publication venue for
- A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation
- Bank Loans with Chinese Characteristics: Inside Debt, Firm Quality, and Market Response
- Deviations from Put-Call Parity and Stock Return Predictability
- Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry
- Factoring Information into Returns
- Financing Frictions and the Substitution between Internal and External Funds
- Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments?
- How Stock Splits Affect Trading: A Microstructure Approach
- Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-listed Stocks
- Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market
- Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
- Pricing treasury inflation protected securities and related derivatives using an HJM model
- Reciprocally Interlocking Boards of Directors and Executive Compensation
- Stock Market Participation and the Internet
- Testing International Asset Pricing Models Using Implied Costs of Capital
- The Accuracy of Trade classification Rules: Evidence from Nasdaq
- The Long Run Performance of Global Equity Offerings