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New York University, Leonard N. Stern School Finance Department Working Paper Seires

From New York University, Leonard N. Stern School of Business-
U.S.A.; New York University, Leonard N. Stern School of Business, Department of Economics . 44 West 4th Street. New York, New York 10012-1126.
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01-11: Financial Globalization and Real Regionalization
Jonathan Heathcote and Fabrizio Perri
01-10: Estimating Econometric Models with Fixed Effects
William Greene
01-07: The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit
Allen Berger, L.G. Goldberg and Lawrence White
01-06: Optimal Brand Umbrella Size
Luis Cabral
01-04: Multiproduct Oligopoly and Bertrand Supertraps
Luis Cabral
01-01: Fixed and Random Effects in Nonlinear Models
William Greene
01-00: The Microsoft Antitrust Case
Nicholas Economides
00-07: Stretching Firm and Brand Reputation
Luis Cabral
00-06: Increasing Dominance with No Efficiency Effect
Luis Cabral
00-05: Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function
William Greene
00-04: Reducing the Barriers to International Trade in Accounting Services: Why it Matters, and the Road Ahead
Lawrence White
00-03: The New Industrial Organization and Small Business
J.E. Kwoka and Lawrence White
00-01: The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium
Barbara Katz and J. Owen
99-087: On the Optimality of Resetting Executive Stock Options
Viral Acharya, Kose John and Rangarajan K. Sundaram
99-086: The Price of Options Illiquidity Downloads
Menachem Brenner, Rafi Eldor and Shmuel Hauser
99-085: Fee Speech: Signalling and the Regulation of Mutual Fund Fees Downloads
Sanjiv Das and Rangarajan K. Sundaram
99-084: An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings Downloads
Edward Altman and Anthony Saunders
99-083: Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses Downloads
Paul Bennett, Kenneth Garbade and John Kambhu
99-082: Explaining the Rate Spread on Corporate Bonds Downloads
Edward J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann
99-081: Evaluating Stock Price Volatility
Jarl G. Kallberg, Crocker H. Liu and Anand Srinivasan
99-080: The Value Added from Investment Managers: an Examination of Funds of REITs
Jarl G. Kallberg, Crocker H. Liu and Charles Trzcinka
99-079: What Motivates Managers? Evidence from Organizational Form Changes
Aswath Damodaran, Kose John and Crocker H. Liu
99-078: The Valuation of American-Style Swaptions in a Two-factor Spot-Futures Model Downloads
Sandra Peterson, Richard C. Stapleton and Marti G. Subrahmanyam
99-077: Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs Downloads
Stephen Brown
99-076: Does Option Compensation Increase Managerial Risk Appetite? Downloads
Jennifer Carpenter
99-075: Underpricing of New Equity Offerings by Privatized Firms: An International Test Downloads
Qi Huang and Richard M. Levich
99-074: 1998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors Downloads
Richard M. Levich, Gregory S. Hayt and Beth A. Ripston
99-073: Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability Downloads
Anthony W. Lynch
99-072: A Multifractal Model of Assets Returns Downloads
Laurent Calvet, Adlai Fisher and Benoît Mandelbrot
99-071: Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash Downloads
Adlai Fisher
99-070: Contingent Control Rights and Managerial Incentives: The Design of Long-term Debt Downloads
Zsuzsanna Fluck
99-069: Capital Structure Decisions in Small and Large Firms: A Life-cycle Theory of Financing Downloads
Zsuzsanna Fluck
99-068: Organizational Form and Expense Preference: Spanish Experience Downloads
Iftekhar Hasan and Ana Lozano-Vivas
99-067: A Rational Explanation For Home Country Bias Downloads
Iftekhar Hasan and Yusif Simaan
99-066: The Determinants of De Novo Bank Survival Downloads
Robert DeYoung, Iftekhar Hasan and William C. Hunter
99-065: Underpricing of Venture and Non Venture Capital IPOs: An Empirical Investigation Downloads
Bill B. Francis and Iftekhar Hasan
99-064: The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks Downloads
Subal Kumbhakar, Ana Lozano-Vivas, C. Lovell and Iftekhar Hasan
99-063: Unit Root Tests are Useful for Selecting Forecasting Models Downloads
Francis Diebold and Lutz Kilian
99-062: Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management Downloads
Anil Bangia, Francis Diebold, Til Schuermann and John D. Stroughair
99-061: (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation Downloads
Torben Andersen, Tim Bollerslev, Francis Diebold and Paul Labys
99-060: Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian Downloads
Torben Andersen, Tim Bollerslev, Francis Diebold and Paul Labys
99-059: The Distribution of Exchange Rate Volatility Downloads
Torben Andersen, Tim Bollerslev, Francis Diebold and Paul Labys
99-058: Cross Holding and Imperfect Product Markets Downloads
Matthew J. Clayton and Bjorn Jorgensen
99-057: On the Formation and Structure of International Exchanges Downloads
Matthew J. Clayton, Bjorn Jorgensen and Kenneth A. Kavajecz
99-056: Debt, Investment, and Product Market Competition Downloads
Matthew J. Clayton
99-055: The Effect of Leverage on Bidding Behavior: Theory and Evidence from the FCC Auctions Downloads
Matthew J. Clayton and S. Abraham Ravid
99-054: The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves Downloads
Eli Ofek and Matthew Richardson
99-053: Optimal Compensation Contracts with Pay-For-Performance and Termination Incentives Downloads
Greg Hallman and Jay C. Hartzell
99-052: Crisis Dynamics of Implied Default Recovery Ratios: Evidence From Russia and Argentina Downloads
John J. Merrick
99-051: Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options Downloads
Matthew Clayton and David Yermack
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