Hebrew University of Jerusalem - Jerusalem School of Business Administration
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earnings management, banks, book values, market values, capital requirements
default, bankruptcy, liquidation trigger, debt pricing, distress threshold
Liquidity, Behavioral Finance, Mental Accounting
Option pricing, wealth expropriation, nonstationary risk, leverage, investment decisions, financing decisions, conglomerate mergers, mergers, risky debt, levered equity
Day of the Week, Multiple Comparison Procedures, Non-Parametric Tests
Outliers, Monday Effect, January Effect, Halloween Effect, Month-of-the-Year
Day of the week, high moments, corporate announcements
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: fmii.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Volatility risk premium, Jump risk premium, Options strategies, Gamma hedging
currency crisis, exchange rate, sovereign debt, jump diffusion, asset pricing
Uniform auction, discriminatory auction, treasury bonds, Tbills
Asset prices, Bonds, Capital markets, Corporate sector, Credit risk, Currencies, Debt, Debt restructuring, Economic models, Exchange rates, Sovereign debt
credit spread, foreign debt, Merton's model
corporate governance, stakeholders, board of directors, contingent claims
bid-ask spreads, implied volatility, currency options, markets micro-structure
credit spread, dividend policy, Merton’s model
This is a Financial Management Association paper. Financial Management Association charges $15.00 .
File name: SSRN-id453283.
loan commitment, MAC clause, contingent claims analysis, Merton model
Uniform auction, Discriminatory auction, Treasury bonds, T-bills
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