| The market liquidity timing skills of debt-oriented hedge funds
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2017 |
Li, Baibing |
| Announcement effects of contingent convertible securities : evidence from the global banking industry
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2017 |
Ammann, Manuel |
| Due diligence and investee performance
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2017 |
Cumming, Douglas J. |
| How useful is Basel III's liquidity coverage ratio? : evidence from US bank holding companies
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2017 |
Du, Brian |
| Bank risk dynamics where assets are risky debt claims
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2017 |
Peleg-Lazar, Sharon |
| Endogenous credit spreads and optimal debt financing structure in the presence of liquidity risk
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2017 |
Lütkebohmert, Eva |
| Bankers on the board and CEO incentives
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2017 |
Kang, Min Jung |
| Where will the "silver money" go?
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2017 |
Park, Na Young |
| An examination of European firms’ derivatives usage : the importance of model selection
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2017 |
Carroll, Anthony |
| Extreme returns in the European financial crisis
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2017 |
Chouliaras, Andreas |
| Cold case file? : inventory risk and information sharing during the pre-1997 NASDAQ
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2017 |
Lescourret, Laurence |
| Liquidity risk and volatility risk in credit spread models : a unified approach
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2017 |
Perrakis, Stylianos |
| CEO personal investment decisions and firm risk
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2017 |
Cen, Wei |
| A theoretical model for the term structure of corporate credit based on competitive advantage
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2017 |
Rajaratnam, Bala |
| Dynamic asset allocation with liabilities
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2017 |
Giamouridis, Daniel |
| The role of the conditional skewness and kurtosis in VIX index valuation
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2017 |
Lalancette, Simon |
| Innovation-related diversification and firm value
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2017 |
Rong, Zhao |
| The investment CAPM
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2017 |
Zhang, Lu |
| Retail investor attention and IPO valuation
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2017 |
Colaco, Hugh M. J. |
| Relationship lending and firms' leverage : empirical evidence in Europe
|
2017 |
Guida, Roberto |
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