EconPapers    
Economics at your fingertips  
 

Research Program in Finance Working Papers

From University of California at Berkeley
University of California at Berkeley, Berkeley, CA USA.
Contact information at EDIRC.

Bibliographic data for series maintained by Christopher F. Baum ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


RPF-295: On Adaptive Tail Index Estimation for Financial Return Models Downloads
Niklas Wagner and Terry Marsh.
RPF-294: Rational Markets: Yes or No? The Affirmative Case Downloads
Mark Rubinstein.
RPF-293: Return-Volume Dependence and Extremes in International Equity Markets Downloads
Terry A. Marsh and Niklas Wagner.
RPF-292: On the Relation Between Binomial and Trinomial Option Pricing Models Downloads
Mark Rubinstein.
RPF-291: Corporate Diversification and Agency Downloads
Benjamin E. Hermalin and Michael L. Katz.
RPF-289: Credit Derivatives in Banking: Useful Tools for Managing Risk? Downloads
Gregory R. Duffee and Chunsheng Zhou.
RPF-288: Order Flow and Exchange Rate Dynamics Downloads
Martin D. D. Evans and Richard K. Lyons.
RPF-287: The Role of a Corporate Bond Market in an Economy - and in Avoiding Crises Downloads
Nils H. Hakansson
RPF-286: Housing Return and Construction Cycles Downloads
Matthew Spiegel.
RPF-285: Search Costs: The Neglected Spread Component Downloads
Mark D. Flood Ronald Huisman Kees G. Koedijk and Richard Lyons.
RPF-284: Valuation and Return Dynamics of New Ventures Downloads
Jonathan B. Berk Richard C. Green and Vasant Naik.
RPF-283: Predicting Excess Returns with Public and Insider Information: The Case of Thrift Conversions Downloads
James A. Wilcox and Zane D. Williams.
RPF-282: The "Credit Crunch" and the Availability of Credit to Small Business
Diana Hancock and James A. Wilcox.
RPF-281: Dynamic Optimal Risk Management and Dividend Policy under Optimal Capital Structure and Maturity Downloads
Michael P. Ross.
RPF-280: Corporate Hedging: What, Why and How? Downloads
Michael P. Ross.
RPF-279: Pricing Derivatives the Martingale Way Downloads
Pierre Collin Dufresne William Keirstead and Michael P. Ross.
RPF-278: Agency Costs, Risk Management, and Capital Structure Downloads
Hayne Leland
RPF-277: Applying the Grinblatt-Titman and the Conditional (Ferson-Schadt) Performance Measures: The Case of Industry Rotation Via the Dynamic Investment Model Downloads
Robert R. Grauer and Nils H. Hakansson.
RPF-276: Closed-End Fund Discounts in a Rational Agent Economy Downloads
Matthew Spiegel.
RPF-275: Edgeworth Binomial Trees Downloads
Mark Rubinstein.
RPF-274-Rev: Derivatives Performance Attribution Downloads
Mark Rubinstein.
RPF-273: Profits and Position Control: A Week of FX Dealing Downloads
Richard Lyons
RPF-272: Bank Risk Management: Theory Downloads
David H. Pyle.
RPF-271: International Portfolio Investment Flows Downloads
Michael J. Brennan. and H. Henry Cao.
RPF-270: Is There Private Information in the FX Market? The Tokyo Experiment Downloads
Takatoshi Ito Richard K. Lyons and Michael T. Melvin.
RPF-269: Are Investors Reluctant to Realize Their Losses? Downloads
Terrance Odean
RPF-268: A Theory of Corporate Capital Structure and Investment Downloads
Miguel Cantillo Simon.
RPF-267: Options and Expectations
Hayne Leland
RPF-266: Volume, Volatility, Price and Profit When All Trader Are Above Average Downloads
Terrance Odean
RPF-265: Recovering Risk Aversion from Option Prices and Realized Returns Downloads
Jens Carsten Jackwerth.
RPF-264: Generalized Binomial Trees Downloads
Jens Carsten Jackwerth.
RPF-263-rev: Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies Downloads
Hayne Leland
RPF-262: Implied Binomial Trees: Generalizations and Empirical Tests Downloads
Jens Carsten Jackwerth.
RPF-261: Optimal Asset Rebalancing in the Presence of Transactions Costs Downloads
Hayne Leland
RPF-260: Stock Price Volatility in a Multiple Security Overlapping Generations Model Downloads
Matthew Spiegel.
RPF-259: Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
Hayne E. Leland and Klaus Bjerre Toft.
RPF-258: Imperfect Competition in Securities Markets with Diversely Informed Traders
Huining Cao
RPF-257: The Efficacy of Insider Trading Regulation
Matthew Spiegel and Avanidhar Subrahmanyam.
RPF-256-Rev: How Do Firms Choose Their Lenders? An Empirical Investigation Downloads
Miguel Cantillo and Julian Wright.
RPF-255: A Theory of Corporate Capital Structure and Investment
Miguel Cantillo
RPF-254-Rev: The Rise and Fall of Bank Control in the United States: 1890-1920 Downloads
Miguel Cantillo
RPF-253: A Spatial Model of Housing Returns and Neighborhood Substitutability Downloads
William N. Goetzmann and Matthew Spiegel.
RPF-252: Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach Downloads
Jacob Boudoukh Matthew Richardson Richard Stanton and Robert F. Whitelaw.
RPF-251: Mortgage Choice: What's the Point?
Richard Stanton and Nancy Wallace.
RPF-250: Implied Probability Distributions: Empirical Analysis
Jens Carsten Jackwerth and Mark Rubinstein.
RPF-249: A Variable Reduction Technique for Pricing Average-Rate Options
Hua He and Akihiko Takahashi.
RPF-248: Double Lookbacks
Hua He William P. Keirstead and Joachim Rebholz.
RPF-247: Anatomy of an ARM: Index Dynamics and Adjustable Rate Mortgage Valuation Downloads
Richard Stanton and Nancy Wallace.
RPF-246: Effects of Competition on Bidder Returns
Sankar De Mark Fedenia and Alexander J. Triantis.
RPF-245: On Revelation of Private Information in Stock Market Economies
Marcus Berliant and Sankar De.
Page updated 2020-08-03
Sorted by number, numeric part