FMG Discussion Papers

From Financial Markets Group
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dp683: Complicated Firms

Lauren Cohen and Dong Lou

dp682: Liquidity Hoarding

Douglas Gale and Tanju Yorulmazer

dp681: Strategic Investment, Industry Concentration and the Cross Section of Returns

Maria Cecillia Bustamante

dp680: Dynamic Hedging in Incomplete Markets: A Simple Solution

Suleyman Basak and Georgy Chabakauri

dp679: Defeasance of Control Rights

Carsten Bienz, Antoine Faure-Grimaud and Zsuzsanna Fluck

dp678: Switching Monetary Policy Regimes and the Nominal Term Structure

Marcelo Ferman

dp677: Second-Order Approximation of Dynamic Models with Time-Varying Risk

Gianluca Benigno, Pierpaolo Benigno and Salvatore Nisticò

dp676: Bank Bailout Menus

Sudipto Bhattacharya and Kjell Nyborg

dp675: Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans

Max Bruche and Gerard Llobet

dp674: Preferred-Habitat Investors and the US Term Structure of Real Rates

Iryna Kaminska, Dimitri Vayanos and Gabriele Zinna

dp673: Micro Frictions, Asset Pricing and Aggregate

Jack Favilukis and Xiaoji Lin

dp671: Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year

JOhnny Kang, Tapio Pekkala, Christopher Polk and Ruy Ribeiro

dp670: Trading Frenzies and their Impact on Real Investment

Itay Goldstein, Emre Ozdenoren and Kathy Yuan

dp669: Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt

Stéphane Guibaud, Yves Nosbusch and Dimitri Vayanos

dp668: Bank Bailout Menus

Sudipto Bhattacharya and Kjell Nyborg

dp667: Fund Flows and Asset Prices: A Baseline Model

Dimitri Vayanos and Paul Woolley

dp666: An institutional Theory of Momentum and Reversal

Dimitri Vayanos and Paul Woolley

dp665: Balance Sheet Capacity and Endogenous Risk

Jon Danielsson, Hyun Song Shin and Jean-Pierre Zigrand

dp664: Boards of Banks

Daniel Ferreira, Tom Kirchmaier and Daniel Metzger

dp663: The Vote is cast: The effect of Corporate Governance on Shareholder Value

Vicente Cuñat, Mireia Gine and Maria Guadalupe

dp661: Institutional Trade Persistence and Long-term Equity Returns

Amil Dasgupta, Andrea Prat and Michela Verardo

dp660: The Optimal Timing of Executive Compensation

Pierre Chaigneau

dp659: Innovations, rents and risk

Bruno Biais, Jean Rochet and Paul Woolley

dp658: Value of Information in Competitive Economies with Incomplete Markets

Piero Gottardi and Rohit Rahi

dp657: Executive Pay and Performance in the UK

Paul Gregg, Sarah Jewell and Ian Tonks

dp655: Signaling in Tender Offer Games

Mike Burkart and Samuel Lee

dp654: Aversion to the variability of pay and optimal incentive contracts

Pierre Chaigneau

dp653: Credit Rating and Competition

Nelson Camanho, Pragyan Deb and Zijun Liu

dp652: The Price Impact of Institutional Herding

Amil Dasgupta, Andrea Prat and Michela Verardo

dp651: Connected Stocks

Miguel Anton, and Christopher Polk

dp650: Limits of Arbitrage: The State of the Theory

Dimitri Vayanos and Denis Gromb

dp649: Modelling a Housing and Mortgage Crisis

Alexandros Vardoulakis, Dimitrios Tsomocos and Charles Goodhart

dp648: On Dividend Restrictions and the Collapse of the Interbank Market

Dimitrios Tsomocos, Charles Goodhart, Udara Peiris and Alexandros Vardoulakis

dp647: Risk Appetite and Endogenous Risk

Jean-Pierre Zigrand, Hyun Song Shin and Jon Danielsson

dp646: Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies

Andrew Ellul and Vijay Yerramilli

dp645: Technology Adoption, Vintage Capital and Asset Prices

Xiaoji Lin

dp644: Attracting Investor Attention through Advertising

Dong Lou

dp643: A Flow-Based Explanation for Return Predictability

Dong Lou

dp642: Financial Volatility and Economic Activity

Antonio Mele

dp641: A Preferred-Habitat Model of the Term Structure of Interest Rates

Jean-Luc Vila and Dimitri Vayanos

dp639: Liquidity and Asset Prices: A Unified Framework

Dimitri Vayanos and Jiang Wang

dp638: Organizational Diseconomies in the Mutual Fund Industry

Fabian Garavito

dp637: Endogenous Liquidity and Contagion

Jean-Pierre Zigrand and Rohit Rahi

dp636: Negative Nominal Interest Rates: Three ways to overcome the zero lower bound

Willem Buiter

dp635: Lessons from the global financial crisis for regulators and supervisors

Willem Buiter

dp634: Endogenous Technological Progress and the Cross Section of Stock Returns

Xiaoji Lin

dp633: Ambiguity, Information Acquisition and Price Swings in Asset Markets

Antonio Mele and Francesco Sangiorgi

dp632: Rents, learning and risk in the financial sector and other innovative industries

Jean Rochet, Bruno Biais and Paul Woolley

dp631: Large powerful shareholders and cash holding

Ron Anderson and Malika Hamadi

dp630: Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows

Michela Verardo and Andrew Patton