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SSRN eLibrary Search Results
NYU: Salomon Center (Topic)
38,483 Total downloads
A Parimutuel Market Microstructure for Contingent Claims TradingNYU Working Paper No. 2451/26904, NYU Working Paper No. S-DRP-01-16 Jeffrey Lange and Nicholas Economides Longitude, Inc. and New York University - Leonard N. Stern School of Business - Department of Economics Date Posted: February 08, 2010 Working Paper Series 39 downloads
Investor Sentiment in Japanese and U.S. Daily Mutual Fund FlowsNYU Working Paper No. SC-AM-02-02 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 Date Posted: November 13, 2008 Working Paper Series 76 downloads
Dotcom Mania: The Rise and Fall of Internet Stock PricesNYU Working Paper No. S-AM-01-05 Eli Ofek and Matthew P. Richardson New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance Date Posted: November 13, 2008 Working Paper Series 42 downloads
Risk Management with BenchmarkingNYU Working Paper No. S-AM-01-01 Suleyman Basak London Business School Date Posted: November 13, 2008 Working Paper Series 94 downloads
A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund DatabasesNYU Working Paper No. S-AM-01-09 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 Gabelli School of Business, Fordham University Date Posted: November 13, 2008 Working Paper Series 54 downloads
An Analysis of the Relative Performance of Japanese and Foreign Money ManagementNYU Working Paper No. SC-AM-02-05 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 Date Posted: November 13, 2008 Working Paper Series 12 downloads
An Analysis of the Relative Performance of Japanese and Foreign Money ManagementNYU Working Paper No. S-AM-01-03 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 Date Posted: November 13, 2008 Working Paper Series 17 downloads
Are Investors Rational? Choices Among Index FundsNYU Working Paper No. SC-AM-02-08 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 Date Posted: November 13, 2008 Working Paper Series 76 downloads
Asset Pricing in a Neoclassical Model with Limited ParticipationNYU Working Paper No. S-AM-01-06 Qiang Dai New York University Date Posted: November 13, 2008 Working Paper Series 22 downloads
Careers and Survival: Competition and Risk in the Hedge Fund and Cta IndustryNYU Working Paper No. S-AM-00-06 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 Date Posted: November 13, 2008 Working Paper Series 236 downloads
Delegated Monitoring of Fund ManagersNYU Working Paper No. SC-AM-02-01 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 Date Posted: November 13, 2008 Working Paper Series 37 downloads
Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the Fcoj MarketNYU Working Paper No. SC-AM-02-07 Jacob Boudoukh, Matthew P. Richardson, YuQing Shen and Robert Whitelaw Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance, affiliation not provided to SSRN and New York University Date Posted: November 13, 2008 Working Paper Series 49 downloads
Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term StructureNYU Working Paper No. S-AM-00-01 Qiang Dai and Kenneth J. Singleton New York University and Stanford University - Graduate School of Business Date Posted: November 13, 2008 Working Paper Series 46 downloads
Expected Returns and Expected Dividend GrowthNYU Working Paper No. SC-AM-02-04 Martin Lettau and Sydney C. Ludvigson University of California - Haas School of Business and New York University - Department of Economics Date Posted: November 13, 2008 Working Paper Series 30 downloads
Fees on Fees in Funds of FundsNYU Working Paper No. SC-AM-02-06 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 Date Posted: November 13, 2008 Working Paper Series 94 downloads
From Equity Premium Puzzle to Expectations Puzzle: General Equilibrium Production Economy with Stochastic Habit FormationNYU Working Paper No. S-AM-00-02 Qiang Dai New York University Date Posted: November 13, 2008 Working Paper Series 39 downloads
Habit Formation and Returns on Bonds and StocksNYU Working Paper No. S-AM-01-04 Jessica A. Wachter University of Pennsylvania - Finance Department Date Posted: November 13, 2008 Working Paper Series 33 downloads
Illiquidity and Stock Returns: Cross-Section and Time-Series EffectsNYU Working Paper No. S-AM-00-10 Yakov Amihud New York University - Stern School of Business Date Posted: November 13, 2008 Working Paper Series 384 downloads
Incentive Fees and Mutual FundsNYU Working Paper No. S-AM-01-07 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 Gabelli School of Business, Fordham University Date Posted: November 13, 2008 Working Paper Series 81 downloads
Mutual Fund SurvivorshipNYU Working Paper No. S-AM-00-08 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 Date Posted: November 13, 2008 Working Paper Series 154 downloads
Offsetting the Incentives: Risk Shifting, and Benefits of Benchmarking in Money ManagementNYU Working Paper No. SC-AM-02-12 Suleyman Basak, Anna Pavlova and Alex Shapiro London Business School, London Business School and New York University (NYU) - Department of Finance Date Posted: November 13, 2008 Working Paper Series 129 downloads
On the Nature of Trading: Do Speculators Leave Footprints?NYU Working Paper No. SC-AM-02-03 William L. Silber New York University (NYU) - Leonard N. Stern School of Business Date Posted: November 13, 2008 Working Paper Series 51 downloads
Optimal Consumption and Portfolio Allocation Under Mean-Reverting Returns: An Exact Solution for Complete MarketsNYU Working Paper No. S-AM-00-07 Jessica A. Wachter University of Pennsylvania - Finance Department Date Posted: November 13, 2008 Working Paper Series 30 downloads
Optimum Centralized Portfolio Construction with Decentralized Portfolio ManagementNYU Working Paper No. S-AM-01-11 Edwin J. Elton and Martin J. Gruber New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance Date Posted: November 13, 2008 Working Paper Series 35 downloads
Optimum Centralized Portfolio Construction with Decentralized Portfolio ManagementNYU Working Paper No. SC-AM-02-09 Edwin J. Elton and Martin J. Gruber New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance Date Posted: November 13, 2008 Working Paper Series 40 downloads
Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset ReturnsNYU Working Paper No. S-AM-00-03 Qiang Dai New York University Date Posted: November 13, 2008 Working Paper Series 31 downloads
Portfolio and Consumption Decisions Under Mean-Revering Returns: An Exact Solution for Complete MarketsNYU Working Paper No. S-AM-01-10 Jessica A. Wachter University of Pennsylvania - Finance Department Date Posted: November 13, 2008 Working Paper Series 25 downloads
Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow PredictabilityNYU Working Paper No. S-AM-00-09 Anthony W. Lynch New York University (NYU) - Department of Finance Date Posted: November 13, 2008 Working Paper Series 51 downloads
Portfolio Performance and AgencyNYU Working Paper No. S-AM-99-01 Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter Washington University in St. Louis - John M. Olin Business School, Rice University and New York University (NYU) - Department of Finance Date Posted: November 13, 2008 Working Paper Series 79 downloads
Risk and Return: Some New EvidenceNYU Working Paper No. S-AM-00-05 Hui Guo and Robert Whitelaw University of Cincinnati - Department of Finance - Real Estate and New York University Date Posted: November 13, 2008 Working Paper Series 59 downloads
The Declining Information Content of Dividend Announcements and the Effect of Institutional HoldingsNYU Working Paper No. SC-AM-02-11 Yakov Amihud and Kefei Li New York University - Stern School of Business and Merrill Lynch & Co. - Debt Capital Markets Date Posted: November 13, 2008 Working Paper Series 118 downloads
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium AnomalyNYU Working Paper No. S-DRP-05-06 Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance and New York University Date Posted: November 13, 2008 Working Paper Series 16 downloads
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium AnomalyNYU Working Paper No. S-DRP-05-06 Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance and New York University Date Posted: November 13, 2008 Working Paper Series 31 downloads
The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund InvestorNYU Working Paper No. S-AM-00-04 Jacob Boudoukh, Matthew P. Richardson and Marti G. Subrahmanyam Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, New York University (NYU) - Department of Finance and New York University - Stern School of Business Date Posted: November 13, 2008 Working Paper Series 93 downloads
Time Series and Cross-Sectional Variations of Expected ReturnsNYU Working Paper No. SC-AM-02-10 Qiang Dai New York University Date Posted: November 13, 2008 Working Paper Series 21 downloads
The it Revolution and the Stock MarketNYU Working Paper No. S-MF-99-01 Jeremy Greenwood and Boyan Jovanovic University of Pennsylvania - Department of Economics and New York University - Department of Economics Date Posted: November 12, 2008 Working Paper Series 35 downloads
Financial Markets and Firm DynamicsNYU Working Paper No. S-MF-99-09 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 Date Posted: November 12, 2008 Working Paper Series 85 downloads
From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit FormationNYU Working Paper No. S-MF-00-01 Qiang Dai New York University Date Posted: November 12, 2008 Working Paper Series 23 downloads
Valuation in Dynamic Bargaining MarketsNYU Working Paper No. S-MF-01-01 Darrell Duffie, Nicolae Garleanu and Lasse Heje Pedersen Stanford University, University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC Date Posted: November 12, 2008 Working Paper Series 59 downloads
Why Does Capital Structure Choice Vary with Macroeconomic Conditions?NYU Working Paper No. S-MF-00-10 Amnon Levy Moody's KMV Date Posted: November 12, 2008 Working Paper Series 69 downloads
A Theory of Housing Collateral, Consumption Insurance and Risk PremiaNYU Working Paper No. S-MF-04-11 Hanno N. Lustig and Stijn Van Nieuwerburgh Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance Date Posted: November 12, 2008 Working Paper Series 63 downloads
A Unified Framework for Monetary Theory and Policy AnalysisNYU Working Paper No. S-MF-03-21 Ricardo Lagos and Randall Wright New York University (NYU) - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking Date Posted: November 12, 2008 Working Paper Series 550 downloads
Bidder Discounts and Target Premia in TakeoversNYU Working Paper No. S-MF-03-09 Boyan Jovanovic and Serguey Braguinsky New York University - Department of Economics and Carnegie Mellon University - Department of Social and Decision Sciences Date Posted: November 12, 2008 Working Paper Series 44 downloads
Corporate Governance Over the Business CycleNYU Working Paper No. S-MF-03-10 Thomas Philippon New York University (NYU) - Department of Finance Date Posted: November 12, 2008 Working Paper Series 38 downloads
Diverging Trends in Macro and Micro Volatility: FactsNYU Working Paper No. S-MF-03-14 Diego Comin and Sunil Mulani New York University (NYU) - Department of Economics and Analysis Group Date Posted: November 12, 2008 Working Paper Series 13 downloads
Exclusive Contracts and the Institution of BankruptcyNYU Working Paper No. S-MF-04-03 Alberto Bisin and Adriano A. Rampini New York University (NYU) - Department of Economics and Duke University Date Posted: November 12, 2008 Working Paper Series 18 downloads
Expected Returns and Expected Dividend GrowthNYU Working Paper No. S-MF-04-06 Martin Lettau and Sydney C. Ludvigson University of California - Haas School of Business and New York University - Department of Economics Date Posted: November 12, 2008 Working Paper Series 102 downloads
External Constraints on Monetary Policy and the Financial AcceleratorNYU Working Paper No. S-MF-03-19 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 Date Posted: November 12, 2008 Working Paper Series 38 downloads
Housing Collateral and Consumption Insurance Across Us RegionsNYU Working Paper No. S-MF-04-10 Hanno N. Lustig and Stijn Van Nieuwerburgh Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance Date Posted: November 12, 2008 Working Paper Series 56 downloads
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical PerspectiveNYU Working Paper No. S-MF-03-12 Stijn Van Nieuwerburgh New York University Stern School of Business, Department of Finance Date Posted: November 12, 2008 Working Paper Series 19 downloads |
