.
Stanton, Richard's
Scholarly Papers
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column.
Aggregate Statistics
Total 6,409
Total Citations 234
1.
Stanton, Richard University of California, Berkeley - Finance Group
Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST)
Posted:
05 Nov 05
Last Revised:
24 Nov 08
1,981(2,871)
4
WACC, APV, Cost of Capital
2.
A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
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Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Stanton, Richard University of California, Berkeley - Finance Group
Richardson, Matthew P. New York University (NYU) - Department of Finance
Whitelaw, Robert New York University
Posted:
13 Aug 99
Last Revised:
13 Oct 10
610(19,507)
6
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
26
6
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
35
6
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Stanton, Richard University of California, Berkeley - Finance Group
Richardson, Matthew P. New York University (NYU) - Department of Finance
Whitelaw, Robert New York University
549
6
3.
A Liquidity-Based Theory of Closed-End Funds
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Cherkes, Martin Columbia Business School - Finance and Economics
Sagi, Jacob S. Vanderbilt University - Finance
Stanton, Richard University of California, Berkeley - Finance Group
Posted:
24 Mar 05
Last Revised:
23 Nov 12
579(20,928)
32
Cherkes, Martin Columbia Business School - Finance and Economics
Sagi, Jacob S. Vanderbilt University - Finance
Stanton, Richard University of California, Berkeley - Finance Group
0
G14
Cherkes, Martin Columbia Business School - Finance and Economics
Stanton, Richard University of California, Berkeley - Finance Group
Sagi, Jacob S. Vanderbilt University - Finance
579
32
theory of closed-end funds
4.
Downing, Chris Rice University, Jesse H. Jones Graduate School of Business
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
500(25,466)
24
Prepayment, default, mortgage, valuation, house price, transaction cost, heterogeneity
5.
MaxVaR - Long Horizon Value at Risk in a Mark-to-Market Environment
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Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
Posted:
26 Mar 04
Last Revised:
06 Dec 04
477(27,099)
2
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
0
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Stanton, Richard University of California, Berkeley - Finance Group
Richardson, Matthew P. New York University (NYU) - Department of Finance
Whitelaw, Robert New York University
477
2
Value at risk, drawdown risk, long horizon risk
6.
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
431(30,923)
37
7.
Optimal Exercise of Executive Stock Options and Implications for Firm Cost
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Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
Carpenter, Jennifer N. New York University (NYU) - Department of Finance
Posted:
13 Dec 07
Last Revised:
23 Dec 08
306(47,022)
10
Carpenter, Jennifer N. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
40
10
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
Carpenter, Jennifer N. New York University (NYU) - Department of Finance
62
10
Carpenter, Jennifer N. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
Posted:
13 Dec 07
Last Revised:
10 Jan 08
204
10
Employee stock option, risk aversion, option exercise
8.
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
299(48,358)
12
ABX.HE, credit default swaps, subprime crisis, limits to arbitrage
9.
Hunt, John P. University of California, Davis - School of Law
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
Posted:
15 Aug 11
Last Revised:
19 Feb 13
228(65,300)
Mortgage-backed securities, MBS, Special Purpose Vehicle, SPV, bankruptcy remoteness, MERS, Article 9
10.
Estimation of Employee Stock Option Exercise Rates and Firm Cost
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Carpenter, Jennifer N. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
Posted:
09 Mar 09
Last Revised:
16 Feb 12
227(65,610)
1
Carpenter, Jennifer N. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
100
1
Carpenter, Jennifer N. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
127
1
11.
Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
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Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
Posted:
21 Apr 95
Last Revised:
28 Apr 09
113(123,647)
22
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
74
22
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
39
22
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
0
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
0
12.
Parlour, Christine A. University of California, Berkeley - Finance Group
Stanton, Richard University of California, Berkeley - Finance Group
Walden, Johan University of California, Berkeley - Finance Group
Posted:
23 Jan 09
Last Revised:
22 Mar 11
105(130,550)
1
Term structure, yield curve, risk-free rate puzzle, two trees, Lucas model, asset pricing
13.
Hunt, John P. University of California, Davis - School of Law
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
Posted:
25 Jul 12
Last Revised:
21 Feb 13
90(145,098)
foreclosure, foreclosure litigation, MERS, securitization, mortgages, mortgage securitization, U.C.C., commercial law, consideration, nominal consideration, contracts, mortgage transfer
14.
Carpenter, Jennifer N. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
84(151,591)
1
15.
A New Strategy for Dynamically Hedging Mortgage-Backed Securities
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Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
Posted:
28 Apr 98
Last Revised:
11 Nov 08
80(156,212)
4
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
80
4
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
0
16.
Berk, Jonathan National Bureau of Economic Research (NBER)
Stanton, Richard University of California, Berkeley - Finance Group
Zechner, Josef Vienna University of Economics and Business Administration
74(165,144)
39
17.
Carpenter, Jennifer N. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
69(170,616)
16
18.
Berk, Jonathan National Bureau of Economic Research (NBER)
Stanton, Richard University of California, Berkeley - Finance Group
55(191,719)
9
19.
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Richardson, Matthew P. New York University (NYU) - Department of Finance
Stanton, Richard University of California, Berkeley - Finance Group
Whitelaw, Robert New York University
48(204,005)
1
20.
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
Posted:
24 Jan 08
Last Revised:
16 Oct 09
32(237,874)
6
21.
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
21(271,573)
7
22.
Duffee, Gregory R. University of California, Berkeley - Finance Group
Stanton, Richard University of California, Berkeley - Finance Group
AR process, unit root, EMM, indirect inference
23.
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
24.
Stanton, Richard University of California, Berkeley - Finance Group
25.
Boudoukh, Jacob Interdisciplinary Center (IDC) - Rothschild Center
Stanton, Richard University of California, Berkeley - Finance Group
Richardson, Matthew P. New York University (NYU) - Department of Finance
Whitelaw, Robert New York University
26.
Stanton, Richard University of California, Berkeley - Finance Group
27.
Stanton, Richard University of California, Berkeley - Finance Group
28.
Stanton, Richard University of California, Berkeley - Finance Group
Wallace, Nancy University of California, Berkeley - Real Estate Group
29.
Unobservable Heterogeneity and Rational Learning: Pool Specific vs. Generic Mortgage-Backed Security Prices
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Stanton, Richard University of California, Berkeley - Finance Group
Posted:
13 Jan 95
Last Revised:
11 Feb 98
Stanton, Richard University of California, Berkeley - Finance Group
0
Stanton, Richard University of California, Berkeley - Finance Group
0
