University of California at Los Angeles, Anderson Graduate School of Management
From Anderson Graduate School of Management, UCLA
Contact information at EDIRC.
Bibliographic data for series maintained by Lisa Schiff ().
Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
- 1999: Can We Disentangle Risk Aversion from Intertemporal Substitution in Consumption
- Eduardo Schwartz and Walter N. Torous
- 1999: The Term Structure with Highly Persistent Interest Rates
- Rossen Valkanov
- 1999: Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations
- Rossen Valkanov
- 1999: Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results
- Rossen Valkanov
- 1999: International Portfolio Management, Currency Risk and the Euro
- Giorgio De Santis, Bruno Gerard and Pierre Hillion
- 1999: Approximate Arbitrage
- Antonio Bernardo and Olivier Ledoit
- 1999: The Relevance of Current Risk in the EMU
- Giorgio De Santis, Bruno Gerard and Pierre Hillion
- 1999: Equity Duration, Growth Options and Asset Pricing
- Bradford Cornell
- 1999: Deal Terms in the big Transactions of the Nineties
- J. Fred Weston and Brian Johnson
- 1999: Mergers and Performance
- J. Fred Weston
- 1999: Flexible Multivariate GARCH Modeling With an Application to International Stock Markets
- Olivier Ledoit, Pedro Santa-Clara and Michael Wolf
- 1999: Assessing Assets Pricing Anomalies
- Michael Brennan and Yihong Xia
- 1999: The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence
- Mark Grinblatt and Tobias J. Moskowitz
- 1998: The Effect of Insider Beliefs on Informed Trade, Market Liquidity, and Price Efficiency"
- Tyrone W. Callahan
- 1998: Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns
- Shiki Levy
- 1998: Resolution of a Financial Puzzle
- Michael Brennan and Yihong Xia
- 1998: Crashes at Critical Points
- Anders Johansen, Olivier Ledoit and Didier Sornette
- 1998: Investment Talent and the Pareto Wealth Distribution: An Experimental Analysis
- Shiki Levy and Haim Levy
- 1998: New Events, Information Acquisition, and Serial Correlation
- Craig W. Holden and Avanidhar Subrahmanyam
- 1998: Feedback from Stock Prices to Cash Flows” (formerly called “Real Effects of Financial Market Trading)
- Avanidhar Subrahmanyam and Sheridan Titman
- 1998: Resources, real options, and corporate strategy
- Antonio Bernardo and Bhagwan Chowdhry
- 1998: Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults
- Gordon Delianedis and Robert Geske
- 1998: Time Series and Cross Sectional Properties of Management Ownership and Valuation
- Duke K. Bristow
- 1998: Asymmetry and Power: Can Ethnic Dominance Minimize Conflict?
- Ivo Welch
- 1998: IPO Price Clustering and Discreetness
- Duke K. Bristow
- 1997: Are Rich People Smarter?
- Shiki Moshe Levy
- 1997: Efficiency of Asset Markets with Asymmetric Information
- Antonio Bernardo and Kenneth Judd
- 1997: Information Aggregation, Currency Swaps, and the Design of Derivative Securities
- Bhagwan Chowdhry and Mark Grinblatt
- 1997: Bond Pricing with Default Risk
- Jesus Saa-Requejo and Pedro Santa-Clara
- 1997: Stock Price Volatility, Learning, and the Equity Premium
- Michael Brennan and Yihong Xia
- 1997: Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate
- Pedro Santa-Clara
- 1997: The Role of Learning in Dynamic Portfolio Decisions”
- Michael Brennan
- 1997: On the Evolution of Overconfidence and Entrepreneurs
- Antonio Bernardo and Ivo Welch
- 1996: The Impact of Performance-Based Fees on Pension Fund Management
- Mark Grinblatt and Sheridan Titman
- 1996: Collusion, Custom, or Negotiation Costs?
- Duke K. Bristow and Laura Casares Field
- 1996: The Welfare Effects of Public Information in Both Complete and Asymmetric Information Markets
- Thomas E. Copeland and Bruce L. Miller
- 1996: Volume and Price Formation in an Asset Trading Model with Asymmetric Information
- Antonio Bernardo and Kenneth Judd
- 1995: Is Institutional Investment in Initial Public Offerings Related to Long-Run Performance of These Firms?
- Laura C. Field
- 1995: Regime Shifts in Short Term Riskless Interest Rates
- Clifford A. Ball and Walter N. Torous
- 1995: Using the DCF Approach to Analyze Cross- sectional Variation in Expected Returns
- Bradford Cornell and Simon Cheng
- 1995: Convertible Bonds: Test of a Financial Signalling Model
- Michael Brennan and Constance Her
- 1995: An Analytic Solution for Interest Rate Swap Spreads
- Mark Grinblatt
- 1995: Stochastic Volatility and Option Valuation: A Pricing-Density Approach
- Francis A. Longstaff
- 1994: Imperfect Competition in Noncompetitive Securities Markets with Diversely Informed Traders
- Huining Cao
- 1994: Canada's Interconvertible Shares: A Puzzle
- Warren Bailey
- 1993: Optimal Call Policy for Corporate Bonds
- Francis A. Longstaff and Bruce Tuckman
- 1993: Holding Costs and Equilibrium Arbitrage
- Bruce Tuckman and Jean-Luc Vila
- 1993: Private vs. Public Lending: Evidence from Covenants
- Marcel Kahan and Bruce Tuckman
- 1993: Dependence of Portfolio Returns Over Time and the CAPM: Diverse Holding Periods
- Haim Levy and Itzhak Venezia
- 1993: Agency and Asset Pricing
- Michael Brennan
- 1993: Why Real Interest Rates, Cost of Capital and Price/Earnings Ratios Vary Across Countries
- Bhagwan Chowdhry and Sheridan Titman
- 1993: The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades
- David Hirshleifer