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Texas Finance Festival 2002 (Archive)

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Viewing: 1 - 8 of 8 papers

1.

Hot Markets, Investor Sentiment, and IPO Pricing

AFA 2004 San Diego Meetings; Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival
Number of pages: 51 Posted: 02 Nov 2003
Working Paper Series
New York University (NYU) - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics

Multiple version iconThere are 5 versions of this paper

Downloads 4,473
2.

How Much of Corporate-Treasury Yield Spread is Due to Credit Risk?

Forthcoming in the Review of Asset Pricing Studies, 14th Annual Conference on Financial Economics and Accounting (FEA); Texas Finance Festival; 2003 Western Finance Association Meetings
Number of pages: 57 Posted: 15 Jan 2004 Last Revised: 05 Oct 2012
Accepted Paper Series
Pennsylvania State University - University Park - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 4,065
3.

Downside Correlation and Expected Stock Returns

EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Number of pages: 47 Posted: 09 Nov 2001
Working Paper Series
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University
Downloads 2,936
4.

Market Liquidity as a Sentiment Indicator

Number of pages: 48 Posted: 02 Jul 2008 Last Revised: 13 Jan 2009
Working Paper Series
Harvard Business School and Harvard University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,458
5.

Does Risk or Mispricing Explain the Cross-Section of Stock Prices

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper, HBS Finance Working Paper No. 03-107
Number of pages: 61 Posted: 02 Mar 2002
Working Paper Series
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 1,017
6.

Temporary Movements In Stock Prices

Texas Finance Festival
Number of pages: 32 Posted: 13 Apr 2002
Working Paper Series
Dartmouth College - Tuck School of Business
Downloads 653
7.

The Fed's Effect on Excess Returns and Inflation is Much Bigger Than You Think

Texas Finance Festival
Number of pages: 32 Posted: 11 Apr 2002
Working Paper Series
University of South Carolina - Darla Moore School of Business and University of California, San Diego (UCSD) - Rady School of Management
Downloads 506
8.

Diversification as a Public Good: Community Effects in Portfolio Choice

Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival
Number of pages: 50 Posted: 02 Mar 2002
Working Paper Series
Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent
Downloads 350