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 703 (35,261)

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

Hong Kong University of Science & Technology (HKUST) and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Downloads 652 (38,988)

Citation 3

Abstract:

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 505 (54,323)

Citation 11

Abstract:

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 465 (60,296)

Citation 1

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 437 (65,010)

Citation 11

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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 410 (70,245)

Citation 3

Abstract:

7.

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 408 (70,696)

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 367 (79,984)

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

Hong Kong University of Science & Technology (HKUST) and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Downloads 363 (80,980)

Citation 3

Abstract:

10.

Corporate Hedging: The Relevance of Contract Specifications and Banking Relationships

Downloads 352 ( 83,901)

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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 352 (83,247)

Abstract:

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

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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 307 (97,726)

Citation 5

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 245 (124,064)

Abstract:

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 160 (184,159)

Citation 1

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 81 (301,275)

Abstract:

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 62 (349,078)

Abstract:

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 (636,219)

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Abstract:

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

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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

Abstract:

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

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 (26)

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Margins, Liquidity, and the Cost of Hedging

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