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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
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