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Jump to: B | C | H | K | S | V
Number of items: 9.

B

Basak, S and Chabakauri, G (2010) Dynamic Mean-Variance Asset Allocation. Review of Financial Studies, 23 (8). pp. 2970-3016. ISSN 1465-7368

Basak, S and Yan, H (2010) Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion. Review of Economic Studies, 77 (3). pp. 914-936. ISSN 1467-937X

C

Cooper, I and Brealey, R A and Kaplanis, E (2010) Excess comovement in international equity markets: evidence from cross-border mergers. Review of Financial Studies, 23 (4). pp. 1718-1740. ISSN 1465-7368

H

Hennessy, C and Hege, U (2010) Acquisition values and optimal financial (in)flexibility. Review of Financial Studies, 23 (7). pp. 2865-2899. ISSN 1465-7368

Hennessy, C and Livdan, D and Miranda, B (2010) Repeated signaling and firm dynamics. Review of Financial Studies, 23 (5). pp. 1981-2023. ISSN 1465-7368

K

Koijen, R and van Binsbergen, J H (2010) Predictive regressions: a present-value approach. Journal of Finance, 65 (4). pp. 1439-1471.

S

Schaefer, S M and Ang, A and Goetzmann, W N (2010) Efficient market theory and evidence: implications for active investment management. Foundations and Trends in Finance, 5 (3). pp. 157-242. ISSN 1567-2409

Servaes, H and Lins, K and Tufano, P (2010) What drives corporate liquidity? An international survey of cash holdings and lines of credit. Journal of Financial Economics, 98 (1). pp. 160-176.

V

Vig, V and Keys, B J and Mukherjee, T and Seru, A (2010) Did securitization lead to lax screening? Evidence from subprime loans. Quarterly Journal of Economics, 125 (1). pp. 307-362. ISSN 1531-4650

This list was generated on Wed Nov 22 01:02:17 2017 GMT.