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Jump to: A | B | C | D | E | F | G | H | K | S | V
Number of items: 21.

A

Agarwal, V and Mullally, K A and Naik, N (2015) The economics and finance of hedge funds. Foundations and Trends in Finance, 10 (1). pp. 1-111.

B

Becht, M and Franks, J R and Grant, J (2015) Hedge fund activism in Europe: does privacy matter? In: Research handbook on shareholder power. Research Handbooks in Corporate Law and Governance . Edward Elgar, Cheltenham, Glos., pp. 116-128. ISBN 9781782546849

C

Cocco, J and Campbell, J Y (2015) A Model of Mortgage Default. Journal of Finance, 70 (4). pp. 1495-1554. ISSN 0022-1082

D

DeMiguel, V and Martín-Utrera, A and Nogales, F J (2015) Parameter uncertainty in multiperiod portfolio optimization with transaction costs. Journal of Financial and Quantitative Analysis, 50 (06). pp. 1443-1471. ISSN 0022-1090

Dimson, E and Chambers, D and Foo, J (2015) Keynes the Stock Market Investor. Journal of Financial and Quantitative Analysis, 50 (4). pp. 843-868. ISSN 0022-1090

Dimson, E and Karakaş, O and Li, X (2015) Active Ownership. The Review of Financial Studies, 28 (12). pp. 3225-3268. ISSN 0893-9454

Dimson, E and Rousseau, P L and Spaenjers, C (2015) The price of wine. Journal of Financial Economics, 118 (2). pp. 431-449. ISSN 0304-405X

Dow, J and Han, J (2015) Contractual Incompleteness, Limited Liability and Bubbles. Journal of Financial Economics, 116 (2). pp. 383-409. ISSN 0304-405X

E

Edmans, A and Goldstein, I and Jiang, W (2015) Feedback effects, asymmetric trading, and the limits to arbitrage. American Economic Review (AER), 105 (12). pp. 3766-3797. ISSN 0002-8282

Ehling, P and Heyerdahl-Larsen, C (2015) Complete and incomplete financial markets in multi-good economies. Journal of Economic Theory, 160 (Dec). pp. 438-462. ISSN 0022-0531

F

Faccini, R and Mumtaz, H and Surico, P (2015) International fiscal spillovers. Journal of International Economics, 99 (March). pp. 31-45. ISSN 0022-1996

Feldhutter, P (2015) Can affine models match the moments in bond yields? Quarterly Journal of Finance, 6 (2). ISSN 2010-1392

Friewald, N and Hennessy, C and Jankowitsch, R (2015) Secondary market liquidity and security design: theory and evidence from ABS markets. The Review of Financial Studies, 29 (5). pp. 1254-1290. ISSN 0893-9454

G

Gomes, F and Campanale, C and Fugazza, C (2015) Life-cycle portfolio choice with liquid and illiquid assets. Journal of Monetary Economics, 71. pp. 67-83. ISSN 0304-3932

H

Heyerdahl-Larsen, C (2015) Asset Prices and Real Exchange Rates with Deep Habits. Review of Financial Studies, 27 (11). pp. 3280-3317. ISSN 0893-9454

K

Koijen, R and Yogo, M (2015) The Cost of Financial Frictions for Life Insurers. American Economic Review, 105 (1). pp. 445-475. ISSN 0002-8282

Koijen, R and van Nieuwerburgh, S and Yogo, M (2015) Health and mortality delta: Assessing the welfare costs of household insurance choice. Journal of Finance. ISSN 0022-1082

Kung, H (2015) Macroeconomic linkages between monetary policy and the term structure of interest rates. Journal of Financial Economics, 115 (1). pp. 42-57. ISSN 1058-3300

Kung, H and Schmid, L (2015) Innovation, growth and asset prices. Journal of Finance, 70 (3). pp. 1001-1037. ISSN 0022-1082

S

Schaefer, S M and Acharya, V and Zhang, Y (2015) Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005. Quarterly Journal of Finance, 5 (2). pp. 1-51. ISSN 2010-1392

V

Vig, V and Rajan, U and Seru, A (2015) The Failure of Models that Predict Failure: Distance, Incentives and Defaults. Journal of Financial Economics, 115 (2). pp. 237-260. ISSN 1058-3300

This list was generated on Wed Sep 20 01:02:12 2017 BST.