New York University, Leonard N. Stern School Finance Department Working Paper Seires

from New York University, Leonard N. Stern School of Business-
U.S.A.; New York University, Leonard N. Stern School of Business, Department of Economics . 44 West 4th Street. New York, New York 10012-1126.
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01-11: Financial Globalization and Real Regionalization

Jonathan Heathcote and Fabrizio Perri

01-10: Estimating Econometric Models with Fixed Effects

William H Greene

01-07: The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit

Allen N. Berger, L.G. Goldberg and L.J. White

01-06: Optimal Brand Umbrella Size

Luis M B Cabral

01-04: Multiproduct Oligopoly and Bertrand Supertraps

Luis M B Cabral

01-01: Fixed and Random Effects in Nonlinear Models

William H Greene

01-00: The Microsoft Antitrust Case

Nicholas S. Economides

00-07: Stretching Firm and Brand Reputation

Luis M B Cabral

00-06: Increasing Dominance with No Efficiency Effect

Luis M B Cabral

00-05: Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function

William H Greene

00-04: Reducing the Barriers to International Trade in Accounting Services: Why it Matters, and the Road Ahead

L.J. White

00-03: The New Industrial Organization and Small Business

J.E. Kwoka and L.J. White

00-01: The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium

Barbara G. Katz and J. Owen

99-087: On the Optimality of Resetting Executive Stock Options

Viral V. Acharya, Kose John and Rangarajan K. Sundaram

99-086: The Price of Options Illiquidity

Menachem Brenner, Rafi Eldor and Shmuel Hauser

99-085: Fee Speech: Signalling and the Regulation of Mutual Fund Fees

Sanjiv Ranjan Das and Rangarajan K. Sundaram

99-084: An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings

Edward Altman and Anthony Saunders

99-083: Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses

Paul Bennett, Kenneth D. Garbade and John Kambhu

99-082: Explaining the Rate Spread on Corporate Bonds

Edward J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann

99-081: Evaluating Stock Price Volatility

Jarl G. Kallberg, Crocker H. Liu and Anand Srinivasan

99-080: The Value Added from Investment Managers: an Examination of Funds of REITs

Jarl G. Kallberg, Crocker H. Liu and Charlese Trzcinka

99-079: What Motivates Managers? Evidence from Organizational Form Changes

Aswath Damodaran, Kose John and Crocker H. Liu

99-078: The Valuation of American-Style Swaptions in a Two-factor Spot-Futures Model

Sandra Peterson, Richard C. Stapleton and Marti G. Subrahmanyam

99-077: Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs

Stephen J. Brown

99-076: Does Option Compensation Increase Managerial Risk Appetite?

Jennifer Carpenter

99-075: Underpricing of New Equity Offerings by Privatized Firms: An International Test

Qi Huang and Richard M. Levich

99-074: 1998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors

Richard M. Levich, Gregory S. Hayt and Beth A. Ripston

99-073: Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability

Anthony W. Lynch

99-072: A Multifractal Model of Assets Returns

Laurent E. Calvet, Adlai Fisher and Benoit Mandelbrot

99-071: Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash

Adlai Fisher

99-070: Contingent Control Rights and Managerial Incentives: The Design of Long-term Debt

Zsuzsanna Fluck

99-069: Capital Structure Decisions in Small and Large Firms: A Life-cycle Theory of Financing

Zsuzsanna Fluck

99-068: Organizational Form and Expense Preference: Spanish Experience

Iftekhar Hasan and Ana Lozano-Vivas

99-067: A Rational Explanation For Home Country Bias

Iftekhar Hasan and Yusif Simaan

99-066: The Determinants of De Novo Bank Survival

Robert DeYoung, Iftekhar Hasan and William C. Hunter

99-065: Underpricing of Venture and Non Venture Capital IPOs: An Empirical Investigation

Bill B. Francis and Iftekhar Hasan

99-064: The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks

Subal C. Kumbhakar, Ana Lozano-Vivas, C. A. Knox Lovell and Iftekhar Hasan

99-063: Unit Root Tests are Useful for Selecting Forecasting Models

Francis Diebold and Lutz Kilian

99-062: Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management

Anil Bangia, Francis Diebold, Til Schuermann and John D. Stroughair

99-061: (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation

Torben G. Andersen, Tim Bollerslev, Francis Diebold and Paul Labys

99-060: Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian

Torben G. Andersen, Tim Bollerslev, Francis Diebold and Paul Labys

99-059: The Distribution of Exchange Rate Volatility

Torben G. Andersen, Tim Bollerslev, Francis Diebold and Paul Labys

99-058: Cross Holding and Imperfect Product Markets

Matthew J. Clayton and Bjorn N. Jorgensen

99-057: On the Formation and Structure of International Exchanges

Matthew J. Clayton, Bjorn N. Jorgensen and Kenneth A. Kavajecz

99-056: Debt, Investment, and Product Market Competition

Matthew J. Clayton

99-055: The Effect of Leverage on Bidding Behavior: Theory and Evidence from the FCC Auctions

Matthew J. Clayton and S. Abraham Ravid

99-054: The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves

Eli Ofek and Matthew Richardson

99-053: Optimal Compensation Contracts with Pay-For-Performance and Termination Incentives

Greg Hallman and Jay C. Hartzell

99-052: Crisis Dynamics of Implied Default Recovery Ratios: Evidence From Russia and Argentina

John J. Merrick

99-051: Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options

Matthew Clayton and David Larry Yermack