Publications

Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues

N. Schürhoff, R. Green, B. Hollifield
Academic Publications
1 Jan. 2007
Upcoming

Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility

O. Scaillet, A. Medvedev
Academic Publications
1 Jan. 2007
Upcoming

Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding

F. Degeorge, F. Derrien, and K. L. Womack
Academic Publications
1 Jan. 2007
Upcoming

Capital Structure, Credit Risk, and Macroeconomic Conditions

E. Morellec, D. Hackbarth, J. Miao
Academic Publications
1 Jan. 2006
Upcoming

Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

P. Bacchetta, E. Van Wincoop
Academic Publications
1 Jan. 2006
Upcoming
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