360S Wehner
College Station, TX 77843-4218
United States
http://https://mays.tamu.edu/directory/mrossi/
Texas A&M
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Dealer inventory, Lehman/Barclay bond index, Market making, Transaction costs, Dodd-Frank Act
Hedge Funds, Smoothing, Performance Persistence, Bayesian Model
Hedge funds, return smoothing, performance persistence, Bayesian analysis, time-varying betas
liquidity, credit risk, realized volatility, stochastic friction, TRACE
Conflict of Interest, Merger, Informed Trading, Dodd Frank, Volcker Rule
Convertible bonds, arbitrage crashes, market segmentation, slow moving capital, investment mandates
dual holders, shareholders, bondholders, M&As, abnormal return, financial conglomerates
dual holders, shareholders, bondholders, bond IPOs, market segmentation, investment mandates
market participation, dividend clienteles, self-control, CEX
Predictability, overlapping observations, analytical standard errors, size, power
aggregation, incomplete markets, clustering approach, household consumption, idiosyncratic consumption risk, Euler equations
ETF ownership, corporate bonds, R&D investments
sentiment, credit crisis, equity/bond market integration