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Description: Working Papers in Finance of the Anderson Graduate School of Management, UCLA
Series handle: RePEc:cdl:anderf
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Content
2005
- qt29403706 Corruption, Firm Governance, and the Cost of Capital
by Garmaise, Mark J & Liu, Jun
- qt7j94111c Hubris, Learning, and M&A Decisions
by Aktas, Nihat & de Bodt, Eric & Roll, Richard
- qt4699p9q5 Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs
by Aase, Knut K
- qt29x1966g A Theory of Socialistic Internal Capital Markets
by Bernardo, Antonio E & Luo, Jiang & Wang, James J.D.
- qt2458g38x Asset Pricing in Markets with Illiquid Assets
by Longstaff, Francis A
- qt1s25177n Risk, Return and Dividends
by Ang, Andrew & Liu, Jun
- qt82j2d59r Information, Diversification, and Cost of Capital
by Hughes, John S & Liu, Jing & Liu, Jun
- qt78q118st Pricing Microfinance Loans and Loan Guarantees using Biased Loan Write-off Data
by Chowdhry, Bhagwan & Cassell, David & Gamett, James B & Milkwick, Gary J & Nielsen, Chad D & Sederstrom, Jon D
- qt53p0r65q Dollar Cost Averaging
by Brennan, Michael J & Li, Feifei & Torous, Walt
- qt4ft420b6 Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns
by Brandt, Michael W & Santa-Clara, Pedro & Valkanov, Rossen
- qt3dd602j5 Using Option Pricing Theory to Infer About Historical Equity Premiums
by Aase, Knut K
- qt31g898nz The perpetual American put option for jump-diffusions with applications
by Aase, Knut K
- qt9x19j2jf Motivating entrepreneurial activity in a firm
by Bernardo, Antonio E. & Cai, Hongbin B & Luo, Jiang
- qt6z81z2wc The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms
by Chordia, Tarun & Sarkar, Asani & Subrahmanyam, Avanidhar
- qt4d90p8ss Option Pricing Kernels and the ICAPM
by Brennan, Michael J & LIU, XIAOQUAN & Xia, Yihong
- qt7kg2p8nm Homeownership as a Constraint on Asset Allocation
by Cauley, Stephen D & Pavlov, Andrey D. & Schwartz, Eduardo S
- qt6zx6m7fp Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?
by Duarte, Jefferson & Longstaff, Francis A. & Yu, Fan
- qt6gk6b0xw On the Consistency of the Lucas Pricing Formula
by Aase, Knut K
2004
- qt7344v866 Revenue Implications of Multi-Item Multi-Unit Auction Designs: Empirical Evidence from the U.S. Treasury Buyback Auctions
by Longstaff, Francis A & Han, Bing & Merrill, Craig
- qt9492m2t1 Liquidity and Arbitrage
by Roll, Richard & Schwartz, Eduardo S & Subrahmanyam, Avanidhar
- qt9f06903n A Delegated Agent Asset-pricing model
by Roll, Richard W. & Cornell, Brad
- qt632436gt Dynamic Portfolio Selection by Augmenting the Asset Space
by Brandt, Michael W. & Santa-Clara, Pedro
- qt9878h0kn Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
by Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A.
- qt7q65t12x Illiquid Assets and Optimal Portfolio Choice
by Schwartz, Eduardo S & Tebaldi, Claudio
- qt71t9z3w3 The Value of Private Information
by Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar
- qt6zd6953v To Expense or not to Expense Employee Stock Options: The Market Reaction
by Elayan, Fayez A. & Pukthuanthong, Kuntara & Roll, Richard
- qt6mt207w2 Two Trees
by Cochrane, John. H. & Longstaff, Francis A. & Santa-Clara, Pedro
- qt6v17p79w Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
by Keloharju, Matti & Nyborg, Kjell G. & Rydqvist, Kristian
- qt6nm0966w Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements
by Huh, Sahn-Wook & Subrahmanyam, Avanidhar
- qt5dv8v999 Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options
by Santa-Clara, Pedro & Yan, Shu
- qt5z42g22g The Market Price Of Risk In Interest Rate Swaps: The Roles Of Default And Liquidity Risks
by Liu, Jun & Longstaff, Francis A. & Mandell, Ravit E.
- qt53z0s29k International Capital Markets and Foreign Exchange Risk
by Brennan, Michael J. & Xia, Yihong
- qt0499w44p Option Strategies: Good Deals and Margin Calls
by Santa-Clara, Pedro & Saretto, Alessio
- qt1047x6kv How Did It Happen?
by Brennan, Michael J
- qt9gd3x41d European M&A Regulation is Protectionist
by Aktas, Nihat & Bodt, Eric de & Roll, Richard
- qt9vx341wh How do Analyst Recommendations Respond to Major News?
by Conrad, Jennifer S & Cornell, Brad & Landsman, Wayne R. & Rountree, Brian
- qt9mf223rs The MIDAS Touch: Mixed Data Sampling Regression Models
by Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen
- qt8gn7h03k Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market, previously titled: "The Credit-Default Swap Market: Is Credit Protection Priced Correctly?"
by Longstaff, Francis A. & Mithal, Sanjay & Neis, Eric
- qt8c68m5tk 13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate
by Plazzi, Alberto & Torous, Walt & Valkanov, Rossen
- qt76x8k0cc The Cross-Section of Analyst Recommendations
by Sorescu, Sorin & Subrahmanyam, Avanidhar
2003
- qt98x741b1 Risk and Valuation Under an Intertemporal
by Brennan, Michael J. & Xia, Yihong
- qt88t154b5 The Dynamics of International Equity Market Expectations
by Brennan, Michael J. & Cao, H. Henry & Strong, Norman & Xu, Xinzhong
- qt9k0217bm What Drives Equity Market Non-participation?
by Hsu, Jason C.
- qt8j01z46g Organization Capital and Intrafirm Communication
by Chowdhry, Bhagwan & Garmaise, Mark J.
- qt56h775cz Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data
by Cortazar, Gonzalo & Schwartz, Eduardo S. & Naranjo, Lorezo
- qt3tn7511m Comovement as an Investment Tool
by Cornell, Brad
- qt28j7c9r4 A Model of R&D Valuation and the Design of Research Incentives
by Hsu, Jason C. & Schwartz, Eduardo S.
- qt20r0j5t8 Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
by Brennan, Michael & Wang, Ashley W & Xia, Yihong
- qt69h2f7cv Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors
by Grinblatt, Mark & Keloharju, Matti & Ikäheimo, Seppo
- qt5bb1j39q Bond Pricing with Default Risk
by Hsu, Jason C. & Saa-Requejo, Jesus & Santa-Clara, Pedro
- qt2nr4r8h4 Empirical TIPs
by Roll, Richard
- qt0xw5m9mz A Unifying Theory of Value Based Management
by Weaver, Samuel C. & Weston, J. Fred
- qt9146588t Changing Motives for Share Repurchases
by Weston, J. Fred & Siu, Juan A.
2002
- qt6x49x543 Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability
by Hong, Harrison & Torous, Walter & Valkanov, Rossen
- qt5dn72908 Chicanery, Intelligence, and Financial Market Equilibrium
by Subrahmanyam, Avanidhar
- qt2b82s539 Feedback and the Success of Irrational Investors
by Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan
- qt19k7479t Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities
by Longstaff, Francis A.
- qt09f9j331 East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis
by Chakrabarti, Rajesh & Roll, Richard
- qt86b1n43k Patents and R& D as Real Options
by Schwartz, Eduardo S.
- qt0779b20v Capital Budgeting in Multi-Division Firms: Information, Agency, and Incentives
by Bernardo, Antonio E. & Cai, Hongbin & Luo, Jiang
- qt6z76z49q Compensation and Recruiting: Private Universities versus Private Corporations
by Cornell, Bradford
- qt56p2z78c The End of Class Warfare: An Examination of Income Disparity
by Roll, Richard & Talbott, John
- qt3qn115m4 Corporate Earnings and the Equity Premium
by Longstaff, Francis & Piazzesi, Monika
- qt7jp8f42t Relative Pricing of Options with Stochastic Volatility
by Ledoit, Olivier & Santa-Clara, Pedro & Yan, Shu
- qt7dx622kj Debt Policy, Corporate Taxes, and Discount Rates
by Grinblatt, Mark & Liu, Jun
- qt4kd201gw Does the term structure forecast
by Berardi, Andrea & Torous, Walter
- qt0sx3x482 Extracting Inflation from Stock Returns to test Purchasing Power Parity
by Chowdhry, Bhagwan & Roll, Richard & Xia, Yihong
- qt3mw4q41x ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis
by Longstaff, Francis A & Wang, Ashley
- qt7mh2m2bt Electricity Forward Prices: A High-Frequency Empirical Analysis
by Longstaff, Francis & Wang, Ashley
- qt0zd313hf Financial Market Runs
by Bernardo, Antonio E. & Welch, Ivo
2001
- qt8b3853z9 Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?
by Kahl, Matthias & Liu, Jun & Longstaff, Francis A
- qt32x284q3 The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors
by Delianedis, Gordon & Geske, Robert
- qt9m7392rq Conditioning Information and Variance on Pricing Kernals
by Bekaert, Geert & Liu, Jun
- qt9178v9kq An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies
by Chordia, Tarun & Sarkar, Asani & Subrahmanyam, Avanidhar
- qt8wb6140g Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics
by Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar
- qt7w8106qn Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis
by Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar
- qt5946p7hn An Econometric Model of the Yield Curve With Macroeconomic Jump Effects
by Piazzesi, Monika
- qt41x4t67m Portfolio Optimization with Many Assets: The Importance of Short-Selling
by Levy, Moshe & Ritov, Yaacov
- qt2kt3g862 Brand Perceptions and the Market for Common Stock, forthcoming, Journal of Financial and Quantitative
by Frieder, Laura & Subrahmanyam, Avanidhar
- qt8jb1q6z6 Non-Secular Regularities in Stock Returns: The Impact of the High Holy Days on the U.S. Equity Market, Forthcoming in the Financial Analysts Journal
by Frieder, Laura & Subrahmanyam, Avanidhar
- qt7dc0t95b The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
by Longstaff, Francis A.
- qt6qg5d62p The Disposition Effect and Momentum
by Grinblatt, Mark & Han, Bing
- qt43n1k4jb Valuing American Options by Simulation: A Simple Least-Squares Approach
by Longstaff, Francis A & Schwartz, Eduardo S
- qt36v1d9zg Dynamic Choice and Risk Aversion
by Liu, Jun
- qt0dg192r9 Financial Distress as a Selection Mechanism: Evidence from the United States
by Kahl, Matthias
- qt1jw137zd International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!
by Brandt, Michael & Cochrane, John & Santa-Clara, Pedro
- qt9fm6t5nb Dynamic Asset Allocation with Event Risk
by Liu, Jun & Longstaff, Francis & Pan, Jun
- qt2tj5w4mt The Scarcity of Effective Monitors and Its Implications For Corporate Takeovers and Ownership Structures
by Gorton, Gary & Kahl, Matthias
- qt0qc9p8gf Market Response to European Regulation
by Atkas, Nihat & Bodt, Eric de & Roll, Richard
2000
- qt8p95456t Dynamic Asset Allocation under Inflation
by Brennan, Michael J. & Xia, Yihong
- qt7p4627t6 International IPOs, Market Segmentation, and Investor Recognition
by Kadiyala, Padma & Subrahmanyam, Avanidhar
- qt65f1914p The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
by Longstaff, Francis A & Santa-Clara, Pedro & Schwartz, Eduardo S
- qt33p7672z Boundaries of Predictability: Noisy Predictive Regressions
by Torous, Walter & Valkanov, Rossen
- qt7qm9h594 The Risk and Return of Venture Capital
by Cochrane, John
- qt48k8f97f Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
by Liu, Jun & Longstaff, Francis A
- qt40v212gm Does Diversification Cause the “Diversification Discount”?
by Villalonga, Belen
- qt3167f8mz Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
by Xia, Yihong
- qt0q95p4n0 Demographics and the Equity Premium
by Luo, Jiang
- qt9kp0t5q9 Pay at the Executive Suite: How do U.S. Banks Compensate their Top Management Teams?
by Ang, James & Lauterbach, Beni & Schreiber, Ben Z.
- qt7gh9t9w3 Order Imbalance, Liquidity, and Market Returns
by Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar
- qt7w92x2ch Predictive Regressions Revisited
by Torous, Walter & Yan, Shu
- qt7m36d1tv Generalized Numeraire Portfolios
by Santis, Giorgio De & Gerard, Bruno & Ortu, Fulvio
- qt6vn9q79w Stochastic Correlation Across International Stock Markets
by Ball, Clifford A. & Torous, Walter N.
- qt4dv270zv Valuation of Information Technology Investments as Real Options
by Schwartz, Eduardo S. & Zozaya-Gorostiza, Carlos
- qt3zd6q86c The Problem of Optimal Asset Allocation with Stable Distributed Returns
by Ortobelli, Sergio & Rachev, Svetlozar & Schwartz, Eduardo
- qt34k8f3pv Order Imbalance and Individual Stock Returns
by Chordia, Tarun & Subrahmanyam, Avanidhar
- qt2zs4b4j4 Liquidity Dynamics Across Small and Large Firms
by Chordia, Tarun & Shivakumar, L & Subrahmanyam, Avanidhar
- qt12w8v7jj Electricity prices and power derivatives: Evidence from the Nordic Power Exchange
by Lucia, Julio J. & Schwartz, Eduardo
- qt8hr5m0vp The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications
by Hauser, Shmuel & Lauterbach, Beni
- qt0dq642kg Tax Loss Trading and Wash Sales
by Grinblatt, Mark & Keloharju, Matti
- qt0zw4f9w6 The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
by Liu, Jun & Longstaff, Francis A. & Mandell, Ravit E.
- qt4qw3p6rp Transactions Costs in the Foreign Exchange Market
by Aliber, Robert Z. & Chowdhry, Bhagwan & Yan, Shu
- qt4dm1h6qh Valuing Intel: A Strange Tale of Analysts and Announcements
by Cornell, Bradford
- qt04f1z5hb The Fed's Effect on Excess Returns and Inflation is Much Bigger Than You Think
by Goto, Shingo
- qt1sv5f5xf The Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts?" forthcoming, Journal of Corporate Finance
by Cornell, Bradfor & Liu, Quiao
- qt00n6f3ph Political Cycles and the Stock Market
by Santa-Clara, Pedro & Valkanov, Rossen
1999
- qt3jx02532 Assessing Assets Pricing Anomalies
by Brennan, Michael J. & Xia, Yihong
- qt7988m6jk International Portfolio Management, Currency Risk and the Euro
by Santis, Giorgio De & Gerard, Bruno & Hillion, Pierre
- qt6f5488xw Deal Terms in the big Transactions of the Nineties
by Weston, J. Fred & Johnson, Brian
- qt3qs6r307 Can We Disentangle Risk Aversion from Intertemporal Substitution in Consumption
by Schwartz, Eduardo & Torous, Walter N.
- qt1k67p66s The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence
by Grinblatt, Mark & Moskowitz, Tobias J.
- qt93s6p8gb Flexible Multivariate GARCH Modeling With an Application to International Stock Markets
by Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael
- qt8x91m4hg The Term Structure with Highly Persistent Interest Rates
by Valkanov, Rossen
- qt67b2h2gb Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations
by Valkanov, Rossen
- qt6gd3r57p The Relevance of Current Risk in the EMU
by Santis, Giorgio De & Gerard, Bruno & Hillion, Pierre
- qt5dj834hk Approximate Arbitrage
by Bernardo, Antonio & Ledoit, Olivier
- qt3pq609sm Equity Duration, Growth Options and Asset Pricing
by Cornell, Bradford
- qt0jp270nh Mergers and Performance
by Weston, J. Fred
- qt955135m1 Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results
by Valkanov, Rossen
1998
- qt5978g03k Asymmetry and Power: Can Ethnic Dominance Minimize Conflict?
by Welch, Ivo
- qt5497w2bh Resolution of a Financial Puzzle
by Brennan, Michael J. & Xia, Yihong
- qt4d2537cg New Events, Information Acquisition, and Serial Correlation
by Holden, Craig W. & Subrahmanyam, Avanidhar
- qt2hw9m972 Feedback from Stock Prices to Cash Flows” (formerly called “Real Effects of Financial Market Trading)
by Subrahmanyam, Avanidhar & Titman, Sheridan
- qt79s2w9hx The Effect of Insider Beliefs on Informed Trade, Market Liquidity, and Price Efficiency"
by Callahan, Tyrone W.
- qt7dm2d31p Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults
by Delianedis, Gordon & Geske, Robert
- qt3qr108jn Investment Talent and the Pareto Wealth Distribution: An Experimental Analysis
by Levy, Shiki & Levy, Haim
- qt2m96n2gw Resources, real options, and corporate strategy
by Bernardo, Antonio & Chowdhry, Bhagwan
- qt2s77r0rk Crashes at Critical Points
by Johansen, Anders & Ledoit, Olivier & Sornette, Didier
- qt0gw1703m Time Series and Cross Sectional Properties of Management Ownership and Valuation
by Bristow, Duke K.
- qt06x6b3dj IPO Price Clustering and Discreetness
by Bristow, Duke K.
- qt5zf0f3tg Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns
by Levy, Shiki
1997
- qt9b52n3d6 Are Rich People Smarter?
by Levy, Shiki Moshe
- qt6668s4pz On the Evolution of Overconfidence and Entrepreneurs
by Bernardo, Antonio & Welch, Ivo
- qt0js61067 Information Aggregation, Currency Swaps, and the Design of Derivative Securities
by Chowdhry, Bhagwan & Grinblatt, Mark
- qt3zw2w634 Stock Price Volatility, Learning, and the Equity Premium
by Brennan, Michael & Xia, Yihong
- qt1xz210d9 Efficiency of Asset Markets with Asymmetric Information
by Bernardo, Antonio & Judd, Kenneth
- qt8js8x85g The Role of Learning in Dynamic Portfolio Decisions”
by Brennan, Michael
- qt8zz2d0q8 Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate
by Santa-Clara, Pedro
- qt3w71g2ch Bond Pricing with Default Risk
by Saa-Requejo, Jesus & Santa-Clara, Pedro
1996
- qt5nk82313 The Impact of Performance-Based Fees on Pension Fund Management
by Grinblatt, Mark & Titman, Sheridan
- qt37t357fc Volume and Price Formation in an Asset Trading Model with Asymmetric Information
by Bernardo, Antonio & Judd, Kenneth L.
- qt03q0n243 Collusion, Custom, or Negotiation Costs?
by Bristow, Duke K. & Field, Laura Casares
- qt7c95s8rh The Welfare Effects of Public Information in Both Complete and Asymmetric Information Markets
by Copeland, Thomas E. & Miller, Bruce L.
1995
1994
1993
- qt93k425dd Why Real Interest Rates, Cost of Capital and Price/Earnings Ratios Vary Across Countries
by Chowdhry, Bhagwan & Titman, Sheridan
- qt8wz980p5 The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades
by Hirshleifer, David
- qt6jz6t031 Dependence of Portfolio Returns Over Time and the CAPM: Diverse Holding Periods
by Levy, Haim & Venezia, Itzhak
- qt53k014sd Agency and Asset Pricing
by Brennan, Michael J.
- qt41b480fn Holding Costs and Equilibrium Arbitrage
by Tuckman, Bruce & Vila, Jean-Luc
- qt0cr8c59b Optimal Call Policy for Corporate Bonds
by Longstaff, Francis A. & Tuckman, Bruce
- qt1xw4w7sk Private vs. Public Lending: Evidence from Covenants
by Kahan, Marcel & Tuckman, Bruce
1992
- qt4933c667 Do Bond Holders Lose From Junk Bond Covenant Changes?
by Kahan, Marcel & Tuckman, Bruce
- qt9d60s1g0 Exchange Risk Management and Corporate Capital Structure
by Chowdhry, Bhagwan
- qt77f5k3x9 Market Mechanism Choice and Real Estate Disposition: Negotiated Sale Versus Action
by Gau, George W. & Quan, Daniel C.
- qt3qk5r820 Overreaction, Delayed Reaction, and Contrarian Profits
by Jegadeesh, Narasimhan & Titman, Sheridan
- qt6cp1d9x0 Market-Based Estimates of Value Gains from Takeovers: An Intervention Approach
by Bhagat, Sanjai & Hirshleifer, David
- qt3vm191nd Unit Roots and the Estimation of Interest Rate Dynamics
by Ball, Clifford A. & Torous, Walter N.
- qt0nf2m097 The Cyclical Behavior of Interest Rates
by Roma, Antonio & Torous, Walter N.
1991
- qt42w492j6 The Characteristics of Leveraged Buyout Firms
by Opler, Tim & Titman, Sheridan
- qt3308m97q Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns
by Grinblatt, Mark & Titman, Sheridan
- qt6342f7bm Contributing Shares
by Brennan, Michael J. & Dunlop, Ian
- qt0w53651v A Reconsideration of Monetary Velocity: The Effects of the Housing and Stock Markets
by Levi, Maurice D. & Venezia, Itzhak & Zhang, Yimin
- qt9xz8m81x Common Stock Returns and the Business Cycle
by Daniel, Kent & Torous, Walter
- qt9gd108rq International Debt Crisis and the Prices of Options of Bank Stocks
by Chowdhry, Bhagwan
- qt4nq6p3nz Defaults and Interest Rates in International Lending
by Chowdhry, Bhagwan
- qt2gp3p3fj The LIFO/FIFO Choice as a Signal of Future Costs
by Bar-Yosef, Sasson & Hughes, Patricia J. & Venezia, Itzhak
1990
- qt816177tp Preferred Stocks and Taxes
by Ofer, A. & Ravid, S.A. & Venezia, I.
- qt452828sn Non-disclosure and Adverse Disclosure as Signals of Firm Value
by Teoh, Siew Hong & Hwang, Chuan Yang
- qt2z1864k8 Resolution Preference and Project Choice
by Hirschleifer, David & Chordia, Tarun
- qt5r6003pq Loan Commitments and Credit Demand Uncertainty
by Greenbaum, Stuart & Kanatas, George & Venezia, Itzhak
- qt1z6959pf Local Market and National Components in House Price Appreciation
by Gyourko, Joseph & Voith, Richard
- qt6kb972xv Speculative Trading and Stock Market Volatility
by Jones, Johnathan D. & Mulherin, J. Harold & Titman, Sheridan
- qt8gn9j2cr Short Horizon Reversals and the Bid-Ask Spread
by Jegadeesh, Narasimhan & Titman, Sheridan
1989
1988
1987
1986
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