| Year | Title | Author(s) |
| 2007 | Contracting with Asymmetric Information in Supply Chains | H. Li, P. Ritchken, & Y. Wang |
| 2007 | Dual-Class Stock Splits and Liquidity | Joonghyuk Kim, Ji-Chai Lin, Ajai Singh, & Wen Yu |
| 2007 | Stochastic Volatility Risk and the Size Anomaly | Claudia E. Moise |
| 2007 | Does Venture Capital Reputation Matter? Evidence from Subsequent IPOs | C.N.V. Krishnan, Ronald W. Masulis, & Ajai K. Singh |
| 2007 | Predicting Credit Spreads | C.N.V. Krishnan, Peter Ritchken & James Thomson |
| 2007 | Liquidity in the Pricing of Syndicated Loans | Anurag Gupta, Ajai K. Singh, & Allan A. Zebedee |
| 2007 | The Economic Determinants of Interest Rate Option Smiles | Prachi Deuskar, Anurag Gupta & Marti G. Subrahmanyam |
| 2007 | Liquidity Effects in Interest Rate Options Markets: Premium or Discount? | Prachi Deuskar, Anurag Gupta & Marti G. Subrahmanyam |
| 2007 | Legal Advisors: Popularity versus Economic Performance in Acquisitions | C.N.V. Krishnan & Paul A. Laux |
| 2007 | Share Repurchase Offers and Liquidity: An Examination of Temporary and Permanent Effects | Nandkumar Nayar, Ajai K. Singh & Allan A. Zebedee |
| 2007 | Information, Sell-Side Research, and Market Making | Leonardo Madureira & Shane Underwood |
| 2007 | Bank Liquidity Creation | Allen N. Berger & Christa H.S. Bouwman |
| 2006 | Market Volatility, Market Frictions, and the Cross-Section of Stock Returns | Federico M. Bandi, Claudia E. Moise & Jeffrey R. Russell |
| 2006 | SEC Regulation Fair Disclosure, Information, and the Cost of Capital | Armando Gomes, Gary Gorton & Leonardo Madureira |
| 2006 | On Pricing Derivatives in the Presence of Auxiliary State Variables | J. Lin & Peter Ritchken |
| 2006 | Market Valuation and Acquisition Quality: Empirical Evidence | Christa H.S. Bouwman, Kathleen Fuller & Amrita S. Nain |
| 2006 | On Credit Spread Slopes and Predictability of Bank Risk | C.N.V. Krishnan, Peter Ritchken & James Thomson |
| 2006 | The Ex Ante Real Rate and Inflation Premium Under a Habit Consumption Model | Leonardo Madureira |
| 2006 | Competition and Diversification Effects in Supply Chains with Supplier Default Risk | Volodymyr Babich, Apostolos N. Burnetas & Peter Ritchken |
| 2006 | An Examination of Large Sell Orders in Cold IPO Aftermarkets | C.N.V. Krishnan, Ajai K. Singh & Allan A. Zebedee |
| 2006 | An Empirical Comparison of GARCH Option Pricing Models | Peter Ritchken |
| 2005 | Misreaction | C.N.V. Krishnan & Paul Laux |
| 2005 | Approximating GARCH-Jump Models, Jump-Diffusion Processes, and Option Pricing | Jin-Chuan Duan, Peter Ritchken & Zhiqiang Sun |
| 2005 | Monitoring and Controlling Bank Risk: Does Risky Debt Help? | C.N.V. Krishnan, Peter Ritchken & James Thomson |
| 2004 | Can Inefficient Traders Create Value? | C.N.V. Krishnan |
| 2004 | Legal Advisors: Popularity versus Economic Performance in Acquisitions | CNV Krishnan and Paul Laux |
| 2003 | Monitoring and Controlling Bank Risk: Does Risky Debt Help? | CNV Krishnan, Peter Ritchken & J.B. Thomson |
| 2003 | Competition and Diversification Effects in Supply Chains with Credit Risk | Volodymyr Babich, Apostolos N. Burnetas and Peter Ritchken |
| 2003 | On Correlation Effects and Systemic Risk in Credit Models | Peter Ritchken and Zhiqiang Sun |
| 2003 | Option Pricing with Downward Sloping Demand Curves: The Case of Supply Chain Options | Apostolos Burnetas and Peter Ritchken |
| 2003 | Jump Starting GARCH: Pricing and Hedging Options with Jumps in Returns And Volatilities | J. Duan, Peter Ritchken and Z. Sun |
| 2003 | On Credit Spread Slopes and Predicting Bank Risk | CNV Krishnan, Peter Ritchken & J.B. Thomson |
| 2003 | Getting the Most out of a Mandatory Subordinated Debt Requirement | Rong Fan, Joseph G. Haubrich, Peter Ritchken and J.B. Thomson |
| 2002 | Pricing
and hedging interest rate options: Evidence from cap-floor markets (with Marti G. Subrahmanyam) |
Anurag Gupta |
| 2002 | Hedging
in the possible presence of unspanned stochastic volatility: Evidence
from swaption markets (with Rong Fan) |
Anurag Gupta and Peter Ritchken |
| 2002 | On pricing and hedging in the swaption market: How many factors, really? (with Rong Fan ) |
Anurag Gupta and Peter Ritchken |
| 2002 | Legal intermediaries in mergers and acquisitions: Roles and effects. | Paul Laux |
| 2002 | What
do they know and when do they know it: A closer look at Value Line
rank changes,
(with Nandu Nayar) |
Paul Laux and Ajai Singh |
| 2002 | Regional valuation: A look at stock market valuations across the U.S., with special focus on Ohio and Northeast Ohio, (with Garen Markarian) | Paul Laux |
| 2002 | Fund
of Funds Fee Structures (with Stephen Brown and William Goetzmann). |
Bing Liang |
| 2002 | Do Hedge Funds Have Enough Capital? A Value at Risk Approach | Bing Liang and Anurag Gupta |
| 2002 | Do Mutual Funds with Longer Track Records Outperform? Evidence from Small-Cap Funds | Bing Liang and Sam Thomas |
| 2002 | Hedge Funds, Fund of Funds, and Commodity Trading Advisors. | Bing Liang |
| 2002 | Market
Forces at work in the Banking Industry: Evidence from the capital buildup
of the 1990s (with Mark Flannery) |
Kasturi Rangan |
| 2002 | Commercial
Bank Underwriting: Conflict of Interest and Credible Commitment (with Rajesh Narayanan and Nanda Rangan) |
Kasturi Rangan |
| 2002 | Negotiation
and the IPO offer price: A comparison of Integer and Non-Integer IPOs (with Dan Bradley, Jack Cooney and Brad Jordan) |
Ajai Singh |
LinkedIn
Facebook
Google+
Twitter
YouTube
Foursquare