Discussion paper DP4098 Understanding the Recovery Rates on Defaulted Securities Viral Acharya Sreedhar T Bharath Anand Srinivasan 23 Oct 2003 Financial Economics G12 G33 G34
Discussion paper DP4068 Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel Paul Söderlind Paolo Giordani 25 Sep 2003 Financial Economics E44 G12
Discussion paper DP4060 International Good Market Segmentation and Financial Market Structure Suleyman Basak Benjamin Croitoru 23 Sep 2003 Financial Economics F30 F36 G12 G15
Discussion paper DP4067 C-CAPM and the Cross-Section of Sharpe Ratios Paul Söderlind 23 Sep 2003 Financial Economics E13 E32 G12
Discussion paper DP4070 Microeconomic Sources of Equity Risk Michael R. Wickens 23 Sep 2003 Financial Economics International Macroeconomics C32 C51 E44 G12
Discussion paper DP4038 Relative Performance Evaluation Contracts and Asset Market Equilibrium Allan Timmermann Sandeep Kapur 23 Sep 2003 Financial Economics G11 G12 G23
Discussion paper DP4002 Stock Prices and IPO Waves Pietro Veronesi Luboš Pástor 23 Aug 2003 Financial Economics G12
Discussion paper DP3900 The Price of Future Liquidity: Time-Varying Liquidity in the US Treasury Market David Goldreich Bernd Hanke Purnendu Nath 25 May 2003 Financial Economics G12 G14
Discussion paper DP3934 Taylor Rules and the Predictability of Interest Rates Anders Vredin Paul Söderlind Ulf Söderström 23 May 2003 International Macroeconomics E52 E58 G12
Discussion paper DP3832 Heterogeneity of Investors and Asset Pricing in a Risk-Value World Günter Franke Martin Weber 28 Mar 2003 Financial Economics D81 G11 G12 G13
Discussion paper DP3852 Optimal Financial Market Integration and Security Design Alberto Bisin Viral Acharya 23 Mar 2003 Financial Economics D52 D58 G12
Discussion paper DP3749 Asset Pricing with Liquidity Risk Viral Acharya Lasse Heje Pedersen 23 Feb 2003 Financial Economics D50 G11 G12 G30