Items where Division is "Financial Markets Group" and Year is 2007

  • University Structure (97933)
  • Financial Markets Group (1097)
    Number of items: 33.
    Report
  • Loan maturity and renegotiation evidence from the lending practices of large and small banks. (2007) Albertazzi, Ugo
  • From local to global: the rise of AIM as a stock market for growing companies: a comprehensive report analysing the growth of AIM. (2007) Arcot, Sridhar and Black, Julia and Owen, Geoffrey
  • Security-voting structure and bidder screening. (2007) At, Christian and Burkart, Mike and Lee, Samuel
  • Money illusion and housing frenzies. (2007) Brunnermeier, Markus K. and Julliard, Christian
  • Market liquidity and funding liquidity. (2007) Brunnermeier, Markus K. and Pedersen, Lasse Heje
  • Intergenerational risksharing and equilibrium asset prices. (2007) Campbell, John Y. and Nosbusch, Yves
  • An estimation of economic models with recursive preferences. (2007) Chen, Xiaohong and Favilukis, Jack and Ludvigson, Sydney C.
  • Efficient estimation of a semiparametric characteristic-based factor model of security returns. (2007) Connor, Gregory and Hagmann, Matthias and Linton, Oliver
  • Executive compensation and competition in the banking and financial sectors. (2007) Cuñat, Vicente and Guadalupe, Maria
  • On the impact of fundamentals, liquidity and coordination on market stability. (2007) Danielsson, Jon and Penaranda, Francisco
  • Efficient dynamic coordination with individual learning. (2007) Dasgupta, Amil and Steiner, Jakub and Stewart, Colin
  • Endogenous state prices, liquidity, default, and the yield curve. (2007) Espinoza, Raphael A. and Goodhart, Charles and Tsomocos, Dimitrios P.
  • The ownership of ratings. (2007) Faure-Grimaud, Antoine and Peyrache, Eloic and Quesada, Lucia
  • Inequality, stock market participation, and the equity premium. (2007) Favilukis, Jack
  • Consistent estimation of the risk-return tradeoff in the presence of measurement error. (2007) Ghosh, Anisha and Linton, Oliver
  • Asset pricing with limited risk sharing and heterogeneous agents. (2007) Gomes, Francisco and Michaelides, Alexander
  • Value of information in competitive economies with incomplete markets. (2007) Gottardi, Piero and Rahi, Rohit
  • How deep is the annuity market participation puzzle? (2007) Inkmann, Joachim and Lopes, Paula and Michaelides, Alexander
  • Households' portfolio diversification. (2007) Jappelli, Tullio and Julliard, Christian and Pagano, Marco
  • Labor income risk and asset returns. (2007) Julliard, Christian
  • Inference about realized volatility using infill subsampling. (2007) Kalnina, Ilze and Linton, Oliver
  • Performance measurement and evaluation. (2007) Lehmann, Bruce and Timmermann, Allan
  • Evaluating hedge fund performance: a stochastic dominance approach. (2007) Li, Sheng and Linton, Oliver
  • Parametric properties of semi-nonparametric distributions, with applications to option valuation. (2007) Mencia, Javier and Leon, Angel and Sentana, Enrique picture_as_pdf
  • Inflation dynamics in the US - a nonlinear perspective. (2007) Nobay, A. Robert and Paya, Ivan and Peel, David A.
  • Portfolio choice beyond the traditional approach. (2007) Penaranda, Francisco
  • The gambler's and hot-hand fallacies: theory and applications. (2007) Rabin, Matthew and Vayanos, Dimitri
  • Strategic financial innovation in segmented markets. (2007) Rahi, Rohit and Zigrand, Jean-Pierre
  • A theory of strategic intermediation and endogenous liquidity. (2007) Rahi, Rohit and Zigrand, Jean-Pierre
  • Competition and opportunistic advice of financial analysts: theory and evidence. (2007) Sette, Enrico
  • A search-based theory of the on-the-run phenomenon. (2007) Vayanos, Dimitri and Weill, Pierre-Olivier
  • Pension plan funding, risk sharing and technology choice. (2007) Webb, David C.
  • Forecasting bankruptcy and physical default intensity. (2007) Zhou, Ping