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.
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.

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

Menachem Brenner, Rafi Eldor and Shmuel Hauser

99-085: Fee Speech: Signalling and the Regulation of Mutual Fund Fees

Sanjiv Das and Rangarajan K. Sundaram

99-084: An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings

Edward Altman and Anthony Saunders

99-083: Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses

Paul Bennett, Kenneth Garbade and John Kambhu

99-082: Explaining the Rate Spread on Corporate Bonds

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

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

Stephen Brown

99-076: Does Option Compensation Increase Managerial Risk Appetite?

Jennifer Carpenter

99-075: Underpricing of New Equity Offerings by Privatized Firms: An International Test

Qi Huang and Richard M. Levich

99-074: 1998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors

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

Anthony W. Lynch

99-072: A Multifractal Model of Assets Returns

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

Adlai Fisher

99-070: Contingent Control Rights and Managerial Incentives: The Design of Long-term Debt

Zsuzsanna Fluck

99-069: Capital Structure Decisions in Small and Large Firms: A Life-cycle Theory of Financing

Zsuzsanna Fluck

99-068: Organizational Form and Expense Preference: Spanish Experience

Iftekhar Hasan and Ana Lozano-Vivas

99-067: A Rational Explanation For Home Country Bias

Iftekhar Hasan and Yusif Simaan

99-066: The Determinants of De Novo Bank Survival

Robert DeYoung, Iftekhar Hasan and William C. Hunter

99-065: Underpricing of Venture and Non Venture Capital IPOs: An Empirical Investigation

Bill B. Francis and Iftekhar Hasan

99-064: The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks

Subal Kumbhakar, Ana Lozano-Vivas, C. Lovell and Iftekhar Hasan

99-063: Unit Root Tests are Useful for Selecting Forecasting Models

Francis Diebold and Lutz Kilian

99-062: Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management

Anil Bangia, Francis Diebold, Til Schuermann and John D. Stroughair

99-061: (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation

Torben Andersen, Tim Bollerslev, Francis Diebold and Paul Labys

99-060: Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian

Torben Andersen, Tim Bollerslev, Francis Diebold and Paul Labys

99-059: The Distribution of Exchange Rate Volatility

Torben Andersen, Tim Bollerslev, Francis Diebold and Paul Labys

99-058: Cross Holding and Imperfect Product Markets

Matthew J. Clayton and Bjørn Jørgensen

99-057: On the Formation and Structure of International Exchanges

Matthew J. Clayton, Bjørn Jørgensen and Kenneth A. Kavajecz

99-056: Debt, Investment, and Product Market Competition

Matthew J. Clayton

99-055: The Effect of Leverage on Bidding Behavior: Theory and Evidence from the FCC Auctions

Matthew J. Clayton and S. Abraham Ravid

99-054: The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves

Eli Ofek and Matthew Richardson

99-053: Optimal Compensation Contracts with Pay-For-Performance and Termination Incentives

Greg Hallman and Jay C. Hartzell

99-052: Crisis Dynamics of Implied Default Recovery Ratios: Evidence From Russia and Argentina

John J. Merrick

99-051: Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options

Matthew Clayton and David Yermack