Learning and Asset-price Jumps
We develop a general equilibrium model in which income and dividends are smooth but asset prices contain large moves (jumps). These large price jumps are triggered by optimal decisions of investors to...
View ArticleDoes Government Ownership Affect the Cost of Debt? Evidence from Privatization
We explore whether government ownership affects the cost of debt using a sample of fully and partially privatized companies. On average across firms, a one-percentage-point decrease in government...
View ArticleBank Liquidity, Interbank Markets, and Monetary Policy
A lesson of the recent financial crisis is that the interbank market is crucial for banks facing uncertainty regarding their liquidity needs. This article studies the efficiency of the interbank market...
View ArticleCredit Default Swaps and the Empty Creditor Problem
The empty creditor problem arises when a debtholder has obtained insurance against default but otherwise retains control rights in and outside bankruptcy. We analyze this problem from an ex ante and ex...
View ArticleRisk Shifting and Mutual Fund Performance
Mutual funds change their risk levels significantly over time. Risk shifting might be caused by ill-motivated trades of unskilled or agency-prone fund managers who trade to increase their personal...
View ArticleHedge Fund Buys Register's Parent: by Paul Bass | Jul 15, 2011 1:16 pm For...
Hedge Fund Buys Register's Parent: by Paul Bass | Jul 15, 2011 1:16 pm For the third time since the Jackson fami... http://bit.ly/penGQT
View ArticleThe Week That Was, In Verse: From a hedge fund manager's bad (poker) bet, to...
The Week That Was, In Verse: From a hedge fund manager's bad (poker) bet, to a lobbyist in ostrich leather cowb... http://nyti.ms/odX4gn
View ArticleThe Week That Was, In Verse: From a hedge fund manager's bad (poker) bet, to...
The Week That Was, In Verse: From a hedge fund manager's bad (poker) bet, to a lobbyist in ostrich leather cowb... http://nyti.ms/odX4gn
View ArticleBarry Schachter: Intelligent Hedge Fund Investing http://bit.ly/mRYF8B
Barry Schachter: Intelligent Hedge Fund Investing http://bit.ly/mRYF8B
View ArticleHedge fund Baupost seeks profit in Canadian quarry | Reuters...
Hedge fund Baupost seeks profit in Canadian quarry | Reuters http://t.co/2z8WZCZ via @reuters
View ArticleThe Week That Was, In Verse - From a hedge fund manager's bad (poker) bet, to...
The Week That Was, In Verse - From a hedge fund manager's bad (poker) bet, to a lobbyist in ostrich leather cowboy b... http://ow.ly/1dPyUZ
View Articlehttp://t.co/IxgqKlK Ex-Hedge Fund Trader Seeks New Trial In Insider Probe
http://t.co/IxgqKlK Ex-Hedge Fund Trader Seeks New Trial In Insider Probe
View ArticleThe #quant Daily is out! http://bit.ly/gtaMix
The #quant Daily is out! http://bit.ly/gtaMix
View Article@deflationista he ran a hedge fund and says hedge fund managers are laughing...
@deflationista he ran a hedge fund and says hedge fund managers are laughing all the way to bank over our low tax rates on them.
View ArticleProShares Launches Hedge Fund Replication ETF - Yahoo Finance: Michael...
ProShares Launches Hedge Fund Replication ETF - Yahoo Finance: Michael Johnston submits: ProShares announced th... http://yhoo.it/pRnolv
View ArticleRT @revodavid: 10 reasons why grad students should use R, great blog from...
RT @revodavid: 10 reasons why grad students should use R, great blog from @baha_kev: http://bit.ly/q2FgIw #rstats
View ArticleThe #quant Daily is out! http://bit.ly/gtaMix
The #quant Daily is out! http://bit.ly/gtaMix
View ArticleRT @revodavid: 5 things biologists should know by @ewanbirney:...
RT @revodavid: 5 things biologists should know by @ewanbirney: nonparametrics, #rstats, multiple testing, P-values vs effects, PCA: http://bit.ly/kv3KgF
View ArticleRT @revodavid: 5 things biologists should know by @ewanbirney:...
RT @revodavid: 5 things biologists should know by @ewanbirney: nonparametrics, #rstats, multiple testing, P-values vs effects, PCA: http://bit.ly/kv3KgF
View ArticleCheck x 5 RT @revodavid @ewanbirney 5 things biologists should know:...
Check x 5 RT @revodavid @ewanbirney 5 things biologists should know: nonparametrics, #rstats, multiple testing, P-values vs effects, PCA
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