Content
1994
- 0048 Design and Valuation of Debt Contracts
by Ronald W Anderson & Suresh Sandaresan - 0047 Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the UK Insolvency Code
by Julian R Franks & Kjell G Nyborg - 0046 Evolution of the Main Bank System in Japan
by Takeo Hoshi - 0045 Top Executives, Turnover and Firm Performance in Germany
by Steven N Kaplan - 0044 Capital Structure with Multiple Investors
by Erik Berglof & Ernst-Ludwig von Thadden - 0043 Sharing Default Information as a Borrower Discipline Device
by A Jorge Padilla & Marco Pagano - 0042 An Integrated Model of Multinational Flexibility and Financial Hedging
by Antonio S Mello & John E Parsons & Alexander J Triantis - 0041 Neglected Common Factors in Exchange Rate Volatility
by Ronald Mahieu & Peter Schotman - 0034 Short-term Investment and the Informational Efficiency of the Market
by Xavier Vives
1993
- 0040 A Dynamic Model of an Imperfectly Competitive Bid-Ask Market
by Dimitri Vayanos - 0039 Strategic Debt Service
by Pierre Mella-Barral & William R M Perraudin - 0038 Inflation Differentials and Excess Returns in the European Monetary System
by Peter J G Vlaar & Franz C Palm - 0037 Is the Correlation in International Equity Returns Constant: 1960-90?
by Francois Longin & Bruno Solnik - 0036 Private Information and the Design of Securities
by Gabrielle Demange & Guy Laroque - 0035 Arbitrage Chains
by James Dow & Gary Gorton - 0033 Non-linearities in Asset Prices and Infrequent Noise Trading
by Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi - 0032 Optimal Debt Structure with Multiple Creditors
by Patrick Bolton & David S Scharfstein - 0031 The Division of Takeover Gains in Sweden
by Kristian Rydqvist - 0030 Modelling Market Fundamentals: A Model of the Aluminium Market
by Christopher L Gilbert - 0029 Taxes and the Form of Ownership of Foreign Corporate Equity
by Roger H Gordon & Joosung Jun - 0028 Information Sharing and Tax Competition Among Governments
by Philippe Bacchetta & Maria Paz Espinosa - 0026 A Comparison of Financial Recontracting in Workouts and Chapter 11 Reorganizations
by Julian R Franks & Walter N Torous
1992
- 0027 The Commitment of Finance, Duplicated Monitoring and the Investment Horizon
by Ernst-Ludwig von Thadden - 0025 Corporate Information Sales and Market Liquidity: A Property Right Approach to Insider Trading
by Giovanna Nicodano - 0024 Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps
by Mun S Ho & William R M Perraudin & Bent E Sorensen - 0023 The Effect of Continuity and Order-Book Visibility on the Liquidity Distribution of a Market
by Kaj Hedvall - 0022 Bank Loan Maturity and Priority when Borrowers can Refinance
by Douglas W Diamond - 0021 Financial Intermediation with Proprietary Information
by Sudipto Bhattacharya - 0020 Security Design
by Arnoud W A Boot & Anjan V Thakor - 0019 Further Evidence on Performance Evaluation: Portfolio Holdings, Recommendations, and Turnover Costs
by Gonzalo Rubio - 0018 Competition for Deposits, Risk of Failure, and Regulation in Banking
by Carmen Matutes & Xavier Vives - 0017 Takeover Bids and the Relative Prices of Shares that Differ in their Voting Rights
by Kristian Rydqvist - 0016 The Speed of Information Revelation in a Financial Market Mechanism
by Xavier Vives
1991
- 0015 Options Prices, Insider Trading, and Interdealer Competition
by Bruno Biais & Pierre Hillion - 0014 Cartel Behaviour and Futures Trading
by Ronald W Anderson & Tiziano Brianza
1990
- 0013 Dynamic Investment Models and the Firm's Financial Policy
by Stephen Bond & Costas Meghir - 0012 The Pricing of Crude Oil Futures Contracts
by Rajna Gibson & Eduardo S Schwartz - 0011 Insider Trading and Market Manipulations: A Weak Invisible Hand Result
by Jean-Charles Rochet & Jean-Luc Vila - 0010 Volatility, Information and Noise Trading
by Jean-Pierre Danthine & Serge Moresi - 0009 Information Supply with a Linear Signalling Rule: A Note on Distorted Signals
by Giovanna Nicodano - 0008 Auction Markets, Dealership Markets and Execution Risk
by Marco Pagano & Ailsa Roell - 0007 Network in Financial Markets Research Interests Database
by W A Thompson - 0006 Optimal Incentive Schemes and the Coexistence of Debt and Equity
by Philippe Aghion & Mathias Dewatripont & Patrick Rey - 0005 Uncertainty, Collusion and Returns in a Multiple-Bid, Multiple-Unit Auction with Resale
by Steven R Umlauf - 0004 Natural Oligopoly in Intermediated Markets
by Thomas Gehrig - 0003 Common Knowledge of a Multivariate Aggregate Statistic
by Lars Tyge Nielsen - 0002 EMS Exchange Rates
by Fred G M C Nieuwland & Willem F C Verschoor & Christian C P Wolff - 0001 The Role of Collateral in a Model of Debt Renegotiation
by Helmut Bester