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Browsing "Finance Working Papers" by Issue Date

Showing results 396 to 415 of 839
Issue DateTitleAuthor(s)
Oct-2003What Happened to Liquidity When World War I Shut the NYSE?Silber, William L.
Oct-2003BANK MANAGEMENT AND MARKET DISCIPLINELandskroner, Yoram; Paroush, Jacob
15-Sep-2003Over-the-Counter MarketmakingDuffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
15-Sep-2003Valuation in Over-The-Counter MarketsDuffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
Sep-2003Adverse Selection and Re-TradeGarleanu, Nicolae; Pedersen, Lasse Heje
Sep-2003Portfolio Performance and AgencyDybvig, Philip H.; Farnsworth, Heber K.; Carpenter, Jennifer N.
25-Aug-2003Housing Collateral, Consumption Insurance and Risk Premia: an Empirical PerspectiveNieuwerburgh, Stijn Van
20-Aug-2003The Foundations of Freezeout Laws in TakeoversAmihud, Yakov; Kahan, Marcel; Sundaram, Rangarajan K.
21-Jul-2003Uncovering the Risk-Return Relation in the Stock MarketGuo, Hui; Whitelaw, Robert F.
17-Jul-2003Asset Pricing with Liquidity RiskAcharya, Viral V.; Pedersenz, Lasse Heje
8-Jul-2003Appearing and disappearing dividends: The link to catering incentivesBaker, Malcolm; Wurgler, Jeffrey
Jul-2003Is There a Customer Relationship Effect from Bank ATM Surcharges?Massoud, Nadia; Saunders, Anthony; Scholnick, Barry
Jul-2003Tender Offers and LeverageMueller, Holger H.; Panunzi, Fausto
Jun-2003Political News and Stock Prices: The Case of Saddam Hussein ConactsAmihud, Yakov; Wohl, Avi
13-May-2003Specification Analysis of Option Pricing Models Based on Time-Changed Levy ProcessesHuang, Jing-zhi; Wu, Liuren
8-Mar-2003An Economeic Model of Credit Spreads with Rebalancing, ARCH and Jump EffectsBierens, Herman; Huang, Jing-zhi; Kong, Weipeng
Mar-2003Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond IndicesHuang, Jing-zhi; Kong, Weipeng
Mar-2003The Link between Default and Recovery Rates: Theory, Empirical Evidence and ImplicationsAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea
20-Feb-2003Repeated Auctions with Endogenous SellingGarleanu, Nicolae; Pedersen, Lasse Heje
17-Feb-2003A Model of Optimal Capital Sucture with Stochastic Interest RatesHuang, Jing-zhi; Ju, Nengjiu; Ou-Yang, Hui
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