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Volume 58 Thn 2003 No 2 ( CD PQ )
A Generalization of the Brennan–Rubinstein Approach for the Pricing of Derivatives
Câmara A.
Cross-Border Listings and Price Discovery: Evidence from U.S.-Listed Canadian Stocks
Eun C.S.; Sabherwal S.
Entrenchment and Severance Pay in Optimal Governance Structures
Almazan A.; Suarez J.
Evaluation Periods and Asset Prices in a Market Experiment
Gneezy U.; Kapteyn A.; Potters J
Evidence of Information Spillovers in the Production of Investment Banking Services
Benveniste L.M.; Ljungqvist A.; Wilhelm W.J.; Yu X.
Excessive Dollar Debt: Financial Development and Underinsurance
Caballero R.J.; Krishnamurthy A.
Fischer Black Prize for 2003
Rajan R.G.
How Sensitive Is Investment to Cash Flow When Financing Is Frictionless?
Alti A.
Incentive Fees and Mutual Funds
Elton E.J.; Gruber M.J.; Blake C.R.
Investor Protection and Firm Liquidity
Brockman P.; Chung D.Y.
IPO Pricing in the Dot-com Bubble
Ljungqvist A.; Wilhelm W.J.
Pseudo Market Timing and the Long-Run Underperformance of IPOs
Schultz P.
Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect
Chen H.; Singal V.
The Finite Moment Log Stable Process and Option Pricing
Carr P.; Wu L.
The Level and Persistence of Growth Rates
Chan L.K.C.; Karceski J.; Lakonishok J.
The Term Structure with Semi-credible Targeting
Farnsworth H.; Bass R.
The Value Spread
Cohen R.B.; Polk C.; Vuolteenaho T.
The Wealth Effects of Repurchases on Bondholders
Maxwell W.F.; Stephens C.P.
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