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Finance Working Papers

The Department of Finance Working Paper Series has been generously sponsored by

Collection's Items: 21 to 40 of 838

Issue DateTitleAuthor(s)
25-Oct-1994Arbitrage Opportunities in Arbitrage-Free Models of Bond PricingBackus, David K.; Foresi, Silverio; Zin, Stanley E.
5-May-1998An Arbitrage-free Two-factor Model of the Term Structure of Interest Rates: A Multivariate Binomial ApproachSubrahmanyam, Marti G.; Peterson, Sandra; Stapleton, Richard C.
13-Oct-2010Are All Currency Managers Equal?Levich, Richard M.; Pojarliev, Momtchil
13-Dec-2011Are Banks Passive Liquidity Backstops?Acharya, Viral V.; Mora, Nada
8-Jul-2000Are Emerging-Market Equities a Separate Asset Class?Saunders, Anthony; Walter, Ingo
1997Are Financial Market Corners and Short Squeezes InefficientNagarajan, S.
Oct-2002Are Investors Credulous? Some Preliminary Evidence from Art AuctionsMei, Jianping; Moses, Michael
Oct-2002Are Investors Rational? Choices Among Index FundsElton, Edwin J.; Gruber, Martin J.; Busse, Jeffrey A.
1-Sep-1994Are Transaction Costs and Tax Effects Worth the Trouble in Valuation Theory?Dermody, Jaime Cuevas
Aug-2001Art as an Investment and the Underperformance of MasterpiecesMei, Jiangping; Moses, Michael
19-Sep-2012As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leveragefrom Exogenous State Tax ChangesLjungqvist, Alexander; Heider, Florian
4-Sep-2002Assessing the Incremental Value of Option Pricing Theory Relative to an "Informationally Passive" BenchmarkFiglewski, Stephen
20-Apr-1998An Asset Allocation Puzzle: When is A Puzzle Not A Puzzle?Elton, Edwin J.; Gruber, Martin J.
2006The Asset Management Industry in Asia: Dynamics of Growth, Structure and PerformanceWalter, Ingo; Sisli, Elif
2006The Asset Management Industry in Asia: Dynamics of Growth, Structure and PerformanceWalter, Ingo; Sisli, Elif
Jan-1995Asset Price Dynamics and Infrequent TradesBalduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio
30-Nov-2011Asset Prices and AmbiguityBrenner, Menachem; Izhakian, Yehuda
23-Jan-2013Asset Pricing Frictions in Fragmented MarketsPagnotta, Emiliano
Sep-2000Asset pricing puzzles: Evidence from options marketsRosenberg, Joshua V.
17-Jul-2003Asset Pricing with Liquidity RiskAcharya, Viral V.; Pedersenz, Lasse Heje