finance
and
University of Frankfurt - Economics and Business Administration Area
Date Posted: March 17, 2011 Last Revised: March 03, 2013
Working Paper Series 161 downloads
The Asset Growth Effect: Insights from International Equity Markets Akiko Watanabe ,
Yan Xu
,
Tong Yao and
Tong Yu
University of Alberta - School of Business
,
University of Rhode Island - College of Business Administration
,
University of Iowa - Henry B. Tippie College of Business
and
University of Rhode Island - College of Business Administration
Date Posted: March 16, 2011 Last Revised: January 27, 2013
Working Paper Series 368 downloads
Financial Structure and Industrial Structure Bulletin of Economic Research, Vol. 63, No. 2, pp. 109-139, 2011 Angelos A. Antzoulatos ,
Nicholas Apergis
and
Chris Tsoumas
University of Piraeus - Department of Banking and Financial Management
,
University of Piraeus
and
University of Piraeus - Department of Banking and Financial Management
Date Posted: March 16, 2011
Accepted Paper Series 2 downloads
'Consistent' Earnings Surprises Byoung-Hyoun Hwang and
Dong Lou
Purdue University - Krannert School of Management
and
London School of Economics & Political Science (LSE)
Date Posted: March 16, 2011 Last Revised: May 06, 2013
Working Paper Series 100 downloads
Entropy Coherent and Entropy Convex Measures of Risk CentER Discussion Paper No. 2011-031 Roger J. A. Laeven and
Mitja Stadje
Tilburg University - Department of Econometrics and Operations Research, and CentER
and
Tilburg University - Department of Econometrics & Operations Research
Date Posted: March 16, 2011 Last Revised: April 20, 2011
Working Paper Series 53 downloads
Investor Learning and Mutual Fund Flows AFA 2012 Chicago Meetings Paper Jennifer C. Huang ,
Kelsey D. Wei
and
Hong Yan
University of Texas at Austin - Department of Finance
,
University of Texas at Dallas
and
University of South Carolina
Date Posted: March 16, 2011 Last Revised: January 31, 2012
Working Paper Series 987 downloads
