Derivative and foreign exchange markets

VOLUME ONE: FINANCIAL MARKETS AND INSTITUTIONS PART ONE: ROLE OF FINANCIAL INSTITUTIONS What Do Financial Intermediaries Do? - F Allen and A M Santomero Markets and Institutions - F Moshirian and G Szego Global Perspectives Global Integration in Primary Equity Markets - A P Ljungqvist, T Jenkinson and W Wilhelm The Role of US Banks and US Investors PART TWO: STRATEGY AND PERFORMANCE Leverage - M H Miller Integration of Lending and Underwriting - G Kanatis and J Qi Implications of Scope Economies Information Technology and Financial Services Competition - R Hauswald and R Marquez Effects of Cross-Border Bank Mergers on Risk and Value - Y Amihud, G L DeLong and A Saunders Mutual Fund Advisory Contracts - D N Deli An Empirical Investigation PART THREE: GOVERNANCE IN FINANCIAL MARKETS The Market for Corporate Control - M C Jensen and R S Ruback The Scientific Evidence Performance Consequences of Mandatory Increases in Executive Stock Ownership - J E Core and D F Larcker Government Ownership of Banks - R Laporta, F Lopez-de-Silanes and A Shleifer China Share Issue Privatization - Q Sun, and W H S Tong The Extent of Its Success Governance and Boards of Directors in Closed-End Investment Companies - D Del Guercio, L Y Dann, and M M Partch VOLUME TWO: EQUITY MARKETS PART ONE: STOCK PRICING AND VOLATILITY Asset Pricing and Expected Inflation - R Stulz Information and Volatility - S A Ross The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy Foundations of Portfolio Theory - H Markowitz Capital Asset Prices with and without Negative Holdings - W Sharpe The Cross-Section of Expected Stock Returns - E F Fama and K R French Industry Costs of Equity - E F Fama and K R French Views of Financial Economists on the Equity Premium and on Professional Controversies - I Welch Are the Fama and French Factors Global or Country Specific? - J M Griffin The Equity Premium - E F Fama and K R French Why Does Stock Market Volatility Change over Time? - W Schwert Time-Invariant Portfolio Insurance Strategies - M J Brennan and E S Schwartz An Examination of Herd Behavior in Equity Markets - E C Chang, J W Cheng and A Khorana An International Perspective Capital Markets and the Evolution of Family Businesses - U Bhattacharya and B Ravikumar Greener Pastures and the Impact of Dynamic Institutional Preferences - J A Bennett, R W Sias and L T Starks PART TWO: MARKET GLOBALIZATION Time-Varying Risk Preferences and Emerging Market Comovements - T K Chue The Structure of Interdependence in International Stock Markets - D A Bessler and J Yang PART THREE: PUBLIC OFFERINGS Long-Run Performance of Initial Public Offerings - J Ritter A Review of IPO Activity, Pricing and Allocations - J Ritter and I Welch The Role of Lockups in Initial Public Offerings - A Brav and P A Gompers The Pricing of Global and Domestic Initial Public Offerings - C Wu and C C Y Kwok Valuation Effects of Seasoned Global Equity Offerings - V Errunza and D P Miller Long-Run Performance Following Private Placements of Equity - M Hertzel et al PART FOUR: MICROSTRUCTURE An Empirical Analysis of NYSE Specialist Trading - A Madhavan and G Sofianos Liquidity and Price Discovery - M O'Hara The Quality of ECNs and Nasdaq Market Maker Quotes - R D Huang The Behavior of Bid-Ask Spreads and Volume in Options Markets during the Competition for Listing in 1999 - P De Fontnouvelle, R P H Fishe and J H Harris Cross-Border Listings and Price Discovery - C Eun and S Sabherwal Evidence from US-Listed Canadian Stocks VOLUME THREE: CREDIT MARKETS PART ONE: BOND MARKETS Taxes and Corporate Finance - J Graham A Review Asset Liquidity, Debt Covenants and Managerial Discretion in Financial Distress - H DeAngelo, L DeAngelo and K H Wruck The Collapse of L A Gear The Long-Term Performance of Corporate Bonds (and Stocks) Following Seasoned Equity Offerings - A C Eberhart and A Siddique The Informational Efficiency of the Corporate Bond Market - E Hotchkiss and T Ronen An Intraday Analysis Equity Volatility and Corporate Bond Yields - J Y Campbell and G B Taksler Effect of Corporate Governance on Bond Ratings and Yields - S Bhojraj and P Sengupta The Role of Institutional Investors and Outside Directors Do Spinoffs Expropriate Wealth from Bondholders? - W Maxwell and R Rao An Empirical Analysis of Credit Risk Premiums in the Eurobond Market - A Murphy Capital Structure and Financial Risk - G Allayannis, G W Brown and L F Klapper Evidence from Foreign Debt Use in East Asia Common Factors in International Bond Returns - J Driessen, B Melenburg and T Nijman PART TWO: MONEY MARKETS The Microstructure of the Euro Money Market - P Hartmann, M Manna and A Manzanares Liquidity Risk and Specialness - A Buraschi and D Menini Debt Maturity and the Effects of Growth Opportunities and Liquidity Risk on Leverage - S A Johnson The Overnight Interbank Market - A Prati, L Bartolini and G Bertola Evidence from the G-7 and the Euro Zone VOLUME FOUR: DERIVATIVE MARKETS AND FOREIGN EXCHANGE MARKETS PART ONE: DERIVATIVE MARKETS Continuous-Time Methods in Finance - S M Sundaresan A Review and an Assessment Execution Costs and Their Intraday Variation in Futures Markets - M F Ferguson and S C Mann Competition, Market Structure and Bid-Ask Spreads in Stock Option Markets - S Mayhew The Relative Valuation of Caps and Swaptions - F A Longstaff, P Santa-Clara and E Schwartz Theory and Empirical Evidence Corporate Use of Interest Rate Swaps - H Li and C Mao Theory and Evidence Dynamic Derivative Strategies - J Liu and J Pan Employee-Related Options - P H Dybvig and M Loewenstein Pricing, Hedging and Optimal Exercise PART TWO: FOREIGN EXCHANGE MARKETS Currency Traders and Exchange Rate Dynamics - Y Cheung and M D Chinn A Survey of the US Market Currency Orders and Exchange Rate Dynamics - C L Osler An Explanation for the Predictive Success of Technical Analysis FX Trading and Exchange Rate Dynamics - M D D Evans Intraday Technical Trading in the Foreign Exchange Markets - C J Neely and P A Weller Explaining Exchange Rate Risk in World Stock Markets - D K Patro, J K Wald and Y Wu A Panel Approach

Récupéré en direct depuis OpenAlex et désinversé. Les résumés ne sont pas conservés dans cette base de données : les index inversés représentent 8,6 Go des 9,3 Go de texte de la base, et le serveur dispose de 13 Go libres.