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JEL Code: D51

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Viewing: 51 - 100 of 526 papers

51.

A Model of Credit Risk, Optimal Policies, and Asset Prices

AFA 2002 Atlanta Meetings; NYU Finance Working Paper
Number of pages: 45 Posted: 21 Mar 2001
Working Paper Series
London Business School and New York University (NYU) - Department of Finance

Multiple version iconThere are 5 versions of this paper

Downloads 4,360
52.

A Comparative Study of Portfolio Insurance

London Business School Working Paper IFA 344
Number of pages: 24 Posted: 22 Dec 2001
Working Paper Series
London Business School
Downloads 3,948
53.

Credit Cards and Inflation

Cowles Foundation Discussion Paper No. 1709
Number of pages: 51 Posted: 18 Jun 2009
Working Paper Series
Yale University - Cowles Foundation and SUNY Stony Brook - Center for Game Theory in Economics
Downloads 2,021
54.

Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short versus Long-Term Policies

MIT Sloan Working Paper No. 4234-01; EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 32 Posted: 16 Sep 2000
Working Paper Series
London Business School and London Business School

Multiple version iconThere are 3 versions of this paper

Downloads 2,019
55.

Incomplete Markets and Volatility

Harvard Institute of Economics Research Paper No. 1865
Number of pages: 46 Posted: 25 Sep 1998
Working Paper Series
EDHEC Business School - Department of Economics & Finance
Downloads 1,635
56.

CAPM Equilibria with Prospect Theory Preferences

Number of pages: 26 Posted: 21 Jul 2003 Last Revised: 06 Aug 2012
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,346
57.

Integration vs. Outsourcing in Industry Equilibrium

CESifo Working Paper Series No. 460
Number of pages: 52 Posted: 03 Jun 2001
Working Paper Series
Princeton University - Woodrow Wilson School of Public and International Affairs and Harvard University - Department of Economics
Downloads 1,322
58.

Aggregation, Dividend Irrelevancy, and Earnings-Value Relations

Contemporary Accounting Research, Vol. 22, No. 2, pp. 453-480, Summer 2005
Number of pages: 47 Posted: 17 Feb 2005
Accepted Paper Series
Mellon Capital Management
Downloads 1,319
59.

Liquidity as an Investment Style

Financial Analysts Journal, Vol. 69, No. 3, 2013
Number of pages: 34 Posted: 24 Apr 2011 Last Revised: 24 May 2013
Accepted Paper Series
Yale School of Management, University of Hong Kong, Zebra Capital Management, LLC and Zebra Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 1,311
60.

Equities Market Level

Number of pages: 49 Posted: 26 Jul 2012
Working Paper Series
BlackRock, Inc
Downloads 1,197
61.

Technological Improvements and Comparative Advantage Reconsidered

PIER Working Paper No. 06-023
Number of pages: 11 Posted: 29 Sep 2006
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads 1,081
62.

Social Media as an Innovation - The Case of Twitter

Number of pages: 38 Posted: 04 Mar 2010 Last Revised: 22 Oct 2014
Working Paper Series
University of Texas at Austin - Department of Information, Risk and Operations Management and University of Rochester - Simon Business School
Downloads 989
63.

Globalization and the Open Economy

North American Journal of Economics and Finance, Vol. 8, No. 1, pp. 71-79, 1997
Number of pages: 9 Posted: 18 May 2006
Accepted Paper Series
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 909
64.

An Equilibrium Model of Investment Under Uncertainty

Haas School of Business Working Paper, 2002
Number of pages: 57 Posted: 21 Jan 2003
Working Paper Series
Simon Business School, University of Rochester

Multiple version iconThere are 2 versions of this paper

Downloads 903
65.

Ricardo Meets China, India and U.S. Three Hundred Years Later

PIER Working Paper No. 09-015
Number of pages: 36 Posted: 24 Apr 2009
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads 854
66.

Disagreement about Inflation and the Yield Curve

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 133 Posted: 26 Mar 2012 Last Revised: 14 Jan 2017
Accepted Paper Series
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, London Business School - Department of Finance and Tepper School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 853
67.

Using Accounting Information for Consumption Planning and Equity Valuation

Number of pages: 36 Posted: 31 Aug 2006
Working Paper Series
Mellon Capital Management

Multiple version iconThere are 2 versions of this paper

Downloads 821
68.

Market Demand Functions in the CAPM

Number of pages: 15 Posted: 01 Feb 1997
Working Paper Series
Paris School of Economics (PSE), University of Zurich - Department of Banking and Finance and Freie Universität Berlin
Downloads 761
69.

Market Selection

AFA 2009 San Francisco Meetings Paper
Number of pages: 54 Posted: 25 Mar 2008 Last Revised: 16 Nov 2016
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Multiple version iconThere are 3 versions of this paper

Downloads 754
70.

Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?

Number of pages: 32 Posted: 13 Aug 2003 Last Revised: 15 May 2011
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 695
71.

A Dynamic Model with Import Quota Constraints

Number of pages: 41 Posted: 05 Mar 2002 Last Revised: 04 Sep 2015
Working Paper Series
London Business School and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 681
72.

By Force of Nature: Explaining the Yield Spread on Catastrophe Bonds

Number of pages: 43 Posted: 14 Jan 2008 Last Revised: 30 Mar 2010
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 654
73.

Multiplicity in General Financial Equilibrium with Portfolio Constraints

PIER Working Paper No. 06-012
Number of pages: 35 Posted: 27 Mar 2006
Working Paper Series
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 649
74.

Dynamic Efficiency, the Riskless Rate and Debt Ponzi Games Under Uncertainty

MIT Department of Economics Working Paper No. 01-41
Number of pages: 22 Posted: 17 Nov 2001
Working Paper Series
National Bureau of Economic Research (NBER) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)

Multiple version iconThere are 2 versions of this paper

Downloads 647
75.

Asset Pricing with Matrix Jump Diffusions

Number of pages: 57 Posted: 27 Sep 2008 Last Revised: 02 Feb 2010
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Geneva

Multiple version iconThere are 2 versions of this paper

Downloads 632
76.

Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets

Caltech HSS Working Paper
Number of pages: 48 Posted: 03 Oct 2000
Working Paper Series
Brain, Mind and Markets Laboratory and California Institute of Technology - Division of the Humanities and Social Sciences
Downloads 631
77.

Risk Premia and Volatilities in a Nonlinear Term Structure Model

Review of Finance, Forthcoming
Number of pages: 74 Posted: 01 Apr 2013 Last Revised: 10 Sep 2016
Accepted Paper Series
London Business School, London Business School - Department of Finance and Tepper School of Business
Downloads 625
78.

Economic Linkages, Relative Scarcity, and Commodity Futures Returns

Number of pages: 50 Posted: 26 Nov 2008 Last Revised: 31 Jul 2012
Working Paper Series
Pontificia Universidad Catolica de Chile, Cornell University and Institute of Economics, School of Social Science, Tsinghua University
Downloads 621
79.

Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns

Stern School of Business New York University
Number of pages: 47 Posted: 19 Aug 2000
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 557
80.

Heterogeneous Beliefs, Option Prices, and Volatility Smiles

Number of pages: 51 Posted: 12 Jun 2006 Last Revised: 11 Jun 2017
Working Paper Series
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 547
81.

If You're So Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets

Cowles Foundation Discussion Paper No. 1319
Number of pages: 39 Posted: 27 Sep 2001
Working Paper Series
Cornell University - Department of Economics and Cornell University - Department of Economics
Downloads 531
82.

Asset Prices with Heterogeneity in Preferences and Beliefs

AFA 2010 Atlanta Meetings Paper
Number of pages: 71 Posted: 19 Mar 2009 Last Revised: 08 Jan 2015
Working Paper Series
Imperial College Business School and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 528
83.

The Co-evolution of Capabilities and Transaction Costs: Explaining the Institutional Structure of Production

Strategic Management Journal, Forthcoming
Number of pages: 38 Posted: 21 May 2005
Accepted Paper Series
London Business School and University of Pennsylvania - Management Department
Downloads 527
84.

Tracing the Development of a Conceptual Framework of Accounting a Western European and North American Linkage: A Partial Examination

Academy of Accounting Historians Working Paper No. 40
Number of pages: 36 Posted: 15 Apr 2005
Working Paper Series
Canisius College - Department of Accounting
Downloads 520
85.

Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments

Swiss Finance Institute Research Paper No. 07-05
Number of pages: 64 Posted: 08 May 2007
Working Paper Series
Brain, Mind and Markets Laboratory, California Institute of Technology - Division of the Humanities and Social Sciences and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 514
86.

Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies

Number of pages: 50 Posted: 20 Mar 2005 Last Revised: 01 Jul 2011
Working Paper Series
Pontificia Universidad Catolica de Chile, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and Carnegie Mellon University - David A. Tepper School of Business
Downloads 509
87.

Stochastic Tastes and Money in a Neo-Keynesian Economy

Zurich IEER Working Paper No. 88
Number of pages: 21 Posted: 17 Oct 2001
Working Paper Series
University of Manchester - Department of Economics
Downloads 462
88.

Lezioni di Teoria del Puro Scambio (Lecture Notes on Pure Exchange Theory)

Number of pages: 11 Posted: 16 Nov 2014 Last Revised: 20 Nov 2014
Working Paper Series
University of Rome
Downloads 443
89.

From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation

Number of pages: 63 Posted: 25 Jul 2000
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 437
90.

The Architecture and Design of Organizational Capabilities

Advanced Institute of Management Research Paper No. 039
Number of pages: 27 Posted: 28 Dec 2005
Working Paper Series
London Business School
Downloads 419
91.

The Future of Direct Finance: The Diverging Paths of Peer-to-Peer Lending and Kickstarter

50 Wake Forest Law Review, Forthcoming, Columbia Law and Economics Working Paper No. 520
Number of pages: 40 Posted: 21 Sep 2015
Working Paper Series
Columbia Law School
Downloads 360
92.

Asset Pricing with Production and Labor

Number of pages: 27 Posted: 23 Jan 2001
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 345
93.

A Note on Wealth Effect under CARA Utility

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 01 Mar 2009 Last Revised: 10 May 2010
Working Paper Series
ICEF, Higher School of Economics and Cologne Business School
Downloads 343
94.

Rare Event Risk and Heterogeneous Beliefs: The Case of Incomplete Markets

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 46 Posted: 10 Jan 2005 Last Revised: 08 Apr 2011
Accepted Paper Series
University of Pennsylvania - Finance Department
Downloads 340
95.

Economic Growth in the Presence of FDI: The Perspective of Newly Industrialising Economies

GEP Research Paper No. 2006/33
Number of pages: 50 Posted: 20 Nov 2006
Working Paper Series
University of Nottingham and Middlesex University - Business School
Downloads 338
96.

Commodity Prices and the Option Value of Storage

Number of pages: 30 Posted: 01 Aug 2007 Last Revised: 14 Nov 2014
Working Paper Series
Victoria University of Wellington - New Zealand Institute for Study of Competition and Regulation Inc. (ISCR) and Victoria University of Wellington - School of Economics & Finance
Downloads 318
97.

Markets and Cooperation

FEEM Working Paper No. 100.99
Number of pages: 21 Posted: 13 Jul 2000
Working Paper Series
Stockholm School of Economics (SITE)
Downloads 312
98.

A New International Division of Labor in Europe: Outsourcing and Offshoring to Eastern Europe

Number of pages: 11 Posted: 15 Dec 2005
Working Paper Series
Ludwig Maximilian University of Munich - Faculty of Economics
Downloads 306
99.

The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns

Sauder School of Business Working Paper, AFA 2007 Chicago Meetings Paper
Number of pages: 40 Posted: 15 Mar 2006
Working Paper Series
Imperial College Business School and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 302
100.

Price, Wage and Fixed Commission in On-Demand Matching

Number of pages: 43 Posted: 10 Apr 2017 Last Revised: 20 Apr 2017
Working Paper Series
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 301