1.
Optimal Supervisory Policies and Depositor-Preference Laws
BIS Working Paper No. 131, EFA 2001 Barcelona Meetings
Number of pages: 42
Posted: 13 Dec 2005
Working Paper Series
Banque de France and Federal Reserve Bank of New York
Downloads
250
2.
Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision
AFA 2002 Atlanta Meetings, BIS Working Paper No. 102
Number of pages: 46
Posted: 13 Dec 2005
Working Paper Series
University of Illinois, Urbana-Champaign and Federal Reserve Bank of New York
There are 2 versions of this paper
Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision
AFA 2002 Atlanta Meetings, BIS Working Paper No. 102
Number of pages: 46
Posted: 13 Dec 2005
Downloads
983
Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision
European Economic Review, Vol. 49, No. 8, pp. 2107-2136, 2005
Posted: 26 Aug 2005
Downloads
983
3.
The Term Structure of Announcement Effects
BIS Working Paper No. 71
Number of pages: 36
Posted: 13 Dec 2005
Working Paper Series
Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads
562
4.
Credit Risk and Dynamic Capital Structure Choice
CEPR Discussion Paper No. 4132
Number of pages: 30
Posted: 03 Jan 2004
Working Paper Series
Vienna University of Technology and Vienna University of Economics and Business
There are 2 versions of this paper
Credit Risk and Dynamic Capital Structure Choice
EFA 2001 Barcelona Meetings
Number of pages: 28
Posted: 05 Jul 2001
Downloads
922
Credit Risk and Dynamic Capital Structure Choice
CEPR Discussion Paper No. 4132
Number of pages: 30
Posted: 03 Jan 2004
Downloads
54
Downloads
54
5.
Asset Market Linkages in Crisis Periods
Review of Economics and Statistics, Forthcoming
Posted: 22 Aug 2003
Accepted Paper Series
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
There are 3 versions of this paper
Asset Market Linkages in Crisis Periods
EFA 2001 Barcelona Meetings; ECB Working Paper No. 71
Number of pages: 35
Posted: 05 Jul 2001
Downloads
600
Asset Market Linkages in Crisis Periods
CEPR Discussion Paper No. 2916
Number of pages: 32
Posted: 04 Sep 2001
Downloads
30
Asset Market Linkages in Crisis Periods
Review of Economics and Statistics, Forthcoming
Posted: 22 Aug 2003
6.
On the Sequencing of Projects, Reputation Building, and Relationship Finance
FRB International Finance Discussion Paper No. 718
Number of pages: 41
Posted: 29 Apr 2002
Working Paper Series
University of Bern - Institute of Economics, University of Zurich - Department of Banking and Finance and University of Virginia - McIntire School of Commerce
Downloads
198
7.
A Theory of Systemic Risk and Design of Prudential Bank Regulation
Number of pages: 50
Posted: 10 Feb 2002
Working Paper Series
New York University - Leonard N. Stern School of Business
There are 3 versions of this paper
A Theory of Systemic Risk and Design of Prudential Bank Regulation
Number of pages: 50
Posted: 10 Feb 2002
Downloads
3,519
A Theory of Systemic Risk and Design of Prudential Bank Regulation
Journal of Financial Stability, Forthcoming
Number of pages: 49
Posted: 29 Jan 2009
Downloads
1,905
A Theory of Systemic Risk and Design of Prudential Bank Regulation
CEPR Discussion Paper No. DP7164
Number of pages: 51
Posted: 18 Feb 2009
Downloads
9
Downloads
3,519
8.
The Telescoping Overlap Problem in Options Data
AFA 2002 Atlanta Meetings
Number of pages: 42
Posted: 20 Dec 2001
Working Paper Series
Platinum Grove Asset Management L.P., The Johns Hopkins Carey Business School and Aarhus University
Downloads
343
9.
The Probability of Informed Trading and the Performance of Stock in an Order-Driven Market
EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings
Number of pages: 24
Posted: 19 Oct 2001
Working Paper Series
National Sun Yat-sen University, National Sun Yat-sen University and National Sun Yat-sen University
Downloads
470
10.
Conditioning Information and Variance Bounds on Pricing Kernels
AFA 2003 Washington, DC Meetings
Number of pages: 44
Posted: 09 Oct 2001
Working Paper Series
Columbia Business School - Finance and Economics and University of California, San Diego (UCSD) - Rady School of Management
There are 2 versions of this paper
Conditioning Information and Variance Bounds on Pricing Kernels
AFA 2003 Washington, DC Meetings
Number of pages: 44
Posted: 09 Oct 2001
Downloads
174
Conditioning Information and Variance Bounds on Pricing Kernels
NBER Working Paper No. w6880
Number of pages: 41
Posted: 08 Feb 1999
Last Revised: 07 May 2000
Downloads
26
Downloads
174
11.
Dating the Integration of World Equity Markets
EFA 2001 Barcelona Meetings
Number of pages: 61
Posted: 06 Oct 2001
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate
There are 2 versions of this paper
Dating the Integration of World Equity Markets
EFA 2001 Barcelona Meetings
Number of pages: 61
Posted: 06 Oct 2001
Downloads
476
Dating the Integration of World Equity Markets
NBER Working Paper No. w6724
Number of pages: 65
Posted: 17 Jul 2000
Last Revised: 20 Apr 2008
Downloads
38
Downloads
476
12.
The Impact of Informed Trading on Dividend Signaling. A Theoretical and Empirical Examination
EFA 2001 Barcelona Meetings
Posted: 17 Aug 2001
Working Paper Series
University of Mississippi - School of Business Administration
13.
Bank-Firm Relationships and Contagious Banking Crises
EFA 2001 Barcelona Meetings
Number of pages: 33
Posted: 16 Aug 2001
Working Paper Series
Stockholm School of Economics
There are 2 versions of this paper
Bank-Firm Relationships and Contagious Banking Crises
EFA 2001 Barcelona Meetings
Number of pages: 33
Posted: 16 Aug 2001
Downloads
405
Bank-Firm Relationships and Contagious Banking Crises
Journal of Money Credit and Banking, Forthcoming
Posted: 04 Dec 2001
Downloads
405
14.
Interbank Market Integration Under Asymmetric Information
ECB Working Paper No. 74
Number of pages: 32
Posted: 16 Aug 2001
Working Paper Series
Universitat Pompeu Fabra and European Central Bank (ECB)
There are 2 versions of this paper
Interbank Market Integration Under Asymmetric Information
ECB Working Paper No. 74
Number of pages: 32
Posted: 16 Aug 2001
Downloads
352
Interbank Market Integration Under Asymmetric Information
The Review of Financial Studies, Vol. 18, Issue 2, pp. 459-490, 2005
Posted: 29 Feb 2008
Downloads
352
15.
Full Insurance, Asymmetric Information and Genetic Testing
EFA 2001 Barcelona Meetings
Number of pages: 27
Posted: 14 Jul 2001
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads
143
16.
Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates
EFA 2001 Barcelona Meetings
Number of pages: 26
Posted: 14 Jul 2001
Working Paper Series
Università degli Studi di Trieste and Norwegian School of Economics (NHH)
Downloads
819
17.
A Test of the Influence of Bank Loans on Capital Structure in the UK
EFA 2001 Barcelona Meetings
Number of pages: 37
Posted: 14 Jul 2001
Working Paper Series
University of Birmingham - Birmingham Business School
Downloads
652
18.
Portfolio Considerations in Risk Management by Financial Intermediaries: Evidence from Trading Behaviour of London Equity Dealers
EFA 2001 Barcelona Meetings
Number of pages: 54
Posted: 14 Jul 2001
Working Paper Series
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads
355
19.
Bank Integration and Business Volatility in the U.S.
FRB of New York Staff Report No. 129, EFA 2001 Barcelona Meetings
Number of pages: 30
Posted: 14 Jul 2001
Working Paper Series
Federal Reserve Bank of New York, Boston College - Department of Finance and Swiss National Bank - Banking Studies Section
Downloads
153
20.
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
AFA 2002 Atlanta Meetings
Number of pages: 42
Posted: 13 Jul 2001
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities - Carlson School of Management
There are 2 versions of this paper
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
AFA 2002 Atlanta Meetings
Number of pages: 42
Posted: 13 Jul 2001
Downloads
482
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
Journal of Finance, Vol. 57, pp. 1685-1730, 2002
Posted: 30 Dec 2003
Downloads
482
21.
United We Stand: Corporate Monitoring by Shareholder Coalitions in the UK
EFA 2001 Barcelona Meetings
Number of pages: 45
Posted: 13 Jul 2001
Working Paper Series
Universitat Illes Balears (UIB), Dep. Economia i Empresa and Tilburg University - Department of Finance
Downloads
319
22.
Dollarization, Bailouts, and the Stability of the Banking System
EFA 2001 Barcelona Meetings
Number of pages: 43
Posted: 13 Jul 2001
Working Paper Series
University of Navarra - IESE Business School and New York University (NYU) - Department of Economics
There are 2 versions of this paper
Dollarization, Bailouts, and the Stability of the Banking System
EFA 2001 Barcelona Meetings
Number of pages: 43
Posted: 13 Jul 2001
Downloads
265
Dollarization, Bailouts and the Stability of the Banking System
CEPR Discussion Paper No. 2901
Number of pages: 48
Posted: 28 Aug 2001
Downloads
22
Downloads
265
23.
Information Technology and Credit Markets
EFA 2001 Barcelona Meetings
Number of pages: 25
Posted: 11 Jul 2001
Working Paper Series
American University - Department of Finance and Real Estate and University of California, Davis
Downloads
200
24.
Yahoo! For Amazon: Sentiment Parsing from Small Talk on the Web
EFA 2001 Barcelona Meetings
Number of pages: 45
Posted: 11 Jul 2001
Last Revised: 17 Nov 2015
Accepted Paper Series
Santa Clara University - Leavey School of Business and University of California, Berkeley
Downloads
1,933
25.
Cash and Corporate Control
EFA 2001 Barcelona Meetings
Number of pages: 38
Posted: 11 Jul 2001
Working Paper Series
Northeastern University - Finance Group
Downloads
519
26.
Is it Overreaction? The Performance of Value and Momentum Strategies at Long Horizons
EFA 2001 Barcelona Meetings
Number of pages: 39
Posted: 11 Jul 2001
Working Paper Series
University of Chicago - Booth School of Business
Downloads
2,017
27.
A Trade-Based Analysis of Momentum
AFA 2002 Atlanta Meetings
Number of pages: 39
Posted: 11 Jul 2001
Working Paper Series
Copenhagen Business School
There are 2 versions of this paper
A Trade-Based Analysis of Momentum
AFA 2002 Atlanta Meetings
Number of pages: 39
Posted: 11 Jul 2001
Downloads
1,157
A Trade-Based Analysis of Momentum
The Review of Financial Studies, Vol. 19, Issue 2, pp. 457-491, 2006
Posted: 29 Feb 2008
Downloads
1,157
28.
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
EFA 2001 Barcelona Meetings
Number of pages: 49
Posted: 11 Jul 2001
Working Paper Series
Stanford University - Graduate School of Business, AQR Capital Management, LLC and Stanford University - Graduate School of Business
There are 2 versions of this paper
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
EFA 2001 Barcelona Meetings
Number of pages: 49
Posted: 11 Jul 2001
Downloads
870
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
Journal of Finance, Vol. 58, pp. 119-159, 2003
Posted: 31 Aug 2003
Downloads
870
29.
Costs of Banking System Instability: Some Empirical Evidence
EFA 2001 Barcelona Meetings, Bank of England Working Paper No. 144
Number of pages: 34
Posted: 11 Jul 2001
Working Paper Series
Bank of England, London School of Economics & Political Science (LSE) and Bank of England
Downloads
862
30.
Predictability in Emerging Sovereign Debt Markets
Number of pages: 51
Posted: 11 Jul 2001
Working Paper Series
George Washington University - Department of Finance
There are 2 versions of this paper
Predictability in Emerging Sovereign Debt Markets
Number of pages: 51
Posted: 11 Jul 2001
Downloads
856
Predictability in Emerging Sovereign Debt Markets
Journal of Business 2006, Vol. 79, No. 2., p. 527-565
Posted: 23 Feb 2004
Downloads
856
31.
Lognormal-Mixture Dynamics and Calibration to Volatility Smiles and Skews
EFA 2001 Barcelona Meetings
Number of pages: 21
Posted: 11 Jul 2001
Working Paper Series
Imperial College London - Department of Mathematics, Banca IMI and Bloomberg L.P.
Downloads
850
32.
Quasi-Arbitrage and Price Manipulation
EFA 2001 Barcelona Meetings
Number of pages: 62
Posted: 11 Jul 2001
Working Paper Series
Columbia Business School - Finance and Economics and Yale University - International Center for Finance
Downloads
748
33.
Specification Test of International Asset Pricing Models
EFA 2001 Barcelona Meetings
Number of pages: 50
Posted: 11 Jul 2001
Working Paper Series
Tsinghua University - PBC School of Finance
Downloads
748
34.
The Impact of Illegal Insider Trading in Dealer and Specialist Markets
EFA 2001 Barcelona Meetings
Number of pages: 43
Posted: 11 Jul 2001
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business and University of Illinois at Urbana-Champaign
Downloads
732
35.
Optimal Trading by a 'Large Shareholder'
AFA 2002 Atlanta Meetings
Number of pages: 48
Posted: 11 Jul 2001
Working Paper Series
Stanford Graduate School of Business and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads
554
36.
Measuring and Explaining Liquidity on an Electronic Limit Order Book: Evidence from Reuters D2000-2
EFA 2001 Barcelona Meetings
Number of pages: 37
Posted: 11 Jul 2001
Working Paper Series
London School of Economics - Systemic Risk Centre and City University London - Sir John Cass Business School
Downloads
508
37.
Why Does the Concentration of Control Differ in German and UK Companies? Evidence from Initial Public Offerings
EFA 2001 Barcelona Meetings
Number of pages: 41
Posted: 11 Jul 2001
Working Paper Series
IE Business School, IE University and Tilburg University - Department of Finance
Downloads
479
38.
The Liquidity Service of Sovereign Bonds
Twelfth Annual Utah Winter Finance Conference
Number of pages: 67
Posted: 11 Jul 2001
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Finance
Downloads
357
39.
Affine Models, Credit Spreads and the Delivery Option of a Multi-Issuer Bond Future
EFA 2001 Barcelona Meetings
Number of pages: 46
Posted: 11 Jul 2001
Working Paper Series
University of Mannheim - Department of Business Administration and Finance, Deutsche Bundesbank and affiliation not provided to SSRN
Downloads
333
40.
Financially Constrained Arbitrage in Illiquid Markets
EFA 2001 Barcelona Meetings
Number of pages: 38
Posted: 11 Jul 2001
Working Paper Series
CRA International, Incorporated and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads
309
41.
Asymmetries in Bid and Ask Responses to Innovations in the Trading Process
Empirical Economics, 30, 913-946 (2006)
Number of pages: 40
Posted: 11 Jul 2001
Last Revised: 06 Oct 2014
Accepted Paper Series
Universidad Carlos III de Madrid - Department of Economics and Universidad de las Islas Baleares
Downloads
303
42.
Central Bank Intervention and the Intraday Process of Price Formation in the Currency Markets
EFA 2001 Barcelona Meetings; Stern School of Business Working Paper
Number of pages: 42
Posted: 11 Jul 2001
Working Paper Series
University of Michigan, Stephen M. Ross School of Business
There are 3 versions of this paper
Central Bank Intervention and the Intraday Process of Price Formation in the Currency Markets
EFA 2001 Barcelona Meetings; Stern School of Business Working Paper
Number of pages: 42
Posted: 11 Jul 2001
Downloads
285
Central Bank Intervention and the Intraday Process of Price Formation in the Currency Markets
NYU Working Paper No. S-FI-02-10
Number of pages: 55
Posted: 11 Nov 2008
Downloads
79
Central Bank Intervention and the Intraday Process of Price Formation in the Currency Markets
NYU Working Paper No. FIN-02-036
Number of pages: 42
Posted: 03 Nov 2008
Last Revised: 28 Jan 2009
Downloads
54
Downloads
285
43.
Price, Production, Storage and Futures Markets
EFA 2001 Barcelona Meetings
Number of pages: 24
Posted: 11 Jul 2001
Working Paper Series
City University of Hong Kong
Downloads
280
44.
Arbitrage-Free Evaluation of American-Style Options on Assets with Stochastics Variance Characteristics
EFA 2001 Barcelona Meetings
Number of pages: 45
Posted: 11 Jul 2001
Working Paper Series
University of Strathclyde - Department of Accounting and Finance
Downloads
269
45.
Market Risks, Internal Models, and Optimal Regulation: Does Backtesting Induce Banks to Report Their True Risks?
EFA 2001 Barcelona Meetings
Number of pages: 41
Posted: 11 Jul 2001
Working Paper Series
University of Zurich, Department of Economics
Downloads
257
46.
Parameter Uncertainty and International Investment in a Multi-Period Setting
EFA 2001 Barcelona
Number of pages: 53
Posted: 11 Jul 2001
Working Paper Series
Boston College - Carroll School of Management and affiliation not provided to SSRN
Downloads
250
47.
Strong-Form Efficiency with Monopolistic Insiders
EFA 2001 Barcelona Meetings
Number of pages: 28
Posted: 11 Jul 2001
Working Paper Series
ESSEC Business School - Finance Department and London School of Economics
There are 2 versions of this paper
Strong-Form Efficiency with Monopolistic Insiders
EFA 2001 Barcelona Meetings
Number of pages: 28
Posted: 11 Jul 2001
Downloads
222
Strong-Form Efficiency with Monopolistic Insiders
The Review of Financial Studies, Vol. 21, Issue 5, pp. 2275-2306, 2008
Posted: 19 Sep 2008
Downloads
222
48.
A Comparison of Stock Market Mechanisms
EFA 2001 Barcelona Meetings
Number of pages: 43
Posted: 11 Jul 2001
Working Paper Series
City University London - Sir John Cass Business School
Downloads
217
49.
Information Acquisition, Specialization and Credit Market Competition
EFA 2001 Barcelona Meetings
Number of pages: 39
Posted: 11 Jul 2001
Working Paper Series
ESCP-Europe
Downloads
183
50.
Competition for Order Flow as a Coordination Game
EFA 2001 Barcelona Meetings
Number of pages: 43
Posted: 11 Jul 2001
Working Paper Series
Berlin Institute of Technology and Goldman, Sachs & Co.
Downloads
144
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