- 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
2007
- 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
2006
- 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
2005
- Can Inefficient Traders Create Value?
C.N.V. Krishnan
2004
- Legal Advisors: Popularity versus Economic Performance in Acquisitions
CNV Krishnan and Paul Laux
2004
- 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
2003
- Pricing and hedging interest rate options: Evidence from cap-floor markets
Anurag Gupta (with Marti G. Subrahmanyam)
2002
- Hedging in the possible presence of unspanned stochastic volatility: Evidence from swaption markets
Anurag Gupta and Peter Ritchken (with Rong Fan)
2002
- On pricing and hedging in the swaption market: How many factors, really?
Anurag Gupta and Peter Ritchken (with Rong Fan)
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
Paul Laux and Ajai Singh (with Nandu Nayar)
2002
- Regional valuation: A look at stock market valuations across the U.S., with special focus on Ohio and Northeast Ohio
Paul Laux (with Garen Markarian)
2002
- Fund of Funds Fee Structures
Bing Liang (with Stephen Brown and William Goetzmann).
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
Kasturi Rangan (with Mark Flannery)
2002
- Commercial Underwriting: Conflict of Interest and Credible Commitment
Kasturi Rangan (with Rajesh Narayanan and Nanda Rangan)
2002
- Negotiation and the IPO offer price: A comparison of Integer and Non-Integer IPOs
Ajai Singh (with Dan Bradley, Jack Cooney and Brad Jordan)
2002
