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 #1 to #50.

Optimal Capital Structure and Risk Management Policies of Banks That Use CoCo Futures to Hedge Financial-Sector Risk: Label: en
Decomposing Long Bond Returns: A Decentralized Theory: Label: en
Large Bets and Stock Market Crashes: Label: en
The Term Structure of Short Selling Costs: Label: en
Leasing as a Mitigation of Financial Accelerator Effects: Label: en
The Variance Risk Premium in Equilibrium Models: Label: en
Delegated Learning and Contract Commonality in Asset Management: Label: en
Macroeconomic News and Stock–Bond Comovement: Label: en
A Theory of the Nominal Character of Stock Securities: Label: en
Private Company Valuations by Mutual Funds: Label: en
On the Economic Significance of Stock Return Predictability: Label: en
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market: Label: en
Long-Horizon Stock Returns Are Positively Skewed: Label: en
Bank Stress Testing: Public Interest or Regulatory Capture?: Label: en
Data versus Collateral: Label: en
The Risk of Implicit Guarantees: Evidence from Shadow Banks in China: Label: en
Capital Gains Tax, Venture Capital, and Innovation in Start-Ups: Label: en
Financial Intermediation, Capital Accumulation, and Crisis Recovery: Label: en
Optimal Capital Structure with Stock Market Feedback: Label: en
Social Media and Financial News Manipulation: Label: en
Debt Renegotiations Outside Distress: Label: en
The Term Structure of Equity Risk Premia: Levered Noise and New Estimates: Label: en
Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium: Label: en
Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns: Label: en
Market Timing and Predictability in FX Markets: Label: en
Asset Prices and Portfolios with Externalities: Label: en
A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion: Label: en
Competition in Lending: Theory and Experiments*: Label: en
Towards a General Theory of Good-Deal Bounds*: Label: en
British Investment Overseas 1870–1913: A Modern Portfolio Theory Approach*: Label: en
A Theory of Costly Sequential Bidding*: Label: en
Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios*: Label: en
Fund Flows, Manager Changes, and Performance Persistence*: Label: en
Housing Habits and Their Implications for Life-Cycle Consumption and Investment*: Label: en
Indirect Costs of Financial Distress and Bankruptcy Law: Evidence from Trade Credit and Sales*: Label: en
Linear Approximations and Tests of Conditional Pricing Models*: Label: en
Corporate Credit Risk Premia: Label: en
Wages and Human Capital in Finance: International Evidence, 1970–2011*: Label: en
Why Did Sponsor Banks Rescue Their SIVs? A Signaling Model of Rescues*: Label: en
Equilibrium with Monoline and Multiline Structures: Label: en
Dynamic Dependence and Diversification in Corporate Credit*: Label: en
A Mechanism for LIBOR*: Label: en
Trust and Household Debt: Label: en
Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario*: Label: en
What Drives Index Options Exposures?: Label: en
Futures Trading and the Excess Co-movement of Commodity Prices*: Label: en
Emotional State and Market Behavior: Label: en
Financing Asset Sales and Business Cycles*: Label: en
Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?*: Label: en
Oil Prices and the Stock Market*: Label: en