Working Papers
From Southern California - School of Business Administration
University of Southern California, School of BusinessAdministration, Los Angeles, CA 90089-1421..
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- 00-58: Corporate Risk Management as a Lever for Shareholder Value Creation
- Söhnke Bartram
- 99-57: Horizon Risk and Asset Pricing
- Georges Hübner
- 99-56: Price Discovery on Foreign Exchange Markets with Differentially Informed Traders
- Frank de Jong, Ronald Mahieu, P. Schotman and I. Leeuwen
- 99-55: The Cost of Capital in International Financial Markets: Local Versus Global Beta
- K.G. Koedijk, Clemens Kool, F.G.J.A. Nissen, P.C. Schotman and Mathijs van Dijk
- 98-54: VaR-x: Fat Tails in Financial Risk Management
- Ronald Huisman, K.G. Koedijik and Rachel Pownall
- 98-50: Risk Premia in Term Structure of Interest Rates: A Panel Data Approach
- Dennis Bams and Christian Wolff
- 98-48: Measuring Risk Attitudes in a Natural Experiment: Data from The Television Game Show LINGO
- Roel Beetsma and P.C. Schotman
- 91-45: Beyong Implied Volatility: Probability Distributions and Hedge Ratios Implied by Option Prices
- D.C. Shimko
- 91-40: Path-Dependent Contracts on Interest Rates
- L. Sankarasubramanian and P. Ritchken
- 91-36: Fear and Depression: Consumer Confidence and Economic Fluctuations
- Matsusaka, J.C. Sbordone, A.M.
- 91-35: The Extraordinarily High Profits of Takeover Targets
- John Matsusaka
- 91-34: Headhunts, Mergers and Acquisitions: the Implications of Synergy
- John Matsusaka
- 91-33: Takeover Motives During the Conglomerate Merger Wave
- John Matsusaka
- 91-32: Interest Groups and the Environment: a Study of Initiative Voting Patterns
- John Matsusaka
- 91-31: A Psycho-Economic Theory of Voter Turnout with an Application to Declining U.S. Participation
- John Matsusaka
- 91-30: The Downsian Voter Meets the Ecological Fallacy
- J.G. Mutsusaka and Filip Palda
- 91-29: Election Closeness and Voter Turnout: Evidence from California Ballot Propositions
- John Matsusaka
- 91-27: Effects of Real Exchange Rate Uncertainty On Foreign Trade: Some Implications of International Risk Diversification
- T. Perl
- 91-24: Union Negotiation and Corporate Policy: A Study of Labor "Givebacks" in the Domestic Stel Industry During the 1980s
- DeAngelo, H,
- 91-17: Capital Formaion, Government Spending and International Economic Fluctuations
- P.A. Reynolds
- 91-8: Liquidity, Trading Rules and Electronic Trading Systems
- L. Harris
- 91-7: Consequences of 1992 for Competition in Financial Services: Banking
- J.K. Dietrich
- 91-5: Regulatory Precommitment and Capital Structure Choice
- S. Dasgupta and Vikram Nanda
- 91-4: Exchange Rate Volatility and the Value of the Option to Introduce a New Product
- A.C. Shapiro
- 91-3: Seigniorage As a Tax: A Quantitative Evaluation
- Ayse Imrohoroglu and Edward Prescott