Mortgage Credit Ratings and the Financial Crisis: The Need for a State-Run Mortgage Security Credit Rating Agency
The Reaction of Emerging Market Credit Default Swap Spreads to Sovereign Credit Rating Changes
Tinbergen's Cycle: An Arithmetic Error
Strategic Allocation: The Role of Corporate Bond Indices?
How Important is the Financial Press in Global Markets?
Who Disciplines Bank Managers?
There are 3 versions of this paper
Who Disciplines Bank Managers?
Who Disciplines Bank Managers?
Correlation in Corporate Defaults: Contagion or Conditional Independence?
There are 3 versions of this paper
Correlation in Corporate Defaults: Contagion or Conditional Independence?
Correlation in Corporate Defaults: Contagion or Conditional Independence?
Correlation in Corporate Defaults: Contagion or Conditional Independence?
Does Governance Travel around the World? Evidence from Institutional Investors
There are 2 versions of this paper
Does Governance Travel around the World? Evidence from Institutional Investors
Does Governance Travel Around the World? Evidence from Institutional Investors
Asset Pricing with Left-Skewed Long-Run Risk in Durable Consumption
Dynamic Trading with Predictable Returns and Transaction Costs
There are 3 versions of this paper
Dynamic Trading with Predictable Returns and Transaction Costs
Dynamic Trading with Predictable Returns and Transaction Costs
Dynamic Trading with Predictable Returns and Transaction Costs
Are Analysts’ Forecasts Informative to the General Public?
Ending 'To Big To Fail': Government Promises vs. Investor Perceptions
Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act
There are 2 versions of this paper
Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act
Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act
A Reference Point Theory of Mergers and Acquisitions
There are 3 versions of this paper
A Reference Point Theory of Mergers and Acquisitions
A Reference Point Theory of Mergers and Acquisitions
A Reference Point Theory of Mergers and Acquisitions
Giants at the Gate: Investment Returns and Diseconomies of Scale in Private Equity
Global, Local, and Contagious Investor Sentiment
There are 2 versions of this paper
Global, Local, and Contagious Investor Sentiment
Global, Local, and Contagious Investor Sentiment
A New Perspective on Gaussian Dynamic Term Structure Models
Are All CEOs above Average? An Empirical Analysis of Compensation Peer Groups and Pay Design
What is the Shape of the Risk-Return Relation?
Managerial Overconfidence and Corporate Risk Management
There are 2 versions of this paper
Managerial Overconfidence and Corporate Risk Management
Managerial Overconfidence and Corporate Risk Management
What Does Equity Sector Orderflow Tell Us About the Economy?
There are 4 versions of this paper
What Does Equity Sector Orderflow Tell Us About the Economy?
What Does Equity Sector Orderflow Tell Us About the Economy?
What Does Equity Sector Orderflow Tell Us about the Economy?
What Does Equity Sector Orderflow Tell Us About the Economy?
Equity Markets and Institutions: The Case of Japan
The Impact of Corruption on State Asset Sales - Evidence from China
Tit-for-Tat Compensation
Benefits of Focus vs. Heterogeneity: An Analysis of Corporate Boards
Competition, Financial Innovation and Specialization in Credit Markets
There are 2 versions of this paper
Competition, Financial Innovation, and Commercial Bank Loan Portfolios
Competition, Financial Innovation and Specialization in Credit Markets
Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
There are 5 versions of this paper
Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
Auctioned IPOs: The U.S. Evidence
There are 3 versions of this paper
Auctioned IPOs: The U.S. Evidence
Auctioned IPOs: The U.S. Evidence
Auctioned IPOs: The U.S. Evidence
Strategic Order Submission and Cancellation in Pre-Opening Periods: The Case of IPO Firms
Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices
In Search of Attention
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
There are 2 versions of this paper
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
What Does Futures Market Interest Tell Us About the Macroeconomy and Asset Prices?
Did Subjectivity Play a Role in CDO Credit Ratings?
Peer Choice in CEO Compensation
There are 2 versions of this paper
Peer Choice in CEO Compensation
Peer Choice in CEO Compensation
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
There are 3 versions of this paper
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
Option Mispricing Around Nontrading Periods
The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?
Macroeconomic Uncertainty and Asset Prices: A Stochastic Volatility Model
Covariance Estimation in Dynamic Portfolio Optimization: A Realized Single Factor Model
Government Bonds and the Cross-Section of Stock Returns
There are 9 versions of this paper
Government Bonds and the Cross-Section of Stock Returns
Comovement and Predictability Relationships between Bonds and the Cross-Section of Stocks
Comovement and Predictability Relationships between Bonds and the Cross-Section of Stocks
Comovement and Predictability Relationships between Bonds and the Cross-Section of Stocks
Government Bonds and the Cross-Section of Stock Returns
Comovement and Predictability Relationships between Bonds and the Cross-Section of Stocks
Comovement and Predictability Relationships between Bonds and Thecross-Section of Stocks
Comovement and Predictability Relationships between Bonds and the Cross-Section of Stocks
Government Bonds and the Cross-Section of Stock Returnsâæ
Dynamic Trading and Asset Prices: Keynes Vs. Hayek
There are 4 versions of this paper
Dynamic Trading and Asset Prices: Keynes vs. Hayek
Dynamic Trading and Asset Prices: Keynes Vs. Hayek
Dynamic Trading and Asset Prices: Keynes vs. Hayek
Dynamic Trading and Asset Prices: Keynes Vs. Hayek
Endogenous Benchmarks
There are 2 versions of this paper
Mutual Fund Performance Evaluation with Active Peer Benchmarks
Value and Momentum Everywhere
There are 2 versions of this paper
Value and Momentum Everywhere
Value and Momentum Everywhere
Option Prices and the Probability of Success of Cash Mergers
IQ, Trading Behavior, and Performance
Institutions, Public Debt and Foreign Finance
There are 2 versions of this paper
Institutions, Public Debt and Foreign Finance
Asset Prices with Heterogeneity in Preferences and Beliefs
There are 2 versions of this paper
Asset Prices with Heterogeneity in Preferences and Beliefs
Asset Prices with Heterogeneity in Preferences and Beliefs
A Unified Theory of Tobin's Q, Corporate Investment, Financing, and Risk Management
There are 2 versions of this paper