Pricing of the Time-Change Risks Economic Research Initiatives at Duke (ERID) Working Paper No. 71 George Tauchen and
Ivan Shaliastovich
Duke University - Economics Group
and
University of Pennsylvania - Finance Department
Date Posted: October 09, 2010
Working Paper Series 67 downloads
The Psychology of Risk BEHAVIORAL FINANCE: INVESTORS, CORPORATIONS, AND MARKETS, pp. 131-149, H. Kent Baker and John R. Nofsinger, eds., John Wiley & Sons, 2010 Victor Ricciardi
Goucher College - Department of Business Management
Date Posted: October 09, 2010
Accepted Paper Series
The Realized Laplace Transform of Volatility Economic Research Initiatives at Duke (ERID) Working Paper No. 72 George Tauchen and
Viktor Todorov
Duke University - Economics Group
and
Northwestern University
Date Posted: October 09, 2010 Last Revised: July 21, 2011
Working Paper Series 87 downloads
Exploring the CDS-Bond Basis National Bank of Belgium Working Paper No. 104 Jan De Wit affiliation not provided to SSRN Date Posted: October 07, 2010
Working Paper Series 149 downloads
Multi-Lag Term Structure Models with Stochastic Risk Premia Banque de France Working Paper No. 189 Alain Monfort and
Fulvio Pegoraro
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
Banque de France - Economics and Finance Research Center
Date Posted: October 06, 2010
Working Paper Series 8 downloads
Trading Frictions and Market Structure: An Empirical Analysis Journal of Business Finance & Accounting, Vol. 35, No. 3-4, pp. 563-579, 2008 Charlie X. Cai ,
David Hillier ,
Robert Hudson
and
Kevin Keasey
University of Leeds - Leeds University Business School (LUBS)
,
University of Strathclyde, Glasgow - Department of Accounting and Finance
,
Newcastle University
and
University of Leeds - Division of Accounting and Finance
Date Posted: October 06, 2010
Accepted Paper Series 99 downloads
Diversification Across Time Yale Law & Economics Research Paper No. 413 Ian Ayres and
Barry J. Nalebuff
Yale University - Yale Law School
and
Yale University - Yale School of Management
Date Posted: October 05, 2010 Last Revised: November 05, 2010
Working Paper Series 251 downloads
Market Power, Bank Megamergers, And the Welfare of Bank Borrowers Journal of Financial Research, Vol. 34, pp. 641-658, Mays Business School Research Paper No. 2011-8 Donald R. Fraser ,
James W. Kolari ,
Seppo Pynnonen
and
T. Kyle Tippens
Texas A&M University (TAMU) - Department of Finance
,
Texas A&M University (TAMU) - Department of Finance
,
University of Vaasa - Department of Mathematics and Statistics
and
Abilene Christian University - College of Business Administration
Date Posted: October 05, 2010 Last Revised: December 19, 2011
Accepted Paper Series 132 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 2786 downloads
Credit Risk in Covered Bonds Journal of Empirical Finance, Forthcoming Marcel Prokopczuk
,
Jan B. Siewert
and
Volker Vonhoff
Zeppelin University - Institute of Corporate Management & Economics
,
Unversity of Mannheim – Center for Doctoral Studies in Business
and
University of Mannheim - Department of Business Administration and Finance
Date Posted: October 04, 2010 Last Revised: January 02, 2013
Accepted Paper Series 320 downloads
Do Anomalies Exist Ex Ante? Charles A. Dice Center Working Paper No. 2010-18, Fisher College of Business Working Paper No. 2010-03-18 Jin (Ginger) Wu
and
Lu Zhang
University of Georgia - Department of Banking and Finance
and
Ohio State University - Fisher College of Business
Date Posted: October 04, 2010 Last Revised: February 15, 2011
Working Paper Series 174 downloads
Price Discovery, Foreign Ownership, and Rule of Law Jun Cai ,
Richard Ho ,
Robert A. Korajczyk and
Zheng Zhang
City University of Hong Kong (CityUHK) - Department of Economics & Finance
,
City University of Hong Kong (CityUHK) - Department of Economics & Finance
,
Northwestern University - Kellogg School of Management
and
Peking University - Department of Finance, Guanghua School of Management
Date Posted: October 04, 2010 Last Revised: August 29, 2012
Working Paper Series 101 downloads
