1.
Are Stocks Really Less Volatile in the Long Run?
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56
Posted: 26 May 2008
Last Revised: 13 Dec 2011
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
There are 3 versions of this paper
Are Stocks Really Less Volatile in the Long Run?
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56
Posted: 26 May 2008
Last Revised: 13 Dec 2011
Downloads
11,612
Are Stocks Really Less Volatile in the Long Run?
NBER Working Paper No. w14757
Number of pages: 54
Posted: 26 Feb 2009
Downloads
130
Are Stocks Really Less Volatile in the Long Run?
CEPR Discussion Paper No. DP7199
Number of pages: 48
Posted: 11 Mar 2009
Downloads
9
Downloads
11,612
2.
Bank Lending During the Financial Crisis of 2008
EFA 2009 Bergen Meetings Paper, Journal of Financial Economics (JFE), Vol. 97, 319-338, 2010
Number of pages: 45
Posted: 10 Nov 2008
Last Revised: 15 Feb 2018
Accepted Paper Series
Harvard University and Harvard Business School - Finance Unit
Downloads
10,464
3.
The Failure of Models that Predict Failure: Distance, Incentives and Defaults
Chicago GSB Research Paper No. 08-19, Ross School of Business Paper No. 1122, EFA 2009 Bergen Meetings Paper
Number of pages: 46
Posted: 10 Nov 2008
Last Revised: 15 Aug 2010
Working Paper Series
Stephen M. Ross School of Business, University of Michigan, Stanford University and London Business School
Downloads
5,284
4.
Creditor Control Rights, Corporate Governance, and Firm Value
Number of pages: 79
Posted: 17 Aug 2009
Last Revised: 14 Dec 2011
Working Paper Series
Drexel University - Department of Finance, University of Chicago - Booth School of Business and University of Virginia - McIntire School of Commerce
Downloads
5,122
5.
The Cross-Section and Time-Series of Stock and Bond Returns
Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65
Posted: 11 Feb 2009
Last Revised: 04 May 2017
Working Paper Series
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
There are 4 versions of this paper
The Cross-Section and Time-Series of Stock and Bond Returns
Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65
Posted: 11 Feb 2009
Last Revised: 04 May 2017
Downloads
3,652
The Cross-Section and Time-Series of Stock and Bond Returns
NYU Working Paper No. 2451/31423
Number of pages: 64
Posted: 13 Jan 2012
Last Revised: 16 Dec 2014
Downloads
704
The Cross-Section and Time-Series of Stock and Bond Returns
NBER Working Paper No. w15688
Number of pages: 68
Posted: 01 Feb 2010
Downloads
241
The Cross-Section and Time-Series of Stock and Bond Returns
CEPR Discussion Paper No. DP9024
Number of pages: 69
Posted: 28 Sep 2012
Downloads
2
Downloads
3,652
6.
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 54
Posted: 26 Mar 2008
Last Revised: 26 Jan 2010
Working Paper Series
University of Notre Dame, New York University (NYU) - Department of Finance and Dartmouth College
There are 2 versions of this paper
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 54
Posted: 26 Mar 2008
Last Revised: 26 Jan 2010
Downloads
2,949
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
NBER Working Paper No. w18050
Number of pages: 42
Posted: 05 May 2012
Downloads
72
Downloads
2,949
7.
Carry Trades and Global Foreign Exchange Volatility
Journal of Finance, Forthcoming, EFA 2009 Bergen Meetings Paper
Number of pages: 93
Posted: 14 Feb 2009
Last Revised: 02 Mar 2011
Accepted Paper Series
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
There are 2 versions of this paper
Carry Trades and Global Foreign Exchange Volatility
Journal of Finance, Forthcoming, EFA 2009 Bergen Meetings Paper
Number of pages: 93
Posted: 14 Feb 2009
Last Revised: 02 Mar 2011
Downloads
2,832
Carry Trades and Global Foreign Exchange Volatility
CEPR Discussion Paper No. DP8291
Number of pages: 95
Posted: 28 Mar 2011
Downloads
17
Downloads
2,832
8.
Measuring Equity Risk with Option-Implied Correlations
EFA 2009 Bergen Meetings Paper
Number of pages: 39
Posted: 16 Nov 2008
Last Revised: 27 Dec 2012
Working Paper Series
INSEAD - Finance and Frankfurt School of Finance & Management
Downloads
2,685
9.
Why Does Corporate Governance Affect Firm Value: Evidence on a Self-Dealing Channel from a Natural Experiment in Korea
Journal of Banking and Finance, Vol. 51, 2015, pp. 131-150, EFA 2009 Bergen Meetings Paper, ECGI - Finance Working Paper No. 103/2005, U of Texas Law, Law and Econ Research Paper No. 51, McCombs Research Paper No. 01-05, KDI School of Pub Policy & Management Paper No. 08/19
Number of pages: 57
Posted: 09 Nov 2005
Last Revised: 12 Feb 2017
Accepted Paper Series
Northwestern University - Pritzker School of Law, Korea University Business School, Korea University - Department of Finance and Korea University - Department of Finance
There are 2 versions of this paper
Why Does Corporate Governance Affect Firm Value: Evidence on a Self-Dealing Channel from a Natural Experiment in Korea
Journal of Banking and Finance, Vol. 51, 2015, pp. 131-150, EFA 2009 Bergen Meetings Paper, ECGI - Finance Working Paper No. 103/2005, U of Texas Law, Law and Econ Research Paper No. 51, McCombs Research Paper No. 01-05, KDI School of Pub Policy & Management Paper No. 08/19
Number of pages: 57
Posted: 09 Nov 2005
Last Revised: 12 Feb 2017
Downloads
2,610
How Corporate Governance Affects Firm Value: Evidence on Channels from Korea
ECGI - Finance Working Paper No. 103/2005, KDI School of Pub Policy & Management Paper No. 08-19, Northwestern Law & Econ Research Paper No. 09-23, U of Texas Law, Law and Econ Research Paper No. 51, McCombs Research Paper Series No. 01-05
Number of pages: 53
Posted: 20 Mar 2009
Last Revised: 24 Jan 2012
Downloads
998
Downloads
2,610
10.
Sovereign Wealth Funds: Investment Choices and Implications Around the World
Number of pages: 49
Posted: 12 Feb 2009
Last Revised: 15 Mar 2011
Working Paper Series
Catolica Lisbon School of Business and Economics
Downloads
2,257
11.
Why do Investors Buy Structured Products?
EFA 2009 Bergen Meetings Paper
Number of pages: 31
Posted: 16 Feb 2009
Last Revised: 18 Aug 2011
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Trier
Downloads
2,255
12.
Corporate Fraud, Governance and Auditing
EFA 2009 Bergen Meetings Paper
Number of pages: 40
Posted: 05 Feb 2009
Last Revised: 02 Mar 2009
Working Paper Series
University of Salerno - Centre for Studies in Economics and Finance (CSEF) and University of Naples Federico II - Department of Economics and Statistics
There are 2 versions of this paper
Corporate Fraud, Governance and Auditing
EFA 2009 Bergen Meetings Paper
Number of pages: 40
Posted: 05 Feb 2009
Last Revised: 02 Mar 2009
Downloads
1,927
Corporate Fraud, Governance and Auditing
CEPR Discussion Paper No. DP7104
Number of pages: 43
Posted: 18 Feb 2009
Downloads
7
Downloads
1,927
13.
Mispricing of Dual-Class Shares: Profit Opportunities, Arbitrage, and Trading
EFA 2009 Bergen Meetings Paper
Number of pages: 60
Posted: 06 Feb 2009
Last Revised: 02 Nov 2009
Working Paper Series
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads
1,926
14.
Are US CEOs Paid More? New International Evidence
EFA 2009 Bergen Meetings Paper, ECGI - Finance Working Paper No. 255/2009, AFA 2011 Denver Meetings Paper
Number of pages: 50
Posted: 12 Feb 2009
Last Revised: 19 Jun 2012
Working Paper Series
Catolica Lisbon School of Business and Economics, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Southern California - Marshall School of Business
Downloads
1,874
15.
Religious Beliefs, Gambling Attitudes, and Financial Market Outcomes
EFA 2009 Bergen Meetings Paper, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 82
Posted: 31 Jan 2009
Last Revised: 04 Apr 2011
Accepted Paper Series
University of Miami - School of Business Administration, Brigham Young University and Tilburg University - Department of Finance
Downloads
1,857
16.
Aggregate Idiosyncratic Volatility
AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 63
Posted: 25 Mar 2008
Last Revised: 28 Jun 2011
Working Paper Series
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Tsinghua University - PBC School of Finance
There are 3 versions of this paper
Aggregate Idiosyncratic Volatility
AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 63
Posted: 25 Mar 2008
Last Revised: 28 Jun 2011
Downloads
1,812
Aggregate Idiosyncratic Volatility
NBER Working Paper No. w16058
Number of pages: 75
Posted: 07 Jun 2010
Downloads
30
Aggregate Idiosyncratic Volatility
CEPR Discussion Paper No. DP8149
Number of pages: 65
Posted: 27 Dec 2010
Downloads
3
Downloads
1,812
17.
Dynamic Hedging in Incomplete Markets: A Simple Solution
AFA 2012 Chicago Meetings Paper
Number of pages: 49
Posted: 07 Nov 2008
Last Revised: 12 May 2011
Working Paper Series
London Business School and London School of Economics and Political Science
There are 2 versions of this paper
Dynamic Hedging in Incomplete Markets: A Simple Solution
AFA 2012 Chicago Meetings Paper
Number of pages: 49
Posted: 07 Nov 2008
Last Revised: 12 May 2011
Downloads
1,723
Dynamic Hedging in Incomplete Markets: A Simple Solution
CEPR Discussion Paper No. DP8402
Number of pages: 51
Posted: 26 May 2011
Downloads
6
Downloads
1,723
18.
Fundamentals, Trader Activity and Derivative Pricing
EFA 2009 Bergen Meetings Paper
Number of pages: 56
Posted: 02 Mar 2007
Last Revised: 13 Feb 2009
Working Paper Series
ADIA, Standard Chartered Bank, American University - Department of Finance and Real Estate, affiliation not provided to SSRN and University of Illinois at Urbana-Champaign
Downloads
1,665
19.
Optimal Liquidation in Dark Pools
EFA 2009 Bergen Meetings Paper
Number of pages: 59
Posted: 17 Feb 2009
Last Revised: 18 Apr 2014
Working Paper Series
Humboldt University of Berlin and AHL (Man Investments)
There are 2 versions of this paper
Optimal Liquidation in Dark Pools
EFA 2009 Bergen Meetings Paper
Number of pages: 59
Posted: 17 Feb 2009
Last Revised: 18 Apr 2014
Downloads
1,544
Optimal Liquidation in Dark Pools
Quantitative Finance, Forthcoming
Number of pages: 33
Posted: 05 Dec 2015
Downloads
86
Downloads
1,544
20.
The Life Cycle of Family Ownership: International Evidence
EFA 2009 Bergen Meetings Paper, AFA 2009 San Francisco Meetings Paper, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68
Posted: 06 Mar 2008
Last Revised: 25 Oct 2011
Working Paper Series
London Business School - Institute of Finance and Accounting, University of Oxford - Said Business School, City University London - Faculty of Finance and Bocconi University - Department of Finance
Downloads
1,512
21.
Private Equity and Long-Run Investment: The Case of Innovation
EFA 2009 Bergen Meetings Paper
Number of pages: 49
Posted: 17 Feb 2008
Last Revised: 25 Oct 2014
Working Paper Series
Copenhagen Business School, Swedish House of Finance and Harvard Business School - Finance Unit
There are 3 versions of this paper
Private Equity and Long-Run Investment: The Case of Innovation
EFA 2009 Bergen Meetings Paper
Number of pages: 49
Posted: 17 Feb 2008
Last Revised: 25 Oct 2014
Downloads
1,439
Private Equity and Long-Run Investment: The Case of Innovation
The Journal of Finance, Vol. 66, No. 2, pp. 445-477, 2010
Number of pages: 57
Posted: 27 Oct 2011
Downloads
174
Private Equity and Long-Run Investment: The Case of Innovation
NBER Working Paper No. w14623
Number of pages: 50
Posted: 15 Jan 2009
Last Revised: 13 Jan 2015
Downloads
80
Downloads
1,439
22.
Estimating Security Betas Using Prior Information Based on Firm Fundamentals
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper, WFA 2009 San Diego Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 60
Posted: 13 Feb 2009
Last Revised: 25 Feb 2017
Working Paper Series
Erasmus University - Rotterdam School of Management, Tilburg University - Department of Finance, Maastricht University - Department of Finance and Maastricht University
Downloads
1,331
23.
The Dynamics of Sovereign Credit Risk
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 37
Posted: 13 Dec 2007
Last Revised: 23 Sep 2013
Accepted Paper Series
HEC Montréal
Downloads
1,298
24.
Leverage and Pricing in Buyouts: An Empirical Analysis
EFA 2009 Bergen Meetings Paper
Number of pages: 53
Posted: 19 Feb 2009
Working Paper Series
London School of Economics, Swedish House of Finance, University of Oxford - Said Business School and Ohio State University (OSU) - Department of Finance
Downloads
1,274
25.
The Diminishing Liquidity Premium
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 60
Posted: 19 Mar 2008
Last Revised: 02 Aug 2013
Working Paper Series
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Washington University in St. Louis - John M. Olin Business School and Tel Aviv University - Coller School of Management
Downloads
1,252
26.
A Statistical Arbitrage FX Trading System Based on Short Term FX Volatility Swings Forecasting with Institutional Data on JPY Based Investment Flows Into US Markets
Number of pages: 17
Posted: 20 Jul 2009
Last Revised: 01 Oct 2009
Working Paper Series
Independent
Downloads
1,214
27.
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
Journal of Finance, Forthcoming
Number of pages: 52
Posted: 17 Feb 2009
Last Revised: 16 Sep 2013
Accepted Paper Series
University of Chicago - Booth School of Business, Swiss Finance Institute and Boston University - Department of Finance & Economics
Downloads
1,169
28.
Bond Liquidity Premia
Review of Financial Studies, (2012) 25 (4):1207-1254, EFA 2009 Bergen Meetings Paper
Number of pages: 60
Posted: 01 Mar 2007
Last Revised: 22 Nov 2012
Accepted Paper Series
Bank of Canada and Université de Montréal - CIREQ - Département de sciences économiques
Downloads
1,165
29.
The Value of Independent Directors: Evidence from Sudden Deaths
Journal of Financial Economics, Volume 98, Issue 3, December 2010, pages 550-567
Number of pages: 39
Posted: 16 Feb 2009
Last Revised: 30 Mar 2015
Accepted Paper Series
University of Cambridge Judge Business School and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads
1,131
30.
Tiebreaker: Certification and Multiple Credit Ratings
Yale ICF Working Paper No. 08-27, EFA 2009 Bergen Meetings Paper, AFA 2011 Denver Meetings Paper
Number of pages: 65
Posted: 29 Nov 2008
Last Revised: 10 Sep 2011
Working Paper Series
Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance
There are 2 versions of this paper
Tiebreaker: Certification and Multiple Credit Ratings
Yale ICF Working Paper No. 08-27, EFA 2009 Bergen Meetings Paper, AFA 2011 Denver Meetings Paper
Number of pages: 65
Posted: 29 Nov 2008
Last Revised: 10 Sep 2011
Downloads
1,053
Tiebreaker: Certification and Multiple Credit Ratings
NBER Working Paper No. w15331
Number of pages: 66
Posted: 15 Sep 2009
Last Revised: 12 Oct 2009
Downloads
52
Downloads
1,053
31.
Liquidity Cycles and Make/Take Fees in Electronic Markets
Journal of Finance, Fforthcoming, EFA 2009 Bergen Meetings Paper
Number of pages: 71
Posted: 16 Feb 2009
Last Revised: 15 Mar 2013
Accepted Paper Series
HEC Paris - Finance Department, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics
There are 2 versions of this paper
Liquidity Cycles and Make/Take Fees in Electronic Markets
Journal of Finance, Fforthcoming, EFA 2009 Bergen Meetings Paper
Number of pages: 71
Posted: 16 Feb 2009
Last Revised: 15 Mar 2013
Downloads
1,023
Liquidity Cycles and Make/Take Fees in Electronic Markets
CEPR Discussion Paper No. DP7551
Number of pages: 50
Posted: 11 Jan 2010
Downloads
3
Downloads
1,023
32.
Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?
EFA 2009 Bergen Meetings Paper
Number of pages: 183
Posted: 22 Nov 2006
Last Revised: 03 Feb 2013
Working Paper Series
University of Queensland - Business School
Downloads
982
33.
Institutional Investment in Syndicated Loans
UBC Winter Finance Conference 2008 Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 45
Posted: 19 Mar 2008
Last Revised: 20 Jul 2015
Working Paper Series
Brandeis University - International Business School and affiliation not provided to SSRN
Downloads
976
34.
Costs and Benefits of 'Friendly' Boards during Mergers and Acquisitions
EFA 2009 Bergen Meetings Paper
Number of pages: 51
Posted: 13 Mar 2014
Last Revised: 13 Mar 2014
Working Paper Series
Emory University - Goizueta Business School
Downloads
948
35.
Estimating Equity Premia from CDS Spreads
EFA 2009 Bergen Meetings Paper
Number of pages: 30
Posted: 16 Oct 2007
Last Revised: 22 Jun 2016
Working Paper Series
Technische Universität München (TUM) and Frankfurt School of Finance & Management
Downloads
917
36.
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 57
Posted: 14 Mar 2008
Last Revised: 15 Dec 2015
Working Paper Series
New York University - Leonard N. Stern School of Business, Imperial College London and University of California, Los Angeles (UCLA) - Anderson School of Management
There are 6 versions of this paper
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 57
Posted: 14 Mar 2008
Last Revised: 15 Dec 2015
Downloads
810
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51
Posted: 09 Mar 2009
Last Revised: 08 Jan 2013
Downloads
504
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NYU Working Paper No. 2451/29543
Number of pages: 57
Posted: 10 Sep 2013
Downloads
52
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NBER Working Paper No. w16875
Number of pages: 57
Posted: 14 Mar 2011
Downloads
34
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
CEPR Discussion Paper No. DP7327
Number of pages: 57
Posted: 15 Jul 2009
Downloads
1
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NYU Working Paper No. 2451/29543, Columbia Business School Research Paper No. 13-48
Posted: 26 Jun 2013
Downloads
810
37.
The Credit Ratings Game
EFA 2009 Bergen Meetings Paper
Number of pages: 46
Posted: 16 Feb 2009
Working Paper Series
Columbia Business School - Department of Economics, Universitat Pompeu Fabra and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
There are 3 versions of this paper
Downloads
810
The Credit Ratings Game
NBER Working Paper No. w14712
Number of pages: 47
Posted: 17 Feb 2009
Last Revised: 14 Sep 2010
Downloads
106
Downloads
810
38.
Red and Blue Investing: Values and Finance
Simon School Working Paper No. FR 09-06, EFA 2009 Bergen Meetings Paper
Number of pages: 51
Posted: 10 Aug 2008
Last Revised: 18 Mar 2010
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Carroll School of Management, Boston College
Downloads
800
39.
Consumption Volatility Risk
Journal of Finance, Forthcoming
Number of pages: 40
Posted: 11 Feb 2009
Last Revised: 18 Oct 2012
Accepted Paper Series
Arizona State University (ASU) - Finance Department and Carnegie Mellon University - David A. Tepper School of Business
Downloads
795
40.
On the Real Effects of Bank Bailouts: Micro-Evidence from Japan
EFA 2009 Bergen Meetings Paper, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 260/2009, FEEM Working Paper No. 103.2009
Number of pages: 52
Posted: 20 Apr 2009
Last Revised: 09 Nov 2018
Working Paper Series
Stockholm School of Economics and Michigan State University - Eli Broad Graduate School of Management
There are 3 versions of this paper
On the Real Effects of Bank Bailouts: Micro-Evidence from Japan
EFA 2009 Bergen Meetings Paper, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 260/2009, FEEM Working Paper No. 103.2009
Number of pages: 52
Posted: 20 Apr 2009
Last Revised: 09 Nov 2018
Downloads
782
On the Real Effects of Bank Bailouts: Micro-Evidence from Japan
Number of pages: 41
Posted: 06 Apr 2012
Downloads
29
On the Real Effects of Bank Bailouts: Micro-Evidence from Japan
CEPR Discussion Paper No. DP7441
Number of pages: 43
Posted: 07 Oct 2009
Downloads
4
Downloads
782
41.
The Cost of Financial Distress and the Timing of Default
EFA 2009 Bergen Meetings Paper
Number of pages: 50
Posted: 04 Feb 2009
Last Revised: 26 May 2009
Working Paper Series
University of Toronto - Rotman School of Management, Foster School of Business, University of Washington and McGill University
Downloads
742
42.
Prospect Theory, Liquidation and the Disposition Effect
EFA 2009 Bergen Meetings Paper
Number of pages: 34
Posted: 17 Feb 2009
Last Revised: 03 Oct 2011
Working Paper Series
University of Warwick
Downloads
737
43.
Liquidity and Shareholder Activism
Forthcoming The Review of Financial Studies
Number of pages: 48
Posted: 16 Feb 2009
Last Revised: 21 Jun 2014
Accepted Paper Series
BI Norwegian Business School - Department of Financial Economics, BI Norwegian Business School, Department of Finance and BI Norwegian Business School
Downloads
734
44.
Oil Price Shocks and Stock Return Predictability
EFA 2009 Bergen Meetings Paper
Number of pages: 46
Posted: 11 Feb 2009
Last Revised: 20 Aug 2009
Working Paper Series
Norwegian School of Economics (NHH) - Department of Finance
Downloads
699
45.
Lévy Jump Risk: Evidence from Options and Returns
EFA 2009 Bergen Meetings, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49
Posted: 13 Sep 2008
Last Revised: 10 Aug 2013
Accepted Paper Series
University of Toronto - Rotman School of Management
Downloads
672
46.
Rating-Based Investment Practices and Bond Market Segmentation
WFA 2012 Las Vegas Meetings Paper, Swiss Finance Institute Research Paper No. 10-30
Number of pages: 62
Posted: 16 Feb 2009
Last Revised: 27 Jun 2014
Working Paper Series
School of Finance, Shanghai University of Finance and Economics, Moody's Research Labs, University of Lausanne and Carnegie Mellon University - David A. Tepper School of Business
Downloads
666
47.
Rollover Risk and Market Freezes
EFA 2009 Bergen Meetings Paper
Number of pages: 60
Posted: 11 Jan 2009
Last Revised: 09 Aug 2010
Working Paper Series
New York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Economics and University of Amsterdam - Faculty of Economics and Business (FEB)
There are 4 versions of this paper
Rollover Risk and Market Freezes
EFA 2009 Bergen Meetings Paper
Number of pages: 60
Posted: 11 Jan 2009
Last Revised: 09 Aug 2010
Downloads
657
Rollover Risk and Market Freezes
NYU Working Paper No. FIN-08-030
Number of pages: 60
Posted: 09 Mar 2009
Last Revised: 09 Aug 2010
Downloads
211
Rollover Risk and Market Freezes
NBER Working Paper No. w15674
Number of pages: 44
Posted: 25 Jan 2010
Downloads
63
Rollover Risk and Market Freezes
CEPR Discussion Paper No. DP7122
Number of pages: 56
Posted: 18 Feb 2009
Downloads
5
Downloads
657
48.
The Costs of Being Private: Evidence from the Loan Market
Review of Financial Studies, Forthcoming
Number of pages: 57
Posted: 01 Feb 2009
Last Revised: 30 May 2011
Accepted Paper Series
New York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
Downloads
643
49.
Bank Capital, Borrower Power, and Loan Rates
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 49
Posted: 18 Feb 2009
Last Revised: 01 Feb 2014
Working Paper Series
Federal Reserve Bank of New York and University of Minnesota - Twin Cities - Carlson School of Management
Downloads
634
50.
The Year-End Trading Activities of Institutional Investors: Evidence from Daily Trades
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen Meetings Paper, University of Alberta School of Business Research Paper No. 2014-11
Number of pages: 39
Posted: 15 Feb 2009
Last Revised: 08 Dec 2013
Accepted Paper Series
Hong Kong Polytechnic University - School of Accounting and Finance, Georgetown University - Department of Finance, Boston College - Department of Finance and University of Central Florida - College of Business Administration
Downloads
628
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