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

20

DOWNLOADS
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Top 7,361

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5,681

CITATIONS
Rank 688

SSRN RANKINGS

Top 688

in Total Papers Citations

734

Scholarly Papers (20)

1.
Downloads 1,886 ( 3,228)
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 1,654 (8,941)
Citation 57

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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 158 (175,935)
Citation 57

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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 74 (303,570)
Citation 57

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2.
Downloads 777 ( 28,810)
Citation 49

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 University of Oklahoma - Michael F. Price College of Business
Downloads 612 (39,177)
Citation 49

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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, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance
Downloads 82 (285,345)
Citation 49

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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, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance
Downloads 37 (420,035)
Citation 49

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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
University of Oklahoma - Michael F. Price College of Business, Washington University in St. Louis - John M. Olin Business School and New York University (NYU) - Department of Finance
Downloads 27 (466,967)
Citation 49

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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, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance
Downloads 19 (514,487)
Citation 49

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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, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance

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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 551 (45,054)
Citation 35

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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 (461,607)
Citation 35
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Corporate bonds, call, default, stochastic interest rates, endogenous bankruptcy, optimal exercise boundary, hedging, duration

4.
Downloads 531 ( 47,905)
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 425 (62,507)
Citation 1

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

The Real Value of China's Stock Market

BOFIT Discussion Paper No. 2/2018
Number of pages: 41 Posted: 22 Jan 2018 Last Revised: 01 Feb 2018
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 84 (281,117)
Citation 1

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capital allocation, price informativeness, market integration, global investing

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 22 (496,120)
Citation 1

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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 - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 217 (131,434)
Citation 17

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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 - Haas School of Business, University of California, Berkeley - Real Estate Group and New York University (NYU) - Department of Finance
Downloads 72 (308,437)
Citation 17

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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 - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 44 (392,548)
Citation 17

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6.
Downloads 323 ( 86,884)
Citation 3

Employee Stock Option Exercise and Firm Cost

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 08 Feb 2010 Last Revised: 20 Jul 2018
Jennifer N. Carpenter, Richard Stanton and Nancy Wallace
New York University (NYU) - Department of Finance, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 165 (169,519)
Citation 2

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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 - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 158 (175,935)
Citation 3

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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 145 (189,123)

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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 82 (285,263)

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8.
Downloads 209 (136,482)
Citation 125

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 178 (158,401)
Citation 125

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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 31 (446,459)
Citation 125

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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 130 (206,742)
Citation 7

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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 38 (415,770)
Citation 7

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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

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10.
Downloads 167 (167,471)
Citation 50

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 89 (271,015)
Citation 50

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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 78 (294,089)
Citation 50

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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

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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 91 (267,241)
Citation 187

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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 69 (315,913)
Citation 187

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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 121 (218,563)
Citation 53

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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

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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 - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 91 (265,133)
Citation 3

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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 - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 75 (297,964)
Citation 22

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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 34 (432,890)
Citation 125

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The Valuation and Exercise of Executive Stock Options

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

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16.

The Development of China's Stock Market and Stakes for the Global Economy

Annual Review of Financial Economics, Vol. 9, pp. 233-257, 2017
Posted: 03 Jan 2018
Jennifer N. Carpenter and Robert Whitelaw
New York University (NYU) - Department of Finance and New York University

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17.

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:

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

18.

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

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19.

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

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20.

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

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