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

SCHOLARLY PAPERS

26

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CITATIONS
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50

Scholarly Papers (26)

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 675 (33,988)

Abstract:

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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: 54 Posted: 06 Apr 2009 Last Revised: 28 Oct 2016
Xuewen Liu and Antonio S. Mello
Hong Kong University of Science & Technology (HKUST) and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 645 (36,175)
Citation 1

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

3.

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 483 (52,447)
Citation 7

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Hedging, product market competition

4.

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 461 (55,622)
Citation 23

Abstract:

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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 416 (63,046)

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Cash holdings, Innovation, Competition, Winner's Advantage

6.

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 401 (65,941)

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

7.

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
Hong Kong University of Science & Technology (HKUST) and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 358 (75,355)
Citation 5

Abstract:

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

8.

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 355 (76,102)

Abstract:

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9.

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 352 (76,833)

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Investment, Product Market Compeititon, Import, FDI

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 350 (76,697)
Citation 6

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Corporate Hedging: The Relevance of Contract Specifications and Banking Relationships

European Finance Review, Vol. 2, No. 2, 1999
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

Abstract:

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11.

Financially Constrained Arbitrage in Illiquid Markets

EFA 2001 Barcelona Meetings
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 302 (91,275)
Citation 8

Abstract:

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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 237 (117,873)

Abstract:

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market risks, private risks, real options

13.

First Mover Advantage, Time to Finance, and Cash Holdings

Number of pages: 55 Posted: 25 May 2017 Last Revised: 03 Apr 2018
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 126 (208,821)

Abstract:

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First Mover Advantage, Time to Finance, Cash Holdings, Competition

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 78 (285,039)

Abstract:

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Trading, Commodity Speculation

15.

Pay Now or Later: Financial Flexibility and Security Design

Number of pages: 37 Posted: 14 Apr 2013 Last Revised: 14 Jan 2015
Karan Bhanot, Antonio S. Mello and Rui Li
University of Texas at San Antonio - Department of Finance, University of Wisconsin - Madison - Department of Finance, Investment and Banking and Independent
Downloads 53 (348,764)

Abstract:

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Covenant Lite Loans, Covlites, Liquidity, Optimal contract, Bond Covenant

16.

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 (582,107)
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17.

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

Abstract:

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G31, G34

18.

Should Corporate Debt Include a Rating Trigger?

Journal of Financial Economics, Forthcoming
Posted: 15 Feb 2005
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

19.

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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20.

Hedging and Liquidity

Review of Financial Studies, Vol. 13, Issue 1
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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21.

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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22.

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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23.

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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24.

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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25.

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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26.

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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