1.
Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F Filings
AFA 2011 Denver Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 47
Posted: 15 Mar 2012
Last Revised: 04 Sep 2013
Accepted Paper Series
Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - Finance Department and Georgia State University
Downloads
416
2.
Agency Problems in Public Firms: Evidence from Corporate Jets in Leveraged Buyouts
AFA 2011 Denver Meetings Paper, FEDS Working Paper, 2011-15, Journal of Finance, Forthcoming
Number of pages: 73
Posted: 04 Feb 2011
Last Revised: 31 Oct 2011
Accepted Paper Series
JP Morgan
Downloads
546
3.
The Origins of Savings Behavior
AFA 2011 Denver Meetings Paper
Number of pages: 54
Posted: 28 Jul 2010
Last Revised: 16 Nov 2013
Working Paper Series
University of Miami - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads
1,569
4.
Style Migration and the Cross-Section of Stock Returns
AFA 2011 Denver Meetings Paper, UIC College of Business Administration Research Paper No. 10-05
Number of pages: 56
Posted: 19 May 2010
Last Revised: 02 Jan 2011
Working Paper Series
University of Illinois at Chicago - Department of Finance and University of Maryland - Robert H. Smith School of Business
Downloads
491
5.
Is Information Risk Priced? Evidence from the Price Discovery of Large Trades
AFA 2011 Denver Meetings Paper
Number of pages: 68
Posted: 02 Apr 2010
Last Revised: 20 Sep 2011
Working Paper Series
Eastspring Investment and Nanyang Business School, Nanyang Technological University
There are 4 versions of this paper
Is Information Risk Priced? Evidence from the Price Discovery of Large Trades
AFA 2011 Denver Meetings Paper
Number of pages: 68
Posted: 02 Apr 2010
Last Revised: 20 Sep 2011
Downloads
261
Is Information Risk Priced?: Evidence from the Price Discovery of Large Trades
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 68
Posted: 26 Aug 2008
Last Revised: 15 Oct 2010
Downloads
207
Is Information Risk Priced? Evidence from the Price Discovery of Large Trades
Number of pages: 66
Posted: 12 Mar 2009
Downloads
181
Price Discovery Function of Large Trades and the Cross-Section of Expected Stock Returns
Number of pages: 64
Posted: 07 Oct 2010
Last Revised: 21 Sep 2011
Downloads
160
Downloads
261
6.
Private Placements, Regulatory Restrictions and Firm Value: Theory and Evidence from the Indian Market
AFA 2011 Denver Meetings Paper
Number of pages: 67
Posted: 26 Mar 2010
Last Revised: 08 Aug 2012
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, RMIT University and Indian Institute of Management Bangalore
There are 3 versions of this paper
Private Placements, Regulatory Restrictions and Firm Value: Theory and Evidence from the Indian Market
AFA 2011 Denver Meetings Paper
Number of pages: 67
Posted: 26 Mar 2010
Last Revised: 08 Aug 2012
Downloads
254
Private Placements, Regulatory Restrictions and Firm Value: Theory and Evidence from the Indian Market
Number of pages: 67
Posted: 14 Nov 2010
Last Revised: 08 Aug 2012
Downloads
74
Private Placements, Regulatory Restrictions and Firm Value: Theory and Evidence from the Indian Market
Number of pages: 59
Posted: 25 Nov 2010
Downloads
37
Downloads
254
7.
How Do Retirees Value Life Annuities? Evidence from Public Employees
AFA 2011 Denver Meetings Paper
Number of pages: 48
Posted: 23 Mar 2010
Last Revised: 12 Feb 2012
Working Paper Series
University of Oregon and Boston College - Department of Finance
There are 2 versions of this paper
How Do Retirees Value Life Annuities? Evidence from Public Employees
AFA 2011 Denver Meetings Paper
Number of pages: 48
Posted: 23 Mar 2010
Last Revised: 12 Feb 2012
Downloads
133
How Do Retirees Value Life Annuities? Evidence from Public Employees
NBER Working Paper No. w15608
Number of pages: 49
Posted: 28 Dec 2009
Last Revised: 24 Feb 2022
Downloads
36
Downloads
133
8.
Mergers and Acquisitions Accounting and the Diversification Discount
Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 30
Posted: 22 Mar 2010
Last Revised: 08 May 2013
Accepted Paper Series
Imperial College London
Downloads
1,043
9.
Measuring Systemic Risk
AFA 2011 Denver Meetings Paper
Number of pages: 46
Posted: 22 Mar 2010
Last Revised: 09 Aug 2010
Working Paper Series
ProfessorNew York University - Leonard N. Stern School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Measuring Systemic Risk
AFA 2011 Denver Meetings Paper
Number of pages: 46
Posted: 22 Mar 2010
Last Revised: 09 Aug 2010
Downloads
6,331
Downloads
14
Downloads
6,331
10.
What Broker Charges Reveal About Subprime Mortgage Credit Risk
Number of pages: 46
Posted: 22 Mar 2010
Last Revised: 09 Jun 2020
Working Paper Series
Australian National University, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
There are 3 versions of this paper
What Broker Charges Reveal About Subprime Mortgage Credit Risk
Number of pages: 46
Posted: 22 Mar 2010
Last Revised: 09 Jun 2020
Downloads
434
The Role of Mortgage Brokers in the Subprime Crisis
NBER Working Paper No. w16175
Number of pages: 67
Posted: 12 Jul 2010
Last Revised: 27 Feb 2022
Downloads
63
What Broker Charges Reveal about Mortgage Credit Risk
Sveriges Riksbank Working Paper Series No. 336, Riksbank Research Paper Series No. 160
Number of pages: 63
Posted: 07 Mar 2017
Downloads
56
Downloads
434
11.
The Cross-Section of Expected Stock Returns: Learning about Distress and Predictability in Heterogeneous Orchards
AFA 2011 Denver Meetings Paper
Number of pages: 84
Posted: 22 Mar 2010
Last Revised: 26 Oct 2010
Working Paper Series
Imperial College Business School, IE Business School and University of Geneva
Downloads
338
12.
Evaporating Liquidity
AFA 2011 Denver Meetings Paper
Number of pages: 49
Posted: 22 Mar 2010
Last Revised: 23 Jul 2011
Working Paper Series
University of Chicago - Booth School of Business
There are 3 versions of this paper
Evaporating Liquidity
NBER Working Paper No. w17653
Number of pages: 57
Posted: 12 Dec 2011
Last Revised: 28 Mar 2021
Downloads
598
Evaporating Liquidity
AFA 2011 Denver Meetings Paper
Number of pages: 49
Posted: 22 Mar 2010
Last Revised: 23 Jul 2011
Downloads
296
Downloads
5
Downloads
296
13.
Asymmetric Information, Endogenous Illiquidity, and Asset Pricing with Imperfect Competition
AFA 2011 Denver Meetings Paper
Number of pages: 45
Posted: 22 Mar 2010
Last Revised: 26 Dec 2010
Working Paper Series
Washington University in St. Louis - Olin Business School and City University of NY, Baruch College, Zicklin School of Business
There are 2 versions of this paper
Asymmetric Information, Endogenous Illiquidity, and Asset Pricing with Imperfect Competition
AFA 2011 Denver Meetings Paper
Number of pages: 45
Posted: 22 Mar 2010
Last Revised: 26 Dec 2010
Downloads
278
Market Making with Asymmetric Information and Inventory Risk
Journal of Economic Theory, Vol. 163, 2016
Number of pages: 55
Posted: 22 Nov 2009
Last Revised: 30 Aug 2017
Downloads
176
Downloads
278
14.
Credit Rating and Competition
22nd Australasian Finance and Banking Conference 2009, AFA 2011 Denver Meetings Paper
Number of pages: 44
Posted: 21 Mar 2010
Last Revised: 02 Aug 2012
Working Paper Series
School of Economics and Finance, Queen Mary University of London, International Monetary Fund (IMF) and Bank of England
Downloads
921
15.
The Ownership and Trading of Debt Claims in Chapter 11 Restructurings
Journal of Financial Economics (JFE), 119 (2), 316-335, 2015
Number of pages: 47
Posted: 19 Mar 2010
Last Revised: 17 Jan 2017
Accepted Paper Series
Harvard University, Brigham Young University and University of Virginia - McIntire School of Commerce
Downloads
1,596
16.
Fails-to-Deliver, Short Selling, and Market Quality
Journal of Financial Economics (JFE), Vol. 114, No. 3, 493-516
Posted: 19 Mar 2010
Last Revised: 12 Dec 2014
Accepted Paper Series
School of Management, University at Buffalo (SUNY), Lancaster University - Department of Accounting and Finance and University of Oklahoma Price College of Business
17.
Do Non-Executive Employees Have Information? Evidence from Employee Stock Purchase Plans
AFA 2011 Denver Meetings Paper, Forthcoming in Management Science
Number of pages: 50
Posted: 19 Mar 2010
Last Revised: 23 Apr 2015
Accepted Paper Series
Arizona State University and University of New South Wales (UNSW)
Downloads
560
18.
Globalizing the Boardroom - The Effects of Foreign Directors on Corporate Governance and Firm Performance
Journal of Accounting & Economics (JAE), Forthcoming, AFA 2011 Denver Meetings Paper, ECGI - Finance Working Paper No. 242/2009
Number of pages: 69
Posted: 19 Mar 2010
Last Revised: 08 Jan 2012
Accepted Paper Series
University of New South Wales, Sydney, The Chinese University of Hong Kong, Shenzhen and University of Delaware - Lerner College of Business and Economics
Downloads
1,714
19.
The Value of Investment Banking Relationships: Evidence from the Collapse of Lehman Brothers
Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 63
Posted: 19 Mar 2010
Last Revised: 04 May 2011
Working Paper Series
University of Oklahoma - Michael F. Price College of Business, Wichita State University - W. Frank Barton School of Business and University of Oklahoma
Downloads
877
20.
The Role of Stock Ownership by US Members of Congress on the Market for Political Favors
AFA 2011 Denver Meetings Paper
Number of pages: 81
Posted: 19 Mar 2010
Last Revised: 30 Jan 2014
Working Paper Series
London Business School
Downloads
689
21.
Hedge Fund Activism and Bank Loan Contracting
AFA 2011 Denver Meetings Paper
Number of pages: 47
Posted: 19 Mar 2010
Last Revised: 18 Sep 2011
Working Paper Series
Virginia Tech - Pamplin College of Business and Arizona State University (ASU) - School of Accountancy
Downloads
586
22.
Disaster Risk and Business Cycles
AFA 2011 Denver Meetings Paper
Number of pages: 49
Posted: 19 Mar 2010
Working Paper Series
Federal Reserve Bank of Chicago
Downloads
253
23.
Cyclicality of Credit Supply: Firm Level Evidence
Harvard Business School Finance Working Paper No. 10-107 , AFA 2011 Denver Meetings Paper, Journal of Monetary Economics, Vol. 62 (C), 76-93, 2014
Number of pages: 48
Posted: 18 Mar 2010
Last Revised: 15 Feb 2018
Accepted Paper Series
Harvard University and Stockholm School of Economics
There are 2 versions of this paper
Cyclicality of Credit Supply: Firm Level Evidence
Harvard Business School Finance Working Paper No. 10-107 , AFA 2011 Denver Meetings Paper, Journal of Monetary Economics, Vol. 62 (C), 76-93, 2014
Number of pages: 48
Posted: 18 Mar 2010
Last Revised: 15 Feb 2018
Downloads
1,619
Cyclicality of Credit Supply: Firm Level Evidence
NBER Working Paper No. w17392
Number of pages: 47
Posted: 21 Sep 2011
Last Revised: 09 Jan 2022
Downloads
36
Downloads
1,619
24.
Combining Banking with Private Equity Investing
AFA 2011 Denver Meetings Paper, Harvard Business School Finance Working Paper No. 10-106, Review of Financial Studies, 26 (9), 2137-2173, 2013
Number of pages: 47
Posted: 18 Mar 2010
Last Revised: 15 Feb 2018
Accepted Paper Series
INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit
Downloads
1,765
25.
The Skew Risk Premium in the Equity Index Market
Review of Financial Studies (2013), 26, 2174-2203, AFA 2011 Denver Meetings Paper, WBS Finance Group Research Paper No. 139
Number of pages: 34
Posted: 18 Mar 2010
Last Revised: 23 Dec 2019
Accepted Paper Series
University of Warwick - Warwick Business School, City University London - Faculty of Finance and University of Lugano - Institute of Finance
There are 2 versions of this paper
The Skew Risk Premium in the Equity Index Market
Review of Financial Studies (2013), 26, 2174-2203, AFA 2011 Denver Meetings Paper, WBS Finance Group Research Paper No. 139
Number of pages: 34
Posted: 18 Mar 2010
Last Revised: 23 Dec 2019
Downloads
2,347
The Skew Risk Premium in the Equity Index Market
WBS Finance Group Research Paper No. 228
Number of pages: 34
Posted: 18 Feb 2015
Downloads
119
Downloads
2,347
26.
Are Analysts' Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays
Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 53
Posted: 18 Mar 2010
Last Revised: 26 Oct 2015
Accepted Paper Series
University of South Florida, Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Finance AreaGeorgia Institute of Technology - Finance Area and University of Toronto - Rotman School of Management
Downloads
882
27.
Determinants of Dividend Smoothing: Empirical Evidence
AFA 2011 Denver Meetings Paper, Johnson School Research Paper Series No. 18-2010
Number of pages: 74
Posted: 18 Mar 2010
Last Revised: 02 Jul 2011
Working Paper Series
Washington University in St. Louis - Olin Business School and The University of Hong Kong
Downloads
1,344
28.
Does the Location of Directors Matter? Information Acquisition and Board Decisions
AFA 2011 Denver Meetings Paper
Number of pages: 56
Posted: 18 Mar 2010
Last Revised: 28 Jul 2012
Working Paper Series
University of North Texas, College of Business Administration, Department of Finance, Insurance Real Estate and Law, Georgia State University - Robinson College of Business, Daniels College of Business, University of Denver and Georgia State University - Department of Finance
Downloads
820
29.
Rare Disasters and Risk Sharing with Heterogeneous Beliefs
AFA 2011 Denver Meetings Paper
Number of pages: 49
Posted: 18 Mar 2010
Last Revised: 02 Sep 2013
Working Paper Series
Massachusetts Institute of Technology, University of Southern California - Department of Finance and Business Economics and Finance Dept., Pamplin College of Business, Virginia Tech
There are 2 versions of this paper
Rare Disasters and Risk Sharing with Heterogeneous Beliefs
AFA 2011 Denver Meetings Paper
Number of pages: 49
Posted: 18 Mar 2010
Last Revised: 02 Sep 2013
Downloads
805
Rare Disasters and Risk Sharing with Heterogeneous Beliefs
NBER Working Paper No. w16035
Number of pages: 52
Posted: 04 Jun 2010
Last Revised: 25 Apr 2022
Downloads
44
Downloads
805
30.
Does Enforcement of Intellectual Property Rights Matter in China? Evidence from Financing and Investment Choices in the High Tech Industry
AFA 2011 Denver Meetings Paper
Number of pages: 47
Posted: 18 Mar 2010
Last Revised: 21 Dec 2010
Working Paper Series
Florida State University, Xiamen University and Florida State University - College of Business
Downloads
552
31.
Does Media Coverage of Stocks Affect Mutual Funds’ Trading and Performance?
Forthcoming in Review of Financial Studies
Number of pages: 42
Posted: 18 Mar 2010
Last Revised: 25 Sep 2014
Accepted Paper Series
INSEAD - Finance, INSEAD - Finance and University of California, Irvine - Paul Merage School of Business
Downloads
431
32.
Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates: Evidence from Lending Standards
AFA 2011 Denver Meetings Paper
Number of pages: 57
Posted: 18 Mar 2010
Working Paper Series
Imperial College London and European Central Bank (ECB)
Downloads
393
33.
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 70
Posted: 18 Mar 2010
Last Revised: 08 Aug 2012
Accepted Paper Series
University of Pennsylvania - Finance Department
There are 2 versions of this paper
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 70
Posted: 18 Mar 2010
Last Revised: 08 Aug 2012
Downloads
244
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
NBER Working Paper No. w14386
Number of pages: 70
Posted: 10 Oct 2008
Last Revised: 24 Apr 2022
Downloads
61
Downloads
244
34.
Why Surplus Consumption in the Habit Model May Be Less Persistent than You Think
AFA 2011 Denver Meetings Paper
Number of pages: 49
Posted: 18 Mar 2010
Working Paper Series
New York University (NYU) - Department of Finance and Emory University - Goizueta Business School
There are 2 versions of this paper
Why Surplus Consumption in the Habit Model May Be Less Persistent than You Think
AFA 2011 Denver Meetings Paper
Number of pages: 49
Posted: 18 Mar 2010
Downloads
111
Why Surplus Consumption in the Habit Model May Be Less Persistent than You Think
NBER Working Paper No. w16950
Number of pages: 48
Posted: 18 Apr 2011
Last Revised: 25 Apr 2022
Downloads
22
Downloads
111
35.
The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options
AFA 2011 Denver Meetings Paper
Posted: 18 Mar 2010
Last Revised: 09 May 2014
Working Paper Series
University of Utah - Department of Finance and Hong Kong Baptist University (HKBU)
There are 2 versions of this paper
The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options
EFA 2009 Bergen Meetings Paper
Number of pages: 51
Posted: 12 Feb 2009
Last Revised: 09 May 2014
Downloads
434
The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options
AFA 2011 Denver Meetings Paper
Posted: 18 Mar 2010
Last Revised: 09 May 2014
36.
Learning about Consumption Dynamics
Journal of Finance, Forthcoming
Number of pages: 71
Posted: 17 Mar 2010
Last Revised: 29 Jan 2016
Accepted Paper Series
Columbia University - Columbia Business School, Finance, University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School
Downloads
437
37.
The Size and Specialization of Direct Investment Portfolios
AFA 2011 Denver Meetings Paper
Number of pages: 47
Posted: 17 Mar 2010
Last Revised: 05 Feb 2016
Working Paper Series
National Bureau of Economic Research (NBER) and University of Washington
Downloads
261
38.
Glamour Brands and Glamour Stocks
AFA 2011 Denver Meetings Paper
Number of pages: 45
Posted: 17 Mar 2010
Last Revised: 13 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Indiana University - Kelley School of Business - Department of Marketing
Downloads
616
39.
Capital Allocation and Delegation of Decision-Making Authority within Firms
Number of pages: 52
Posted: 17 Mar 2010
Last Revised: 03 Oct 2014
Working Paper Series
Duke University, Duke University - Fuqua School of Business and Duke University - Fuqua School of Business
There are 2 versions of this paper
Capital Allocation and Delegation of Decision-Making Authority within Firms
Number of pages: 52
Posted: 17 Mar 2010
Last Revised: 03 Oct 2014
Downloads
1,583
Capital Allocation and Delegation of Decision-Making Authority within Firms
NBER Working Paper No. w17370
Number of pages: 53
Posted: 30 Aug 2011
Last Revised: 19 Dec 2021
Downloads
68
Downloads
1,583
40.
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
AFA 2011 Denver Meetings Paper
Number of pages: 71
Posted: 17 Mar 2010
Last Revised: 14 Nov 2013
Working Paper Series
London Business School, Universidad Carlos III de Madrid - Department of Statistics and EDHEC Business School
There are 2 versions of this paper
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
AFA 2011 Denver Meetings Paper
Number of pages: 71
Posted: 17 Mar 2010
Last Revised: 14 Nov 2013
Downloads
1,187
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
CEPR Discussion Paper No. DP9456
Number of pages: 64
Posted: 02 May 2013
Downloads
2
Downloads
1,187
41.
Short-Term Trading and Stock Return Anomalies: Momentum, Reversal, and Share Issuance
Review of Finance, Forthcoming
Number of pages: 62
Posted: 17 Mar 2010
Last Revised: 12 Jul 2014
Accepted Paper Series
University of Notre Dame and University of Nevada, Las Vegas - College of Business
Downloads
1,863
42.
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance
Number of pages: 98
Posted: 17 Mar 2010
Last Revised: 10 Nov 2021
Accepted Paper Series
Pennsylvania State University - University Park - Department of Finance and Tsinghua University - PBC School of Finance
Downloads
579
43.
Corporate Policies of Republican Managers
AFA 2011 Denver Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), 2014, 49(5/6), 1279-1310
Number of pages: 76
Posted: 17 Mar 2010
Last Revised: 14 Apr 2015
Accepted Paper Series
Florida State University - College of Business, College of Business, Stony Brook University and University of Miami - Miami Herbert Business School
Downloads
1,485
44.
Asset Prices and Institutional Investors
AFA 2011 Denver Meetings Paper
Number of pages: 62
Posted: 17 Mar 2010
Last Revised: 27 Aug 2012
Working Paper Series
London Business School and London Business School
There are 2 versions of this paper
Asset Prices and Institutional Investors
AFA 2011 Denver Meetings Paper
Number of pages: 62
Posted: 17 Mar 2010
Last Revised: 27 Aug 2012
Downloads
1,454
Asset Prices and Institutional Investors
CEPR Discussion Paper No. DP9120
Number of pages: 65
Posted: 28 Sep 2012
Downloads
6
Downloads
1,454
45.
Equity-Debtholder Conflicts and Capital Structure
AFA 2011 Denver Meetings Paper
Number of pages: 30
Posted: 17 Mar 2010
Working Paper Series
Swedish House of Finance and Stockholm School of Economics
There are 2 versions of this paper
Fiduciary Duties and Equity‐Debtholder Conflicts
Harvard Business School Finance Working Paper No. 10-070, ECGI - Finance Working Paper No. 330/2012
Number of pages: 57
Posted: 20 Feb 2010
Last Revised: 21 Mar 2012
Downloads
894
Equity-Debtholder Conflicts and Capital Structure
AFA 2011 Denver Meetings Paper
Number of pages: 30
Posted: 17 Mar 2010
Downloads
644
Downloads
644
46.
Financial Guarantors and the 2007-2009 Credit Crisis
AFA 2011 Denver Meetings Paper
Number of pages: 60
Posted: 17 Mar 2010
Last Revised: 21 Nov 2010
Working Paper Series
Harvard Business School, Harvard Business School - Finance Unit and Brandeis International Business School
Downloads
432
47.
What is Different About Government-Controlled Acquirers in Cross-Border Deals?
AFA 2011 Denver Meetings Paper
Number of pages: 56
Posted: 17 Mar 2010
Working Paper Series
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads
422
48.
Endogenous Liquidity Supply
AFA 2011 Denver Meetings Paper
Number of pages: 40
Posted: 17 Mar 2010
Last Revised: 19 Sep 2012
Working Paper Series
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School
Downloads
385
49.
Rewarding Trading Skills Without Inducing Gambling
AFA 2011 Denver Meetings Paper
Number of pages: 35
Posted: 17 Mar 2010
Last Revised: 20 May 2011
Working Paper Series
London School of Economics & Political Science (LSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads
323
50.
Public Information and Inefficient Investment
Number of pages: 43
Posted: 17 Mar 2010
Last Revised: 15 Dec 2012
Working Paper Series
Pacific Investment Management Company - PIMCO and Drexel University - Bennett S. LeBow College of Business
Downloads
192
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