51.
Improving the Predictability of Real Economic Activity and Asset Returns with Forward Variances Inferred from Option Portfolios
Robert H. Smith School Research Paper No. RHS 06-137
Number of pages: 47
Posted: 08 Jun 2010
Last Revised: 29 Feb 2012
Working Paper Series
Temple University - Fox School of Business and Management, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance
Downloads
251
52.
Equity Trading in the 21st Century
Marshall School of Business Working Paper No. FBE 09-10
Number of pages: 54
Posted: 11 May 2010
Last Revised: 08 Aug 2015
Working Paper Series
Georgetown University - Department of Finance, University of Southern California - Marshall School of Business - Finance and Business Economics Department and Carnegie Mellon University - David A. Tepper School of Business
Downloads
3,906
53.
Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55
Posted: 19 Mar 2010
Accepted Paper Series
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)
There are 2 versions of this paper
Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Robert H. Smith School Research Paper No. RHS 06-107
Number of pages: 56
Posted: 28 Aug 2009
Last Revised: 30 Sep 2018
Downloads
179
Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55
Posted: 19 Mar 2010
Downloads
91
Downloads
91
54.
Do Firms Set Free Cash Free? Misallocation vs. Opportunism in Acquisitions
Number of pages: 48
Posted: 15 Mar 2010
Working Paper Series
Queen Mary University of London, Georgetown University - Department of Finance and Georgetown University - McDonough School of Business
There are 3 versions of this paper
Why are Cash-Rich Firms More Likely to Pay for Acquisitions with Stock?
Number of pages: 42
Posted: 23 Aug 2010
Downloads
195
Do Firms Set Free Cash Free? Misallocation vs. Opportunism in Acquisitions
Number of pages: 48
Posted: 14 Mar 2010
Downloads
82
Do Firms Set Free Cash Free? Misallocation vs. Opportunism in Acquisitions
Number of pages: 48
Posted: 15 Mar 2010
Downloads
56
Downloads
56
55.
Do Firms Set Free Cash Free? Misallocation vs. Opportunism in Acquisitions
Number of pages: 48
Posted: 14 Mar 2010
Working Paper Series
Georgetown University - Department of Finance, Queen Mary University of London and Georgetown University - McDonough School of Business
There are 3 versions of this paper
Why are Cash-Rich Firms More Likely to Pay for Acquisitions with Stock?
Number of pages: 42
Posted: 23 Aug 2010
Downloads
195
Do Firms Set Free Cash Free? Misallocation vs. Opportunism in Acquisitions
Number of pages: 48
Posted: 14 Mar 2010
Downloads
82
Do Firms Set Free Cash Free? Misallocation vs. Opportunism in Acquisitions
Number of pages: 48
Posted: 15 Mar 2010
Downloads
56
Downloads
82
56.
Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?
Number of pages: 66
Posted: 18 Feb 2010
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Florida International University
Downloads
1,190
57.
First-Passage Probability, Jump Models and Intra-Horizon Risk
Journal of Financial Economics, Vol. 95, No. 1, 2010
Number of pages: 50
Posted: 14 Feb 2010
Accepted Paper Series
Temple University - Fox School of Business and Management and Hong Kong University of Science & Technology (HKUST)
Downloads
118
58.
Finance and Efficiency: Do Bank Branching Regulations Matter?
NYU Working Paper No. 2451/29542
Number of pages: 45
Posted: 08 Feb 2010
Working Paper Series
New York University - Leonard N. Stern School of Business, Paris School of Economics (PSE) and Queen Mary University of London
There are 4 versions of this paper
Finance and Efficiency: Do Bank Branching Regulations Matter?
Swiss Finance Institute Research Paper No. 06-36, EFA 2007 Ljubljana Meetings Paper
Number of pages: 56
Posted: 01 Dec 2006
Last Revised: 14 Mar 2012
Downloads
328
Finance and Efficiency: Do Bank Branching Regulations Matter?
Review of Finance, Forthcoming
Number of pages: 46
Posted: 14 May 2010
Downloads
55
Finance and Efficiency: Do Bank Branching Regulations Matter?
NYU Working Paper No. 2451/29542
Number of pages: 45
Posted: 08 Feb 2010
Downloads
49
Finance and Efficiency: Do Bank Branching Regulations Matter?
CEPR Discussion Paper No. 6202
Number of pages: 66
Posted: 26 Jun 2007
Downloads
4
Downloads
49
59.
The Joint Cross Section of Stocks and Options
AFA 2011 Denver Meetings Paper, Fordham University Schools of Business Research Paper No. 2010-003
Number of pages: 58
Posted: 08 Jan 2010
Last Revised: 27 Feb 2012
Working Paper Series
BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
There are 4 versions of this paper
The Joint Cross Section of Stocks and Options
AFA 2011 Denver Meetings Paper, Fordham University Schools of Business Research Paper No. 2010-003
Number of pages: 58
Posted: 08 Jan 2010
Last Revised: 27 Feb 2012
Downloads
1,490
The Joint Cross Section of Stocks and Options
Georgetown McDonough School of Business Research Paper No. 2012-10
Number of pages: 142
Posted: 22 Feb 2012
Last Revised: 24 Mar 2014
Downloads
1,195
The Joint Cross Section of Stocks and Options
Netspar Discussion Paper No. 10/2013-032, Georgetown McDonough School of Business Research Paper
Number of pages: 69
Posted: 19 Oct 2013
Downloads
201
The Joint Cross Section of Stocks and Options
NBER Working Paper No. w19590
Number of pages: 96
Posted: 01 Nov 2013
Downloads
53
Downloads
1,490
60.
World Market Risk, Country-Specific Risk and Expected Returns in International Stock Markets
Number of pages: 46
Posted: 15 Oct 2009
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads
237
61.
Multinational Firms, International Diversification, Value, and Governance
Number of pages: 39
Posted: 23 Sep 2009
Working Paper Series
Queen Mary University of London
Downloads
189
62.
Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Robert H. Smith School Research Paper No. RHS 06-107
Number of pages: 56
Posted: 28 Aug 2009
Last Revised: 30 Sep 2018
Working Paper Series
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)
There are 2 versions of this paper
Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Robert H. Smith School Research Paper No. RHS 06-107
Number of pages: 56
Posted: 28 Aug 2009
Last Revised: 30 Sep 2018
Downloads
179
Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55
Posted: 19 Mar 2010
Downloads
91
Downloads
179
63.
Financial Expertise of the Board, Risk Taking, and Performance: Evidence from Bank Holding Companies
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Georgetown McDonough School of Business Research Paper
Number of pages: 63
Posted: 18 Aug 2009
Last Revised: 18 Feb 2014
Accepted Paper Series
Ohio State University (OSU) - Department of Finance, Babson College and Georgetown University - McDonough School of Business
Downloads
692
64.
Differences in Governance Practices between U.S. And Foreign Firms: Measurement, Causes, and Consequences
The Review of Financial Studies, Vol. 22, Issue 8, pp. 3131-3169, 2009
Posted: 05 Aug 2009
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business
There are 4 versions of this paper
Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 184/2007, Fisher College of Business Working Paper No. 2007-03-015, Charles A. Dice Center Working Paper No. 2007-14
Number of pages: 61
Posted: 18 Jul 2007
Last Revised: 31 Oct 2018
Downloads
1,055
Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences
Number of pages: 42
Posted: 22 Aug 2007
Downloads
86
Differences in Governance Practices between U.S. And Foreign Firms: Measurement, Causes, and Consequences
NBER Working Paper No. w13288
Number of pages: 49
Posted: 09 Aug 2007
Last Revised: 24 Feb 2012
Downloads
52
Differences in Governance Practices between U.S. And Foreign Firms: Measurement, Causes, and Consequences
The Review of Financial Studies, Vol. 22, Issue 8, pp. 3131-3169, 2009
Posted: 05 Aug 2009
65.
Volatility Spreads and Expected Stock Returns
Management Science, Forthcoming
Number of pages: 32
Posted: 04 Aug 2009
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Baruch College - Zicklin School of Business
There are 2 versions of this paper
Volatility Spreads and Expected Stock Returns
Number of pages: 33
Posted: 12 Nov 2007
Downloads
2,414
Volatility Spreads and Expected Stock Returns
Management Science, Forthcoming
Number of pages: 32
Posted: 04 Aug 2009
Downloads
968
Downloads
968
66.
Nonlinear Mean-Reversion in Stock Prices
Journal of Banking and Finance, Vol. 32, No. 5, pp. 767-782, 2008
Number of pages: 33
Posted: 01 Aug 2009
Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads
735
67.
In Praise of Mark to Management: The Need for Three-Dimensional Accounting
Number of pages: 16
Posted: 19 Jul 2009
Working Paper Series
Georgetown University - Department of Finance
Downloads
347
68.
Small Sample Bias in Panel Data
Finance Letters, 2007, 5(2), 17-21
Number of pages: 9
Posted: 18 Jul 2009
Last Revised: 12 Dec 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Sabanci University Graduate School of Management
Downloads
271
69.
Is There an Intertemporal Relation between Downside Risk and Expected Returns?
Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, pp. 883-909, 2009
Number of pages: 37
Posted: 18 Jul 2009
Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads
891
70.
Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns
Journal of Financial and Quantitative Analysis (JFQA), Vol. 43, No. 3, pp. 657-684, 2008
Number of pages: 48
Posted: 18 Jul 2009
Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Boston College - Department of Finance
Downloads
795
71.
Corporate Financing Activities and Contrarian Investment
Review of Finance, Vol. 14, No. 3, pp. 543-584, 2010, Georgetown McDonough School of Business Research Paper
Number of pages: 45
Posted: 18 Jul 2009
Last Revised: 19 Apr 2013
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Baruch College - Zicklin School of Business
Downloads
651
72.
Peer Pressure: Industry Group Impacts on Stock Valuation Precision and Contrarian Strategy Performance
Journal of Portfolio Management, Vol. 32, No. 3, pp. 80-92, 2006
Number of pages: 28
Posted: 18 Jul 2009
Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management, Baruch College - Zicklin School of Business and Raymond A. Mason School of Business - William & Mary
Downloads
389
73.
Predictability of Risk Measures in International Stock Markets
Stock Market Volatility, pp. 313-322, March 2009
Number of pages: 15
Posted: 18 Jul 2009
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Sabanci University Graduate School of Management
Downloads
250
74.
Investigating ICAPM in International Futures Markets
Review of Futures Markets, 2011, 19(3), 195-216
Number of pages: 18
Posted: 15 Jul 2009
Last Revised: 12 Dec 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and CUNY Baruch College - Zicklin School of Business
Downloads
252
75.
Does Governance Travel around the World? Evidence from Institutional Investors
Fisher College of Business Working Paper No. 2009-008, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 267/2018, Fourth Singapore International Conference on Finance 2010 Paper, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper
Number of pages: 72
Posted: 24 Mar 2009
Last Revised: 29 Oct 2018
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Nova School of Business and Economics and University of Virginia - Darden School of Business
There are 2 versions of this paper
Does Governance Travel around the World? Evidence from Institutional Investors
Fisher College of Business Working Paper No. 2009-008, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 267/2018, Fourth Singapore International Conference on Finance 2010 Paper, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper
Number of pages: 72
Posted: 24 Mar 2009
Last Revised: 29 Oct 2018
Downloads
1,649
Does Governance Travel Around the World? Evidence from Institutional Investors
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 66
Posted: 06 Jul 2010
Downloads
689
Downloads
1,649
76.
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Number of pages: 56
Posted: 23 Mar 2009
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University (NYU) - Department of Finance
There are 3 versions of this paper
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Number of pages: 56
Posted: 10 Nov 2008
Last Revised: 27 Feb 2012
Downloads
525
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Number of pages: 56
Posted: 23 Mar 2009
Last Revised: 27 Feb 2012
Downloads
313
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
NYU Working Paper No. FIN-08-037
Number of pages: 56
Posted: 09 Mar 2009
Last Revised: 27 Feb 2012
Downloads
206
Downloads
313
77.
Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors
Number of pages: 76
Posted: 22 Mar 2009
Working Paper Series
Korea University Business School
Downloads
440
78.
Unusual News Events and the Cross-Section of Stock Returns
Number of pages: 66
Posted: 18 Mar 2009
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Brandeis University and Fordham University - Gabelli School of Business
There are 2 versions of this paper
Unusual News Events and the Cross-Section of Stock Returns
Number of pages: 66
Posted: 18 Mar 2009
Last Revised: 27 Feb 2012
Downloads
683
Unusual News Events and the Cross-Section of Stock Returns
UC Davis Graduate School of Management Research Paper No. 10-09
Number of pages: 66
Posted: 27 Jan 2009
Last Revised: 27 Feb 2012
Downloads
461
Downloads
683
79.
The Intertemporal Relation between Expected Return and Risk on Currency
Number of pages: 37
Posted: 13 Mar 2009
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Koc University
Downloads
329
80.
On the Economic Sources of Stock Market Volatility
NYU Working Paper No. FIN-08-043
Number of pages: 54
Posted: 09 Mar 2009
Working Paper Series
New York University (NYU) - Department of Finance, University of North Carolina Kenan-Flagler Business School and Korea University Business School
There are 2 versions of this paper
On the Economic Sources of Stock Market Volatility
AFA 2008 New Orleans Meetings Paper
Number of pages: 54
Posted: 21 Mar 2007
Last Revised: 18 Sep 2012
Downloads
2,298
On the Economic Sources of Stock Market Volatility
NYU Working Paper No. FIN-08-043
Number of pages: 54
Posted: 09 Mar 2009
Downloads
440
Downloads
440
81.
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
NYU Working Paper No. FIN-08-025
Number of pages: 44
Posted: 09 Mar 2009
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University
There are 3 versions of this paper
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
Number of pages: 49
Posted: 03 Sep 2008
Last Revised: 27 Feb 2012
Downloads
1,602
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
NYU Working Paper No. FIN-08-025
Number of pages: 44
Posted: 09 Mar 2009
Last Revised: 27 Feb 2012
Downloads
232
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
NBER Working Paper No. w14804
Number of pages: 50
Posted: 24 Mar 2009
Last Revised: 07 Jun 2009
Downloads
79
Downloads
232
82.
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
NYU Working Paper No. FIN-08-037
Number of pages: 56
Posted: 09 Mar 2009
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University (NYU) - Department of Finance
There are 3 versions of this paper
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Number of pages: 56
Posted: 10 Nov 2008
Last Revised: 27 Feb 2012
Downloads
525
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Number of pages: 56
Posted: 23 Mar 2009
Last Revised: 27 Feb 2012
Downloads
313
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
NYU Working Paper No. FIN-08-037
Number of pages: 56
Posted: 09 Mar 2009
Last Revised: 27 Feb 2012
Downloads
206
Downloads
206
83.
Unusual News Events and the Cross-Section of Stock Returns
UC Davis Graduate School of Management Research Paper No. 10-09
Number of pages: 66
Posted: 27 Jan 2009
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Brandeis University and Fordham University - Gabelli School of Business
There are 2 versions of this paper
Unusual News Events and the Cross-Section of Stock Returns
Number of pages: 66
Posted: 18 Mar 2009
Last Revised: 27 Feb 2012
Downloads
683
Unusual News Events and the Cross-Section of Stock Returns
UC Davis Graduate School of Management Research Paper No. 10-09
Number of pages: 66
Posted: 27 Jan 2009
Last Revised: 27 Feb 2012
Downloads
461
Downloads
461
84.
Controlling for Fixed-Income Exposure in Portfolio Evaluation: Evidence from Hybrid Mutual Funds
The Review of Financial Studies, Vol. 22, Issue 2, pp. 481-507, 2009
Posted: 25 Jan 2009
Accepted Paper Series
Georgetown University - Department of Finance, Northwestern University and University of Puerto Rico
There are 2 versions of this paper
Controlling for Fixed Income Exposure in Portfolio Evaluation: Evidence from Hybrid Mutual Funds
Number of pages: 33
Posted: 07 May 2006
Downloads
273
Controlling for Fixed-Income Exposure in Portfolio Evaluation: Evidence from Hybrid Mutual Funds
The Review of Financial Studies, Vol. 22, Issue 2, pp. 481-507, 2009
Posted: 25 Jan 2009
85.
Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
Number of pages: 37
Posted: 07 Jan 2009
Working Paper Series
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads
201
86.
Investigating Icapm with Dynamic Conditional Correlations
NYU Working Paper No. FIN-07-051
Number of pages: 67
Posted: 13 Nov 2008
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Investigating ICAPM with Dynamic Conditional Correlations
AFA 2009 San Francisco Meetings Paper
Number of pages: 61
Posted: 04 Feb 2008
Last Revised: 27 Feb 2012
Downloads
1,028
Investigating Icapm with Dynamic Conditional Correlations
NYU Working Paper No. FIN-07-051
Number of pages: 67
Posted: 13 Nov 2008
Downloads
233
Downloads
233
87.
You Can't Take it with You: Sunset Provisions for Equity Compensation When Managers Retire, Resign, or Die
NYU Working Paper No. FIN-06-016
Number of pages: 40
Posted: 13 Nov 2008
Working Paper Series
Georgetown University - Department of Finance and New York University (NYU) - Stern School of Business
There are 2 versions of this paper
You Can't Take it With You: Sunset Provisions for Equity Compensation when Managers Retire, Resign, or Die
AFA 2008 New Orleans Meetings Paper
Number of pages: 40
Posted: 02 Oct 2006
Last Revised: 29 Feb 2012
Downloads
316
You Can't Take it with You: Sunset Provisions for Equity Compensation When Managers Retire, Resign, or Die
NYU Working Paper No. FIN-06-016
Number of pages: 40
Posted: 13 Nov 2008
Downloads
45
Downloads
45
88.
Financial Distress and Bank Lending Relationships
NYU Working Paper No. S-FI-01-01
Number of pages: 38
Posted: 11 Nov 2008
Working Paper Series
Georgetown University - Department of Finance and National University of Singapore - Department of Finance
Downloads
136
89.
Wealth Creation and Destruction from Brooke Group's Tobacco Litigation Strategy
NYU Working Paper No. FIN-99-050
Number of pages: 44
Posted: 11 Nov 2008
Working Paper Series
Georgetown University - Department of Finance and New York University (NYU) - Stern School of Business
There are 2 versions of this paper
Wealth Creation and Destruction from Brooke Group's Tobacco Litigation Strategy
Number of pages: 45
Posted: 07 Jun 2000
Downloads
197
Wealth Creation and Destruction from Brooke Group's Tobacco Litigation Strategy
NYU Working Paper No. FIN-99-050
Number of pages: 44
Posted: 11 Nov 2008
Downloads
46
Downloads
46
90.
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Number of pages: 56
Posted: 10 Nov 2008
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University (NYU) - Department of Finance
There are 3 versions of this paper
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Number of pages: 56
Posted: 10 Nov 2008
Last Revised: 27 Feb 2012
Downloads
525
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Number of pages: 56
Posted: 23 Mar 2009
Last Revised: 27 Feb 2012
Downloads
313
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
NYU Working Paper No. FIN-08-037
Number of pages: 56
Posted: 09 Mar 2009
Last Revised: 27 Feb 2012
Downloads
206
Downloads
525
91.
Cyclicality in Catastrophic and Operational Risk Measurements
NYU Working Paper No. FIN-04-019
Number of pages: 51
Posted: 03 Nov 2008
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Georgetown University - Robert Emmett McDonough School of Business
There are 5 versions of this paper
Cyclicality in Catastrophic and Operational Risk Measurements
Number of pages: 51
Posted: 18 Feb 2004
Downloads
755
Cyclicality in Catastrophic and Operational Risk Measurements
NYU Working Paper No. FIN-04-019
Number of pages: 51
Posted: 03 Nov 2008
Downloads
182
Cyclicality in Catastrophic and Operational Risk Measurements
NYU Working Paper No. S-FI-03-13
Number of pages: 37
Posted: 11 Nov 2008
Downloads
55
Cyclicality in Catastrophic and Operational Risk Measurements
NYU Working Paper No. S-DRP-03-12
Number of pages: 38
Posted: 07 Nov 2008
Downloads
27
Cyclicality in Catastrophic and Operational Risk Measurements
NYU Working Paper No. FIN-03-037
Number of pages: 38
Posted: 11 Nov 2008
Downloads
27
Downloads
182
92.
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
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
598
Bank Borrowers and Loan Sales: New Evidence on the Uniqueness of Bank Loans
Number of pages: 41
Posted: 23 Jul 2002
Downloads
421
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
132
Downloads
132
93.
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
Number of pages: 49
Posted: 03 Sep 2008
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University
There are 3 versions of this paper
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
Number of pages: 49
Posted: 03 Sep 2008
Last Revised: 27 Feb 2012
Downloads
1,602
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
NYU Working Paper No. FIN-08-025
Number of pages: 44
Posted: 09 Mar 2009
Last Revised: 27 Feb 2012
Downloads
232
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
NBER Working Paper No. w14804
Number of pages: 50
Posted: 24 Mar 2009
Last Revised: 07 Jun 2009
Downloads
79
Downloads
1,602
94.
The Valuation Effects of Multinational Firms
Number of pages: 60
Posted: 27 Mar 2008
Last Revised: 14 Mar 2012
Working Paper Series
Queen Mary University of London
Downloads
219
95.
Lending Relationships and Loan Contract Terms
AFA 2009 San Francisco Meetings Paper, Review of Financial Studies, Forthcoming
Number of pages: 68
Posted: 25 Mar 2008
Last Revised: 29 Feb 2012
Working Paper Series
Arizona State University (ASU) - Finance Department, Georgetown University - Department of Finance, New York University - Leonard N. Stern School of Business and National University of Singapore - Department of Finance
Downloads
1,211
96.
Bank Power and Cash Holdings: Evidence from Japan
Review of Financial Studies, Vol. 14, Issue 4, pp. 1059-1082, 2001
Posted: 29 Feb 2008
Accepted Paper Series
Georgetown University - Department of Finance and Georgetown University - McDonough School of Business
There are 3 versions of this paper
Bank Power and Cash Holdings: Evidence from Japan
Number of pages: 50
Posted: 24 Jan 1999
Downloads
498
Bank Power and Cash Holdings: Evidence from Japan
Review of Financial Studies, Vol. 14, Issue 4, pp. 1059-1082, 2001
Posted: 29 Feb 2008
97.
Do Mutual Fund Media Recommendations Hold Value? An Empirical Analysis of the Wall Street Journal's SmartMoney Fund Screen
Number of pages: 37
Posted: 25 Feb 2008
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Department of Finance and University of Puerto Rico
Downloads
178
98.
Lessons from the Strategy of Banco Santander: The Three-Step Process of Internationalisation in Retail Banking
Number of pages: 44
Posted: 04 Feb 2008
Working Paper Series
ESADE Business School, London Business School and ESADE Business School
Downloads
1,485
99.
Investigating ICAPM with Dynamic Conditional Correlations
AFA 2009 San Francisco Meetings Paper
Number of pages: 61
Posted: 04 Feb 2008
Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Investigating ICAPM with Dynamic Conditional Correlations
AFA 2009 San Francisco Meetings Paper
Number of pages: 61
Posted: 04 Feb 2008
Last Revised: 27 Feb 2012
Downloads
1,028
Investigating Icapm with Dynamic Conditional Correlations
NYU Working Paper No. FIN-07-051
Number of pages: 67
Posted: 13 Nov 2008
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The Trade-Off Between Ex-Post and Ex-Ante Efficient Capital Allocation in Internal Capital Markets and Organizational Form
Number of pages: 30
Posted: 26 Nov 2007
Working Paper Series
Queen Mary University of London
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