WORKING PAPERS - 2000
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).
#01-00
Liquidity Provision during
Circuit Breakers and Extreme Market Movements
Michael A. Goldstein, Kenneth A. Kavajecz
[abstract]
#02-00
Bookbuilding and Strategic Allocation
Francesca Cornelli, David Goldreich
[abstract]
#03-00
A Theory of Takeover Bidding
Bilge Yilmaz
[abstract]
[PUBLISHED} #04-00
Two-Class Voting: A Mechanism for Conflict Resolution?
Ernst Maug, Bilge Yilmaz
The American Economic Review, December
2002, Vol. 92, No. 5, pp. 1448-1471.
[abstract]
#05-00
Strategic Voting and Proxy Contests
Bilge Yilmaz
[abstract]
#06-00
Nested Information and Manipulation in Financial Markets
Archishman Chakraborty, Bilge Yilmaz
[abstract]
#07-00
Informed Manipulation
Archishman Chakraborty, Bilge Yilmaz
[abstract]
#08-00
Predictable Changes in NAV: The wildcard option in transacting mutual fund shares
John M.R. Chalmers, Roger M. Edelen, Gregory B. Kadlec
[abstract]
Revision of 25-99
#09-00
The Effects
of Investing Social Security Funds in the Stock Market
When Fixed Costs Prevent Some Households from Holding
Stocks
Andrew B. Abel
[abstract]
#10-00
Evaluating and
Investing in Equity Mutual Funds
Lubos Pastor and Robert F. Stambaugh
[abstract]
#11-00
The Equity Premium and
Structural Breaks
Lubos Pastor and Robert F. Stambaugh
[abstract]
#12-00
Stock-Return
Predictability and Model Uncertainty
Doron Avramov
[abstract]
#13-00
Risk Aversion and
Optimal Portfolio Policies in Partial and General
Equilibrium Economies
Leonid Kogan and Raman Uppal
[abstract]
#14-00
Catching Up with the
Joneses: Heterogeneous Preferences and the Dynamics
of Asset Prices
Yeung Lewis Chan and Leonid Kogan
[abstract]
#15-00
Does the Internet
Increase Trading? Evidence from Investor Behavior in
401(K) Plans
James J. Choi, David
Laibson and Andrew Metrick
[abstract]
16-00
Intraday Analysis of
Market Integration: Dutch Blue Chips traded in
Amsterdam and New York
Erik Hupperets and Bert Menkveld
[abstract]
17-00
The Structure of the US Equity Markets
Marshall E. Blume
[abstract]
18-00
Dynamic Asset Allocation under Inflation
Michael J. Brennan and Yihong Xia
[abstract]
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