Content
2002
- ysm290 Measuring Prices and Price Competition Online: Amazon and Barnes and Noble
by Austan Goolsbee & Judith Chevalier - ysm286 A Model for Pricing Stocks and Bonds with Default Risk
by Harry Mamaysky - ysm284 Markets as Artifacts: Aggregate Efficiency from Zero-Intelligence Traders
by Shyam Sunder & MODELS A - ysm282 Stability of Monetary Unit and Informativeness of Corporate Financial Reporting
by Shyam Sunder - ysm279 A Model For Pricing Stocks and Bonds
by Harry Mamaysky - ysm278 Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version)
by William Goetzmann & Matthew Spiegel & Andrey Ukhov - ysm277 Courts: The Lex Mundi Project
by Simeon Djankov & Rafael Porta & Florencio de & Andrei Shleifer - ysm276 The Subjective and Objective Evaluation of Incentive Stock Options
by Jonathan Ingersoll - ysm274 Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
by Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe - ysm272 The Local Bias of Individual Investors
by Ning Zhu - ysm270 What Makes Autonomous Management Do Well?: Corporate Governance without External Controls
by Shin'ichi Hirota & Kohei Kawamura - ysm269 Up Close and Personal: An Individual Level Analysis of the Disposition Effect
by Ravi Dhar & Ning Zhu - ysm268 Related Lending
by Rafael Porta & Florencio de & Guillermo Zamarripa - ysm263 Capital Structure and Stock Returns
by Ivo Welch - ysm258 A Review of IPO Activity, Pricing and Allocations
by Jay Ritter & Ivo Welch - ysm254 Bootstrapping Macroeconometric Models
by Ray Fair - ysm253 Do Winners Repeat with Style?
by Roger Ibbotson & Amita Patel - ysm251 Price Impact Costs and the Limit of Arbitrage
by Zhiwu Chen & Werner Stanzl & Masahiro Watanabe - ysm39 An Analytic Solution for Interest Rate Swap Spreads
by Mark Grinblatt - ysm38 Information Aggregation, Security Design, and Currency Swaps
by Mark Grinblatt & Bhagwan Chowdhry & David Levine - ysm6 An Analysis of the Relative Performance of Japanese and Foreign Money Management
by Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi
2001
- amz2576 On Modeling the Effects of Inflation Shocks
by Ray Fair - amz2563 Corporate Financial Policies and Performance Around Currency Crises
by Arturo Bris & Yrjo Koskinen & Vicente Pons-Sanz - amz2533 Prospect Theory, Mental Accounting, and Momentum
by Mark Grinblatt & Bing Han - amz2507 A Theory of Mutual Funds: Optimal Fund Objectives and Industry Organization
by Matthew Spiegel & Harry Mamaysky - amz2475 Event Studies and the Law - Part I: Technique and Corporate Litigation
by Sanjai Bhagat & Roberta Romano - amz2460 Defining Residual Risk-Sharing Opportunities: Pooling World Income Components
by Stefano Athanasoulis & Robert Shiller - amz2453 Event Studies and the Law: Part II - Empirical Studies of Corporate Law
by Sanjai Bhagat & Roberta Romano - ysm326 Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets
by Shyam Sunder - ysm250 The Top Achievements, Challenges, and Failures of Finance
by Ivo Welch - ysm248 The Optimal Concentration of Creditors
by Ivo Welch & Arturo Bris - ysm245 Standards for Corporate Financial Reporting: Regulatory Competition Within and Across International Boundaries
by Shyam Sunder - ysm244 Dynamic Trading Policies With Price Impact
by Hua He & Harry Mamaysky - ysm242 China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version)
by William Goetzmann & Andrey Ukhov & Ning Zhu - ysm237 Long-Term Global Market Correlations
by William Goetzmann & Lingfeng Li & K. Rouwenhorst - ysm232 Discounts On Illiquid Stocks: Evidence From China
by Zhiwu Chen & Peng Xiong - ysm227 Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors
by Massimo Massa & William Goetzmann - ysm224 Interest Rates and the Durability of Consumption Goods
by Harry Mamaysky - ysm223 A Computational Analysis of the Core of a Trading Economy with Three Competitive Equilibria and a Finite Number of Traders
by Alok Kumar & Martin Shubik - ysm221 Building A Venture Capital Index
by Liang Peng - ysm214 The Need for Competition in International Securities Regulation
by Roberta Romano - ysm212 Stock Valuation and Investment Strategies
by Zhiwu Chen & Ming Dong - ysm211 On the Evolution of Overconfidence and Entrepreneurs
by Antonio Bernardo & Ivo Welch - ysm206 Stock Market Returns in the Long Run: Participating in the Real Economy
by Roger Ibbotson & Peng Chen - ysm205 Estimates of the Effectiveness of Monetary Policy
by Ray Fair - ysm202 Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations
by Ray Fair - ysm200 The Great Gatsby: Yale, Princeton, Columbia, Harvard, Oxford
by Ray Fair - ysm199 A Valuation Study of Stock-Market Seasonality and Firm Size
by Zhiwu Chen & Jan Jindra - ysm198 Stock Valuation in Dynamic Economics
by Zhiwu Chen & Gurdip Bakshi - ysm188 Asset Prices and Trading Volume Under Fixed Transactions Costs
by Andrew Lo & Harry Mamaysky & Jiang Wang - ysm185 An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness
by David Hirshleifer & Ivo Welch - ysm176 Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors
by Massimo Massa & William Goetzmann - ysm175 A New Approach of Valuing Illiquid Asset Portfolios
by Liang Peng - ysm174 The Bias of the RSR Estimator and the Accuracy of Some Alternatives
by William Goetzmann & Liang Peng - ysm172 Shock Effects on Stocks, Bonds, and Exchange Rates
by Ray Fair - ysm171 Flexible Term Structure Estimation: Which Method Is Preferred?
by Andrew Jeffrey & Oliver Linton & Thong Nguyen - ysm166 Duration, Convexity and Higher Order Hedging (Revisited)
by Andrew Jeffrey - ysm21 Hedge Funds With Style
by Stephen Brown & William Goetzmann
2000
- amz2368 Are Chads Democrats? An Analysis of the Florida Presidential Recount
by Matthew Spiegel - ysm165 Optimal Liquidity Trading
by Gur Huberman & Werner Stanzl - ysm164 Arbitrage-Free Price-Update and Price-Impact Functions
by Werner Stanzl & Gur Huberman - ysm162 Do Insider Trading Laws Work?
by Arturo Bris - ysm161 The Policy Implications of Portfolio Choice in Underserved Mortgage Markets
by William Goetzmann & Matthew Spiegel - ysm152 Does Arbitrage Flatten Demand Curves for Stocks?
by Jeffrey Wurgler & Ekaterina Zhuravskaya - ysm150 Modeling Term Structures of Swap Spreads
by Hua He - ysm148 Tax-Loss Trading and Wash Sales
by Mark Grinblatt & Matti Keloharju - ysm147 The Essential Role of Organizational Law
by Henry Hansmann & Reinier Kraakman - ysm146 What Makes Investors Trade?
by Mark Grinblatt & Matti Keloharju - ysm143 Economic and Legal Aspects of Costly Recontracting
by Alan Schwartz & Joel Watson - ysm142 Distance, Language, and Culture Bias: The Role of Investor Sophistication
by Mark Grinblatt & Matti Keloharju - ysm140 Less Is More: Making Shareholder Activism A Valued Mechanism Of Corporate Governance
by Roberta Romano - ysm139 Corporate Leverage And Currency Crises
by Arturo Bris & Yrjo Koskinen - ysm138 Day Trading International Mutual Funds: Evidence And Policy Solutions
by William Goetzmann & Zoran Ivkovich & K. Rouwenhorst - ysm137 Rebels, Conformists, Contrarians And Momentum Traders
by Evan Gatev & Stephen Ross - ysm136 The End Of History For Corporate Law
by Henry Hansmann & Reinier Kraakman - ysm134 Daily Momentum And Contrarian Behavior Of Index Fund Investors
by Massimo Massa & William Goetzmann - ysm8 Behavioral Factors in Mutual Fund Flows
by Massimo Massa & William Goetzmann & K. Rouwenhorst - ysm5 A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability
by William Goetzmann & Roger Ibbotson & Liang Peng
1999
- amz2437 Predicting the Equity Premium with Dividend Ratios
by Amit Goyal & Ivo Welch - ysm129 Higher Education As An Associative Good
by Henry Hansmann - ysm128 Regulating Consumer Bankruptcy: A Theoretical Inquiry
by Barry Adler & Ben Polak & Alan Schwartz - ysm127 The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence
by Mark Grinblatt & Tobias Moskowitz - ysm126 Bundling
by Barry Nalebuff - ysm124 The Equity Share in New Issues and Aggregate Stock Returns
by Malcolm Baker & Jeffrey Wurgler - ysm123 Financial Markets And The Allocation Of Capital
by Jeffrey Wurgler - ysm121 The Development Of Corporate Performance Measures: Benchmarks Before EVA
by Stanley Garstka & William Goetzmann - ysm117 Granularity, Time and Control of Economic Resources
by Ramji Balakrishnan & Shyam Sunder & Shiva Sivaramakrishnan - ysm115 Do Cities and Suburbs Cluster?
by William Goetzmann & Matthew Spiegel & Susan Wachter - ysm114 Housing Return And Construction Cycles
by Matthew Spiegel - ysm112 Toehold Strategies, Takeover Laws And Rival Bidders
by S. Ravid & Matthew Spiegel - ysm110 Debt, Information Acquisition, and the Takeover Threat
by Arturo Bris - ysm20 Global Real Estate Markets: Cycles And Fundamentals
by Bradford Case & William Goetzmann & K. Rouwenhorst
1998
- ysm107 When Do Bidders Purchase a Toehold? Theory and Tests
by Arturo Bris - ysm105 Bank Capital Requirements and Managerial Self-Interest
by Arturo Bris & Salvatore Cantale - ysm103 European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing?
by K. Rouwenhorst - ysm97 Local Return Factors and Turnover in Emerging Stock Markets
by K. Rouwenhorst - ysm91 How Does Underwriter Price Support Affect IPOs? Empirical Evidence
by Nagpurnanand Prabhala & Manju Puri - ysm89 The Open-End Japanese Mutual Fund Puzzle
by Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi - ysm88 Monthly Measurement of Daily Timers
by William Goetzmann & Jonathan Ingersoll & Zoran Ivkovich - ysm87 Positive Portfolio Factors
by Stephen Brown & William Goetzmann & Mark Grinblatt - ysm85 The Dow Theory: William Peter Hamilton's Track Record Re-Considered
by Stephen Brown & William Goetzmann & Alok Kumar - ysm84 Hedge Funds and the Asian Currency Crisis of 1997
by Stephen Brown & William Goetzmann & James Park - ysm83 Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs
by Stephen Brown & William Goetzmann & James Park - ysm82 Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals
by David Geltner & William Goetzmann - ysm81 High-Water Marks and Hedge Fund Management Contracts
by William Goetzmann & Jonathan Ingersoll & Stephen Ross - ysm80 Closed-End Fund Discounts in a Rational Agent Economy
by Matthew Spiegel - ysm77 Optimal Financial Contracts for a Start-Up with Unlimited Operating Discretion
by Matthew Spiegel & S. Ravid - ysm61 The Effect of Seller Reserves on Market Index Estimation
by William Goetzmann - ysm50 Re-emerging Markets
by William Goetzmann & Philippe Jorion - ysm3 Pairs Trading: Performance of a Relative Value Arbitrage Rule
by Evan Gatev & William Goetzmann & K. Rouwenhorst
1997
- ysm76 Common Knowledge As A Barrier To Negotiation
by Ian Ayres & Barry Nalebuff - ysm53 A Century of Global Stock Markets
by William Goetzmann & Philippe Jorion - ysm33 Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988)
by Utpal Bhattacharya & Matthew Spiegel
1996
- ysm36 International Momentum Strategies
by K. Rouwenhorst