- 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
