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Content
Undated material is presented at the end, although it may be more recent than other items
2014
- dp734 Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
by Edward Denbee & Christian Julliard & Ye Li & Kathy Yuan - dp733 Activist Funds, Leverage, and Procyclicality
by Mike Burkart & Amil Dasgupta - dp732 The Economics of Collateral
by Ronald W.Anderson & Karin Jõeveer - dp731 Ties that Bind:How business connections affect mutual fund activism
by Dragana Cvijanovic & Amil Dasgupta & Konstantinos Zachariadis - dp730 Liquidity Risk and the Dynamics of Arbitrage Capital
by Péter Kondor & Dimitri Vayanos - dp729 Ceo Job Security And Risk-Taking
by Peter Cziraki & Moqi Xu - dp728 Product Market Competition and Industry Returns
by M. Cecilia Bustamante & Andrés Donangelo
2013
- dp727 Rights offerings, trading, and regulation: A global perspective
by Massimo Massa & Theo Vermaelen & Moqi Xu - dp726 Debt Maturity and the Liquidity of Secondary Debt Markets
by Max Bruche & Anatoli Segura - dp724 Say Pays! Shareholder Voice and Firm Performance
by Vicente Cuñat & Mireia Giné & Maria Guadalupe - dp723 A Theory of the Evolution of Derivatives Markets
by Ulf Axelson - dp722 Mortgage Hedging in Fixed Income Markets
by Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter
2012
- dp712 Bankers and bank investors: Reconsidering the economies of scale in banking
by Ronald W. Anderson & Karin Joeveer - dp711 Agency, Firm Growth, and Managerial Turnover
by Ronald W. Anderson & M. Cecilia Bustamante & Stéphane Guibaud - dp710 Do Standard Corporate Governance Practices Matter in Family Firms?
by Sridhar Arcot & Valentina Bruno - dp709 Market Liquidity - Theory and Empirical Evidence
by Dimitri Vayanos & Jiang Wang - dp708 Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition
by Dimitri Vayanos & Jiang Wang - dp707 Asset Pricing with Heterogeneous Investors and Portfolio Constraints
by Georgy Chabakauri - dp706 Stock Market Tournaments
by Emre Ozdenoren & Kathy Yuan - dp705 Transparency, Tax Pressure and Access to Finance
by Andrew Ellul & Tullio Jappelli & Marco Pagano & Fausto Panunzi - dp704 Securitized Banking, Asymmetric Information, and Financial Crisis: Regulating Systemic Risk Away
by Sudipto Bhattacharya & Georgy Chabakauri & Kjell G. Nyborg - dp703 Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise
by Sujin Park & Oliver Linton - dp702 Financial Regulation in General Equilibrium
by Charles Goodhart & Anil K Kashyap & Dimitrios Tsomocos & Alexandros Vardoulakis - dp701 Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
by Andrew Ellul & Chotibhak Jotikasthira & Christian T. Lundblad & Yihui Wang - dp700 Transparency in the financial system: rollover risk and crises
by Matthieu Bouvard & Pierre Chaigneau & Adolfo de Motta - dp699 Bond Variance Risk Premia
by Philippe Mueller & Andrea Vedolin & Yu-min Yen - dp698 Borrow Cheap, Buy High? The Determinants of Leverage and Pricing in Buyouts
by Ulf Axelson & Tim Jenkinsom & Per Strömberg & Michael S. Weisbach - dp697 The effect of risk preferences on the valuation and incentives of compensation contracts
by Pierre Chaigneau - dp696 Smart Buyers
by Mike Burkart & Samuel Lee
2011
- dp695 On the drivers of commodity co-movement: Evidence from biofuels
by Francisco Peñaranda & Augusto Rupérez Micola - dp694 Performance Pay, CEO Dismissal, and the Dual Role of Takeovers
by Mike Burkart & Konrad Raff - dp693 Explaining the Structure of CEO Incentive Pay with Decreasing Relative Risk Aversion
by Pierre Chaigneau - dp692 The Wall Street Walk when Blockholders Compete for Flows
by Amil Dasgupta & Giorgia Piacentino - dp691 What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models
by Anisha Ghosh & Christian Julliard - dp690 Investment banking careers: An equilibrium theory of overpaid jobs
by Ulf Axelson & Philip Bond - dp689 Delegated Activism and Disclosure
by Amil Dasgupta & Konstantinos Zachariadis - dp688 CDS Auctions
by Mikhail Chernov & Alexander S.Gorbenko & Igor Makarov - dp687 Repo Runs
by Antoine Martin & David Skeie & Ernst-Ludig von Thadden - dp686 Short Run Bond Risk Premia
by Philippe Mueller & Andrea Vedolin & Hao Zhou - dp685 Financing Constraints, Firm Dynamics, Export Decisions and Aggregate productivity
by Andrea Caggese & Vincente Cunat - dp684 Anticipated and Repeated Shocks in Liquid Markets
by Hongjun Yan & Jinfan Zhang & Dong Lou - dp683 Complicated Firms
by Lauren Cohen & Dong Lou - dp682 Liquidity Hoarding
by Douglas Gale & Tanju Yorulmazer - dp681 Strategic Investment, Industry Concentration and the Cross Section of Returns
by Maria Cecillia Bustamante - dp680 Dynamic Hedging in Incomplete Markets: A Simple Solution
by Suleyman Basak & Georgy Chabakauri - dp679 Defeasance of Control Rights
by Carsten Bienz & Antoine Faure-Grimaud & Zsuzsanna Fluck - dp678 Switching Monetary Policy Regimes and the Nominal Term Structure
by Marcelo Ferman - dp677 Second-Order Approximation of Dynamic Models with Time-Varying Risk
by Gianluca Benigno & Pierpaolo Benigno & Salvatore Nistico - dp676 Bank Bailout Menus
by Sudipto Bhattacharya & Kjell G. Nyborg - dp675 Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans
by Max Bruche & Gerard Llobet - dp674 Preferred-Habitat Investors and the US Term Structure of Real Rates
by Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna - dp673 Micro Frictions, Asset Pricing and Aggregate
by Jack Favilukis & Xiaoji Lin - dp671 Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year
by JOhnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro - dp670 Trading Frenzies and their Impact on Real Investment
by Itay Goldstein & Emre Ozdenoren & Kathy Yuan - dp669 Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt
by Stephane Guibaud & Yves NOsbusch & Dimitri Vayanos - dp668 Bank Bailout Menus
by Sudipto Bhattacharya & Kjell G. Nyborg - dp667 Fund Flows and Asset Prices: A Baseline Model
by Dimitri Vayanos & Paul Woolley - dp666 An institutional Theory of Momentum and Reversal
by Dimitri Vayanos & Paul Woolley - dp665 Balance Sheet Capacity and Endogenous Risk
by Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand - dp664 Boards of Banks
by Daniel Ferreira & Tom Kirchmaier & Daniel Metzger
2010
- dp663 The Vote is cast: The effect of Corporate Governance on Shareholder Value
by Vicente Cunat & Mireia Gine & Maria Guadalupe - dp661 Institutional Trade Persistence and Long-term Equity Returns
by Amil Dasgupta & Andrea Prat & Michela Verardo - dp660 The Optimal Timing of Executive Compensation
by Pierre Chaigneau - dp659 Innovations, rents and risk
by Bruno Biais & Jean-Charles Rochet & Paul Woolley - dp658 Value of Information in Competitive Economies with Incomplete Markets
by Piero Gottardi & Rohit Rahi - dp657 Executive Pay and Performance in the UK
by Paul Gregg & Sarah Jewell & Ian Tonks - dp655 Signaling in Tender Offer Games
by Mike Burkart & Samuel Lee - dp654 Aversion to the variability of pay and optimal incentive contracts
by Pierre Chaigneau - dp653 Credit Rating and Competition
by Nelson Camanho & Pragyan Deb & Zijun Liu - dp652 The Price Impact of Institutional Herding
by Amil Dasgupta & Andrea Prat & Michela Verardo - dp651 Connected Stocks
by Miguel Anton, & Christopher Polk - dp650 Limits of Arbitrage: The State of the Theory
by Dimitri Vayanos & Denis Gromb - dp649 Modelling a Housing and Mortgage Crisis
by Alexandros Vardoulakis & Dimitrios Tsomocos & Charles Goodhart - dp648 On Dividend Restrictions and the Collapse of the Interbank Market
by Dimitrios Tsomocos & Charles Goodhart & M.U. Peiris & Alexandros Vardoulakis - dp647 Risk Appetite and Endogenous Risk
by Jean-Pierre Zigrand & Hyun Song Shin & Jon Danielsson - dp646 Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies
by Andrew Ellul & Vijay Yerramilli - dp645 Technology Adoption, Vintage Capital and Asset Prices
by Xiaoji Lin
2009
- dp644 Attracting Investor Attention through Advertising
by Dong Lou - dp643 A Flow-Based Explanation for Return Predictability
by Dong Lou - dp642 Financial Volatility and Economic Activity
by Antonio Mele - dp641 A Preferred-Habitat Model of the Term Structure of Interest Rates
by Jean-Luc Vila & Dimitri Vayanos - dp639 Liquidity and Asset Prices: A Unified Framework
by Dimitri Vayanos & Jiang Wang - dp638 Organizational Diseconomies in the Mutual Fund Industry
by Fabian Garavito - dp637 Endogenous Liquidity and Contagion
by Jean-Pierre Zigrand & Rohit Rahi - dp636 Negative Nominal Interest Rates: Three ways to overcome the zero lower bound
by Willem Buiter - dp635 Lessons from the global financial crisis for regulators and supervisors
by Willem Buiter - dp634 Endogenous Technological Progress and the Cross Section of Stock Returns
by Xiaoji Lin - dp633 Ambiguity, Information Acquisition and Price Swings in Asset Markets
by Antonio Mele & Francesco Sangiorgi - dp632 Rents, learning and risk in the financial sector and other innovative industries
by Jean-Charles Rochet & Bruno Biais & Paul Woolley - dp631 Large powerful shareholders and cash holding
by Ron Anderson & Malika Hamadi - dp630 Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows
by Michela Verardo & Andrew Patton - dp629 The Effect of Credit Rationing on the Shape of the Competition-Innovation Relationship
by Jan Bena - dp628 Labor Hiring, Investment and Stock Return Predictability in the Cross Section
by Xiaoji Lin & Santiago Bazdrech & Frederico Belo - dp627 Banking Stability Measures
by Charles Goodhart & Miguel Segoviano - dp626 Understanding Portfolio Efficiency with Conditioning Information
by Francisco Peñaranda - dp625 The credit crisis and the dynamics of asset backed commercial paper programs
by Nikolaj Schmidt
2008
- dp623 Foreign Bank Entry: The Stability Implications of Greenfield Entry vs. Acquisition
by Nikolaj Schmidt - dp622 Foreign Bank Entry: A Liquidity Based Theory of Entry and Credit Market Segmentation
by Nikolaj Schmidt - dp621 An Institutional Theory of Momentum and Reversal
by Dimitri Vayanos & Paul Woolley - dp620 Information Linkages and Correlated Trading
by Antonio Mele - dp619 Central banks and financial crises
by . . & Willem Buiter - dp618 Control Rights over Intellectual Property: Corporate Venturing and Bankruptcy Regimes
by Sergei Guriev & Sudipto Bhattacharya - dp617 The Optimal Monetary Instrument for Prudential Purposes
by Charles Goodhart & Dimitrios Tsomocos & Pojanart Sunirand - dp616 Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia
by Valentina Corradi & Antonio Mele & Walter Distaso - dp615 Some Determinants of the Price of Default Risk
by Ron Anderson - dp614 Forecasting Bankruptcy and Physical Default Intensity
by Ping Zhou - dp613 Do Reputational Concerns Lead to Reliable Ratings?
by Beatriz Mariano - dp612 Interest Rate Forecasts: A Pathology
by Wen Bin Lim & Charles Goodhart - dp610 Can Rare Events Explain the Equity Premium Puzzle?
by Anisha Ghosh & Christian Julliard - dp609 Asset Pricing Tests with Long Run Risks in Consumption Growth
by Anisha Ghosh & George Constantinides - dp608 From Fiction to Fact: The Impact of CEO Social Networks
by Thomas Kirchmaier & Konstantinos Stathopoulos - dp607 Bond Supply and Excess Bond Returns
by Dimitri Vayanos & Robin Greenwood
2007
- dp605 Consistent Estimation of the Risk-Return Tradeoff in the Presence of Measurement Error
by Oliver Linton & Anisha Ghosh - dp604 Performance Measurement and Evaluation
by Allan Timmermann & Bruce N. Lehmann - dp603 An Estimation of Economic Models with Recursive
by Sydney C. Ludvigson & Xiaohong Chen & Jack Favilukis - dp602 Inequality, Stock Market Participation, and the Equity Premium
by Jack Favilukis - dp601 Inflation Dynamics in the US -A Nonlinear Perspective
by Bob Nobay & Ivan Paya & David A. Peel - dp600 Efficient Dynamic Coordination with Individual Learning
by Amil Dasgupta & Jakub Steiner & Colin Stewart - dp599 Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns
by Gregory Connor & Oliver Linton & Matthias Hagmann - dp598 Executive Compensation and Competition in the Banking and Financial Sectors
by Vicente Cuñat & Maria Guadalupe - dp596 Value of Information in Competitive Economies with Incomplete Markets
by Rohit Rahi & Piero Gottardi - dp595 Strategic Financial Innovation in Segmented Markets
by Jean-Pierre Zigrand & Rohit Rahi - dp594 Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects
by Vassilis Hajivassiliou & Frédérique Savignac - dp593 (UBS Paper 044) How Deep is the Annuity Market Participation Puzzle?
by Alex Michaelides & Paula Lopes & Joachim Inkmann - dp592 Competition and Opportunistic Advice of Financial Analysts: Theory and Evidence
by Enrico Sette - dp591 Evaluating hedge fund performance: a stochastic dominance approach
by Sheng Li & Oliver Linton - dp590 (Corporate Governance Series 003) The Ownership of Ratings
by Eloïc Peyrache & Lucia Quesada - dp589 Intergenerational Risksharing and Equilibrium Asset Prices
by John Y. Campbell & Yves Nosbusch - dp588 Loan Maturity and renegotiation evidence from the lending practices of large and small banks
by Ugo Albertazzi - dp587 Portfolio Choice Beyond the Traditional Approach
by Francisco Penaranda - dp586 On the Impact of Fundamentals, Liquidity and Coordination on Market Stability
by Francisco Penaranda & Jon Danielsson - dp583 Endogenous State Prices, Liquidity, Default, and the Yield Curve
by Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart - dp580 Market Liquidity and Funding Liquidity
by Lasse Heje Pederson & Markus K Brunnermeier - dp578 The Gambler's and Hot-Hand Fallacies:Theory and Applications
by Matthew Rabin & Dimitri Vayanos - dp577 A Search-Based Theory of the On-the-Run Phenomenon
by Pierre-Olivier Weill & Dimitri Vayanos - dp575 Security-Voting Structure and Bidder Screening
by Samuel Lee & Christian At & Mike Burkart
2006
- dp585 Evolution of Decision and Control Rights in Venture Capital Contracts: An Empirical Analysis
by Uwe Walz & Carsten Bienz - dp584 Regionality Revisited: An Examination of the Direction of Spread of Currency Crises
by Anja Shortland & Roberto Leon-Gonzalez & Amil Dasgupta - dp582 (Corporate Governance Series No 002) The role of prestige and networks in outside director appointment
by Thomas Kirchmaier - dp579 Money Illusion and Housing Frenzies
by Markus K Brunnermeier & Christian Julliard - dp576 Financial structure, managerial compensation and monitoring
by Sonja Daltung & Vittoria Cerasi - dp574 Corporate Governance and Regulation: Can There Be Too Much of a Good Thing?
by Stijn Claessen & Valentina Bruno - dp573 Liquidity and Capital Structure
by Andrew Carverhill & Ron Anderson - dp572 Recovery Rates, Default Probabilities and the Credit Cycle
by Carlos González-Aguado & Max Bruche - dp571 Incentive Design under Loss Aversion
by David De Meza & David C Webb - dp570 Speculative Attacks with Multiple Sources of Public Information
by Frank Heinemann & Camille Cornand - dp569 Monetary Policy and its Informative Value
by Camille Cornand & Romain Baeriswyl - dp568 Are there Monday effects in Stock Returns: A Stochastic Dominance Approach
by Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton - dp567 (UBS Pensions Series 043) The Optimal Design of Funded Pensions
by Luciano Greco - dp566 Choice of Corporate Risk Management Tools under Moral Hazard
by Jan Bena - dp565 Consistent Measures of Risk
by Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson - dp563 (UBS Pensions Series 041) The Economics of Pensions
by Peter Diamond & Nicholas Barr - dp562 (UBS Pensions Series 040) Pensions: Overview of Issues
by Nicholas Barr - dp561 Equilibrium Asset Pricing with Systemic Risk
by Jean-Pierre Zigrand & Jon Danielsson - dp560 Hedge Funds and Financial Stability: Explaining the Debate at the Financial Stability Forum
by Paola Robotti - dp559 The Dark Side of Good Corporate Governance:
by Mariano Selvaggi & Thomas Kirchmaier - dp558 Conditional Probabilty of Default Methodolgy
by Miguel Segoviano - dp557 Consistent Information Multivariate Density Optimizing Methodology
by Miguel Segoviano - dp556 Rent Extraction by Large Shareholders: Evidence Using Dividend Policy in the Czech Republic
by Jan Hanousek & Jan Bena - dp555 Imperfect Common Knowledge in First Generation Models of Currency Crises
by Gara Minguez Afonso - dp554 Towards a Measure of Financial Fragility
by Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon - dp530 (UBS Pensions series 034) Long-Term Care Insurance, Annuities and Asymmetric Information: The Case for Bundling Contracts
by David C Webb
2005
- dp581 (Corporate Governance Series No 001) Corporate Governance in the UK: is the Comply-or-Explain Approach Working?
by Valentina Bruno & Sridhar Arcot - dp553 (UBS Pensions Series 039) Rare Events and Annuity Market Participation
by Alex Michaelides & Paula Lopes - dp552 The Dynamics of Venture Capital Contracts
by Julia Hirsch & Carsten Bienz - dp551 Comparing Downside Risk Measures for Heavy Tailed Distributions
by Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson - dp549 Subadditivity Re–Examined: the Case for Value-at-Risk
by Casper G. de Vries & Gennady Samorodnitsky & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson - dp548 On Modelling Endogenous Default
by Dimitrios Tsomocos & Lea Zicchino - dp547 The Interest Rate Conditioning Assumption
by Charles Goodhart - dp546 An Essay on the Interactions between the Bank of England's Forecasts, The MPC's Policy Adjustments, and the Eventual Outcome
by Charles Goodhart - dp545 ART versus reinsurance: the disciplining effect of information insensitivity
by Silke Brandts - dp544 Minority Blocks And Takeover Premia
by Fausto Panunzi & Denis Gromb & Mike Burkart - dp543 (UBS Pensions Series 038) Reforming Public Pensions in the US and the UK
by Peter Diamond - dp538 (UBS Pensions Series 036) Dynamic portfolio and mortgage choice for homeowners
by Otto van Hemert & Joost Driessen & Frank de Jong - dp537 (UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
by Francisco Gomes & Alex Michaelides - dp536 Financial Tunnelling and the Revenge of the Insider System
by Jeremy Grant & Thomas Kirchmaier - dp535 IMF concern for reputation and conditional lending failure: theory and empirics
by Silvia Marchesi & Laura Sabani - dp533 Rational Trader Risk
by Péter Kondor - dp532 The more we know, the less we agree: public announcements and higher-order expectations
by Péter Kondor - dp531 Spot Market Power and Future Market Trading
by Stephen Shore & Alexander Muermann - dp529 A Model of Corporate Liquidity
by Andrew Carverhill & Ron Anderson - dp528 (UBS Pensions Series 033) Can the retirement-consumption puzzle be resolved? Evidence from the British Household Panel Survey
by Sarah Smith - dp527 (UBS Pensions Series 032) Pension Plan Funding, Risk Sharing and Technology Choice
by David C Webb
2004
- dp526 (UBS Pensions Series 031) Immigration or bust? Options for securing the future viability of the UK state pension system
by Les Mayhew - dp525 (UBS Pensions Series 030) Credible Pensions
by Andrea Prat - dp523 (UBS Pensions series 29) Barriers to pension scheme participation in small and medium sized enterprises
by Debbie Harrison & Alistair Byrne - dp522 (IAM Series No 005) Are “Market Neutral” Hedge Funds Really Market Neutral?
by Andrew Patton - dp521 Conglomerate Entrenchment under Optimal Financial Contracting
by Roman Inderst - dp520 Strategic Financial Innovation in Segmented Markets
by Jean-Pierre Zigrand & Rohit Rahi - dp519 (UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts
by Francisco Gomes & Alex Michaelides & Valery Polkovnichenko - dp518 (IAM Series No 004) Highwaymen or Heroes: Should Hedge Funds be Regulated?
by Jean-Pierre Zigrand & Ashley Taylor & Jon Danielsson - dp516 A GARCH Model of the Implied Volatility of the Swiss Market Index From Option Pricesdffrom Options Prices
by Michael Sabbatini & Oliver Linton - dp515 Yield Curve Estimation by Kernel Smoothing
by C Taanggard & J Nielsen & Enno Mammen & Oliver Linton - dp514 The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model
by Benoit Perron & Oliver Linton - dp513 Flexible Term Structure Estimation: Which Method is Preferable?
by Thong Nguyen & Andrew Jeffrey & Oliver Linton - dp512 Estimation of Linear Regression Models by a Spread-Tolerant Estimator
by Oliver Linton - dp511 Estimating Semiparametric ARCH Models by Kernel Smoothing Methods
by Enno Mammen & Oliver Linton - dp509 A Local Instrumental Variable Estimation Method For Generalized Additive Volatility Models
by Woocheol Kim & Oliver Linton - dp508 Consistent Testing for Stochastic Dominance: A Subsampling Approach
by Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton