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Case Study of Kim Fuller Essay

Scholar Alert: Bank capital, competition and loan spreads M Fischer, S Steffen – 2010 Page 1. Bank capital, competition and loan spreads Markus Fischer ? Sascha Steffen † August 22, 2010 Abstract This paper empirically investigates whether well-capitalized banks charge higher spreads using a dataset of all … Commentary: Monetary Policy after the Fall JB Taylor, C Bean – 2010 … Louis Review, May June 2010, 165-176 Taylor, John B. (2010c), “The Fed … Michael Woodford (Eds. ), Handbook of Monetary Economics, 3, Elsevier, forthcoming, 2010 Volker … o Macroeconomic Modelling and Policy Analysis” Manuscript, Center for Financial Studies, Frankfurt … Diagnosing Affine Models of Options Pricing: Evidence from VIX G Li, C Zhang – 2010 Page 1. Diagnosing Affine Models of Options Pricing: Evidence from VIX Gang Li and Chu Zhang ? August 2010 ? Hong Kong Baptist University and Hong Kong University of Science and Technology. Ad- dress correspondence to Chu Zhang via E-mail: [email protected] hk. Page 2. … The Value Spread: A Puzzle F Belo, C Xue, L Zhang – 2010 Page 1. The Value Spread: A Puzzle Frederico Belo?

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University of Minnesota Chen Xue† University of Michigan Lu Zhang‡ Ohio State University and NBER August 2010§ Abstract The standard dynamic investment model fails … A Simple Model of the Firm Life Cycle KR Schenk-Hoppea, U Schwerib – 2010 Page 1. Working Paper Series _____ National Centre of Competence in Research Financial Valuation and Risk Management … CREATES Research Paper 2010-49 M Expectations, A Uncertainty, ET Premia – 2010 … Ng (2009), so that our factor differs from earlier proxies in the bond literature. The paper proceeds as follows. The next section selectively eviews related literature, Section 3 describes the construction of our proxy for term premium expectations, Section 4 details the data … Corporate Venture Capital and the Acquisition of Entrepreneurial Firms. DF Benson – 2010 … When to ally & when to acquire. Harvard Business Review, 82(7/8): 109. Gompers, PA, & Lerner, J. 1998. … Adverse selection and M&A design: The roles of alliances and IPOs. Journal of Economic Behavior & Organization, forthcoming. Reuer, JJ, & Ragozzino, R. 2008. … Valuation and Risk Assessment of Pension Benefit Guarantee Commitments H Andersson – 2010

Page 1. Journal of Money, Investment and Banking ISSN 1450-288X Issue 15 (2010) © EuroJournals Publishing, Inc. 2010 http://www. eurojournals. com/JMIB. htm Valuation and Risk Assessment of Pension Benefit Guarantee Commitments … On the Economic Consequences of Index-Linked Investing J Wurgler … MacKinlay, A. Craig, K. Ramaswamy. “Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices. ” Review of Financial Studies 1 (1988), pp. 137-158. … “The Index Premium and Its Hidden Cost for Index Funds. ” Journal of Empirical Finance, forthcoming. … How Wise are Crowds?

Insights from Retail Orders and Stock Returns E Kelley, PC Tetlock Page 1. Electronic copy available at: http://ssrn. com/abstract=1668706 How Wise Are Crowds? Insights from Retail Orders and Stock Returns August 2010 Eric K. Kelley and Paul C. Tetlock * University of Arizona and Columbia University Abstract … Rights offerings and corporate financial condition. I Explanation … Heron, RA and E. Lie, 2002, “A Comparison of the Motivations for and the Information Content of Different Types of Equity Offerings,” Journal of Business (Forthcoming). … An Investigation of the Information

Content of New Security Issues,” Review of Financial Studies 9, 109-139 … Banking competition, monitoring incentives and financial stability TQA Vo … The above considerations suggest some advantages of constructing a richer setup to 1 We learn this expression from Padoa-Schioppa (2001). 2 For excellent review of this literature, see Carletti (2008), Carletti and Vives (2009). 2 Page 5. … Macro Expectations, Aggregate Uncertainty, and Expected Term Premia CD Dick, M Schmeling, A Schrimpf … Ng (2009), so that our factor differs from earlier proxies in the bond literature.

The paper proceeds as follows. The next section selectively reviews related literature, Section 3 describes the construction of our proxy for term premium expectations, Section 4 details the data … Noisy Prices and Inference Regarding Returns EN Asparouhova, H Bessembinder, I Kalcheva … specific volume and skewness, prior returns, and the Amihud (2002) illiquidity measure. This paper is organized as follows. In the next section we review some of the relevant literature. The empirical methodology and explanatory variables used are introduced in Section III. .. Securitization Rating Performance and Agency Incentives D Roesch, H Scheule … of St. Gallen, Leibniz University Hannover, Macquarie University, Melbourne Centre for Financial Studies and The University of Melbourne as well as the discussants of various conferences for valuable comments. The paper … Titel: Default risk sharing between banks and markets: the contribution of … L Impressum, U EconStor … August 18, 2005 forthcoming in: The Risks of Financial Institutions, edited by Mark Carey and Rene Stulz Abstract …

We also gratefully acknowledge financial support by Deutsche Forschungsgemeinschaft and by the Center for Financial Studies at Frankfurt’s Goethe University. … Titel: Return predictability and stock market crashes in Autoren: Luders, Erik Franke … L Impressum, U EconStor Page 1. Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model ? Gunter Franke † and Erik Luders ‡ This draft: September 21, 2005 ? We are grateful to Axel Adam-Muller, Yacine Ait-Sahalia … Fools or Crooks: Testing for Fraud in the Residential Mortgage Market P Carrillo … See, for example, Gerardi, Shapiro, and Willen (2007), Danis and Pennington-Cross (2008), Glaeser, Gyourko and Saiz (2008), Haughwout, Peach, and Tracy (2008), Mayer, Pence, and Sherlund (2008), Demyanyk and van Hemert (forthcoming), Gerardi, Lehnert, and … Firm Boundaries Matter: Evidence from Conglomerates and R Activity A SERU Page 1. Electronic copy available at: http://ssrn. com/abstract=972056 Firm Boundaries Matter: Evidence from Conglomerates and R Activity AMIT SERU? This version: AUGUST, 2010 JEL Classification: G34, L22, L25, L26, O31, O32 … Labor Unemployment Risk and Corporate Financing Decisions

AK Agrawal, DA Matsa Page 1. Labor Unemployment Risk and Corporate Financing Decisions * Ashwini K. Agrawal† and David A. Matsa‡ August 27, 2010 Abstract This paper examines the impact of labor unemployment risk on corporate financing decisions. … Scholar Alert: The effect of attention on buying behavior during a financial crisis: Evidence from … HY Yu, SF Hsieh – International Review of Financial Analysis, 2010 … Just how much do individual investors lose by trading? Review of Financial Studies 22, 609-632. Bateman, H. , Islam, T. , Louviere, J. , 2010. …

Journal of Banking and Finance, forthcoming. Chordia, T. , Roll, R. , Subrahmanyam, A. , 2002. … Tax avoidance, cost of debt and shareholder activism: Evidence from Korea Y Lim – Journal of Banking & Finance, 2010 … publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please … Internal Capital Market and Dividend Policies: Evidence From Business Groups R Gopalan, V Nanda, A Seru – 2010 Page 1. Electronic copy available at: http://ssrn. om/abstract=639184 Internal Capital Market and Dividend Policies: Evidence From Business Groups ? Radhakrishnan Gopalan, Vikram Nanda, and Amit Seru August, 2010 ? Acknowledgements … Does the cost of capital differ across countries? RM Stulz … Kang, J. -K. , and R. Stulz, 1995, How different is Japanese corporate finance? , Review of Financial Studies, forthcoming. Kato, K. , and JS Shalheim, 1992, Public and private placements of seasoned equity issues in Japan, unpublished working paper, University of Utah. … Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of … E Lel, KB Toft, HE Leland … 984. 62, A Markov model for the term structure of credit spreads,” Review of Financial Studies 10(2 – Jarrow, Lando, et al. – 1997. … Cash infusion and distressed real estate, Real Estate Economics 24. Forthcoming – Cornell, Longstaff, et al. – 1996. … Governance reform and IPO underpricing M Ekkayokkaya, T Pengniti … Thailand’s major governance reform. We review related literature and develop our Page 7. 5 … 3. Related literature and hypothesis development In this section, we briefly review the arguments as well as evidence in favor of and against securities market regulation. … What’s IVol Got to Do With It?

S Ramu Thiagarajan, Y Li – The Journal of Investing … Volatility Puzzle: Time Trend or Speculative Episodes? ” Review of Financial Studies, 23 (2010 … “Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition. ” Review of Financials … the Last Four Decades. ” Journal of Accounting and Economics, forthcoming, 2010. … The Economics of Badmouthing: Libel Law and the Underworld of the Financial … V Bignon, M Flandreau … We end with conclusions and extensions. Our analysis has broader implications for the funding of a high-quality press (a public good), and we review possible …

For England, we use the Tercentenary handlist of English & Welsh newspapers, magazines & reviews which gives a … What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? M Dong, I Loncarski, J ter Horst, C Veld … Section 5 concludes. 2 Literature Review and Hypotheses 2. 1 Previous Research on Security Issuance There is a vast literature on security issuance. In this section we provide a brief review of the papers most directly related to our hypotheses. … The Role of Securitization in Bank Liquidity and Funding Management E Loutskina …

For a review of this literature, see Bernanke and Blinder (1992), Bernanke and Gertler (1995), and Kashyap and Stein (1994). The empirical evidence is shown in Kashyap and Stein (1995, 2000), Jayaratne and Morgan (2000), and Krishnan and Opiela (2000). Page 6. 4 … Form Over Matter: Differences in the Incentives to Convert Using Full Versus Partial … O Erhemjamts, RD Phillips Page 1. Electronic copy available at: http://ssrn. com/abstract=1653412 Form over Matter: Differences in the Incentives to Convert Using Full versus Partial Demutualization in the US Life Insurance Industry * Otgontsetseg Erhemjamts† Bentley University …

Scholar Alert: CONFLICTING FAMILY VALUES IN MUTUAL FUND FAMILIES U Bhattacharya, JH Lee, VK Pool – 2010 Page 1. CONFLICTING FAMILY VALUES IN MUTUAL FUND FAMILIES* Utpal Bhattacharya Indiana University [email protected] edu Jung Hoon Lee Indiana University [email protected] edu Veronika Krepely Pool Indiana University [email protected] edu Abstract … Conference Presentations and the Disclosure Milieu BJ Bushee, MJ Jung, GS Miller – Ann Arbor, 2010 Page 1. Conference Presentations and the Disclosure Milieu Brian J.

Bushee The Wharton School University of Pennsylvania 1300 Steinberg-Dietrich Hall Philadelphia, PA 19104-6365 [email protected] upenn. edu Michael … An empirical analysis of the volatility spillover effect between primary stock markets … J Keac, L Wangb, L Murraya – Journal of Chinese Economic and Business Studies, 2010 Page 1. Journal of Chinese Economic and Business Studies Vol. 8, No. 3, August 2010, 315–333 An empirical analysis of the volatility spillover effect between primary stock markets abroad and China Jian Keac*, Liming Wangb and Louis Murraya …

A Meta-Analysis of the Equity Premium C van Ewijk, HLF de Groot, C Santing – 2010 … Meta-analysis provides us with a toolkit of statistical techniques enabling a quantitative review … As such, it complements narrative reviews. 2 Meta-analysis originated in the experimental sciences and was later on extended to fields such as the medical sciences … Interbank market integration, loan rates, and firm leverage A Popov, S Ongena – Journal of Banking & Finance, 2010 … publication. As a service to our customers we are providing this early version of the manuscript.

The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please … KRANNERT SCHOOL OF MANAGEMENT M Faccio, MT Marchica, R Mura – 2010 Page 1. KRANNERT SCHOOL OF MANAGEMENT Purdue University West Lafayette, Indiana Large Shareholder Diversification And Corporate Risk- Taking By Mara Faccio Maria-Teresa Marchica Roberto Mura Paper No. 1241 Date: July, 2010 Institute for Research in the … ANew CORE INFLATION INDICATOR FOR TURKEY N Tekatl? – 2010 Page 1. Central Bank Review Vol. 10 (July 2010), pp. -21 ISSN 1303-0701 print / 1305-8800 online © 2010 Central Bank of the Republic of Turkey http://www. tcmb. gov. tr/research/review/ ANEW CORE INFLATION INDICATOR FOR TURKEY Necati Tekatl? * … CREATES Research Paper 2010-41 OE Barndorff–Nielsen, FE Benth, AED Veraart – 2010 … Before introducing ambit fields, let us review the exisiting literature on direct modelling of forward prices in commodity markets, ie the approach where one is not starting out with a specification of the underlying spot dynamics. … Liquidity Coinsurance and Bank Capital F Castiglionesi, F Fariozzi – 2010

Page 1. www. bundesbank. de Conference on “Liquidity and Liquidity Risks” Frankfurt am Main, 23-24 September 2010 Fabio Castiglionesi Tilburg University Fabio Fariozzi Tilburg University Gyongyi Loranth University of Vienna Loriana Pellizon University of Venice … Internationalized firms in the financial crisis W Luo, H Yue, L Zhao … conditions are deteriorating. The rest of the paper is organized as follows. The next section reviews the literature and develops our hypotheses. … Page 5. 5 concludes the paper. 2. Literature Review and Hypothesis Development 2. . Internationalization and Firm Performance … Sortino Ratio R Investments … Financial Analysts Journal (forthcoming). (4. 36/year); ELING, M. and F. SCHUHMACHER, 2007. … Portfolio Performance Manipulation and Manipulation-Proof Performance Measures – >unizh. ch . Review of Financial Studies. … Short Term Interest Rate and Market Price of Risk Evolution M Parametrization–Mahdavi … Using proxies for the short-term rate: when are three months like an instant? Review of Financial Studies, 12, 763? 806. Christiansen (2005). …

Forthcoming in International Journal of Applied and Theoretical Finance, 7(5), 577? 589. … Life-cycle dynamics in industrial sectors: The role of banking market structure/ … RG Rajan … “Anti-Competitive Financial Contracting: The Design of Financial Claims. ” Journal of Finance (forthcoming). … “Capital Structure and Product Market Behaviour: An Examination of Plant Exit and Investment Decisions. ” Review of Financial Studies, Fall 1997, 10(3), pp. … Titel: Stock market integration between three CEECs, Russia and the UK PDF Logo … L Impressum, U EconStor …

Stock Markets”, Empirical Economics, forthcoming. Felices, G. , Grisse, C. and J. Yang (2009), “International financial transmission: emerg- … across international stock markets”. Review of Financial Studies, 3, 2, 281-307. … Titel: Competition and relationship lending: Friends or foes? PDF Logo Autoren: … L Impressum, U EconStor … 1Degryse and Ongena (2008) and Strahan (2008) provides reviews of the literature on interbank competition, bank structure and lending policy 2On the contrary, the models developed by Dinc (2000) and Yafeh and Yosha (2001) predict that banks’ investments in relationship …

Value at Risk and Optimum Asset Allocation in Stock-Bond Portfolio Before and … P Silvapulle, XB Chen Page 1. Electronic copy available at: http://ssrn. com/abstract=1663492 1 Value at Risk and Optimum Asset Allocation in Stock-Bond portfolio before and after the Global Financial Crisis: Empirical Evidence from Australia and G7 Countries … Disproportional Ownership Structure and Pay-Performance Relationship: Evidence … X Pan, GG Tian, J Cao … performance for extracting great cash flows. The rest of the paper proceeds as follows: Section 2 reviews the relevant literature; … Page 9. 2. Literature review The extant studies document two effects of disproportional ownership structure on corporate governance. … Analyzing Asymmetric Dependence in Equity Market: Approach with Multivariate … S Rachev, S Stoyanov, FJ Fabozzi, EW Sun Page 1. Electronic copy available at: http://ssrn. com/abstract=1663060 Analyzing Asymmetric Dependence in Equity Market: Approach with Multivariate Skewed Student’s t Copula Edward W. Sun Institute for Statistics and Mathematical … How do firms make capital structure decisions? T Vermaelen, M Xu Page 1.

Electronic copy available at: http://ssrn. com/abstract=1349003 1 How do firms make capital structure decisions? Evidence from acquisitions, buybacks and equity issues Theo Vermaelen and Moqi Xu* INSEAD, Fontainebleau Cedex, France … How Value-at-Risk Creates Wrong Incentives and a Solution. A Bloechlinger, B Maire Page 1. Electronic copy available at: http://ssrn. com/abstract=1663358 How Value-at-Risk Creates Wrong Incentives and a Solution? Andreas Blochlinger† Zurcher Kantonalbank Basile Maire‡ University of Zurich, Zurcher Kantonalbank This Version: August 22, 2010 … ]

Scholar Alert: How Passive are International ETFs? A Study of their Intraday behaviour PM Shum – 2010 … Quantitative Analysis, forthcoming. Hamao, Y. , Ronald Masulis, Victor Ng. 1990. VCorrelations in Price Changes and Volatility Across International Stock Markets. V Review of Financial Studies, vol. 3:281(307. Jares, Timothy E. and Angeline M. Lavin. 2004. … THE PARTY’S OVER: THE ROLE OF EARNINGS GUIDANCE IN UNRAVELING … N Seybert, HI Yang, JS McInnis, K Rennekamp, A … – 2010 … earnings guidance. Forthcoming, Review of Accounting Studies.

Cotter, J. , Tuna, I. , and Wysocki, P. 2006. … Consumer confidence and asset prices: Some empirical evidence. Review of Financial Studies, 19(4), 1499-1529. Livnat, J. , and Petrovits, C. 2009. … GIOVANNI DELL’ARICCIA D IGAN, LUC LAEVEN – Lessons from the Financial Crisis: Causes, …, 2010 … 6683, and” Lender Behavior over the Credit Cycle,” IMF Working Paper, forthcoming. 175 … Laeven’s research has been published in top academic journals, including the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies. …

Analytical Procedures for Continuous Data Level Auditing: Continuity Equations … MA Vasarhelyi, J Wu – 2010 … The remainder of this paper is organized as follows. Section 2 provides a review of the relevant literature in auditing, CA, business processes and AP upon which our work is … II. Literature Review This paper draws from and contributes to multiple streams of literature in system … POLICY INSIGHT No. 50 X Vives – World, 2010 … In short, capital requirements plus appropriate supervision and market discipline were considered the main ingredients of a sound banking system.

With the arrival of the global financial crisis, all this is now under review. Figure 5. Share of CR5 as a % of total assets. . … Credit Risk and IFRS: The Case of Credit Default Swaps G Bhat, JL Callen, D Segal – 2010 … In addition, we contribute to the literature by showing that differential timeliness and transparency are important determinants of credit risk. In what follows, Section 2 provides the literature review and develops the hypotheses … 2. Literature Review and Hypotheses Development 4 … Does Consistency Predict Accuracy of Beliefs? : Economists Surveyed About PSA N Berg, G Biele, G Gigerenzer – 2010 …

Gintis (forthcoming) allows that many important decisions may not have well-specified state spaces or well-defined probabilities, which he says calls for extensions of the Bayesian model to those challenging contexts, but with the Bayesian model serving as the singular … BANK CEOS, INSIDE DEBT COMPENSATION, AND THE GLOBAL FINANCIAL … F TUNG, XUE WANG – 2010 Page 1. BANK CEOS, INSIDE DEBT COMPENSATION, AND THE GLOBAL FINANCIAL CRISIS FREDERICK TUNG AND XUE WANG * JUNE 2010 ABSTRACT Bank executives’ compensation has been widely identified as a culprit in the Global Financial Crisis. … Capital Requirements and Credit Rationing

I Agur – DNB Working Papers, 2010 Page 1. D N B W o r k iN g P a P e r DNB Working Paper Capital Requirements and Credit Rationing Itai Agur No. 257 / August 2010 Page 2. Working Paper No. 257/2010 August 2010 De Nederlandsche Bank NV PO Box 98 1000 AB AMSTERDAM The Netherlands … BENJAMIN J. KEYS T MUKHERJEE, A SERU, V VIG – Lessons from the Financial Crisis: Causes, …, 2010 … Quarterly Journal of Economics, forthcoming. Lucas, RE, Jr. 1976. … His papers have been published in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Quarterly Journal of Economics, and Journal of Monetary Economics. .. Matching and Contracting in the Venture Capital Market JM Plehn-Dujowich, K Serfes, V Thiele – 2010 Page 1. Matching and Contracting in the Venture Capital Market ? Jose M. Plehn-Dujowich†, Konstantinos Serfes‡, and Veikko Thiele§ August 9, 2010 Abstract We propose an equilibrium model of the venture capital (VC) market with two-sided match- … DAVID COLANDER M GOLDBERG, A HAAS, A KIRMAN, K JUSELIUS, B … – Lessons from the Financial …, 2010 … London: Palgrave, forthcoming. Hendry, D. E, and H. -M. Krolzig. 2005. … Risk transfer with CDOs and systemic risk in banking.

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Frankfurt: Center for Financial Studies, working paper 2006-04. Leijonhufvud, A. 2000. … American Economic Review 95: 352-359. Minsky, HP 1986. … On the Timing and Pricing of Dividends JH van Binsbergen, GSB Stanford, MW Brandt, RSJ … Page 1. Electronic copy available at: http://ssrn. com/abstract=1551654 On the Timing and Pricing of Dividends ? Jules H. van Binsbergen† Stanford GSB and NBER Michael W. Brandt‡ Fuqua School of Business and NBER Ralph SJ Koijen§ Chicago Booth and NBER … Equity Analysts Affiliated with Corporate Lenders DC Cicero, S Kalpathy, J Sulaeman …

Supplemental analysis focuses on whether lender-affiliated analysts are more likely to incorporate forthcoming credit- event-related information into their research. … review of the literature on the specialness of bank loans), we might expect this information … Systemic Risk, Contagion, and State-Dependent Sensitivities in Value-at-Risk … R Gropp, Z Adams, R Fuess Page 1. 1 Systemic Risk, Contagion, and State-Dependent Sensitivities in Value-at-Risk Estimation: Evidence from Hedge Funds Zeno Adams † , Roland Fuss ‡ , and Reint Gropp § Working Paper This version: January 2010 …

Financial Intermediation, Asset Prices, and Macroeconomic Dynamics E Moench, T Adrian, HS Shin … In preparation for our empirical investigations, we review briefly the structure of financial intermediation in the United States, in particular the increasing importance of market’ based financial intermediaries and the shadow banking system. 2. 1. Shadow Banking System … Centre for Finance Working Paper Series T Hallahan, V Ramiah, I Moosa, A Yacoub, BO’Neill, M … … Page 6. 6 The remainder of this paper is structured as follows.

Section 2 provides a brief review of the most relevant literature. … 2. LITERATURE REVIEW In light of the finding of an asymmetric structure to the investment performance-funds flow … The Financial Outcome of Hiring a CEO from Outside the Firm JS Ang, GL Nagel … of Accounting and Economics, Journal of Economic Literature, Journal of Finance, Journal of Financial Economics, Journal of Labor Economics, Journal of Political Economy, Quarterly Journal of Economics, RAND Journal of Economics, and Review of Financial Studies. Page 7. … Market Timing Puzzle WF Johnson Page 1.

Electronic copy available at: http://ssrn. com/abstract=1656146 1 Market Timing Puzzle By William F. Johnson Florida Atlantic University 777 Glades Road Boca Raton, FL 33431 Barry Kaye College of Business Department of Finance [email protected] com … The Foreign Firm Discount L Fresard, C Salva … Page 7. 7 In the next section, we review the related literature. … Imbens (2004) provides a comprehensive technical review on matching estimators. 15 Note that unlike in strict treatment evaluations, we do not assume that the cross-listing status is exogenously attributed. .. Scholar Alert: On syndicate composition, corporate structure and the certification effect of credit … O Bosch, S Steffen – Journal of Banking & Finance, 2010 … Bharath, ST, Dahiya, S. , Saunders, A. , Srinivasan, A. , 2009. Lending relationships and loan contract terms: Does size matter? Review of Financial Studies, forthcoming. Bolton, P. , Scharfstein, DS, 1996. Optimal debt structure and the number of creditors. … Financial Misreporting and Executive Compensation: The Qui Tam Statute S Jayaraman, T Milbourn – 2010

Page 1. Financial Misreporting and Executive Compensation: The Qui Tam Statute Sudarshan Jayaraman and Todd Milbourn # July 2010 Abstract A purported dark side to powerful equity-based incentives is that they may induce … The Desire to Acquire and IPO Long-Run Underperformance JC Brau, RB Couch, NK Sutton – Available at SSRN: http://ssrn. com/abstract, 2010 … Hovakimian, A. , and Hutton, I. “Merger-motivated IPOs. ” Financial Management, forthcoming 2010. Kahle, KM, and RA Walkling. … Landier, A. , and D. Thesmar. “Financial Contracting with Optimistic Entrepreneurs. Review of Financial Studies, 22 (2008), 117–150. … International evidence on bond bisk premia R Sekkel – Journal of Banking & Finance, 2010 … American Economic Review, forthcoming. Wright, J. , Zhou, H. , 2009. Bond risk premia and realized jump risk. Journal of Banking and Finance 33, 2333-2345. Xiong, W. , Yan, H. , 2010. Heterogeneous expectations and bond markets. Review of Financial Studies 23, 1433-1466. … Dynamic Portfolio Choice under Ambiguity and Regime Switching Mean Returns H Liu – 2010 … Honda (2003), analyze dynamic portfolio choice under incomplete information.

Feldman (2007) provides an elaborate review of this literature and related discussions. Recently, Bjok et al. (2010) obtain explicit representations … Effects of foreign ownership on payout policy: Evidence from the Korean market JQ Jeon, C Lee, CM Moffett – Journal of Financial Markets, 2010 … Choe, H. , Kho, B. , Stulz, R. , 2005. Do domestic investors have an edge? The trading experience of foreign investors in Korea. Review of Financial Studies 18, 795 829. Dahlquist, M. , Robertsson, G. , 2001. Direct foreign ownership, institutional investors, and firm characteristics. …

Generational Asset Pricing, Equity Puzzles, and Cyclicality AG Huang, EN Hughson, JC Leach – 2010 Page 1. Generational Asset Pricing, Equity Puzzles, and Cyclicality Alan Guoming Huang? Eric N. Hughson† J. Chris Leach‡ August, 2010 Abstract To examine the potential role cohort preferences play in asset pricing cycles and puzzles we … Are Domestic Household Investors Better Performers than Foreign Institutions? … K Anderson, PL Swan, J Westerholm Page 1. 1 Are Domestic Household Investors Better Performers than Foreign Institutions? New Evidence from Finland * Version: July 9, 2010 Karl Anderson † UBS Investment Bank Peter L.

Swan ‡ Australian School of Business, University of New South Wales … Insights on Banks Liquidity Management: Evidence from Regulatory Liquidity Data A Schertler Page 1. Insights on Banks’ Liquidity Management: Evidence from Regulatory Liquidity Data Andrea Schertler (Christian-Albrechts-Universitat, Kiel)* 27 February 2010 Abstract I investigate how banks manage liquidity as specified … The Dynamic Relationship Between Expected Consumption Growth and Expected … J Beeler … Cochrane, John H. 2008, VThe Dog that Did Not Bark: A Defense of Return Predictability,V Review of Financial Studies 21, 347%385.

Epstein, Larry G. and Stanley Zin, 1989, VSubstitution, Risk Aversion and the Temporal Behavior … ingV, Forthcoming in Journal of Finance. … Discrete Choice Term Structure Models: Theory And Applications Preliminary BFJS Fontaine Page 1. Discrete Choice Term Structure Models: Theory And Applications Preliminary Bruno Feunou Jean-Sebastien Fontaine Duke University Bank of Canada Abstract The relationship between inflation, unemployment and the Federal Reserve Target rate is not linear. … Essays on cash holdings of corporations and mutual funds MV Simutin … Kacperczyk, M. , Sialm, C. and Zheng, L. (2008). Unobserved actions of mutual funds. Review of Financial Studies, 21(6): 2379–2416. Kim, CS, Mauer, DC, and Sherman, AE (1998). … Financial Management, Forthcoming. Sirri, ER and Tufano, P. (1998). … Scholar Alert: Liquidity Clienteles T Costs, I Decisions – 2010 Page 1. Policy Research Working Paper 5318 Liquidity Clienteles Transaction Costs and Investment Decisions of Individual Investors Deniz Anginer The World Bank Development Research Group Finance and Private Sector Development Team May 2010 WPS5318 …

Unintended Consequences of Accelerated Filings: Are Mandatory Reductions in … TA Lambert, KL Jones, JF Brazel, N Hall – 2010 … Discussion and Analysis section (Arens et al. , 2010). It is common for the auditor to review several drafts of the 10-K before an SEC filing is complete. … Page 8. 6 have been nearly as controversial. It would have been an inconvenience for the auditor to truncate their review … Three Essays on Black Wealth AC LOVING – 2010 … CONSUMPTION ON BLACK INCOME AND WEALTH 5 Abstract 5 Introduction 6 Review of Literature 7 Theory 15 Methodology 17 Results 22 Conclusion 28 References 1 … 43 Abstract 43 Introduction 44 Review of Literature 45 Theory 51 Methodology 54 Results 58 Page 5. … House Prices And Mortgage Defaults: Econometric Models And Risk Management … X Wei – Risk Management & Insurance Dissertations, 2010 Page 1. Risk Management & Insurance Risk Management & Insurance Dissertations Georgia State University Year ???? House Prices And Mortgage Defaults: Econometric Models And Risk Management Applications Xiangjing Wei xiangjing. [email protected] com … Timing of CEO Stock Option Grants and Corporate Disclosures: New Evidence … W Huang, H Lu Page 1.

Timing of CEO Stock Option Grants and Corporate Disclosures: New Evidence from the Post-SOX and Post-Backdating-Scandal Era Wenli Huang School of Management Boston University [email protected] edu Hai Lu Rotman … Strategic investment under uncertainty: a synthesis B Chevalier-Roignant, CM Flath, A Huchzermeier, L … … Boyer et al. (2004a) review the literature but have a broader sampling than we do, and do not stress the commonalities behind the models. Huisman, Kort, Pawlina, and Thijssen (2004) are restrictive on their scope, focusing on lumpy problems in continuous time. …

Scholar Alert: Does Nonmonetary Benefit Matter for Corporate Executives? Evidence from the … X Deng, H Gao – 2010 … Quantitative Analysis 44, 1459-1487. Kaplan, SN, and JD Rauh, 2009, Wall street and main street: What contributes to the rise in the highest incomes? , Review of Financial Studies, forthcoming. Mathios, A. , 1989, Education, variation … The Globalization of Innovation and Entrepreneurial Talent R Wuebker, ZJ Acs, R Florida – Handbook of Entrepreneurship Research, 2010 … 1996, 451). More recently, Wright et al. 2005) note in their review of the international venture capital literature that research on ven- ture capital firms “crossing borders” represents a major research gap. International venture … Internal Market: Gesture Politics? Explaining the EU’s Response to the Financial … J BUCKLEY, D HOWARTH – JCMS: Journal of Common Market Studies, 2010 … JCMS 2010 Volume 48 Annual Review pp … crisis, the British were in favour of ‘light-touch’ regulation and supervision at home and hostile to almost all developments abroad, apart from those that opened up international financial markets (Quaglia, forthcoming; Zimmermann, 2010 …

Financial Attributes, Corporate Governance and Target Credit Rating S Ouni, A Omri – International Research Journal of Finance and …, 2010 Page 1. International Research Journal of Finance and Economics ISSN 1450-2887 Issue 45 (2010) © EuroJournals Publishing, Inc. 2010 http://www. eurojournals. com/finance. htm Financial Attributes, Corporate Governance and Target Credit Rating … Bubbles and Worthless Assets: The Curious Case of General Motors T Ahn, J Sandford, P Shea – 2010 … theoretical model. References Branch, B. , and G. Evans. forthcoming. Asset Return Dynamics and Learning. ” Review of Financial Studies’ Brock, W. , and C. Hommes. 1998. “Heterogeneous Beliefs and Routes to Chaos in a Simple … Corporate Hedging Strategy and Firm Value S Mseddi, F Abid – International Research Journal of Finance and …, 2010 … We review the theoretical motivations for corporate hedging with derivatives in section 2. We describe the sample procedure, data characteristics and sources in section 3, while section 4 presents the empirical results on the determinants of return of the firm and corporate …

A Quest for More Reliable Estimates of Exchange Rate Exposure P Jayasinghe, G Premaratne – International Research Journal of Finance and …, 2010 … See Koutmos and Martin (2003a and 2003b) and Jayasinghe and Tsui (2007 and forthcoming) for incorporating some of those intrinsic features into the estimation of exchange rate exposure. 3 See Bodnar and Wong (2003) for details of this argument. Page 3. … The value of independent directors: evidence from sudden deaths B Dang Nguyen, K Meisner Nielsen – Journal of Financial Economics, 2010 … The manuscript will undergo copyediting, typesetting, and review of the resulting galley proof eforeitispublishedinitsfinalcitableform. Pleasenotethatduringtheproductionprocess errorsmaybediscoveredwhichcouldaffectthecontent,andalllegaldisclaimersthatapply to the journal … Bubbles in UK house prices: evidence from ESTR models DG McMillan, A Speight – International Review of Applied Economics, 2010 Page 1. International Review of Applied Economics Vol. 24, No. 4, July 2010, 437–452 … P EQ t i tti i = + = ? ?? 0 1( ) Page 3. International Review of Applied Economics 439 condition, ensures a unique price, . Following Black, Fraser and Hoesli … ROCK CENTER for CORPORATE GOVERNANCE B Centrality – 2010 … nformation into stock prices and therefore such firms also realize higher future stock returns. The remainder of the paper is organized as follows. Section I reviews related literature and Section II describes the data, the construction of the network and network characteristics. … A Fiscal Explanation of the Size Anomalies in US Bank Stock Returns P Gandhi, H Lustig – 2010 Page 1. Electronic copy available at: http://ssrn. com/abstract=1653083 A Fiscal Explanation of the Size Anomalies in US Bank Stock Returns? Priyank Gandhi UCLA Anderson School of Management Hanno Lustig UCLA Anderson School of Management and NBER …

Investor Sentiment and Anomalies J Yu, Y Yuan Page 1. Electronic copy available at: http://ssrn. com/abstract=1567616 Investor Sentiment and Anomalies ? Jianfeng Yu † University of Minnesota Yu Yuan ‡ University of Iowa July, 2010 Abstract This paper investigates the … Do Behavioral Needs Influence the Trading Activity of Individual Investors? … X Gaoa, TC Linb … 2. Connection to the literature on investor attention, behavioral needs, and preference for stocks with lottery features This section provides a review of the related literature, and aims to put our empirical findings in the wider context of behavioral finance and economics. Page 5. … The Efficiency of Performance-based-fee Mutual Funds AC Diaz-Mendoza, G Lopez-Espinosa, MA Martinez- … Page 1. 1 The Efficiency of Performance-based-fee Mutual Funds Ana C. Diaz-Mendoza* Departamento de Fundamentos del Analisis Economico II Universidad del Pais Vasco German Lopez-Espinosa** Departamento de Empresa Universidad de Navarra … Funding Liquidity Risk and the Cross-Section of Stock Returns T Adrian, E Etula Page 1. Electronic copy available at: http://ssrn. om/abstract=1652952 Federal Reserve Bank of New York Staff Reports Funding Liquidity Risk and the Cross-Section of Stock Returns Tobias Adrian Erkko Etula Staff Report no. 464 July 2010 … Should Investors Include Commodities in Their Portfolios After All? New Evidence C Daskalaki, GS Skiadopoulos … In brief, the literature on MV spanning analyzes the effect that the introduction of additional risky assets (termed test assets) has on the MV frontier of a set of benchmark assets (see DeRoon and Nijman, 2001, for a review). MV spanning occurs when the … Hedge Fund Leverage

A Ang, S Gorovyy, GB van Inwegen Page 1. Electronic copy available at: http://ssrn. com/abstract=1635284 Hedge Fund Leverage ? Andrew Ang † Columbia University and NBER Sergiy Gorovyy ‡ Columbia University Gregory B. van Inwegen § Ivy Asset Management This Version: 5 July 2010 … The dynamic relation beetween CDS markets and the VIX index I Figuerola-Ferretti, I Paraskevopoulos Page 1. 1 The dynamic relation beetween CDS markets and the VIX index Isabel Figuerola-FerrettiA Ioannis ParaskevopoulosB Abstract This study tests the theoretical relationship between VIX and iTraxx indexes to examine …

Form Over Substance? The Value of Corporate Process and Management Buy- … MD Cain, SM Davidoff … 29 See Ronald J. Gilson, Market Review of Interested Transactions: The American Law Institute Proposal on Management Buyouts, in LEVERAGED … ECON. (Forthcoming) (finding in a sample of private equity transactions of completed LBOs of US publicly traded “that target … Scholar Alert: Financial Credibility, Ownership, and Financing Constraints in Private Firms OK Hope, WB Thomas, D Vyas – 2010 … nd incentives) provides an interesting research opportunity. The next section reviews prior research and develops our hypotheses. Section 3 describes … sensitivity tests. Section 6 offers summary and concluding remarks. 2. Literature Review and Hypotheses Development … Macroeconomics, finance, commodities: Interactions with carbon markets in a data- … J Chevallier – Economic Modelling, 2010 Multi-Market Trading and Market Liquidity¦ C Gresse – 2010 … The remainder of the document is organized as follows. Section 2 reviews the related literature. … Section 7 concludes. . Merits and drawbacks of multi-market trading: A review of the literature A market is said to be fragmented when trading simultaneously takes place at different … Long-Run Trends in Dependence in International Equity Markets T Okimoto – 2010 Page 1. Long-Run Trends in Dependence in International Equity Markets ? Tatsuyoshi Okimoto † Graduate School of International Corporate Strategy Hitotsubashi University July 2010 Abstract This paper investigates long-run … The Effects of Monetary Policy Regime Shifts on the Term Structure of Interest … A Abdymomunov, KH Kang – 2010

Page 1. The Effects of Monetary Policy Regime Shifts on the Term Structure of Interest Rates Azamat Abdymomunov ? Kyu Ho Kang † Washington University in St. Louis July 2010 Abstract We investigate how the entire term … Fiduciary Duties and Equity-? Debtholder Conflicts B Becker, P Stromberg – 2010 … Apart from the Wall Street Journal, there were at least twenty-? three newspaper stories about the case the following day (including in The Baltimore Sun, Chicago Sun-? Times, Houston Chronicle, Financial Post, The Globe and Mail, The Las Vegas Review-?

Journal, The San … Bypassing Russia: Nabucco Q1 project and its implications for the European gas … E Erdogdu – 2010 … from the forecasts showing that natural gas imports will increase in the forthcoming years. … E. Erdogdu / Renewable and Sustainable Energy Reviews xxx (2010) xxx–xxx 3 … of the study phase ie feasibility study including market analysis, technical, economic and financial studies. … The Portfolio Choices of Young and Old Active Mutual Fund Managers DA Chapman, RB Evans, Z Xu – 2010 … 3 Page 5. future analysis of the fund manager’s problem.

There is a large literature on the specification and solution of dynamic portfolio choice problems; see Brandt (2009) for a recent review article. A paper that is closely related to our problem is Viceira (2001). … International accounting differences and earnings smoothing in the banking … M Balboa Ramon, G Lopez-Espinosa, A Rubia Serrano – Documentos de Trabajo …, 2010 … fluctuations, among others. The existing literature is considerable, and a detailed review is beyond the scope of this paper. With the aim of introducing the formal econometric specifications which are detailed in Section three, in the … Simple Arbitrage

C Bender – 2010 Page 1. Simple Arbitrage Christian Bender1 July 19, 2010 Abstract We characterize absence of arbitrage with simple trading strategies in a discounted market with a constant bond and a stock. We show that, if there is a simple … International Finance Review L Gagnon, GA Karolyi … Bae, KH, Karolyi, GA, & Stulz, RM (2003). A new approach to measuring financial contagion. Review of Financial Studies (forthcoming). KG Becker, JE Finnerty, M. Gupta (1990), “The inter-temporal relation between the US and Japanese stock markets”, Journal of Finance, Vol. … DO MANAGERS CARRY THE FLAG? Y Jeong, RJ Weiner … Click and Weiner, forthcoming, for instance). Our approach to resource nationalism is … Researchers have used the reserves market to examine the leading theory of resource pricing (Hotelling, 1931), political risk (eg, Click and Weiner, forthcoming), and merger activity (eg, … Stochastic Volatility1 TG Andersena, L Benzonib … Recent work in the area has been mostly directly towards a continuous time setting and motivated by the typical specifications in financial economics. This section briefly reviews the two alternative approaches to specification of SV models. … Advances in Mergers & Acquisitions I Arikan …

Brau, JC, Francis, W. , & Kohers, N. (2001, forthcoming). The choice of IPO versus takeover: Empirical evidence. … . TJ Chemmanur, P. Fulghieri (1999), “A theory of the going-public decision”, Review of Financial Studies, Vol. 12 pp. 249 – 279. … Hedging Affecting Firm Value via Financing and Investments: Evidence from … H Zou … Forthcoming in Financial Management … counterparts in the West and they therefore have enhanced incentives to take ex-ante measures to control for ex-post credit risks after the drastic market-based banking reform in the 1990s (see Zou and Adams (2008) for a review of the …

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Risk Sharing, Costly Participation, and Monthly Returns T Hendershott, AJ Menkveld, MS Seasholes Page 1. Electronic copy available at: http://ssrn. com/abstract=1651098 Risk Sharing, Costly Participation, and Monthly Returns Terrence Hendershott Sunny X. Li UC Berkeley VU University Amsterdam Albert J. Menkveld Mark S. Seasholes VU University Amsterdam HKUST … With a little help from abroad: the effect of low-skilled immigration on the female … G Barone, S Mocetti … The rest of the paper is organized as follows. In section 2, we review the literature on immigration and female labor supply.

The empirical approach, the Page 9. 7 … 2 See Okkerse (2008) and the works cited therein for a review of the literature. 3 Brandolini et al. … Who Writes the News? Corporate Press Releases During Merger Negotiations KR Ahern, D Sosyura – Ann Arbor … Section 1 provides a brief overview of related research. Section 2 discusses data and methods. Section 3 presents empirical results. Section 4 offers robustness checks and reviews alternative hypotheses. Section 5 concludes. 1. Related Literature … MARINA BALBOA GERMAN LOPEZ-ESPINOSA A RUBIA … fluctuations, among others.

The existing literature is considerable, and a detailed review is beyond the scope of this paper. With the aim of introducing the formal econometric specifications which are detailed in Section three, in the … Scholar Alert: A New Lease on Life: Institutions, External Financing, and Growth GW Brown, LW Chavis, LF Klapper – 2010 … manufacturing sector. The remainder of this paper proceeds as follows. In section 2 we review related literature in detail and present our hypotheses. … that help alleviate SMEs’ financing constraints.

In this section, we review existing research on external financing activities with a … IS THE TURKISH EQUITY MARKET COINTEGRATED WITH EUROPEAN NORTH … I OZBERKI – 2010 Page 1. IS THE TURKISH EQUITY MARKET COINTEGRATED WITH EUROPEAN NORTH AMERICAN AND EMERGING MARKETS? A THESIS SUBMITTED TO GRADUATE SCHOOL OF SOCIAL SCIENCES OF MIDDLE EAST TECHNICAL UNIVERSITY BY IZZET OZBERKI … Corporate Scandals and Capital Structure S Bonini&, D Boraschi Page 1. Corporate Scandals and Capital Structure Stefano Bonini& Bocconi University, Via Roentgen 1, 20122, Milan, Italy stefano. [email protected] it Diana Boraschi Bocconi University, Via Roentgen 1, 20122, Milan, Italy diana. [email protected] it … Scholar Alert: Active Portfolio Management and Positive Alphas: Fact or Fantasy? RA Jarrow – The Journal of Portfolio Management, 2010 … 2 (1997), pp. 275-302. CrossRef; Fung, W. , and Hsieh, D. “Hedge Fund Benchmarks: A Risk-Based Approach. ” Financial Analysts Journal, forthcoming. Grinblatt, M. , and Titman, S. “Portfolio Performance Evaluation: Old Issues and New Insights. ” Review of Financial Studies, Vol. …

The Critical Stock Price for the American Put Option YP Chung, H Johnson, V Polimenis – Finance Research Letters, 2010 … Mathematical Finance 15, 439-463. Chung, SL. , Shih, PT. , 2009, Static hedging and pricing American options, Forthcoming in Journal of Banking and Finance. … Kim, IJ, 1990. The analytical valuation of American options. Review of Financial Studies 3, 547-572. … Can There Be Too Much Competition in Financial Services? Evidence from British … AJ WARBURTON – 2010 … the evidence does suggest a performance differential that is rather sizeable in economic terms.

The next section of the paper reviews the related literature and sets forth the hypotheses to be tested. Section III describes why the British mutual fund industry is a … Public and Private Learning from Prices, Strategic Substitutability and … C Manzano, X Vives – 2010 Page 1. Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity Carolina Manzano Xavier Vives CESIFO WORKING PAPER NO. 3137 CATEGORY 12: EMPIRICAL AND THEORETICAL METHODS JULY 2010 … Shareholder governance, bondholder governance, and managerial risk-taking TH Dolly King, MM Wen – Journal of Banking &

Finance, 2010 … As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. … Section 2 presents the literature review and hypotheses. … Endogenous and Systemic Risk J Danielsson, HS Shin, JP Zigrand – 2010 Page 1. Endogenous and Systemic Risk Jon Danielsson London School of Economics Hyun Song Shin Princeton University Jean–Pierre Zigrand London School of Economics July 2010 Abstract The risks impacting financial … Cycles of Innovation and Financial Propagation

CCG Opp – 2010 Page 1. Cycles of Innovation and Financial Propagation 1 Christian CG Opp2 May 2010 1I thank my advisors Lars Peter Hansen, Stavros Panageas, aLuboas Pastor, Raghu Rajan, and Pietro Veronesi for many insightful comments and guidance. … Individual Expectations, Limited Rationality and Aggregate Outcomes CH Te Baoa, J Sonnemansa, J Tuinstraa – 2010 Page 1. Individual Expectations, Limited Rationality and Aggregate Outcomes ? Te Baoa, Cars Hommesa, Joep Sonnemansa,b, and Jan Tuinstraa aCeNDEF, Department of Quantitative Economics, University of Amsterdam Roetersstraat 11, 1018WB Amsterdam, NL …

DEBT FINANCING AND FINANCIAL FLEXIBILITY DJ DENIS, SB MCKEON – 2010 … issuances. INVESTMENT comprises 85% of the total percent captured; thus, our process flags INVESTMENT as the primary use of funds in this example. A review of the annual report confirms that the firm made a large cash acquisition. … Forecasting Exchange Rates: Non-Linear Adjustment and Time-Varying … A Grossmann, DG McMillan – Journal of International Financial Markets, Institutions …, 2010 … al. (2009) as well as Grossmann and Simpson (forthcoming), obtain similar findings using a three-year base period and a rolling base period, respectively. .. world. Review of Financial Studies, 5, 153 180. Dumas, B. , 1994. Partial … Oil prices-Brownian motion or mean reversion? A study using a one year ahead … N Meade – Energy Economics, 2010 … Model estimation Although Gaussian models with constant variance (discrete Brownian motion) are included in the forthcoming evaluation of … Testing for Continuous- Time Models with Applications to Term Structure of Interest Rates, The Review of Financial Studies, 18, 37 … Corporate Governance and the Cost of Debt: Evidence from Director Limited … M Bradley, D Chen – 2010 … s reputational concerns provide the incentives for directors to fulfill their monitoring and advisory functions (eg, see the review by Hermalin and Weisbach, 2003; Adams, Hermalin, and Weisbach, 2010). However, very little … Governance Through Trading and Intervention: A Theory of Multiple Blockholders A Edmans, G Manso – 2010 … important. See Bharath et al. (2010) and Gorton et al. (2010) for recent empirical studies of the effect of blockholder numbers. This paper is organized as follows. Section 2 reviews related literature. Section 3 presents 3See, eg … CATalytic Insurance T Cordella, EL Yeyati – 2010

Page 1. Policy Research Working Paper 5377 CATalytic Insurance The Case of Natural Disasters Tito Cordella Eduardo Levy Yeyati The World Bank Latin American and the Caribbean Region Brazil Country Management Unit & The Office of the Chief Economist July 2010 … International Finance Review C Krishnamurti, A Sevic … . Sarkissian, S. , & Schill, MJ (2004). The overseas listing decision: New evidence of proximity preference. Review of Financial Studies (forthcoming). RE Verrecchia (2001), “Essays on disclosure”, Journal of Accounting and Economics, Vol. 32 pp. 97 – 180. …

Do Financial Intermediaries During IPOS Affect Long-Term Firm Mortality Rates? U Bhattacharya, A Borisov, X Yu … the stock, volatility of returns and beta. Chen (2006) finds that the market-to-book ratio affects firm mortality. 2 For a comprehensive review of the vast literature on finance and the real economy, please see Levine (2009). 3 The … Underwriters and IPO Underpricing: Is IPO underpricing a payment for information? ML Humphery-Jenner Page 1. Electronic copy available at: http://ssrn. com/abstract=1571746 Underwriters and IPO Underpricing: Is IPO underpricing a payment for information? Mark L. Humphery-Jenner ?

Abstract A contentious issue is why underwriters underprice IPOs. … Why Do Firms Go Public? JC Brau … WHY DO FIRMS GO PUBLIC? Forthcoming in the Oxford Handbook of Entrepreneurial Finance … (2001)). Brav and Gompers focused on the front-end of the lockup paper and published their revised paper in the Review of Financial Studies (Brav and Gompers (2003)). … The Floor Trader vs. Automation: A Survey of Theory and Empirical Evidence L Cardella, J Hao, I Kalcheva Page 1. Electronic copy available at: http://ssrn. com/abstract=1650345 The Floor Trader vs. Automation : A Survey of Theory and Empirical Evidence ?

Laura Cardella Eller College of Management University of Arizona Jia Hao School of Business Administration … Do International Cross-Listings Still Matter? GA Karolyi, L Gagnon … necessarily limit the scope of our critical review to two basic topics that have been actively investigated: (a) Price Discovery and Arbitrage. … review in this article (but reserve for another separate review) focuses on the role of corporate governance, agency … Scholar Alert: Two Essays on the Usage of Financial Derivative for Commercial Banks: Evidence … YJ Hsiao – 2010 …

Journal of Financial and Quantitative Analysis, forthcoming. Bartram, SM, Bown, GW, and Fehle, ER, 2009. … Estimating Standard Errors in Financial Panel Data Sets: Comparing Approaches. Reviews of Financial Studies 22, 435-480. … The Accounting Review 77(1), 127-160. … The role of affiliated directors on corporate boards1 S Kim – 2010 … interchangeably, and alternative names for this committee include “Board Organization”, “Organization Review”, “Policy and Organization”, and “Director Affairs”. Finally, I obtain … Review, Legal Compliance, and Investments Committees. 2. 4. Discussion of measures …

A realistic model of time-varying risk aversion I Dew-Becker – 2010 … Routledge and Zin (forthcoming) and Campanale, Castro, and Clementi (2010) study a model in which a generalized version of Gul’s (1991) disappointment … Lettau and Ludvigson (2010) give an extensive review of the literature on return predictability and the risk-return tradeoff … NBER NBER A Chari, PB Henry, D Sasson – 2010 Page 1. Capital Market Integration and Wages Anusha Chari* Peter Blair Henry * Diego Sasson * University of North Carolina New York University Goldman Sachs at Chapel Hill Brookings Institution NBER NBER July 2010 Abstract …

Securitization and the balance sheet channel of monetary trans-mission U Aysun, M Guldi, R Hepp – Working papers, 2010 Page 1. Department of Economics Working Paper Series Securitization and the balance sheet channel of monetary trans- mission Uluc Aysun University of Connecticut Melanie Guldi Mount Holyoke College Ralf Hepp Fordham University Working Paper 2010-18 July 2010 … Corporate Tax Avoidance and Stock Price Crash Risk: Firm-Level Analysis JB Kim, Y Li, L Zhang – 2010 … believe that our empirical evidence is unique and useful to the nderstanding of the underlying 5 See Hanlon and Heitzman (2009) for a comprehensive review of the recent literature on tax avoidance. … Section 2 reviews the related literature and presents our central predictions. … Financial Constraints and Firm Dynamics GBASF Tamagni … The inclusion of an AR(1) structure accounts for the fact that smaller (surviving) firms are often reported to grow faster (see Lotti et al. , 2003, for an in-depth review of the empirical literature). 9 The unspecified function ? introduce a dependence of the standard deviation of growth …

Implied Volatility Spreads, Skewness and Expected Market Returns Y Atilgan, TG Bali, KO Demirtas Page 1. Electronic copy available at: http://ssrn. com/abstract=1511970 Implied Volatility Spreads, Skewness and Expected Market Returns Yigit Atilgan, Turan G. Bali, and K. Ozgur Demirtas* Abstract This paper investigates … The Gender and Ethnic Diversity of US Boards and Board Committees and Firm … DA Carter, F D’Souza, BJ Simkins, WG Simpson – … Governance: An International Review … E-mail: gary. [email protected] edu 1 Corporate Governance: An International Review, 2010, ••(• 2010 Blackwell Publishing Ltd doi:10. 111/j. 1467-8683. 2010. 00809. x Page 2. … The paper is organized as follows. We review applicable theory in the first section. … Matlab Toolbox for Mixed Sampling Frequency Data Analysis using MIDAS … A Sinko, M Sockin, E Ghysels Page 1. Matlab Toolbox for Mixed Sampling Frequency Data Analysis using MIDAS Regression Models? Arthur Sinko† Michael Sockin‡ Eric Ghysels§ First Draft: December 2009 This Draft: July 26, 2010 ? The third author benefited … Risk Shifting, Conversion Rules, and Optional Payment Schedules SM Sepe Page 1. Electronic copy available at: http://ssrn. om/abstract=1649148 Risk Shifting, Conversion Rules, and Optional Payment Schedules Simone M. Sepe* September 28, 2009 Prior theories of convertible debt have showed … Identifying Informed Traders in Futures Markets RPH Fishe, AD Smith Page 1. Identifying Informed Traders in Futures Markets Raymond PH Fishe Aaron D. Smith Abstract Trading models generally presume that some participants are more informed and that these traders exhibit superior forecasting skills. … Why Do Repurchases Affect Share Prices? New Evidence from Closed-End Funds A Dittmar, R Dittmar … han would be expected from the profits to be made and is more consistent with a signal, either that a series of repurchases may be forthcoming or that the management of the fund has improved. Hypothesis 1, that prices jump on announcement in a way which is consistent with … Portfolio choice under local industry and country factors C Castro Page 1. Noname manuscript No. (will be inserted by the editor) Portfolio choice under local industry and country factors Carlos Castro Received: date / Accepted: date Abstract This article extends the parametric portfolio policy …

Scholar Alert: CREATES Research Paper 2010-55 N Aslanidis, C Christiansen – 2010 … Bond Correlation,lWorking paper, CREATES. Baele, L. , G. Bekaert, and K. Inghelbrecht (forthcoming): kThe De’ terminants of Stock and Bond Return Comovements,l Review of Financial Studies. Bansal, N. , RA Connolly, and … Journal of International Money and Finance I Patnaik, A Shah – Journal of International Money and Finance, 2010 … We obtain dates of the structural breaks of the exchange rate regime using Zeileis et al. forthcoming) which extends the econometrics of structural change to address the unique needs of this setting. … Review of Financial Studies 14 (1), 215–241. Ize, A. , Yeyati, E. , 2003. … Multifactor Consumption Based Asset Pricing Models Using the US Stock Market … J Hunter, F Wu – 2010 … The rest of this article is organised as follows. A brief literature review is given in section 2. Section 3 and 4 describe the data properties and the methodology applied in this paper, respectively. Section 5 reports the empirical results. …

The Characteristics of Informed Trading: Implications for Asset Pricing H Aslan, D Easley, S Hvidkjaer, MO’Hara – 2010 … like. This paper is organized as follows. The next section discusses the nature of information risk, and reviews recent challenges in the literature to the concept of PIN and its estimation. Section 3 presents the data and sample, … A Survey of Announcement Effects on Foreign Exchange Returns CJ Neely, SR Dey – FEDERAL RESERVE BANK OF ST. LOUIS REVIEW, 2010 … Federal Reserve Bank of St. Louis Review, September/October 2010, 92(5), pp. …

Value of new purchase orders placed with domestic manufacturers for durable and nondurable goods. A review of the state of the economy and budget, and related forecasts on future outlook. … Accounting anomalies and fundamental analysis: An alternative view J Lewellen – 2010 … My review discusses five key topics from this literature: (1) discriminating between risk and mispricing explanations for return anomalies; (2) estimating the implied cost of capital; (3) inferring investors’ perceptions of the earnings process; (4) understanding the importance of …

Liability of foreignness: new insights from capital markets RG Bell, I Filatotchev, AA Rasheed – The Past, Present and Future of International …, 2010 … Based on an extensive review of ”home bias” in equity markets, we propose four strategies to erase the … This is followed by a brief review of the state of international capital markets and their increasing worldwide integration. … Street earnings definitions of credit rating agencies and equity analysts? G Batta, V Muslu – 2010 …

Researchers have also examined the effect of rating changes and announcements of ratings reviews and watchlists on security and credit derivative valuation (Hand, Holthausen, and Leftwich, 1992; Dichev and Piotroski, 2001; Hull, … Stock Returns and Monetary Policy: Are There Any Ties? H Bouakez, BO Essid, M Normandin – Cahier de recherche/Working Paper, 2010 Page 1. Bouakez: Department of Economics, HEC Montreal and CIRPEE, 3000 Chemin de la Cote-Sainte-Catherine, Montreal, Quebec, Canada H3T 2A7 hafedh. [email protected] hec. ca Essid: Department of Economics, HEC Montreal …

The Governance of Family Firms M BENNEDSEN, F PEREZ-GONZALEZ, D … – Corporate Governance: A …, 2010 … ers. Itstresses? rm-levelgovernancemechanismsanddevotessubstantial attention toidenti? cation problems that affect applied research. The chapter is, therefore, not a review on the vast family ? rm literature. Particular papers … Spatial Aspects Concerning Economic Structures AD Dixon – 2010 … is not very significant. As such, that a high degree of diversity exists among different national political economies is contestable (Clark and Wojcik 2007; Peck and Theodore 2007; Dixon forthcoming).

If European financial institutions … What Drives the Return Predictive Power of Institutional Ownership: Information or … B Qiu – 2010 … of speculators. Hirshleifer and Teoh (2003) provide a detailed review of the herding and cascading literatures. Page 9. 7 institutions. Subsequent to institutional trading, the trend reversal in innovations in fundamentals gradually … Do CDS Spreads reflect default risks? Evidence from UK bank bailouts A Takeyama, N Constantinou, D Vinogradov – 2010 Page 1. Do CDS Spreads reflect default risks?

Evidence from UK bank bailouts Nick Constantinou Essex Business School Dmitri Vinogradov Essex Business School Azusa Takeyama CCFEA Address for correspondence Nick … The Effect of Corporate Governance on Performance S BHAGAT, B BOLTON, R ROMANO – Corporate Governance: A Synthesis of Theory …, 2010 Page 108. P1: OTA/XYZ P2: ABC c06 JWBT314-Baker July 19, 2010 10: 4 Printer Name: Yet to Come CHAPTER 6 The Effect of Corporate Governance on Performance SANJAI BHAGAT Professor of Finance, University of Colorado … CEO Ownership, Stock Market Performance, and Managerial Discretion U von Lilienfeld-Toal, S Ruenzi – 2010

Page 1. CEO Ownership, Stock Market Performance, and Managerial Discretion ? Ulf von Lilienfeld-Toal and Stefan Ruenzi June 2010 Abstract We examine the relationship between CEO ownership and stock market performance. … Large liquidity expansion of super-hedging costs D Possamai, HM Soner, N Touzi – 2010 Page 1. Large liquidity expansion of super-hedging costs Dylan Possamai ? H. Mete Soner† Nizar Touzi‡ August 28, 2010 Abstract We consider a financial market with liquidity cost as in C? etin, Jarrow and Protter where … Liquidity and Asset Market Dynamics G Rocheteau, R Wright – 2010 Page 1.

Liquidity and Asset Market Dynamics” Guillaume Rocheteau University of California, Irvine Randall Wright University of Wisconsin $ Madison and FRB Minneapolis September 2, 2010 Abstract We study an economy with an essential role for liquid assets. … Essays on Down Payment Constraint, House Price and Young People’s … X Wang – 2010 … payment constraint affects the relationship between young people’s homeownership and wealth. 1. 2 Literature Review The importance of housing investment as an asset in people’s life cycle portfolio choice has been emphasized in recent macroeconomic studies. …

Liquidity Coinsurance and Bank Capital P VERSION – 2010 Page 1. Liquidity Coinsurance and Bank Capital? Fabio Castiglionesi† Fabio Feriozzi‡ Gyongyi Loranth§ Loriana Pelizzon¶ July 2010 PRELIMINARY VERSION Abstract This paper analyzes how the liquidity coinsurance provided by interbank markets affects … Competition and Stability in European Banking: A Regional Analysis H Liu, P Molyneux, JOS Wilson Page 1. Electronic copy available at: http://ssrn. com/abstract=1670744 1 Competition and Stability in European Banking: A Regional Analysis Hong Liu +a Phil Molyneux +b and John OS Wilson * September 2010 Abstract National …

Scholar Alert: CORE DISCUSSSION PAPER 2010/49 HNM MODELS – 2010 … pir

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Scholar Alert: [ review "financial studies" forthcoming ] Bank capital, competition and loan spreads M Fischer, S Steffen - 2010 Page 1. Bank capital, competition and loan spreads Markus Fischer ? Sascha Steffen † August 22, 2010 Abstract This paper empirically investigates whether well-capitalized banks charge higher spreads using a dataset of all ... Commentary: Monetary Policy after the Fall JB Taylor, C Bean - 2010 ... Louis Review, May June 2010, 165-176 Taylor, John B. (2010c), “The Fe
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