Working Papers 2003

01-03
Owner-Occupied Housing as a Hedge Against Rent Risk
Todd Sinai and Nicholas S. Souleles
[abstract]
The Quarterly Journal of Economics, Vol 120, Issue 2, May 2005

02-03
Do Bank-Firm Relationships Affect Bank Competition in the Corporate Bond Underwriting Market?
Ayako Yasuda
[abstract]

03-03
External Financing and Future Stock Returns
Scott A. Richardson and Richard Sloan
[abstract]

04-03
S&P Indexers, Delegation Costs and Liquidity Mechanisms
Marshall E. Blume and Roger M. Edelen
[abstract]

05-03
Asymmetric Information and Financing with Convertibles
Archishman Chakaborty and Bilge Yilmaz
[abstract]

06-03
Time-Consistent No-Arbitrage Models of the Term Structure
Michael W. Brandt and Amir Yaron
[abstract]

07-03
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
Michael W. Brandt and Francis X. Diebold
[abstract]

08-03
The Limits to Dividend Arbitrage: Implications for Cross-Border Investment
Susan E. K. Christoffersen, Christopher C. Geczy, David K. Musto and Adam V. Reed
[abstract]

09-03
Risk and Valuation Under an Intertemporal Capital Asset Pricing Model
Michael J. Brennan and Yihong Xia
[abstract] 
The Journal of Business, Vol 79, Issue 1, January 2006

10-03
The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market
Alessandro Beber and Michael W. Brandt
[abstract]
Journal of Monetary Economics, Vol 53, Issue 8, November 2006