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NYU: Salomon Center (Topic)

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Viewing: 1 - 50 of 332 papers

1.

A Parimutuel Market Microstructure for Contingent Claims Trading

NYU Working Paper No. 2451/26904, NYU Working Paper No. S-DRP-01-16
Number of pages: 25 Posted: 08 Feb 2010
Working Paper Series
Longitude, Inc. and New York University - Leonard N. Stern School of Business - Department of Economics

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Downloads 43
2.

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

NYU Working Paper No. SC-AM-02-02
Number of pages: 35 Posted: 13 Nov 2008
Working Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 76
3.

Dotcom Mania: The Rise and Fall of Internet Stock Prices

NYU Working Paper No. S-AM-01-05
Number of pages: 56 Posted: 13 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

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Downloads 47
4.

Risk Management with Benchmarking

NYU Working Paper No. S-AM-01-01
Number of pages: 38 Posted: 13 Nov 2008
Working Paper Series
London Business School

Multiple version iconThere are 9 versions of this paper

Downloads 103
5.

Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

NYU Working Paper No. S-AM-00-10
Number of pages: 50 Posted: 13 Nov 2008
Working Paper Series
New York University - Stern School of Business

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Downloads 532
6.

Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry

NYU Working Paper No. S-AM-00-06
Number of pages: 31 Posted: 13 Nov 2008
Working Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management

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Downloads 253
7.

Mutual Fund Survivorship

NYU Working Paper No. S-AM-00-08
Number of pages: 67 Posted: 13 Nov 2008
Working Paper Series
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department

Multiple version iconThere are 4 versions of this paper

Downloads 158
8.

Offsetting the Incentives: Risk Shifting, and Benefits of Benchmarking in Money Management

NYU Working Paper No. SC-AM-02-12
Number of pages: 33 Posted: 13 Nov 2008
Working Paper Series
London Business School, London Business School and New York University (NYU) - Department of Finance

Multiple version iconThere are 6 versions of this paper

Downloads 141
9.

The Declining Information Content of Dividend Announcements and the Effect of Institutional Holdings

NYU Working Paper No. SC-AM-02-11
Number of pages: 51 Posted: 13 Nov 2008
Working Paper Series
New York University - Stern School of Business and Merrill Lynch & Co. - Debt Capital Markets

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Downloads 125
10.

Incentive Fees and Mutual Funds

NYU Working Paper No. S-AM-01-07
Number of pages: 37 Posted: 13 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 108
11.

Fees on Fees in Funds of Funds

NYU Working Paper No. SC-AM-02-06
Number of pages: 31 Posted: 13 Nov 2008
Working Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance

Multiple version iconThere are 6 versions of this paper

Downloads 106
12.

The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund Investor

NYU Working Paper No. S-AM-00-04
Number of pages: 37 Posted: 13 Nov 2008
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 100
13.

Portfolio Performance and Agency

NYU Working Paper No. S-AM-99-01
Number of pages: 32 Posted: 13 Nov 2008
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 6 versions of this paper

Downloads 82
14.

Are Investors Rational? Choices Among Index Funds

NYU Working Paper No. SC-AM-02-08
Number of pages: 35 Posted: 13 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Emory University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 80
15.

A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases

NYU Working Paper No. S-AM-01-09
Number of pages: 16 Posted: 13 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 68
16.

Risk and Return: Some New Evidence

NYU Working Paper No. S-AM-00-05
Number of pages: 43 Posted: 13 Nov 2008
Working Paper Series
University of Cincinnati - Department of Finance - Real Estate and New York University

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Downloads 59
17.

Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability

NYU Working Paper No. S-AM-00-09
Number of pages: 55 Posted: 13 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance

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Downloads 57
18.

On the Nature of Trading: Do Speculators Leave Footprints?

NYU Working Paper No. SC-AM-02-03
Number of pages: 20 Posted: 13 Nov 2008
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business

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Downloads 54
19.

Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure

NYU Working Paper No. S-AM-00-01
Number of pages: 30 Posted: 13 Nov 2008
Working Paper Series
New York University and Stanford University - Graduate School of Business

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Downloads 50
20.

Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the Fcoj Market

NYU Working Paper No. SC-AM-02-07
Number of pages: 51 Posted: 13 Nov 2008
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, affiliation not provided to SSRN and New York University
Downloads 49
21.

Delegated Monitoring of Fund Managers

NYU Working Paper No. SC-AM-02-01
Number of pages: 30 Posted: 13 Nov 2008
Working Paper Series
Duke University - Fuqua School of Business, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department

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Downloads 40
22.

Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

NYU Working Paper No. SC-AM-02-09
Number of pages: 27 Posted: 13 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 40
23.

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

NYU Working Paper No. S-AM-00-02
Number of pages: 63 Posted: 13 Nov 2008
Working Paper Series
New York University
Downloads 39
24.

Habit Formation and Returns on Bonds and Stocks

NYU Working Paper No. S-AM-01-04
Number of pages: 40 Posted: 13 Nov 2008
Working Paper Series
University of Pennsylvania - Finance Department

Multiple version iconThere are 5 versions of this paper

Downloads 36
25.

Optimum Centralized Portfolio Construction with Decentralized Portfolio Management

NYU Working Paper No. S-AM-01-11
Number of pages: 19 Posted: 13 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 35
26.
Downloads 34
27.

Expected Returns and Expected Dividend Growth

NYU Working Paper No. SC-AM-02-04
Number of pages: 64 Posted: 13 Nov 2008
Working Paper Series
University of California - Haas School of Business and New York University - Department of Economics

Multiple version iconThere are 7 versions of this paper

Downloads 32
28.

The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly

NYU Working Paper No. S-DRP-05-06
Number of pages: 33 Posted: 13 Nov 2008
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance and New York University

Multiple version iconThere are 5 versions of this paper

Downloads 32
29.

Optimal Consumption and Portfolio Allocation Under Mean-Reverting Returns: An Exact Solution for Complete Markets

NYU Working Paper No. S-AM-00-07
Number of pages: 31 Posted: 13 Nov 2008
Working Paper Series
University of Pennsylvania - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 30
30.

Portfolio and Consumption Decisions Under Mean-Revering Returns: An Exact Solution for Complete Markets

NYU Working Paper No. S-AM-01-10
Number of pages: 36 Posted: 13 Nov 2008
Working Paper Series
University of Pennsylvania - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 25
31.

Asset Pricing in a Neoclassical Model with Limited Participation

NYU Working Paper No. S-AM-01-06
Number of pages: 47 Posted: 13 Nov 2008
Working Paper Series
New York University

Multiple version iconThere are 3 versions of this paper

Downloads 23
32.

Time Series and Cross-Sectional Variations of Expected Returns

NYU Working Paper No. SC-AM-02-10
Number of pages: 25 Posted: 13 Nov 2008
Working Paper Series
New York University

Multiple version iconThere are 2 versions of this paper

Downloads 21
33.

An Analysis of the Relative Performance of Japanese and Foreign Money Management

NYU Working Paper No. S-AM-01-03
Number of pages: 22 Posted: 13 Nov 2008
Working Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations

Multiple version iconThere are 5 versions of this paper

Downloads 19
34.

The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly

NYU Working Paper No. S-DRP-05-06
Number of pages: 33 Posted: 13 Nov 2008
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance and New York University

Multiple version iconThere are 5 versions of this paper

Downloads 16
35.

An Analysis of the Relative Performance of Japanese and Foreign Money Management

NYU Working Paper No. SC-AM-02-05
Number of pages: 38 Posted: 13 Nov 2008
Working Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations

Multiple version iconThere are 5 versions of this paper

Downloads 13
36.

The it Revolution and the Stock Market

NYU Working Paper No. S-MF-99-01
Number of pages: 17 Posted: 12 Nov 2008
Working Paper Series
University of Pennsylvania - Department of Economics and New York University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 36
37.

Financial Markets and Firm Dynamics

NYU Working Paper No. S-MF-99-09
Number of pages: 33 Posted: 12 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business and University of Southern California - Marshall School of Business - Finance and Business Economics Department

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Downloads 123
38.

Why Does Capital Structure Choice Vary with Macroeconomic Conditions?

NYU Working Paper No. S-MF-00-10
Number of pages: 54 Posted: 12 Nov 2008
Working Paper Series
Moody's KMV

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Downloads 80
39.

Valuation in Dynamic Bargaining Markets

NYU Working Paper No. S-MF-01-01
Number of pages: 45 Posted: 12 Nov 2008
Working Paper Series
Stanford University, University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC

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Downloads 71
40.

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

NYU Working Paper No. S-MF-00-01
Number of pages: 63 Posted: 12 Nov 2008
Working Paper Series
New York University

Multiple version iconThere are 2 versions of this paper

Downloads 25
41.

A Unified Framework for Monetary Theory and Policy Analysis

NYU Working Paper No. S-MF-03-21
Number of pages: 49 Posted: 12 Nov 2008
Working Paper Series
New York University (NYU) - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Multiple version iconThere are 2 versions of this paper

Downloads 575
42.

Expected Returns and Expected Dividend Growth

NYU Working Paper No. S-MF-04-06
Number of pages: 49 Posted: 12 Nov 2008
Working Paper Series
University of California - Haas School of Business and New York University - Department of Economics

Multiple version iconThere are 7 versions of this paper

Downloads 103
43.

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NYU Working Paper No. S-MF-04-11
Number of pages: 70 Posted: 12 Nov 2008
Working Paper Series
Stanford Graduate School of Business and Columbia University Graduate School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 67
44.

Housing Collateral and Consumption Insurance Across Us Regions

NYU Working Paper No. S-MF-04-10
Number of pages: 47 Posted: 12 Nov 2008
Working Paper Series
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 60
45.

Bidder Discounts and Target Premia in Takeovers

NYU Working Paper No. S-MF-03-09
Number of pages: 17 Posted: 12 Nov 2008
Working Paper Series
New York University - Department of Economics and Carnegie Mellon University - Department of Social and Decision Sciences

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Downloads 46
46.

External Constraints on Monetary Policy and the Financial Accelerator

NYU Working Paper No. S-MF-03-19
Number of pages: 49 Posted: 12 Nov 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, Boston University - Department of Economics and U.S. Federal Reserve Board - Division of Monetary Affairs

Multiple version iconThere are 3 versions of this paper

Downloads 40
47.

Corporate Governance Over the Business Cycle

NYU Working Paper No. S-MF-03-10
Number of pages: 30 Posted: 12 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 38
48.

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. S-MF-04-02
Number of pages: 58 Posted: 12 Nov 2008
Working Paper Series
Stanford Graduate School of Business and Columbia University Graduate School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 25
49.

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. S-MF-03-12
Number of pages: 55 Posted: 12 Nov 2008
Working Paper Series
Columbia University Graduate School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 24
50.

Exclusive Contracts and the Institution of Bankruptcy

NYU Working Paper No. S-MF-04-03
Number of pages: 33 Posted: 12 Nov 2008
Working Paper Series
New York University (NYU) - Department of Economics and Duke University

Multiple version iconThere are 3 versions of this paper

Downloads 21