FMG Discussion Papers

From Financial Markets Group
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dp629: The Effect of Credit Rationing on the Shape of the Competition-Innovation Relationship

Jan Bena

dp628: Labor Hiring, Investment and Stock Return Predictability in the Cross Section

Xiaoji Lin, Santiago Bazdrech and Frederico Belo

dp627: Banking Stability Measures

Charles Goodhart and Miguel Segoviano

dp626: Understanding Portfolio Efficiency with Conditioning Information

Francisco Peñaranda

dp625: The credit crisis and the dynamics of asset backed commercial paper programs

Nikolaj Schmidt

dp623: Foreign Bank Entry: The Stability Implications of Greenfield Entry vs. Acquisition

Nikolaj Schmidt

dp622: Foreign Bank Entry: A Liquidity Based Theory of Entry and Credit Market Segmentation

Nikolaj Schmidt

dp621: An Institutional Theory of Momentum and Reversal

Dimitri Vayanos and Paul Woolley

dp620: Information Linkages and Correlated Trading

Antonio Mele

dp619: Central banks and financial crises

. . and Willem Buiter

dp618: Control Rights over Intellectual Property: Corporate Venturing and Bankruptcy Regimes

Sergei Guriev and Sudipto Bhattacharya

dp617: The Optimal Monetary Instrument for Prudential Purposes

Charles Goodhart, Dimitrios Tsomocos and Pojanart Sunirand

dp616: Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia

Valentina Corradi, Antonio Mele and Walter Distaso

dp615: Some Determinants of the Price of Default Risk

Ron Anderson

dp614: Forecasting Bankruptcy and Physical Default Intensity

Ping Zhou

dp613: Do Reputational Concerns Lead to Reliable Ratings?

Beatriz Mariano

dp612: Interest Rate Forecasts: A Pathology

Wen Bin Lim and Charles Goodhart

dp610: Can Rare Events Explain the Equity Premium Puzzle?

Anisha Ghosh and Christian Julliard

dp609: Asset Pricing Tests with Long Run Risks in Consumption Growth

Anisha Ghosh and George Constantinides

dp608: From Fiction to Fact: The Impact of CEO Social Networks

Tom Kirchmaier and Konstantinos Stathopoulos

dp607: Bond Supply and Excess Bond Returns

Dimitri Vayanos and Robin Greenwood

dp605: Consistent Estimation of the Risk-Return Tradeoff in the Presence of Measurement Error

Oliver Linton and Anisha Ghosh

dp604: Performance Measurement and Evaluation

Allan Timmermann and Bruce N. Lehmann

dp603: An Estimation of Economic Models with Recursive

Sydney Ludvigson, Xiaohong Chen and Jack Favilukis

dp602: Inequality, Stock Market Participation, and the Equity Premium

Jack Favilukis

dp601: Inflation Dynamics in the US -A Nonlinear Perspective

Bob Nobay, Ivan Paya and David Peel

dp600: Efficient Dynamic Coordination with Individual Learning

Amil Dasgupta, Jakub Steiner and Colin Stewart

dp599: Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns

Gregory Connor, Oliver Linton and Matthias Hagmann

dp598: Executive Compensation and Competition in the Banking and Financial Sectors

Vicente Cuñat and Maria Guadalupe

dp596: Value of Information in Competitive Economies with Incomplete Markets

Rohit Rahi and Piero Gottardi

dp595: Strategic Financial Innovation in Segmented Markets

Jean-Pierre Zigrand and Rohit Rahi

dp594: Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects

Vassilis Hajivassiliou and Frédérique Savignac

dp593: (UBS Paper 044) How Deep is the Annuity Market Participation Puzzle?

Alexander Michaelides, Paula Lopes and Joachim Inkmann

dp592: Competition and Opportunistic Advice of Financial Analysts: Theory and Evidence

Enrico Sette

dp591: Evaluating hedge fund performance: a stochastic dominance approach

Sheng Li and Oliver Linton

dp590: (Corporate Governance Series 003) The Ownership of Ratings

Eloïc Peyrache and Lucía Quesada

dp589: Intergenerational Risksharing and Equilibrium Asset Prices

John Campbell and Yves Nosbusch

dp588: Loan Maturity and renegotiation evidence from the lending practices of large and small banks

Ugo Albertazzi

dp587: Portfolio Choice Beyond the Traditional Approach

Francisco Peñaranda

dp586: On the Impact of Fundamentals, Liquidity and Coordination on Market Stability

Francisco Peñaranda and Jon Danielsson

dp585: Evolution of Decision and Control Rights in Venture Capital Contracts: An Empirical Analysis

Uwe Walz and Carsten Bienz

dp584: Regionality Revisited: An Examination of the Direction of Spread of Currency Crises

Anja Shortland, Roberto Leon-Gonzalez and Amil Dasgupta

dp583: Endogenous State Prices, Liquidity, Default, and the Yield Curve

Raphael Espinoza, Dimitrios Tsomocos and Charles Goodhart

dp582: (Corporate Governance Series No 002) The role of prestige and networks in outside director appointment

Tom Kirchmaier

dp581: (Corporate Governance Series No 001) Corporate Governance in the UK: is the Comply-or-Explain Approach Working?

Valentina Bruno and Sridhar Arcot

dp580: Market Liquidity and Funding Liquidity

Lasse Heje Pederson and Markus Brunnermeier

dp579: Money Illusion and Housing Frenzies

Markus Brunnermeier and Christian Julliard

dp578: The Gambler's and Hot-Hand Fallacies:Theory and Applications

Matthew Rabin and Dimitri Vayanos

dp577: A Search-Based Theory of the On-the-Run Phenomenon

Pierre-Olivier Weill and Dimitri Vayanos

dp576: Financial structure, managerial compensation and monitoring

Sonja Daltung and Vittoria Cerasi