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

Multiple version iconThere are 2 versions of this paper

Downloads 49
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

Multiple version iconThere are 4 versions of this paper

Downloads 78
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

Multiple version iconThere are 4 versions of this paper

Downloads 57
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

Multiple version iconThere are 9 versions of this paper

Downloads 108
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

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Downloads 555
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

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Downloads 259
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

Multiple version iconThere are 4 versions of this paper

Downloads 161
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

Multiple version iconThere are 6 versions of this paper

Downloads 142
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

Multiple version iconThere are 2 versions of this paper

Downloads 134
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
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

Multiple version iconThere are 4 versions of this paper

Downloads 113
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
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

Multiple version iconThere are 6 versions of this paper

Downloads 109
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 (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 103
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

Multiple version iconThere are 6 versions of this paper

Downloads 85
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

Multiple version iconThere are 3 versions of this paper

Downloads 82
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

Multiple version iconThere are 4 versions of this paper

Downloads 76
16.

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

Multiple version iconThere are 3 versions of this paper

Downloads 60
17.

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

Multiple version iconThere are 3 versions of this paper

Downloads 60
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

Multiple version iconThere are 2 versions of this paper

Downloads 55
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 53
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

Multiple version iconThere are 3 versions of this paper

Downloads 51
21.

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

Multiple version iconThere are 5 versions of this paper

Downloads 43
22.

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 42
23.

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

Multiple version iconThere are 4 versions of this paper

Downloads 42
24.

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

Multiple version iconThere are 2 versions of this paper

Downloads 41
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

Multiple version iconThere are 4 versions of this paper

Downloads 36
26.

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

Multiple version iconThere are 7 versions of this paper

Downloads 35
27.

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

Multiple version iconThere are 3 versions of this paper

Downloads 34
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
Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw
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 34
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

Multiple version iconThere are 3 versions of this paper

Downloads 32
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

Multiple version iconThere are 3 versions of this paper

Downloads 26
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

Multiple version iconThere are 3 versions of this paper

Downloads 24
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

Multiple version iconThere are 2 versions of this paper

Downloads 23
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

Multiple version iconThere are 5 versions of this paper

Downloads 21
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

Multiple version iconThere are 5 versions of this paper

Downloads 18
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

Multiple version iconThere are 5 versions of this paper

Downloads 16
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

Multiple version iconThere are 2 versions of this paper

Downloads 42
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

Multiple version iconThere are 2 versions of this paper

Downloads 151
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

Multiple version iconThere are 2 versions of this paper

Downloads 82
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 - Graduate School of Business, University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 76
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

Multiple version iconThere are 2 versions of this paper

Downloads 31
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

Multiple version iconThere are 2 versions of this paper

Downloads 581
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

Multiple version iconThere are 7 versions of this paper

Downloads 113
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

Multiple version iconThere are 4 versions of this paper

Downloads 70
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 65
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

Multiple version iconThere are 2 versions of this paper

Downloads 49
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

Multiple version iconThere are 3 versions of this paper

Downloads 47
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
Thomas Philippon
New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 39
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
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 27
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
Stijn Van Nieuwerburgh
Columbia University Graduate School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 25
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
Alberto Bisin and Adriano A. Rampini
New York University (NYU) - Department of Economics and Duke University

Multiple version iconThere are 3 versions of this paper

Downloads 24