Jean-Paul Décamps
(Jean-Paul Decamps)
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Jean-Paul Décamps & Stéphane Villeneuve, 2022.
"Learning about profitability and dynamic cash management,"
Post-Print
hal-04164661, HAL.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," Journal of Economic Theory, Elsevier, vol. 205(C).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
Cited by:
- Felix Dammann & Giorgio Ferrari, 2023. "Optimal execution with multiplicative price impact and incomplete information on the return," Finance and Stochastics, Springer, vol. 27(3), pages 713-768, July.
- Mariotti, Thomas & Décamps, Jean-Paul & Gensbittel, Fabien, 2021.
"Investment Timing and Technological Breakthrough,"
CEPR Discussion Papers
16246, C.E.P.R. Discussion Papers.
- Décamps, Jean-Paul & Gensbittel, Fabien & Mariotti, Thomas, 2021. "Investment Timing and Technological Breakthroughs," TSE Working Papers 21-1222, Toulouse School of Economics (TSE), revised Dec 2024.
Cited by:
- Doruk Cetemen & Can Urgun & Leeat Yariv, 2023.
"Collective Progress: Dynamics of Exit Waves,"
Journal of Political Economy, University of Chicago Press, vol. 131(9), pages 2402-2450.
- Yariv, Leeat & Cetemen, Doruk & Urgun, Can, 2021. "Collective Progress: Dynamics of Exit Waves," CEPR Discussion Papers 16341, C.E.P.R. Discussion Papers.
- Doruk Cetemen & Can Urgun & Leeat Yariv, 2021. "Collective Progress: Dynamics of Exit Waves," NBER Working Papers 29008, National Bureau of Economic Research, Inc.
- Doruk Cetemen & Can Urgun & Leeat Yariv, 2021. "Collective Progress: Dynamics of Exit Waves," Working Papers 2021-34, Princeton University. Economics Department..
- Doruk Cetemen & Can Urgun & Leeat Yariv, 2021. "Collective Progress: Dynamics of Exit Waves," Papers 2107.00406, arXiv.org.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019.
"Contracting Sequentially with Multiple Lenders: The Role of Menus,"
Post-Print
halshs-02281995, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019. "Contracting Sequentially with Multiple Lenders: The Role of Menus," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 977-990, June.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019. "Contracting Sequentially with Multiple Lenders: The Role of Menus," PSE-Ecole d'économie de Paris (Postprint) halshs-02281995, HAL.
- Attar, Andrea & Casamatta, Catherine & Chassagnon, Arnold & Décamps, Jean-Paul, 2017. "Contracting Sequentially with Multiple Lenders: the Role of Menus," TSE Working Papers 17-821, Toulouse School of Economics (TSE).
Cited by:
- Kosenko, Konstantin & Michelson, Noam, 2022. "It takes more than two to tango: Multiple bank lending, asset commonality and risk," Journal of Financial Stability, Elsevier, vol. 61(C).
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019.
"Multiple Lenders, Strategic Default, and Covenants,"
Post-Print
halshs-02282023, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple Lenders, Strategic Default, and Covenants," American Economic Journal: Microeconomics, American Economic Association, vol. 11(2), pages 98-130, May.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2013. "Multiple Lenders, Strategic Default and Covenants," CEIS Research Paper 261, Tor Vergata University, CEIS, revised 08 Aug 2014.
- Jean Paul Decamps & Catherine Casamatta & Arnold Chassagnon & Andrea Attar, 2016. "Multiple Lenders, Strategic Default and Covenants," 2016 Meeting Papers 701, Society for Economic Dynamics.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple Lenders, Strategic Default, and Covenants," PSE-Ecole d'économie de Paris (Postprint) halshs-02282023, HAL.
Cited by:
- Green, Daniel & Liu, Ernest, 2021. "A dynamic theory of multiple borrowing," Journal of Financial Economics, Elsevier, vol. 139(2), pages 389-404.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019.
"Contracting Sequentially with Multiple Lenders: The Role of Menus,"
Post-Print
halshs-02281995, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019. "Contracting Sequentially with Multiple Lenders: The Role of Menus," PSE-Ecole d'économie de Paris (Postprint) halshs-02281995, HAL.
- Attar, Andrea & Casamatta, Catherine & Chassagnon, Arnold & Décamps, Jean-Paul, 2017. "Contracting Sequentially with Multiple Lenders: the Role of Menus," TSE Working Papers 17-821, Toulouse School of Economics (TSE).
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019. "Contracting Sequentially with Multiple Lenders: The Role of Menus," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 977-990, June.
- Degryse, H.A. & Ioannidou, V. & von Schedvin, E.L., 2011.
"On the Non-Exclusivity of Loan Contracts : An Empirical Investigation,"
Other publications TiSEM
0ac251a7-48f9-4714-92ba-4, Tilburg University, School of Economics and Management.
- Degryse, H.A. & Ioannidou, V. & von Schedvin, E.L., 2011. "On the Non-Exclusivity of Loan Contracts : An Empirical Investigation," Other publications TiSEM f079a687-1e69-4c1d-81c0-e, Tilburg University, School of Economics and Management.
- Degryse, H.A. & Ioannidou, V. & von Schedvin, E.L., 2011. "On the Non-Exclusivity of Loan Contracts : An Empirical Investigation," Discussion Paper 2011-130, Tilburg University, Center for Economic Research.
- Degryse, Hans & Ioannidou , Vasso & von Schedvin, Erik, 2012. "On the Non-Exclusivity of Loan Contracts: An Empirical Investigation," Working Paper Series 258, Sveriges Riksbank (Central Bank of Sweden).
- Degryse, Hans & Ioannidou, Vasso & von Schedvin, Erik, 2012. "On the Non-Exclusivity of Loan Contracts: An Empirical Investigation," CEPR Discussion Papers 8692, C.E.P.R. Discussion Papers.
- Claude Fluet & Paolo G. Garella, 2013.
"Debt Rescheduling with Multiple Lenders: Relying on the Information of Others,"
Cahiers de recherche
1332, CIRPEE.
- Claude Fluet & Paolo G. Garella, 2014. "Debt Rescheduling with Multiple Lenders: Relying on the Information of Others," Economica, London School of Economics and Political Science, vol. 81(324), pages 698-720, October.
- Campello, Murillo & Connolly, Robert A. & Kankanhalli, Gaurav & Steiner, Eva, 2022. "Do real estate values boost corporate borrowing? Evidence from contract-level data," Journal of Financial Economics, Elsevier, vol. 144(2), pages 611-644.
- Gabriel Chodorow-Reich & Olivier M. Darmouni & Stephan Luck & Matthew Plosser, 2020.
"Bank Liquidity Provision across the Firm Size Distribution,"
Staff Reports
942, Federal Reserve Bank of New York.
- Chodorow-Reich, Gabriel & Darmouni, Olivier & Luck, Stephan & Plosser, Matthew, 2022. "Bank liquidity provision across the firm size distribution," Journal of Financial Economics, Elsevier, vol. 144(3), pages 908-932.
- Gabriel Chodorow-Reich & Olivier Darmouni & Stephan Luck & Matthew C. Plosser, 2020. "Bank Liquidity Provision Across the Firm Size Distribution," NBER Working Papers 27945, National Bureau of Economic Research, Inc.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019.
"Multiple lenders, strategic default and debt covenants,"
Post-Print
halshs-03342939, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple lenders, strategic default and debt covenants," PSE-Ecole d'économie de Paris (Postprint) halshs-03342939, HAL.
Cited by:
- Campello, Murillo & Connolly, Robert A. & Kankanhalli, Gaurav & Steiner, Eva, 2022. "Do real estate values boost corporate borrowing? Evidence from contract-level data," Journal of Financial Economics, Elsevier, vol. 144(2), pages 611-644.
- Gabriel Chodorow-Reich & Olivier M. Darmouni & Stephan Luck & Matthew Plosser, 2020.
"Bank Liquidity Provision across the Firm Size Distribution,"
Staff Reports
942, Federal Reserve Bank of New York.
- Chodorow-Reich, Gabriel & Darmouni, Olivier & Luck, Stephan & Plosser, Matthew, 2022. "Bank liquidity provision across the firm size distribution," Journal of Financial Economics, Elsevier, vol. 144(3), pages 908-932.
- Gabriel Chodorow-Reich & Olivier Darmouni & Stephan Luck & Matthew C. Plosser, 2020. "Bank Liquidity Provision Across the Firm Size Distribution," NBER Working Papers 27945, National Bureau of Economic Research, Inc.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2019.
"Dynamics of cash holdings, learning about profitability, and access to the market,"
TSE Working Papers
19-1046, Toulouse School of Economics (TSE), revised Sep 2020.
Cited by:
- Federico, Salvatore & Ferrari, Giorgio & Rodosthenous, Neofytos, 2021. "Two-Sided Singular Control of an Inventory with Unknown Demand Trend," Center for Mathematical Economics Working Papers 643, Center for Mathematical Economics, Bielefeld University.
- Salvatore Federico & Giorgio Ferrari & Neofytos Rodosthenous, 2021. "Two-sided Singular Control of an Inventory with Unknown Demand Trend (Extended Version)," Papers 2102.11555, arXiv.org, revised Nov 2022.
- Jean-Paul Décamps & Stéphane Villeneuve, 2019.
"A two-dimensional control problem arising from dynamic contracting theory,"
Post-Print
halshs-02282092, HAL.
- Jean-Paul Décamps & Stéphane Villeneuve, 2019. "A two-dimensional control problem arising from dynamic contracting theory," Finance and Stochastics, Springer, vol. 23(1), pages 1-28, January.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2018. "A two-dimensional control problem arising from dynamic contracting theory," TSE Working Papers 18-884, Toulouse School of Economics (TSE).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2018. "A two-dimensional control problem arising from dynamic contracting theory," IDEI Working Papers 880, Institut d'Économie Industrielle (IDEI), Toulouse.
Cited by:
- Federico, Salvatore & Ferrari, Giorgio & Schuhmann, Patrick, 2019. "A Model for the Optimal Management of Inflation," Center for Mathematical Economics Working Papers 624, Center for Mathematical Economics, Bielefeld University.
- René Carmona, 2022. "The influence of economic research on financial mathematics: Evidence from the last 25 years," Finance and Stochastics, Springer, vol. 26(1), pages 85-101, January.
- Jingtang Ma & Zhengyang Lu & Zhenyu Cui, 2022. "Delta family approach for the stochastic control problems of utility maximization," Papers 2202.12745, arXiv.org.
- Vincent Tena, 2023. "The Consequences of Regulating Agency Friction on an Optimal Contract," Post-Print hal-04722609, HAL.
- Dylan Possamai & Nizar Touzi, 2020. "Is there a Golden Parachute in Sannikov's principal-agent problem?," Papers 2007.05529, arXiv.org, revised Oct 2022.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2017.
"On the Role of Menus in Sequential Contracting: a Multiple Lending Example,"
CEIS Research Paper
409, Tor Vergata University, CEIS, revised 13 Jul 2017.
Cited by:
- Tommaso Proietti & Alessandro Giovannelli, 2018.
"A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices,"
Biometrika, Biometrika Trust, vol. 105(4), pages 783-795.
- Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper 410, Tor Vergata University, CEIS, revised 19 Jul 2017.
- Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CREATES Research Papers 2017-20, Department of Economics and Business Economics, Aarhus University.
- Jason Donaldson & Denis Gromb & Giorgia Piacentino, 2019. "Conflicting Priorities: A Theory of Covenants and Collateral," 2019 Meeting Papers 157, Society for Economic Dynamics.
- Tommaso Proietti & Alessandro Giovannelli, 2018.
"A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices,"
Biometrika, Biometrika Trust, vol. 105(4), pages 783-795.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2015.
"Integrating profitability prospects and cash management,"
IDEI Working Papers
849, Institut d'Économie Industrielle (IDEI), Toulouse.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2015. "Integrating profitability prospects and cash management," TSE Working Papers 15-570, Toulouse School of Economics (TSE).
Cited by:
- Tiziano Angelis, 2020. "Optimal dividends with partial information and stopping of a degenerate reflecting diffusion," Finance and Stochastics, Springer, vol. 24(1), pages 71-123, January.
- Giorgia Callegaro & Claudia Ceci & Giorgio Ferrari, 2019. "Optimal Reduction of Public Debt under Partial Observation of the Economic Growth," Papers 1901.08356, arXiv.org, revised Jan 2019.
- Michaela Szolgyenyi, 2016. "Dividend maximization in a hidden Markov switching model," Papers 1602.04656, arXiv.org.
- Tiziano De Angelis & Erik Ekström & Kristoffer Glover, 2022.
"Dynkin Games with Incomplete and Asymmetric Information,"
Mathematics of Operations Research, INFORMS, vol. 47(1), pages 560-586, February.
- Tiziano De Angelis & Erik Ekstrom & Kristoffer Glover, 2018. "Dynkin games with incomplete and asymmetric information," Papers 1810.07674, arXiv.org, revised Jul 2020.
- Giorgia Callegaro & Claudia Ceci & Giorgio Ferrari, 2020. "Optimal reduction of public debt under partial observation of the economic growth," Finance and Stochastics, Springer, vol. 24(4), pages 1083-1132, October.
- Callegaro, Giorgia & Ceci, Claudia & Ferrari, Giorgio, 2019. "Optimal Reduction of Public Debt under Partial Observation of the Economic Growth," Center for Mathematical Economics Working Papers 608, Center for Mathematical Economics, Bielefeld University.
- Décamps, Jean Paul & Morellec, Erwan & Villeneuve, Stéphane & Gryglewicz, Sebastian, 2015.
"Corporate policies with permanent and temporary shocks,"
CEPR Discussion Papers
10420, C.E.P.R. Discussion Papers.
Cited by:
- Lambrecht, Bart & Chen, Shiqi, 2019. "Financial Policies and Internal Governance with Heterogeneous Risk Preferences," CEPR Discussion Papers 13888, C.E.P.R. Discussion Papers.
- Lambrecht, Bart & Tse, Alex, 2019. "Liquidation, bailout, and bail-in: Insolvency resolution mechanisms and bank lending," CEPR Discussion Papers 13734, C.E.P.R. Discussion Papers.
- Patrick Bolton & Neng Wang & Jinqiang Yang, 2014.
"Investment under Uncertainty with Financial Constraints,"
NBER Working Papers
20610, National Bureau of Economic Research, Inc.
- Bolton, Patrick & Wang, Neng & Yang, Jinqiang, 2019. "Investment under uncertainty with financial constraints," Journal of Economic Theory, Elsevier, vol. 184(C).
- Morellec, Erwan & Gryglewicz, Sebastian & Mayer, Simon, 2018. "Agency Conflicts over the Short and Long Run: Short-termism, Long-termism, and Pay-for-Luck," CEPR Discussion Papers 12720, C.E.P.R. Discussion Papers.
- Dirk Hackbarth & Alejandro Rivera & Tak-Yuen Wong, 2022.
"Optimal Short-Termism,"
Management Science, INFORMS, vol. 68(9), pages 6477-6505, September.
- Hackbarth, Dirk & Rivera, Alejandro & Wong, Tak-Yuen, 2018. "Optimal Short-Termism," CEPR Discussion Papers 12588, C.E.P.R. Discussion Papers.
- Décamps, Jean-Paul & Gryglewicz, S. & Morellec, E. & Villeneuve, Stéphane, 2015.
"Corporate Policies with Temporary and Permanent Shocks,"
IDEI Working Papers
843, Institut d'Économie Industrielle (IDEI), Toulouse, revised Mar 2016.
- Décamps, Jean-Paul & Gryglewicz, S. & Morellec, E. & Villeneuve, Stéphane, 2015. "Corporate Policies with Temporary and Permanent Shocks," TSE Working Papers 15-552, Toulouse School of Economics (TSE), revised 15 Jun 2016.
- Jean-Paul Decamps & S Gryglewicz & E Morellec & Stephane Villeneuve, 2017. "Corporate Policies with Temporary and Permanent Shocks," Post-Print halshs-01698452, HAL.
Cited by:
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2015.
"Integrating profitability prospects and cash management,"
TSE Working Papers
15-570, Toulouse School of Economics (TSE).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2015. "Integrating profitability prospects and cash management," IDEI Working Papers 849, Institut d'Économie Industrielle (IDEI), Toulouse.
- Lambrecht, Bart M., 2017. "Real options in finance," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 166-171.
- Della Seta, Marco & Morellec, Erwan & Zucchi, Francesca, 2020. "Short-term debt and incentives for risk-taking," Journal of Financial Economics, Elsevier, vol. 137(1), pages 179-203.
- Couzoff, Panagiotis & Banerjee, Shantanu & Pawlina, Grzegorz, 2022. "Effectiveness of monitoring, managerial entrenchment, and corporate cash holdings," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Andrew B. Abel & Stavros Panageas, 2020.
"Precautionary Saving in a Financially-Constrained Firm,"
NBER Working Papers
26628, National Bureau of Economic Research, Inc.
- Andrew B Abel & Stavros Panageas, 2023. "Precautionary Saving in a Financially Constrained Firm," The Review of Financial Studies, Society for Financial Studies, vol. 36(7), pages 2878-2921.
- Patrick Bolton & Neng Wang & Jinqiang Yang, 2014.
"Investment under Uncertainty with Financial Constraints,"
NBER Working Papers
20610, National Bureau of Economic Research, Inc.
- Bolton, Patrick & Wang, Neng & Yang, Jinqiang, 2019. "Investment under uncertainty with financial constraints," Journal of Economic Theory, Elsevier, vol. 184(C).
- Lin, Chunpeng & Yang, Jinqiang, 2022. "Entrepreneur’s incentives for risk-taking and short-term debt," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Morellec, Erwan & Gryglewicz, Sebastian & Mayer, Simon, 2018. "Agency Conflicts over the Short and Long Run: Short-termism, Long-termism, and Pay-for-Luck," CEPR Discussion Papers 12720, C.E.P.R. Discussion Papers.
- Cong, Lin W. & Li, Ye & Wang, Neng, 2019.
"Token-Based Platform Finance,"
Working Paper Series
2019-28, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Lin William Cong & Ye Li & Neng Wang, 2020. "Token-Based Platform Finance," NBER Working Papers 27810, National Bureau of Economic Research, Inc.
- Cong, Lin William & Li, Ye & Wang, Neng, 2022. "Token-based platform finance," Journal of Financial Economics, Elsevier, vol. 144(3), pages 972-991.
- Gryglewicz, Sebastian & Mayer, Simon & Morellec, Erwan, 2020. "Agency conflicts and short- versus long-termism in corporate policies," Journal of Financial Economics, Elsevier, vol. 136(3), pages 718-742.
- Malamud, Semyon & Zucchi, Francesca, 2019. "Liquidity, innovation, and endogenous growth," Journal of Financial Economics, Elsevier, vol. 132(2), pages 519-541.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022.
"Learning about profitability and dynamic cash management,"
Journal of Economic Theory, Elsevier, vol. 205(C).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
- Jean-Paul Décamps & Stéphane Villeneuve, 2022. "Learning about profitability and dynamic cash management," Post-Print hal-04164661, HAL.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2019. "Dynamics of cash holdings, learning about profitability, and access to the market," TSE Working Papers 19-1046, Toulouse School of Economics (TSE), revised Sep 2020.
- Niu, Yingjie & Yang, Jinqiang & Wu, Yaoyao & Zhao, Siqi, 2022. "Corporate social responsibility and dynamic liquidity management," Research in International Business and Finance, Elsevier, vol. 59(C).
- Albertus, James F. & Glover, Brent & Levine, Oliver, 2022. "Foreign investment of US multinationals: The effect of tax policy and agency conflicts," Journal of Financial Economics, Elsevier, vol. 144(1), pages 298-327.
- Xia, Xin & Gan, Liu, 2021. "Financing with equity-for-guarantee swaps and dynamic investment under incomplete markets," Economic Modelling, Elsevier, vol. 98(C), pages 349-360.
- Yuan, Liuchuang & Jiang, Jinglu & Mu, Congming & Chen, Tuyue, 2023. "Dynamic liquidity management with asymmetric adjustment costs," Finance Research Letters, Elsevier, vol. 58(PA).
- Easterwood, John C. & Paye, Bradley S. & Xie, Yutong, 2021. "Firm uncertainty and corporate policies: The role of stock return skewness," Journal of Corporate Finance, Elsevier, vol. 69(C).
- Li, Delong & Lu, Lei & Mu, Congming & Yang, Jinqiang, 2019. "Biased beliefs, costly external finance, and firm behavior: A Unified theory," Bank of Finland Research Discussion Papers 18/2019, Bank of Finland.
- Poeschl, Johannes, 2023. "Corporate debt maturity and investment over the business cycle," European Economic Review, Elsevier, vol. 152(C).
- Jean-Paul Decamps & Thomas Mariotti & Jean-Charles Rocher & Stephane Villeneuve, 2011.
"Free Cash Flows, Inssuance Costs and Volatility,"
Post-Print
halshs-00738437, HAL.
Cited by:
- Max Reppen & Jean-Charles Rochet & H. Mete Soner, 2017.
"Optimal dividend policies with random profitability,"
Papers
1706.01813, arXiv.org, revised Mar 2018.
- Mete Soner, H. & Reppen, Max & Rochet, Jean-Charles, 2018. "Optimal dividend policies with random profitability," TSE Working Papers 18-886, Toulouse School of Economics (TSE).
- Mete Soner, H. & Reppen, Max & Rochet, Jean-Charles, 2018. "Optimal dividend policies with random profitability," IDEI Working Papers 882, Institut d'Économie Industrielle (IDEI), Toulouse.
- A. Max Reppen & Jean‐Charles Rochet & H. Mete Soner, 2020. "Optimal dividend policies with random profitability," Mathematical Finance, Wiley Blackwell, vol. 30(1), pages 228-259, January.
- Max Reppen & Jean-Charles Rochet & Mete Soner, 2020. "Optimal dividend policies with random profitability," Post-Print hal-02929766, HAL.
- Max Reppen & Jean-Charles Rochet & H. Mete Soner, 2017. "Optimal Dividend Policies with Random Profitability," Swiss Finance Institute Research Paper Series 17-46, Swiss Finance Institute.
- Malamud, Semyon & Zucchi, Francesca, 2019. "Liquidity, innovation, and endogenous growth," Journal of Financial Economics, Elsevier, vol. 132(2), pages 519-541.
- Gianni De Nicolo & Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet, 2021.
"The Long-Term Effects of Capital Requirements,"
Swiss Finance Institute Research Paper Series
21-52, Swiss Finance Institute.
- Gianni De Nicolò & Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet, 2021. "The Long-Term Effects of Capital Requirements," CESifo Working Paper Series 9115, CESifo.
- Max Reppen & Jean-Charles Rochet & H. Mete Soner, 2017.
"Optimal dividend policies with random profitability,"
Papers
1706.01813, arXiv.org, revised Mar 2018.
- Stéphane Villeneuve & Thomas Mariotti & Jean-Paul Decamps, 2009.
"Investment Timing Under Incomplete Information: Erratum,"
Post-Print
halshs-00491482, HAL.
Cited by:
- J. Michael Harrison & Nur Sunar, 2015. "Investment Timing with Incomplete Information and Multiple Means of Learning," Operations Research, INFORMS, vol. 63(2), pages 442-457, April.
- Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009.
"Risk attitude, beliefs updating and the information content of trades: an experiment,"
HEC Research Papers Series
917, HEC Paris.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," IDEI Working Papers 552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
- Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
Cited by:
- Choijil, Enkhbayar & Méndez, Christian Espinosa & Wong, Wing-Keung & Vieito, João Paulo & Batmunkh, Munkh-Ulzii, 2022. "Thirty years of herd behavior in financial markets: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 59(C).
- Charness, Gary & Dave, Chetan, 2017. "Confirmation bias with motivated beliefs," Games and Economic Behavior, Elsevier, vol. 104(C), pages 1-23.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2009.
"Rethinking Dynamic Capital Structure Models with Roll-Over Debt,"
IDEI Working Papers
528, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2011.
- Jean-Paul Décamps & Stéphane Villeneuve, 2014. "Rethinking Dynamic Capital Structure Models With Roll-Over Debt," Mathematical Finance, Wiley Blackwell, vol. 24(1), pages 66-96, January.
Cited by:
- Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Chao Ying, 2022.
"Debt Dynamics with Fixed Issuance Costs,"
Working Paper Series
WP 2023-01, Federal Reserve Bank of Chicago.
- Benzoni, Luca & Garlappi, Lorenzo & Goldstein, Robert S. & Ying, Chao, 2022. "Debt dynamics with fixed issuance costs," Journal of Financial Economics, Elsevier, vol. 146(2), pages 385-402.
- Niu, Huawei & Hua, Wei, 2019. "An endogenous structural credit risk model incorporating with moral hazard and rollover risk," Economic Modelling, Elsevier, vol. 78(C), pages 47-59.
- Hugonnier, Julien & Malamud, Semyon & Morellec, Erwan, 2015. "Credit market frictions and capital structure dynamics," Journal of Economic Theory, Elsevier, vol. 157(C), pages 1130-1158.
- Forte, Santiago & Lovreta, Lidija, 2012. "Endogenizing exogenous default barrier models: The MM algorithm," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1639-1652.
- N. Letifi & J.-L. Prigent, 2014. "On the debt capacity of growth and decay options," Working Papers 2014-391, Department of Research, Ipag Business School.
- Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Julien Hugonnier & Chao Ying, 2020. "Optimal Debt Dynamics, Issuance Costs, and Commitment," Working Paper Series WP-2020-20, Federal Reserve Bank of Chicago.
- Benjamin Avanzi & Vincent Tu & Bernard Wong, 2016. "A Note on Realistic Dividends in Actuarial Surplus Models," Risks, MDPI, vol. 4(4), pages 1-9, October.
- Décamps, Jean-Paul & Mariotti, Thomas & Rochet, Jean-Charles & Villeneuve, Stéphane, 2008.
"Free Cash-Flow, Issuance Costs and Stock Price Volatility,"
IDEI Working Papers
518, Institut d'Économie Industrielle (IDEI), Toulouse.
Cited by:
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2014.
"On the strategic value of risk management,"
International Journal of Industrial Organization, Elsevier, vol. 37(C), pages 153-169.
- Thomas‐Olivier Léautier & Jean-Charles Rochet, 2013. "On the Strategic Value of Risk Management," Swiss Finance Institute Research Paper Series 13-20, Swiss Finance Institute.
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2012. "On the strategic value of risk management," TSE Working Papers 12-332, Toulouse School of Economics (TSE).
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2013. "On the strategic value of risk management," TSE Working Papers 13-433, Toulouse School of Economics (TSE).
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2013. "On the strategic value of risk management," IDEI Working Papers 797, Institut d'Économie Industrielle (IDEI), Toulouse.
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2012. "On the strategic value of risk management," IDEI Working Papers 739, Institut d'Économie Industrielle (IDEI), Toulouse.
- Flavia Barsotti, 2012. "Optimal Capital Structure with Endogenous Default and Volatility Risk," Working Papers - Mathematical Economics 2012-02, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Erdinc Akyildirim & Ibrahim Güney & Jean-Charles Rochet & Halil Mete Soner, 2013.
"Optimal Dividend Policy with Random Interest Rates,"
Swiss Finance Institute Research Paper Series
13-14, Swiss Finance Institute.
- Akyildirim, Erdinç & Güney, I. Ethem & Rochet, Jean-Charles & Soner, H. Mete, 2014. "Optimal dividend policy with random interest rates," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 93-101.
- Nataliya Klimenko, 2013. "Tailoring Bank Capital Regulation for Tail Risk," Working Papers halshs-00796490, HAL.
- Rochet, Jean-Charles & Villeneuve, Stéphane, 2011. "Liquidity management and corporate demand for hedging and insurance," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 303-323, July.
- Nataliya Klimenko, 2013. "Tailoring Bank Capital Regulation for Tail Risk," AMSE Working Papers 1310, Aix-Marseille School of Economics, France, revised Feb 2013.
- Gryglewicz, Sebastian, 2011. "A theory of corporate financial decisions with liquidity and solvency concerns," Journal of Financial Economics, Elsevier, vol. 99(2), pages 365-384, February.
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2014.
"On the strategic value of risk management,"
International Journal of Industrial Organization, Elsevier, vol. 37(C), pages 153-169.
- Stefano Lovo & J. P. Décamps, 2006.
"A Note on Risk Aversion and Herd Behavior in Financial Markets,"
Post-Print
halshs-00119563, HAL.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
Cited by:
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009.
"Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment,"
IDEI Working Papers
552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
- Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," HEC Research Papers Series 917, HEC Paris.
- Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
- Zhuo Qiao & Thomas C. Chiang & Lin Tan, 2014. "Empirical Investigation of the Causal Relationships Among Herding, Stock Market Returns, and Illiquidity: Evidence from Major Asian Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 17(03), pages 1-27.
- Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
- Papavassiliou, Vassilios G. & Kinateder, Harald, 2021. "Information shares and market quality before and during the European sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Astebro, Thomas & Fernández, Manuel & Cadena-Silva, Carlos & Vulkan, Nir, 2020.
"Herding in Equity Crowdfunding,"
Working papers
34, Red Investigadores de Economía.
- Astebro, Thomas B. & Lovo, Stefano & Fernandez Sierra, Manuel & Vulkan, Nir, 2017. "Herding in Equity Crowdfunding," HEC Research Papers Series 1245, HEC Paris, revised 04 Jun 2018.
- Stefano Lovo & J. P. Décamps, 2006.
"Informational cascades with endogenous prices: The role of risk aversion,"
Post-Print
halshs-00009853, HAL.
- Decamps, Jean-Paul & Lovo, Stefano, 2006. "Informational cascades with endogenous prices: The role of risk aversion," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 109-120, February.
Cited by:
- Loisel, O. & Pommeret, A. & Portier, T., 2012.
"Monetary Policy and Herd Behavior: Leaning Against Bubbles,"
Working papers
412, Banque de France.
- Olivier Loisel & Aude Pommeret & Franck Portier, 2012. "Monetary Policy and Herd Behavior : Leaning Against Bubbles," Working Papers 2012-25, Center for Research in Economics and Statistics.
- Marco Cipriani & Antonio Guarino, 2010.
"Herd Behavior and Contagion in Financial Markets,"
Working Papers
2010-01, The George Washington University, Institute for International Economic Policy.
- Cipriani Marco & Guarino Antonio, 2008. "Herd Behavior and Contagion in Financial Markets," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 8(1), pages 1-56, October.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009.
"Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment,"
IDEI Working Papers
552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
- Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," HEC Research Papers Series 917, HEC Paris.
- Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
- Hong Liu & Jingyuan Wu & Qingshan Yang, 2017. "Inside Trading when the Market Deviates from the Semi-strong Efficient Condition," Annals of Economics and Finance, Society for AEF, vol. 18(1), pages 111-128, May.
- Sushil Bikhchandani & David Hirshleifer & Omer Tamuz & Ivo Welch, 2024.
"Information Cascades and Social Learning,"
Journal of Economic Literature, American Economic Association, vol. 62(3), pages 1040-1093, September.
- Sushil Bikhchandani & David Hirshleifer & Omer Tamuz & Ivo Welch, 2021. "Information Cascades and Social Learning," NBER Working Papers 28887, National Bureau of Economic Research, Inc.
- Sushil Bikhchandani & David Hirshleifer & Omer Tamuz & Ivo Welch, 2021. "Information Cascades and Social Learning," Papers 2105.11044, arXiv.org.
- Bikhchandani, Sushil & Hirshleifer, David & Tamuz, Omer & Welch, Ivo, 2021. "Information Cascades and Social Learning," MPRA Paper 107927, University Library of Munich, Germany.
- Boortz, Christopher & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2013.
"Herding in financial markets: Bridging the gap between theory and evidence,"
SFB 649 Discussion Papers
2013-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Dieter Nautz, "undated". "Herding in financial markets: Bridging the gap between theory and evidence," BDPEMS Working Papers 2013002, Berlin School of Economics.
- Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2012. "Correlated trades and herd behavior in the stock market," SFB 649 Discussion Papers 2012-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Liu, Hong & Zhang, Zhixiang, 2011. "Insider trading with public and shared information," Economic Modelling, Elsevier, vol. 28(4), pages 1756-1762, July.
- Hirshleifer, David & Teoh, Siew Hong, 2008.
"Thought and Behavior Contagion in Capital Markets,"
MPRA Paper
9142, University Library of Munich, Germany.
- Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9164, University Library of Munich, Germany.
- Boortz, Christopher, 2016. "Irrational exuberance and herding in financial markets," SFB 649 Discussion Papers 2016-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Irene Comeig & Ernesto Mesa-Vázquez & Pau Sendra-Pons & Amparo Urbano, 2020. "Rational Herding in Reward-Based Crowdfunding: An MTurk Experiment," Sustainability, MDPI, vol. 12(23), pages 1-21, November.
- Rüdiger, Jesper & Vigier, Adrien, 2019. "Learning about analysts," Journal of Economic Theory, Elsevier, vol. 180(C), pages 304-335.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2005.
"Optimal Dividend Policy and Growth Option,"
IDEI Working Papers
369, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Décamps & Stéphane Villeneuve, 2007. "Optimal dividend policy and growth option," Finance and Stochastics, Springer, vol. 11(1), pages 3-27, January.
Cited by:
- Amlys Syahputra Silalahi & Khaira Amalia Fachrudin & Aryanti Sariartha Sianipar & Kharisya Ayu Effendi, 2021. "Analysis of the Bank Specific Factors, Macroeconomics and Oil Price on Dividend Policy," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 165-171.
- Jean-Franc{c}ois Renaud & Alexandre Roch & Clarence Simard, 2023. "An optimization dichotomy for capital injections and absolutely continuous dividend strategies," Papers 2311.10191, arXiv.org.
- Delong Li & Mr. Nicolas E Magud & Mr. Fabian Valencia, 2015. "Corporate Investment in Emerging Markets: Financing vs. Real Options Channel," IMF Working Papers 2015/285, International Monetary Fund.
- Agliardi, Elettra & Agliardi, Rossella & Spanjers, Willem, 2016. "Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications," Journal of Business Research, Elsevier, vol. 69(12), pages 6012-6020.
- Manuel Guerra & Cláudia Nunes & Carlos Oliveira, 2021. "The optimal stopping problem revisited," Statistical Papers, Springer, vol. 62(1), pages 137-169, February.
- Arnold, Marc, 2014. "Managerial cash use, default, and corporate financial policies," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 305-325.
- Iuliia Brushko, 2013. "Financial Signaling and Earnings Forecasts," CERGE-EI Working Papers wp498, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Patrick Bolton & Neng Wang & Jinqiang Yang, 2014.
"Investment under Uncertainty with Financial Constraints,"
NBER Working Papers
20610, National Bureau of Economic Research, Inc.
- Bolton, Patrick & Wang, Neng & Yang, Jinqiang, 2019. "Investment under uncertainty with financial constraints," Journal of Economic Theory, Elsevier, vol. 184(C).
- Gunther Leobacher & Michaela Szolgyenyi & Stefan Thonhauser, 2016. "Bayesian Dividend Optimization and Finite Time Ruin Probabilities," Papers 1602.04660, arXiv.org.
- Andrianos E. Tsekrekos, 2019. "Moreno-Bromberg, Santiago and Rochet, Jean-Charles: Continuous-Time Models in Corporate Finance, Banking and Insurance," Journal of Economics, Springer, vol. 126(3), pages 287-290, April.
- Ernst, Philip A. & Imerman, Michael B. & Shepp, Larry & Zhou, Quan, 2022. "Fiscal stimulus as an optimal control problem," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 1091-1108.
- Zhengjun Jiang & Martijn Pistorius, 2012. "Optimal dividend distribution under Markov regime switching," Finance and Stochastics, Springer, vol. 16(3), pages 449-476, July.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022.
"Learning about profitability and dynamic cash management,"
Journal of Economic Theory, Elsevier, vol. 205(C).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
- Jean-Paul Décamps & Stéphane Villeneuve, 2022. "Learning about profitability and dynamic cash management," Post-Print hal-04164661, HAL.
- E. Agliardi & R. Agliardi & W. Spanjers, 2014. "Cash holdings and financing decisions under ambiguity," Working Papers wp979, Dipartimento Scienze Economiche, Universita' di Bologna.
- Gryglewicz, Sebastian, 2011. "A theory of corporate financial decisions with liquidity and solvency concerns," Journal of Financial Economics, Elsevier, vol. 99(2), pages 365-384, February.
- Schroth, Enrique & Suarez, Gustavo A. & Taylor, Lucian A., 2014. "Dynamic debt runs and financial fragility: Evidence from the 2007 ABCP crisis," Journal of Financial Economics, Elsevier, vol. 112(2), pages 164-189.
- Etienne Chevalier & Vathana Ly Vath & Alexandre Roch, 2020. "Optimal Dividend and Capital Structure with Debt Covenants," Journal of Optimization Theory and Applications, Springer, vol. 187(2), pages 535-565, November.
- Kuo‐Cheng Kuo & Wen‐Min Lu & Thanh Nhan Dinh, 2020. "Firm performance and ownership structure: Dynamic network data envelopment analysis approach," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(4), pages 608-623, June.
- Pauli Murto & Marko Terviö, 2014. "Exit Options And Dividend Policy Under Liquidity Constraints," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 197-221, February.
- Jiang, Zhengjun, 2019. "Optimal dividend policy when risk reserves follow a jump–diffusion process with a completely monotone jump density under Markov-regime switching," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 1-7.
- Sotomayor, Luz R. & Cadenillas, Abel, 2011. "Classical and singular stochastic control for the optimal dividend policy when there is regime switching," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 344-354, May.
- Akira Yamazaki, 2017. "Equilibrium Equity Price With Optimal Dividend Policy," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(02), pages 1-28, March.
- Décamps, Jean-Paul & Djembissi, Bertrand, 2005.
"Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules,"
IDEI Working Papers
375, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Décamps & Bertrand Djembissi, 2007. "Switching to a poor business activity: optimal capital structure, agency costs and covenant rules," Annals of Finance, Springer, vol. 3(3), pages 389-409, July.
Cited by:
- Kuersten, Wolfgang & Linde, Rainer, 2011. "Corporate hedging versus risk-shifting in financially constrained firms: The time-horizon matters!," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 502-525, June.
- E. Agliardi & R. Andergassen, 2006.
"Last Resort Gambles, Risky Debt and Liquidation Policy,"
Working Papers
577, Dipartimento Scienze Economiche, Universita' di Bologna.
- Elettra Agliardi & Rainer Andergassen, 2009. "Last resort gambles, risky debt and liquidation policy," Review of Financial Economics, John Wiley & Sons, vol. 18(3), pages 142-155, August.
- Elettra Agliardi & Rainer Andergassen, 2007. "Last Resort Gambles, Risky Debt and Liquidation Policy," Working Paper series 31_07, Rimini Centre for Economic Analysis.
- Agliardi, Elettra & Andergassen, Rainer, 2009. "Last resort gambles, risky debt and liquidation policy," Review of Financial Economics, Elsevier, vol. 18(3), pages 142-155, August.
- Djembissi, Bertrand, 2011. "Excessive risk taking and the maturity structure of debt," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1800-1816, October.
- Emilio Barucci & Luca Del Viva, 2013. "Dynamic capital structure and the contingent capital option," Annals of Finance, Springer, vol. 9(3), pages 337-364, August.
- Kit Wong, 2010. "On the neutrality of debt in investment intensity," Annals of Finance, Springer, vol. 6(3), pages 335-356, July.
- Joel M. Vanden, 2016. "Optimal capital structures for private firms," Annals of Finance, Springer, vol. 12(2), pages 245-273, May.
- Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stéphane, 2003.
"Irreversible Investment in Alternative Projects,"
IDEI Working Papers
193, Institut d'Économie Industrielle (IDEI), Toulouse, revised Jul 2004.
- Jean-Paul Décamps & Thomas Mariotti & Stéphane Villeneuve, 2006. "Irreversible investment in alternative projects," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(2), pages 425-448, June.
Cited by:
- Skander Ben Abdallah & Pierre Lasserre, 2016.
"Asset Retirement with Infinitely Repeated Alternative Replacements: Harvest Age and Species Choice in Forestry,"
CIRANO Working Papers
2016s-37, CIRANO.
- Ben Abdallah, Skander & Lasserre, Pierre, 2016. "Asset retirement with infinitely repeated alternative replacements: Harvest age and species choice in forestry," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 144-164.
- Kuno J.M. Huisman & Peter M. Kort, 2015.
"Strategic capacity investment under uncertainty,"
RAND Journal of Economics, RAND Corporation, vol. 46(2), pages 376-408, June.
- Huisman, K.J.M. & Kort, P.M., 2013. "Strategic Capacity Investment Under uncertainty," Other publications TiSEM d8f47e8c-1550-4a51-b0fb-3, Tilburg University, School of Economics and Management.
- Huisman, K.J.M. & Kort, P.M., 2013. "Strategic Capacity Investment Under uncertainty," Discussion Paper 2013-003, Tilburg University, Center for Economic Research.
- N. Letifi & Jean-Luc Prigent, 2014.
"On the optimality of funding and hiring/firing according to stochastic demand: The role of growth and shutdown options,"
Post-Print
hal-03679708, HAL.
- Letifi, N. & Prigent, J.-L., 2014. "On the optimality of funding and hiring/firing according to stochastic demand: The role of growth and shutdown options," Economic Modelling, Elsevier, vol. 40(C), pages 410-422.
- Arve, Malin & Zwart, Gijsbert, 2023. "Optimal procurement and investment in new technologies under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
- Jerome Detemple & Yerkin Kitapbayev, 2021. "Optimal Power Investment and Pandemics: A Micro-Economic Analysis," Energies, MDPI, vol. 14(4), pages 1-25, February.
- Sendstad, Lars Hegnes & Chronopoulos, Michail, 2017. "Strategic Technology Switching under Risk Aversion and Uncertainty," Discussion Papers 2017/10, Norwegian School of Economics, Department of Business and Management Science.
- Avner Bar-Ilan & Yishay D. Maoz, 2021. "Choosing a Price and Cost Combination—The Role of Correlation," JRFM, MDPI, vol. 14(11), pages 1-13, November.
- GAHUNGU, Joachim & SMEERS, Yves, 2011. "A real options model for electricity capacity expansion," LIDAM Discussion Papers CORE 2011044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Michi Nishihara & Takashi Shibata, 2018.
"Liquidation, fire sales, and acquirers' private information,"
Discussion Papers in Economics and Business
18-25, Osaka University, Graduate School of Economics.
- Nishihara, Michi & Shibata, Takashi, 2019. "Liquidation, fire sales, and acquirers’ private information," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- Chantal Marlats, 2021. "Reputation effects in stochastic games with two long-lived players," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(1), pages 1-31, February.
- Chronopoulos, Michail & Hagspiel, Verena & Fleten, Stein–Erik, 2015.
"Stepwise Investment and Capacity Sizing under Uncertainty,"
Discussion Papers
2015/10, Norwegian School of Economics, Department of Business and Management Science.
- Michail Chronopoulos & Verena Hagspiel & Stein-Erik Fleten, 2017. "Stepwise investment and capacity sizing under uncertainty," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(2), pages 447-472, March.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2005.
"Optimal Dividend Policy and Growth Option,"
IDEI Working Papers
369, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Décamps & Stéphane Villeneuve, 2007. "Optimal dividend policy and growth option," Finance and Stochastics, Springer, vol. 11(1), pages 3-27, January.
- Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2015.
"Uncertainty and Time-to-Build in Bioenergy Crop Production,"
2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California
205574, Agricultural and Applied Economics Association.
- Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2015. "Uncertainty and Time-to-Build in Bioenergy Crop Production," ISU General Staff Papers 201501010800001019, Iowa State University, Department of Economics.
- Chronopoulos, Michail & Lumbreras, Sara, 2017. "Optimal regime switching under risk aversion and uncertainty," European Journal of Operational Research, Elsevier, vol. 256(2), pages 543-555.
- Michi Nishihara, 2022. "Corporate sustainability, investment, and capital structure," Discussion Papers in Economics and Business 22-05, Osaka University, Graduate School of Economics.
- H. Dharma Kwon & Steven A. Lippman, 2019. "Acquisition of Project-Specific Assets with Bayesian Updating," Papers 1901.04120, arXiv.org.
- Marvasti, Akbar, 2013. "The role of price expectations and legal uncertainties in ocean mineral, exploration activities," Resources Policy, Elsevier, vol. 38(1), pages 68-74.
- Julieta Caunedo, 2013. "Industry Dynamics, Investment and Business Cycles," 2013 Meeting Papers 1078, Society for Economic Dynamics.
- Décamps, Jean-Paul & Gensbittel, Fabien & Mariotti, Thomas, 2021.
"Investment Timing and Technological Breakthroughs,"
TSE Working Papers
21-1222, Toulouse School of Economics (TSE), revised Dec 2024.
- Mariotti, Thomas & Décamps, Jean-Paul & Gensbittel, Fabien, 2021. "Investment Timing and Technological Breakthrough," CEPR Discussion Papers 16246, C.E.P.R. Discussion Papers.
- Joachim Gahungu and Yves Smeers, 2012. "A Real Options Model for Electricity Capacity Expansion," RSCAS Working Papers 2012/08, European University Institute.
- Adkins, Roger & Paxson, Dean, 2019. "Rescaling-contraction with a lower cost technology when revenue declines," European Journal of Operational Research, Elsevier, vol. 277(2), pages 574-586.
- Lukas, Elmar & Spengler, Thomas Stefan & Kupfer, Stefan & Kieckhäfer, Karsten, 2017. "When and how much to invest? Investment and capacity choice under product life cycle uncertainty," European Journal of Operational Research, Elsevier, vol. 260(3), pages 1105-1114.
- Bøckman, Thor & Fleten, Stein-Erik & Juliussen, Erik & Langhammer, Håvard J. & Revdal, Ingemar, 2008.
"Investment timing and optimal capacity choice for small hydropower projects,"
European Journal of Operational Research, Elsevier, vol. 190(1), pages 255-267, October.
- Bøckman, Thor & Fleten, Stein-Erik & Juliussen, Erik & Langhammer, Håvard & Revdal, Ingemar, 2006. "Investment timing and optimal capacity choice for small hydropower projects," MPRA Paper 2693, University Library of Munich, Germany, revised 31 Dec 2006.
- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2015.
"Learning and collusion in new markets with uncertain entry costs,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 273-303, February.
- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011. "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers hal-00639049, HAL.
- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011. "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers 1112, University of Otago, Department of Economics, revised Dec 2011.
- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01013188, HAL.
- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," Post-Print hal-01013188, HAL.
- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," PSE-Ecole d'économie de Paris (Postprint) hal-01013188, HAL.
- Michi NISHIHARA & Takashi SHIBATA, 2012.
"The effects of external financing costs on investment timing and sizing decisions,"
Discussion Papers in Economics and Business
12-07, Osaka University, Graduate School of Economics.
- Nishihara, Michi & Shibata, Takashi, 2013. "The effects of external financing costs on investment timing and sizing decisions," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1160-1175.
- Guerra, Manuel & Kort, Peter & Nunes, Cláudia & Oliveira, Carlos, 2018. "Hysteresis due to irreversible exit: Addressing the option to mothball," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 69-83.
- Siddiqui, Afzal & Fleten, Stein-Erik, 2010.
"How to proceed with competing alternative energy technologies: A real options analysis,"
Energy Economics, Elsevier, vol. 32(4), pages 817-830, July.
- Siddiqui, Afzal & Fleten, Stein-Erik, 2008. "How to Proceed with Competing Alternative Energy Technologies: a Real Options Analysis," MPRA Paper 15502, University Library of Munich, Germany, revised 04 May 2009.
- Siddiqui, Afzal & Takashima, Ryuta, 2012. "Capacity switching options under rivalry and uncertainty," European Journal of Operational Research, Elsevier, vol. 222(3), pages 583-595.
- Boomsma, Trine Krogh & Meade, Nigel & Fleten, Stein-Erik, 2012. "Renewable energy investments under different support schemes: A real options approach," European Journal of Operational Research, Elsevier, vol. 220(1), pages 225-237.
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"Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost,"
ISU General Staff Papers
201709010700001686, Iowa State University, Department of Economics.
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European Journal of Operational Research, Elsevier, vol. 206(3), pages 586-600, November.
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"The Three Pillars of Basel II, Optimizing the Mix,"
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Cited by:
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"Bank Size and Risk-Taking under Basel II,"
Sonderforschungsbereich 504 Publications
05-07, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
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"Resource Allocation in Bank Supervision: Trade‐Offs and Outcomes,"
Journal of Finance, American Finance Association, vol. 77(3), pages 1685-1736, June.
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"Monetary policy with a touch of Basel,"
Journal of Economics and Business, Elsevier, vol. 62(3), pages 161-175, May.
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"Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus,"
Journal of Financial Stability, Elsevier, vol. 8(2), pages 57-68.
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"Determinants of collateral,"
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"Basel II and the Value of Bank Differentiation,"
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"Optimal Preventive Bank Supervision Combining Random Audits and Continuous Intervention,"
AMSE Working Papers
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"Loan Pricing Under Basel Capital Requirements,"
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"Bank capital, liquid reserves, and insolvency risk,"
Journal of Financial Economics, Elsevier, vol. 125(2), pages 266-285.
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"Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?,"
Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
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"Regulating Financial Conglomerates,"
CEPR Discussion Papers
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"Prudential Regulation in Financial Networks,"
AMSE Working Papers
2030, Aix-Marseille School of Economics, France.
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- Niinimäki, J.-P., 2009. "Does collateral fuel moral hazard in banking?," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 514-521, March.
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"Investment Timing under Incomplete Information,"
STICERD - Theoretical Economics Paper Series
444, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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Cited by:
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2005.
"Optimal Dividend Policy and Growth Option,"
IDEI Working Papers
369, Institut d'Économie Industrielle (IDEI), Toulouse.
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- Ludkovski, Michael, 2009. "A simulation approach to optimal stopping under partial information," Stochastic Processes and their Applications, Elsevier, vol. 119(12), pages 4061-4087, December.
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"Market informational inefficiency, risk aversion and quantity grid,"
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Cited by:
- Décamps, Jean-Paul & Lovo, Stefano, 2003.
"Risk Aversion and Herd Behavior in Financial Markets,"
IDEI Working Papers
246, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Decamps & Stefano Lovo, 2002. "Risk Aversion and Herd Behavior in Financial Markets," Working Papers hal-00593657, HAL.
- LOVO, Stefano & DECAMPS, Jean-Paul, 2002. "Risk aversion and herd behavior in financial markets," HEC Research Papers Series 758, HEC Paris.
- Stefano Lovo & J. P. Décamps, 2006.
"A Note on Risk Aversion and Herd Behavior in Financial Markets,"
Post-Print
halshs-00119563, HAL.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- LOVO, Stefano & DECAMPS, Jean-Paul, 2002.
"Risk aversion and herd behavior in financial markets,"
HEC Research Papers Series
758, HEC Paris.
- Jean-Paul Decamps & Stefano Lovo, 2002. "Risk Aversion and Herd Behavior in Financial Markets," Working Papers hal-00593657, HAL.
- Décamps, Jean-Paul & Lovo, Stefano, 2003. "Risk Aversion and Herd Behavior in Financial Markets," IDEI Working Papers 246, Institut d'Économie Industrielle (IDEI), Toulouse.
Cited by:
- Jean-Paul Decamps & Stefano Lovo, 2003.
"Market Informational Inefficiency, Risk Aversion and Quantity Grid,"
Working Papers
hal-00592016, HAL.
- LOVO, Stefano & DECAMPS, Jean-Paul, 2003. "Market informational inefficiency, risk aversion and quantity grid," HEC Research Papers Series 770, HEC Paris.
- Décamps, Jean-Paul & Lovo, Stefano, 2003. "Market Informational Inefficiency, Risk Aversion and Quantity Grid," IDEI Working Papers 177, Institut d'Économie Industrielle (IDEI), Toulouse.
- Maria Grazia Romano, 2007.
"Learning, Cascades, and Transaction Costs,"
Review of Finance, European Finance Association, vol. 11(3), pages 527-560.
- Maria Grazia Romano, 2004. "Learning, Cascades and Transaction Costs," CSEF Working Papers 123, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Feb 2006.
- J L Ford & David Kelsey & W Pang, 2005. "Ambiguity in Financial Markets: Herding and Contrarian Behaviour," Discussion Papers 05-11, Department of Economics, University of Birmingham.
- Lin, Mei-Chen, 2018. "The impact of aggregate uncertainty on herding in analysts' stock recommendations," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 90-105.
- Christophe Chamley, 2005. "Complementarities in Information Acquisition with Short-Term Trades," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-156, Boston University - Department of Economics.
- Christophe Chamley, 2005. "Complementarities in Information Acquisition with Short-Term Trades," Boston University - Department of Economics - Working Papers Series WP2005-027, Boston University - Department of Economics.
- Bruno Biais & Christophe Bisiere & Jean-Paul Decamps, 2000.
"A Structural Econometric Investigation of the Agency Theory of Financial Structure,"
Econometric Society World Congress 2000 Contributed Papers
0817, Econometric Society.
Cited by:
- NYU-Stern, 2008. "Why Has the US Financial Sector Grown So Much?," 2008 Meeting Papers 714, Society for Economic Dynamics.
- Calcagno, R., 2000. "Is Leverage Effective in Increasing Performance Under Managerial Moral Hazard?," Other publications TiSEM 119da195-15e9-4467-a51b-c, Tilburg University, School of Economics and Management.
- Calcagno, R., 2000. "Is Leverage Effective in Increasing Performance Under Managerial Moral Hazard?," Discussion Paper 2000-101, Tilburg University, Center for Economic Research.
- Decamps, J.-P. & Mariotti, T., 2000.
"Irreversible Investment and Learning Expternalities,"
Papers
00-534, Toulouse - GREMAQ.
- Décamps, Jean-Paul & Mariotti, Thomas, 2000. "Irreversible Investment and Learning Externalities," IDEI Working Papers 97, Institut d'Économie Industrielle (IDEI), Toulouse.
Cited by:
- Pawlina, G. & Kort, P.M., 2001.
"Strategic Capital Budgeting : Asset Replacement Under Uncertainty,"
Discussion Paper
2001-4, Tilburg University, Center for Economic Research.
- Pawlina, G. & Kort, P.M., 2001. "Strategic Capital Budgeting : Asset Replacement Under Uncertainty," Other publications TiSEM e79e30d8-bf35-4cde-ae02-f, Tilburg University, School of Economics and Management.
- Kort, P.M. & Pawlina, G., 2003. "Strategic capital budgeting : Asset replacement under uncertainty," Other publications TiSEM 6cdd5963-f015-4454-8c84-d, Tilburg University, School of Economics and Management.
- Pawlina, G. & Kort, P.M., 2001.
"Real Options in an Aymmetric Duopoly : Who Benefits from your Competitive Disadvantage,"
Other publications TiSEM
e997e0f6-3d0f-4cbe-b97a-c, Tilburg University, School of Economics and Management.
- Grzegorz Pawlina & Peter M. Kort, 2006. "Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 15(1), pages 1-35, March.
- Pawlina, G. & Kort, P.M., 2001. "Real Options in an Aymmetric Duopoly : Who Benefits from your Competitive Disadvantage," Discussion Paper 2001-95, Tilburg University, Center for Economic Research.
- Marcel Boyer & Pierre Lasserre & Thomas Mariotti & Michel Moreaux, 2001.
"Real Options, Preemption, and the Dynamics of Industry Investments,"
Cahiers de recherche du Département des sciences économiques, UQAM
20-10, Université du Québec à Montréal, Département des sciences économiques.
- Marcel Boyer & Pierre Lasserre & Thomas Mariotti & Michel Moreaux, 2001. "Real Options, Preemption, and the Dynamics of Industry Investments," CIRANO Working Papers 2001s-64, CIRANO.
- Thijssen, J.J.J., 2003. "Investment under uncertainty, market evolution and coalition spillovers in a game theoretic perspective," Other publications TiSEM 672073a6-492e-4621-8d4a-0, Tilburg University, School of Economics and Management.
- Faure-Grimaud, Antoine & Décamps, Jean Paul, 2000.
"Excessive continuation and Dynamic Agency Costs of Debt,"
CEPR Discussion Papers
2504, C.E.P.R. Discussion Papers.
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2002. "Excessive continuation and dynamic agency costs of debt," European Economic Review, Elsevier, vol. 46(9), pages 1623-1644, October.
- Jean-Paul Décamps, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," FMG Discussion Papers dp348, Financial Markets Group.
- Décamps, Jean-Paul & Faure-Grimaud, Antoine, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," IDEI Working Papers 99, Institut d'Économie Industrielle (IDEI), Toulouse.
- Decamps, J.-P. & Faure-Grimaud, A., 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," Papers 00-533, Toulouse - GREMAQ.
Cited by:
- E. Agliardi & R. Andergassen, 2006.
"Last Resort Gambles, Risky Debt and Liquidation Policy,"
Working Papers
577, Dipartimento Scienze Economiche, Universita' di Bologna.
- Elettra Agliardi & Rainer Andergassen, 2009. "Last resort gambles, risky debt and liquidation policy," Review of Financial Economics, John Wiley & Sons, vol. 18(3), pages 142-155, August.
- Elettra Agliardi & Rainer Andergassen, 2007. "Last Resort Gambles, Risky Debt and Liquidation Policy," Working Paper series 31_07, Rimini Centre for Economic Analysis.
- Agliardi, Elettra & Andergassen, Rainer, 2009. "Last resort gambles, risky debt and liquidation policy," Review of Financial Economics, Elsevier, vol. 18(3), pages 142-155, August.
- Hui Chen & Gustavo Manso, 2017. "Macroeconomic Risk and Debt Overhang," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 6(1), pages 1-38.
- Jean-Paul Décamps & Bertrand Djembissi, 2007.
"Switching to a poor business activity: optimal capital structure, agency costs and covenant rules,"
Annals of Finance, Springer, vol. 3(3), pages 389-409, July.
- Décamps, Jean-Paul & Djembissi, Bertrand, 2005. "Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules," IDEI Working Papers 375, Institut d'Économie Industrielle (IDEI), Toulouse.
- Bart Lambrecht & Stewart C. Myers, 2005. "A Theory of Takeovers and Disinvestment," NBER Working Papers 11082, National Bureau of Economic Research, Inc.
- Alan Schwartz, "undated". "A Normative Theory of Business Bankruptcy," American Law & Economics Association Annual Meetings 1037, American Law & Economics Association.
- Moyen, Nathalie, 2007. "How big is the debt overhang problem?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 433-472, February.
- Priyo, Asad Karim Khan & Rahaman, Mohammad M. & Aivazian, Varouj A., 2017. "Overinvesting via delayed exit: An empirical investigation of the cost of excessive continuation," MPRA Paper 118087, University Library of Munich, Germany.
- Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742, Elsevier.
- Ali Lazrak & J. P. Décamps, 2000.
"A martingale characterization of equilibrium asset price processes,"
Post-Print
hal-00485724, HAL.
- A. Lazrak & J.P. DÊcamps, 2000. "A martingale characterization of equilibrium asset price processes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(1), pages 207-213.
Cited by:
- Franke, Günter & Lüders, Erik, 2004. "Why Do Asset Prices Not Follow Random Walks?," CoFE Discussion Papers 04/05, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Ang, Andrew & Liu, Jun, 2007.
"Risk, return, and dividends,"
Journal of Financial Economics, Elsevier, vol. 85(1), pages 1-38, July.
- Ang, Andrew & Liu, Jun, 2005. "Risk, Return and Dividends," University of California at Los Angeles, Anderson Graduate School of Management qt1s25177n, Anderson Graduate School of Management, UCLA.
- Andrew Ang & Jun Liu, 2007. "Risk, Return and Dividends," NBER Working Papers 12843, National Bureau of Economic Research, Inc.
- Ali Lazrak & Fernando Zapatero, 2002.
"Efficient Consumption Set Under Recursive Utility and Unknown Beliefs,"
Research Paper Series
85, Quantitative Finance Research Centre, University of Technology, Sydney.
- Lazrak, Ali & Zapatero, Fernando, 2004. "Efficient consumption set under recursive utility and unknown beliefs," Journal of Mathematical Economics, Elsevier, vol. 40(1-2), pages 207-226, February.
- Lüders, Erik, 2002. "Asset Prices and Alternative Characterizations of the Pricing Kernel," ZEW Discussion Papers 02-10, ZEW - Leibniz Centre for European Economic Research.
- Lüders, Erik & Peisl, Bernhard, 2001. "How do investors' expectations drive asset prices?," ZEW Discussion Papers 01-15, ZEW - Leibniz Centre for European Economic Research.
- Biais, B. & Bisiere, C. & Decamps, J.-P., 1997.
"Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse,"
Papers
97.485, Toulouse - GREMAQ.
- Bruno Biais & Christophe Bisière & Jean‐Paul Décamps, 1999. "Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," European Financial Management, European Financial Management Association, vol. 5(3), pages 395-410, November.
Cited by:
- Foucault, Thierry & Themar, David & Sraer, David, 2008.
"Individual investors and volatility,"
HEC Research Papers Series
899, HEC Paris.
- Thierry Foucault & David Sraer & David Thesmar, 2011. "Individual Investors and Volatility," Post-Print hal-00630297, HAL.
- Foucault, Thierry & Thesmar, David & Sraer, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers.
- Thierry Foucault & David Sraer & David J. Thesmar, 2011. "Individual Investors and Volatility," Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, August.
- Thierry Foucault & David Thesmar & David Sraer, 2008. "Individual Investors and Volatility," Working Papers hal-00578370, HAL.
- Au, Andrea S. & Doukas, John A. & Onayev, Zhan, 2009. "Daily short interest, idiosyncratic risk, and stock returns," Journal of Financial Markets, Elsevier, vol. 12(2), pages 290-316, May.
- Ulibarri, Carlos A., 2013. "Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk?," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 60-69.
- Asli Bayar & Zeynep Onder, 2005. "Liquidity and price volatility of cross-listed French stocks," Applied Financial Economics, Taylor & Francis Journals, vol. 15(15), pages 1079-1094.
- James Clunie & Peter Moles & Tatiana Pyatigorskaya, 2009. "Short-Sellers and Short Covering," Multinational Finance Journal, Multinational Finance Journal, vol. 13(3-4), pages 265-292, September.
- Iqbal, Javed & Brooks, Robert, 2007. "Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 75-93, February.
- Alves, Carlos & Mendes, Victor & Silva, Paulo Pereira da, 2016. "Analysis of market quality before and during short-selling bans," Research in International Business and Finance, Elsevier, vol. 37(C), pages 252-268.
- Chuang, Wen-I & Lee, Hsiu-Chuan, 2010. "The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Return Relations," Pacific-Basin Finance Journal, Elsevier, vol. 18(5), pages 521-535, November.
- Alziary, B. & Decamps, J-P. & Koehl, P-F., 1996.
"A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence,"
Papers
96.430, Toulouse - GREMAQ.
- Alziary, Benedicte & Decamps, Jean-Paul & Koehl, Pierre-Francois, 1997. "A P.D.E. approach to Asian options: analytical and numerical evidence," Journal of Banking & Finance, Elsevier, vol. 21(5), pages 613-640, May.
Cited by:
- Boyle, Phelim & Draviam, Thangaraj, 2007. "Pricing exotic options under regime switching," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 267-282, March.
- Eric Benhamou & Alexandre Duguet, 2000. "A 2 Dimensional Pde For Discrete Asian Options," Computing in Economics and Finance 2000 33, Society for Computational Economics.
- Zhang, Wei-Guo & Li, Zhe & Liu, Yong-Jun, 2018. "Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 402-418.
- Chad E. Hart & Bruce A. Babcock & Dermot J. Hayes, 2001.
"Livestock Revenue Insurance,"
Center for Agricultural and Rural Development (CARD) Publications
99-wp224, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Hart, Chad E. & Babcock, Bruce & Hayes, Dermot J., 2001. "Livestock Revenue Insurance," ISU General Staff Papers 200104250700001290, Iowa State University, Department of Economics.
- Chad E. Hart & Bruce A. Babcock & Dermot J. Hayes, 2001. "Livestock Revenue Insurance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(6), pages 553-580, June.
- Hart, Chad E. & Babcock, Bruce A. & Hayes, Dermot J., 2001. "Livestock Revenue Insurance," Staff General Research Papers Archive 1932, Iowa State University, Department of Economics.
- Manuel Moreno & Javier F. Navas, 2003.
"Australian Asian options,"
Economics Working Papers
680, Department of Economics and Business, Universitat Pompeu Fabra.
- Manuel Moreno & Javier F. Navas, 2003. "Australian Asian Options," Working Papers 28, Barcelona School of Economics.
- Dan Pirjol & Lingjiong Zhu, 2023. "Asymptotics for Short Maturity Asian Options in Jump-Diffusion models with Local Volatility," Papers 2308.15672, arXiv.org, revised Feb 2024.
- Milevsky, Moshe Arye & Posner, Steven E., 1998.
"Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(3), pages 409-422, September.
- Moshe Arye Milevsky & Steven E. Posner, 1999. "Asian Options, The Sum Of Lognormals, And The Reciprocal Gamma Distribution," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar, chapter 7, pages 203-218, World Scientific Publishing Co. Pte. Ltd..
- Shao, Renyuan & Roe, Brian E., 2002.
"The Design And Pricing Of Fixed And Moving Window Contracts: An Application Of Asian-Basket Option Pricing Methods To The Hog Finishing Sector,"
2002 Annual meeting, July 28-31, Long Beach, CA
19823, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Renyuan Shao & Brian Roe, 2003. "The design and pricing of fixed‐ and moving‐window contracts: An application of Asian‐Basket option pricing methods to the hog‐finishing sector," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(11), pages 1047-1073, November.
- Dan Pirjol & Lingjiong Zhu, 2017. "Asymptotics for the Discrete-Time Average of the Geometric Brownian Motion and Asian Options," Papers 1706.09659, arXiv.org.
- Keng‐Hsin Lo & Kehluh Wang & Ming‐Feng Hsu, 2008. "Pricing European Asian options with skewness and kurtosis in the underlying distribution," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(6), pages 598-616, June.
- Koekebakker, Steen & Adland, Roar & Sødal, Sigbjørn, 2007. "Pricing freight rate options," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 43(5), pages 535-548, September.
- Dan Pirjol & Lingjiong Zhu, 2016. "Short Maturity Asian Options in Local Volatility Models," Papers 1609.07559, arXiv.org.
- Dan Pirjol & Lingjiong Zhu, 2024. "Short-maturity Asian options in local-stochastic volatility models," Papers 2409.08377, arXiv.org.
- Pigato, Paolo, 2022. "Density estimates and short-time asymptotics for a hypoelliptic diffusion process," Stochastic Processes and their Applications, Elsevier, vol. 145(C), pages 117-142.
- Spiros H. Martzoukos & Nayia Pospori & Lenos Trigeorgis, 2024. "Corporate investment decisions with switch flexibility, constraints, and path-dependency," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 1223-1250, April.
- Manuel Moreno & Javier F. Navas, 2008. "Australian Options," Australian Journal of Management, Australian School of Business, vol. 33(1), pages 69-93, June.
- Dan Pirjol & Lingjiong Zhu, 2017. "Short Maturity Asian Options for the CEV Model," Papers 1702.03382, arXiv.org.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
Articles
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022.
"Learning about profitability and dynamic cash management,"
Journal of Economic Theory, Elsevier, vol. 205(C).
See citations under working paper version above.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
- Jean-Paul Décamps & Stéphane Villeneuve, 2022. "Learning about profitability and dynamic cash management," Post-Print hal-04164661, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019.
"Multiple Lenders, Strategic Default, and Covenants,"
American Economic Journal: Microeconomics, American Economic Association, vol. 11(2), pages 98-130, May.
See citations under working paper version above.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2013. "Multiple Lenders, Strategic Default and Covenants," CEIS Research Paper 261, Tor Vergata University, CEIS, revised 08 Aug 2014.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple Lenders, Strategic Default, and Covenants," Post-Print halshs-02282023, HAL.
- Jean Paul Decamps & Catherine Casamatta & Arnold Chassagnon & Andrea Attar, 2016. "Multiple Lenders, Strategic Default and Covenants," 2016 Meeting Papers 701, Society for Economic Dynamics.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean-Paul Décamps, 2019. "Multiple Lenders, Strategic Default, and Covenants," PSE-Ecole d'économie de Paris (Postprint) halshs-02282023, HAL.
- Jean-Paul Décamps & Stéphane Villeneuve, 2019.
"A two-dimensional control problem arising from dynamic contracting theory,"
Finance and Stochastics, Springer, vol. 23(1), pages 1-28, January.
See citations under working paper version above.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2018. "A two-dimensional control problem arising from dynamic contracting theory," TSE Working Papers 18-884, Toulouse School of Economics (TSE).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2018. "A two-dimensional control problem arising from dynamic contracting theory," IDEI Working Papers 880, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Décamps & Stéphane Villeneuve, 2019. "A two-dimensional control problem arising from dynamic contracting theory," Post-Print halshs-02282092, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019.
"Contracting Sequentially with Multiple Lenders: The Role of Menus,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 977-990, June.
See citations under working paper version above.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019. "Contracting Sequentially with Multiple Lenders: The Role of Menus," Post-Print halshs-02281995, HAL.
- Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2019. "Contracting Sequentially with Multiple Lenders: The Role of Menus," PSE-Ecole d'économie de Paris (Postprint) halshs-02281995, HAL.
- Attar, Andrea & Casamatta, Catherine & Chassagnon, Arnold & Décamps, Jean-Paul, 2017. "Contracting Sequentially with Multiple Lenders: the Role of Menus," TSE Working Papers 17-821, Toulouse School of Economics (TSE).
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015.
"Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment,"
Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
See citations under working paper version above.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
- Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," HEC Research Papers Series 917, HEC Paris.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," IDEI Working Papers 552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
- Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
- Jean-Paul Décamps & Stéphane Villeneuve, 2014.
"Rethinking Dynamic Capital Structure Models With Roll-Over Debt,"
Mathematical Finance, Wiley Blackwell, vol. 24(1), pages 66-96, January.
See citations under working paper version above.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2009. "Rethinking Dynamic Capital Structure Models with Roll-Over Debt," IDEI Working Papers 528, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2011.
- Jean‐Paul Décamps & Thomas Mariotti & Jean‐Charles Rochet & Stéphane Villeneuve, 2011.
"Free Cash Flow, Issuance Costs, and Stock Prices,"
Journal of Finance, American Finance Association, vol. 66(5), pages 1501-1544, October.
Cited by:
- Milton Harris & Christian Opp & Marcus Opp, 2020.
"The Aggregate Demand for Bank Capital,"
NBER Working Papers
27858, National Bureau of Economic Research, Inc.
- Opp, Marcus & Harris, Milton & Opp, Christian, 2020. "The aggregate demand for bank capital," CEPR Discussion Papers 14524, C.E.P.R. Discussion Papers.
- Max Reppen & Jean-Charles Rochet & H. Mete Soner, 2017.
"Optimal dividend policies with random profitability,"
Papers
1706.01813, arXiv.org, revised Mar 2018.
- Mete Soner, H. & Reppen, Max & Rochet, Jean-Charles, 2018. "Optimal dividend policies with random profitability," TSE Working Papers 18-886, Toulouse School of Economics (TSE).
- Mete Soner, H. & Reppen, Max & Rochet, Jean-Charles, 2018. "Optimal dividend policies with random profitability," IDEI Working Papers 882, Institut d'Économie Industrielle (IDEI), Toulouse.
- A. Max Reppen & Jean‐Charles Rochet & H. Mete Soner, 2020. "Optimal dividend policies with random profitability," Mathematical Finance, Wiley Blackwell, vol. 30(1), pages 228-259, January.
- Max Reppen & Jean-Charles Rochet & Mete Soner, 2020. "Optimal dividend policies with random profitability," Post-Print hal-02929766, HAL.
- Max Reppen & Jean-Charles Rochet & H. Mete Soner, 2017. "Optimal Dividend Policies with Random Profitability," Swiss Finance Institute Research Paper Series 17-46, Swiss Finance Institute.
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2014.
"On the strategic value of risk management,"
International Journal of Industrial Organization, Elsevier, vol. 37(C), pages 153-169.
- Thomas‐Olivier Léautier & Jean-Charles Rochet, 2013. "On the Strategic Value of Risk Management," Swiss Finance Institute Research Paper Series 13-20, Swiss Finance Institute.
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2012. "On the strategic value of risk management," TSE Working Papers 12-332, Toulouse School of Economics (TSE).
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2013. "On the strategic value of risk management," TSE Working Papers 13-433, Toulouse School of Economics (TSE).
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2013. "On the strategic value of risk management," IDEI Working Papers 797, Institut d'Économie Industrielle (IDEI), Toulouse.
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2012. "On the strategic value of risk management," IDEI Working Papers 739, Institut d'Économie Industrielle (IDEI), Toulouse.
- Pierre, Erwan & Villeneuve, Stéphane & Warin, Xavier, 2016. "Numerical approximation of a cash-constrained firm value with investment opportunities," TSE Working Papers 16-637, Toulouse School of Economics (TSE).
- Lambrecht, Bart & Chen, Shiqi, 2019. "Financial Policies and Internal Governance with Heterogeneous Risk Preferences," CEPR Discussion Papers 13888, C.E.P.R. Discussion Papers.
- Matteo Bonetti & Dirk Broeders & Damiaan Chen & Daniel Dimitrov, 2024. "Central Bank Capital and Shareholder Relationship," Working Papers 809, DNB.
- Bolton, Patrick & Chen, Hui & Wang, Neng, 2013.
"Market timing, investment, and risk management,"
Journal of Financial Economics, Elsevier, vol. 109(1), pages 40-62.
- Patrick Bolton & Hui Chen & Neng Wang, 2011. "Market Timing, Investment, and Risk Management," NBER Working Papers 16808, National Bureau of Economic Research, Inc.
- Erwan Pierre & St'ephane Villeneuve & Xavier Warin, 2016. "Numerical approximation of a cash-constrained firm value with investment opportunities," Papers 1603.09049, arXiv.org, revised Oct 2016.
- Giroud, Xavier & Dai, Min & Jiang, Wei & Wang, Neng, 2020.
"A q Theory of Internal Capital Markets,"
CEPR Discussion Papers
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Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(2), pages 425-448, June.
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- Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2016. "When should a winner take all, or pay some? Innovation and imitation incentives in a dynamic duopoly," MPRA Paper 75465, University Library of Munich, Germany.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022.
"Learning about profitability and dynamic cash management,"
Journal of Economic Theory, Elsevier, vol. 205(C).
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
- Jean-Paul Décamps & Stéphane Villeneuve, 2022. "Learning about profitability and dynamic cash management," Post-Print hal-04164661, HAL.
- Chia-Hui Chen & Junichiro Ishida & Arijit Mukherjee, 2021.
"Pioneer, Early Follower or Late Entrant: Entry Dynamics with Learning and Market Competition,"
ISER Discussion Paper
1132, Institute of Social and Economic Research, Osaka University.
- Chen, Chia-Hui & Ishida, Junichiro & Mukherjee, Arijit, 2023. "Pioneer, early follower or late entrant: Entry dynamics with learning and market competition," European Economic Review, Elsevier, vol. 152(C).
- Azevedo, Alcino & Paxson, Dean, 2014. "Developing real option game models," European Journal of Operational Research, Elsevier, vol. 237(3), pages 909-920.
- Wagner, Peter, 2015.
"Who goes first? Strategic Delay and Learning by Waiting,"
Discussion Papers in Economics
24764, University of Munich, Department of Economics.
- Wagner, Peter, 2015. "Who goes first? Strategic Delay and Learning by Waiting," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 500, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2019. "Dynamics of cash holdings, learning about profitability, and access to the market," TSE Working Papers 19-1046, Toulouse School of Economics (TSE), revised Sep 2020.
- Gryglewicz, Sebastian & Huisman, Kuno J.M. & Kort, Peter M., 2008.
"Finite project life and uncertainty effects on investment,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2191-2213, July.
- Gryglewicz, S. & Huisman, K.J.M. & Kort, P.M., 2006. "Finite Project Life and Uncertainty Effects on Investment," Discussion Paper 2006-124, Tilburg University, Center for Economic Research.
- Gryglewicz, S. & Huisman, K.J.M. & Kort, P.M., 2006. "Finite Project Life and Uncertainty Effects on Investment," Other publications TiSEM 55153914-7cb5-4afc-8364-1, Tilburg University, School of Economics and Management.
- Chia-Hui Chen & Junichiro Ishida & Arijit Mukherjee, 2018. "An Entry Game with Learning and Market Competition," ISER Discussion Paper 1043, Institute of Social and Economic Research, Osaka University.
- Chia-Hui Chen & Junichiro Ishida, 2017.
"A War of Attrition with Experimenting Players,"
ISER Discussion Paper
1014, Institute of Social and Economic Research, Osaka University.
- Chia‐Hui Chen & Junichiro Ishida, 2021. "A War of Attrition with Experimenting Players," Journal of Industrial Economics, Wiley Blackwell, vol. 69(2), pages 239-269, June.
- H. Dharma Kwon & Wenxin Xu & Anupam Agrawal & Suresh Muthulingam, 2016. "Impact of Bayesian Learning and Externalities on Strategic Investment," Management Science, INFORMS, vol. 62(2), pages 550-570, February.
- Nicolas KLEIN & Peter WAGNER, 2018.
"Strategic Investment and Learning with Private Information,"
Cahiers de recherche
13-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- KLEIN, Nicolas & WAGNER, Peter, 2018. "Strategic investment and learning with private information," Cahiers de recherche 2018-10, Universite de Montreal, Departement de sciences economiques.
- Wagner, Peter A. & Klein, Nicolas, 2022. "Strategic investment and learning with private information," Journal of Economic Theory, Elsevier, vol. 204(C).
- Bobtcheff, Catherine & Levy, Raphaël & Mariotti, Thomas, 2021.
"Negative results in science: Blessing or (winner's) curse ?,"
CEPR Discussion Papers
16024, C.E.P.R. Discussion Papers.
- Catherine Bobtcheff & Raphaël Levy & Thomas Mariotti, 2022. "Negative results in science: Blessing or (winner's) curse?," Working Papers halshs-03507030, HAL.
- Catherine Bobtcheff & Raphaël Levy & Thomas Mariotti, 2022. "Negative results in science: Blessing or (winner's) curse?," PSE Working Papers halshs-03507030, HAL.
- Bobtcheff, Catherine & Mariotti, Thomas & Levy, Raphaël, 2021. "Negative results in science: Blessing or (winner’s) curse," TSE Working Papers 21-1202, Toulouse School of Economics (TSE).
- Zhu, Lei & Li, Li & Su, Bin, 2021. "The price-bidding strategy for investors in a renewable auction: An option games–based study," Energy Economics, Elsevier, vol. 100(C).
- Marcel Boyer & Pierre Lasserre & Michel Moreaux, 2007. "The Dynamics of Industry Investments," CIRANO Working Papers 2007s-09, CIRANO.
- Zhou, Beixi, 2024. "Dynamic coordination with payoff and informational externalities," Games and Economic Behavior, Elsevier, vol. 144(C), pages 141-166.
- Charles Sims & David Finnoff & Jason F. Shogren, 2018. "Taking One for the Team: Is Collective Action More Responsive to Ecological Change?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 70(3), pages 589-615, July.
- Li, Jiang-Cheng & Leng, Na & Zhong, Guang-Yan & Wei, Yu & Peng, Jia-Sheng, 2020. "Safe marginal time of crude oil price via escape problem of econophysics," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).
- Vicky Henderson & David Hobson, 2013. "Risk Aversion, Indivisible Timing Options, and Gambling," Operations Research, INFORMS, vol. 61(1), pages 126-137, February.
- Carole Haritchabalet & Régis Renault, 2006. "Informational externalities with lump‐sum sampling," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(3), pages 1005-1022, August.
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2002.
"Excessive continuation and dynamic agency costs of debt,"
European Economic Review, Elsevier, vol. 46(9), pages 1623-1644, October.
See citations under working paper version above.
- Jean-Paul Décamps, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," FMG Discussion Papers dp348, Financial Markets Group.
- Faure-Grimaud, Antoine & Décamps, Jean Paul, 2000. "Excessive continuation and Dynamic Agency Costs of Debt," CEPR Discussion Papers 2504, C.E.P.R. Discussion Papers.
- Décamps, Jean-Paul & Faure-Grimaud, Antoine, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," IDEI Working Papers 99, Institut d'Économie Industrielle (IDEI), Toulouse.
- Decamps, J.-P. & Faure-Grimaud, A., 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," Papers 00-533, Toulouse - GREMAQ.
- A. Lazrak & J.P. DÊcamps, 2000.
"A martingale characterization of equilibrium asset price processes,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(1), pages 207-213.
See citations under working paper version above.
- Ali Lazrak & J. P. Décamps, 2000. "A martingale characterization of equilibrium asset price processes," Post-Print hal-00485724, HAL.
- Jean-Charles Rochet & Jean-Paul DÊcamps, 1997.
"A variational approach for pricing options and corporate bonds,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(3), pages 557-569.
Cited by:
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2002.
"Excessive continuation and dynamic agency costs of debt,"
European Economic Review, Elsevier, vol. 46(9), pages 1623-1644, October.
- Jean-Paul Décamps, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," FMG Discussion Papers dp348, Financial Markets Group.
- Faure-Grimaud, Antoine & Décamps, Jean Paul, 2000. "Excessive continuation and Dynamic Agency Costs of Debt," CEPR Discussion Papers 2504, C.E.P.R. Discussion Papers.
- Décamps, Jean-Paul & Faure-Grimaud, Antoine, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," IDEI Working Papers 99, Institut d'Économie Industrielle (IDEI), Toulouse.
- Decamps, J.-P. & Faure-Grimaud, A., 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," Papers 00-533, Toulouse - GREMAQ.
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2000. "Excessive continuation and dynamic agency costs of debt," LSE Research Online Documents on Economics 119106, London School of Economics and Political Science, LSE Library.
- Duffie, Darrell, 2005. "Credit risk modeling with affine processes," Journal of Banking & Finance, Elsevier, vol. 29(11), pages 2751-2802, November.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
- Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742, Elsevier.
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2002.
"Excessive continuation and dynamic agency costs of debt,"
European Economic Review, Elsevier, vol. 46(9), pages 1623-1644, October.
- Alziary, Benedicte & Decamps, Jean-Paul & Koehl, Pierre-Francois, 1997.
"A P.D.E. approach to Asian options: analytical and numerical evidence,"
Journal of Banking & Finance, Elsevier, vol. 21(5), pages 613-640, May.
See citations under working paper version above.
- Alziary, B. & Decamps, J-P. & Koehl, P-F., 1996. "A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence," Papers 96.430, Toulouse - GREMAQ.