Browsing "Finance Working Papers" by Issue Date

Showing results 487 to 506 of 839

Issue Date	Title	Author(s)
9-Nov-2001	Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH	Engle, Robert F.; Sheppard, Kevin
5-Nov-2001	Pricing Credit Derivatives with Rating Transitions"	Acharya, Viral V.; Das, Sanjiv Ranjan; Sundaram, Rangarajan K.
2-Nov-2001	Do firms borrow at the lowest-cost maturity? The long-term share in debt issues and predictable variation in bond returns	Baker, Malcolm; Greenwood, Robin; Wurgler, Jeffrey
20-Oct-2001	An Approximation Algorithm for Optimal Consumption/Investment Problems	Das, Sanjiv Ranjan; Sundaram, Rangarajan K.
19-Oct-2001	Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structure on Investor Welfare	Das, Sanjiv Ranjan; Sundaram, Rangarajan K.
12-Oct-2001	Do Correlated Exposures Influence Intermediary Decision-making? Evidence from Trading Behavior of Equity Dealers	Naik, Narayan Y.; Yadav, Pradeep K.
9-Oct-2001	When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms	Baker, Malcolm; Stein, Jeremy C.; Wurgler, Jeffrey
3-Oct-2001	Geographic Diversification and Agency Costs of Debt of Multinational Firms	Doukas, John A.; Pantzalis, Christos
Oct-2001	Risk Management with Benchmarking	Basak, Suleyman; Shapiro, Alex; Tepla, Lucie
Oct-2001	Information Asymmetry about the Firm and the Permanent Price Impact of Trades: Is there a Connection?	Saar, Gideon; Yu, Lei
Oct-2001	GARCH 101: An Introduction to the Use of ARCH/GARCH models in Applied Econometrics	Engle, Robert
Oct-2001	Financial Distress and Bank Lending Relationships	Dahiya, Sandeep; Saunders, Anthony; Srinivasan, Anand
Oct-2001	Investment Banking Relationships and Merger Fees	Saunders, Anthony; Srinivasan, Anand
Oct-2001	Rating Agencies: Is There an Agency Issue? Roy C. Smith and Ingo Walter	Smith, Roy C.; Walter, Ingo
26-Sep-2001	Limit Orders and Volatility in a Hybrid Market: The Island ECN	Hasbrouck, Joel; Saar, Gideon
24-Sep-2001	Modeling Sovereign Yield Spreads: A Case Study of Russian Debts	Duffie, Darrell; Pedersen, Lasse; Singleton, Kenneth J
24-Sep-2001	Valuation in Dynamic Bargaining Markets	Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
24-Sep-2001	Securities Lending, Shorting, and Pricing	Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
21-Sep-2001	Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets	Naik, Narayan Y.; Yadav, Pradeep K.
18-Sep-2001	Hot Markets, Investor Sentiment, and IPO Pricing	Ljungqvist, Alexander P.; Nanda, Vikram; Singh, Rajdeep

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