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Longstaff, Francis A.
 SSRN Author Rank: 1,455 by Downloads
 Professor
 

University of California, Los Angeles (UCLA) - Finance Area


 Los Angeles, CA 90095-1481
 United States
 310-825-2218 (Phone)
 310-206-5455 (Fax)
 email address
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Longstaff, Francis A.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,748		 Total
Citations
1,036
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Duarte, Jefferson
Rice University
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
28 Dec 05
1,925
(3,012) 		43
2.  
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | Show Abstract | Download |
Anderson School at UCLA Working Paper #4-00
Working Paper Series
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro
Nova School of Business and Economics
Posted:
09 Jun 00
1,307
(5,933) 		44
3.  
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | Show Abstract | Download |
AFA 2001 New Orleans; EFMA 2000 Athens; UCLA Finance Working Paper No. 9-00
Working Paper Series
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
11 Dec 00
1,134
(7,519) 		79
4.   Incl. Electronic Paper
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Mandell, Ravit E.
Salomon Smith Barney, Inc., U.S.
Posted:
13 Oct 01
Last Revised:
27 Oct 10
1,089
(8,060) 		35
5.  
Asset Pricing in Markets with Illiquid Assets | Show Abstract | Download |
AFA 2006 Boston Meetings Paper
Working Paper Series
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
24 Mar 05
930
(10,364) 		29
6.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro
Nova School of Business and Economics
Posted:
02 Jul 99
908
(10,776) 		24
7.  
Fleckenstein, Matthias
University of California, Los Angeles (UCLA) - Anderson School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
07 Sep 10
Last Revised:
24 Aug 12
851
(11,949) 		17
8.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
21 Apr 11
Last Revised:
12 Mar 12
465
(28,011) 		9
9.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
07 May 08
319
(44,795) 		8
10.  
Counterparty Credit Risk and the Credit Default Swap Market | Show Abstract | Download |
Journal of Financial Economics (JFE), Vol. 103, No. 2, 2012
Accepted Paper Series
Arora, Navneet
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
06 May 11
Last Revised:
17 Dec 12
289
(50,495) 		25
11.   Incl. Electronic Paper
Cochrane, John H.
University of Chicago - Booth School of Business
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro
Nova School of Business and Economics
Posted:
27 Nov 03
Last Revised:
24 Aug 10
264
(55,714) 		10
12.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Mithal, Sanjay
Deutsche Bank
Neis, Eric
University of California, Los Angeles (UCLA) - Anderson School of Management
Posted:
21 Apr 04
175
(84,984) 		278
13.  
How Sovereign is Sovereign Credit Risk? | Show Abstract | Download |
NBER Working Paper No. W13658
Working Paper Series
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
19 Dec 07
148
(99,079) 		69
14.   Incl. Electronic Paper
Giesecke, Kay
Stanford University - Management Science & Engineering
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
Strebulaev, Ilya A.
Stanford University - Graduate School of Business
Posted:
09 Feb 12
Last Revised:
20 Feb 12
145
(101,450) 		 
15.  
Corporate Bond Default Risk: A 150-Year Perspective | Show Abstract | Download |
NBER Working Paper No. w15848
Working Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
Strebulaev, Ilya A.
Stanford University - Graduate School of Business
Posted:
29 Mar 10
96
(138,906) 		17
16.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Rajan, Arvind
affiliation not provided to SSRN
Posted:
25 May 06
91
(144,014) 		45
17.  
Valuing Toxic Assets: An Analysis of Cdo Equity | Show Abstract | Download |
NBER Working Paper No. w14871
Working Paper Series
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Myers, Brett W.
Texas Tech, Rawls College of Business
Posted:
13 Apr 09
88
(147,208) 		3
18.  
Fleckenstein, Matthias
University of California, Los Angeles (UCLA) - Anderson School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
13 Sep 10
80
(156,212) 		17
19.  
Kahl, Matthias
University of Colorado at Boulder - Leeds School of Business
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
30 May 02
80
(156,212) 		56
20.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
07 Nov 02
68
(171,972) 		93
21.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
20 Apr 04
67
(173,364) 		16
22.   Incl. Electronic Paper
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
16 Aug 02
Last Revised:
11 Sep 09
65
(176,183) 		82
23.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
23 Apr 04
57
(188,460) 		6
24.  
Corporate Earnings and the Equity Premium | Show Abstract | Download |
NBER Working Paper No. w10054
Working Paper Series
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Piazzesi, Monika
University of Chicago - Booth School of Business
Posted:
28 Oct 03
43
(213,612) 		28
25.  
Inflation Tracking Portfolios | Show Abstract | Download |
NBER Working Paper No. w18135
Working Paper Series
Downing, Chris
Rice University, Jesse H. Jones Graduate School of Business
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Rierson, Mike
affiliation not provided to SSRN
Posted:
08 Jun 12
33
(235,417) 		 
26.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
31 Jan 09
29
(245,873) 		3
27.  
Disagreement and Asset Prices | Show Abstract | Download |
NBER Working Paper No. w18619
Working Paper Series
Carlin, Bruce I.
University of California, Los Angeles (UCLA) - Anderson School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Matoba, Kyle
University of California, Los Angeles (UCLA) - Anderson School of Management
Posted:
15 Dec 12
2
(335,682) 		 
28.  
Systemic Credit Risk: What is the Market Telling Us? | Show Abstract |
Financial Analysts Journal, Vol. 64, No. 4, 2008
Accepted Paper Series
Bhansali, Vineer
Pacific Investment Management Company (PIMCO)
Gingrich, Robert Michael
affiliation not provided to SSRN
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
23 Sep 08
 
29.  
Two Trees | Show Abstract |
The Review of Financial Studies, Vol. 21, Issue 1, pp. 347-385, 2008
Accepted Paper Series
Cochrane, John H.
University of Chicago - Booth School of Business
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Santa-Clara, Pedro
Nova School of Business and Economics
Posted:
26 Jun 08
 
30.   Incl. Electronic Paper
Grünbichler, Andreas
University of Saint Gallen - Swiss Institute of Banking and Finance
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
01 Oct 99
Last Revised:
19 Sep 01
 
31.  
The Term Structure of Very Short-Term Rates: New Evidence for the Expectations Hypothesis | Show Abstract |
Journal of Financial Economics, Vol. 58, No. 3, December 2000
Accepted Paper Series
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
29 Aug 01
 
32.  
Optimal Portfolio Choice and the Valuation of Illiquid Securities | Show Abstract |
Review of Financial Studies, Vol. 14, No. 2
Accepted Paper Series
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
23 May 01
 
33.  
Electronic Screen Trading and the Transmission of Information: An Empirical Examination | Show Abstract |
JOURNAL OF FINANCIAL INTERMEDIATION Vol 3 No 2, 1994
Accepted Paper Series
Grünbichler, Andreas
University of Saint Gallen - Swiss Institute of Banking and Finance
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
26 Oct 99
 
34.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
30 Dec 98
 
35.  
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
26 Oct 98
 
36.  
Option Pricing and the Martingale Restriction | Show Abstract |
REVIEW OF FINANCIAL STUDIES, Vol 8 No 4
Accepted Paper Series
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
24 Aug 98
 
37.  
Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
01 Jul 98
 
38.   Incl. Electronic Paper
Cornell, Bradford
California Institute of Technology
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
18 Jul 94
Last Revised:
11 Feb 98
 

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