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Архив препринтов Fisher College, Department of Finance

Обновлено: 09-12-2010


Тематические разделы:

На сайте содержится ряд публикаций из области финансовой экономики, начиная с 2000 года. Публикации посвящены исследованиям рынка капитала, влиянию различных факторов на развитие рынка капитала, инвестициям, корпоративному управлению. Все публикации находятся в свободном доступе в формате PDF. Предварительно пользователи Интернет смогут ознакомиться с аннотациями к ним.

Перечень публикаций
2000 год 2001 год 2002 год 2003 год
1) U.S. Banks, Crises, and Bailouts: From Mexico to LTCM
2) Sidelined Investors, Trading-Generated News, and Security Returns
3) Compensation, Incentives and Organizational Change: Ideas and Evidence from Theory and Practice
4) An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness
5) Do Non-U.S. Firms Issue Equity on U.S. Stock Exchanges to Relax Capital Constraints?
6) Covariance Rick, Mispricing, and the Cross Section of Security Returns
7) Who Blinks in Volatile Markets, Individuals or Institutions?
8) Firm Value, Risk, and Growth Opportunities
9) "True" Stochastic Volatility and a Generalized Class of Affine Models
10) On the Survival of Overconfident Traders in a Competitive Securities Market
11) Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry
12) Divestitures and the Liquidity of the Market for Corporate Assets
13) A New Approach to Measuring Financial Contagion
14) Initial Public Offerings in Hot and Cold Markets
15) Is Disinflation Good for Growth?
16) Structural Models of Corporate Bond Pricing: An Empirical Analysis
17) Improving Cash Flow Forecasts for Valuation: The Role of Cash Flow Volatility and Firm Characteristics
18) Speculation Spreads and the Market Pricing of Proposed Acquisitions
19) Shareholder Wealth and Firm Risk
20) The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates
21) Do domestic investors have more valuable information about individual stocks than foreign investors?
1) Investor Psychology and Asset Pricing
2) Culture, Openness, and Finance
3) Good Day Sunshine: Stock Returns and the Weather
4) Firm and Managerial Incentives to Manipulate the Timing of Project Resolution
5) Conversation, Observational Learning, and Informational Cascades
6) Financial Conservatism: Evidence on Capital Structure from Low Leverage Firms
7) Asset Liquidity, Debt Covenants, and Managerial Discretion in Financial Distress: The Collapse of L.A. Gear
8) The History and Performance of Concept Stocks
9) Determinants of the Choice of Bankruptcy Procedure in Japan
10) Investor Psychology in Capital Markets: Evidence and Policy Implications
11) Are financial assets priced locally or globally?
12) The Decision to Go Public: Evidence from Corporate Bond Issuers
13) Commercial Mortgage-backed Securities: Prepayment and Default
14) IPOs and Mutual Fund Returns
15) Restructuring Top Management: Evidence from Corporate Spinoffs
16) Why are foreign firms listed in the U.S. worth more?
17) The Long-run Performance of REIT IPOs
18) The Net Present Value of Stabilizing Inflation
19) Corporate Governance and the Home Bias
20) Herd Behavior and Cascading in Capital Markets: A Review and Synthesis
1) Credit Spreads: Evidence from the Mortgage Market
2) Do Individual Investors Drive Post-Earnings announcement drift?
3) Disclosure to a Credulous Audience: The Role of Limited Attention
4) The Economic Consequences of Increased Disclosure: Evidence from International Cross-listings
5) Limited Attention, Information Disclosure, and Financial Reporting
6) Daily cross-border equity flows: pushed or pulled?
7) Feedback and the Success of Irrational Investors
8) Taking the Road Less Traveled: Does Conversation Eradicate Pernicious Cascades?
9) A Retrospective Evaluation of the Pacific-Basin Finance Journal: 1993-2002
1) Equity market liberalizations as country IPOs
2) The Role of ADRs in the Development and Integration of Emerging Equity Markets
3) The Influence of Corporate Risk Exposures on the Accuracy of Earnings Forecasts
4) Do shareholders of acquiring firms gain from acquisitions?

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См. также:
Franco Modigliani, Merton H. Miller
American Economic Review. 1958.  Vol. 48. No. 3. P. 261-297.