University of California at Los Angeles, Anderson Graduate School of Management

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2005: Motivating entrepreneurial activity in a firm

Antonio E. Bernardo, Hongbin Cai and Jiang Luo

2005: Option Pricing Kernels and the ICAPM

Michael Brennan, Xiaoquan Liu and Yihong Xia

2005: Dollar Cost Averaging

Michael Brennan, Feifei Li and Walt Torous

2005: The perpetual American put option for jump-diffusions with applications

Knut Aase

2005: On the Consistency of the Lucas Pricing Formula

Knut Aase

2005: Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs

Knut Aase

2005: Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?

Jefferson Duarte, Francis A. Longstaff and Fan Yu

2005: Asset Pricing in Markets with Illiquid Assets

Francis A Longstaff

2005: Hubris, Learning, and M&A Decisions

Nihat Aktas, Eric de Bodt and Richard Roll

2005: The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms

Tarun Chordia, Asani Sarkar and Avanidhar Subrahmanyam

2005: Pricing Microfinance Loans and Loan Guarantees using Biased Loan Write-off Data

Bhagwan Chowdhry, David Cassell, James B Gamett, Gary J Milkwick, Chad D Nielsen and Jon D Sederstrom

2005: Homeownership as a Constraint on Asset Allocation

Stephen D Cauley, Andrey D. Pavlov and Eduardo S Schwartz

2005: Using Option Pricing Theory to Infer About Historical Equity Premiums

Knut Aase

2005: Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

Michael W Brandt, Pedro Santa-Clara and Rossen Valkanov

2005: A Theory of Socialistic Internal Capital Markets

Antonio E Bernardo, Jiang Luo and James J.D. Wang

2005: Information, Diversification, and Cost of Capital

John S Hughes, Jing Liu and Jun Liu

2005: Risk, Return and Dividends

Andrew Ang and Jun Liu

2005: Corruption, Firm Governance, and the Cost of Capital

Mark J Garmaise and Jun Liu

2004: Illiquid Assets and Optimal Portfolio Choice

Eduardo S Schwartz and Claudio Tebaldi

2004: Liquidity and Arbitrage

Richard Roll, Eduardo S Schwartz and Avanidhar Subrahmanyam

2004: Option Strategies: Good Deals and Margin Calls

Pedro Santa-Clara and Alessio Saretto

2004: Two Trees

John Cochrane, Francis A. Longstaff and Pedro Santa-Clara

2004: Revenue Implications of Multi-Item Multi-Unit Auction Designs: Empirical Evidence from the U.S. Treasury Buyback Auctions

Francis A Longstaff, Bing Han and Craig Merrill

2004: Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options

Pedro Santa-Clara and Shu Yan

2004: How do Analyst Recommendations Respond to Major News?

Jennifer S Conrad, Brad Cornell, Wayne R. Landsman and Brian Rountree

2004: The Value of Private Information

Jun Liu, Ehud Peleg and Avanidhar Subrahmanyam

2004: 13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate

Alberto Plazzi, Walt Torous and Rossen Valkanov

2004: To Expense or not to Expense Employee Stock Options: The Market Reaction

Fayez A. Elayan, Kuntara Pukthuanthong and Richard Roll

2004: A Delegated Agent Asset-pricing model

Richard W. Roll and Brad Cornell

2004: The MIDAS Touch: Mixed Data Sampling Regression Models

Eric Ghysels, Pedro Santa-Clara and Rossen Valkanov

2004: Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions

Matti Keloharju, Kjell Nyborg and Kristian Rydqvist

2004: THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS

Jun Liu, Francis A. Longstaff and Ravit E. Mandell

2004: Dynamic Portfolio Selection by Augmenting the Asset Space

Michael W. Brandt and Pedro Santa-Clara

2004: Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements

Sahn-Wook Huh and Avanidhar Subrahmanyam

2004: European M&A Regulation is Protectionist

Nihat Aktas, Eric de Bodt and Richard Roll

2004: Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations

Ulrich Bindseil, Kjell Nyborg and Ilya Strebulaev

2004: Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market, previously titled: "The Credit-Default Swap Market: Is Credit Protection Priced Correctly?"

Francis A. Longstaff, Sanjay Mithal and Eric Neis

2004: How Did It Happen?

Michael Brennan

2004: International Capital Markets and Foreign Exchange Risk

Michael Brennan and Yihong Xia

2004: The Cross-Section of Analyst Recommendations

Sorin Sorescu and Avanidhar Subrahmanyam

2003: Changing Motives for Share Repurchases

J. Fred Weston and Juan A. Siu

2003: A Unifying Theory of Value Based Management

Samuel C. Weaver and J. Fred Weston

2003: What Drives Equity Market Non-participation?

Jason C. Hsu

2003: Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors

Mark Grinblatt, Matti Keloharju and Seppo Ikäheimo

2003: Bond Pricing with Default Risk

Jason C. Hsu, Jesus Saa-Requejo and Pedro Santa-Clara

2003: Comovement as an Investment Tool

Brad Cornell

2003: A Model of R&D Valuation and the Design of Research Incentives

Jason C. Hsu and Eduardo S. Schwartz

2003: The Dynamics of International Equity Market Expectations

Michael Brennan, Huining Cao, Norman Strong and Xinzhong Xu

2003: Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing

Michael Brennan, Ashley W Wang and Yihong Xia

2003: Organization Capital and Intrafirm Communication

Bhagwan Chowdhry and Mark J. Garmaise

2003: Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data

Gonzalo Cortazar, Eduardo S. Schwartz and Lorezo Naranjo

2003: Empirical TIPs

Richard Roll

2003: Risk and Valuation Under an Intertemporal

Michael Brennan and Yihong Xia