30 research outputs found
Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash
- Author
- Alexander David
- Alexander David
- Alexander David
- Allan W Kleidon
- Andrea Buraschi
- Andrei Shleifer
- Bing Han
- Bj�rn Eraker
- Bj�rn Eraker
- Bj�rn Eraker
- Chabi-Yo
- Christopher S Jones
- Collin-Dufresne
- Costis Skiadas
- Darrell Duffie
- Darrell Duffie
- Darrell Duffie
- Darrell Duffie
- Darrell Duffie
- David M Kreps
- David P Brown
- David S Bates
- David S Bates
- David S Bates
- Eugene F Fama
- Fatih Guvenen
- Francis A Longstaff
- George Chacko
- George M Constantinides
- Giovanni Barone-Adesi
- Gurdip Bakshi
- Gurdip Bakshi
- Gurdip Bakshi
- Itamar Drechsler
- Jacob Boudoukh
- Jason Beeler
- Jens C Jackwerth
- Jens C Jackwerth
- Jing-Zhi Huang
- John Y Campbell
- John Y Campbell
- Joost Driessen
- Joshua D Coval
- Joshua V Rosenberg
- Julien Hugonnier
- Jun Liu
- Jun Liu
- Kenneth L Judd
- Larry G Epstein
- Lars Hansen
- Lars P Hansen
- Liu
- Luca Benzoni
- Luca Benzoni
- Mark Broadie
- Mark Fisher
- Mark Rubinstein
- Mark Schroder
- Mark Schroder
- Mikhail Chernov
- Neil G Shephard
- Nicolae B G�rleanu
- Nicolas P B Bollen
- Oleg Bondarenko
- Orazio P Attanasio
- Patrick Dennis
- Pedro Santa-Clara
- Pierre Collin-Dufresne
- Pietro Veronesi
- Pietro Veronesi
- Rajnish Mehra
- Ravi Bansal
- Ravi Bansal
- Ravi Bansal
- Ren� Garcia
- Ren� Garcia
- Robert E Hall
- Robert J Barro
- Robert S. Goldstein
- Stephen Figlewski
- Steven L Heston
- T Green
- Tim Bollerslev
- Yacine A�?ta�?t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2010
- Field of study
Risk Aversion Sensitive Real Business Cycles
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Capacity Constraints and the Opening of New Hedge Funds
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Option Pricing Under Short-Lived Arbitrage: Theory and Tests
- Author
- A Schleifer
- Bollen Nicholas
- Daniel B Nelson
- E Ofek
- Fisher Black
- George So?anos
- Ioannis Karatzas
- Jimmy E Hilliard
- Jimmy E Hilliard
- Jitka Hilliard
- Jitka Hilliard
- John Hull
- Kirill Ilinski
- Lasse G�rleanu
- Laurent Deville
- Martijn Cremers
- Matthias Otto
- Nicholas Barberis
- Nicolae G�rleanu
- Q Akram
- R Roll
- Richard Merton
- Richard Merton
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
The Impact of Transaction Costs on Illiquid Markets
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Trading Costs and Informational Efficiency
- Author
- A R Admati
- A S Kyle
- A Subrahmanyam
- Andrew B Abel
- B Biais
- Breon-Drish
- Carolina Manzano
- Cecilia Parlatore
- Christian Hellwig
- D Vayanos
- D W Diamond
- Dimitri Vayanos
- Dimitri Vayanos
- Eduardo Davila
- Eduardo Davila
- Elias Albagli
- Eric Budish
- F Modigliani
- G M Constantinides
- Gadi Barlevy
- Georgy Chabakauri
- Itay Goldstein
- J E Stiglitz
- James Dow
- Jayant Ganguli
- Jennie Bai
- Jose A Scheinkman
- Juan Hatchondo
- K Yuan
- Kathy Yuan
- L H Summers
- Laura Veldkamp
- M F Hellwig
- Maryam Farboodi
- Neil Wallace
- Nicolae G�rleanu
- Nicolae G�rleanu
- Philip Bond
- R J Barro
- Robert E Lucas
- Robert E Verrecchia
- Robert Turley
- Robin Greenwood
- Robin Greenwood
- S J Grossman
- Sandford Grossman
- Thomas Philippon
- Tri Dang
- Van Nieuwerburgh
- Xavier Vives
- Xavier Vives
- Yakov Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
The Role of Covenants in Mitigating Conflicts of Interest Within Lending Syndicates
- Author
- &apos
- Amir Sufi
- B Panel
- Bharath
- Carola Schenone
- Cem Demiroglu
- Douglas W Diamond
- Gary Gorton
- Inst
- Inst
- Inst
- Joao A C Santos
- Manju Puri
- Massimo Massa
- Mitchell Berlin
- Nicolae G�rleanu
- Nishant Dass
- Nishant Dass
- Qinghai Wang
- Radhakrishnan Gopalan
- Raghuram Rajan
- Sang Lee
- Sudheer Chava
- Victoria Ivashina
- Vikram K. Nanda
- Wald Chi-Sq
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Skill and Fees in Active Management
- Author
- ? P�stor
- ? P�stor
- ? P�stor
- Albert S Kyle
- Brad M Barber
- Brad M Barber
- Carolyn Dimitri
- Daniel Dorn
- Del Guercio
- Diego Garcia
- Donald B Keim
- Eduardo D�vila
- Edwin J Elton
- Fischer Black
- Hans R Stoll
- John Heaton
- Jonathan B Berk
- Jonathan Berk
- Jules H Van Binsbergen
- K J Cremers
- Kent Daniel
- Lawrence R Glosten
- Lei Feng
- Marcin Kacperczyk
- Marcin Kacperczyk
- Mark Grinblatt
- Marshall E Blume
- Marshall E Blume
- Michael C Jensen
- Min Zhu
- Morgan Kelly
- Nicolae G�rleanu
- Nicolae G�rleanu
- Nikolai Roussanov
- Norman L Johnson
- R Mclean
- Richard Grinold
- Robert F Stambaugh
- Robert F Stambaugh
- Robert F. Stambaugh
- Roger Edelen
- Roger M Edelen
- Ron Kaniel
- Ronald C Lease
- Sanford J Grossman
- Snehal Banerjee
- Valery Polkovnichenko
- William F Sharpe
- William N Goetzmann
- Yakov Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2019
- Field of study
Demand Disagreement
- Author
- A Atmaz
- A Buraschi
- A Buraschi
- A Pavlova
- Alexander David
- Armen Alchian
- B Dumas
- B Dumas
- C Gollier
- Christian Heyerdahl-Larsen
- David Cass
- David Weinbaum
- Edward M Miller
- Elyes Jouini
- Emilio Osambela
- F A Longstaff
- F Gomes
- Fernando Zapatero
- Fisher Black
- Francisco Gomes
- George M Constantinides
- George-Marios Angeletos
- Guofu Zhou
- H S Bhamra
- H Yan
- I Karatzas
- I Karatzas
- J C Cox
- J Cujean
- J Cvitanic
- J Harrison
- J Wang
- J Y Campbell
- Jaksa Cvitanic
- Jaroslav Borovi?ka
- Jasmina Hasanhodzic
- Jerome B Detemple
- Jerry Tsai
- John Cochrane
- John H Cochrane
- Jos� A Scheinkman
- L Ross
- Leonid Kogan
- Lubos Pastor
- Malcom Baker
- Marco Giacoletti
- Markus K Brunnermeier
- Matthieu Gomez
- Menahem E Yaari
- Michael Gallmeyer
- Milton Friedman
- N G�rleanu
- Nicolae G�rleanu
- Nicolae G�rleanu
- O Blanchard
- P Collin-Dufresne
- P Ehling
- P Ehling
- P M Garber
- Paul Ehling
- Peter Feldh�tter
- Philipp K. Illeditsch
- R Albuquerque
- Ravi Bansal
- Robert E Lucas
- S D Baker
- S J Grossman
- S L Heston
- Sanford J Grossman
- Stavros Panageas
- Suleyman Basak
- T Berrada
- T Maurer
- Urban J Jermann
- Wei Xiong
- Y L Chan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Technological Growth and Asset Pricing
- Author
- A Atkeson
- A B Abel
- A B Abel
- A B Abel
- A B Abel
- B Jovanovic
- B Jovanovic
- B Jovanovic
- B �ksendal
- C I Jones
- C R Hulten
- D Comin
- D K Backus
- D Papanikolaou
- E F Fama
- E Helpman
- F Gourio
- G Kaltenbrunner
- H Ai
- I Cooper
- I Cooper
- I Obreja
- J A Parker
- J B Berk
- J B Berk
- J Gomes
- J Greenwood
- J H Cochrane
- J H Cochrane
- J K Thomas
- J V Leahy
- J Y Campbell
- Jianfeng Yu
- Jr Lucas
- K D Daniel
- L Kogan
- L Pastor
- L Pastor
- L Zhang
- M A Iraola
- M Carlson
- M Piazzesi
- N G�rleanu
- N G�rleanu
- Nicolae Bogdan Garleanu
- O A Lamont
- O Boguth
- O P Attanasio
- P M Romer
- P.-H Hsu
- R Bansal
- R J Caballero
- R J Hodrick
- R Novy-Marx
- R Rogerson
- S Beveridge
- S Scotchmer
- S Titman
- Stavros Panageas
- T Santos
- U J Jermann
- U Jermann
- V D Gala
- W K Newey
- Y L Chan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study