Antonio S. Mello

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

Aschenbrener Fellow and Associate Professor of Finance

975 University Avenue

Madison, WI 53706

United States

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

    • Email
    • Tel: 608-263-3423
    • Fax: 608-265-4195
SCHOLARLY PAPERS

25

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6,209

SSRN CITATIONS
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Top 16,908

in Total Papers Citations

25

CROSSREF CITATIONS

39

Scholarly Papers (25)

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1.

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 887 (36,990)
Citation 2

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Options Market Making, Hedging, Informed Trading, Information Asymmetry, Adverse Selection, Bid-Ask Spreads

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 661 (54,921)
Citation 4

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systemic crises, creditor runs, market liquidity, coordination risk, amplifications

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 614 (60,344)

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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 552 (69,053)
Citation 13

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Hedging, product market competition

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 516 (75,074)
Citation 14

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Cash holdings, Innovation, Competition, Winner's Advantage

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 482 (81,558)
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 428 (93,868)
Citation 5

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Real Assets, Collateral, Limits of Debt Capacity, Fannie Mae-Freddie Mac, Apartment, Russian Crisis

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 420 (95,933)
Citation 1

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Investment, Product Market Compeititon, Import, FDI

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 378 (108,310)
Citation 12

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Limits to arbitrage; Coordination risk; Fragile capital structure; Market liquidity

10.

Corporate Hedging: The Relevance of Contract Specifications and Banking Relationships

Downloads 357 (115,426)
Citation 1

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 357 (114,628)
Citation 1

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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 320 (129,951)
Citation 8

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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 259 (161,578)
Citation 1

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market risks, private risks, real options

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 243 (171,906)
Citation 4

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cash holding, first-mover advantage, time to finance, financing friction, product market competition, R&D

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 90 (378,582)

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Trading, Commodity Speculation

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 (843,595)
Citation 1

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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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G31, G34

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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Rating, trigger, corporate bond

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

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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

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