Author Page for Antonio S. Mello

Options Market Makers' Hedging and Informed Trading: Theory and Evidence

Number of pages: 56 Posted: 05 Aug 2012 Last Revised: 07 Aug 2014

Sahn-Wook Huh, Hao Lin and Antonio S. Mello

State University of New York (SUNY) - Department of Finance, California State University, Sacramento and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Downloads 799 (36,841)

Citation 2

Abstract:

2.

The Creditor Channel of Liquidity Crises

Journal of Money, Credit, and Banking, Forthcoming

Number of pages: 53 Posted: 06 Apr 2009 Last Revised: 24 Sep 2018

Xuewen Liu and Antonio S. Mello

University of Hong Kong (HKU) - Finance Area, Faculty of Business and Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Downloads 660 (47,790)

Citation 4

Abstract:

3.

Winstar Communications, Inc.: Financial Restructuring in the Telecommunications Industry

Number of pages: 39 Posted: 01 May 2003

Antonio S. Mello and Michael W. Rawson

University of Wisconsin - Madison - Department of Finance, Investment and Banking and affiliation not provided to SSRN

Downloads 612 (52,745)

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4.

Financial Hedging and Product Market Rivalry

Number of pages: 35 Posted: 22 Mar 2005

Antonio S. Mello and Martin E. Ruckes

University of Wisconsin - Madison - Department of Finance, Investment and Banking and Karlsruhe Institute of Technology

Downloads 532 (62,863)

Citation 13

Abstract:

5.

Industry Competition, Winner's Advantage, and Cash Holdings

Number of pages: 55 Posted: 11 Aug 2013 Last Revised: 26 Nov 2015

Liang Ma, Antonio S. Mello and Youchang Wu

University of South Carolina - Darla Moore School of Business, University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Oregon - Lundquist College of Business

Downloads 481 (71,207)

Citation 14

Abstract:

6.

Arbitraging Arbitrageurs

The Journal of Finance, Vol. 60, No. 5, pp. 2471-2511, 2005, EFA 2003 Annual Conference Paper No. 478

Number of pages: 45 Posted: 31 Jul 2003 Last Revised: 16 Jul 2009

Mukarram Attari, Antonio S. Mello and Martin E. Ruckes

CRA International, Incorporated, University of Wisconsin - Madison - Department of Finance, Investment and Banking and Karlsruhe Institute of Technology

Downloads 474 (72,495)

Citation 10

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7.

Real Assets and the Limits of Debt Capacity: Theory and Evidence

Number of pages: 42 Posted: 13 Apr 2012 Last Revised: 25 Feb 2016

Erasmo Giambona, Antonio S. Mello and Timothy J. Riddiough

Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics

Downloads 419 (84,038)

Citation 5

Abstract:

8.

Globalization, Product Market Competition and Corporate Investment

AFA 2013 San Diego Meetings Paper

Number of pages: 66 Posted: 16 Mar 2012 Last Revised: 14 Dec 2012

Antonio S. Mello and Mengying Wang

University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Downloads 393 (90,451)

Citation 1

Abstract:

9.

The Fragile Capital Structure of Hedge Funds and the Limits to Arbitrage

Journal of Financial Economics (JFE), Vol. 102, No. 3, 2011

Number of pages: 38 Posted: 30 Apr 2009 Last Revised: 02 Apr 2014

Xuewen Liu and Antonio S. Mello

University of Hong Kong (HKU) - Finance Area, Faculty of Business and Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Downloads 372 (96,438)

Citation 13

Abstract:

10.

Corporate Hedging: The Relevance of Contract Specifications and Banking Relationships

Downloads 354 (101,996)

Citation 1

2

Corporate Hedging: The Relevance of Contract Specifications and Banking Relationships

Number of pages: 30 Posted: 28 May 1999

Ian A. Cooper and Antonio S. Mello

London Business School and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Downloads 354 (101,231)

Citation 1

Abstract:

Corporate Hedging: The Relevance of Contract Specifications and Banking Relationships

Posted: 15 Jun 1999

Ian A. Cooper and Antonio S. Mello

London Business School and University of Wisconsin - Madison - Department of Finance, Investment and Banking

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11.

Financially Constrained Arbitrage in Illiquid Markets

Number of pages: 38 Posted: 11 Jul 2001

Mukarram Attari and Antonio S. Mello

CRA International, Incorporated and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Downloads 314 (116,379)

Citation 8

Abstract:

12.

Real Options with Market Risks and Private Risks

Journal of Applied Corporate Finance, Vol. 15, No. 2, Winter 2003

Number of pages: 22 Posted: 30 Aug 2006

Antonio S. Mello and Unyong Pyo

University of Wisconsin - Madison - Department of Finance, Investment and Banking and Brock University

Downloads 258 (142,888)

Citation 1

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Abstract:

13.

First Mover Advantage, Time to Finance, and Cash Holdings

Journal of Corporate Finance, Forthcoming

Number of pages: 66 Posted: 25 May 2017 Last Revised: 30 Jan 2020

Liang Ma, Antonio S. Mello and Youchang Wu

University of South Carolina - Darla Moore School of Business, University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Oregon - Lundquist College of Business

Downloads 230 (159,802)

Citation 3

Abstract:

14.

Limits to Financialization of a Production Firm

Number of pages: 42 Posted: 05 Jan 2015 Last Revised: 10 Jan 2015

Karan Bhanot and Antonio S. Mello

University of Texas at San Antonio - Department of Finance and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Downloads 87 (344,436)

Abstract:

15.

Margins, Liquidity, and the Cost of Hedging

Journal of Applied Corporate Finance, Vol. 25, Issue 1, pp. 34-43, 2013

Number of pages: 12 Posted: 05 Apr 2013

Antonio S. Mello and John E. Parsons

University of Wisconsin - Madison - Department of Finance, Investment and Banking and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 2 (751,408)

Citation 1

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Abstract:

16.

A Dynamic Analysis of Growth Via Acquisition

Review of Finance, Vol. 12, Issue 4, pp. 635-671, 2008

Posted: 27 Oct 2008

Worawat Margsiri, Antonio S. Mello and Martin E. Ruckes

University of Wisconsin - Madison - Department of Finance, Investment and Banking, University of Wisconsin - Madison - Department of Finance, Investment and Banking and Karlsruhe Institute of Technology

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17.

Should Corporate Debt Include a Rating Trigger?

Journal of Financial Economics, Forthcoming

Posted: 15 Feb 2005 Last Revised: 06 Oct 2020

Antonio S. Mello and Karan Bhanot

University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Texas at San Antonio - Department of Finance

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18.

The Trade-Off between Liquidity and Control Revisited

CEMFI Working Paper 9912

Posted: 03 Jan 2000

Antonio S. Mello and Rafael Repullo

University of Wisconsin - Madison - Department of Finance, Investment and Banking and Centre for Monetary and Financial Studies (CEMFI)

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19.

Hedging and Liquidity

Posted: 14 Dec 1999

Antonio S. Mello and John E. Parsons

University of Wisconsin - Madison - Department of Finance, Investment and Banking and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

20.

Maturity Structure of a Hedge Matters: Lessons from the Metallgesellschaft Debacle

Posted: 06 Sep 1999

Antonio S. Mello and John E. Parsons

University of Wisconsin - Madison - Department of Finance, Investment and Banking and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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21.

Auctions of Shares with a Secondary Market and Tender Offers

CEPR Discussion Paper No. 1077

Posted: 10 Aug 1999

Antonio S. Mello and John E. Parsons

University of Wisconsin - Madison - Department of Finance, Investment and Banking and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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22.

Netting and the Design of Financial Contracts with Default Risk

London Business School Institute of Finance and Accounting Working Paper 205

Posted: 03 Jul 1998

Ian A. Cooper and Antonio S. Mello

London Business School and University of Wisconsin - Madison - Department of Finance, Investment and Banking

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23.

Funding Risk and Hedge Valuation

Posted: 02 Jul 1998

Antonio S. Mello and John E. Parsons

University of Wisconsin - Madison - Department of Finance, Investment and Banking and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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24.

Going Public and the Ownership Structure of the Firm

Posted: 17 May 1998

Antonio S. Mello and John E. Parsons

University of Wisconsin - Madison - Department of Finance, Investment and Banking and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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25.

Do Noise Traders 'Create Their Own Space'?

J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, March 1997

Posted: 23 Apr 1997

Ravi Bhushan, David P. Brown and Antonio S. Mello

Southern Methodist University, University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Antonio S. Mello

University of Wisconsin - Madison - Department of Finance, Investment and Banking

Aschenbrener Fellow and Associate Professor of Finance

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Scholarly Papers (25)

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Real Options with Market Risks and Private Risks

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Margins, Liquidity, and the Cost of Hedging

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