WORKING PAPERS - 2003
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).
01-03
Owner-Occupied
Housing as a Hedge Against Rent Risk
Todd Sinai and Nicholas S. Souleles
[abstract]
02-03
Do
Bank-Firm Relationships Affect Bank Competition in the Corporate Bond
Underwriting Market?
Ayako Yasuda
[abstract]
03-03
External
Financing and Future Stock Returns
Scott A. Richardson and Richard Sloan
[abstract]
04-03
S&P
Indexers, Delegation Costs and Liquidity Mechanisms
Marshall E. Blume and Roger M. Edelen
[abstract]
05-03
Asymmetric
Information and Financing with Convertibles
Archishman Chakaborty and Bilge Yilmaz
[abstract]
06-03
Time-Consistent
No-Arbitrage Models of the Term Structure
Michael W. Brandt and Amir Yaron
[abstract]
07-03
A
No-Arbitrage Approach to Range-Based Estimation of Return Covariances
and Correlations
Michael W. Brandt and Francis X. Diebold
[abstract]
08-03
The
Limits to Dividend Arbitrage: Implications for Cross-Border Investment
Susan E. K. Christoffersen, Christopher C. Geczy, David K. Musto
and Adam V. Reed
[abstract]
09-03
Risk
and Valuation Under an Intertemporal Capital Asset Pricing Model
Michael J. Brennan and Yihong Xia
[abstract]
10-03
The
Effect of Macroeconomic News on Beliefs and Preferences: Evidence from
the Options Market
Alessandro Beber and Michael W. Brandt
[abstract]
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