Journal Articles
2020
Cuculiza, C., Antoniou, C., Kumar, A. and Maligkris, A. (2020) "Terrorist attacks, analyst sentiment, and earnings forecasts", Management Science
Bartram, S. M. and Grinblatt, M. (2020) "Global market inefficiencies", Journal of Financial Economics
Olga Klein (2020) "", Journal of Financial Markets
Gamba, A . and Saretto, A. (2020) "Growth options and credit risk", Management Science
Gantchev, Nickolay, Sevilir, Merih and Shivdasani, Anil (2020) Activism and empire building. Journal of Financial Economics. In Press.
Della Corte, P., Kozhan, R. and Neuberger, A. (2020) "The cross-section of currency volatility premia", Journal of Financial Economics
Gospodinov, N. and Robotti, C. (2020) "Common pricing across asset classes : empirical evidence revisited", Journal of Financial Economics
Ordonez-Calafi, G. and Thanassoulis, J. (2020) "Stock selling during takeovers", Journal of Corporate Finance, 60, 101550
Gyuri Venter,, Matteo Leombroni, Andrea Vedolin, and Paul Whelan (2020)鈥淐entral Bank Communication and the Yield Curve鈥�, Journal of Financial Economics,
2019
Barboni, G. and Rossi, C. (2019) "", Journal of Banking & Finance, 106, 514 -526
S枚hnke M Bartram (2019) "", Journal of Corporate Finance, 57, 9-34
Bianco, M. and Gamba, A. (2019) "", Review of Corporate Finance Studies, 8, 1, 97-145
Gantchev, Nickolay, Gredil, Oleg R. and Jotikasthira, Chotibhak (2019) Governance under the gun: spillover effects of hedge fund activism. Review of Finance, 23 (6). pp. 1031-1068.
Arikan, O., Gozluklu, A. E., Kim, G. H. and Sakaguchi, H. (2019) "Primacy in stock market participation : the effect of initial returns on market re-entry decisions ", European Journal of Finance, 25, 10, 883-909
Hendershott, T., Kozhan, R. and Raman, V. (2019) "Short selling and price discovery in corporate bonds ", Journal of Financial and Quantitative Analysis
Mueller, P., Vedolin, A. and Zhou, H. (2019) "Short-run bond risk premia", Quarterly Journal of Finance, 9, 3, 1950011
Raponi, V., Robotti, C. and Zaffaroni, P. (2019) "Testing beta-pricing models using large cross-sections", Review of Financial Studies, hhz064
Rochet, J. and Thanassoulis, J. (2019) "Intertemporal price discrimination with two products ", RAND Journal of Economics
Chang, X., Chen, Y., Wang, S. Q., Zhang, K. and Zhang, W. (2019) "Credit default swaps and corporate innovation", Journal of Financial Economics
2018
Gantchev, Nickolay and Jotikasthira, Chotibhak (2018) Institutional trading and hedge fund activism. Management Science, 64 (6). pp. 2930-2950.
(2018) "In good times and in bad : defined-benefit pensions and corporate financial policy", Journal of Corporate Finance, 48, 331-351
, and Taylor, M. P. (2018) "Global political risk and currency momentum", Journal of Financial and Quantitative Analysis, 53, 5, 2227-2259
Bianco, M. and . (2018) "Inventory and corporate risk management", Review of Corporate Finance Studies, forthcoming
Danis, A. and . (2018) "The real effects of credit default swaps", Journal of Financial Economics, 127, 1, 51-76
Arikan, O.,., . and Sakaguchi, H. (2018) "Primacy in stock market participation : the effect of initial returns on market re-entry decisions ",European Journal of Finance, Forthcoming
, Peter Roosenboom and Eden Quxian Zhang, 2018, 鈥淎ntitrust merger review costs and acquirer lobbying,鈥� Journal of Corporate Finance 51, 72-97.
Anginer, D., Demirg眉莽-Kunt, A., Huizinga, H. and . (2018) "Corporate governance of banks and financial stability", Journal of Financial Economics, 130, 2, 327-246
Hendershott, T., . and Raman, V. (2018) "Short selling and price discovery in corporate bonds ", Journal of Financial and Quantitative Analysis
Koufopoulos, K., . and Trigilia, G. (2018) "Optimal security design under asymmetric information and profit manipulation", Review of Corporate Finance Studies
. and Tanaka, M. (2018) "Optimal pay regulation for too-big-to-fail banks ", Journal of Financial Intermediation, 33, 83-97
Albuquerque, R., Koskinen, Y. and (2018) "Corporate social responsibility and firm risk : theory and empirical evidence", Management Science
2017
Boyson, Nicole M., Gantchev, Nickolay and Shivdasani, Anil (2017) Activism mergers. Journal of Financial Economics, 126 (1). pp. 54-73.
Anagol, Santosh; and Ramodorai, Tarun (2017) Endowment Effects in the Field: Evidence from India's IPO Lotteries, Review of Economic Studies, conditionally accepted.
(2017) In good times and in bad: defined-benefit pensions and corporate financial policy, Journal of Corporate Finance, forthcoming
(2017) Corporate hedging and speculation with derivatives, Journal of Corporate Finance, forthcoming
(2017) Agnostic fundamental analysis works, Journal of Financial Economics, forthcoming
and Xia, Chunling (2017) M&A Deal Initiation and Managerial Motivation, Journal of Corporate Finance, forthcoming.
and Taylor, Mark, P. (2017) , Journal of Finance and Quantitative Analysis, August 2017.
; Li, H. and Zhang, W. (2017) The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns, Journal of Futures Markets, forthcoming.
., Stathopoulos,A., and Vedolin,A. (2017) , Journal of Financial Economics, November 2017, Vol 126 (2), 270-299
Tahbaz-Salehi, A., and Vedolin, A. (2017) Exchange Rates and Monetary Policy Uncertainty, The Journal of Finance, June 2017, Vol 72 (3), 1213–1252
Choi, H., , and Vedolin, A. (2017) , Review of Finance, May 2017, Vol 21 (3), 987-1022
Tanaka, Misa and (2017) , Journal of Financial Intermediation, forthcoming. Also available as a Bank of England working paper.
Chao, Yong; Yao, Chen and Mao, Ye (2017) , American Economic Review, May 2017
2016
, (2016) Corporate post retirement benefit plans and rela investment, Management Science, 20 (2), 575-629
(2016) Corporate post-retirement benefit plans and leverage, Review of Finance, 20 (2), 575-629
(2016); Pre-trade transparency and informed trading: experiemental evidence on undisclosed orders, Journal of Financial Markets, 28,91-115
Cui, B. and (2016) Intraday rallies and crashes:spillovers of trading halts, International Journal of Finance and Economics, 21 (4), 472-501.
Favero, C., and Yang, H. (2016) Demograhics and the behavior of interest rates, IMF Economic Review, forthcoming.
, Li, H. and Zhang, W. (2016) CDS-Bond Basis and Bond Return Predictability, Journal of Empirical Finance, Vol. 38, 307-337
(2016) Credit Derivatives as a Commitment Device: Evidence from the Cost of Corporate Debt, Journal of Banking and Finance, forthcoming
Li, Tao (2016) , Management Science, forthcoming
Jiang, Wei; Li, Tao; Mei, Danqing and Thomas, Randall (2016) , Journal of Law and Economics, forthcoming
Malkhozov Aytek, , Vedolin Andrea, Venter Gyuri (2016) , The Review of Financial Studies, Vol 29, (5),1220–1253
(2016) Comment on: 鈥溾�� by Lubo拧 P谩stor and Pietro Veronesi, Journal of Monetary Economics Vol. 81, 21-24
Kausar, Asad., ., Tan, Christine (2016) Legal Regimes and Investor Response to the Auditor's Going-Concern Opinion, Journal of Accounting, Auditing & Finance, forthcoming
Agarwal, Vineet.,Bellotti, Xijuan., Nash, Elly and (2016) Is Investor Relations Value Relevant?, Accounting and 糖心TV Research, Vol. 46, No.1, 691-714
Gill, David and (2016) , Economic Journal, 126, 1528-1570.
Somekh, Babak and (2016) , Journal of International 糖心TV Studies, 47, 233-254.
, (2016), Is Firms' CSR Sufficient Enough to Explain Socially Responsible Investment?, Review of Quantitative Finance and Accounting, forthcoming
Subrahmanyam, Marti., Tang, Dragon Yongjun., (2016) Credit Default Swaps, Exacting Creditors, and Corporate Liquidity Management, Journal of Financial Economics, forthcoming
Augustin, Patrick., Subrahmanyam, Marti., Tang, Dragon Yongjun., (2016) Credit Default Swaps: Past, Present , and Future, Annual Review of Financial Economics, forthcoming
Lei, Zicheng and (2016) Leveraged Buybacks, Journal of Corporate Finance, forthcoming
Sorge, M., and Koufopoulos, K. (2016) Short-term corprorate debt around the world, Journal of Money, Credit and Banking, forthcoming
2015
;Harrison, G., Lau, M., and Read, D. (2015) Subjective Bayesian Beliefs, Journal of Risk and Uncertainty, forthcoming.
; Harrison, G., Lau, M., and Read, D. (2015) Information Characteristics and Errors in Expectations: Experimental Evidence, Journal of Finance and Quantitative Analysis, forthcoming.
;Harris, R. and Zhang, R. (2015) Ambiguity Aversion and Stock Market Participation: An Empirical Analysis, Journal of Banking and Finance, 58, 57-70
; Brown, G.W., Waller, W. (2015) How Important is Financial Risk? Journal of Financial And Quantitative Analysis, Vol 50 (4), August 2015, 801-824
, (2015) Corporate Post-Retirement Benefit Plans and Leverage. Review of Finance: 1-55.
and Wang, Jeffrey (2015) European Financial Market Dependence: An Industry Analysis. Journal of Banking and Finance, Vol 59, July 2015 , 146-163
; Griffin, John; Lim, Tae-Hoon and Ng, David (2015). How Important are Foreign Ownership Linkages for International Stock Returns?. Review of Financial Studies forthcoming.
; Guidolin, Massimo and Ravazzolo, Francesco (2015) Macroeconomic Factors Strike Back: A Bayesian Change Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross Section Journal of 糖心TV & Economic Statistics, forthcoming.
; Fredella, Roberta; Perotti, Pietro and Rindi, Barbara (2015). Lot Size Constraints and Market Quality: Evidence from the Borsa Italiana, Financial Management, forthcoming.
Koufopoulos, Kostas and (2015) Optimal Insurance Under Adverse Selection and Ambiguity Aversion, Economic Theory, forthcoming
Ferreira, Alex and Moore, Michael (2015) Carry Trade e Risco Cambial: um Conto de Dois Fatores, Revista Brasileira de Economia (FGV-RJ) in Portuguese, forthcoming.
Dunne, Peter; Hau, Harald and Moore, Michael (2015) Dealer Intermediation Between Markets, Journal of the European Economic Association, 13, no. 3, forthcoming October 2015.
Palandri, Alessandro, (2015). Do Negative and Positive Equity Returns Share The Same Volatility Dynamics. Journal of Banking and Finance, forthcoming.
and Eshraghi, Arman. (2015) Heroes and Victims: Fund Manager Sense-making, Self-legitimation and Story-telling, Accounting and 糖心TV Research , Vol 46, No. 6-7, 691-714
(2015) Emotional Finance and the Psychodynamics of Markets, Psychoanalyse in Widerspruch, Vol 53, No.1, 7-30
Taylor, Mark.P. & Filippou, I. (2015), Common Macro Factors and Currency Premia. Journal of Financial and Quantitative Analysis (Forthcoming).
Gianna Boero, Konstantinos Mavromatis and Taylor, Mark. P. (2015), Real Exchange Rates and Transition Economies. Journal of International Money and Finance 56, 23 – 35.
Maria Gelman, Axel Jochem, Stefan Reitz and Taylor, Mark. P. (2015), Real Financial Market Exchange Rates and Capital Flows. Journal of International Money and Finance 54, 50 – 69.
Stefan Reitz, Markus A. Schmidt and Taylor, Mark. P. (2015), Financial Intermediation and the Role of Price Discrimination in the Foreign Exchange Market. European Journal Of Finance 21, 629 – 645.
and Somekh, Babak (2015) Real Economy Effects of Short-Term Equity Ownership, Journal of International 糖心TV Studies, forthcoming
Gill, David and , (2015) Competition in Posted Prices with Stochastic Discounts, Economic Journal, forthcoming.
Smith, Howard and (2015) , Oxford Review of Economic Policy, 31(1), 64-89.
(2015) The Effect of CEO Option Compensation on the Capital Structure: A Natural Experiment. Financial Management, forthcoming.
2014
., Doukas, J.A. and Subrahmanyam, A. (2014) Investor Sentiment, Beta, and the Cost of Equity Capital, Management Science, forthcoming.
; Brown, Gregory W. and Waller, William (2013) How Important is Financial Risk?, Journal of Financial and Quantitative Analysis, forthcoming.
, Guidolin, M. (2014) Can Long-Run Dynamic Optimal Strategies Outperform Fixed-Mix Portfolios? Evidence from Multiple Datasets, European Journal of Operational Research, 236, Issue 1, p160-176
, Guidolin, M. (2014) Can Linear Predictability Models Time Bull and Bear Real State Markets? Out-of-Sample Evidence from REIT Portfolios, Journal of Real Estate Finance and Economics, 49, Issue 1, p116-164
De Nicol貌, G.; and Lucchetta, M. (2014) Microprudential Regulation in a Dynamic Model of Banking, Review of Financial Studies, forthcoming.
and Triantis, Alexander, J. (2014) Corporate Risk Management: Integrating Liquidity, Hedging and Operating Policies, Management Science, 60, 246-264.
Koufopoulos, Kostas and (2014) Welfare-Improving Abiguity in Insurance Markets with Asymmetric Information, Journal of Economic Theory, forthcoming.
Mao, Lei and Tserlukevich, Yuri (2014) Repurchasing Debt, Management Science, forthcoming.
Bloom, David; Canning, David and Moore, Michael (2014) Optimal Retirement and Saving with Increasing Longevity, Scandinavian Journal of Economics, 16, No. 3, 838-858, July 2014.
Palandri, Alessandro (2014) Risk-free rate effects on conditional variances and conditional correlations of stock returns, Journal of Empirical Finance, 25, p95-111.
Fotak, V., and Yadav, P. (2014) Fails-to -Deliver, Short Sales, and market Quality, Journal of Financial Economics, forthcoming.
Sager,Michael and Taylor, Mark P. (2014), Generating Currency Trading Rules from the Term Structure of Forward Foreign Exchange Premia. Journal Of International Money And Finance 44, 230 – 250.
N. Gregory Mankiw and Taylor, Mark P. (2014), Macroeconomics, London: Palgrave, 2nd edition.
Taylor, Mark P. and Meher Manzur (2014), Recent Developments in Exchange Rate Economics, Aldershot: Edward Elgar.
N. Gregory Mankiw and Taylor, Mark P. (2014), Economics, London: Thomson, 3rd edition.
, (2013) , Journal of Banking and Finance, 139-151.
Nocke, Volker and (2014) , Journal of the European Economic Association, 12, 337-367.
Subrahmanyam, Marti; Tang, Dragon Yongjun and (2014) Does the Tail Wag The Dog? The Effect of Credit Default Swaps on Credis Risk, Review of Financial Studies, forthcoming.
Augustin, P., Subrahmanyam, M.G., Tang D.G., (2014) Credit Default Swaps: A Survey, Foundation and Trends in Finance, 9, No.1-2, p1-196
2013
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; Doukas, J.A. and Subrahmanyam, A. (2013) Cognitive Dissonance, Sentiment and Momentum, Journal of Financial and Quantitative Analysis, 48(1), 245-275. ; Burns, N. and Helwege, J. (2013) Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions, Quarterly Journal of Finance, 3 (2), 1-20 Korczakb, Adriana; Korczakb, Piotr (2013). Journal of Banking & Finance, 37 (6), 1915–1935. |
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., Palandri, Alessandro, Roosenboom, P. and van Dijk, Dick (2013). Review of Finance, 17 (3), 1099-1139. |
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Fanone, Enzo; and Prokopczuk, Marcel (2013) Energy Economics, 35 (1), 22–34. and Zhang, Kun (2013). Dynamic Optimal Portfolio Choice in Jump-Diffusion Markets with investment Constraints. Journal of Banking and Finance, 37, 1733-1746. ; Li, Xun; Tan, Hwee Huat and Wu, Zhengyu (2013). An Efficient State-Space Partitioning Approach to Pricing High-Dimensional American-styled Options via Dimension Reduction, European Journal of Operational Research, 231, 362-370. |
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; Neuberger, Anthony and Schneider, Paul (2013). , Review of Financial Studies, 26(9) 2174-2203. Palandri, Alessandro, (2013). When Do Managers Seek Private Equity Backing in Public-to-Private Transactions. Review of Finance: 1099-1139 Ezrachi, Ariel and (2013). , Journal of Competition Law and Economics, forthcoming. (2013). , Management Science, 59, 402-419. O'Hara, Maureen; Yao, Chen and Ye, Mao (2013). What's Not There: The Odd-Lot Bias in Market Data, Journal of Finance, forthcoming. |
2012
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; Galariotis, E.C. and Read, D. (2012) Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts, European Financial Management, forthcoming. . and Bodnar, Gordon M. (2012). Journal of International Money and Finance, 31(4), 766-792. |
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.; Brown, Gregory W. and Stulz, Rene M. (2012). Journal of Finance, 67 (4), 1329-1370. Chernov, M. and (2012). The term structure of inflation expectations. Journal of Financial Economics, 106(2), pp.367-394. ; Paap, Richard; Roosenboom, Peter and Teunissen, Tim (2012). One Size Does Not Fit All: Selling Forms to Private Equity Versus Strategic Acquirers. Journal of Corporate Finance, 18(4), 828-848. |
| Fu, Haifeng; ; Pan, Guangming and Yang, Yanrong. (2012). . Journal of Computational Finance, 16 (2), 85-118. |
| and Zhang, A. X. (2012). . Review of Financial Studies, 25 (9), 2877-2919. |
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and Tham, W. W. (2012). . Management Science, 58 (11), 2131-2149. |
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and Salmon, Mark (2012). , Journal of Financial Markets, 15 (1), 1-28. |
| Neuberger, Anthony (2012) . . Review of Financial Studies, 25 (11), 3423-3455. |
| Nolte, Ingmar and Voev, Valeri (2012). Journal of 糖心TV & Economic Statistics , 30 (1), 94-108. |
| Nolte, Ingmar and Nolte, Sandra (2012). , The European Journal of Finance, 18 (10), 921-947. |
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Sarno, Lucio; Schneider, Paul and Wagner, Christian (2012). s. Journal of Financial Economics, 105 (2), 279-310. Abhyankar, Abhay; Basu, Devraj and (Oct 2012). The Optimal Use of Return Predictability: An Empirical Study, Journal of Financial and Quantitative Analysis, 47(5), 973-1001. (2012). The Case for Intervening in Bankers' Pay, Journal of Finance, 67, 849-895. Internet Appendix. Smith, Howard and (2012). Upstream Uncertainty and Countervailing Power, IInternational Journal of Industrial Organization, 30, 483-495. |
2011
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Aretz, Kevin; . and Pope, Peter F. (2011). , International Journal of Forecasting, 27 (2), 413-437. |
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; Brown, Gregory.W. and Conrad, Jennifer.S. (2011). , Journal of Financial and Quantitative Analysis, 46 (4), 967-999. |
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Favero, Carlo A.; and Tamoni A. (2011). . Journal of Financial and Quantitative Analysis, 46 (5), 1493-1520. |
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Chu, Ba and (2011). , Studies in Nonlinear Dynamics and Econometrics, 15(1). |
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Kelsey, David; and Pang, Wei (2011). . Review of Finance, 15(3), 603-631. |
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(2011). . International Journal of Game Theory, 40 (2), 215-230. |
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Britten-Jones, Mark; Neuberger, Anthony and Nolte, Ingmar (2011). . Journal of 糖心TV Finance and Accounting, 38 (5-6), 657-683. |
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Nolte, Ingmar and Voev, Valeri. . Journal of Financial Econometrics, 9 (4), 685-716. |
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Nolte, Ingmar (2011) . European Journal of Finance, 18 (10), 1-35. |
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Adam-Mueller, Axel and Nolte, Ingmar (2011). . Journal of Banking and Finance, 35 (11), 2956-2964. |
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Bien, Katarzyna; Nolte, Ingmar and Pohlmeier, Winfried (2011). . Journal of Applied Econometrics, 26 (4), 669-707. |
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Schneider, Paul; S枚gner, Leopold and Veza, Tanja (2011). Journal of Financial and Quantitative Analysis, 45 (6), 1517-1547. |
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Dorfleitner, Gregor; Schneider, Paul and Veza, Tanya (2011). , Quantitative Finance, 11 (12), 1729-1743. (2011). Is Multimedia Convergence To Be Welcomed? Journal of Industrial Economics, 59(2), 225-253. |
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Renneboog, Luc; Ter Horst, Jenke and (2011). . Journal of Financial Intermediation, 20 (4), 562-588. |
2010
Aretz, Kevin and (2010).. Journal of Financial Research, 33 (4), 317-371.
Aretz, Kevin; , S枚hnke and Pope, Peter (2010). . Journal of Banking and Finance, 34 (6), 1383-1399.
; Brown, Gregory and Minton, Bernadette (2010). , Journal of Financial Economics, 95 (2), 148-173.
and Jacob, Marcus (2010). Culture, Agency Costs and Dividends, Journal of Comparative Economics, 38(3), 321-339.
and Sick, Gordon (2010). . Multinational Finance Journal, 14 (1/2), 157-207.
Stramer, Osnat; Bognar, Matthew and Schneider, Paul (2010). , Journal of Financial Econometrics, 8 (4), 450-480.
Mijatovic, Aleksandar and Schneider Paul (2010). Globally Optimal Parameter Estimates for Nonlinear Diffusions. Annals of Statistics, 38 (1), 215-245.
Fruehwirth, Manfred; Schneider, Paul and S枚gner, Leopold (2010). . European Financial Management, 16 (4), 658-685.
Basu, Devraj; Oomen, Roel and (2010). International Dynamic Asset Allocation and Return Predictability. Journal of 糖心TV Finance and Accounting, 37(7-8), 1008-1025.
Basu, Devraj; Oomen, Roel and (May 2010). How to Time the Commodies Markets (Invited Editorial), Journal of Derivatives and Hedge Funds, 16, 1-8.
(2010). Optimal Stalling When Bargaining, Journal of Economic Dynamics and Control, 34, 101-120, lead article.
2009
and Bodnar, Gordon (2009). No Place to Hide: The Global Crisis in Equity Markets in 2008/09. Journal of International Money and Finance, 28 (8), 1246-1292.
, Brown, Gregory and Fehle, Frank (2009). International Evidence on Financial Derivatives Usage. Financial Management, 38 (1), Spring 2009, 185-206.
Fusari, Nicola and (2009). Valuing Modularity as a Real Option. Management Science, 55 (11), 1877-1896.
and Tesser, Matteo (2009). Structural Estimation of Real Options Models. Journal of Economic Dynamics and Control, 33 (4), 798-816.
and Salmon, Mark (2009). Uncertainty Aversion in a Heterogeneous Agent Model of Foreign Exchange Rate Formation. Journal of Economic Dynamics and Control, 33 (5), 1106-1122.
Pal, Roz谩lia and (2009). Firms' Investment under Financing Constraints: A Euro Area Investigation. Applied Financial Economics, 19 (20), 1611-1624.
and Schmid, Wolfgang (2009). Asset Allocation with Distorted Beliefs and Transaction Costs. European Journal of Operational Research, 194 (1), 236-249.
Palandri, A, (2009) Sequential Conditional Correlations: Inference and Evaluation, Journal of Econometrics, 153(2), p.122-132
(2009). This Is The Right Time to Regulate Bankers' Pay, Economists' Voice, 6(5), Article 2.
Gill, David and (2009). The Impact of Bargaining on Markets with Price Takers: Too Many Bargainers Spoil The Broth, European Economic Review, 53, 658-674.
Palomino, Frederic; Renneboog, Luc and (2009). . Journal of Corporate Finance, 15 (3), 368-387.
2008
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(2008). . Journal of Banking and Finance, 32 (8), 1508-152. |
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; Fehle, Frank and Shrider, David G. (2008). Journal of Futures Markets, 28 (5), 417-437. |
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; Sick, Gordon A. and Aranda Le贸n, Carmen. (2008) Economic Notes, 37 (1), 31-58. |
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and Rigon, Riccardo (2008). . Finance Research Letters, 5 (4), 213-220. |
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and Triantis, Alexander (2008). . Journal of Finance, 63 (5), 2263-2296. |
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and Zarichnyi, Michael (2008). . Economic Theory, 35 (2), 321-331. |
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Nolte, Ingmar (2008). . Journal of Financial Econometrics, 6 (1), 143-170. |
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Dorfleitner, Gregor; Schneider, Paul; Hawlitschek, Kurt and Buche, Arne (2008). . Quantitative Finance, 8 (2), 119-133. |
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Renneboog, Luc; Ter Horst, Jenke and (2008). . Journal of Banking and Finance, 32 (9), 1723-1742. |
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Renneboog, Luc; Ter Horst, Jenke and (2008). Journal of Corporate Finance, 14 (3), 302-322. |
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Goergen, Marc; Renneboog, Luc and (2008). Do UK Institutional Shareholders Moniter Their Investee Firms? Journal of Corporate Law Studies, 8 (1), 39-56. |
2007
and Micalizzi, Alberto (2007). Product Development and Market Expansion: A Real Options Model, Financial Management, 31, 91-112.
and Trigeorgis, Lenos (2007). An Improved Binomial Lattice Method for Multi-Dimensional Options, Applied Mathematical Finance, 14, 453-475.
Abhyankar, Abhay; Basu, Devraj and (2007). Portfolio Efficiency and Discout Factor Bounds with Conditioning Information: An Empirical Study, Journal of Banking and Finance, 31(2), 429-453.
(2007). Competitive Mixed Bundling and Consumer Supplies, Journal of Economics and Management Strategy, pp 437-467.
Gungor, A.; Topcu, Y.I. and (2007). ANP Application for Evaluating Turkish Mobile Communication Operator, Journal of Global Optimization - Special Issue.