-
1also available:Exemplare Uni Bonn from 1988
-
2by Barber, Brad M Lee, Yi-Tsung Liu, Yu-Jane Odean, Terrance Published in The Review of financial studies (01.02.2009)“...Individual investor trading results in systematic and economically large losses. Using a complete trading history of all investors in Taiwan, we document that...”
-
3by Sreedhar T. Bharath Paolo Pasquariello Guojun Wu Published in The Review of financial studies (01.08.2009)“...Using a novel information asymmetry index based on measures of adverse selection developed by the market microstructure literature, we test whether information...”
-
4by Ajay Khorana Henri Servaes Peter Tufano Published in The Review of financial studies (01.03.2009)“...Using a new database, we study fees charged by 46,580 mutual fund classes offered for sale in 18 countries, which account for about 86% of the world fund...”
-
5by Andrew J. Patton Published in The Review of financial studies (01.07.2009)“...Using a variety of different definitions of "neutrality," this study presents significant evidence against the neutrality to market risk of hedge funds in a...”
-
6by Hayong Yun Published in The Review of financial studies (01.04.2009)“...In this paper, I study how corporate governance influences firms' choices between cash and lines of credit. Stakeholders may disagree about firms' liquidity...”
-
7“...We have developed Bayesian Markov chain Monte Carlo (MCMC) methods for inferences of continuous-time models with stochastic volatility and infinite-activity...”
-
8by George M. Constantinides Jens Carsten Jackwerth Stylianos Perrakis Published in The Review of financial studies (01.03.2009)“...Widespread violations of stochastic dominance by 1-month S&P 500 index call options over 1986-2006 imply that a trader can improve expected utility by engaging...”
-
9by Gil S. Bae Youngsoon S. Cheon Jun-Koo Kang Published in The Review of financial studies (01.09.2008)“...Using earnings announcement events made by firms belonging to Korean chaebols, we examine propping within a chaebol. Consistent with the market's ex ante...”
-
10“...A growing number of studies in finance decompose multiperiod portfolio returns into a series of single-period returns, using these to test asset pricing models...”
-
11“...We use a standard single-agent model to conduct a simple consumption growth accounting exercise. Consumption growth is driven by news about current and...”
-
12by Ralph S. J. Koijen Theo E. Nijman Bas J. M. Werker Published in The Review of financial studies (01.02.2010)“...We study the importance of time-varying bond risk premia in a consumption and portfoliochoice problem for a life-cycle investor facing short-sales and...”
-
13by Naveen Khanna Thomas H. Noe Ramana Sonti Published in The Review of financial studies (01.09.2008)“...We posit that screening IPOs requires specialized labor which is in fixed supply. A sudden increase in demand for IPO financing increases the compensation of...”
-
14by Ioanid Roşu Published in The Review of financial studies (01.11.2009)“...This paper presents a model of an order-driven market where fully strategic, symmetrically informed liquidity traders dynamically choose between limit and...”
-
15
-
16“...Optimistic beliefs are a source of nonpecuniary benefits for entrepreneurs that can explain the "Private Equity Puzzle." This paper looks at the effects of...”
-
17by Viral V. Acharya Lasse H. Pedersen Thomas Philippon Matthew Richardson Published in The Review of financial studies (01.01.2017)“...We present an economic model of systemic risk in which undercapitalization of the financial sector as a whole is assumed to harm the real economy, leading to a...”
-
18“...Hundreds of papers and factors attempt to explain the cross-section of expected returns. Given this extensive data mining, it does not make sense to use the...”
-
19“...Using a news-based index of policy uncertainty, we document a strong negative relationship between firm-level capital investment and the aggregate level of...”
-
20“...We introduce SRISK to measure the systemic risk contribution of a financial firm. SRISK measures the capital shortfall of a firm conditional on a severe market...”