FMG Discussion Papers

from Financial Markets Group
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dp719: Industry Window Dressing

Huaizhi Chen, Lauren Cohen and Dong Lou

dp718: Cross-Market Timing in Security Issuance

Pengjie Gao and Dong Lou

dp717: Investors’ Horizons and the Amplification of Market Shocks

Cristina Cella, Andrew Ellul and Mariassunta Giannetti

dp716: International Correlation Risk

Philippe Mueller, Andreas Stathopoulos and Andrea Vedolin

dp715: From Female Labor Force Participation to Boardroom Gender Diversity

Renée B. Adams and Tom Kirchmaier

dp714: Shareholder Empowerment and Bank Bailouts

Daniel Ferreira, David Kershaw, Tom Kirchmaier and Edmund-Philipp Schuster

dp713: The structure of CEO pay: pay-for-luck and stock-options

Pierre Chaigneau and Nicolas Sahuguet

dp712: Bankers and bank investors: Reconsidering the economies of scale in banking

Ronald W. Anderson and Karin Joeveer

dp711: Agency, Firm Growth, and Managerial Turnover

Ronald W. Anderson, M. Cecilia Bustamante and Stéphane Guibaud

dp710: Do Standard Corporate Governance Practices Matter in Family Firms?

Sridhar Arcot and Valentina Bruno

dp709: Market Liquidity - Theory and Empirical Evidence

Dimitri Vayanos and Jiang Wang

dp708: Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition

Dimitri Vayanos and Jiang Wang

dp707: Asset Pricing with Heterogeneous Investors and Portfolio Constraints

Georgy Chabakauri

dp706: Stock Market Tournaments

Emre Ozdenoren and Kathy Yuan

dp705: Transparency, Tax Pressure and Access to Finance

Andrew Ellul, Tullio Jappelli, Marco Pagano and Fausto Panunzi

dp704: Securitized Banking, Asymmetric Information, and Financial Crisis: Regulating Systemic Risk Away

Sudipto Bhattacharya, Georgy Chabakauri and Kjell G. Nyborg

dp703: Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise

Sujin Park and Oliver Bruce Linton

dp702: Financial Regulation in General Equilibrium

Charles Goodhart, Anil K Kashyap, Dimitrios Tsomocos and Alexandros Vardoulakis

dp701: Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang

dp700: Transparency in the financial system: rollover risk and crises

Matthieu Bouvard, Pierre Chaigneau and Adolfo de Motta

dp699: Bond Variance Risk Premia

Philippe Mueller, Andrea Vedolin and Yu-min Yen

dp698: Borrow Cheap, Buy High? The Determinants of Leverage and Pricing in Buyouts

Ulf Axelson, Tim Jenkinsom, Per Stromberg and Michael Steven Weisbach

dp697: The effect of risk preferences on the valuation and incentives of compensation contracts

Pierre Chaigneau

dp696: Smart Buyers

Mike Burkart and Samuel Lee

dp695: On the drivers of commodity co-movement: Evidence from biofuels

Francisco Peñaranda and Augusto Rupérez Micola

dp694: Performance Pay, CEO Dismissal, and the Dual Role of Takeovers

Mike Burkart and Konrad Raff

dp693: Explaining the Structure of CEO Incentive Pay with Decreasing Relative Risk Aversion

Pierre Chaigneau

dp692: The Wall Street Walk when Blockholders Compete for Flows

Amil Dasgupta and Giorgia Piacentino

dp691: What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models

Anisha Ghosh and Christian Julliard

dp690: Investment banking careers: An equilibrium theory of overpaid jobs

Ulf Axelson and Philip Bond

dp689: Delegated Activism and Disclosure

Amil Dasgupta and Konstantinos Zachariadis

dp688: CDS Auctions

Mikhail Chernov, Alexander S.Gorbenko and Igor Makarov

dp687: Repo Runs

Antoine Martin, David R. Skeie and Ernst-Ludwig von Thadden

dp686: Short Run Bond Risk Premia

Philippe Mueller, Andrea Vedolin and Hao Zhou

dp685: Financing Constraints, Firm Dynamics, Export Decisions and Aggregate productivity

Andrea Caggese and Vicente Cuñat

dp684: Anticipated and Repeated Shocks in Liquid Markets

Hongjun Yan, Jinfan Zhang and Dong Lou

dp683: Complicated Firms

Lauren Cohen and Dong Lou

dp682: Liquidity Hoarding

Douglas Gale and Tanju Yorulmazer

dp681: Strategic Investment, Industry Concentration and the Cross Section of Returns

Maria Cecillia Bustamante

dp680: Dynamic Hedging in Incomplete Markets: A Simple Solution

Suleyman Basak and Georgy Chabakauri

dp679: Defeasance of Control Rights

Carsten Bienz, Antoine Faure-Grimaud and Zsuzsanna Fluck

dp678: Switching Monetary Policy Regimes and the Nominal Term Structure

Marcelo Ferman

dp677: Second-Order Approximation of Dynamic Models with Time-Varying Risk

Gianluca D. Benigno, Pierpaolo Benigno and Salvatore Nisticò

dp676: Bank Bailout Menus

Sudipto Bhattacharya and Kjell G. Nyborg

dp675: Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans

Max Bruche and Gerard Llobet

dp674: Preferred-Habitat Investors and the US Term Structure of Real Rates

Iryna Kaminska, Dimitri Vayanos and Gabriele Zinna

dp673: Micro Frictions, Asset Pricing and Aggregate

Jack Favilukis and Xiaoji Lin

dp671: Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year

JOhnny Kang, Tapio Pekkala, Christopher Polk and Ruy Ribeiro

dp670: Trading Frenzies and their Impact on Real Investment

Itay Goldstein, Emre Ozdenoren and Kathy Yuan

dp669: Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt

Stephane Guibaud, Yves NOsbusch and Dimitri Vayanos