Realizing Smiles: Options Pricing with Realized Volatility
F. Corsi, N. Fusari, and D. La Vecchia
Academic Publications
1 jan. 2013
Upcoming
Real Effects of Stock Underpricing
H. Hau, S. Lai
Academic Publications
1 jan. 2013
Upcoming
R&D and the Incentives from Merger and Acquisition Activity
G. Phillips and A. Zhdanov
Academic Publications
1 jan. 2013
Upcoming
Preferences for Truthfulness: Heterogeneity Among and Within Individuals
A. Wagner, R. Gibson Brandon, C. Tanner
Academic Publications
1 jan. 2013
Upcoming
Optimal Incentives and Securitization of Defaultable Assets
S. Malamud, H. Rui, and A. Whinston
Academic Publications
1 jan. 2013
Upcoming
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
L. Mancini, A. Ranaldo, and J. Wrampelmeyer
Academic Publications
1 jan. 2013
Upcoming
Inferior Good and Giffen Behavior for Investing and Borrowing
F. Kübler, L. Selden, and X. Wei
Academic Publications
1 jan. 2013
Upcoming
Health and (other) Asset Holdings
P. St-Amour, J. Hugonnier, F. Pelgrin
Academic Publications
1 jan. 2013
Upcoming
Growth Options, Macroeconomic Conditions, and the Cross Section of Credit Risk
A. Wagner, M. Arnold, R. Westermann
Academic Publications
1 jan. 2013
Upcoming
Do Implicit Barriers Matter for Globalization
I. Chaieb, F.Carrieri, V. Errunza
Academic Publications
1 jan. 2013
Upcoming
Do Hedge Funds Manipulate Stock Prices?
F. Franzoni, I. Ben-David, A. Landier, and R. Moussawi
Academic Publications
1 jan. 2013
Upcoming
CEO Contract Design: How Do Strong Principals Do It?
R. Fahlenbrach, H. Cronqvist
Academic Publications
1 jan. 2013
Upcoming
This Time is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
R. Fahlenbrach, R. Prilmeier, and R. Stulz
Academic Publications
1 jan. 2012
Upcoming
Technical trading revisited: False discoveries, persistence tests, and transaction costs
O. Scaillet, P. Bajgrowicz
Academic Publications
1 jan. 2012
Upcoming
Self-Fulfilling Risk Panics
P. Bacchetta, C. Tille, and E. van Wincoop
Academic Publications
1 jan. 2012
Upcoming