WORKING PAPERS - 1999 Click on any title listed below to see the abstract. Click on the icon beside the title in order to download the full paper in Adobe Acrobat. (If you do not have the Adobe Reader you can get a free copy from Adobe's World Wide Web Site at http://www.adobe.com/acrobat/readstep.html). 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 #01-99 The High Volume Return Premium Simon Gervais, Ron Kaniel, Dan Mingelgrin [abstract] #02-99 Is the Abnormal Return Following Equity Issuances Anomalous? Alon Brav, Christopher Geczy, Paul A. Gompers [abstract] #03-99 The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation Andrew B. Abel [abstract] #04-99 Going Public with Asymmetric Information, Agency Costs, and Dynamic Trading Armando Gomes [abstract] #05-99 Multiple Large Shareholders in Corporate Governance Armando Gomes [abstract] #06-99 Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices Suleyman Basak and Alex Shapiro [abstract] #07-99 Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices Suleyman Basak and Benjamin Croitoru [abstract] #08-99 The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings Gabriel Hawawini, Donald B. Keim [abstract] #09-99 Organizational Design Choices in Retail Banking Venky Nagar [abstract] #10-99 Quantitative Asset Pricing Implications of Endogenous Solvency Constraints Fernando Alvarez, Urban J. Jermann [abstract] #11-99 Mutual Fund Returns and Market Microstructure Mark M. Carhart, Ron Kaniel, David K. Musto, Adam Reed [abstract] #12-99 Econometric Models of Limit-Order Executions Andrew W. Lo, A. Craig MacKinlay, June Zhang [abstract] #13-99 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection A. Craig MacKinlay, Lubos Pastor [abstract] [PUBLISHED] #14-99 Adverse Selection and Competitive Market Making: Empirical Evidence from a Pure Limit Order Market Patrik Sandas Review of Financial Studies, Volume 14, 2001, pp. 705-734                             [abstract] [PUBLISHED] #15-99 Imperfect Market Monitoring and SOES Trading Thierry Foucalt, Ailsa Roell, Patrik Sandas [abstract] #16-99 Comparing Asset Pricing Models: An Investment Perspective Lubos Pastor, Robert F. Stambaugh [abstract] #17-99 Equilibrium Mispricing in a Capital Market with Portfolio Constraints Suleyman Basak, Benjamin Croitoru [abstract] #18-99 Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation Klaas Baks, Andrew Metrick, Jessica Wachter [abstract] #19-99 Estimating the Returns to Insider Trading Leslie A. Jeng, Andrew Metrick, Richard Zeckhauser [abstract] #20-99 Institutional Investors and Equity Prices Paul A. Gompers, Andrew Metrick [abstract] #21-99 A Theory of Negotiations and Formation of Coalitions Armando Gomes [abstract] #22-99 On the Formation and Structure of International Exchanges Matthew J. Clayton, Bjorn N. Jorgensen, Kenneth A. Kavajecz [abstract] [PUBLISHED} #23-99 Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence Alon Brav, George Constantinides, Christopher Geczy Journal of Political Economcy (2002) Vol. 110, No. 4, pp. 793-824               #24-99 Household Securities Purchases, Transactions Costs, and Hedging Motives Nicholas S. Souleles #25-99 The wildcard option in transaction mutual-fund shares John M.R. Chalmers, Roger M. Edelen, Gregory B. Kadlec #26-99 Aggregate Prixe Effects of Institutional Trading: A Study of Mutual Fund Flow and Market Returns Roger M. Edelen, Jerold B. Warner #27-99 Mutual fund trading costs John M.R. Chalmers, Roger M. Edelen, Gregory B. Kadlec #28-99 Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry Christopher C. Geczy, Bernadette A. Minton, and Catherine Schrand #29-99 An Empirical Analysis of Limit Order Markets Burton Hollifield, Robert A. Miller, patrik Sandas
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