Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Note on Risk Aversion and Herd Behavior in Financial Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
34 |
A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
1,774 |
A Structural Econometric Investigation of the Agency Theory of Financial Structure |
0 |
0 |
0 |
404 |
0 |
0 |
1 |
852 |
A martingale characterization of equilibrium asset price processes |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
Corporate Policies with Temporary and Permanent Shocks |
0 |
0 |
0 |
20 |
0 |
0 |
5 |
66 |
Corporate Policies with Temporary and Permanent Shocks |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
59 |
Corporate policies with permanent and temporary shocks |
0 |
0 |
1 |
17 |
0 |
0 |
1 |
51 |
Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
325 |
Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
98 |
Excessive Continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
126 |
Excessive continuation and Dynamic Agency Costs of Debt |
0 |
0 |
0 |
55 |
0 |
1 |
1 |
286 |
Free Cash Flows, Inssuance Costs and Volatility |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
51 |
Free Cash-Flow, Issuance Costs and Stock Price Volatility |
0 |
0 |
0 |
177 |
0 |
0 |
1 |
582 |
Informational cascades with endogenous prices: The role of risk aversion |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
30 |
Integrating profitability prospects and cash management |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
75 |
Integrating profitability prospects and cash management |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
74 |
Integrating the Risk and Term Structure of Interest Rates |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
367 |
Investment Timing Under Incomplete Information: Erratum |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
26 |
Investment Timing under Incomplete Information |
0 |
0 |
0 |
194 |
0 |
0 |
0 |
473 |
Investment Timing under Incomplete Information |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
140 |
Investment timing under incomplete information |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
29 |
Irreversible Investment and Learning Expternalities |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
244 |
Irreversible Investment and Learning Externalities |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
159 |
Irreversible Investment in Alternative Projects |
0 |
1 |
1 |
109 |
0 |
1 |
3 |
255 |
Irreversible Investment: The Viewpoint of the Outside Financier |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
92 |
Market Informational Inefficiency, Risk Aversion and Quantity Grid |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
Market Informational Inefficiency, Risk Aversion and Quantity Grid |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
103 |
Market informational inefficiency, risk aversion and quantity grid |
0 |
0 |
0 |
139 |
3 |
5 |
5 |
562 |
Multiple Lenders, Strategic Default and Covenants |
0 |
0 |
1 |
75 |
1 |
1 |
3 |
171 |
Optimal Dividend Policy and Growth Option |
0 |
0 |
1 |
400 |
0 |
0 |
2 |
1,633 |
Pricing the Gamble for Resurrection and the Consequences of Renegotiation and Debt Design |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
554 |
Rethinking Dynamic Capital Structure Models with Roll-Over Debt |
0 |
0 |
0 |
93 |
0 |
0 |
1 |
225 |
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment |
0 |
0 |
0 |
55 |
0 |
1 |
2 |
149 |
Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment |
0 |
0 |
0 |
20 |
0 |
2 |
4 |
104 |
Risk Aversion and Herd Behavior in Financial Markets |
0 |
0 |
0 |
66 |
0 |
0 |
6 |
258 |
Risk Aversion and Herd Behavior in Financial Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
39 |
Risk attitude, beliefs updating and the information content of trades: an experiment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
Risk attitude, beliefs updating and the information content of trades: an experiment |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
103 |
Risk aversion and herd behavior in financial markets |
0 |
0 |
0 |
455 |
0 |
1 |
4 |
814 |
Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
819 |
Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
179 |
The Three Pillars of Basel II, Optimizing the Mix |
0 |
0 |
0 |
394 |
0 |
0 |
7 |
1,272 |
Une formule variationnelle pour les obligations du secteur prive |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
236 |
Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
81 |
Total Working Papers |
0 |
1 |
4 |
2,900 |
9 |
19 |
67 |
13,611 |