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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99-050: Wealth Creation and Destruction from Brooke Group's Tobacco Litigation Strategy

Sandeep Dahiya and David Yermack

99-049: Political Risk, Financial Crisis, and Market Volatility

Jianping Mei

99-048: Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt

Viral Acharya, J. Huang, Marti G. Subrahmanyam and R. Sundaram

99-047: Margin Rules, Informed Trading in Derivatives and Price Dynamics

Kose John, A. Koticha and R. Narayanan

99-046: Portfolio Performance and Agency

Philip Dybvig, Heber K. Farnsworth and Jennifer Carpenter

99-045: The Term Structure of Interest Rate-Futures Prices

R.C. Stapleton and Marti G. Subrahmanyam

99-044: Temporal Resolution of Uncertainty, the Investment Policy of Levered Firms and Corporate Debt Yields

Alexander Reisz

99-043: Temporal Resolution of Uncertainty and Corporate Debt Yields: an Empirical Investigation

Alexander Reisz

99-042: A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility

Jacob Boudoukh, Matthew Richardson, Richard Stanton and Robert Whitelaw

99-041: Dividend Policy and Clientele Rationality

Lee Nelson

99-040: Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns

Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson and Robert Whitelaw

99-039: The Impact of the Rule of Law on the Structure and Function of Securities Markets

Larry Alan Bear and Rita Maldonado-Bear

99-038: Price Functionals with Bid-Ask Spreads: An Axiomatic Approach

Elyès Jouini

99-037: Optimal Investment with Taxes: An Existence Result

Elyès Jouini, Pierre-Francois Koehl and Nizar Touzi

99-036: Viability and Equilibrium in Securities Markets with Frictions

Elyès Jouini and Hédi Kallal

99-035: Efficient Trading Strategies in the Presence of Market Frictions

Elyès Jouini and Hédi Kallal

99-034: Arbitrage and Investment Opportunities

Elyès Jouini and Clotilde Napp

99-033: Arbitrage and Viability in Securities Markets with Fixed Trading Costs

Elyès Jouini, Hédi Kallal and Clotilde Napp

99-032: Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

Suleyman Basak and Alexander Shapiro

99-031: The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence

Alexander Shapiro

99-030: Price Impact Asymmetry of Block Trades: An Institutional Trading

Gideon Saar

99-029: Optimal Compensation for Fund Managers of Uncertain Type: The Information Advantages of Bonus Schemes

Alexander Stremme

99-028: Semiparametric Pricing of Multivariate Contingent Claims

Joshua Rosenberg

99-027: Implied Volatility Functions: A Reprise

Joshua Rosenberg

99-026: Option-Based Tests of Interest Rate Diffusion Functions

Joshua Rosenberg

99-025: Asset Pricing Puzzles: Evidence from Options Markets

Joshua Rosenberg

99-024: Research and Development Expense: Implications for Profitability Measurement and Valuation

Aswath Damodaran

99-023: Dealing with Operating Leases in Valuation

Aswath Damodaran

99-022: The Dark Side of Valuation: Firms with No Earnings, No History and No Comparables

Aswath Damodaran

99-021: Estimating Equity Risk Premiums

Aswath Damodaran

99-020: Financing Innovations and Capital Structure Choices

Aswath Damodaran

99-019: Estimating Risk Parameters

Aswath Damodaran

99-018: Value Creation and Enhancement: Back to the Future

Aswath Damodaran

99-017: Forecasting Multifractal Volatility

Laurent Calvet and Adlai Fisher

99-17: Durable Goods Monopoly with Network Externalities with Application to the PC Operating Systems Market

Nicholas Economides

99-16: The Role of Fiscal Policy in Japan: a Quantitative Study

Fabrizio Perri

99-016: Financial Services Strategies in the Euro-Zone

Ingo Walter

99-015: Empirical Tests of Interest Rate Model Pricing Kernels

Joshua Rosenberg

99-014: Empirical Pricing Kernels

Joshua Rosenberg and Robert Engle

99-013: A Direct Approach to Arbitrage-Free Pricing of Derivatives

Sanjiv Das and Rangarajan K. Sundaram

99-012: Trading Fast and Slow: Security Market Events in Real Time

Joel Hasbrouck

99-011: Common Factors in Prices, Order Flows and Liquidity

Joel Hasbrouck and Duane J. Seppi

99-010: Regime Shifts and Bond Returns

Jacob Boudoukh, Matthew Richardson, Tom Smith and Robert Whitelaw

99-009: Pricing of Non-redundant Derivatives in a Complete Market

Elyès Jouini and Pierre-Francois Koehl

99-008: Continuous Time Equilibrium Pricing of Nonredundant Assets

Elyès Jouini and Clotilde Napp

99-007: Executive Stock Option Exercises and Inside Information

Jennifer N. Carpenter and Barbara Remmers

99-006: Privatization with Political Constraints: Auctions versus Private Negotiations

Zsuzsanna Fluck, Kose John and S. Abraham Ravid

99-005: Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001

Edward Altman, Diane Cooke and Vellore Kishore

99-004: Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998

Edward Altman and Luis Beltran

99-003: When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel

Günter Franke, Richard C. Stapleton and Marti G. Subrahmanyam