SSRN NYU: Salomon Center (Topic)

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

Jeffrey Lange and Nicholas Economides

Longitude, Inc. and New York University - Leonard N. Stern School of Business - Department of Economics

There are 2 versions of this paper

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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

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

There 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

Eli Ofek and Matthew P. Richardson

New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

There are 4 versions of this paper

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

Suleyman Basak

London Business School

There 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

Yakov Amihud

New York University - Stern School of Business

There are 2 versions of this paper

Downloads 527

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

Stephen J. Brown, William N. Goetzmann and James M. Park

New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management

There are 2 versions of this paper

Downloads 252

7.

Mutual Fund Survivorship

NYU Working Paper No. S-AM-00-08

Number of pages: 67 Posted: 13 Nov 2008

Working Paper Series

Mark M. Carhart, Jennifer N. Carpenter, Anthony W. Lynch and David K. Musto

Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department

There 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

Suleyman Basak, Anna Pavlova and Alex Shapiro

London Business School, London Business School and New York University (NYU) - Department of Finance

There are 6 versions of this paper

Downloads 140

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

Yakov Amihud and Kefei Li

New York University - Stern School of Business and Merrill Lynch & Co. - Debt Capital Markets

There are 2 versions of this paper

Downloads 123

10.

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

Stephen J. Brown, William N. Goetzmann and Bing Liang

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance

There are 6 versions of this paper

Downloads 105

11.

Incentive Fees and Mutual Funds

NYU Working Paper No. S-AM-01-07

Number of pages: 37 Posted: 13 Nov 2008

Working Paper Series

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

There are 4 versions of this paper

Downloads 103

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

Jacob Boudoukh, Matthew P. Richardson and Marti G. Subrahmanyam

Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance and New York University - Stern School of Business

There 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

Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter

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

There 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

Edwin J. Elton, Martin J. Gruber and Jeffrey A. Busse

New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Emory University - Department of Finance

There 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

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

There 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

Hui Guo and Robert Whitelaw

University of Cincinnati - Department of Finance - Real Estate and New York University

There are 3 versions of this paper

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

Anthony W. Lynch

New York University (NYU) - Department of Finance

There are 3 versions of this paper

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

William L. Silber

New York University (NYU) - Leonard N. Stern School of Business

There are 2 versions of this paper

Downloads 54

19.

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

Jacob Boudoukh, Matthew P. Richardson, YuQing Shen and Robert Whitelaw

Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, affiliation not provided to SSRN and New York University

Downloads 49

20.

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

Qiang Dai and Kenneth J. Singleton

New York University and Stanford University - Graduate School of Business

There are 3 versions of this paper

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

Simon Gervais, Anthony W. Lynch and David K. Musto

Duke University - Fuqua School of Business, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department

There are 2 versions of this paper

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

Edwin J. Elton and Martin J. Gruber

New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

There 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

Qiang Dai

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

Jessica A. Wachter

University of Pennsylvania - Finance Department

There 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

Edwin J. Elton and Martin J. Gruber

New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

There are 4 versions of this paper

Downloads 35

26.

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

NYU Working Paper No. S-AM-00-03

Number of pages: 47 Posted: 13 Nov 2008

Working Paper Series

Qiang Dai

New York University

There are 3 versions of this paper

Downloads 32

27.

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

Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw

Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance and New York University

There are 5 versions of this paper

Downloads 32

28.

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

Martin Lettau and Sydney C. Ludvigson

University of California - Haas School of Business and New York University - Department of Economics

There are 7 versions of this paper

Downloads 31

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

Jessica A. Wachter

University of Pennsylvania - Finance Department

There 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

Jessica A. Wachter

University of Pennsylvania - Finance Department

There 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

Qiang Dai

New York University

There are 3 versions of this paper

Downloads 22

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

Qiang Dai

New York University

There 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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

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

There are 5 versions of this paper

Downloads 17

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

Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw

Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance and New York University

There 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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

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

There are 5 versions of this paper

Downloads 12

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

Jeremy Greenwood and Boyan Jovanovic

University of Pennsylvania - Department of Economics and New York University - Department of Economics

There 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

Thomas F. Cooley and Vincenzo Quadrini

New York University - Leonard N. Stern School of Business and University of Southern California - Marshall School of Business - Finance and Business Economics Department

There are 2 versions of this paper

Downloads 120

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

Amnon Levy

Moody's KMV

There are 2 versions of this paper

Downloads 79

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

Darrell Duffie, Nicolae Garleanu and Lasse Heje Pedersen

Stanford University, University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC

There are 2 versions of this paper

Downloads 68

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

Qiang Dai

New York University

There 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

Ricardo Lagos and Randall Wright

New York University (NYU) - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking

There 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

Martin Lettau and Sydney C. Ludvigson

University of California - Haas School of Business and New York University - Department of Economics

There are 7 versions of this paper

Downloads 102

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

Hanno N. Lustig and Stijn Van Nieuwerburgh

Stanford Graduate School of Business and Columbia University Graduate School of Business

There are 4 versions of this paper

Downloads 66

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

Hanno N. Lustig and Stijn Van Nieuwerburgh

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

Boyan Jovanovic and Serguey Braguinsky

New York University - Department of Economics and Carnegie Mellon University - Department of Social and Decision Sciences

There are 2 versions of this paper

Downloads 44

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

Mark Gertler, Simon Gilchrist and Fabio M. Natalucci

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

There are 3 versions of this paper