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Working Papers

from Columbia - Graduate School of Business
U.S.A.; COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, PAINE WEBBER , New York, NY 10027 U.S.A.
Contact information at EDIRC.
Series data maintained by Thomas Krichel ().

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2000: Continuous-Time Methods in Finance: A Review and an Assessment
S.M. Sundaresan
2000: The Share Price Effects of Dividend Taxes and Tax Imputation Credits
T.S. Harris, Robert Glenn Hubbard and D. Kemsley
2000: Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics?
Robert James Hodrick and M. Vassalou
1999: Systematic Liquidity
Gur Huberman and D. Halka
1999: Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX
C.M. Jones and M.L. Lipson
1999: Biodiversity as a Commodity
Geoffrey Heal
1999: Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar
Gur Huberman and T. Regev
1999: Debt Valuation, Renegotiations, and Optimal Dividend Policy
H. Fan and S. Sundaresan
1999: Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default
G. Chang and S.M. Sundaresan
1999: Sixteenths: Direct Evidence on Institutional Execution Costs
C.M. Jones and M.L. Lipson
1999: Market Segmentation, Advanced Demand Information and Supply Chain Performance
F. Chen
1999: What Value Analysts?
E. Amir, B. Lev and T. Sougiannis (Pallavi Tyagi)
1999: Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth?
J. Liew and M. Vassalou
1999: Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns
M. Vassalou
1999: Execution Costs of Institutional Equity Orders
C.M. Jones and M.L. Lipson
1999: Valuing Ecosystem Services
Geoffrey Heal
1998: New Strategies for the Provision of Global Public Goods: Learning from International Environmental Challenges
Geoffrey Heal
1998: Valuing the Future: Economic Theory and Sustainability
Geoffrey Heal
1998: Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models
P. Glasserman and X. Zhao
1998: Analysts' Interpretation and Investors' Valuation of Tax Carryforwards
E. Amir and T. Sougiannis
1998: Bioprospecting with Patent Races
Gordon C. Rausser and Arthur A. Small
1998: Managed Commodity Funds
F.R. Edwards and J. Liew
1998: Social Security Money's Worth
J. Geanakoplos, Olivia Mitchell and Stephen Zeldes
1998: Would a Privatized Social Security System Really Pay a Higher Rate of Return?
J. Geanakoplos, Olivia Mitchell and Stephen Zeldes
1998: Markets and Sustainability
Geoffrey Heal
1998: National Income and the Environment
Geoffrey Heal and Bengt Kriström
1997: A Sotchastic Mesh Method for Pricing High-Dimensional American Options
M. Broadie and P. Glasserman
1997: Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
George M. Constantinides, J.B. Donalson and Rajnish Mehra
1997: Revisiting the Basics of Return and Risk in Equilibrium
J.A. Ohlson
1997: Mutual Funds and Stock and Bond Market Stability
F.R. Edwards and X. Zhang
1997: Understanding the Determinants of Mangerial Ownership and the Link Between Ownership and Performance
C.P. Himmelberg, Robert Glenn Hubbard and D. Palia
1997: The Economics of Increasing Returns
Geoffrey Heal
1997: On the Theory of Forecast-Horizon in Equity Valuation
J.A. Ohlson and Zhang, X.-J.
1997: Firm Valuation with Deferred Taxes: A Theoretical Framework
E. Amir, M. Kirschenheiter and K. Willard
1997: Connecting Discrete and Continuous Path-Dependent Options
M. Broadie, P. Glasserman and S. Kou
1997: Accounting Recognition of Additional Minimum Liability Affects Pension Asset Allocation: Empirical Evidence
E. Amir and S. Benartzi
1997: The Value of Avoiding Climate Change
Geoffrey Heal and Y. Lin
1996: Dividend and Capital Gains Taxation in Firm Valuation: New Evidence
Harris, T-S and D Kemsley
1996: Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments
Lars Tyge Nielsen and M Vassalou
1996: The Prime Premium: Is Relationship Banking Too Costly for Some?
Beim, D-O
1996: Front-Running by Mutual Fund Managers: It Ain't That bad
Jean-Pierre Danthine and S Moresi
1996: A Unified Perspective on Resource Allocation: Limited Arbitrage is Necessary and Sufficient for the Existence of a Competitive Equilibrium, the Core and Social Choice
Graciela Chichilnisky
1996: Debt Valuation, Strategic Debt Service and Optimal Dividend Policy
H Fan and S Sundaresan
1996: Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans
S Sundaresan and F Zapatero
1996: Limited Arbitrage and Uniqueness of Equilibrium in Stricly Regular Economies
Graciela Chichilnisky
1996: Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management
S. Browne
1996: Pricing American-Style Securities Using Simulation
M. Broadie and P. Glasserman
1996: The Effect of New Political Administration on Federal Government Productivity and Employment
Frank Lichtenberg
1996: Computer Use and Productivity Growth in federal Government Agencies
Frank Lichtenberg and William H. Lehr
1996: The European Strategic Program for Research in Information Technologie (ESPRIT): An Ex-Post Analysis
Frank Lichtenberg
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