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Financial Law x Financial Institutions and Services x clear all

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Access to Liquidity and Corporate Investment in Europe during the Financial Crisis*

Murillo Campello, Erasmo Giambona, John R. Graham and Campbell R. Harvey.

in Review of Finance

April 2012; p ublished online November 2011 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 9023 words.

We use a unique data set to show how firms in Europe used credit lines during the financial crisis. We find that firms with restricted access to credit (small, private,...

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Agency costs in law-firm selection: are companies under-spending on counsel?

Elisabeth de Fontenay.

in Capital Markets Law Journal

October 2016; p ublished online September 2016 .

Journal Article. Subjects: Financial Law; Financial Regulation; Capital Markets; Derivatives. 11949 words.

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Aggressive Orders and the Resiliency of a Limit Order Market

Hans Degryse, Frank De Jong, Maarten Van Ravenswaaij and Gunther Wuyts.

in Review of Finance

June 2005; p ublished online June 2005 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 0 words.

We analyze the resiliency of a pure limit order market by investigating the limit order book (bid and ask prices, spreads, depth and duration), order flow and transaction prices in a window...

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Allocation of Decision-making Authority

Milton Harris and Artur Raviv.

in Review of Finance

September 2005; p ublished online September 2005 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 0 words.

This paper addresses the question of what determines where in a firm's hierarchy investment decisions are made. We present a simple model of a CEO and a division manager to analyze when the...

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American-style Indexed Executive Stock Options

Peter Løchte Jørgensen.

in Review of Finance

December 2002; p ublished online December 2002 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 0 words.

This paper develops a new pricing model for American-style indexed executive stock options. We rely on a basic model framework and an indexation scheme first proposed by Johnson and Tian...

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Analytical Approach to Value Options with State Variables of a Lévy System

Long Nguyen-Thanh.

in Review of Finance

August 2003; p ublished online August 2003 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 0 words.

In this paper we present an analytical method in pricing European contingent assets, whose state variables follow a multi-dimensional Lévy process. We give an explicit formula for the...

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Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage

Lutz G. Arnold.

in Review of Finance

July 2009; p ublished online August 2008 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 11474 words.

This paper characterizes equilibria in the Shleifer-Vishny model of limits of arbitrage. To prove existence, one has to consider types of equilibria ignored by Shleifer and Vishny, even if...

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Approximate Equilibrium Asset Prices*

Fernando Restoy and Philippe Weil.

in Review of Finance

January 2011; p ublished online June 2010 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 8220 words.

Arguing that total consumer wealth is unobservable, we invert the (approximate) consumption function to reconstruct, in a world with Kreps-Porteus generalized isoelastic preferences, (i)...

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Are Investors Sensitive to the Quality and the Disclosure of Financial Statements?

Birgül Caramanolis-Çötelli, Lucien Gardiol, Rajna Gibson-Asner and Nils S. Tuchschmid.

in Review of Finance

August 1999; p ublished online August 1999 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 0 words.

This paper investigates the influence of Swiss firms' disclosure policy and of their financial analysts' coverage on stock price abnormal reactions to the publication of the annual reports....

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Are Monthly Seasonals Real? A Three Century Perspective

Cherry Y. Zhang and Ben Jacobsen.

in Review of Finance

September 2013; p ublished online December 2012 .

Journal Article. Subjects: Financial Institutions and Services; Financial Markets; Financial Law. 12450 words.

Over 300 years of UK stock returns reveal that well-known monthly seasonals are sample specific. For instance, the January effect only emerges around 1830. Most months have had their 50...

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