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Testing Weak-form Efficiency of the Russian Stock Market
Natalja V. Abrosimova (University of Cambridge)
Dirk Linowski (University of Nijmegen)
The Effects of Focus and Diversification on Bank Risk and Return: Evidence from Individual Bank Loan Portfolios
Viral V. Acharya (London Business School)
Anthony Saunders (New York University)
Iftekhar Hasan (New Jersey Institute of Technology)
Why Firms Use Non-linear Hedging Strategies
Tim Adam (Hong Kong University of Science & Technology)
Votes Without Dividends: Managerial Control through Bank Trust Departments
Renée B. Adams (Federal Reserve Bank of New York)
Joao C. Santos (Federal Reserve Bank of New York)
Who is Afraid of Reg FD? The Behavior and Performance of Sell-side Analysts Following the SEC's Fair Disclosure Rules
Anup Agrawal (University of Alabama)
Sahiba Chadha (University of Alabama)
Market Response to European Regulation of Business Combinations
Nihat Aktas (Université Catholique de Louvain)
Richard Roll (University of California - Los Angeles)
Eric de Bodt (Université Catholique de Louvain)
Portfolio Allocation Choices in Taxable and Tax-deferred Accounts: An Empirical Analysis of Tax Efficiency
Gene Amromin (University of Chicago)
Crushed by a Rational Stampede: Strategic Share Dumping and Shareholder Insurrections
Mukarram Attari (University of Wisconsin at Madison)
Suman Banerjee (Tulane University)
Thomas H. Noe (Tulane University)
Exotics and Electrons: Electric Power Crises and Financial Risk Management
Suman Banerjee (Tulane University)
Thomas H. Noe (Tulane University)
The Impact of the Euro on Foreign Exchange Rate Risk Exposures
Söhnke M. Bartram (Lancaster University)
Stefanie Kleimeier-Ros (Universiteit Maastricht)
Andrew Karolyi (Ohio State University)
Characterizing Asymmetric Information in International Equity Markets
Gregory H. Bauer (University of Rochester)
Rui A. Albuquerque (University of Rochester)
Martin Schneider (University of California)
Market Integration and Contagion
Geert Bekaert (Columbia University)
Angela Ng (Hong Kong University of Science & Technology)
Campbell R. Harvey (Duke University)
Non-redundant Options in a Dynamic General Equilibrium Economy
Harjoat Bhamra (London Business School)
Raman Uppal (London Business School)
Leonid Kogan (MIT)
Agency Costs, Bank Specialness and Renegotiation
Sreedhar T. Bharath (New York University)
Imperfect Competition in Financial Markets: ISLAND vs. NASDAQ
Christophe Bisière (University of Perpignan)
Bruno Biais (Université de Toulouse)
Chester Spatt (Carnegie Mellon University)
Option-implied Risk Aversion Estimates: Robustness and Patterns
Robert Bliss (Federal Reserve Bank of Chicago)
Nikolaos Panigirtzoglou (Bank of England)
Price Support by Underwriters in Initial and Seasoned Public Offerings
Ekkehart Boehmer (New York Stock Exchange, Inc.)
Raymond Fishe (University of Miami)
The Optimal Concentration of Creditors
Arturo Bris (Yale University)
Ivo Welch (Yale University)
Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
Antje Brunner (Humboldt-Universität zu Berlin)
Jan Pieter Krahnen (Johann Wolfgang Goethe-Universität Frankfurt/M.)
'Maximal' Convenience Yield Model Implied by Commodity Futures
Jaime Casassus (Carnegie Mellon University and Pontificia Universidad Catolica de Chile)
Pierre Collin-Dufresne (Carnegie Mellon University)
Mispricing in IPO Methods and the Predictive Ability of Investors' Interest for New Issues
Salim Chahine (Audencia-Nantes)
The Choice of the Medium of Exchange in Acquisitions: A Direct Test of the Double-sided Asymmetric Information Hypothesis
Thomas Chemmanur (Boston College)
Imants Paeglis (Concordia University)
Downside Correlation and Expected Stock Returns
Joseph Chen (University of Southern California)
Andrew Ang (Columbia University and NBER)
Yuhang Xing (Columbia University)
Some Evidence that a Tobin Tax on Foreign Exchange Transactions may Increase Volatility
Bhagwan Chowdhry (University of California - Los Angeles)
Robert Aliber (University of Chicago)
Shu Yan (University of Arizona)
Revisiting the Shape of the Yield Curve: The Effect of Interest Rate Volatility
Charlotte Christiansen (Aarhus School of Business)
Jesper Lund (Nykredit Bank)
The Market for Record-date Ownership
Susan Christoffersen (Mc Gill University)
Christopher Geczy (University of Pennsylvania)
David Musto (University of Pennsylvania)
Adam V. Reed (University of North Carolina)
Return Sensitivity to Industry Shocks: Evidence on the (In-)Efficient Use of Internal Capital Markets
Joao F. Cocco (London Business School)
Jan Mahrt-Smith (London Business School)
Stochastic Correlation and the Relative Pricing of Caps and Swaptions in a Generalized-affine Framework
Pierre Collin-Dufresne (Carnegie Mellon University)
Robert S. Goldstein (Ohio State University)
Institutional Trading Costs and Alternative Trading Systems
Jennifer Conrad (University of North Carolina at Chapel Hill)
Kevin M. Johnson (Aronson+Partners)
Sunil Wahal (Emory University)
Lazy Entrepreneurs or Dominant Banks? An Empirical Analysis of the Market for SME Loans in the UK
Robert Cressy (City University of London)
Otto Toivanen (Helsinki School of Economics)
The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes
Raymond R. da Silva Rosa (University of Western Australia)
Terry Walter (University of New South Wales)
Philip Brown (University of Western Australia)
Nick Chappel (University of Sydney)
An Evaluation of International Asset Pricing Models
Magnus Dahlquist (Duke University and Centre for Economic Policy Research)
Torbjörn Sällström (Stockholm School of Economics)
Asset Price Dynamics with Value-at-Risk Constrained Traders
Jón Danielsson (London School of Economics)
Jean-Pierre Zigrand (London School of Economics)
Hyun Song Shin (London School of Economics)
Is Debt Maturity Determined by Asymmetric Information about Short-term or Long-term Earnings?
Petra Danisevska (Erasmus University)
Governance and Boards of Directors in Closed-end Investment Companies
Larry Dann (University of Oregon)
M. Megan Partch (University of Oregon)
Diane Del Guercio (University of Oregon)
The World Price of Earnings Opacity
Hazem Daouk (Cornell University)
Utpal Bhattacharya (Indiana University)
Tax Policy Changes and Ex-dividend Behavior: The Case of Sweden
Sven-Olov Daunfeldt (Umea University)
Do Macroeconomic Announcements Cause Asymmetric Volatility?
Peter De Goeij (Katholieke Universiteit Leuven)
Wessel Marquering (Erasmus University Rotterdam)
Cross-country Differences in Stock Market Development: A Cultural View
Eelke de Jong (University of Nijmegen)
Radislav Semenov (University of Nijmegen)
International Portfolio Diversification: Industry, Country, and Currency Effects Revisited
Frans De Roon (Tilburg University)
Bruno Gerard (Norwegian School of Management)
Pierre Hillion (INSEAD)
Issuers, Underwriters and Institutional Investors: Why They All Like the Book-building IPO Procedure
Francois Derrien (University of Toronto)
Dividend Policy Inside the Firm
Mihir Desai (Harvard University)
C. Fritz Foley (National Bureau of Economic Research)
James R. Hines (National Bureau of Economic Research)
Is Default Event Risk Priced in Corporate Bonds?
Joost Driessen (University of Amsterdam)
Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions
Antje Dudenhausen (Universität Bonn)
Insider Trading and Corporate Control Structures: Evidence from The U.K.
Jana P. Fidrmucova (Tilburg University)
Luc Renneboog (Tilburg University)
Contingent Control Rights and Managerial Incentives: The Design of Long-term Debt
Zsuzsanna Fluck (Michigan State University)
Risk Management for Derivatives in Illiquid Markets: A Simulation Study
Rüdiger Frey (Universität Leipzig)
Pierre Patie (ETH Zürich)
An Examination of Heterogeneous Beliefs with a Short Sale Constraint
Michael F. Gallmeyer (Carnegie Mellon University)
Burton Hollifield (Carnegie Mellon University)
Real Options Valuation: A Monte Carlo Approach
Andrea Gamba (Università di Verona)
Stochastic Volatility for Lévy Processes
Hélyette Geman (Université Paris IX Dauphine & ESSEC)
Peter Carr (Bank of America Securities)
Dilip B. Madan (University of Maryland)
Marc Yor (Université Paris VI)
Interjurisdictional Company Taxation in Europe, the German Reform and the New EU Suggested Direction
Marcel Gérard (Facultés Universitaires Catholiques de Mons FUCaM)
Default Compensator, Incomplete Information, and the Term Structure of Credit Spreads
Kay Giesecke (Humboldt-Universität zu Berlin)
Momentum and Turnover: Evidence from the German Stock Market
Markus Glaser (Universität Mannheim)
Martin Weber (Universität Mannheim)
Sharpening Sharpe Ratios
William N. Goetzmann (Yale University)
Jonathan Ingersoll (Yale University)
Matthew Spiegel (Yale University)
Ivo Welch (Yale University)
Measuring Private Information Trading in Emerging Markets
Olesya V. Grishchenko (New York University)
Jianping Mei (New York University)
Lubomir P. Litov (New York University)
Contestability, Technology and Banking
Reint E. Gropp (Europäische Zentralbank)
Sandrine Corvoisier (Europäische Zentralbank)
Manipulation, the Allocational Role of Prices and Production Externalities
Alexander Guembel (University of Oxford)
Itay Goldstein (Duke University)
Corporate Governance, Capital Market Discipline and the Returns on Investment
Klaus Gugler (Universität Wien)
Dennis Müller (Universität Wien)
Burcin Yurtoglu (Universität Wien)
An Empirical Investigation of the Rank Correlation Between Different Risk Measures
Carsten Hahn (Westfälische Wilhelms-Universität Münster)
Andreas Pfingsten (Westfälische Wilhelms-Universität Münster)
Peter Wagner (Westfälische Wilhelms-Universität Münster)
The Price of Future Liquidity: Time-varying Liquidity in the U.S. Treasury Market
Bernd Hanke (London Business School)
David Goldreich (London Business School)
Purnendu Nath (London Business School)
Discounting and Underprincing in Seasoned Equity Offers
Robert Hansen (Tulane University)
Oya Altinkilic (University of Pittsburgh)
Allocation of Decision-making Authority
Milton Harris (University of Chicago)
Artur Raviv (Northwestern University)
Bank Mergers, Competition and Liquidity
Philipp Hartmann (Europäische Zentralbank)
Giancarlo Spagnolo (Universität Mannheim)
Elena Carletti (Universität Mannheim)
Competition and Strategic Information Acquisition in Credit Markets
Robert Hauswald (University of Maryland)
Robert Marquez (University of Maryland)
Internal Capital Markets: The Insurance-contagion Trade-off
Ulrich Hege (HEC School of Management)
Lorand Ambrus-Lakatos (Central European University)
Stock Based Compensation: Firm-specific Risk, Efficiency and Incentives
Vicky Henderson (University of Oxford)
Dealer Behaviour and Market Quality when Insiders Trade
David Hillier (University of Strathclyde)
Narayan Y. Naik (London Business School)
Pradeep K. Yadav (University of Strathclyde)
Shareholder Diversification and the Value of Control
Martin Holmen (Uppsala Universitet)
Richard Heaney (Australian National University)
Cooperation in International Banking Supervision: A Political Economy Approach
Cornelia Holthausen (Europäische Zentralbank)
Thomas Roende (Universität Mannheim)
Nonparametric Specification Testing for Continuous-time Models with Application to Spot Interest Rates
Yongmiao Hong (Cornell University)
Haitao Li (Cornell University)
An Empirical Comparison of Default Swap Pricing Models
Patrick Houweling (Erasmus University Rotterdam and Rabobank International)
Ton Vorst (Erasmus University Rotterdam and ABN Amro)
The Role of Target Leverage in Security Issues and Repurchases
Armen Hovakimian (Baruch College)
Structural Models of Corporate Bond Pricing: An Empirical Analysis
Jing-zhi Huang (Penn State University)
Jean Helwege (Ohio State University)
Young Ho Eom (Yonsei University)
Financial Constraints and Investment-Cash Flow Sensitivity
Zhangkai Huang (University of Oxford)
The Effect of Capital Market Characteristics on the Value of Start-up Firms
Roman Inderst (London School of Economics)
Holger Müller (New York University)
Idiosyncratic Consumption Risk and the Cross-section of Asset Returns
Kris Jacobs (McGill University)
Kevin Q. Wang (University of Toronto)
On Valuation Before and After Tax in No Arbitrage Models: Tax Neutrality in the Discrete Time Model
Bjarne Astrup Jensen (Copenhagen Business School)
Market Timing and Managerial Portfolio Decisions
Dirk C. Jenter (MIT Sloan School of Management)
Stock Market Fundamentals and Heterogeneity of Beliefs: Tests Based on a Decomposition of Returns and Volatility
Jennifer L. Juergens (Arizona State University)
Eric Ghysels (University of North Carolina at Chapel Hill)
Investors' Activity and Trading Behavior
Petri Kyröläinen (University of Oulu)
Jukka Perttunen (University of Oulu)
Start-up Financing: Banks vs. Venture Capital
Augustin Landier (University of Chicago)
Incentives in Internal Capital Markets: Capital Constraints, Competition, and Investment Opportunities
Christian Laux (London School of Economics)
Roman Inderst (London School of Economics)
On the Value of Influence Activities: Is Lobbying in Internal Capital Markets Always Detrimental to the Firm?
Volker Laux (Johann Wolfgang Goethe-Universität Frankfurt/M.)
Equilibrium Open Interest
Dietmar P. J. Leisen (Mc Gill University)
Kenneth L. Judd (Stanford University)
Investor Protection and Earnings Management: An International Comparison
Christian Leuz (University of Pennsylvania)
Peter D. Wysocki (University of Michigan - Ann Arbor)
Dhananjay Nanda (University of Michigan Business School)
Career Concerns of Analysts: Compensation, Termination, and Performance
Xi Li (Vanderbilt University)
Consumption Habit and International Stock Returns
Yuming Li (City University of Hong Kong)
Maosen Zhong (University of Texas at Brownsville)
Who Knows What When? - The Information Content of Pre-IPO Market Prices
Gunter Löffler (Johann Wolfgang Goethe-Universität Frankfurt/M.)
Erik Theissen (Universität Bonn)
Patrick F. Panther (Commerzbank AG)
Are European Corporations Fleecing Minority Shareholders? Results from a New Empirical Approach
Gilberto Loureiro (Universidade do Minho)
Jose Guedes (Universidade Catolica Portuguesa)
Pricing Vulnerable Options with Copulas
Elisa Luciano (Università di Torino)
Umberto Cherubini (Università di Bologna)
Growth Volatility and Equity Market Liberalization
Christian T. Lundblad (Indiana University)
Geert Bekaert (Columbia University)
Campbell R. Harvey (Duke University)
Strategic Choices of Capital Structure in Oligopolies: Theory and Evidence
Evgeny Lyandres (University of Rochester)
Are Initial Return and IPO Discount the Same Thing? A Comparison of Direct Public Offerings and Underwritten IPOs
Tai Ma (National Sun Yat-sen University)
Pei Ru Tsai (National Sun Yat-sen University)
Comparing Risk-neutral Probability Density Functions Implied by Option Prices - Market Uncertainty and ECB-council Meetings
Martin Mandler (Justus-Liebig-Universität Gießen)
Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
Spencer Martin (Arizona State University)
Asymmetry of Information in Emerging Markets: Should a Firm Issue Its Securities Locally or Abroad?
Nuno C. Martins (Universidade Nova de Lisboa and Bank of Portugal)
The Tax (Dis)Advantage of a Firm Issuing Options on Its Own Stock
Robert McDonald (Northwestern University)
Bankruptcy Happens: A Study of the Mechanics of Distress-driven CAPM Anomalies
Carlos A. Mello-e-Souza (Seattle University)
Market Quality and Trader Behavior in a Manipulated Market: Anatomy of a Squeeze
John Merrick (Baruch College)
Narayan Y. Naik (London Business School)
Pradeep K. Yadav (University of Strathclyde)
Quality of Information and Volatility Around Earnings Announcements
Suleiman R. Mohamed (The Institute of Finance Management, Dar es Salaam)
Pradeep K. Yadav (University of Strathclyde)
Disappointment, Pessimism and the Equity Risk Premia
Nicolas Nalpas (HEC Montréal)
Thierry Chauveau (Université Paris I Panthéon-Sorbonne)
Start-ups, Venture Capitalists, and the Capital Gains Tax
Soren Bo Nielsen (Copenhagen Business School)
Christian Keuschnigg (University of St. Gallen)
Investor Awareness and Market Segmentation: Evidence from S&P 500 Index Changes
Gregory Noronha (Arizona State University West)
Honghui Chen (University of Baltimore)
Vijay Singal (Virginia Polytechnic Inst. & State Univ.)
Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
Kjell G. Nyborg (London Business School)
Ilya A. Strebulaev (London Business School)
Ulrich Bindseil (Europäische Zentralbank)
Information and the Cost of Capital
Maureen O'Hara (Cornell University)
David Easley (Cornell University)
Linear and Nonlinear Exchange Rate Exposure and the Price of Exchange Rate Risk
Bernt Arne Odegaard (Norwegian School of Management)
Richard Priestley (Norwegian School of Management)
Dying Out or Dying Hard? Disposition Investors in Stock Markets
Andreas Oehler (Universität Bamberg)
Klaus Heilmann (Universität Bamberg)
Volker Laeger (Universität Bamberg)
Michael Oberländer (Universität Bamberg)
Hedging with Forwards and Puts in Complete and Incomplete Markets
Casper Oosterhof (University of Groningen)
Simon Benninga (Tel Aviv University)
Corporate Cash Holdings: An Empirical Investigation of UK Companies
Aydin Ozkan (University of York)
Neslihan Ozkan (University of Liverpool)
Courts and Banks: Effects of Judicial Enforcement on Credit Markets
Marco Pagano (Università di Salerno)
Tullio Jappelli (Università di Salerno)
Magda Bianco (Banca d'Italia)
Aftermarket Short Covering and the Pricing of IPOs
Andreas Park (University of Cambridge)
Björn Bartling (Ludwig-Maximilian-Universität München)
The Equity Mix in Executive Compensation: An Investigation of Cross-country Differences
Ajay Patel (Wake Forest University)
Robert Nash (Wake Forest University)
Stephen Bryan (Wake Forest University)
Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?
Grzegorz Pawlina (Tilburg University)
Peter M. Kort (Tilburg University)
Do Bank Risk Management and Regulatory Policy Reduce Risk in Banking?
Loriana Pelizzon (London Business School and Università di Padova)
Stephen Schaefer (London Business School)
Optimal Contracts for Teams of Money Managers
Pegaret Pichler (Boston College)
The Price of Power: The Valuation of Power and Weather Derivatives
Craig Pirrong (Oklahoma State University)
Martin Jermakyan (ElectraPartner.com)
Forecasting Sterling/Dollar Volatility: Implied Volatilities versus Long Memory Intraday Models
Shiu-yan Pong (Lancaster University)
Stephen J. Taylor (Lancaster University)
Mark Shackleton (Lancaster University)
Xinzhong Xu (Lancaster University)
Behavior and Performance of Investment Newsletters Analysts
Vicente Pons (Yale School of Manegement)
Alok Kumar (Cornell University)
Modelling Extreme-value Dependence in International Stock Markets
Ser-Huang Poon (University of Strathclyde)
Michael Rockinger (HEC School of Management)
Jonathan Tawn (Lancaster University)
Buy-side Analysts, Sell-side Analysts, and Information Transmission: Theory and Evidence
Jun Qian (Boston College)
Huanliang Liu (Boston College)
Yingmei Cheng (Florida State University)
Market Forces at Work in the Banking Industry: Evidence from the Capital Buildup of the 1990s
Kasturi Rangan (Case Western Reserve University)
Mark J. Flannery (University of Florida)
Output and Expected Returns - A Multicountry Study
Jesper Rangvid (Copenhagen Business School)
Capital Structure and Real Assets: Effects of an Implicit Collateral to Debt Holders
Christian Riis Flor (University of Southern Denmark)
U.S. Exchange Rates and Currency Flows
Dagfinn Rime (Norges Bank and Stockholm Institute for Financial Research)
Transparency, Liquidity and Price Formation
Barbara Rindi (Università Bocconi)
Budget Constraints and Profitability: Evidence from a Transition Economy
Marian Rizov (Katholieke Universiteit Leuven)
Limited Liability Rules, Financial Innovation and Capital Structure Complexity
Michel Robe (American University)
The Price of Inflation and Foreign Exchange Risk in International Equity Markets
Cesare Robotti (Federal Reserve Bank of Atlanta)
The Effect of Index Option Initiation on Volatility in the Presence of Heterogenous Beliefs and Short Sale Constraint
Amir Rubin (University of British Columbia)
Alan Kraus (University of British Columbia)
Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
Kristian Rydqvist (Binghamton University)
Matti Keloharju (Helsinki School of Economics)
Kjell G. Nyborg (London Business School)
An Empirical Analysis of Stock and Bond Market Liquidity
Asani Sarkar (Federal Reserve Bank of New York)
Tarun Chordia (Emory University)
Avanidhar Subrahmanyam (University of California - Los Angeles)
Modelling the Implied Probability of Stock Market Declines
Martin Scheicher (Österreichische Nationalbank)
Ernst Glatzer (Österreichische Nationalbank)
Local Expected Shortfall-hedging
Marco Schulmerich (Johannes Gutenberg-Universität Mainz)
Siegfried Trautmann (Johannes Gutenberg-Universität Mainz)
On the Strategic Use of Corporate Venture Financing for Securing Demand
Armin Schwienbacher (Université de Namur)
Yohannes E. Riyanto (National University of Singapore)
Firm Performance, Capital Structure and the Tax Benefits of Employee Stock Options
Kuldeep Shastri (University of Pittsburgh)
Kathleen M. Kahle (University of Pittsburgh)
Earnings Management and Executive Compensation: A Case of Overdose of Option and Underdose of Salary?
Ronald E. Shrieves (University of Tennessee)
Pengjie Gao (University of Tennessee)
A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs
Milind Shrikhande (Georgia State University)
Gautam Goswami (Fordham University)
Liuren Wu (Fordham University)
Are Two Investors Better than One?
Peter Simmons (University of York)
Anna Maria C. Menichini (Università di Salerno)
Is Learning a Dimension of Risk?
Andrei Simonov (Stockholm School of Economics)
Massimo Massa (INSEAD)
The Jarrow/Turnbull Default Risk Model - Evidence from the German Market
Leopold Sögner (Wirtschaftsuniversität Wien)
Manfred Frühwirth (Wirtschaftsuniversität Wien)
What Drives Equity Returns in Central and Eastern Europe
Magdalena Sokalska (Warsaw School of Economics)
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
Carsten Sorensen (Copenhagen Business School)
Martin Christian Richter (Copenhagen Business School)
Long Term Portfolio Strategy Given Uncertain Personal Savings
Richard Stapleton (University of Strathclyde)
Günter Franke (Universität Konstanz)
Sandra Peterson (University of Strathclyde)
Sticky Prices: IPO Pricing on Nasdaq and the Neuer Markt
Alexander Stomper (Universität Wien)
Wolfgang Aussenegg (Technische Universität Wien)
Pegaret Pichler (Boston College)
Multiple Unit Auctions and Short Squeezes
Ilya A. Strebulaev (London Business School)
Kjell G. Nyborg (London Business School)
Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: A Unified Approach
Alexander Stremme (University of Warwick)
Abhay Abhyankar (University of Warwick)
Devraj Basu (University of Warwick)
Agency Problems are Ameliorated by Stock Market Liquidity: Monitoring, Information and the Use of Stock-based Compensation
Peter L. Swan (University of New South Wales)
Gerald Garvey (Claremont Graduate University)
Credit Risk Orderings Implicit in Ratings and Bond Market Yields
Alex P. Taylor (University of Cambridge)
William Perraudin (University of London)
Risk Management with Benchmarking
Lucie Teplá (INSEAD)
Suleyman Basak (London Business School)
Alex Shapiro (New York University)
The Relation Between Implied and Realised Probability Density Functions
Robert Tompkins (Technische Universität Wien)
Iliana Anagnou (University of Warwick)
Mascia Bedendo (University of Warwick)
Stewart Hodges (University of Warwick)
Towards Deep and Liquid Markets: Lessons from the Open and Close at the London Stock Exchange
Ian Tonks (University of Bristol)
Andrew Ellul (Indiana University)
Hyun Song Shin (London School of Economics)
Risk, Robustness and Knightian Uncertainty in Continuous Time, Heterogenous Agents, Financial Equilibria
Fabio Trojani (University of Southern Switzerland)
Paolo Vanini (University of Southern Switzerland)
Managerial Labour Market and Governance Role of Shareholder Control Structures in the UK
Grzegorz Trojanowski (Tilburg University)
Luc Renneboog (Tilburg University)
Model Misspecification and Under-diversification
Raman Uppal (London Business School)
Tan Wang (University of British Columbia)
Legal Environment, Capital Structure and Firm Growth. International Evidence from Industry Data
Natalia Utrero Gonzalez (Universidad Carlos III)
Structuring the IPO: Empirical Evidence on the Primary and Secondary Portion
Cynthia Van Hulle (Katholieke Universiteit Leuven)
Nancy Huyghebaert (Katholieke Universiteit Leuven)
Do Countries or Industries Explain Momentum in Europe?
Marno Verbeek (Erasmus University Rotterdam)
Theo E. Nyman (Tilburg University)
Laurens Swinkels (Tilburg University)
Use of Different Trading Environments Around Interim Earnings Announcements on the Helsinki Stock Exchange
Markku Vieru (University of Oulu)
Diversification Discount or Premium? New Evidence from BITS Establishement-level Data
Belén Villalonga (Harvard University)
Modelling Electricity Prices: International Evidence
Pablo Villaplana (Universidad Carlos III de Madrid)
Alvaro Escribano (Universidad Carlos III de Madrid)
Juan Ignacio Peña (Universidad Carlos III de Madrid)
On the Strength of the US Dollar: Can it Be Explained by Output Growth?
Peter Vlaar (De Nederlandsche Bank)
Managers, Workers, and Corporate Control
Paolo F. Volpin (London Business School)
Marco Pagano (Università di Salerno)
Does Risk or Mispricing Explain the Cross-section of Stock Prices?
Tuomo Vuolteenaho (Harvard University)
Randolph Cohen (Harvard University)
Christopher Polk (Northwestern University)
Price Impact Costs and the Limit of Arbitrage
Masahiro Watanabe (Yale University)
Werner Stanzl (Yale University)
Zhiwu Chen (Yale University)
Columbus Egg: The Real Determinant of Capital Structure
Ivo Welch (Yale University)
The Impact of Bankruptcy Rules on Risky Project Choice and Skill Formation under Credit Rationing
Clas Wihlborg (Copenhagen Business School)
Shubhashis Gangopadhyay (Indian Statistical Institute, Delhi Centre and SERFA)
Foreign Exchange Markets' Perceptions of EMU Participation by Finland, France, Italy, and Portugal
Bernd Wilfling (HWWA Hamburg)
Do Security Analysts Exhibit Persistent Differences in Stock Picking Ability?
Richard Willis (Duke University)
Michael B. Mikhail (Duke University)
Beverly R. Walther (Northwestern University)
Crony Lending in Thailand Before the Financial Crisis
Yupana Wiwattanakantang (Hitotsubashi University)
Raja Kali (University of Arkansas)
Chutatong Charumilind (Cornell University)
The Information Content of the Demand and Supply Schedules of Stocks
Avi Wohl (Tel Aviv University)
Avner Kalay (Tel Aviv University)
Hedging Non-tradable Risk with Instantaneous Forward Contracts
Rafal Wojakowski (Lancaster University)
Do Dealer Firms Manage Inventory on a Stock-by-stock or a Portfolio Basis?
Pradeep K. Yadav (University of Strathclyde)
Narayan Y. Naik (London Business School)
Classical Corporation Tax as a Global Means of Tax Harmonization
Jouko Ylä-Liedenpohja (University of Tampere)
Seppo Kari (Government Institute for Economic Research)
Rational Asset Pricing Implications from Realistic Trading Frictions
Jean-Pierre Zigrand (London School of Economics)
Model Uncertainty and Liquidity
Stanley E. Zin (Carnegie Mellon University)
Bryan Routledge (Carnegie Mellon University)
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