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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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Adapt or die: institutional survival in the post-crisis world

Robert Pickel.

in Capital Markets Law Journal

April 2018; p ublished online March 2018 .

Journal Article. Subjects: Financial Law; Financial Regulation; Capital Markets; Derivatives. 7704 words.

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.

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...

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...

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...

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...

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....

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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Asset Pricing Specification Errors and Performance Evaluation

Jia He, Lilian Ng and Chu Zhang.

in Review of Finance

August 1999; p ublished online August 1999 .

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

Many evaluation techniques typically measure performance as deviations of average returns on actively managed funds from those predicted by some asset pricing model. Empirical evidence,...

Award of the 2007 GSAM Best Research Paper Prize

in Review of Finance

September 2007; p ublished online September 2007 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 89 words.

Awareness and Stock Market Participation

Luigi Guiso and Tullio Jappelli.

in Review of Finance

December 2005; p ublished online December 2005 .

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

The paper documents lack of awareness of financial assets in the 1995 and 1998 Bank of Italy Surveys of Household Income and Wealth. It then explores the determinants of awareness, and...

Bank Capital Standards for Market Risk: A Welfare Analysis

David Marshall and Subu Venkataraman.

in Review of Finance

August 1999; p ublished online August 1999 .

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

We propose a simple model that is suitable for evaluating alternative bank capital regulatory proposals for market risk. Our model formalizes the conflict between bank objectives and...

Bank Competition: A Changing Paradigm

Tommaso Padoa-Schioppa.

in Review of Finance

August 2001; p ublished online August 2001 .

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

Bank Market Power and SME Financing Constraints*

Santiago Carbó-Valverde, Francisco Rodríguez-Fernández and Gregory F. Udell.

in Review of Finance

April 2009; p ublished online April 2009 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 12087 words.

Some studies find that market power is associated with credit availability (information hypothesis); others find that less competitive banking markets lead to more credit rationing (market...

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Bank Risk and Competition: Evidence from Regional Banking Markets

Thomas Kick and Esteban Prieto.

in Review of Finance

May 2015; p ublished online May 2014 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 14263 words.

We investigate the bank competition-stability nexus based on a unique regulatory dataset. First, we use outright bank defaults, and control for a wide array of different time-varying bank...

Bankers on the Boards of German Firms: What They Do, What They Are Worth, and Why They Are (Still) There*

Ingolf Dittmann, Ernst Maug and Christoph Schneider.

in Review of Finance

January 2010; p ublished online May 2009 .

Journal Article. Subjects: Financial Law; Financial Institutions and Services; Financial Markets. 15170 words.

We analyze the role of bankers on the boards of German non-financial companies for the period from 1994 to 2005. We find that banks that are represented on a firm's board promote their own...

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The Bankruptcy Decision and Debt Contract Renegotiations

Elazar Berkovitch and Ronen Israel.

in Review of Finance

April 1998; p ublished online April 1998 .

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

We consider the bankruptcy law and workout practices in the United States and model bankruptcy as a strategic decision. We analyze a firm's choice between liquidation under Chapter 7,...