Working Papers

From Columbia - Graduate School of Business
U.S.A.; COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, PAINE WEBBER , New York, NY 10027 U.S.A.
Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2000: Continuous-Time Methods in Finance: A Review and an Assessment

S.M. Sundaresan

2000: The Share Price Effects of Dividend Taxes and Tax Imputation Credits

T.S. Harris, Robert Hubbard and D. Kemsley

2000: Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics?

Robert Hodrick and M. Vassalou

1999: Systematic Liquidity

Gur Huberman and D. Halka

1999: Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX

Charles Jones and M.L. Lipson

1999: Biodiversity as a Commodity

Geoffrey Heal

1999: Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar

Gur Huberman and T. Regev

1999: Debt Valuation, Renegotiations, and Optimal Dividend Policy

H. Fan and S. Sundaresan

1999: Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default

G. Chang and S.M. Sundaresan

1999: Sixteenths: Direct Evidence on Institutional Execution Costs

Charles Jones and M.L. Lipson

1999: Market Segmentation, Advanced Demand Information and Supply Chain Performance

Fangruo Chen

1999: What Value Analysts?

E. Amir, B. Lev and T. Sougiannis

1999: Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth?

J. Liew and M. Vassalou

1999: Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns

M. Vassalou

1999: Execution Costs of Institutional Equity Orders

Charles Jones and M.L. Lipson

1999: Valuing Ecosystem Services

Geoffrey Heal

1998: New Strategies for the Provision of Global Public Goods: Learning from International Environmental Challenges

Geoffrey Heal

1998: Valuing the Future: Economic Theory and Sustainability

Geoffrey Heal

1998: Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models

P. Glasserman and X. Zhao

1998: Analysts' Interpretation and Investors' Valuation of Tax Carryforwards

E. Amir and T. Sougiannis

1998: Bioprospecting with Patent Races

Gordon Rausser and Small. A.A.

1998: Managed Commodity Funds

F.R. Edwards and J. Liew

1998: Social Security Money's Worth

J. Geanakoplos, Olivia Mitchell and Stephen Zeldes

1998: Would a Privatized Social Security System Really Pay a Higher Rate of Return?

J. Geanakoplos, Olivia Mitchell and Stephen Zeldes

1998: Markets and Sustainability

Geoffrey Heal

1998: National Income and the Environment

Geoffrey Heal and Bengt Kriström

1997: A Sotchastic Mesh Method for Pricing High-Dimensional American Options

M. Broadie and P. Glasserman

1997: Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle

George Constantinides, J.B. Donalson and Rajnish Mehra

1997: Revisiting the Basics of Return and Risk in Equilibrium

James Ohlson

1997: Mutual Funds and Stock and Bond Market Stability

F.R. Edwards and Xiaoyan Zhang

1997: Understanding the Determinants of Mangerial Ownership and the Link Between Ownership and Performance

C.P. Himmelberg, Robert Hubbard and D. Palia

1997: The Economics of Increasing Returns

Geoffrey Heal

1997: On the Theory of Forecast-Horizon in Equity Valuation

James Ohlson and X.-J. Zhang

1997: Firm Valuation with Deferred Taxes: A Theoretical Framework

E. Amir, M. Kirschenheiter and K. Willard

1997: Connecting Discrete and Continuous Path-Dependent Options

M. Broadie, P. Glasserman and S. Kou

1997: Accounting Recognition of Additional Minimum Liability Affects Pension Asset Allocation: Empirical Evidence

E. Amir and S. Benartzi

1997: The Value of Avoiding Climate Change

Geoffrey Heal and Yatang Lin

1996: Dividend and Capital Gains Taxation in Firm Valuation: New Evidence

T-S Harris and D Kemsley

1996: Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments

Lars Nielsen and M Vassalou

1996: The Prime Premium: Is Relationship Banking Too Costly for Some?

D-O Beim

1996: Front-Running by Mutual Fund Managers: It Ain't That bad

Jean-Pierre Danthine and S Moresi

1996: A Unified Perspective on Resource Allocation: Limited Arbitrage is Necessary and Sufficient for the Existence of a Competitive Equilibrium, the Core and Social Choice

Graciela Chichilnisky

1996: Debt Valuation, Strategic Debt Service and Optimal Dividend Policy

H Fan and S Sundaresan

1996: Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans

S Sundaresan and F Zapatero

1996: Limited Arbitrage and Uniqueness of Equilibrium in Stricly Regular Economies

Graciela Chichilnisky

1996: Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management

S. Browne

1996: Pricing American-Style Securities Using Simulation

M. Broadie and P. Glasserman

1996: The Effect of New Political Administration on Federal Government Productivity and Employment

Frank Lichtenberg

1996: Computer Use and Productivity Growth in federal Government Agencies

Frank Lichtenberg and William Lehr

1996: The European Strategic Program for Research in Information Technologie (ESPRIT): An Ex-Post Analysis

Frank Lichtenberg