1.
Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios
BIS Working Paper No. 118, AFA 2003 Washington, DC Meetings; London Business School, NYU Stern School of Business Working Paper
Number of pages: 61
Posted: 13 Dec 2005
Working Paper Series
ProfessorNew York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business and Fordham University
There are 2 versions of this paper
Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios
BIS Working Paper No. 118, AFA 2003 Washington, DC Meetings; London Business School, NYU Stern School of Business Working Paper
Number of pages: 61
Posted: 13 Dec 2005
Downloads
1,731
Downloads
1,731
2.
Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
Number of pages: 37
Posted: 16 Jul 2004
Working Paper Series
Humboldt University of Berlin and Goethe University Frankfurt
There are 2 versions of this paper
Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
Number of pages: 45
Posted: 20 Mar 2002
Downloads
600
Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
Number of pages: 37
Posted: 16 Jul 2004
Downloads
19
Downloads
19
3.
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations
Number of pages: 46
Posted: 26 May 2004
Working Paper Series
European Central Bank (ECB), University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business
There are 3 versions of this paper
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations
Number of pages: 57
Posted: 29 May 2003
Downloads
387
Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
FEEM Working Paper No. 92.05
Number of pages: 59
Posted: 28 Jul 2005
Downloads
262
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations
Number of pages: 46
Posted: 26 May 2004
Downloads
25
Downloads
25
4.
Cooperation in International Banking Supervision
Number of pages: 57
Posted: 19 May 2004
Working Paper Series
European Central Bank (ECB) and University of Copenhagen - Department of Economics
There are 2 versions of this paper
Cooperation in International Banking Supervision
Number of pages: 57
Posted: 19 May 2004
Downloads
850
Cooperation in International Banking Supervision
CEPR Discussion Paper No. 4990
Number of pages: 48
Posted: 09 Aug 2005
Downloads
28
Downloads
850
5.
Do Macroeconomic Announcements Cause Asymmetric Volatility?
Number of pages: 40
Posted: 30 Apr 2004
Working Paper Series
Tilburg University and Erasmus University Rotterdam (EUR) - Department of Financial Management
There are 2 versions of this paper
Do Macroeconomic Announcements Cause Asymmetric Volatility?
Number of pages: 40
Posted: 30 Apr 2004
Downloads
663
Do Macroeconomic Announcements Cause Asymmetric Volatility?
CentER Discussion Paper No. 2003-131
Number of pages: 41
Posted: 21 Jun 2004
Downloads
125
Downloads
663
6.
Bank Mergers, Competition and Liquidity
Number of pages: 51
Posted: 27 Apr 2004
Working Paper Series
Bocconi University - Department of Finance, European Central Bank (ECB) and Stockholm School of Economics (SITE)
There are 2 versions of this paper
Downloads
1,829
7.
Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
Journal of Finance, Forthcoming
Posted: 24 Nov 2003
Last Revised: 31 Mar 2015
Accepted Paper Series
University of Texas at Austin - Department of Finance, Luter School of Business, Christopher Newport University and University of Melbourne - Faculty of Business and Economics
8.
Imperfect Competition in Financial Markets: Island vs NASDAQ
Number of pages: 40
Posted: 23 Nov 2003
Working Paper Series
Centre for Economic Policy Research (CEPR), Universite de Toulouse - (IDEI - CRG) and Carnegie Mellon University - David A. Tepper School of Business
Downloads
1,331
9.
Investors' Activity and Trading Behavior
Number of pages: 46
Posted: 11 Jun 2003
Working Paper Series
University of Oulu and University of Oulu - Department of Accounting & Finance
Downloads
1,021
10.
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations
Number of pages: 57
Posted: 29 May 2003
Working Paper Series
University of Zurich - Department of Banking and Finance, European Central Bank (ECB) and Stanford University - Graduate School of Business
There are 3 versions of this paper
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations
Number of pages: 57
Posted: 29 May 2003
Downloads
387
Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
FEEM Working Paper No. 92.05
Number of pages: 59
Posted: 28 Jul 2005
Downloads
262
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations
Number of pages: 46
Posted: 26 May 2004
Downloads
25
Downloads
387
11.
Corporate Governance and the Returns on Investment
Number of pages: 59
Posted: 23 Apr 2003
Working Paper Series
Vienna University of Economics and Business, University of Vienna - Center for Business Studies - Department of Economics and WHU - Otto Beisheim School of Management
Downloads
7,295
12.
Managers, Workers, and Corporate Control
Number of pages: 40
Posted: 11 Apr 2003
Working Paper Series
Drexel University - Bennett S. LeBow College of Business and University of Naples Federico II - Department of Economics and Statistics
There are 2 versions of this paper
Downloads
2,583
13.
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
447
14.
Price Impact Costs and the Limit of Arbitrage
EFA 2002 Berlin Meetings Presented Paper; Yale ICF Working Paper No. 00-66
Number of pages: 60
Posted: 10 Jul 2002
Working Paper Series
University of Hong Kong, Faculty of Business Economics (HKU Business School), Yale University - International Center for Finance and University of Alberta - School of Business
Downloads
2,094
15.
Dividend Policy Inside the Multinational Firm
EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32
Posted: 24 Jun 2002
Working Paper Series
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and University of Michigan
Downloads
2,188
16.
Competition and Intervention in Sovereign Debt Markets
Number of pages: 40
Posted: 10 Jun 2002
Working Paper Series
affiliation not provided to SSRN and Carnegie Mellon University
There are 2 versions of this paper
Competition and Intervention in Sovereign Debt Markets
Number of pages: 40
Posted: 10 Jun 2002
Downloads
139
Competition and Intervention in Sovereign Debt Markets
NBER Working Paper No. w8679
Number of pages: 41
Posted: 20 Dec 2001
Last Revised: 27 Mar 2022
Downloads
29
Downloads
139
17.
Stochastic Volatility for Levy Processes
Number of pages: 35
Posted: 04 Jun 2002
Working Paper Series
New York University Finance and Risk Engineering, University of London - Economics, Mathematics and Statistics, University of Maryland - Robert H. Smith School of Business and Universite Paris
Downloads
2,126
18.
What Drives Equity Returns in Central and Eastern Europe
Number of pages: 22
Posted: 30 May 2002
Working Paper Series
City University of New York
Downloads
355
19.
Dying Out or Dying Hard? Disposition Investors in Stock Markets
Number of pages: 26
Posted: 28 May 2002
Working Paper Series
Bamberg University, University of Bamberg - Department of Finance, Merrill Lynch, Frankfurt and University of Bamberg - Department of Finance
Downloads
639
20.
How to Open and Close the Market: Lessons from the London Stock Exchange
EFA 2002 Berlin Meetings Presented Paper
Number of pages: 58
Posted: 12 May 2002
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Bank for International Settlements (BIS) and University of Bristol
Downloads
685
21.
The Equity Mix in Executive Compensation: An Investigation of Cross-Country Differences
Number of pages: 40
Posted: 12 May 2002
Working Paper Series
Wake Forest University, Wake Forest University and Wake Forest University, School of Business
Downloads
556
22.
Long-Term Portfolio Choice Given Uncertain Personal Savings
Number of pages: 53
Posted: 12 May 2002
Working Paper Series
University of Konstanz - Department of Economics, affiliation not provided to SSRN and University of Strathclyde - Department of Accounting and Finance
Downloads
305
23.
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility
Number of pages: 30
Posted: 11 May 2002
Working Paper Series
University of Chicago - Booth School of Business, UCLA Anderson and Oklahoma State University - Stillwater - Department of Finance
Downloads
812
24.
The Impact of Bankruptcy Rules on Risky Project Choice and Skill Formation Under Credit Rationing
Number of pages: 33
Posted: 11 May 2002
Working Paper Series
India Development Foundation and Chapman University
Downloads
272
25.
Return Sensitivity to Industry Shocks: Evidence on the (In-)Efficient Use of Internal Capital Markets
EFA 2002 Berlin Meetings Presented Paper; London Business School Working Paper
Number of pages: 38
Posted: 14 Apr 2002
Working Paper Series
London Business School and University of Toronto - Rotman School of Management
Downloads
291
26.
International Portfolio Diversification: Currency, Industry and Country Effects Revisited
EFA 2002 Berlin
Number of pages: 44
Posted: 31 Mar 2002
Last Revised: 07 Jan 2010
Working Paper Series
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, INSEAD - Finance and BI Norwegian Business School - Department of Finance
Downloads
1,796
27.
On the Consistency of Ratings and Bond Market Yields
Number of pages: 32
Posted: 25 Mar 2002
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics and Alliance Manchester Business School
Downloads
624
28.
Are Two Investors Better than One?
Number of pages: 23
Posted: 23 Mar 2002
Working Paper Series
Università degli Studi di Salerno and University of York - Department of Economics and Related Studies
Downloads
126
29.
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
Number of pages: 48
Posted: 22 Mar 2002
Working Paper Series
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)
There are 2 versions of this paper
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
Number of pages: 48
Posted: 22 Mar 2002
Downloads
7,793
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
The Review of Financial Studies, Vol. 20, Issue 5, pp. 1503-1546, 2007
Posted: 26 Jun 2008
Downloads
7,793
30.
Earnings Management and Executive Compensation: A Case of Overdose of Option and Underdose of Salary?
Number of pages: 48
Posted: 22 Mar 2002
Working Paper Series
University of Tennessee, Knoxville - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads
4,089
31.
Market Integration and Contagion
Number of pages: 39
Posted: 22 Mar 2002
Working Paper Series
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance
There are 2 versions of this paper
Market Integration and Contagion
NBER Working Paper No. w9510
Number of pages: 35
Posted: 26 Feb 2003
Last Revised: 27 Jun 2022
Downloads
84
Downloads
1,145
32.
An Examination of Heterogeneous Beliefs With a Short-Sale Constraint in a Dynamic Economy
EFA 2002 Berlin Meetings Presented Paper
Number of pages: 41
Posted: 22 Mar 2002
Working Paper Series
University of Virginia (UVA) - McIntire School of Commerce and Carnegie Mellon University - David A. Tepper School of Business
There are 2 versions of this paper
An Examination of Heterogeneous Beliefs With a Short-Sale Constraint in a Dynamic Economy
EFA 2002 Berlin Meetings Presented Paper
Number of pages: 41
Posted: 22 Mar 2002
Downloads
788
An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy
Review of Finance, Vol. 12, Issue 2, pp. 323-364, 2008
Posted: 14 Jul 2008
Downloads
788
33.
Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?
Number of pages: 34
Posted: 22 Mar 2002
Working Paper Series
Lancaster University - Department of Accounting and Finance and Tilburg University - Department of Econometrics & Operations Research
There are 2 versions of this paper
Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?
Number of pages: 34
Posted: 22 Mar 2002
Downloads
713
Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?
Journal of Economics & Management Strategy, Vol. 15, No. 1, pp. 1-35, March 2006
Number of pages: 35
Posted: 13 Apr 2006
Downloads
18
Downloads
713
34.
Investor Awareness and Market Segmentation: Evidence from S&P 500 Index Changes
Number of pages: 57
Posted: 22 Mar 2002
Working Paper Series
Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business
Downloads
690
35.
Is Debt Maturity Determined by Asymmetric Information About Short-Term or Long-Term Earnings?
Number of pages: 30
Posted: 22 Mar 2002
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads
681
36.
Characterizing Asymmetric Information in International Equity Markets
Simon School of Business Working Paper No. FR 02-07; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 53
Posted: 22 Mar 2002
Working Paper Series
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads
468
37.
Disappointment, Pessimism and the Equity Risk Premia
Number of pages: 29
Posted: 22 Mar 2002
Working Paper Series
National Center for Scientific Research (CNRS) and Toulouse Business School
Downloads
453
38.
Tax Management Strategies with Multiple Risky Assets
EFA 2002 Berlin Meetings Presented Paper
Number of pages: 59
Posted: 22 Mar 2002
Working Paper Series
University of Virginia (UVA) - McIntire School of Commerce, University of Rochester - Simon Business School and University of Texas at Austin - McCombs School of Business
Downloads
350
39.
Asymmetry of Information in Emerging Markets: Should a Firm Issue its Securities Locally or Abroad?
Number of pages: 38
Posted: 22 Mar 2002
Working Paper Series
Bank of Portugal
Downloads
307
40.
Do Dealer Firms Manage Inventory on a Stock-by-Stock or a Portfolio Basis?
Number of pages: 42
Posted: 22 Mar 2002
Working Paper Series
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads
270
41.
Rational Asset Pricing Implications from Realistic Trading Frictions
Number of pages: 27
Posted: 22 Mar 2002
Working Paper Series
London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads
152
42.
Structural Models of Corporate Bond Pricing: An Empirical Analysis
Number of pages: 68
Posted: 21 Mar 2002
Working Paper Series
Yonsei University, Pennsylvania State University - University Park - Department of Finance and UC Riverside
Downloads
3,278
43.
The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes
Number of pages: 33
Posted: 21 Mar 2002
Working Paper Series
UWA Business School, M250, University of Sydney Business School, The University of Western Australia - Department of Accounting and Finance and University of Sydney
There are 2 versions of this paper
The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes
Number of pages: 33
Posted: 21 Mar 2002
Downloads
906
The Reach of the Disposition Effect: Large Sample Evidence across Investor Classes
International Review of Finance, Vol. 6, No. 1-2, pp. 43-78, March/June 2006
Number of pages: 36
Posted: 02 May 2007
Downloads
29
Downloads
906
44.
Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
Number of pages: 45
Posted: 20 Mar 2002
Working Paper Series
Humboldt University of Berlin and Goethe University Frankfurt
There are 2 versions of this paper
Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
Number of pages: 45
Posted: 20 Mar 2002
Downloads
600
Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
Number of pages: 37
Posted: 16 Jul 2004
Downloads
19
Downloads
600
45.
The Market for Record-Date Ownership
Number of pages: 37
Posted: 20 Mar 2002
Working Paper Series
University of Toronto - Rotman School of Management, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania - The Wharton School, Finance Department and University of Pennsylvania - Finance Department
Downloads
506
46.
Nonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest Rates
Number of pages: 48
Posted: 20 Mar 2002
Working Paper Series
Cornell University - Department of Economics and University of Michigan - Stephen M. Ross School of Business
Downloads
495
47.
Model Uncertainty and Liquidity
Number of pages: 52
Posted: 20 Mar 2002
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
There are 2 versions of this paper
Model Uncertainty and Liquidity
NBER Working Paper No. w8683
Number of pages: 52
Posted: 20 Dec 2001
Last Revised: 25 Mar 2022
Downloads
53
Downloads
477
48.
Non-Redundant Derivatives in a Dynamic General Equilibrium Economy
London Business School Working Paper; EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper
Number of pages: 53
Posted: 20 Mar 2002
Working Paper Series
Imperial College Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School
Downloads
362
49.
Linear and Nonlinear Exchange Rate Exposure and the Price of Exchange Rate Risk
EFA 2002 Berlin Meetings Presented Paper
Number of pages: 48
Posted: 19 Mar 2002
Working Paper Series
University of Stavanger and Norwegian Business School
Downloads
566
50.
Start-Ups, Venture Capitalists, and the Capital Gains Tax
Number of pages: 47
Posted: 19 Mar 2002
Working Paper Series
University of St. Gallen – Department of Economics (FGN-HSG) and Copenhagen Business School - Department of Economics
There are 2 versions of this paper
Start-Ups, Venture Capitalists, and the Capital Gains Tax
Number of pages: 47
Posted: 19 Mar 2002
Downloads
546
Start-Ups, Venture Capitalists and the Capital Gains Tax
Number of pages: 44
Posted: 12 Apr 2002
Downloads
19
Downloads
546
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.