| The market liquidity timing skills of debt-oriented hedge funds
|
2017 |
Li, Baibing |
| Announcement effects of contingent convertible securities : evidence from the global banking industry
|
2017 |
Ammann, Manuel |
| Due diligence and investee performance
|
2017 |
Cumming, Douglas J. |
| How useful is Basel III's liquidity coverage ratio? : evidence from US bank holding companies
|
2017 |
Du, Brian |
| Bank risk dynamics where assets are risky debt claims
|
2017 |
Peleg-Lazar, Sharon |
| Endogenous credit spreads and optimal debt financing structure in the presence of liquidity risk
|
2017 |
Lütkebohmert, Eva |
| Bankers on the board and CEO incentives
|
2017 |
Kang, Min Jung |
| Where will the "silver money" go?
|
2017 |
Park, Na Young |
| An examination of European firms’ derivatives usage : the importance of model selection
|
2017 |
Carroll, Anthony |
| Extreme returns in the European financial crisis
|
2017 |
Chouliaras, Andreas |
| Cold case file? : inventory risk and information sharing during the pre-1997 NASDAQ
|
2017 |
Lescourret, Laurence |
| Liquidity risk and volatility risk in credit spread models : a unified approach
|
2017 |
Perrakis, Stylianos |
| CEO personal investment decisions and firm risk
|
2017 |
Cen, Wei |
| Financial flexibility and investment ability across the Euro area and the UK
|
2017 |
Ferrando, Annalisa |
| Risk control : who cares?
|
2017 |
Taylor, Nicholas |
| Does ownership structure matter?
|
2017 |
Titman, Sheridan |
| Financial hedging and firm performance : evidence from cross-border mergers and acquisitions
|
2017 |
Chen, Zhong |
| Tax havens, tax evasion and tax information exchange agreements in the OECD
|
2017 |
Kemme, David M. |
| The manipulation potential of Libor and Euribor
|
2017 |
Eisl, Alexander |
| The revealed preference of sophisticated investors
|
2017 |
Blocher, Jesse |
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