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Duarte, Jefferson's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,646 |
Total
Citations
177 |
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1.
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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
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1,926
(3,009)
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43
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2.
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Duarte, Jefferson
Rice University Jones, Christopher S.
University of Southern California - Marshall School of Business - Finance and Business Economics Department
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1,344
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13
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volatility, options
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3.
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Duarte, Jefferson
Rice University Siegel, Stephan
University of Washington - Michael G. Foster School of Business Young, Lance A.
University of Washington - Department of Finance and Business Economics
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16 Feb 09
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Last Revised:
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04 Aug 10
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1,255
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8
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Trust, information asymmetry, consumer credit, peer-to-peer lending
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4.
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Why is PIN Priced?
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Duarte, Jefferson
Rice University Young, Lance A.
University of Washington - Department of Finance and Business Economics
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Posted:
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21 Mar 07
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Last Revised:
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02 Nov 07
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890
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47
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Duarte, Jefferson
Rice University Young, Lance A.
University of Washington - Department of Finance and Business Economics
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29 Oct 07
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Last Revised:
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02 Nov 07
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221
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47
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Liquidity, Information Asymmetry
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Duarte, Jefferson
Rice University Young, Lance A.
University of Washington - Department of Finance and Business Economics
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669
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47
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Liquidity, Information Asymmetry
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5.
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Duarte, Jefferson
Rice University Kong, Katie
University of Washington - Department of Finance and Business Economics Young, Lance A.
University of Washington - Department of Finance and Business Economics Siegel, Stephan
University of Washington - Michael G. Foster School of Business
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02 Oct 07
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Last Revised:
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24 Feb 13
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817
(12,740)
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2
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Sarbanes-Oxley, international listings, regulation
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6.
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Duarte, Jefferson
Rice University Kamara, Avraham
University of Washington - Michael G. Foster School of Business Siegel, Stephan
University of Washington - Michael G. Foster School of Business Sun, Celine
University of Washington - Department of Finance and Business Economics
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05 Aug 11
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Last Revised:
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01 Jul 12
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403
(33,727)
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7.
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Duarte, Jefferson
Rice University Han, Xi
University of Washington - Department of Finance and Business Economics Harford, Jarrad
University of Washington Young, Lance A.
University of Washington - Department of Finance and Business Economics
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336
(42,179)
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21
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Regulation FD, Cost of Capital, Information Asymmetry
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8.
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Duarte, Jefferson
Rice University Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance Young, Lance A.
University of Washington - Department of Finance and Business Economics
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26 Mar 08
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Last Revised:
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29 Mar 08
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329
(43,248)
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3
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Credit Spreads, Information Asymmetry, Corporate Governance
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9.
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The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications
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Show Abstracts |
Hide Abstracts |
Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Duarte, Jefferson
Rice University
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Posted:
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22 Jul 04
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Last Revised:
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29 Jul 10
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324
(44,009)
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7
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Duarte, Jefferson
Rice University
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0
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G12, G13, G21
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Duarte, Jefferson
Rice University
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123
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7
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Mortgage-backed securities, interest-rate volatility
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Duarte, Jefferson
Rice University
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201
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7
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Mortgage-backed securities, interest-rate volatility
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10.
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Duarte, Jefferson
Rice University Sadka, Ronnie
Boston College - Carroll School of Management Lou, Xiaoxia
University of Delaware - Alfred Lerner College of Business and Economics
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324
(44,009)
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2
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Short-sale constraints, Liquidity, Limits to arbitrage, Asset-pricing anomalies
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11.
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Residential Mortgage Credit Derivatives
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Show Abstracts |
Hide Abstracts |
Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Duarte, Jefferson
Rice University McManus, Douglas A.
Office of the Chief Economist - Freddie Mac
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Posted:
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14 Oct 08
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Last Revised:
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16 Nov 11
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256
(57,676)
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Duarte, Jefferson
Rice University McManus, Douglas A.
Office of the Chief Economist - Freddie Mac
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2
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Duarte, Jefferson
Rice University McManus, Douglas A.
Office of the Chief Economist - Freddie Mac
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10 Sep 10
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Last Revised:
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01 Oct 10
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0
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credit risk, hedging
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Duarte, Jefferson
Rice University McManus, Douglas A.
Office of the Chief Economist - Freddie Mac
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254
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Credit risk, residential mortgages, credit derivatives
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12.
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Duarte, Jefferson
Rice University Kapadia, Nishad
Rice University
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| Posted: |
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03 Oct 12
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Last Revised:
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17 Apr 13
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208
(71,844)
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Business cycles, forecasting, market returns
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13.
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Duarte, Jefferson
Rice University Lou, Xiaoxia
University of Delaware - Alfred Lerner College of Business and Economics Sadka, Ronnie
Boston College - Carroll School of Management
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205
(72,963)
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2
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Short-sale constraints, Liquidity, Limits to arbitrage, Asset-pricing anomalies
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14.
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Ait-Sahalia, Yacine
Princeton University - Department of Economics Duarte, Jefferson
Rice University
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29
(245,998)
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29
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