1.
Information Externalities in Corporate Governance
AFA 2012 Chicago Meetings Paper
Number of pages: 32
Posted: 19 Oct 2011
Last Revised: 31 Dec 2011
Working Paper Series
Norwegian School of Economics (NHH)
Downloads
288
2.
Do Private Equity Fund Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance
The Review of Financial Studies, Forthcoming
, AFA 2012 Chicago Meetings Paper, Charles A. Dice Center Working Paper No. 2011-14, UCD & CalPERS Sustainability & Finance Symposium 2013, Fisher College of Business Working Paper No. 2011-03-014
Number of pages: 50
Posted: 22 Jul 2011
Last Revised: 22 Jul 2013
Accepted Paper Series
Fuqua School of Business, Duke University and Vanderbilt University - Finance
Downloads
2,603
3.
Innovative Efficiency and Stock Returns
Journal of Financial Economics (JFE), Vol. 107, 2013
Number of pages: 62
Posted: 04 Apr 2011
Last Revised: 15 Jun 2018
Accepted Paper Series
Marshall School of Business, USC, National Tsing Hua University - Department of Quantitative Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads
1,960
4.
Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity
AFA 2012 Chicago Meetings Paper
Number of pages: 61
Posted: 23 Mar 2011
Last Revised: 31 Jan 2014
Working Paper Series
York University - Schulich School of Business, University of Toronto - Rotman School of Management, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Division of Finance
There are 2 versions of this paper
Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity
AFA 2012 Chicago Meetings Paper
Number of pages: 61
Posted: 23 Mar 2011
Last Revised: 31 Jan 2014
Downloads
70
Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity
Review of Asset Pricing Studies, Vol. 4, No. 1, pp. 39-77, 2014
Posted: 16 May 2014
Last Revised: 20 May 2014
Downloads
70
5.
Financial Intermediaries and the Cross-Section of Asset Returns
Journal of Finance, December 2014, AFA 2012 Chicago Meetings Paper
Number of pages: 58
Posted: 23 Mar 2011
Last Revised: 20 Nov 2014
Accepted Paper Series
International Monetary Fund, Independent and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads
939
6.
Cross-Market Timing in Security Issuance
AFA 2012 Chicago Meetings Paper
Number of pages: 50
Posted: 23 Mar 2011
Last Revised: 07 Mar 2013
Working Paper Series
University of Notre Dame - Mendoza College of Business and London School of Economics & Political Science (LSE)
Downloads
373
7.
Banks’ Non-Interest Income and Systemic Risk
AFA 2012 Chicago Meetings Paper
Posted: 23 Mar 2011
Last Revised: 19 Nov 2021
Working Paper Series
Princeton University - Department of Economics, Boston College - Department of Finance and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
8.
Operating Leverage and Corporate Financial Policies
AFA 2012 Chicago Meetings Paper
Number of pages: 53
Posted: 22 Mar 2011
Last Revised: 03 Jun 2019
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Smeal College of Business - Pennsylvania State University and U.S. Securities and Exchange Commission
Downloads
2,250
9.
Flashes of Trading Intent at the NASDAQ
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Norges Bank Working Paper 17, AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 22 Mar 2011
Last Revised: 19 Jul 2016
Accepted Paper Series
Central Bank of Norway, UNSW Australia Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads
521
10.
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
AFA 2012 Chicago Meetings Paper
Number of pages: 52
Posted: 22 Mar 2011
Working Paper Series
Temple University - Fox School of Business and ManagementFox School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance
There are 2 versions of this paper
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
Number of pages: 52
Posted: 25 Jan 2011
Last Revised: 29 Feb 2012
Downloads
2,068
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
AFA 2012 Chicago Meetings Paper
Number of pages: 52
Posted: 22 Mar 2011
Downloads
1,057
Downloads
1,057
11.
Do Wealth Creating Mergers and Acquisitions Really Hurt Acquirer Shareholders?
AFA 2012 Chicago Meetings Paper, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 62
Posted: 22 Mar 2011
Last Revised: 11 Jun 2012
Working Paper Series
University of New South Wales, Sydney, University of New South Wales (UNSW Sydney and University of New South Wales
Downloads
603
12.
Securitization is Not that Evil after All
AFA 2012 Chicago Meetings Paper
Number of pages: 60
Posted: 22 Mar 2011
Working Paper Series
affiliation not provided to SSRN, ECB -DG Monetary Policy, Bank of Italy and Bank for International Settlements (BIS)
Downloads
148
13.
Private Equity and the Resolution of Financial Distress
AFA 2012 Chicago Meetings Paper, ECGI - Finance Working Paper No. 331/2012
Number of pages: 61
Posted: 21 Mar 2011
Last Revised: 08 Jul 2021
Working Paper Series
Boston College - Carroll School of Management, Swedish House of Finance and University of Virginia - McIntire School of Commerce
Downloads
3,343
14.
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
Journal of Finance, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 44
Posted: 21 Mar 2011
Last Revised: 10 Sep 2014
Accepted Paper Series
McMaster University - Michael G. DeGroote School of Business and University of Toronto at Mississauga
There are 3 versions of this paper
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
Journal of Finance, Forthcoming
Number of pages: 44
Posted: 28 Apr 2011
Last Revised: 11 Jan 2018
Downloads
325
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
Journal of Finance, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 44
Posted: 21 Mar 2011
Last Revised: 10 Sep 2014
Downloads
311
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
Journal of Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44
Posted: 14 Oct 2011
Last Revised: 10 Sep 2014
Downloads
95
Downloads
311
15.
Innovation, Growth, and Asset Prices
AFA 2012 Chicago Meetings Paper
Number of pages: 50
Posted: 21 Mar 2011
Last Revised: 12 Jun 2014
Working Paper Series
London Business School and University of Southern California - Marshall School of Business
Downloads
1,224
16.
Shorting at Close Range: A Tale of Two Types
Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper, Columbia Business School Research Paper No. 12/22
Number of pages: 50
Posted: 21 Mar 2011
Last Revised: 26 Jun 2015
Accepted Paper Series
University of Melbourne - Department of Finance, Columbia University and University of Technology Sydney (UTS)
Downloads
539
17.
Discovering the Ecosystem of an Electronic Financial Market with a Dynamic Machine-Learning Method
AFA 2012 Chicago Meetings Paper, Algorithmic Finance 2013, 2:2, 151-165
Number of pages: 16
Posted: 21 Mar 2011
Last Revised: 08 Oct 2013
Working Paper Series
Cornell University, University of Michigan at Ann Arbor and University of Cambridge - Finance
Downloads
711
18.
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
Journal of Finance, Forthcoming
Number of pages: 78
Posted: 21 Mar 2011
Last Revised: 14 Nov 2013
Accepted Paper Series
Georgia State University, Columbia Business School - Finance and Economics, University of Florida - Department of Finance and Georgia State University - Robinson College of Businessaffiliation not provided to SSRN
Downloads
1,795
19.
Asset Pricing in Production Economies with Extrapolative Expectations
Journal of Monetary Economics, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 48
Posted: 21 Mar 2011
Last Revised: 25 Sep 2015
Accepted Paper Series
Marshall School of Business, USC, University of Texas at Dallas and Tsinghua University - PBC School of Finance
Downloads
405
20.
Amplification of Uncertainty in Illiquid Markets
AFA 2012 Chicago Meetings Paper
Number of pages: 44
Posted: 21 Mar 2011
Last Revised: 04 Nov 2011
Working Paper Series
University of Southern California - Marshall School of Business
Downloads
288
21.
Securitization and Loan Performance: A Contrast of Ex Ante and Ex Post Relations in the Mortgage Market
Indiana University-Bloomington School of Public & Environmental Affairs Research Paper No. 2011-03-05, AFA 2012 Chicago Meetings Paper, Columbia Business School Research Paper No. 12-1
Number of pages: 49
Posted: 21 Mar 2011
Last Revised: 07 Feb 2012
Working Paper Series
Columbia Business School - Finance and Economics, Indiana University Bloomington - School of Public & Environmental Affairs (SPEA) and Yale University - Department of Economics
Downloads
202
22.
Agency Problems in Target-Date Funds
AFA 2012 Chicago Meetings Paper
Number of pages: 50
Posted: 21 Mar 2011
Last Revised: 02 Feb 2012
Working Paper Series
Financial Engines
There are 3 versions of this paper
Agency Problems in Target-Date Funds
Number of pages: 50
Posted: 23 Mar 2010
Last Revised: 28 Dec 2011
Downloads
491
Agency Problems in Target-Date Funds
AFA 2012 Chicago Meetings Paper
Number of pages: 50
Posted: 21 Mar 2011
Last Revised: 02 Feb 2012
Downloads
188
Agency Problems in Target-Date Funds
Netspar Discussion Paper No. 03/2011-035
Number of pages: 51
Posted: 25 Apr 2011
Downloads
67
Downloads
188
23.
Market Reaction, Revised Proceeds, and the Classification of Seasoned Equity Offerings
AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 21 Mar 2011
Last Revised: 02 Jan 2012
Working Paper Series
National Chengchi Unversity (NCCU) - Finance, Lehigh University - College of Business & Economics, Department of Finance, University of Central Florida and University of St. Thomas - Opus College of Business
There are 2 versions of this paper
Market Reaction, Revised Proceeds, and the Classification of Seasoned Equity Offerings
AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 21 Mar 2011
Last Revised: 02 Jan 2012
Downloads
188
Market Reaction, Managerial Response, and the Classification of SEOs
Number of pages: 58
Posted: 26 Jan 2011
Downloads
102
Downloads
188
24.
Incentives and Endogenous Risk Taking: A Structural View of Hedge Funds Alphas
AFA 2012 Chicago Meetings Paper
Number of pages: 83
Posted: 20 Mar 2011
Last Revised: 28 May 2013
Working Paper Series
Imperial College Business School, Imperial College Business School and Imperial College Business School
There are 2 versions of this paper
Incentives and Endogenous Risk Taking: A Structural View of Hedge Funds Alphas
AFA 2012 Chicago Meetings Paper
Number of pages: 83
Posted: 20 Mar 2011
Last Revised: 28 May 2013
Downloads
632
Incentives and Endogenous Risk Taking: A Structural View of Hedge Funds Alphas
Journal of Finance, Forthcoming
Posted: 15 Sep 2013
Downloads
632
25.
Information Transfers among Coowned Firms
AFA 2012 Chicago Meetings Paper
Number of pages: 39
Posted: 20 Mar 2011
Last Revised: 27 Apr 2015
Working Paper Series
INSEAD - Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads
173
26.
Hard Times
AFA 2012 Chicago Meetings Paper
Number of pages: 46
Posted: 20 Mar 2011
Last Revised: 24 Dec 2011
Working Paper Series
Harvard University - Department of Economics, Yale School of Management and London School of Economics
There are 3 versions of this paper
Hard Times
AFA 2012 Chicago Meetings Paper
Number of pages: 46
Posted: 20 Mar 2011
Last Revised: 24 Dec 2011
Downloads
366
Hard Times
Chicago Booth Research Paper No. 12-46, Fama-Miller Working Paper
Number of pages: 50
Posted: 13 Sep 2012
Downloads
190
Hard Times
NBER Working Paper No. w16222
Number of pages: 33
Posted: 26 Jul 2010
Last Revised: 30 Oct 2021
Downloads
57
Downloads
366
27.
Capital Allocation and Product Market Competition During a Financial Crisis
AFA 2012 Chicago Meetings Paper, NYU Poly Research Paper
Posted: 20 Mar 2011
Last Revised: 17 Feb 2012
Working Paper Series
Baylor University and UNSW Australia Business School, School of Banking and Finance
28.
Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 398/2014, AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 19 Mar 2011
Last Revised: 26 Nov 2018
Working Paper Series
ProfessorNew York University - Leonard N. Stern School of Business, University of Naples Federico II - Department of Economics and Statistics and Drexel University - Bennett S. LeBow College of Business
There are 4 versions of this paper
Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 398/2014, AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 19 Mar 2011
Last Revised: 26 Nov 2018
Downloads
405
Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent
NYU Working Paper No. 2451/31368
Number of pages: 51
Posted: 15 Dec 2011
Last Revised: 18 May 2016
Downloads
123
Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent
NBER Working Paper No. w18891
Number of pages: 49
Posted: 17 Mar 2013
Last Revised: 15 Aug 2021
Downloads
10
Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent
CEPR Discussion Paper No. DP8905
Number of pages: 42
Posted: 04 Apr 2012
Downloads
4
Downloads
405
29.
Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 47
Posted: 19 Mar 2011
Last Revised: 18 Jun 2017
Accepted Paper Series
Arizona State University - Department of Finance and Drexel University
There are 2 versions of this paper
Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 47
Posted: 19 Mar 2011
Last Revised: 18 Jun 2017
Downloads
486
Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 47
Posted: 05 Jun 2012
Last Revised: 04 Sep 2015
Downloads
103
Downloads
486
30.
An Empirical Target Zone Model of Dynamic Capital Structure
AFA 2012 Chicago Meetings Paper
Number of pages: 53
Posted: 19 Mar 2011
Last Revised: 19 Nov 2015
Working Paper Series
University of Southern California - Marshall School of Business and Stanford University - Graduate School of Business
Downloads
898
31.
Debt Specialization
AFA 2012 Chicago Meetings Paper, Journal of Finance, Forthcoming
Number of pages: 49
Posted: 19 Mar 2011
Last Revised: 07 Sep 2012
Accepted Paper Series
University of British Columbia (UBC) - Sauder School of Business, Bocconi University - Department of Finance and Universitat Pompeu Fabra - Faculty of Economic and Business SciencesBarcelona Graduate School of Economics
There are 2 versions of this paper
Debt Specialization
AFA 2012 Chicago Meetings Paper, Journal of Finance, Forthcoming
Number of pages: 49
Posted: 19 Mar 2011
Last Revised: 07 Sep 2012
Downloads
690
Debt Specialization
Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 49
Posted: 18 Sep 2011
Downloads
115
Downloads
690
32.
Implied Default Probabilities and Recovery Rates from Option Prices
AFA 2012 Chicago Meetings Paper
Number of pages: 56
Posted: 19 Mar 2011
Last Revised: 30 Oct 2017
Working Paper Series
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, University of Michigan, Stephen M. Ross School of Business and National University of Singapore (NUS) - Department of Finance
Downloads
419
33.
Competition for Managers, Corporate Governance and Incentive Compensation
AFA 2012 Chicago Meetings Paper
Number of pages: 46
Posted: 19 Mar 2011
Working Paper Series
ProfessorNew York University - Leonard N. Stern School of Business, University of Mannheim and Drexel University - Bennett S. LeBow College of Business
There are 3 versions of this paper
Competition for Managers and Corporate Governance
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 399/2014, AFA 2011 Denver Meetings Paper
Number of pages: 61
Posted: 19 Mar 2010
Last Revised: 26 Nov 2018
Downloads
965
Competition for Managers, Corporate Governance and Incentive Compensation
AFA 2012 Chicago Meetings Paper
Number of pages: 46
Posted: 19 Mar 2011
Downloads
377
Competition for Managers, Corporate Governance and Incentive Compensation
CEPR Discussion Paper No. DP8936
Number of pages: 51
Posted: 25 May 2012
Downloads
4
Downloads
377
34.
What is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
AFA 2012 Chicago Meetings Paper
Number of pages: 43
Posted: 19 Mar 2011
Working Paper Series
McGill University, London School of Economics & Political Science (LSE) - Department of Finance and Alliance Manchester Business School
Downloads
361
35.
Cash Stockpiles and Investment: Do Cash-Rich Firms Use Cash in Acquisitions?
AFA 2012 Chicago Meetings Paper
Number of pages: 51
Posted: 19 Mar 2011
Working Paper Series
Georgetown University - Department of Finance, Queen Mary University of London and Georgetown University - McDonough School of Business
Downloads
325
36.
Managing Risk Management
AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 18 Mar 2011
Last Revised: 20 Dec 2013
Working Paper Series
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS), Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Duke University, Duke University - Fuqua School of Business and University of Pennsylvania - Finance Department
Downloads
2,982
37.
Transparency, Tax Pressure and Access to Finance
AFA 2012 Chicago Meetings Paper, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 332/2012
Number of pages: 67
Posted: 18 Mar 2011
Last Revised: 20 Nov 2018
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, University of Naples Federico II - Department of Economics and Statistics, University of Naples Federico II - Department of Economics and Statistics and Bocconi University - Department of Economics
There are 2 versions of this paper
Transparency, Tax Pressure and Access to Finance
AFA 2012 Chicago Meetings Paper, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 332/2012
Number of pages: 67
Posted: 18 Mar 2011
Last Revised: 20 Nov 2018
Downloads
413
Transparency, Tax Pressure and Access to Finance
CEPR Discussion Paper No. DP8939
Number of pages: 64
Posted: 25 May 2012
Downloads
1
Downloads
413
38.
Analyst Coverage and Two Puzzles in the Cross Section of Returns
AFA 2012 Chicago Meetings Paper
Number of pages: 69
Posted: 18 Mar 2011
Last Revised: 04 Feb 2013
Working Paper Series
University of Houston - Department of Finance and Nanyang Business School, Nanyang Technological University
Downloads
338
39.
Word Power: A New Approach for Content Analysis
Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 50
Posted: 18 Mar 2011
Last Revised: 15 Jul 2013
Accepted Paper Series
Emory University - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads
2,906
40.
The Price of Commodity Risk in Stock and Futures Markets
AFA 2012 Chicago Meetings Paper
Number of pages: 54
Posted: 18 Mar 2011
Last Revised: 11 May 2014
Working Paper Series
Tilburg University, Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Department of Finance
Downloads
1,456
41.
Social Networks, Information Acquisition, and Asset Prices
Management Science, 2013, 59(6), 1444-1457
Number of pages: 43
Posted: 18 Mar 2011
Last Revised: 21 Jun 2016
Accepted Paper Series
University of Toronto, Rotman School of Management and University of Toronto - Rotman School of Management
Downloads
1,042
42.
The Good, The Bad, and The Lucky: Projected Earnings Accuracy and Profitability of Stock Recommendations
AFA 2012 Chicago Meetings Paper
Number of pages: 51
Posted: 18 Mar 2011
Last Revised: 13 Aug 2012
Working Paper Series
University of Cologne - Department of Corporate Finance, University of Cologne and University of Cologne
Downloads
990
43.
Waves of International Mergers and Acquisitions
AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 18 Mar 2011
Last Revised: 05 Oct 2017
Working Paper Series
Securities and Exchange Commission (SEC)
Downloads
986
44.
A Comprehensive Study of the Chinese Warrants Bubble
AFA 2012 Chicago Meetings Paper
Number of pages: 27
Posted: 18 Mar 2011
Working Paper Series
Illinois Institute of Technology
There are 3 versions of this paper
A Comprehensive Study of the Chinese Warrants Bubble
AFA 2012 Chicago Meetings Paper
Number of pages: 27
Posted: 18 Mar 2011
Downloads
173
A Comprehensive Study of the Chinese Warrants Bubble
Number of pages: 26
Posted: 24 Jan 2011
Downloads
87
A Comprehensive Study of the Chinese Warrants Bubble
Number of pages: 16
Posted: 25 Jan 2012
Last Revised: 13 Aug 2015
Downloads
70
Downloads
173
45.
Market-Wide Price Pressures, Excess Comovement, and a Transient Factor in Stock Returns
AFA 2012 Chicago Meetings Paper
Number of pages: 65
Posted: 18 Mar 2011
Last Revised: 21 Dec 2011
Working Paper Series
Board of Governors of the Federal Reserve System and Georgia Tech Finance/Scheller
There are 2 versions of this paper
Market-Wide Price Pressures, Excess Comovement, and a Transient Factor in Stock Returns
AFA 2012 Chicago Meetings Paper
Number of pages: 65
Posted: 18 Mar 2011
Last Revised: 21 Dec 2011
Downloads
151
Market-wide Price Pressures, Excess Comovement, and a Transient Factor in Stock Returns
Number of pages: 65
Posted: 14 Sep 2009
Last Revised: 26 Jan 2011
Downloads
45
Downloads
151
46.
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
AFA 2012 Chicago Meetings Paper
Number of pages: 78
Posted: 17 Mar 2011
Last Revised: 06 Aug 2015
Working Paper Series
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
There are 5 versions of this paper
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
American Economic Review, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-12
Number of pages: 70
Posted: 15 Feb 2011
Last Revised: 14 Nov 2015
Downloads
2,557
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
AFA 2012 Chicago Meetings Paper
Number of pages: 78
Posted: 17 Mar 2011
Last Revised: 06 Aug 2015
Downloads
186
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
NYU Working Paper No. 2451/31427
Number of pages: 56
Posted: 13 Jan 2012
Last Revised: 10 Feb 2016
Downloads
109
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
NBER Working Paper No. w17149
Number of pages: 59
Posted: 20 Jun 2011
Last Revised: 11 Nov 2021
Downloads
35
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
CEPR Discussion Paper No. DP9023
Number of pages: 58
Posted: 28 Sep 2012
Downloads
2
Downloads
186
47.
Earnings Announcements and Systematic Risk
Journal of Finance, vol. 71, 2016, 83–138.
2016 Amundi Smith Breeden Prize, AFA 2012 Chicago Meetings Paper
Number of pages: 83
Posted: 17 Mar 2011
Last Revised: 12 Jan 2017
Accepted Paper Series
Temple University - Fox School of BusinessDePaul University - Kellstadt Graduate School of Business and University of Oxford - Said Business School
Downloads
1,824
48.
The Risk-Shifting Hypothesis: Evidence from Subprime Originations.
AFA 2012 Chicago Meetings Paper
Number of pages: 48
Posted: 17 Mar 2011
Last Revised: 03 Jun 2015
Working Paper Series
HEC, Princeton UniversityUniversity of California, Berkeley and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
560
49.
Cross-Section of Option Returns and Idiosyncratic Stock Volatility
AFA 2012 Chicago Meetings Paper, Journal of Financial Economics (JFE), Vol. 108, No. 1, 2013, McCombs Research Paper Series No. FIN-15-09
Number of pages: 48
Posted: 17 Mar 2011
Last Revised: 27 Nov 2016
Accepted Paper Series
The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Toronto, Rotman School of Management
Downloads
2,496
50.
A Structural Model of Short-Term Reversals
AFA 2012 Chicago Meetings Paper
Number of pages: 67
Posted: 17 Mar 2011
Last Revised: 27 Sep 2017
Working Paper Series
Aalto University School of Business and Universite du Luxembourg - Department of Finance
Downloads
350
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.