Search Results
JEL Code: D51

85,655 Total downloads

Viewing: 1 - 50 of 578 papers

1.

A Model of Credit Risk, Optimal Policies, and Asset Prices

AFA 2002 Atlanta Meetings; NYU Finance Working Paper
Number of pages: 45 Posted: 21 Mar 2001
Working Paper Series
London Business School and New York University (NYU) - Department of Finance

Multiple version iconThere are 5 versions of this paper

Downloads 4,412
2.

A Comparative Study of Portfolio Insurance

London Business School Working Paper IFA 344
Number of pages: 24 Posted: 22 Dec 2001
Working Paper Series
London Business School
Downloads 4,060
3.

Credit Cards and Inflation

Cowles Foundation Discussion Paper No. 1709
Number of pages: 51 Posted: 18 Jun 2009
Working Paper Series
Yale University and SUNY Stony Brook - Center for Game Theory in Economics
Downloads 2,376
4.

Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies

MIT Sloan Working Paper No. 4234-01; EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 32 Posted: 16 Sep 2000
Working Paper Series
London Business School and London Business School

Multiple version iconThere are 3 versions of this paper

Downloads 2,073
5.

Incomplete Markets and Volatility

Harvard Institute of Economics Research Paper No. 1865
Number of pages: 46 Posted: 25 Sep 1998
Working Paper Series
EDHEC Business School - Department of Economics & Finance
Downloads 1,651
6.

Liquidity as an Investment Style

Financial Analysts Journal, Vol. 69, No. 3, 2013
Number of pages: 34 Posted: 24 Apr 2011 Last Revised: 24 May 2013
Accepted Paper Series
Yale School of Management, University of Hong Kong, Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC
Downloads 1,581
7.

CAPM Equilibria with Prospect Theory Preferences

Number of pages: 26 Posted: 21 Jul 2003 Last Revised: 06 Aug 2012
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,444
8.

Integration vs. Outsourcing in Industry Equilibrium

CESifo Working Paper Series No. 460
Number of pages: 52 Posted: 03 Jun 2001
Working Paper Series
Princeton University - Woodrow Wilson School of Public and International Affairs and Harvard University - Department of Economics
Downloads 1,361
9.

Aggregation, Dividend Irrelevancy, and Earnings-Value Relations

Contemporary Accounting Research, Vol. 22, No. 2, pp. 453-480, Summer 2005
Number of pages: 47 Posted: 17 Feb 2005
Accepted Paper Series
Independent
Downloads 1,331
10.

Equities Market Level

Number of pages: 49 Posted: 26 Jul 2012
Working Paper Series
BlackRock, Inc
Downloads 1,238
11.

Technological Improvements and Comparative Advantage Reconsidered

PIER Working Paper No. 06-023
Number of pages: 11 Posted: 29 Sep 2006
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads 1,172
12.

Price, Wage and Fixed Commission in On-Demand Matching

Number of pages: 52 Posted: 10 Apr 2017 Last Revised: 21 Mar 2019
Working Paper Series
University of Toronto - Rotman School of Management and McMaster University - Michael G. DeGroote School of Business
Downloads 1,105
13.

Disagreement about Inflation and the Yield Curve

Journal of Financial Economics (JFE), December 2016
Number of pages: 139 Posted: 26 Mar 2012 Last Revised: 04 Jan 2018
Accepted Paper Series
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Indiana University - Kelley School of Business - Department of Finance and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 1,048
14.

Social Media as an Innovation - The Case of Twitter

Number of pages: 38 Posted: 04 Mar 2010 Last Revised: 22 Oct 2014
Working Paper Series
University of Texas at Austin - Department of Information, Risk and Operations Management and University of Rochester - Simon Business School
Downloads 1,028
15.

Ricardo Meets China, India and U.S. Three Hundred Years Later

PIER Working Paper No. 09-015
Number of pages: 36 Posted: 24 Apr 2009
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads 937
16.

An Equilibrium Model of Investment Under Uncertainty

Haas School of Business Working Paper, 2002
Number of pages: 57 Posted: 21 Jan 2003
Working Paper Series
Simon Business School, University of Rochester

Multiple version iconThere are 2 versions of this paper

Downloads 935
17.

Globalization and the Open Economy

North American Journal of Economics and Finance, Vol. 8, No. 1, pp. 71-79, 1997
Number of pages: 9 Posted: 18 May 2006
Accepted Paper Series
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 933
18.

Using Accounting Information for Consumption Planning and Equity Valuation

Number of pages: 36 Posted: 31 Aug 2006
Working Paper Series
Independent

Multiple version iconThere are 2 versions of this paper

Downloads 847
19.

Market Selection

AFA 2009 San Francisco Meetings Paper
Number of pages: 54 Posted: 25 Mar 2008 Last Revised: 16 Nov 2016
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Multiple version iconThere are 3 versions of this paper

Downloads 806
20.

Market Demand Functions in the CAPM

Number of pages: 15 Posted: 01 Feb 1997
Working Paper Series
Paris School of Economics (PSE), University of Zurich - Department of Banking and Finance and Freie Universität Berlin
Downloads 774
21.

By Force of Nature: Explaining the Yield Spread on Catastrophe Bonds

Number of pages: 43 Posted: 14 Jan 2008 Last Revised: 30 Mar 2010
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 770
22.

Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?

Number of pages: 32 Posted: 13 Aug 2003 Last Revised: 15 May 2011
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 730
23.

Risk Premia and Volatilities in a Nonlinear Term Structure Model

Review of Finance, Forthcoming
Number of pages: 74 Posted: 01 Apr 2013 Last Revised: 10 Sep 2016
Accepted Paper Series
Copenhagen Business School, Indiana University - Kelley School of Business - Department of Finance and University of Pennsylvania - Finance Department
Downloads 715
24.

A Dynamic Model with Import Quota Constraints

Number of pages: 41 Posted: 05 Mar 2002 Last Revised: 04 Sep 2015
Working Paper Series
London Business School and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 709
25.

Multiplicity in General Financial Equilibrium with Portfolio Constraints

PIER Working Paper No. 06-012
Number of pages: 35 Posted: 27 Mar 2006
Working Paper Series
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 683
26.

Dynamic Efficiency, the Riskless Rate and Debt Ponzi Games Under Uncertainty

MIT Department of Economics Working Paper No. 01-41
Number of pages: 22 Posted: 17 Nov 2001
Working Paper Series
National Bureau of Economic Research (NBER) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)

Multiple version iconThere are 2 versions of this paper

Downloads 682
27.

Asset Pricing with Matrix Jump Diffusions

Number of pages: 57 Posted: 27 Sep 2008 Last Revised: 02 Feb 2010
Working Paper Series
University of Zurich - Department of Banking and Finance and Swiss Finance Institute
Downloads 668
28.

Economic Linkages, Relative Scarcity, and Commodity Futures Returns

Number of pages: 50 Posted: 26 Nov 2008 Last Revised: 31 Mar 2020
Working Paper Series
Pontificia Universidad Catolica de Chile, Cornell University - S.C. Johnson College of Business and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 650
29.

Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets

Caltech HSS Working Paper
Number of pages: 48 Posted: 03 Oct 2000
Working Paper Series
University of Melbourne - Department of Finance and California Institute of Technology - Division of the Humanities and Social Sciences
Downloads 648
30.

Heterogeneous Beliefs, Option Prices, and Volatility Smiles

Number of pages: 51 Posted: 12 Jun 2006 Last Revised: 25 Oct 2018
Working Paper Series
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 585
31.

Asset Prices with Heterogeneity in Preferences and Beliefs

AFA 2010 Atlanta Meetings Paper
Number of pages: 71 Posted: 19 Mar 2009 Last Revised: 08 Jan 2015
Working Paper Series
Imperial College Business School and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 584
32.

Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns

Stern School of Business New York University
Number of pages: 47 Posted: 19 Aug 2000
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 565
33.

If You're so Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets

Cowles Foundation Discussion Paper No. 1319
Number of pages: 39 Posted: 27 Sep 2001
Working Paper Series
Cornell University - Department of Economics and Cornell University - Department of Economics
Downloads 558
34.

The Co-evolution of Capabilities and Transaction Costs: Explaining the Institutional Structure of Production

Strategic Management Journal, Forthcoming
Number of pages: 38 Posted: 21 May 2005
Accepted Paper Series
London Business School and University of Pennsylvania - Management Department
Downloads 552
35.

Tracing the Development of a Conceptual Framework of Accounting a Western European and North American Linkage: A Partial Examination

Academy of Accounting Historians Working Paper No. 40
Number of pages: 36 Posted: 15 Apr 2005
Working Paper Series
Canisius College - Department of Accounting
Downloads 533
36.

Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies

Number of pages: 50 Posted: 20 Mar 2005 Last Revised: 01 Jul 2011
Working Paper Series
Pontificia Universidad Catolica de Chile, Ecole Polytechnique Fédérale de Lausanne and Carnegie Mellon University - David A. Tepper School of Business
Downloads 525
37.

Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments

Swiss Finance Institute Research Paper No. 07-05
Number of pages: 64 Posted: 08 May 2007
Working Paper Series
University of Melbourne - Department of Finance, California Institute of Technology - Division of the Humanities and Social Sciences and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 524
38.

Equilibrium Value and Size Premia

AFA 2006 Boston Meetings Paper
Number of pages: 85 Posted: 24 Mar 2005 Last Revised: 27 Feb 2020
Working Paper Series
Pacific Investment Management Company - PIMCO
Downloads 494
39.

Lezioni di Teoria del Puro Scambio (Lecture Notes on Pure Exchange Theory)

Number of pages: 11 Posted: 16 Nov 2014 Last Revised: 20 Nov 2014
Working Paper Series
University of Rome Sapienza
Downloads 487
40.

Stochastic Tastes and Money in a Neo-Keynesian Economy

Zurich IEER Working Paper No. 88
Number of pages: 21 Posted: 17 Oct 2001
Working Paper Series
University of Manchester - Department of Economics
Downloads 466
41.

The Future of Direct Finance: The Diverging Paths of Peer-to-Peer Lending and Kickstarter

50 Wake Forest Law Review, Forthcoming, Columbia Law and Economics Working Paper No. 520
Number of pages: 40 Posted: 21 Sep 2015
Working Paper Series
Columbia Law School
Downloads 463
42.

The Architecture and Design of Organizational Capabilities

Advanced Institute of Management Research Paper No. 039
Number of pages: 27 Posted: 28 Dec 2005
Working Paper Series
London Business School
Downloads 443
43.

From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation

Number of pages: 63 Posted: 25 Jul 2000
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 442
44.

The Systemic Effects of Benchmarking

Number of pages: 53 Posted: 20 Aug 2015 Last Revised: 31 Jan 2019
Working Paper Series
Florida International University (FIU) - Department of Finance, Boston University - Department of Finance & Economics and Boston University - Questrom School of Business
Downloads 411
45.

A Note on Wealth Effect under CARA Utility

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 01 Mar 2009 Last Revised: 10 May 2010
Working Paper Series
ICEF, Higher School of Economics and Cologne Business School
Downloads 390
46.

The Effect of Car Sharing on Car Sales

Number of pages: 50 Posted: 26 Jun 2018
Working Paper Series
Bocconi University - Department of Economics
Downloads 382
47.

Asset Pricing with Production and Labor

Number of pages: 27 Posted: 23 Jan 2001
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 357
48.

Economic Growth in the Presence of FDI: The Perspective of Newly Industrialising Economies

GEP Research Paper No. 2006/33
Number of pages: 50 Posted: 20 Nov 2006
Working Paper Series
University of Nottingham and Middlesex University - Business School
Downloads 356
49.

Rare Event Risk and Heterogeneous Beliefs: The Case of Incomplete Markets

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 46 Posted: 10 Jan 2005 Last Revised: 08 Apr 2011
Accepted Paper Series
University of Pennsylvania - Finance Department
Downloads 353
50.

Commodity Prices and the Option Value of Storage

Number of pages: 30 Posted: 01 Aug 2007 Last Revised: 14 Nov 2014
Working Paper Series
Victoria University of Wellington - New Zealand Institute for Study of Competition and Regulation Inc. (ISCR) and Victoria University of Wellington - School of Economics & Finance
Downloads 349