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FMG Discussion Papers

From Financial Markets Group
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dp335: Firm Size and Cyclical Variations in Stock Returns Downloads
Allan Timmermann and Gabriel Perez-Quiros
dp334: Insider Trading, Investment and Liquidity: A Welfare Analysis Downloads
Giovanna Nicodano and Sudipto Bhattacharya
dp333: Equity Finance, Adverse Selection and Product Market Competition Downloads
Erlend Nier
dp332: Stock Price Around the Trades of Corporate Insider on the London Stock Exchange Downloads
John Matatko, Alan Gregory, Ian Tonks and Sylvain Friederich
dp331: Time Series Volatility Commodity Futures Prices Downloads
Ian Tonks and Jane Black
dp330: Barbarians in Chains - Takeover Regulation and Minority Shareholder Wealth Downloads
Ulrike Hoffmann-Burchardi
dp329: Contrasting Different Forms of Price Stickiness: An Analysis of Exchange Rate Overshooting and the Beggar Thy Neighbour Policy Downloads
Markus Brunnermeier
dp328: Financing Entrepreneurs: Optimal Contracts and the Role of Intermediaries Downloads
Roberta Dessi
dp327: Optimal Bail Out Policy, Conditionality and Creative Ambiguity Downloads
Xavier Freixas
dp326: Bank Moral Hazard and Market Discipline Downloads
Elena Carletti
dp325: Corporate Walkout Decisions and the Value of Default Downloads
Pierre Mella-Barral and Tom Dahlström
dp323: Moments of Markov Switching Models Downloads
Allan Timmermann
dp322: A Recursive Modelling Approach to Predicting UK Stock Returns Downloads
Allan Timmermann and Mohammad Pesaran
dp320: Real Trading Patterns and Prices in Spot Foreign Exchange Markets Downloads
Jon Danielsson and Richard Payne
dp319: Arbitrage and Endogenous Market Integration Downloads
Jean-Pierre Zigrand
dp318: Moral Hazard, Insurance and Some Collusion Downloads
Ching-to Ma and Ingela Alger
dp316: Clustering of Initial Public Offerings, Information Revelation and Underpricing Downloads
Ulrike Hoffmann-Burchardi
dp315: Corporate Governance Rules and the Value of Control - A Study of German Dual-Class Share Downloads
Ulrike Hoffmann-Burchardi
dp313: A Model of the Lender of Last Resort Downloads
Haizhou Huang and Charles Goodhart
dp312: Least Squares Predictions and Mean-Variance Analysis Downloads
Enrique Sentana and Enrique Sentana
dp311: Structural Breaks, Incomplete Information and Stock Prices Downloads
Allan Timmermann
dp310: Boom In, Bust Out: Young Households and the Housing Price Cycle Downloads
Sven Rady
dp309: Buy on Rumours - Sell on News: A Manipulative Trading Strategy Downloads
Markus Brunnermeier
dp308: Utility Functions For Central Bankers: The Not So Drastic Quadratic Downloads
Jagjit Chadha and Philip Schellekens
dp306: Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences Downloads
Bob Nobay and David Peel
dp305: A Dilution Cost Approach to Financial Intermediation and Securities Markets Downloads
Xavier Freixas and Patrick Bolton
dp304: The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns Downloads
Allan Timmermann, Halbert White and Ryan Sullivan
dp303: Data-Snooping, Technical Trading, Rule Performance and the Bootstrap Downloads
Allan Timmermann, Halbert White and Ryan Sullivan
dp302: The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis Downloads
Allan Timmermann and Asger Lunde
dp301: Liquidity in Second Tier Equity Markets: Evidence From Londons Alternative Investment Market (AIM) Downloads
Anne Fremault Vila and John Board
dp300: Revenue Efficiency and Change of Control: The Case of Bankruptcy Downloads
Leonardo Felli and Francesca Cornelli
dp299: The Impact of Liquidity Constraints on Bank Lending Policy Downloads
David Webb
dp298: Beyond the Sample: Extreme Quantile and Probability Estimation Downloads
Jon Danielsson and Casper de Vries
dp296: Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints Downloads
Sven Rady
dp293: Close-Relationships Between Banks and Firms: Is It Good or Bad? Downloads
Sonja Daltung and Vittoria Cerasi
dp292: Informed Trading, Investment, and Welfare Downloads
Rohit Rahi and James Dow
dp291: Should Speculators be Taxed? Downloads
Rohit Rahi and James Dow
dp289: Managers, Debt and Industry Equilibrium Downloads
Erlend Nier
dp288: Dynamic Adverse Selection and Debt Downloads
Gilles Chemla
dp287: Permanent Income, Consumption and Aggregate Constraints: Evidence from US States Downloads
Bent Sorensen, Charlotte Ostergaard and Oved Yosha
dp282: Disclosure Requirements and Stock Exchange Listing Choice in an International Context Downloads
John S. Hughes, Steven Huddart and Markus Brunnermeier
dp281: Locally Minimizing the Credit Risk Downloads
Christopher Lotz
dp279: Implicit Contracts, Managerial Incentives and Financial Structure Downloads
Roberta Dessi
dp275: Short-Term and Long-Term Government Debt and Nonresident Interest Withholding Taxes Downloads
Harry Huizinga, Jan Lemmen and Sylvester Eijffinger
dp273: Extreme Returns, Tail Estimation, and Value-at-Risk Downloads
Jon Danielsson
dp272: Team Structure Modelling of Defaultable Bonds Downloads
Philipp Schönbucher
dp271: R&D Intensity and Finance: Are Innovative Firms Financially Constrained? Downloads
Ward Brown
dp270: Prices, Price Processes, Volume and Their Information: A Literature Survey Downloads
Markus Brunnermeier
dp269: Optimal Managerial Remuneration and Firm-level Diversification Downloads
Erlend Nier
dp268: Speculative Securities Downloads
Rohit Rahi and Jose Marin
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