Jennifer N. Carpenter

New York University (NYU) - Department of Finance

Assistant Professor, Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 6,642

SSRN RANKINGS

Top 6,642

in Total Papers Downloads

5,379

CITATIONS
Rank 694

SSRN RANKINGS

Top 694

in Total Papers Citations

727

Scholarly Papers (19)

1.
Downloads 1,860 ( 2,722)
Citation 57

Mutual Fund Survivorship

Number of pages: 67 Posted: 19 Oct 2000
Mark M. Carhart, Jennifer N. Carpenter, Anthony W. Lynch and David K. Musto
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 1,636 (7,578)
Citation 57

Abstract:

Mutual Fund Survivorship

NYU Working Paper No. S-AM-00-08
Number of pages: 67 Posted: 13 Nov 2008
Mark M. Carhart, Jennifer N. Carpenter, Anthony W. Lynch and David K. Musto
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 154 (156,928)
Citation 57

Abstract:

Mutual Fund Survivorship

NYU Working Paper No. FIN-00-038
Number of pages: 67 Posted: 04 Nov 2008
Mark M. Carhart, Jennifer N. Carpenter, Anthony W. Lynch and David K. Musto
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 70 (275,712)
Citation 57

Abstract:

2.
Downloads 768 ( 24,856)
Citation 48

Portfolio Performance and Agency

NYU, Law and Economics Research Paper No. 04-010
Number of pages: 28 Posted: 21 Jun 2004
Jennifer N. Carpenter, Philip H. Dybvig and Heber Farnsworth
New York University (NYU) - Department of Finance, Washington University in St. Louis - John M. Olin Business School and Rice University
Downloads 609 (33,725)
Citation 48

Abstract:

Portfolio Performance and Agency

NYU Working Paper No. S-AM-99-01
Number of pages: 32 Posted: 13 Nov 2008
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, Rice University and New York University (NYU) - Department of Finance
Downloads 79 (256,643)
Citation 48

Abstract:

Portfolio Performance and Agency

NYU Working Paper No. SC-AM-04-03
Number of pages: 26 Posted: 04 Nov 2008
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, Rice University and New York University (NYU) - Department of Finance
Downloads 35 (379,203)
Citation 48

Abstract:

Portfolio Performance and Agency

NYU Working Paper No. FIN-99-046
Number of pages: 31 Posted: 11 Nov 2008
Heber Farnsworth, Philip H. Dybvig and Jennifer N. Carpenter
Rice University, Washington University in St. Louis - John M. Olin Business School and New York University (NYU) - Department of Finance
Downloads 27 (414,796)
Citation 48

Abstract:

Portfolio Performance and Agency

NYU Working Paper No. FIN-03-031
Number of pages: 26 Posted: 11 Nov 2008
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, Rice University and New York University (NYU) - Department of Finance
Downloads 18 (464,993)
Citation 48

Abstract:

Portfolio Performance and Agency

The Review of Financial Studies, Vol. 23, Issue 1, pp. 1-23, 2009
Posted: 25 Jan 2010
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, Rice University and New York University (NYU) - Department of Finance

Abstract:

D82, G11

Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy

New York University, Stern School of Business Working Paper
Number of pages: 45 Posted: 28 Jul 2001
Jennifer N. Carpenter and Viral V. Acharya
New York University (NYU) - Department of Finance and New York University - Leonard N. Stern School of Business
Downloads 536 (39,954)
Citation 35

Abstract:

corporate bond, stochastic interest rates, endogenous bankruptcy, optimal exercise boundary, hedging, duration

Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy

CEPR Discussion Paper No. 3328
Number of pages: 46 Posted: 21 May 2002
Jennifer N. Carpenter and Viral V. Acharya
New York University (NYU) - Department of Finance and New York University - Leonard N. Stern School of Business
Downloads 28 (409,890)
Citation 35

Abstract:

Corporate bonds, call, default, stochastic interest rates, endogenous bankruptcy, optimal exercise boundary, hedging, duration

4.
Downloads 379 ( 62,221)
Citation 1

The Real Value of China's Stock Market

Number of pages: 41 Posted: 14 Nov 2014
Jennifer N. Carpenter, Fangzhou Lu and Robert Whitelaw
New York University (NYU) - Department of Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management and New York University
Downloads 359 (65,693)
Citation 1

Abstract:

financial system development, economic growth, market segmentation, cross-sectional pricing, shadow banking

The Real Value of China's Stock Market

NBER Working Paper No. w20957
Number of pages: 47 Posted: 23 Feb 2015
Jennifer N. Carpenter, Fangzhou Lu and Robert Whitelaw
New York University (NYU) - Department of Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management and New York University
Downloads 20 (453,508)
Citation 1

Abstract:

Optimal Exercise of Executive Stock Options and Implications for Firm Cost

Number of pages: 38 Posted: 13 Dec 2007 Last Revised: 10 Jan 2008
Jennifer N. Carpenter, Richard Stanton and Nancy Wallace
New York University (NYU) - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 212 (116,834)
Citation 17

Abstract:

Employee stock option, risk aversion, option exercise

Optimal Exercise of Executive Stock Options and Implications for Firm Cost

NYU Working Paper No. FIN-07-024
Number of pages: 38 Posted: 03 Nov 2008
Richard Stanton, Nancy Wallace and Jennifer N. Carpenter
University of California, Berkeley - Finance Group, University of California, Berkeley - Real Estate Group and New York University (NYU) - Department of Finance
Downloads 70 (275,712)
Citation 17

Abstract:

Optimal Exercise of Executive Stock Options and Implications for Firm Cost

NYU Working Paper No. FIN-06-042
Number of pages: 26 Posted: 03 Nov 2008
Jennifer N. Carpenter, Richard Stanton and Nancy Wallace
New York University (NYU) - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 43 (350,141)
Citation 17

Abstract:

Estimation of Employee Stock Option Exercise Rates and Firm Cost

NYU Working Paper No. 2451/31455
Number of pages: 30 Posted: 09 Mar 2009
Jennifer N. Carpenter, Richard Stanton and Nancy Wallace
New York University (NYU) - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 157 (154,378)
Citation 3

Abstract:

Estimation of Employee Stock Option Exercise Rates and Firm Cost

NYU Working Paper No. 2451/31455
Number of pages: 30 Posted: 08 Feb 2010
Jennifer N. Carpenter, Richard Stanton and Nancy Wallace
New York University (NYU) - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 137 (173,230)
Citation 3

Abstract:

Corporate Bonds: Valuation, Hedging, and Optimal Call and Default Policies

NYU Working Paper No. FIN-00-036
Number of pages: 54 Posted: 04 Nov 2008
Viral V. Acharya and Jennifer N. Carpenter
New York University - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
Downloads 139 (171,273)

Abstract:

Corporate Bonds: Valuation, Hedging, and Optimal Call and Default Policies

NYU Working Paper No. S-CDM-00-08
Number of pages: 54 Posted: 05 Nov 2008
Viral V. Acharya and Jennifer N. Carpenter
New York University - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
Downloads 74 (266,966)

Abstract:

8.
Downloads 194 (127,547)
Citation 123

The Exercise and Valuation of Executive Stock Options

NYU Working Paper No. FIN-98-017
Number of pages: 48 Posted: 07 Nov 2008
Jennifer N. Carpenter
New York University (NYU) - Department of Finance
Downloads 171 (143,165)
Citation 123

Abstract:

Executive stock options, Exercise policy, Option valiation, Nontranferable option, Utility maximization

The Exercise and Valuation of Executive Stock Options

NYU Working Paper No. FIN-97-010
Number of pages: 48 Posted: 04 Nov 2008
Jennifer N. Carpenter
New York University (NYU) - Department of Finance
Downloads 23 (436,336)
Citation 123

Abstract:

Executive Stock Option Exercises and Inside Information

NYU Working Paper No. FIN-98-015
Number of pages: 35 Posted: 07 Nov 2008
Jennifer N. Carpenter and Barbara Remmers
New York University (NYU) - Department of Finance and affiliation not provided to SSRN
Downloads 87 (241,540)
Citation 50

Abstract:

Executive Stock Option Exercises and Inside Information

NYU Working Paper No. FIN-99-007
Number of pages: 35 Posted: 07 Nov 2008
Jennifer N. Carpenter and Barbara Remmers
New York University (NYU) - Department of Finance and affiliation not provided to SSRN
Downloads 76 (262,675)
Citation 50

Abstract:

Executive Stock Option Exercises and Inside Information

Journal of Business, Vol. 74, No. 4, October 2001
Posted: 24 Sep 2001
Jennifer N. Carpenter and Barbara Remmers
New York University (NYU) - Department of Finance and affiliation not provided to SSRN

Abstract:

The Optimal Dynamic Investment Policy for a Fund Manager Compensated with an Incentive Fee

NYU Working Paper No. FIN-95-016
Number of pages: 23 Posted: 11 Nov 2008
Jennifer N. Carpenter
New York University (NYU) - Department of Finance
Downloads 120 (192,429)
Citation 7

Abstract:

The Optimal Dynamic Investment Policy for a Fund Manager Compensated with an Incentive Fee

NYU Working Paper No. FIN-97-011
Number of pages: 36 Posted: 04 Nov 2008
Jennifer N. Carpenter
New York University (NYU) - Department of Finance
Downloads 36 (375,354)
Citation 7

Abstract:

The Optimal Dynamic Investment Policy for a Fund Manager Compensated with an Incentive Fee

Posted: 27 Jun 1998
Jennifer N. Carpenter
New York University (NYU) - Department of Finance

Abstract:

Does Option Compensation Increase Managerial Risk Appetite?

NYU Working Paper No. FIN-98-016
Number of pages: 31 Posted: 07 Nov 2008
Jennifer N. Carpenter
New York University (NYU) - Department of Finance
Downloads 90 (236,339)
Citation 185

Abstract:

Does Option Compensation Increase Managerial Risk Appetite?

NYU Working Paper No. FIN-99-076
Number of pages: 31 Posted: 11 Nov 2008
Jennifer N. Carpenter
New York University (NYU) - Department of Finance
Downloads 60 (299,626)
Citation 185

Abstract:

Survivorship Bias and Attrition Effects in Measures of Performance Persistence

NYU Working Paper No. FIN-98-077
Number of pages: 54 Posted: 11 Nov 2008
Jennifer N. Carpenter and Anthony W. Lynch
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 117 (196,198)
Citation 53

Abstract:

Survivorship Bias and Attrition Effects in Measures of Performance Persistence

Posted: 31 Aug 1998
Jennifer N. Carpenter and Anthony W. Lynch
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Abstract:

13.

Estimation of Employee Stock Option Exercise Rates and Firm Cost: Methodology

NYU Working Paper No. FIN-06-043
Number of pages: 26 Posted: 03 Nov 2008
Jennifer N. Carpenter, Richard Stanton and Nancy Wallace
New York University (NYU) - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 88 (236,247)
Citation 3

Abstract:

14.

Optimal Exercise of Executive Stock Options and Implications for Valuation

NYU Working Paper No. FIN-05-047
Number of pages: 22 Posted: 03 Nov 2008
Jennifer N. Carpenter, Richard Stanton and Nancy Wallace
New York University (NYU) - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 72 (264,366)
Citation 22

Abstract:

The Valuation and Exercise of Executive Stock Options

NYU Working Paper No. FIN-95-017
Number of pages: 44 Posted: 11 Nov 2008
Jennifer N. Carpenter
New York University (NYU) - Department of Finance
Downloads 33 (387,314)
Citation 123

Abstract:

The Valuation and Exercise of Executive Stock Options

Posted: 27 Jun 1998
Jennifer N. Carpenter
New York University (NYU) - Department of Finance

Abstract:

16.

Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy

Review of Financial Studies, Forthcoming
Posted: 17 Dec 2001
Jennifer N. Carpenter and Viral V. Acharya
New York University (NYU) - Department of Finance and New York University - Leonard N. Stern School of Business

Abstract:

corporate bonds, call, default, stochastic interest rates, endogenous bankruptcy, optimal exercise boundary, hedging, duration

17.

Callable Defaultable Bonds: Valuation, Hedging, and Optimal Exercise Boundaries

Posted: 20 Jan 2000
Jennifer N. Carpenter and Viral V. Acharya
New York University (NYU) - Department of Finance and New York University - Leonard N. Stern School of Business

Abstract:

18.

INNOVATIONS: Current Issues in Accounting for Derivatives

J. OF DERIVATIVES, Spring 1996
Posted: 20 Dec 1998
Jennifer N. Carpenter
New York University (NYU) - Department of Finance

Abstract:

19.

Stock Price Performance Following Insider Option Exercise

Posted: 27 May 1998
Jennifer N. Carpenter and Barbara Remmers
New York University (NYU) - Department of Finance and affiliation not provided to SSRN

Abstract: