Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #51 to #100.

Financial Disclosure and Market Transparency with Costly Information Processing*: Label: en
Financial Repression in the European Sovereign Debt Crisis*: Label: en
The Capital Structure of Nations*: Label: en
ECB Policies Involving Government Bond Purchases: Impact and Channels*: Label: en
Risk Premia and Volatilities in a Nonlinear Term Structure Model: Label: en
Learning and Leverage Cycles in General Equilibrium: Theory and Evidence: Label: en
Growth Option Exercise and Capital Structure: Label: en
Board Structures Around the World: an Experimental Investigation*: Label: en
One Share-One Vote: The Empirical Evidence: Label: en
One Share - One Vote: the Theory*: Label: en
Czech Mate: Expropriation and Investor Protection in a Converging World: Label: en
Institutional Investors and Private Equity*: Label: en
Executive pay and shareholder litigation*: Label: en
Learning, Cascades, and Transaction Costs*: Label: en
Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach*: Label: en
The Positive Effects of Biased Self-Perceptions in Firms*: Label: en
A Dynamic Model of Optimal Capital Structure: Label: en
Improved Forecasting of Mutual Fund Alphas and Betas*: Label: en
Secret Reservation Prices in Bookbuilding*: Label: en
Hide-and-Seek in the Market: Placing and Detecting Hidden Orders*: Label: en
Time Variation in Mutual Fund Style Exposures*: Label: en
Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry*: Label: en
An Empirical Portfolio Perspective on Option Pricing Anomalies*: Label: en
Stochastic Dominance Bounds on American Option Prices in Markets with Frictions: Label: en
Should smart investors buy funds with high past returns?*: Label: en
On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach*: Label: en
Agency Conflicts and Risk Management*: Label: en
Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns*: Label: en
The Dynamics of Earnings Forecast Management*: Label: en
Repurchasing Shares on a Second Trading Line*: Label: en
Bankruptcy, Counterparty Risk, and Contagion*: Label: en
Design and Estimation of Multi-Currency Quadratic Models*: Label: en
Can Risk-Based Theories Explain the Value Premium?*: Label: en
Internationalization and Stock Market Liquidity*: Label: en
Firm-Level Evidence on International Stock Market Comovement*: Label: en
Informational Barriers to Entry into Credit Markets*: Label: en
The Real Effects of the Euro: Evidence from Corporate Investments*: Label: en
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt*: Label: en
The Transmission of Bank Liquidity Shocks: Evidence from House Prices*: Label: en
Asset Growth and Stock Market Returns: A Time-Series Analysis*: Label: en
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads*: Label: en
Renegotiation Frictions and Financial Distress Resolution: Evidence from CDS Spreads*: Label: en
Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?*: Label: en
Informed Finance and Technological Conservatism*: Label: en
Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off*: Label: en
Cash Breeds Success: The Role of Financing Constraints in Patent Races*: Label: en
Corporate Governance Externalities*: Label: en
Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage: Label: en
Economic News and International Stock Market Co-movement*: Label: en
New Mortgage Lenders and the Housing Market*: Label: en