Gunnar Grass

HEC Montréal

3000, Chemin de la Côte-Sainte-Catherine

Montreal, Quebec H3T2A7

Canada

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 25,253

SSRN RANKINGS

Top 25,253

in Total Papers Downloads

1,831

CITATIONS
Rank 39,203

SSRN RANKINGS

Top 39,203

in Total Papers Citations

13

Scholarly Papers (10)

1.

How Do Insiders Trade?

CFS Working Paper, No. 541
Number of pages: 66 Posted: 09 Oct 2016 Last Revised: 18 Jan 2018
McGill University, Desautels Faculty of Management, New York University (NYU) - Department of Finance, HEC Montréal and New York University (NYU) - Department of Finance
Downloads 661 (38,247)
Citation 1

Abstract:

Loading...

Insider Trading, Market Microstructure, Corporate Announcements, Extreme Price Movements, Equity Options

2.
Downloads 480 ( 57,920)
Citation 1

Using Structural Models for Default Prediction

Number of pages: 61 Posted: 26 Nov 2008
Gunnar Grass
HEC Montréal
Downloads 199 (151,287)
Citation 1

Abstract:

Loading...

Structural Credit Risk Models, Bankruptcy Prediction, Risk-Neutral Pricing

Using Structural Models for Default Prediction

Number of pages: 62 Posted: 22 Mar 2009
Gunnar Grass
HEC Montréal
Downloads 172 (172,945)

Abstract:

Loading...

Structural Credit Risk Models, Bankruptcy Prediction, Risk-Neutral Pricing

Using Structural Models for Default Prediction

Number of pages: 52 Posted: 14 Feb 2009
Gunnar Grass
HEC Montréal
Downloads 109 (249,517)

Abstract:

Loading...

Structural Credit Risk Models, Bankruptcy Prediction, Risk-Neutral Pricing

3.

Convertible Debt and Shareholder Incentives

Journal of Corporate Finance, (24) 2014
Number of pages: 43 Posted: 10 Oct 2012 Last Revised: 19 Nov 2018
HEC Montreal, HEC Montreal - Department of Finance, HEC Montréal and HEC Montréal
Downloads 300 (100,045)

Abstract:

Loading...

Convertible bonds, Risk-shifting, Asset substitution, Agency conflict, Financial distress, Asset volatility, Contingent claims

4.

The Impact of Corporate Diversification on the Option Value of Equity

Number of pages: 53 Posted: 18 Mar 2009
Gunnar Grass
HEC Montréal
Downloads 104 (256,449)
Citation 1

Abstract:

Loading...

Contingent-claims analysis, Corporate Diversification, Risk-Shifting

5.

The Impact of the Corporate Diversification on the Option Value of Equity

Number of pages: 46 Posted: 25 Mar 2008 Last Revised: 15 Feb 2009
Gunnar Grass
HEC Montréal
Downloads 98 (266,932)
Citation 2

Abstract:

Loading...

Contingent-claims analysis, Corporate Diversification, Risk-Shifting

6.

Model Implied Credit Spreads

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 50 Posted: 14 Oct 2011
Gunnar Grass
HEC Montréal
Downloads 94 (274,245)

Abstract:

Loading...

Structural Credit Risk Models, Bankruptcy Prediction, Risk-Neutral Pricing

7.

Extracting Credit Spreads from Structural Models Via the Payout Ratio

Number of pages: 54 Posted: 02 Jul 2013
Gunnar Grass
HEC Montréal
Downloads 93 (276,180)

Abstract:

Loading...

Credit Risk, Structural Model, Bond Spread, Credit Default Swap

8.

Bid- and Ask-Side Liquidity in the NYSE Limit Order Book

Number of pages: 60 Posted: 02 Jun 2016 Last Revised: 30 Jul 2019
Tolga Cenesizoglu and Gunnar Grass
HEC Montreal - Department of Finance and HEC Montréal
Downloads 1 (647,983)

Abstract:

Loading...

Market Liquidity, Limit Order Book, Financial Crisis, Short Selling Ban, Asset Pricing

9.

Does Conglomeration Really Reduce Credit Risk?

Accounting & Finance, Vol. 52, Issue 3, pp. 831-848, 2012
Number of pages: 18 Posted: 09 Sep 2012
Gunnar Grass
HEC Montréal
Downloads 0 (665,900)
  • Add to Cart

Abstract:

Loading...

Corporate diversification, Default risk, Agency problems, Risk‐shifting

10.

Business Value and Risk in the Presence of Price Controls: An Option-Based Analysis of Margin Squeeze Rules in the Telecommunications Industry

Annals of Operation Research, Vol. 176, No. 1, pp. 311-332, April 2010
Posted: 07 Apr 2008 Last Revised: 13 Apr 2010
Philipp N. Baecker, Gunnar Grass and Ulrich Hommel
Bain & Company, HEC Montréal and EBS Business School

Abstract:

Loading...

telecommunications, real options, access pricing, margin squeezes, option games

Other Papers (1)

Total Downloads: 0

Abstract:

Loading...

contingent-claims analysis, diversification, conglomerate discount, reverse asset substitution