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Browsing "Finance Working Papers" by Issue Date

Showing results 273 to 292 of 839
Issue DateTitleAuthor(s)
Oct-2006Vector Multiplicative Error Models:Representation and InferenceCipollini, Fabrizio; F. Engle, Robert; M. Gallo, Giampiero
Oct-2006The Great Financial Crisis of 1914: What Can We Learn from Aldrich-Vreeland Emergency Currency?L. Silber, William
15-Sep-2006Reconciling Increasing Wealth Inequality with Increasing Market Participation and a Decreasing Equity PremiumFavilukis, Jack
Sep-2006GROUP AFFILIATION AND THE PERFORMANCE OF INITIAL PUBLIC OFFERINGS IN THE INDIAN STOCK MARKETMarisetty, Vijaya B; Subrahmanyam, Marti G
Sep-2006Group Affiliation and the Performance of Initial Public Offerings in the Indian Stock MarketSubrahmanyam, Marti G; Marisetty, Vijaya B
4-Aug-2006The y-Theory of InvestmentPhilippon, Thomas
27-Apr-2006Reconciling the Return Predictability EvidenceLettau, Martin; Van Nieuwerburgh, Stijn
Apr-2006Measuring and Modeling Execution Cost and RiskEngle, Robert; Ferstenberg, Robert; Russell, Jeffrey
Apr-2006Measuring and Modeling Execution Cost and RiskEngle, Robert; Ferstenberg, Robert; Russell, Jeffrey
17-Mar-2006Financial Markets and the Macro EconomyBrenner, Menachem; Pasquariello, Paolo; Subrahmanyam, MARTI
7-Mar-2006Discrete-time Dynamic Term Structure Models with Generalized Market Prices of RiskDai, Qiang; Le, Anh; Singleton, Kenneth J.
Mar-2006Innovation in International Law and Global Finance: Estimating the Financial Impact of the Cape Town ConventionSaunders, Anthony; Srinivasan, Anand; Walter, Ingo
5-Jan-2006Government bonds and the cross-section of stock returns∗Baker, Malcolm; Wurgler, Jeffery
2006Portfolio Concentration and Investment Manager PerformanceBrands, Simone; Brown, Stephen J.; Gallagher, David R.
2006Innovation in International Law and Global Finance: Estimating the Financial Impact of the Cape Town ConventionSaunders, Anthony; Srinivasan, Anand; Walter, Ingo
2006Portfolio Concentration and Investment Manager PerformanceBrands, Simone; Brown, Stephen J.; Gallagher, David R.
2006The Asset Management Industry in Asia: Dynamics of Growth, Structure and PerformanceWalter, Ingo; Sisli, Elif
2006Glucksman Fellowship Program Student Research ReportsCoplan, Judson; Macdonald, Ben; Saxena, Shivanker; Ryan, Joe
2006The Asset Management Industry in Asia: Dynamics of Growth, Structure and PerformanceWalter, Ingo; Sisli, Elif
13-Dec-2005Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter InstabilityLettau, Martin; Nieuwerburgh, Stijn Van
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