CEPR Financial Markets Paper

From European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX.
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0048: Design and Valuation of Debt Contracts

Ronald W Anderson and Suresh Sandaresan

0047: Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the UK Insolvency Code

Julian R Franks and Kjell Nyborg

0046: Evolution of the Main Bank System in Japan

Takeo Hoshi

0045: Top Executives, Turnover and Firm Performance in Germany

Steven Kaplan

0044: Capital Structure with Multiple Investors

Erik Berglof and Ernst-Ludwig von Thadden

0043: Sharing Default Information as a Borrower Discipline Device

A Jorge Padilla and Marco Pagano

0042: An Integrated Model of Multinational Flexibility and Financial Hedging

Antonio S Mello, John E Parsons and Alexander J Triantis

0041: Neglected Common Factors in Exchange Rate Volatility

Ronald Mahieu and Peter Schotman

0040: A Dynamic Model of an Imperfectly Competitive Bid-Ask Market

Dimitri Vayanos

0039: Strategic Debt Service

Pierre Mella-Barral and William Perraudin

0038: Inflation Differentials and Excess Returns in the European Monetary System

Peter Vlaar and Franz Palm

0037: Is the Correlation in International Equity Returns Constant: 1960-90?

Francois Longin and Bruno Solnik

0036: Private Information and the Design of Securities

Gabrielle Demange and Guy Laroque

0035: Arbitrage Chains

James Dow and Gary Gorton

0034: Short-term Investment and the Informational Efficiency of the Market

Xavier Vives

0033: Non-linearities in Asset Prices and Infrequent Noise Trading

Pierluigi Balduzzi, Giuseppe Bertola and Silverio Foresi

0032: Optimal Debt Structure with Multiple Creditors

Patrick Bolton and David Scharfstein

0031: The Division of Takeover Gains in Sweden

Kristian Rydqvist

0030: Modelling Market Fundamentals: A Model of the Aluminium Market

Christopher L Gilbert

0029: Taxes and the Form of Ownership of Foreign Corporate Equity

Roger Gordon and Joosung Jun

0028: Information Sharing and Tax Competition Among Governments

Philippe Bacchetta and Maria Paz Espinosa

0027: The Commitment of Finance, Duplicated Monitoring and the Investment Horizon

Ernst-Ludwig von Thadden

0026: A Comparison of Financial Recontracting in Workouts and Chapter 11 Reorganizations

Julian R Franks and Walter N Torous

0025: Corporate Information Sales and Market Liquidity: A Property Right Approach to Insider Trading

Giovanna Nicodano

0024: Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps

Mun Ho, William Perraudin and Bent Sorensen

0023: The Effect of Continuity and Order-Book Visibility on the Liquidity Distribution of a Market

Kaj Hedvall

0022: Bank Loan Maturity and Priority when Borrowers can Refinance

Douglas Diamond

0021: Financial Intermediation with Proprietary Information

Sudipto Bhattacharya

0020: Security Design

Arnoud Boot and Anjan Thakor

0019: Further Evidence on Performance Evaluation: Portfolio Holdings, Recommendations, and Turnover Costs

Gonzalo Rubio

0018: Competition for Deposits, Risk of Failure, and Regulation in Banking

Carmen Matutes and Xavier Vives

0017: Takeover Bids and the Relative Prices of Shares that Differ in their Voting Rights

Kristian Rydqvist

0016: The Speed of Information Revelation in a Financial Market Mechanism

Xavier Vives

0015: Options Prices, Insider Trading, and Interdealer Competition

Bruno Biais and Pierre Hillion

0014: Cartel Behaviour and Futures Trading

Ronald W Anderson and Tiziano Brianza

0013: Dynamic Investment Models and the Firm's Financial Policy

Stephen Bond and Costas Meghir

0012: The Pricing of Crude Oil Futures Contracts

Rajna Gibson and Eduardo S Schwartz

0011: Insider Trading and Market Manipulations: A Weak Invisible Hand Result

Jean Rochet and Jean-Luc Vila

0010: Volatility, Information and Noise Trading

Jean-Pierre Danthine and Serge Moresi

0009: Information Supply with a Linear Signalling Rule: A Note on Distorted Signals

Giovanna Nicodano

0008: Auction Markets, Dealership Markets and Execution Risk

Marco Pagano and Ailsa Roell

0007: Network in Financial Markets Research Interests Database

W A Thompson

0006: Optimal Incentive Schemes and the Coexistence of Debt and Equity

Philippe Aghion, Mathias Dewatripont and Patrick Rey

0005: Uncertainty, Collusion and Returns in a Multiple-Bid, Multiple-Unit Auction with Resale

Steven R Umlauf

0004: Natural Oligopoly in Intermediated Markets

Thomas Gehrig

0003: Common Knowledge of a Multivariate Aggregate Statistic

Lars Nielsen

0002: EMS Exchange Rates

Fred G M C Nieuwland, Willem Verschoor and Christian Wolff

0001: The Role of Collateral in a Model of Debt Renegotiation

Helmut Bester