The credit crisis around the globe: Why did some banks perform better?.
Andrea Beltratti, René M. Stulz
págs. 1-17
Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises.
Nils Friewald, Rainer Jankowitsch, Marti G. Subrahmanyam
págs. 18-36
Pricing of commercial real estate securities during the 2007-2009 financial crisis.
Joost Driessen, Otto Van Hemert
págs. 37-61
The cost and timing of financial distress.
Redouane Elkamhi, Jan Ericsson, Christopher A. Parsons
págs. 62-81
Understanding commonality in liquidity around the world.
G. Andrew Karolyi, Kuan-Hui Lee, Mathijs A. van Dijk
págs. 82-112
Vertical integration to avoid contracting with potential competitors: Evidence from bankers' banks.
James A. Brickley, James S. Linck, Clifford W. Smith
págs. 113-130
Payout yield, risk, and mispricing: A Bayesian analysis.
Jay Shanken, Ane Tamayo
págs. 131-152
Predicting fraud by investment managers.
Stephen G. Dimmock, William C. Gerken
págs. 153-173
Stock options and managerial incentive for risk taking: Evidence from FAS 123R.
Rachel M. Hayes, Michael Lemmon, Mingming Qiu
págs. 174-190
Variance bounds on the permanent and transitory components of stochastic discount factors.
Gurdip Bakshi, Fousseni Chabi-Yo
págs. 191-208
Do foreigners facilitate information transmission in emerging markets?
Kee-Hong Bae, Arzu Ozoguz, Hongping Tan, Tony S. Wirjanto
págs. 209-227
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