83 Tat Chee Avenue
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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Liquidity, corporate governance, shareholder activism, hedge funds, shareholder proposals, Wall Street walk, Kyle models
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP9739.
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corporate governance, hedge funds, Kyle models, Liquidity, shareholder activism, shareholder proposals, Wall Street walk
Option Pricing, Barrier Options, Volatlity Smile, Heterogeneous Beliefs, Equilibrium Model
Defaultable Term Structure, Credit Spreads, Credit Ratings
Credit Rating, Sovereign Credit Risk, Credit Default Swap, Systematic Risk, Eurozone Debt Crisis, Implied Credit Rating
PIN, Kyle Lambda, Information Asymmetry, Order Flow
International Finance, Asset Pricing, Exchange Rate, Heterogeneous Beliefs, Heterogeneous Preferences, Excess Volatility, Correlation of Stock Markets
Benchmark, Risk Sharing, Incentive, Optimal Contract, Portfolio Delegation
Optimal Contract, Portfolio Delegation, Principal-Agent Model, Option-LikePay, Fund Management, Management Fee
Optimal Contract, Portfolio Delegation, Pareto Efficiency, Benchmark, Similarity
Taylor rule, Term structure, Regime-switching, MCMC
Taylor rule, term structure, regime-switching, MCMC
Stock Volatility, Trading Volume, Heterogeneous Beliefs, Leverage Effects, Learning
Margin Requirements, Heterogeneous Beliefs, Stock Volatility, Leverage Effects
Heterogeneous Beliefs, Option Pricing, Equilibrium Model, Volatility Smile, Heterogeneous Preferences
Strategic Trading, Shareholder Activism, Stock Liquidity, Continuous Time
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
Asymmetric Information, Informed Trader, Price Impact, Probability of Informed Trading, Volatility, Zakai Equation
Portfolio choice, Portfolio insurance, Index bonds, Bellman equation, Inflation risk
Heterogeneous belief, Production, Extraneous risk, Housing Boom and Bust, Speculation
economic growth; interest rate; policymaking; policy reversals; interbank repo; term structure; volatility.
Optimal monetary policy, Taylor rule, Term structure of interest rates, New Keynesian, Macroeconomic stability
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