1.
Hedge Funds with Style
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-29
Number of pages: 35
Posted: 21 Feb 2001
Working Paper Series
New York University - Stern School of Business and Yale School of Management - International Center for Finance
There are 3 versions of this paper
Hedge Funds with Style
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-29
Number of pages: 35
Posted: 21 Feb 2001
Downloads
9,206
Hedge Funds with Style
NBER Working Paper No. w8173
Number of pages: 37
Posted: 16 Mar 2001
Last Revised: 05 Oct 2001
Downloads
223
Downloads
176
Downloads
9,206
2.
A Model of Credit Risk, Optimal Policies, and Asset Prices
AFA 2002 Atlanta Meetings; NYU Finance Working Paper
Number of pages: 45
Posted: 21 Mar 2001
Working Paper Series
London Business School and New York University (NYU) - Department of Finance
There are 5 versions of this paper
A Model of Credit Risk, Optimal Policies, and Asset Prices
AFA 2002 Atlanta Meetings; NYU Finance Working Paper
Number of pages: 45
Posted: 21 Mar 2001
Downloads
4,378
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. FIN-03-047
Number of pages: 46
Posted: 11 Nov 2008
Downloads
90
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. S-CDM-03-20
Number of pages: 46
Posted: 05 Nov 2008
Downloads
73
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. FIN-00-029
Number of pages: 41
Posted: 04 Nov 2008
Downloads
57
A Model of Credit Risk, Optimal Policies and Asset Prices
CEPR Discussion Paper No. 3413
Number of pages: 43
Posted: 31 Jul 2002
Downloads
32
Downloads
4,378
3.
Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios
EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings; FAME Research Paper No 24
Number of pages: 38
Posted: 30 Apr 2001
Working Paper Series
Kedge Capital Fund Management
Downloads
3,854
4.
IAS versus US GAAP: Information Asymmetry-Based Evidence from Germany's New Market
Number of pages: 43
Posted: 28 Jun 2001
Working Paper Series
University of Chicago - Booth School of Business
There are 2 versions of this paper
IAS versus US GAAP: Information Asymmetry-Based Evidence from Germany's New Market
Number of pages: 43
Posted: 28 Jun 2001
Downloads
3,446
IAS Versus Us Gaap: Information Asymmetry-Based Evidence from Germany's New Market
Journal of Accounting Research, June 2003
Posted: 21 Jan 2003
Downloads
3,446
5.
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
3,384
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
1,719
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
3,384
6.
Do Insider Trading Laws Work?
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-19; Yale SOM Working Paper No. ICF - 00-19
Number of pages: 47
Posted: 15 Nov 2000
Working Paper Series
IMD International
There are 2 versions of this paper
Do Insider Trading Laws Work?
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-19; Yale SOM Working Paper No. ICF - 00-19
Number of pages: 47
Posted: 15 Nov 2000
Downloads
3,288
Do Insider Trading Laws Work?
European Financial Management, Vol. 11, No. 3, pp. 267-312, June 2005
Posted: 22 Jun 2005
Downloads
3,288
7.
Market Valuations in the New Economy: An Investigation of What Has Changed
JAE Boston Conference June 2001
Number of pages: 44
Posted: 18 Mar 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - Accounting Department and Ohio State University (OSU) - Department of Accounting & Management Information Systems
There are 2 versions of this paper
Market Valuations in the New Economy: An Investigation of What Has Changed
JAE Boston Conference June 2001
Number of pages: 44
Posted: 18 Mar 2001
Downloads
2,316
Market Valuations in the New Economy: An Investigation of What Has Changed
Journal of Accounting & Economics, Vol. 34, No. 1-3, pp. 43-67, January 2003
Posted: 04 Mar 2003
Downloads
2,316
8.
Stock Return Predictability: Is it There?
AFA 2002 Atlanta Meetings
Number of pages: 53
Posted: 23 Mar 2001
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc
There are 2 versions of this paper
Stock Return Predictability: Is it There?
AFA 2002 Atlanta Meetings
Number of pages: 53
Posted: 23 Mar 2001
Downloads
2,306
Stock Return Predictability: Is it There?
NBER Working Paper No. w8207
Number of pages: 53
Posted: 31 Mar 2001
Last Revised: 11 Feb 2010
Downloads
410
Downloads
2,306
9.
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
MIT Sloan Working Paper No. 4234-01; EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 32
Posted: 16 Sep 2000
Working Paper Series
London Business School and London Business School
There are 3 versions of this paper
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
MIT Sloan Working Paper No. 4234-01; EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 32
Posted: 16 Sep 2000
Downloads
2,035
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
CEPR Discussion Paper No. 3425
Number of pages: 35
Posted: 13 Aug 2002
Downloads
25
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
Economic Theory, Vol. 24, pp. 503-530, 2004
Posted: 19 Mar 2004
Downloads
2,035
10.
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
1,949
11.
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
1,812
12.
Corporate Governance and Dividend Pay-Out Policy in Germany
EFA 2001 Barcelona Meetings
Number of pages: 32
Posted: 05 Jul 2001
Working Paper Series
Vienna University of Economics and Business and WHU - Otto Beisheim School of Management
Downloads
1,799
13.
Asset Prices and Trading Volume Under Fixed Transactions Costs
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-35
Number of pages: 78
Posted: 07 Jun 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Columbia University - Columbia Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 3 versions of this paper
Asset Prices and Trading Volume Under Fixed Transactions Costs
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-35
Number of pages: 78
Posted: 07 Jun 2001
Downloads
1,783
Asset Prices and Trading Volume Under Fixed Transactions Costs
NBER Working Paper No. w8311
Number of pages: 78
Posted: 03 Jun 2001
Downloads
66
Asset Prices and Trading Volume Under Fixed Transactions Costs
Journal of Political Economy, Vol. 112, pp. 1054-1090, October 2004
Posted: 03 Sep 2004
Downloads
1,783
14.
The Political Economy of Corporate Governance
AFA 2002 Atlanta Meetings; Univ. of Salerno Working Paper No. 29
Number of pages: 35
Posted: 15 Mar 2000
Working Paper Series
University of Naples Federico II - Department of Economics and Statistics and City University London - Faculty of Finance
There are 2 versions of this paper
The Political Economy of Corporate Governance
AFA 2002 Atlanta Meetings; Univ. of Salerno Working Paper No. 29
Number of pages: 35
Posted: 15 Mar 2000
Downloads
1,776
The Political Economy of Corporate Governance
American Economic Review, Vol. 95, No. 4, September 2005
Posted: 29 Mar 2006
Downloads
1,776
15.
Incentive Fees and Mutual Funds
EFA 2001 Barcelona Meetings
Number of pages: 49
Posted: 05 Jul 2001
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University, Gabelli School of Business
There are 4 versions of this paper
Downloads
1,756
Incentive Fees and Mutual Funds
NYU Working Paper No. S-AM-01-07
Number of pages: 37
Posted: 13 Nov 2008
Downloads
94
Incentive Fees and Mutual Funds
NYU Working Paper No. FIN-01-050
Number of pages: 37
Posted: 03 Nov 2008
Downloads
81
Incentive Fees and Mutual Funds
Journal of Finance, Vol. 58, pp. 779-804, April 2003
Posted: 18 Sep 2003
Downloads
1,756
16.
Asymmetric Correlations of Equity Portfolios
EFA 2001 Barcelona Meetings
Number of pages: 56
Posted: 19 May 2000
Working Paper Series
University of California, Davis - Graduate School of Management and BlackRock, Inc
Downloads
1,708
17.
The Choice between Rights Offerings and Private Equity Placements
EFA 2001 Barcelona Meetings
Number of pages: 42
Posted: 06 Jul 2001
Working Paper Series
University of Miami - Department of Finance and U.S. Securities and Exchange Commission
Downloads
1,674
18.
Many Faces of Liquidity and Asset Pricing: Evidence from the U.S. Treasury Securities Market
AFA 2003 Washington, DC Meetings
Number of pages: 34
Posted: 06 Jul 2001
Working Paper Series
Stanford University - Graduate School of Business
Downloads
1,658
19.
The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
London Business School Accounting Subject Area No. 014
Number of pages: 29
Posted: 31 Dec 2000
Working Paper Series
University of Cambridge - Judge Business School and London Business School - Institute of Finance and Accounting
There are 2 versions of this paper
The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
London Business School Accounting Subject Area No. 014
Number of pages: 29
Posted: 31 Dec 2000
Downloads
1,607
The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
Review of Finance, Vol. 8, No. 1, pp. 19-47, 2004
Number of pages: 32
Posted: 18 Apr 2006
Last Revised: 20 Mar 2016
Downloads
190
Downloads
1,607
20.
Conditional Value-at-Risk for General Loss Distributions
EFA 2001 Barcelona Meetings, EFMA 2001 Lugano Meetings; U of Florida, ISE Dept. Working Paper No. 2001-5
Number of pages: 34
Posted: 30 Apr 2001
Working Paper Series
University of Washington - Department of Mathmatics and University of Florida
Downloads
1,583
21.
Optimal Liquidity Trading
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-21; Yale SOM Working Paper No. ICF - 00-21
Number of pages: 59
Posted: 11 Dec 2000
Working Paper Series
Columbia Business School - Finance and Economics and Yale University - International Center for Finance
There are 2 versions of this paper
Optimal Liquidity Trading
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-21; Yale SOM Working Paper No. ICF - 00-21
Number of pages: 59
Posted: 11 Dec 2000
Downloads
1,551
Downloads
1,551
22.
Default Risk and Diversification: Theory and Empirical Implications
EFA 2001 Barcelona Meetings
Number of pages: 34
Posted: 01 Jan 2001
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Copenhagen Business School and Claremont McKenna College - Robert Day School of Economics and Finance
There are 2 versions of this paper
Default Risk and Diversification: Theory and Empirical Implications
EFA 2001 Barcelona Meetings
Number of pages: 34
Posted: 01 Jan 2001
Downloads
1,527
Default Risk and Diversification: Theory and Empirical Implications
Mathematical Finance, Vol. 15, No. 1, pp. 1-26, January 2005
Number of pages: 26
Posted: 30 Dec 2004
Downloads
16
Downloads
1,527
23.
Value-at-Risk vs. Building Block Regulation in Banking
EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 55
Posted: 28 Oct 2000
Working Paper Series
Vienna University of Technology and University of Calgary - Haskayne School of Business
Downloads
1,523
24.
Institutional Trading and Stock Returns
EFMA 2001 Lugano Meetings, EFA 2001 Barcelona Meetings
Number of pages: 19
Posted: 15 Jan 2001
Working Paper Series
Federal Reserve Board and University of California, Irvine - Paul Merage School of Business
Downloads
1,415
25.
Explaining the Diversification Discount
AFA 2002 Atlanta Meetings
Number of pages: 51
Posted: 26 Mar 2001
Working Paper Series
University of Navarra - Madrid Campus - IESE Business School and Rutgers Business School
There are 3 versions of this paper
Explaining the Diversification Discount
AFA 2002 Atlanta Meetings
Number of pages: 51
Posted: 26 Mar 2001
Downloads
1,399
Explaining the Diversification Discount
NYU Working Paper No. EC-99-06
Number of pages: 50
Posted: 03 Nov 2008
Downloads
265
Explaining the Diversification Discount
Journal of Finance, Vol. 57, pp. 1731-1762, 2002
Posted: 29 Dec 2003
Downloads
1,399
26.
Do External Auditors Perform a Corporate Governance Role in Emerging Markets? Evidence from East Asia
EFA 2001 Barcelona Meetings; 3rd Annual Fin. Mkt. Dev. Conference, Hong Kong 2001
Number of pages: 49
Posted: 05 Jul 2001
Working Paper Series
The Chinese University of Hong Kong (CUHK) - School of Accountancy and The Chinese University of Hong Kong (CUHK) - School of Accountancy
There are 3 versions of this paper
Do External Auditors Perform a Corporate Governance Role in Emerging Markets? Evidence from East Asia
EFA 2001 Barcelona Meetings; 3rd Annual Fin. Mkt. Dev. Conference, Hong Kong 2001
Number of pages: 49
Posted: 05 Jul 2001
Downloads
1,387
Do External Auditors Perform a Corporate Governance Role in Emerging Markets? Evidence from East Asia
William Davidson Institute Working Paper No. 400
Number of pages: 53
Posted: 12 Nov 2001
Downloads
1,028
Do External Auditors Perform a Corporate Governance Role in Emerging Markets? Evidence from East Asia
Journal of Accounting Research, Vol. 43, pp. 35-72, March 2005
Number of pages: 38
Posted: 08 May 2006
Downloads
27
Downloads
1,387
27.
Does Financial Liberalization Spur Growth?
AFA 2002 Atlanta Meetings
Number of pages: 52
Posted: 19 Apr 2001
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
There are 2 versions of this paper
Does Financial Liberalization Spur Growth?
AFA 2002 Atlanta Meetings
Number of pages: 52
Posted: 19 Apr 2001
Downloads
1,314
Does Financial Liberalization Spur Growth?
NBER Working Paper No. w8245
Number of pages: 66
Posted: 20 Apr 2001
Downloads
120
Downloads
1,314
28.
Stock Return Predictability and Asset Pricing Models
EFA 2001 Barcelona Meetings
Number of pages: 62
Posted: 19 Feb 2001
Working Paper Series
Hebrew University of Jerusalem - Jerusalem School of Business Administration
There are 2 versions of this paper
Stock Return Predictability and Asset Pricing Models
EFA 2001 Barcelona Meetings
Number of pages: 62
Posted: 19 Feb 2001
Downloads
1,294
Stock Return Predictability and Asset Pricing Models
Review of Financial Studies, Forthcoming
Posted: 04 Aug 2003
Downloads
1,294
29.
Style Consistency and Survival Probability in the Hedge Funds Industry
EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings
Number of pages: 25
Posted: 15 Jun 2001
Working Paper Series
affiliation not provided to SSRN, University of Geneva - Geneva Finance Research Institute (GFRI) and affiliation not provided to SSRN
Downloads
1,136
30.
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
1,128
A Trade-Based Analysis of Momentum
The Review of Financial Studies, Vol. 19, Issue 2, pp. 457-491, 2006
Posted: 29 Feb 2008
Downloads
1,128
31.
Size, Charter Value and Risk in Banking: An International Perspective
EFA 2001 Barcelona Meetings; FRB International Finance Discussion Paper No. 689
Number of pages: 42
Posted: 10 Jul 2001
Working Paper Series
International Monetary Fund and CESifo
Downloads
1,128
32.
The Timing of Initial Public Offerings
EFA 2001 Barcelona Meetings
Number of pages: 31
Posted: 09 Jan 2001
Working Paper Series
Tel Aviv University - Faculty of Management, University of Groningen - Faculty of Economics and Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship
There are 3 versions of this paper
The Timing of Initial Public Offerings
EFA 2001 Barcelona Meetings
Number of pages: 31
Posted: 09 Jan 2001
Downloads
1,117
The Timing of Initial Public Offerings
Journal of Financial Economics, Forthcoming
Posted: 09 Aug 2003
The Timing of Initial Public Offerings
University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 17 Nov 2009
Downloads
1,117
33.
Reputation and Dealers' Trading. A Microstructure Analysis of the Treasury Bond Market
EFA 2001 Barcelona Meetings
Number of pages: 58
Posted: 16 Dec 1999
Working Paper Series
INSEAD - Finance and Michigan State University - Eli Broad Graduate School of Management
Downloads
1,090
34.
Death Spiral Convertibles
AFA 2002 Atlanta Meetings
Number of pages: 104
Posted: 24 Jun 2001
Working Paper Series
INSEAD - Finance and INSEAD - Finance
Downloads
1,001
35.
Do Behavioral Biases Affect Prices?
EFA 2001 Barcelona Meetings
Number of pages: 35
Posted: 15 May 2001
Working Paper Series
Harvard Business School - Finance Unit and University of Michigan at Ann Arbor, The Stephen M. Ross School of Business
Downloads
994
36.
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
963
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
963
37.
Credit Risk and Dynamic Capital Structure Choice
EFA 2001 Barcelona Meetings
Number of pages: 28
Posted: 05 Jul 2001
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
919
Credit Risk and Dynamic Capital Structure Choice
CEPR Discussion Paper No. 4132
Number of pages: 30
Posted: 03 Jan 2004
Downloads
54
Downloads
919
38.
A Var-Constrained Mean-Variance Model: Implications for Portfolio Selection and the Basle Capital Accord.
EFA 2001 Barcelona Meetings
Number of pages: 45
Posted: 04 Jul 2001
Working Paper Series
University of Minnesota - Twin Cities - Carlson School of Management and George Washington University - School of Business
Downloads
878
39.
Optimal Contracts Under Moral Hazard and Adverse Selection: A Continuous-Time Approach
EFA 2001 Barcelona Meetings
Number of pages: 51
Posted: 05 Jul 2001
Working Paper Series
Ajou University
Downloads
874
40.
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
840
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
Journal of Finance, Vol. 58, pp. 119-159, 2003
Posted: 31 Aug 2003
Downloads
840
41.
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
836
Predictability in Emerging Sovereign Debt Markets
Journal of Business 2006, Vol. 79, No. 2., p. 527-565
Posted: 23 Feb 2004
Downloads
836
42.
An Economic Analysis of Corporate Directors' Fiduciary Duties
EFA 2001 Barcelona Meetings; CEMFI Working Paper No. 0014
Number of pages: 63
Posted: 27 Jan 2001
Working Paper Series
Universidad Carlos III de Madrid-Departamento de Economía de la Empresa
There are 2 versions of this paper
An Economic Analysis of Corporate Directors' Fiduciary Duties
EFA 2001 Barcelona Meetings; CEMFI Working Paper No. 0014
Number of pages: 63
Posted: 27 Jan 2001
Downloads
830
An Economic Analysis of Corporate Directors' Fiduciary Duties
RAND Journal of Economics, Vol. 34, No. 3
Posted: 08 Oct 2003
Downloads
830
43.
The Term Structure of Interest-Rate Futures Prices
EFA 2001 Barcelona Meetings
Number of pages: 68
Posted: 13 Dec 1999
Working Paper Series
University of Strathclyde - Department of Accounting and Finance and New York University - Stern School of Business
There are 3 versions of this paper
The Term Structure of Interest-Rate Futures Prices
EFA 2001 Barcelona Meetings
Number of pages: 68
Posted: 13 Dec 1999
Downloads
824
The Term Structure of Interest-Rate Futures Prices.
NYU Working Paper No. S-DRP-01-11
Number of pages: 45
Posted: 07 Nov 2008
Downloads
47
The Term Structure of Interest-Rate Futures Prices
NYU Working Paper No. FIN-01-040
Number of pages: 45
Posted: 03 Nov 2008
Downloads
46
Downloads
824
44.
State Shareholding and the Value of China's Firms
EFA 2001 Barcelona Meetings
Number of pages: 48
Posted: 05 Jul 2001
Working Paper Series
Nankai University
Downloads
821
45.
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
820
46.
Risk Premia and the Dynamic Covariance between Stock and Bond Returns
Journal of Financial and Quantitative Analysis (JFQA), Vol. 38, No. 2, 2003
Number of pages: 37
Posted: 05 Jul 2001
Last Revised: 23 Oct 2012
Accepted Paper Series
Barclays Global Investors and University of Adelaide Business School
Downloads
817
47.
The Role of Capital Adequacy Requirements in Sound Banking Systems
EFA 2001 Barcelona Meetings; Oxford Financial Research Center Working Paper No. 2001-FE-04
Number of pages: 41
Posted: 02 Jun 2001
Working Paper Series
University of Oxford - Said Business School and Centre for Economic Policy Research (CEPR)
Downloads
817
48.
Reviving Beta? Bayesian Test of Efficiency and the CAPM
EFA 2001 Barcelona Meetings
Number of pages: 28
Posted: 10 Jul 2001
Working Paper Series
University of Notre Dame
Downloads
809
49.
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
797
50.
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
793
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