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Warwick Business School Finance Group Research Paper Series
120,734 Total downloads
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Growth Options and Credit RiskWBS Finance Group Research Paper Andrea Gamba and Alessio Saretto University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics Date Posted: July 11, 2016 Last Revised: February 01, 2017 Working Paper Series 94 downloads
Dynamic Q-Theory with Agency Investment Frictions and Cross-Sectional Stock ReturnsWBS Finance Group Research Paper No. 0001 Lei Mao, Mike Qinghao Mao and K. C. John Wei University of Warwick - Finance Group, Erasmus University Rotterdam and Hong Kong University of Science & Technology (HKUST) Date Posted: December 03, 2015 Last Revised: January 26, 2016 Working Paper Series 77 downloads
Trading Aggressiveness and Market EfficiencyWBS Finance Group Research Paper Olga Klein University of Warwick - Warwick Business School Date Posted: November 10, 2015 Last Revised: January 15, 2017 Working Paper Series 109 downloads
Inventory and Corporate Risk ManagementWBS Finance Group Research Paper Marco Bianco and Andrea Gamba University of Bologna - Department of Management and University of Warwick - Finance Group Date Posted: September 18, 2015 Last Revised: February 20, 2016 Working Paper Series 145 downloads
Fund Management: An Emotional Finance PerspectiveCFA Institute Research Foundation, ISBN 978-1-934667-49-1, WBS Finance Group Research Paper David Tuckett and Richard Taffler University College London (UCL) and University of Warwick - Finance Group Date Posted: June 09, 2015 Accepted Paper Series 186 downloads
The Real Effects of Credit Default SwapsJournal of Financial Economics (JFE), 2016, WBS Finance Group Research Paper Andras Danis and Andrea Gamba Georgia Institute of Technology - Scheller College of Business and University of Warwick - Finance Group Date Posted: February 20, 2015 Last Revised: December 05, 2016 Accepted Paper Series 193 downloads
Optimal Security Design Under Asymmetric Information and Profit ManipulationWBS Finance Group Research Paper Kostas Koufopoulos, Roman Kozhan and Giulio Trigilia University of Warwick - Finance Group, University of Warwick, Warwick Business School and University of Rochester, Simon School Date Posted: February 18, 2015 Working Paper Series 169 downloads
Optimal Insurance Under Adverse Selection and Ambiguity AversionWBS Finance Group Research Paper Kostas Koufopoulos and Roman Kozhan University of Warwick - Finance Group and University of Warwick, Warwick Business School Date Posted: February 18, 2015 Working Paper Series 123 downloads
The Skew Risk Premium in the Equity Index MarketWBS Finance Group Research Paper Roman Kozhan, Anthony Neuberger and Paul Schneider University of Warwick, Warwick Business School, Cass Business School, City, University of London and University of Lugano - Institute of Finance Date Posted: February 18, 2015 Working Paper Series 74 downloads
Modeling Systemic Risk with Markov Switching Graphical SUR ModelsDaniele Bianchi, Monica Billio, Roberto Casarin and Massimo Guidolin University of Warwick, Warwick Business School, Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and Bocconi University - Department of Finance Date Posted: December 14, 2014 Last Revised: May 18, 2017 Working Paper Series 584 downloads
Internal Control and Maturity of DebtWBS Finance Group Research Paper, Robert H. Smith School Research Paper No. RHS 2512720 Onur Tosun and Lemma W. Senbet Warwick Business School, University of Warwick and University of Maryland - Robert H. Smith School of Business Date Posted: October 21, 2014 Working Paper Series 156 downloads The Effect of CEO Option Compensation on the Capital Structure: A Natural Experiment Financial Management, Forthcoming, WBS Finance Group Research Paper Onur Tosun Warwick Business School, University of Warwick Date Posted: September 18, 2014 Last Revised: September 08, 2015 Working Paper Series
Corporate Governance and Bank Insolvency Risk: International EvidenceEuropean Banking Center Discussion Paper Series No. 2014-010, CentER Discussion Paper Series No. 2014-053 Deniz Anginer, Asli Demirgüç-Kunt, Harry Huizinga and Kebin Ma World Bank Research, World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group Date Posted: September 04, 2014 Working Paper Series 122 downloads
Banking Competition and Stability: The Role of LeverageCentER Discussion Paper Series No. 2014-048, European Banking Center Discussion Paper Series No. 2014-009 Xavier Freixas and Kebin Ma Universitat Pompeu Fabra and University of Warwick - Finance Group Date Posted: August 29, 2014 Last Revised: September 02, 2014 Working Paper Series 195 downloads Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014 Massimo Guidolin and Daniele Bianchi Bocconi University - Department of Finance and University of Warwick, Warwick Business School Date Posted: June 25, 2014 Accepted Paper Series
Short-term Corporate Debt Around The WorldWBS Finance Group Research Paper Marco Sorge, Chendi Zhang and Kostas Koufopoulos World Bank Group - International Finance Corporation, University of Warwick - Finance Group and University of Warwick - Finance Group Date Posted: April 03, 2014 Last Revised: October 12, 2016 Working Paper Series 711 downloads
Toxic ArbitrageHEC Paris Research Paper No. FIN-2014-1040 Thierry Foucault, Roman Kozhan and Wing Wah Tham HEC Paris - Finance Department, University of Warwick, Warwick Business School and Erasmus School of Economics - Econometric Institute Date Posted: March 15, 2014 Last Revised: September 28, 2016 Working Paper Series 860 downloads
Market Order Flows, Limit Order Flows and Exchange Rate DynamicsRoman Kozhan, Michael Moore and Richard Payne University of Warwick, Warwick Business School, University of Warwick - Warwick Business School and City University London - Sir John Cass Business School Date Posted: March 02, 2014 Working Paper Series 211 downloads
A Dynamic Test of Conditional Asset Pricing ModelsDaniele Bianchi University of Warwick, Warwick Business School Date Posted: March 01, 2014 Last Revised: November 23, 2016 Working Paper Series 203 downloads
Corporate Post-Retirement Benefit Plans and Real InvestmentManagement Science, Forthcoming Söhnke M. Bartram Warwick Business School - Department of Finance Date Posted: February 15, 2014 Last Revised: January 09, 2016 Accepted Paper Series 231 downloads
Corporate Post-Retirement Benefit Plans and LeverageReview of Finance, June 2015, 1-55. Söhnke M. Bartram Warwick Business School - Department of Finance Date Posted: February 15, 2014 Last Revised: June 12, 2015 Accepted Paper Series 128 downloads
CDS-Bond Basis and Bond Return PredictabilityJournal of Empirical Finance, Vol. 38, 307-337, September 2016 Gi H. Kim, Haitao Li and Weina Zhang Warwick Business School - University of Warwick, University of Michigan - Stephen M. Ross School of Business and Department of Finance, National University of Singapore Date Posted: January 22, 2014 Last Revised: January 04, 2017 Accepted Paper Series 409 downloads
The Agency Credit SpreadAndrea Gamba, Mamen Aranda and Alessio Saretto University of Warwick - Finance Group, University of Navarra - Business and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics Date Posted: January 01, 2014 Last Revised: May 13, 2015 Working Paper Series 147 downloads
Tick Size Constraints, Market Structure, and LiquidityMao Ye and Chen Yao University of Illinois at Urbana-Champaign and University of Warwick Date Posted: November 24, 2013 Last Revised: March 18, 2014 Working Paper Series 360 downloads
Can Long-Run Dynamic Optimal Strategies Outperform Fixed-Mix Portfolios? Evidence from Multiple Data SetsDaniele Bianchi and Massimo Guidolin University of Warwick, Warwick Business School and Bocconi University - Department of Finance Date Posted: November 13, 2013 Working Paper Series 87 downloads
Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?Daniele Bianchi, Massimo Guidolin and Francesco Ravazzolo University of Warwick, Warwick Business School, Bocconi University - Department of Finance and Free University of Bolzano Date Posted: November 12, 2013 Last Revised: November 06, 2016 Working Paper Series 102 downloads
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-SectionJournal of Business & Economic Statistics, Forthcoming Daniele Bianchi, Massimo Guidolin and Francesco Ravazzolo University of Warwick, Warwick Business School, Bocconi University - Department of Finance and Free University of Bolzano Date Posted: November 12, 2013 Last Revised: June 11, 2015 Accepted Paper Series 257 downloads
How Does Corporate Governance Affect Bank Capitalization Strategies?European Banking Center Discussion Paper No. 2013-011, CentER Discussion Paper Series Nol 2013-054 Deniz Anginer, Asli Demirgüç-Kunt, Harry Huizinga and Kebin Ma World Bank Research, World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group Date Posted: October 07, 2013 Last Revised: February 17, 2015 Working Paper Series 205 downloads
How Important Is Financial Risk?Journal of Financial and Quantitative Analysis (JFQA), Forthcoming Söhnke M. Bartram, Gregory W. Brown and William Waller Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Carnegie Mellon University - David A. Tepper School of Business Date Posted: August 10, 2013 Accepted Paper Series 705 downloads
Outsourcing Corporate Governance: Conflicts of Interest and Competition in the Proxy Advisory IndustryECGI - Finance Working Paper No. 389/2013 Tao Li University of Warwick - Warwick Business School Date Posted: June 29, 2013 Last Revised: March 16, 2014 Working Paper Series 673 downloads
Bank Pay Caps, Bank Risk, and Macroprudential RegulationJournal of Banking and Finance, Forthcoming John E. Thanassoulis University of Warwick - Warwick Business School Date Posted: June 15, 2013 Last Revised: April 14, 2014 Accepted Paper Series 167 downloads
Microprudential Regulation in a Dynamic Model of BankingReview of Financial Studies, Forthcoming, AEA 2014 Philadelphia Meeeting Paper Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta International Monetary Fund and CESifo, University of Warwick - Finance Group and University Ca' Foscari of Venice Date Posted: May 13, 2013 Last Revised: March 11, 2014 Accepted Paper Series 271 downloads
Why are U.S. Stocks More Volatile?Journal of Finance, Vol. 67, No. 4, 2012, pp. 1329-1370 Söhnke M. Bartram, Gregory W. Brown and René M. Stulz Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance Date Posted: May 02, 2013 Accepted Paper Series 168 downloads
Signalling under Uncertainty: The Case of IFRS AdoptionOsman Ghani University of Warwick - Warwick Business School Date Posted: April 24, 2013 Last Revised: March 04, 2014 Working Paper Series 156 downloads
Credit Derivatives as a Commitment Device: Evidence from the Cost of Corporate DebtJournal of Banking and Finance, Vol. 73, 2016 Gi H. Kim Warwick Business School - University of Warwick Date Posted: April 15, 2013 Last Revised: January 05, 2017 Working Paper Series 232 downloads
Why the Going-Concern Anomaly: Gambling in the Market?Asad Kausar, Alok Kumar and Richard Taffler Nanyang Technological University (NTU), University of Miami - School of Business Administration and University of Warwick - Finance Group Date Posted: April 13, 2013 Working Paper Series 325 downloads
Subjective Bayesian BeliefsConstantinos Antoniou, Glenn W. Harrison, Morten I. Lau and Daniel Read University of Warwick - Warwick Business School, Georgia State University - J. Mack Robinson College of Business, Durham Business School and University of Warwick - Warwick Business School Date Posted: April 10, 2013 Last Revised: March 09, 2014 Working Paper Series 97 downloads
Aggregate Dispersion in Economists' Opinion on Macroeconomic ForecastsRong Leng Warwick Business School Date Posted: February 09, 2013 Last Revised: March 19, 2014 Working Paper Series 89 downloads
Ambiguity Aversion and Stock Market Participation: An Empirical AnalysisConstantinos Antoniou, Richard D. F. Harris and Ruogu Zhang University of Warwick - Warwick Business School, University of Exeter - Business School and University of Exeter Date Posted: February 04, 2013 Last Revised: October 16, 2014 Working Paper Series 169 downloads
Are Short-Sellers Different?Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business Date Posted: December 30, 2012 Working Paper Series 94 downloads
Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit RiskHKIMR Working Paper No.29/2012 Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang New York University - Stern School of Business, The University of Hong Kong - School of Economics and Finance and University of Warwick Date Posted: December 22, 2012 Working Paper Series 387 downloads
The Beneficial Coexistence of Banks and Markets: The Role of Capital Requirements and UnderwritingSwarnava Biswas and Kostas Koufopoulos University of Warwick - Finance Group and University of Warwick - Finance Group Date Posted: November 11, 2012 Working Paper Series 1924 downloads
Fund Manager Overconfidence and Investment Performance: Evidence from Mutual FundsArman Eshraghi and Richard Taffler University of Edinburgh - Business School and University of Warwick - Finance Group Date Posted: September 15, 2012 Last Revised: March 18, 2014 Working Paper Series 545 downloads
Dealer Intermediation between MarketsSwiss Finance Institute Research Paper No. 12-29 Peter G. Dunne, Harald Hau and Michael Moore Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute and University of Warwick - Warwick Business School Date Posted: September 04, 2012 Working Paper Series 92 downloads
Trading Aggressiveness and Its Implications for Market EfficiencyAFA 2015 Boston Meetings Paper Olga Klein University of Warwick - Warwick Business School Date Posted: August 05, 2012 Last Revised: January 12, 2015 Working Paper Series 76 downloads
Firm Policies and the Cross-Section of CDS SpreadsAndrea Gamba and Alessio Saretto University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics Date Posted: July 31, 2012 Last Revised: March 11, 2014 Working Paper Series 234 downloads
Welfare-Improving Ambiguity in Insurance Markets with Asymmetric InformationKostas Koufopoulos and Roman Kozhan University of Warwick - Finance Group and University of Warwick, Warwick Business School Date Posted: July 31, 2012 Last Revised: March 16, 2014 Working Paper Series 2351 downloads
Trading Strategies of Corporate InsidersJournal of Financial Markets, Forthcoming Olga Klein, Ernst G. Maug and Christoph Schneider University of Warwick - Warwick Business School, University of Mannheim Business School and Tilburg University - Department of Finance Date Posted: July 27, 2012 Last Revised: January 12, 2017 Accepted Paper Series 317 downloads
Vertical Relations Under Credit ConstraintsForthcoming, Journal of the European Economic Association. Volker Nocke and John E. Thanassoulis University of Mannheim and University of Warwick - Warwick Business School Date Posted: July 18, 2012 Accepted Paper Series 114 downloads
Upstream Uncertainty and Countervailing PowerInternational Journal of Industrial Organization, Forthcoming Howard W. Smith and John E. Thanassoulis University of Oxford - Department of Economics and University of Warwick - Warwick Business School Date Posted: July 10, 2012 Accepted Paper Series 39 downloads |
