Do Public Real Estate Returns Really Lead Private Returns?
M. Hoesli, E. Oikarinen, and C. Serrano
Academic Publications
1 Jan. 2015
Do Prices Reveal the Presence of Informed Trading?
P. Collin-Dufresne, V. Fos
Academic Publications
1 Jan. 2015
Dividends and the Time of Ruin under Barrier Strategies with a Capital-Exchange Agreement
H. Albrecher, V. Lautscham
Academic Publications
1 Jan. 2015
Dividend Dynamics and the Term Structure of Dividends Strips
P. Collin-Dufresne, F. Belo and R. Goldstein
Academic Publications
1 Jan. 2015
Determinants of the Homeownership Rate: An International Perspective
M. Hoesli, S.C. Bourassa, D.R. Haurin, P.H. Hendershott
Academic Publications
1 Jan. 2015
Detecting Abnormal Trading Activities in Option Markets
L. Mancini, M. Chesney, R. Crameri
Academic Publications
1 Jan. 2015
Dealer Intermediation Between Markets
H. Hau, P. Dunne and M. Moore
Academic Publications
1 Jan. 2015
Credit Market Frictions and Capital Structure Dynamics
S. Malamud, E. Morellec, J. Hugonnier
Academic Publications
1 Jan. 2015
Contagion Channels between Real Estate and Financial Markets
M. Hoesli, K. Reka
Academic Publications
1 Jan. 2015
Commonality in Liquidity and Real Estate Securities
M. Hoesli, A. Kadilli, and K. Reka
Academic Publications
1 Jan. 2015
COMFORT: A Common Market Factor Non-Gaussian Returns Model
M. Paolella, P. Polak
Academic Publications
1 Jan. 2015
Collateral Requirements and Asset Prices
F. Kübler, K. Schmedders, J. Brumm, M. Grill
Academic Publications
1 Jan. 2015
Capital Supply Uncertainty, Cash Holdings and Investment
S. Malamud, E. Morellec, J. Hugonnier
Academic Publications
1 Jan. 2015
Buyers Versus Sellers: Who Initiates Trades And When?
A. Goyal, T. Chordia and N. Jegadeesh
Academic Publications
1 Jan. 2015