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SSRN eLibrary Search Results
EFA 2001 Barcelona Meetings (Archive)
112,872 Total downloads
| Link to this page
Optimal Supervisory Policies and Depositor-Preference LawsBIS Working Paper No. 131, EFA 2001 Barcelona Meetings Henri Pagès and João A. C. Santos Banque de France and Federal Reserve Bank of New York Date Posted: December 13, 2005 Working Paper Series 245 downloads
Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and SupervisionAFA 2002 Atlanta Meetings, BIS Working Paper No. 102 Charles M. Kahn and João A. C. Santos University of Illinois, Urbana-Champaign and Federal Reserve Bank of New York Date Posted: December 13, 2005 Working Paper Series 954 downloads
The Term Structure of Announcement EffectsBIS Working Paper No. 71 Michael J. Fleming and Eli M. Remolona Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department Date Posted: December 13, 2005 Working Paper Series 499 downloads 
Credit Risk and Dynamic Capital Structure ChoiceCEPR Discussion Paper No. 4132 Thomas Dangl and Josef Zechner Vienna University of Technology and Vienna University of Economics and Business Date Posted: January 03, 2004 Working Paper Series 54 downloads Asset Market Linkages in Crisis Periods Review of Economics and Statistics, Forthcoming Philipp Hartmann, Stefan Straetmans and Casper G. de Vries European Central Bank (ECB), University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Date Posted: August 22, 2003 Accepted Paper Series
On the Sequencing of Projects, Reputation Building, and Relationship FinanceFRB International Finance Discussion Paper No. 718 Dominik Egli, Steven Ongena and David C. Smith University of Bern - Institute of Economics, University of Zurich - Department of Banking and Finance and University of Virginia - McIntire School of Commerce Date Posted: April 29, 2002 Working Paper Series 191 downloads
A Theory of Systemic Risk and Design of Prudential Bank RegulationViral V. Acharya New York University - Leonard N. Stern School of Business Date Posted: February 10, 2002 Working Paper Series 3280 downloads
The Telescoping Overlap Problem in Options DataAFA 2002 Atlanta Meetings Charlotte Strunk Hansen, Nagpurnanand Prabhala and Bent Jesper Christensen Platinum Grove Asset Management L.P., University of Maryland - Robert H. Smith School of Business and Aarhus University Date Posted: December 20, 2001 Working Paper Series 330 downloads
The Probability of Informed Trading and the Performance of Stock in an Order-Driven MarketEFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings Tai Ma, M.H. Hsieh and J.H. Chen National Sun Yat-sen University, National Sun Yat-sen University and National Sun Yat-sen University Date Posted: October 19, 2001 Working Paper Series 449 downloads
Conditioning Information and Variance Bounds on Pricing KernelsAFA 2003 Washington, DC Meetings Geert Bekaert and Jun Liu Columbia Business School - Finance and Economics and University of California, San Diego (UCSD) - Rady School of Management Date Posted: October 09, 2001 Working Paper Series 167 downloads
Dating the Integration of World Equity MarketsEFA 2001 Barcelona Meetings Geert Bekaert, Campbell R. Harvey and Robin L. Lumsdaine Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate Date Posted: October 06, 2001 Working Paper Series 451 downloads The Impact of Informed Trading on Dividend Signaling. A Theoretical and Empirical Examination EFA 2001 Barcelona Meetings Kathleen P. Fuller University of Mississippi - School of Business Administration Date Posted: August 17, 2001 Working Paper Series
Bank-Firm Relationships and Contagious Banking CrisesEFA 2001 Barcelona Meetings Mariassunta Giannetti Stockholm School of Economics Date Posted: August 16, 2001 Working Paper Series 398 downloads
Interbank Market Integration Under Asymmetric InformationECB Working Paper No. 74 Xavier Freixas and Cornelia Holthausen Universitat Pompeu Fabra and European Central Bank (ECB) Date Posted: August 16, 2001 Working Paper Series 342 downloads
Full Insurance, Asymmetric Information and Genetic TestingEFA 2001 Barcelona Meetings José Penalva Universitat Pompeu Fabra - Faculty of Economic and Business Sciences Date Posted: July 14, 2001 Working Paper Series 139 downloads
A Test of the Influence of Bank Loans on Capital Structure in the UKEFA 2001 Barcelona Meetings Abimbola Adedeji University of Birmingham - Birmingham Business School Date Posted: July 14, 2001 Working Paper Series 650 downloads
Bank Integration and Business Volatility in the U.S.FRB of New York Staff Report No. 129, EFA 2001 Barcelona Meetings Donald P. Morgan, Philip E. Strahan and Bertrand Rime Federal Reserve Bank of New York, Boston College - Department of Finance and Swiss National Bank - Banking Studies Section Date Posted: July 14, 2001 Working Paper Series 143 downloads
Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest RatesEFA 2001 Barcelona Meetings Anna Rita Bacinello and Svein-Arne Persson Università degli Studi di Trieste and Norwegian School of Economics (NHH) Date Posted: July 14, 2001 Working Paper Series 779 downloads
Portfolio Considerations in Risk Management by Financial Intermediaries: Evidence from Trading Behaviour of London Equity DealersEFA 2001 Barcelona Meetings Narayan Y. Naik and Pradeep K. Yadav London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business Date Posted: July 14, 2001 Working Paper Series 350 downloads
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic VolatilityAFA 2002 Atlanta Meetings Pierre Collin-Dufresne and Robert S. Goldstein Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities - Carlson School of Management Date Posted: July 13, 2001 Working Paper Series 452 downloads
Dollarization, Bailouts, and the Stability of the Banking SystemEFA 2001 Barcelona Meetings Xavier Vives and Douglas M. Gale University of Navarra - IESE Business School and New York University (NYU) - Department of Economics Date Posted: July 13, 2001 Working Paper Series 254 downloads
United We Stand: Corporate Monitoring by Shareholder Coalitions in the UKEFA 2001 Barcelona Meetings Rafel Crespí-Cladera and Luc Renneboog Universitat Illes Balears (UIB), Dep. Economia i Empresa and Tilburg University - Department of Finance Date Posted: July 13, 2001 Working Paper Series 311 downloads
Information Technology and Credit MarketsEFA 2001 Barcelona Meetings Robert B. H. Hauswald and Robert Marquez American University - Department of Finance and Real Estate and University of California, Davis Date Posted: July 11, 2001 Working Paper Series 192 downloads
Yahoo! For Amazon: Sentiment Parsing from Small Talk on the WebEFA 2001 Barcelona Meetings Sanjiv Ranjan Das and Mike Y. Chen Santa Clara University - Leavey School of Business and University of California, Berkeley Date Posted: July 11, 2001 Last Revised: November 17, 2015 Accepted Paper Series 1739 downloads
Cash and Corporate ControlEFA 2001 Barcelona Meetings Olubunmi Faleye Northeastern University - Finance Group Date Posted: July 11, 2001 Working Paper Series 493 downloads
A Comparison of Stock Market MechanismsEFA 2001 Barcelona Meetings Giovanni Cespa Cass Business School Date Posted: July 11, 2001 Working Paper Series 212 downloads
A Trade-based Analysis of MomentumAFA 2002 Atlanta Meetings Soeren Hvidkjaer Copenhagen Business School Date Posted: July 11, 2001 Working Paper Series 1125 downloads
Affine Models, Credit Spreads and the Delivery Option of a Multi-Issuer Bond FutureEFA 2001 Barcelona Meetings Wolfgang Bühler, Klaus Duellmann and Marc Windfuhr University of Mannheim - Department of Business Administration and Finance, Deutsche Bundesbank and affiliation not provided to SSRN Date Posted: July 11, 2001 Working Paper Series 330 downloads
Arbitrage-free Evaluation of American-Style Options on Assets with Stochastics Variance CharacteristicsEFA 2001 Barcelona Meetings Andrew M.K. Wu University of Strathclyde - Department of Accounting and Finance Date Posted: July 11, 2001 Working Paper Series 265 downloads
Asymmetries in Bid and Ask Responses to Innovations in the Trading ProcessEmpirical Economics, 30, 913-946 (2006) Álvaro Escribano and Roberto Pascual Universidad Carlos III de Madrid - Department of Economics and Universidad de las Islas Baleares Date Posted: July 11, 2001 Last Revised: October 06, 2014 Accepted Paper Series 285 downloads
Central Bank Intervention and the Intraday Process of Price Formation in the Currency MarketsEFA 2001 Barcelona Meetings; Stern School of Business Working Paper Paolo Pasquariello University of Michigan, Stephen M. Ross School of Business Date Posted: July 11, 2001 Working Paper Series 271 downloads
Competition for Order Flow as a Coordination GameEFA 2001 Barcelona Meetings Frank Heinemann and Jutta Donges Berlin Institute of Technology and Goldman, Sachs & Co. Date Posted: July 11, 2001 Working Paper Series 138 downloads
Costs of Banking System Instability: Some Empirical EvidenceEFA 2001 Barcelona Meetings, Bank of England Working Paper No. 144 Glenn Hoggarth, Ricardo Reis and Victoria Saporta Bank of England, London School of Economics & Political Science (LSE) and Bank of England Date Posted: July 11, 2001 Working Paper Series 764 downloads
Financially Constrained Arbitrage in Illiquid MarketsEFA 2001 Barcelona Meetings Mukarram Attari and Antonio S. Mello CRA International, Incorporated and University of Wisconsin - Madison - Department of Finance, Investment and Banking Date Posted: July 11, 2001 Working Paper Series 300 downloads
Information Acquisition, Specialization and Credit Market CompetitionEFA 2001 Barcelona Meetings Michael Troege ESCP-Europe Date Posted: July 11, 2001 Working Paper Series 180 downloads
Is It Overreaction? The Performance of Value and Momentum Strategies at Long HorizonsEFA 2001 Barcelona Meetings Stefan Nagel University of Michigan, Stephen M. Ross School of Business Date Posted: July 11, 2001 Working Paper Series 1912 downloads
Lognormal-Mixture Dynamics and Calibration to Volatility Smiles and SkewsEFA 2001 Barcelona Meetings Damiano Brigo, Gianvittorio Mauri and Fabio Mercurio Imperial College London - Department of Mathematics, Banca IMI and Bloomberg L.P. Date Posted: July 11, 2001 Working Paper Series 795 downloads
Market Risks, Internal Models, and Optimal Regulation: Does Backtesting Induce Banks to Report their True Risks?EFA 2001 Barcelona Meetings Christian Ewerhart University of Zurich - Department of Economics Date Posted: July 11, 2001 Working Paper Series 252 downloads
Measuring and Explaining Liquidity on an Electronic Limit Order Book: Evidence from Reuters D2000-2EFA 2001 Barcelona Meetings Jon Danielsson and Richard Payne London School of Economics - Systemic Risk Centre and City University London - Sir John Cass Business School Date Posted: July 11, 2001 Working Paper Series 472 downloads
Modeling Sovereign Yield Spreads: A Case Study of Russian DebtEFA 2001 Barcelona Meetings Darrell Duffie, Lasse Heje Pedersen and Kenneth J. Singleton Stanford University - Graduate School of Business, AQR Capital Management, LLC and Stanford University - Graduate School of Business Date Posted: July 11, 2001 Working Paper Series 819 downloads
Optimal Trading by a 'Large Shareholder'AFA 2002 Atlanta Meetings Peter M. DeMarzo and Branko Urosevic Stanford Graduate School of Business and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences Date Posted: July 11, 2001 Working Paper Series 529 downloads
Parameter Uncertainty and International Investment in a Multi-Period Setting
EFA 2001 Barcelona Pierluigi Balduzzi and Ludan Liu Boston College - Carroll School of Management and affiliation not provided to SSRN Date Posted: July 11, 2001 Working Paper Series 238 downloads
Predictability in Emerging Sovereign Debt MarketsGergana Jostova George Washington University - Department of Finance Date Posted: July 11, 2001 Working Paper Series 831 downloads
Price, Production, Storage and Futures MarketsEFA 2001 Barcelona Meetings Andrew P. Carverhill City University of Hong Kong Date Posted: July 11, 2001 Working Paper Series 280 downloads
Quasi-arbitrage and Price ManipulationEFA 2001 Barcelona Meetings Gur Huberman and Werner Stanzl Columbia Business School - Finance and Economics and Yale University - International Center for Finance Date Posted: July 11, 2001 Working Paper Series 693 downloads
Specification Test of International Asset Pricing ModelsEFA 2001 Barcelona Meetings Xiaoyan Zhang Purdue University - Krannert School of Management Date Posted: July 11, 2001 Working Paper Series 733 downloads
Strong-Form Efficiency with Monopolistic InsidersEFA 2001 Barcelona Meetings Minh Chau and Dimitri Vayanos ESSEC Business School - Finance Department and London School of Economics Date Posted: July 11, 2001 Working Paper Series 202 downloads
The Impact of Illegal Insider Trading in Dealer and Specialist MarketsEFA 2001 Barcelona Meetings Raymond P.H. Fishe and Michel A. Robe University of Richmond - E. Claiborne Robins School of Business and American University - Kogod School of Business Date Posted: July 11, 2001 Working Paper Series 711 downloads
The Liquidity Service of Sovereign BondsTwelfth Annual Utah Winter Finance Conference Kathy Yuan London School of Economics & Political Science (LSE) - Department of Finance Date Posted: July 11, 2001 Working Paper Series 323 downloads
Why Does the Concentration of Control Differ in German and UK Companies? Evidence from Initial Public OfferingsEFA 2001 Barcelona Meetings Marc Goergen and Luc Renneboog Cardiff University - Cardiff Business School and Tilburg University - Department of Finance Date Posted: July 11, 2001 Working Paper Series 470 downloads |
