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(9905)Alon Brav, Christopher Geczy, and Paul Gompers, "Is the Abnormal Return Following Equity Issuances Anomalous?" (WP) May 1999. Abstract
(9904)Ernst Maug, "Insider Trading Legislation and Corporate Governance" (WP) March 1999. Abstract
(9902)Matthew Rhodes-Kropf and S. Viswanathan, "Corporate Reorganizations and Non-Cash Auctions" (WP) March 1999. Abstract
(9901)Wayne Ferson and Campbell Harvey, "Economic, Financial and fundamental Global Risk In and Out of the EMU" (WP) February 1999. Abstract
(9815)John Graham and Daniel Rogers, "Is Corporate Hedging Consistent with Value-Maximization? An Empirical Analysis" (WP) September 98 Abstract
(9814)Ernst Maug, "Optimal Ownership Structure and the Life Cycle of the Firm: A Theory of the Decision to Go Public" (WP) March 99 Abstract
(9813)Alon Brav and J.B. Heaton, "Did ERISA's Prudent Man Rule Change the Pricing of Dividend Omitting Firms?" (WP) October 98 Abstract
(9812)Ernst Maug, "How Effective is Shareholder Voting? Information Aggregation and Conflict Resolution in Corporate Voting Contests" (WP) March 99 Abstract
(9811)Claude Erb, Campbell Harvey and Tadas Viskanta, "Contagion and Risk" in Emerging Markets Quarterly 2, Summer 1998, pp. 46-64. Abstract
(9810)Claude Erb, Campbell Harvey and Tadas Viskanta, "Regional Crises and Dynamic Risk in Emerging Market Investments" Abstract
(9809)Campbell Harvey, "The Future of Investment in Emerging Markets" in NBER Reporter, Summer 1998, pp. 5-8. Abstract
(9808)Geert Bekaert, Campbell Harvey and Robin Lumsdaine, "Dating the Integration of World Equity Markets" (WP) August 1998. Abstract
(9807)Geert Bekaert and Campbell Harvey, "The Behavior of Emerging Market Equity Returns" in Sebastian Edwards, forthcoming Capital Inflows to Emerging Markets, NBER and University of Chicago Press, 1999. Abstract
(9806)Claude Erb, Campbell Harvey and Tadas Viskanta, "Emerging Market Bonds: An Asset Class Perspective" Abstract
(9805)S. Viswanathan and James J.D. Wang, "Why is Inter-Dealer Trading so Pervasive in Financial Markets?" (WP) March 1998. Abstract
(9804)John Graham and Michael Lemmon, "Measuring Corporate Tax Rates and Tax Incentives: A New Approach" in Journal of Applied Corporate Finance, 11, Spring 1998, p. Abstract
(9803)Campbell Harvey, "The International Cost of Capital and Risk Calculator (ICCRC)" (WP) Abstract
(9802)John Graham, "How Big Are the Tax Benefits of Debt? Should They be Bigger? (WP) March 1999 Abstract
(9801) Same as 9812
(9722)John Graham, "Do Personal Taxes affect Corporate Financing Decisions?" forthcoming, Journal of Public Economics, 1999 Abstract
(9721)S. Viswanathan and James J.D. Wang, "Market Architecture: Limit-Order Books versus Dealership Markets" (WP) November 1997 Abstract
(9720)Douglas Breeden, "Convexity and Empirical Option Costs of Mortgage Securities" in Journal of Fixed Income, March 1997, pp.64-87. Abstract
(9719)Douglas Breeden and S. Viswanathan, "Why do Firms Hedge? An Asymmetric Information Model" (WP) February 1996. Abstract
(9718)Oliver Hansch, Narayan Naik, and S. Viswanathan, "Preferencing, Internalization, Best Execution and Dealer Profit" (WP) Abstract
(9717)Oliver Hansch, Narayan Naik, and S. Viswanathan, "Do Inventories Matter in Dealership Markets? Evidence From the London Stock Exchange" forthcoming Journal of Finance 1999. Abstract
(9716)Campbell Harvey and John Graham, "Grading the Performance of Market Timing Newsletters" in Financial Analysts Journal November/December 1997, Vol.53:6, pp 54-66. Abstract
(9715)John Graham, Michael Lemmon and James Schallheim, "Debt, Leases, Taxes and the Endogeneity of Corporate Tax Status" in 1998 Journal of Finance 53, 131-161. Abstract
(9714)John Graham, "Herding Among Investment Newsletters: Theory and Evidence" in 1999 Journal of Finance, 54, pp. 237-268. Abstract
(9713)John Graham and Clifford Smith, "Tax Incentives to Hedge" forthcoming, Journal of Finance 1999. Abstract
(9712)Steven Schwarcz, "Unlocking the Mystery of Commercial Trusts as Business Organizations" (WP) April 1997. Abstract
(9711)Steven Schwarcz, "The Easy Case for the Priority of Secured Claims in Bankruptcy: A Reply to Professors Bebchuk and Fried" (WP) April 1997 Abstract
(9710)Steven Schwarcz, "Rethinking The Role of Recourse in the Sale of Financial Assets" in The Business Lawyer, Vol. 52, November 1996, pp. 159-198. Abstract
(9709)Steven Schwarcz, "Rethinking a Corporation's Obligations to Creditors" in Cardozo Law Review Vol. 17, pp. 647-690. Abstract
(9708)Alon Brav, "Inference in Long-Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings" (WP) August 1998. Abstract
(9707)Alon Brav and Paul A. Gompers, "Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-backed Companies" in 1997 Journal of Finance, Vol. 52, no. 5, pp. 1791-1821. Abstract
(9706)Alon Brav and J.B. Heaton, "Explaining the Underperformance of Initial Public Offerings: A Cumulative Prospect Utility Approach" (WP) March 1996. Abstract
(9705)Alon Brav, Chris Geczy and Paul Gompers, "The Long-Run Underperformance of Seasoned Equity Offerings Revisited" (WP) November 1995. Abstract
(9704)Alon Brav and Chris Geczy, "An Empirical Resurrection of the Simple Consumption CAPM with Power Utility" (WP) January 1996. Abstract
(9703) Claude B. Erb, Campbell R. Harvey, Tadas E. Viskanta: "Country Risk in Global Financial Management in AIMR, 1997. Abstract
(9702) Claude B. Erb, Campbell R. Harvey, Tadas E. Viskanta: "The Making of an Emerging Market" in Emerging Markets Quarterly1:1, Spring 1997, pp. 14-19. Abstract
(9701) William Fung and David A. Hsieh, "Survivorship Bias and Investment Style in the Returns of CTAs" in Journal of Portfolio Management Fall (1997), p30-41. Abstract
(9623)Ernst Maug, "Large Shareholders as Monitors: Is There a Tradeoff between Liquidity and Control?" in Journal of Finance, February 1998, Vol. 53, no. 1, pp 65-98. Abstract
(9622)Ernst Maug, "Boards of Directors and Capital Structure: Alternative Forms of Corporate Restructuring" in Journal of Corporate Finance 3, 1997, pp. 113-139. Abstract
(9621) S. Viswanathan and James Wang, "Divisible Good Auctions with Noisy Supply: A Revenue Comparison of Vickrey, Uniform-Price, and Discriminatory Auction Formats" (WP) December 1996. Abstract
(9620) Uri Loewenstein and James Wang, "Strategic Tendering in Dutch Auction Share Repurchases" (WP) November 1996. Abstract
(9619) William Fung and David A. Hsieh, "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds" in Review of Financial Studies, Summer 1997, Vol. 10, no. 2, pp. 275-302. Abstract
(9618) Michael Bradley, Dennis R. Capozza and Paul J. Seguin, "Dividend Policy Revisited: The Role of Cash Flow Uncertainty" (WP) March 1997 Abstract
(9617) Claude B. Erb, Campbell R. Harvey, and Tadas E. Viskanta: "The Risk and Expected Returns of African Equity Investment," forthcoming in Cathy Pattillo, Ed., Risk and Agencies of Restraint: Reducing the Perceived Risks of African Investment, MacMillan, 1997 Abstract
(9616) Wayne E. Ferson, Campbell R. Harvey: "Fundamental Determinants of National Equity Market Returns: A Perspective on Country Risk and Asset Pricing" in Journal of Banking and Finance 1998, 21, pp. 1625-1665. Abstract
(9615)Stefano M. F. G. Cavaglia, Magnus Dahlquist, Campbell R. Harvey, Peter L. Rathjens, Jarrod W. Wilcox "Emerging/Developed Market Portfolio Mixes" in Emerging Markets Quarterly, Winter 1997, pp. 42-46. Abstract
(9614) Christophe G. Lambert, Scott E. Harrington, Nathan D. Bronson, Campbell R. Harvey and Arman Glodjo, "Efficient Online Non-Parametric Density Estimation" forthcoming Algorithmica 1999. Abstract
(9613) Geert Bekaert, Claude B. Erb, Campbell R. Harvey, and Tadas E. Viskanta: "The Cross-Sectional Determinants of Emerging Equity Returns" in Quantitative Investing for the Global Markets: Strategies, Tactics, and Advanced Analytical Techniques, Peter Carman, Ed., 1997, Glenlake Publishing, pp. 221-272. Abstract
(9612) William Fung and David A. Hsieh, "Performance Attribution and Style Analysis: From Mutual Funds to Hedge Funds" (WP) February 1998. Abstract
(9611) Claude B. Erb, Campbell R. Harvey, and Tadas E. Viskanta: "Demographics and International Investment" Financial Analysts Journal, 1997, pp. 14-28 Abstract
(9610) Geert Bekaert, Claude B. Erb, Campbell R. Harvey, and Tadas E. Viskanta: "The Behavior of Emerging Market Returns" in The Future of Emerging Market Capital Flows, Richard Levich (ed.), Boston: Kluwer Academic Publishers, 1998, Chapter 5, pp. 107-173. Abstract
(9609) Claude B. Erb, Campbell R. Harvey, and Tadas E. Viskanta: "The Influence of Political, Economic and Financial Risk on Expected Fixed Income Returns" in Journal of Fixed Income, 1996, June, 6:1, pp. 7-31. Abstract
(9608) Bernard Dumas, Jeff Fleming, Robert E. Whaley: "Implied Volatility Functions: Empirical Tests" in Journal of Finance Vol. 53, no. 6, 1998, pp. 2059-2106. Abstract
(9607) Ravi Bansal, Campbell R. Harvey: "Performance Evaluation in the Presence of Dynamic Trading Strategies" (WP) January 1996. Abstract
(9606) Claude B. Erb, Campbell R. Harvey, Tadas E. Viskanta: "Political Risk, Financial Risk and Economic Risk," in Financial Analysts Journal, 1996, November/December, Vol. 52 no. 6, pp. 28-46. Abstract
(9605) Geert Bekaert, Campbell R. Harvey: "Capital Markets: An Engine for Economic Growth," in Brown Journal of World Affairs, Vol. 5, no. 1, Winter/Spring, 1998, pp. 33-53. Abstract
(9604) Campbell R. Harvey, Akhtar Siddique: "Autoregressive Conditional Skewness" forthcoming in Journal of Financial and Quantitative Analysis, 1999. Abstract
(9603) Campbell R. Harvey, Akhtar Siddique: "Conditional Skewness in Asset Pricing Tests," forthcoming in Journal of Finance, 1999 or 2000. Abstract
(9602) Campbell R. Harvey, Christopher M. Kirby: "Analytic Tests of Linear Factor Models," (WP) November 1995. Abstract
(9601) Claude B. Erb, Campbell R. Harvey, Tadas E. Viskanta: "Expected Returns and Volatility in 135 Countries," in Journal of Portfolio Management, Spring 1996, pp. 46-58. Abstract
(9522)Ernst Maug and Narayan Naik, "Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation" (WP) Abstract
(9521)Ernst Maug "Corporate Control and the Market for Managerial Labour-On the Decision to go Public" in European Economic Review, 1996 Abstract
(9520) Michael Bradley, H. Nejat Seyhun, "Corporate Bankruptcy and Insider Trading" in Journal of Business, 1997, Vol. 70, no. 2, pp. 189-216. Abstract
(9519) Michael Bradley, Michael Rosenzweig: "In Defense of Repealing Chapter 11," (WP) November 95. Abstract
(9518) Claude B. Erb, Campbell R. Harvey, Tadas E. Viskanta: "Inflation and World Equity Selection" in Financial Analysts Journal November/December 1995, pp.28-42. Abstract
(9517) Ravi Bansal, Bruce Lehmann: "Growth Optimal Portfolio Restrictions on Stochastic Discount Factors" (WP) October 1995. Abstract
(9516) Ravi Bansal: "The Dynamics of Multiple Term Structure and Exchange Rate Movements" (WP) July 1995. Abstract
(9515) James J.D. Wang, Jaime F. Zender: "Auctioning Divisible Goods" (WP) December 1996. Abstract
(9514) Michael L. Lemmon, James J.D. Wang: "Stock-Based Compensation as an Efficient Incentive Mechanism: The Monitoring Role of the Market" (WP) August 1996. Abstract
(9513) S. Viswanathan, James J.D. Wang: "Auctions with When-Issued Trading: A Model of the U.S. Treasury Markets" (WP) November 1996. Abstract
(9512) Stephen Gray: "Regime-Switching in Australian Interest Rates," Abstract
(9511) Magnus Dahlquist, Stephen Gray: "Regime-Switching and Interest Rates in the European Monetary System" (WP) December 1995 Abstract
(9510) Geert Bekaert, Stephen Gray: "Target Zones and Exchange Rates: An Empirical Investigation" (WP) January 1996 Abstract
(9509) Stephen Gray, "Modeling the Conditional Distribution of Interest Rates as a Regime-Switching Process" in Journal of Financial Economics 42, 1996, pp. 27-62. Abstract
(9508) Stephen Gray: "Semi-Parametric ARCH Models" (WP) September 1995. Abstract
(9507) William Fung, David A. Hsieh: "Global Yield Curve Event Risks" in Journal of Fixed Income September, 1996, pp. 37-48. Abstract
(9506) Francisco Delgado, Bernard Dumas: "How Far Apart Can Two Riskless Interest Rates Be? (One Moves, the Other One Does Not)" (WP) January 1995. Abstract
(9505) Geert Bekaert, M rcio G.P. Garcia, Campbell R. Harvey: "The Contribution of Speculators to Effective Financial Markets" in Catalyst Monograph Series 1995. Abstract
(9504) Geert Bekaert, Marcio G.P. Garcia, Campbell R. Harvey: "The Role of Capital Markets in Economic Growth" Catalyst Monograph Series 1995. Abstract
(9503) Claude B. Erb, Campbell R. Harvey, Tadas E. Viskanta: "Do World Markets Still Serve as a Hedge?" in Journal of Investing1995, Fall, pp. 26-43. Abstract
(9502)Wayne E. Ferson, Campbell R. Harvey: "Predictability and Time-Varying Risk in World Equity Markets" Research in Finance 1995, pp. 25-88. Abstract
(9501) Geert Bekaert, Campbell R. Harvey: "Emerging Equity Market Volatility" in Journal of Financial Economics 1997. Vol. 43, no. 1, pp. 29-78. Abstract
(9421)Mark Bagnoli, S. Viswanathan, and Craig Holden, "On the Existence of Linear Equilibria in Models of Market Making" (WP) October 1994. Abstract
(9420) Ernst Maug, "Institutional Investors as Monitors: On the Impact of Insider Trading Legislation on Large Shareholder Activism" Abstract
(9419)Ernst Maug, "The Separation of Decision Making and Risk Bearing: Organizational Form and the Decision to go Private" Abstract
(9418)Ernst Maug, "The Role of the Stock Price in Managerial Compensation Contracts," Finanzmarkt und Portfolio Management 1995, pp.12-34. Abstract
(9417) Campbell R. Harvey: "The Cross-Section of Volatility and Autocorrelation in Emerging Markets," Finanzmarkt und Portfolio Management 1995, pp.12-34. Abstract
(9416) Narayan Naik, Anthony Neuberger, S. Viswanathan: "Disclosure Regulation in Competitive Dealership Markets: Analysis of the London Stock Exchange" in July 1994. Abstract
(9415) Campbell R. Harvey: "Strategic Treasury Debt Management in Public Policy," Policy Studies Review 1993, pp.76-89. Abstract
(9414) John R. Graham, Campbell R. Harvey: "Market Timing Ability and Volatility Implied in Asset Allocation Recommendations" in Journal of Financial Economics Vol. 42, 1996, pp. 397-421. Abstract
(9413) Claude Erb, Campbell R. Harvey, Tadas Viskanta: "National Risk in Global Fixed Income Allocation" in Journal of Fixed Income 1994, pp.67-76. Abstract
(9412)Arman Glodjo, Campbell R. Harvey: "Forecasting Foreign Exchange Market Returns Via Entropy Coding and Data Quantization: The Framework" (WP) April 1995. Abstract
(9411) Claude Erb, Campbell R. Harvey, Tadas Viskanta: "Forecasting International Equity Correlations" in Financial Analysts Journal November/December 1994, pp.32-45. Abstract
(9410) Claude Erb, Campbell R. Harvey, Tadas Viskanta: "Country Risk and Global Equity Selection" in Journal of Portfolio Management Winter 1995, pp.74-83. Abstract
(9409) Campbell R. Harvey, Roger D. Huang: "The Impact of the Federal Reserve Bank's Open Market Operations" (WP) February 1994. Abstract
(9408) Jeff Fleming, Barbara Ostdiek, Robert E. Whaley: "Predicting Stock Market Volatility: A New Measure" in Journal of Futures Markets, Vol. 15, no. 3, 1995, pp. 265-302 Abstract
(9407) Albert S. Kyle, F. Albert Wang: "Speculation Duopoly with Agreement to Disagree" in Journal of Finance, Vol. no.5, December 1997, pp. 2073-2099. Abstract
(9406) Bernard Dumas: "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables" (WP) February 1994. Abstract
(9405) Oliver Hansch, Narayan Naik, S. Viswanathan: "Trading Profits, Inventory Control and Market Share in a Competitive Dealership Market" Abstract
(9404) Campbell R. Harvey: "The Risk Exposure of Emerging Equity Markets" in World Bank Economic Review 1995, pp. 19-50. Abstract
(9403) Geert Bekaert, Campbell R. Harvey: "Time-Varying World Market Integration" in Journal of Finance, 1995, vol. 50, pp.403-443. Abstract
(9402) Campbell R. Harvey: "Conditional Asset Allocations in Emerging Markets" (WP) March 1994. Abstract
(9401) Wayne E. Ferson, Campbell R. Harvey: "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns" in The Internationalization of Equity Markets, Jeff Frankel, Ed., 1994 pp.59-138. Abstract