• 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