1.
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
1,004
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
1,004
2.
Common Liquidity Risk and Market Collapse: Lessons from the Market for Perps
AFA 2002 Atlanta Meetings, Forthcoming
Number of pages: 50
Posted: 03 Dec 2004
Working Paper Series
University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Downloads
906
3.
The Overseas Listing Decision: New Evidence of Proximity Preference
Review of Financial Studies, 2004, 17(3), 769-809, Darden Business School Working Paper No. 03-07
Number of pages: 57
Posted: 29 May 2003
Last Revised: 13 Nov 2012
Accepted Paper Series
McGill University and University of Virginia - Darden School of Business
Downloads
1,821
4.
The Illusory Nature of Momentum Profits
Number of pages: 48
Posted: 29 May 2003
Accepted Paper Series
Tulane University - A.B. Freeman School of Business, University of Virginia - Darden School of Business and Peking University - Guanghua School of Management - Finance
Downloads
2,123
5.
Multiple Unit Auctions and Short Squeezes
Number of pages: 44
Posted: 10 Apr 2003
Working Paper Series
University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business
Downloads
448
6.
Exploiting Short-Run Predictability
Number of pages: 48
Posted: 22 Mar 2002
Working Paper Series
London Business School
Downloads
392
7.
Capital Structure Choice: Macroeconomic Conditions and Financial Constraints
Journal of Financial Economics (JFE), Vol. 68, No. 1, April, AFA 2002 Atlanta Meetings; Kellogg School of Mgmt. Finance Working Paper No. 279
Number of pages: 50
Posted: 04 Mar 2002
Last Revised: 22 Feb 2022
Accepted Paper Series
Northwestern University - Kellogg School of Management and Moody's KMV
Downloads
2,796
8.
Splitting Orders in Overlapping Markets: A Study of Cross-Listed Stocks
Journal of Financial Intermediation, Vol. 17, 2008
Number of pages: 45
Posted: 22 Feb 2002
Last Revised: 14 Jun 2008
Accepted Paper Series
Vrije Universiteit Amsterdam
Downloads
468
9.
Do Bidders Hire Top-Tier Investment Banks to Certify Value?
Number of pages: 36
Posted: 28 Jan 2002
Working Paper Series
Pennsylvania State University - Department of Finance and University of Cambridge
Downloads
536
10.
On the Patterns and Wealth Effects of Vertical Mergers
Number of pages: 36
Posted: 10 Jan 2002
Working Paper Series
The Chinese University of Hong Kong (CUHK) - School of Accountancy and HKUSTHong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads
1,211
11.
Liquidity in an Automated Auction
Number of pages: 46
Posted: 05 Jan 2002
Working Paper Series
Barclays Global InvestorsBlackRock, Inc, ITG, Inc. and BlackRock, Inc.
Downloads
1,241
12.
A Model of Asset Pricing and Portfolio Delegation
Number of pages: 61
Posted: 05 Jan 2002
Working Paper Series
American Century Investments and Cheung Kong Graduate School of Business
Downloads
509
13.
Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry
Number of pages: 46
Posted: 05 Jan 2002
Working Paper Series
University of Chicago - Booth School of Business, National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Department of Economics, University of North Carolina Kenan-Flagler Business School and Stanford University - Department of Economics
There are 3 versions of this paper
Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry
Number of pages: 32
Posted: 10 Dec 2001
Downloads
1,003
Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry
Number of pages: 46
Posted: 05 Jan 2002
Downloads
370
Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry
NBER Working Paper No. w8653
Number of pages: 32
Posted: 14 Dec 2001
Last Revised: 17 Apr 2022
Downloads
70
Downloads
370
14.
Deposit Insurance: An Outmoded Lifeboat for Today's Sea of Liquidity?
Number of pages: 50
Posted: 05 Jan 2002
Working Paper Series
Harvard University - Harvard Kennedy School (HKS) and Vienna University of Economics & Business Administration - Department of Economics
Downloads
169
15.
Characteristics, Contracts, and Actions: Evidence from Venture Capitalist Analyses
Number of pages: 51
Posted: 28 Dec 2001
Working Paper Series
Swedish House of Finance and University of Chicago - Booth School of Business
There are 4 versions of this paper
Characteristics, Contracts and Actions: Evidence from Venture Capitalist Analyses
CRSP Working Paper No. 536
Number of pages: 52
Posted: 15 Jan 2002
Downloads
1,265
Characteristics, Contracts, and Actions: Evidence from Venture Capitalist Analyses
Number of pages: 51
Posted: 28 Dec 2001
Downloads
472
Characteristics, Contracts, and Actions: Evidence from Venture Capitalist Analyses
NBER Working Paper No. w8764
Number of pages: 52
Posted: 07 Feb 2002
Last Revised: 13 Jun 2022
Downloads
161
Characteristics, Contracts and Actions: Evidence from Venture Capitalist Analyses
Number of pages: 54
Posted: 04 Apr 2002
Downloads
31
Downloads
472
16.
House Money and Overconfidence on the Trading Floor
Number of pages: 38
Posted: 27 Dec 2001
Working Paper Series
Texas Christian University - M.J. Neeley School of Business and Texas Christian University
Downloads
586
17.
A Real Options Approach to Housing Investment
Number of pages: 38
Posted: 21 Dec 2001
Working Paper Series
BlackRock and University of California, Berkeley - Real Estate Group
Downloads
804
18.
Time-Varying Arrival Rates of Informed and Uninformed Trades
AFA 2002 Atlanta Meetings
Number of pages: 38
Posted: 21 Dec 2001
Working Paper Series
Cornell University - Department of Economics, City University of New York, CUNY Baruch College - Zicklin School of Business, New York University (NYU) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
There are 2 versions of this paper
Time-Varying Arrival Rates of Informed and Uninformed Trades
AFA 2002 Atlanta Meetings
Number of pages: 38
Posted: 21 Dec 2001
Downloads
1,718
Time-Varying Arrival Rates of Informed and Uninformed Trades
Journal of Financial Econometrics, Vol. 6, Issue 2, pp. 171-207, 2008
Posted: 10 Jul 2008
Downloads
1,718
19.
How Much is Investor Autonomy Worth?
Number of pages: 38
Posted: 21 Dec 2001
Working Paper Series
University of California at Los Angeles and University of Chicago - Booth School of Business
There are 2 versions of this paper
Downloads
823
20.
Great Expectations: Banks as Equity Underwriters
AFA 2002 Atlanta Meetings
Number of pages: 32
Posted: 21 Dec 2001
Last Revised: 16 Dec 2009
Working Paper Series
University of Virginia - Darden School of Business and University of Virginia - McIntire School of Commerce
Downloads
401
21.
Banking Stability, Reputational Rents, and the Stock Market: Should Bank Regulators Care About Stock Prices?
Number of pages: 50
Posted: 21 Dec 2001
Working Paper Series
Washington University, Saint Louis - John M. Olin School of Business
Downloads
244
22.
The Telescoping Overlap Problem in Options Data
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
368
23.
Asymmetric Information and Trading Strategies: Testing Behavior on the Primary and Secondary T-Bond Markets Around Auction Days
Number of pages: 66
Posted: 18 Dec 2001
Working Paper Series
INSEAD - Finance and European Central Bank (ECB)
Downloads
460
24.
Model Misspecification and Under-Diversification
EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper
Number of pages: 31
Posted: 16 Dec 2001
Working Paper Series
University of British Columbia (UBC) - Division of Finance and EDHEC Business School
There are 2 versions of this paper
Model Misspecification and Under-Diversification
EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper
Number of pages: 31
Posted: 16 Dec 2001
Downloads
459
Model Misspecification and Under-Diversification
Number of pages: 33
Posted: 09 May 2002
Downloads
20
Downloads
459
25.
Risk Reduction in Large Portfolios: A Role for Portfolio Weight Constraints
Number of pages: 43
Posted: 10 Dec 2001
Working Paper Series
Binghamton University and Northwestern University - Kellogg School of Management
Downloads
780
26.
East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis
AFA 2002 Atlanta Meetings
Number of pages: 42
Posted: 10 Dec 2001
Working Paper Series
O. P. Jindal Global University and California Institute of Technology
Downloads
524
27.
What If Trading Location is Different from Business Location? Evidence from the Jardine Group
Number of pages: 38
Posted: 10 Dec 2001
Working Paper Series
CUHK Business School, National University of Singapore (NUS) - Department of Finance and Nanyang Technological University (NTU) - Division of Banking & Finance
There are 2 versions of this paper
What If Trading Location is Different from Business Location? Evidence from the Jardine Group
Number of pages: 38
Posted: 10 Dec 2001
Downloads
339
Downloads
339
28.
On Measuring the Economic Significance of Asset Return Predictability
AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper
Number of pages: 70
Posted: 08 Dec 2001
Working Paper Series
affiliation not provided to SSRN, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), McIntire School, University of Virginia and University of Rochester - Simon Business School
Downloads
288
29.
Price Discovery as a Public Good: Why Dealers Do Not Engage in Bertrand Price Competition
Number of pages: 30
Posted: 05 Dec 2001
Working Paper Series
University of Arizona and School of Business, University of Vermont
Downloads
187
30.
Implied Volatilities as Forecasts of Future Volatility, Time-Varying Risk Premia, and Returns Variability
Number of pages: 32
Posted: 04 Dec 2001
Working Paper Series
UCLA Anderson
Downloads
1,349
31.
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
Number of pages: 57
Posted: 02 Dec 2001
Working Paper Series
Emory University - Goizueta Business School and London School of Economics & Political Science (LSE)
There are 2 versions of this paper
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
Number of pages: 57
Posted: 02 Dec 2001
Downloads
1,012
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
NBER Working Paper No. w8666
Number of pages: 56
Posted: 14 Dec 2001
Last Revised: 07 Mar 2022
Downloads
44
Downloads
1,012
32.
Analyzing the Analysts: When Do Recommendations Add Value?
Number of pages: 55
Posted: 22 Nov 2001
Working Paper Series
Emory University - Department of Finance, Case Western Reserve University - Department of Banking & Finance, affiliation not provided to SSRN and Foster School of Business, University of Washington
Downloads
3,914
33.
Bubbles in Experimental Asset Markets: Irrational Exuberance No More
Number of pages: 40
Posted: 13 Oct 2001
Working Paper Series
Kennesaw State University - Michael J. Coles College of Business, McMaster University - DeGroote School of Business, Georgia Institute of Technology - Accounting Area and McMaster University - Michael G. DeGroote School of Business
Downloads
938
34.
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
Number of pages: 44
Posted: 13 Oct 2001
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, University of California, San Diego (UCSD) - Rady School of Management and Salomon Smith Barney, Inc., U.S.
There are 2 versions of this paper
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
Number of pages: 44
Posted: 13 Oct 2001
Downloads
1,065
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
NBER Working Paper No. w8990
Number of pages: 38
Posted: 13 Jun 2002
Last Revised: 27 Jul 2022
Downloads
151
Downloads
1,065
35.
Bank Borrowers and Loan Sales: New Evidence on the Uniqueness of Bank Loans
Number of pages: 31
Posted: 13 Oct 2001
Working Paper Series
Georgetown University - Department of Finance, Duke University - Fuqua School of Business and New York University - Leonard N. Stern School of Business
There are 4 versions of this paper
Bank Borrowers and Loan Sales: New Evidence on the Uniqueness of Bank Loans
Number of pages: 31
Posted: 13 Oct 2001
Downloads
615
Bank Borrowers and Loan Sales: New Evidence on the Uniqueness of Bank Loans
Number of pages: 41
Posted: 23 Jul 2002
Downloads
429
Bank Borrowers and Loan Sales: New Evidence on the Uniqueness of Bank Loans
NYU Working Paper No. FIN-00-008
Number of pages: 27
Posted: 03 Nov 2008
Downloads
143
Downloads
615
36.
A Nonparametric Test of Market (Mis-) Timing
Number of pages: 52
Posted: 13 Oct 2001
Working Paper Series
Emory University Goizueta Business School
Downloads
513
37.
Dynamic Choice and Risk Aversion
Number of pages: 30
Posted: 13 Oct 2001
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management
Downloads
373
38.
Fundamental Properties of Bond Prices in Models of the Short-Term Rate
Number of pages: 62
Posted: 13 Oct 2001
Working Paper Series
University of Lugano
Downloads
239
39.
The Development of Financial Intermediation and Real Effects of Capital Account Liberalization
AFA 2002 Atlanta Meetings
Number of pages: 48
Posted: 13 Oct 2001
Working Paper Series
Federal Reserve Bank of Philadelphia and Fanhai International School of Finance, Fudan University
Downloads
217
40.
The Walrasian Tatonnement to Economize on Cognitive Transaction Costs: An Experiment
Number of pages: 43
Posted: 13 Oct 2001
Working Paper Series
Toulouse School of Economics
Downloads
164
41.
Competition, Market Structure and Bid-Ask Spreads in Stock Option Markets
Posted: 13 Oct 2001
Accepted Paper Series
Cornerstone Research
42.
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs
Number of pages: 51
Posted: 12 Oct 2001
Working Paper Series
HEC Paris and London School of Economics
There are 2 versions of this paper
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs
Number of pages: 51
Posted: 12 Oct 2001
Downloads
199
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs
Number of pages: 53
Posted: 21 Nov 2001
Downloads
25
Downloads
199
43.
Are Firms Successful at 'Selective' Hedging?
Number of pages: 40
Posted: 11 Oct 2001
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area, Northwest Nazarene University and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Downloads
359
44.
The Walkdown to Beatable Analyst Forecasts: The Roles of Equity Issuance and Insider Trading Incentives
Number of pages: 44
Posted: 19 Sep 2001
Working Paper Series
AQR Capital Management, LLC, UCLA Anderson School of Management and Boston University Questrom School of Business
Downloads
1,940
45.
Interest Rates and the Durability of Consumption Goods
Number of pages: 53
Posted: 19 Sep 2001
Working Paper Series
Columbia University - Columbia Business School
Downloads
398
46.
A Simple Robust Test for the Presence of Jumps in Asset Prices
Number of pages: 44
Posted: 13 Sep 2001
Working Paper Series
New York University Finance and Risk Engineering and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads
494
47.
Is All that Talk Just Noise? The Information Content of Internet Stock Message Boards
AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper
Number of pages: 48
Posted: 08 Sep 2001
Working Paper Series
University of Minnesota and University of British Columbia (UBC) - Sauder School of Business
Downloads
1,222
48.
Range-Based Estimation of Stochastic Volatility Models
Posted: 04 Sep 2001
Accepted Paper Series
University of Pennsylvania - Department of Economics, Duke University - Fuqua School of Business and University of Pennsylvania - Department of Economics
There are 2 versions of this paper
Range-Based Estimation of Stochastic Volatility Models
Number of pages: 65
Posted: 02 May 2001
Downloads
688
49.
Cronyism and Capital Controls: Evidence from Malaysia
AFA 2002 Atlanta Meetings
Number of pages: 41
Posted: 01 Sep 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Entrepreneurship Center and Brigham Young University - J. Willard and Alice S. Marriott School of Management
There are 2 versions of this paper
Cronyism and Capital Controls: Evidence from Malaysia
AFA 2002 Atlanta Meetings
Number of pages: 41
Posted: 01 Sep 2001
Downloads
880
Cronyism and Capital Controls: Evidence from Malaysia
NBER Working Paper No. w8521
Number of pages: 41
Posted: 04 Oct 2001
Last Revised: 15 Apr 2022
Downloads
77
Downloads
880
50.
Moral Hazard and Optimal Subsidiary Structure for Financial Institutions
Number of pages: 43
Posted: 26 Aug 2001
Working Paper Series
University of Illinois, Urbana-Champaign and University of Minnesota - Twin Cities - Carlson School of Management
Downloads
637
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