2011 Working Papers

  •  Delegated Activism and Disclosure [PDF]
    Amil Dasgupta, Konstantinos Zachariadis
    The Paul Woolley Centre Paper Series No 27,
    FMG Discussion Paper 689, July 2011
     

  • CDS Auctions [PDF]
    Mikhail Chernov, Alexander S. Gorbenko, Igor Makarov
    The Paul Woolley Centre Paper Series No 26,
    FMG Discussion Paper 688, July 2011

  • Anticipated and Repeated Shocks in Liquid Markets [PDF]
    Dong Lou, Hongjun Yan, Jinfan Zhang
    The Paul Woolley Centre Paper Series No 25,
    FMG Discussion Paper 684, June 2011

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  • Complicated Firms [PDF]
    Lauren Cohen, Dong Lou
    The Paul Woolley Centre Paper Series No 24,
    FMG Discussion Paper 683, June 2011


  • Dynamic Hedging in Incomplete Markets: A Simple Solution [PDF]
    by Suleyman Basak, Georgy Chabakauri
    The Paul Woolley Centre Paper Series No 23,
    FMG Discussion Paper 680, May 2011

  • Preferred-Habitat Investors and the US Term Structure of Real Rates [PDF]
    by Iryna Kaminska, Dimitri Vayanos, Gabriele Zinna
    The Paul Woolley Centre Working Paper Series No 22,
    FMG Discussion Paper 674, March 2011

  • Trading and Voting in Distressed Firms [PDF]
    by Ioan F. Olaru & Konstantinos E. Zachariadis
    The Paul Woolley Centre Working Paper Series No 21,
    FMG Discussion Paper 672, February 2011
    This is a revised version of Working Paper Series No 12
    FMG Discussion Paper No 656


  • Trading Frenzies and Their Impact on Real Investment [PDF]
    by Itay Goldstein, Emre Ozdenoren & Kathy Yuan
    The Paul Woolley Centre Working Paper Series No 20,
    FMG Discussion Paper 670, February 2011

  • Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt [PDF]
    by Stéphane Guibaud, Yves Nosbusch & Dimitri Vayanos
    The Paul Woolley Centre Working Paper Series No 19,
    FMG Discussion Paper 669, February 2011

  • Fund Flows and Asset Prices: A Baseline Model [PDF]
    by Dimitri Vayanos & Paul Woolley
    The Paul Woolley Centre Working Paper Series No 18,
    FMG Discussion Paper 667, January 2011
    This is a revised version of Working Paper Series No 15
    FMG Discussion Paper No 662


  • An Institutional Theory of Momentum and Reversal [PDF]
    by Dimitri Vayanos & Paul Woolley
    The Paul Woolley Centre Working Paper Series No 17,
    FMG Discussion Paper 666, January 2011
    This is a revised version of Working Paper Series No 2
    FMG Discussion Paper No 621


  • Balance Sheet Capacity and Endogenous Risk* [PDF]
    by Jon Danielsson, Hyun Song Shin & Jean-Pierre Zigrand
    The Paul Woolley Centre Working Paper Series No 16,
    FMG Discussion Paper 665, January 2011 

  • Fund Flows and Asset Prices: A Baseline Model
    by Dimitri Vayanos and Paul Woolley
    The Paul Woolley Centre Working Paper Series No 15,
    FMG Discussion Paper 662, December 2010 
    This paper is no longer available, the revised version of this
    paper can be found above as Working Paper Series No 18
    FMG Discussion Paper No 667, January 2011
 
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