Details about Jennifer Carpenter

Access statistics for papers by Jennifer Carpenter.

Last updated 2013-05-31. Update your information in the RePEc Author Service.

Short-id: pca939

Working Papers

2021

1. The Price and Quantity of Interest Rate Risk
   NBER Working Papers, National Bureau of Economic Research, Inc

2015

2. The Real Value of China's Stock Market
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)

2002

3. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (62)

1999

4. Does Option Compensation Increase Managerial Risk Appetite?
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (88)
5. Portfolio Performance and Agency
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (21)

1998

6. Survivorship Bias and Attrition Effects in Measures of Performance Persistence
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-
   See also Journal Article Survivorship bias and attrition effects in measures of performance persistence, Journal of Financial Economics, Elsevier (1999) View citations (96) (1999)

1997

7. The Exercise and Valuation of Executive Stock Options
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (2)
   See also Journal Article The exercise and valuation of executive stock options, Journal of Financial Economics, Elsevier (1998) View citations (151) (1998)
8. The Optimal Dynamic Investment Policy for a Fund Manager Compensated with an Incentive Fee
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (6)

Journal Articles

2010

1. Optimal exercise of executive stock options and implications for firm cost
   Journal of Financial Economics, 2010, 98, (2), 315-337 View citations (31)

2001

2. Executive Stock Option Exercises and Inside Information
   The Journal of Business, 2001, 74, (4), 513-34 View citations (56)

1999

3. Survivorship bias and attrition effects in measures of performance persistence
   Journal of Financial Economics, 1999, 54, (3), 337-374 View citations (96)
   See also Working Paper Survivorship Bias and Attrition Effects in Measures of Performance Persistence, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1998) (1998)

1998

4. The exercise and valuation of executive stock options
   Journal of Financial Economics, 1998, 48, (2), 127-158 View citations (151)
   See also Working Paper The Exercise and Valuation of Executive Stock Options, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1997) View citations (2) (1997)