On the drivers of commodity co-movement: Evidence from biofuels| [PDF]
Francisco Peñaranda, Augusto Rupérez Micola (December 2011)
FMG Discussion Paper 695
Performance Pay, CEO Dismissal, and the Dual Role of Takeovers| [PDF]
Mike Burkart, Konrad Raff (November 2011)
FMG Discussion Paper 694
Explaining the Structure of CEO Incentive Pay with Decreasing Relative Risk
Aversion| [PDF]
Pierre Chaigneau (October 2011)
FMG Discussion Paper 693
The Wall Street Walk when Blockholders Compete for Flows| [PDF]
Amil Dasgupta, Giorgia Piacentino (October 2011)
Paul Woolley Centre Paper 28, FMG Discussion Paper 692
This discussion paper won a Paul Woolley Centre discussion paper prize.
What is the Consumption-CAPM missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models| [PDF]
Anisha Ghosh, Christian Julliard, Alex P. Taylor (October 2011)
FMG Discussion Paper 691
Investment banking careers: An equilibrium theory of overpaid jobs | [PDF]
Ulf Axelson, Philip Bond (October 2011)
FMG Discussion Paper 690
Delegated Activism and Disclosure| [PDF]
Amil Dasgupta, Konstantinos Zachariadis (July 2011)
Paul Woolley Centre Paper 27, FMG Discussion Paper 689
This discussion paper won a Paul Woolley Centre discussion paper prize.
CDS Auctions| [PDF]
Mikhail Chernov, Alexander S. Gorbenko, Igor Makarov (July 2011)
Paul Woolley Centre Paper 26, FMG Discussion Paper 688
This discussion paper won a Paul Woolley Centre discussion paper prize.
Repo Runs| [PDF]
Antoine Martin, David Skeie, Ernst-Ludwig von Thadden (July 2011)
AXA Paper 8, FMG Discussion Paper 687
Short Run Bond Risk Premia| [PDF]
Philippe Mueller, Andrea Vedolin, Hao Zhou (June 2011)
FMG Discussion Paper 686
Financing Constraints, Firm Dynamics, Export Decisions, and Aggregate
productivity| [PDF]
Andrea Caggese, Vicente Cuñat (June 2011)
FMG Discussion Paper 685
Anticipated and Repeated Shocks in Liquid Markets| [PDF]
Dong Lou, Hongjun Yan, Jinfan Zhang (June 2011)
Paul Woolley Centre Paper 25, FMG Discussion Paper 684
This discussion paper won a Paul Woolley Centre discussion paper prize.
Complicated Firms| [PDF]
Lauren Cohen, Dong Lou (June 2011)
Paul Woolley Centre Paper 24, FMG Discussion Paper 683
This discussion paper won a Paul Woolley Centre discussion paper prize.
Liquidity Hoarding| [PDF]
Douglas Gale, Tanju Yorulmazer (June 2011)
AXA Paper 7, FMG Discussion Paper 682
Strategic Investment, Industry Concentration, and the Cross Section of Returns| [PDF]
Maria Cecilia Bustamante (June 2011)
FMG Discussion Paper 681
Dynamic Hedging in Incomplete Markets: A Simple Solution| [PDF]
Suleyman Basak, Georgy Chabakauri (May 2011)
Paul Woolley Centre Paper 23, FMG Discussion Paper 680
Defeasance of Control Rights| [PDF]
Carsten Bienz, Antoine Faure-Grimaud, Zsuzsanna Fluck (May 2011)
FMG Discussion Paper 679
Switching Monetary Policy Regimes and the Nominal Term Structure| [PDF]
Marcelo Ferman (April 2011)
FMG Discussion Paper 678
Second-Order Approximation of Dynamic Models with Time-Varying Risk| [PDF]
Gianluca Benigno, Pierpaolo Benigno, Salvatore Nisticò (March 2011)
FMG Discussion Paper 677
Bank Bailout Menus| [PDF]
Sudipto Bhattacharya, Kjell G. Nyborg (March 2011)
FMG Discussion Paper 676
This is a revised version of FMG Discussion Paper No 668
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans| [PDF]
Max Bruche, Gerard Llobet (March 2011)
FMG Discussion Paper 675
Preferred-Habitat Investors and the US Term Structure of Real Rates| [PDF]
Iryna Kaminska, Dimitri Vayanos,Gabriele Zinna (March 2011)
Paul Woolley Centre Paper 22, FMG Discussion Paper 674
Micro Frictions, Asset Pricing, and Aggregate Implications| [PDF]
Jack Favilukis, Xiaoji Lin (February 2011)
FMG Discussion Paper 673
Trading and Voting in Distressed Firms| [PDF]
Ioan F. Olaru, Konstantinos E. Zachariadis (February 2011)
Paul Woolley Centre Paper 21, FMG Discussion Paper 672
This is a revised version of Paul Woolley Centre Paper 12, FMG Discussion Paper 656
Stock prices under pressure: How tax and interest rates drive returns at the turn of the tax year | [PDF]
Johnny Kang, Tapio Pekkala,Christopher Polk, Ruy Ribeiro (February 2011)
FMG Discussion Paper 671
Trading Frenzies and Their Impact on Real Investment |[PDF]
Itay Goldstein, Emre Ozdenoren, Kathy Yuan (February 2011)
Paul Woolley Centre Paper 20, FMG Discussion Paper 670
This discussion paper won a Paul Woolley Centre discussion paper prize.
Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt |[PDF]
Stéphane Guibaud, Yves Nosbusch, Dimitri Vayanos (February 2011)
Paul Woolley Centre Paper 19, FMG Discussion Paper 669
Bank Bailout Menus| [PDF]
Sudipto Bhattacharya, Kjell G. Nyborg (January 2011)
FMG Discussion Paper 668
This paper is no longer available, please see revised version of this paper:
FMG Discussion Paper 676 (March 2011)
Fund Flows and Asset Prices: A Baseline Model| [PDF]
Dimitri Vayanos, Paul Woolley (January 2011)
Paul Woolley Centre Paper 18, FMG Discussion Paper 667
This is a revised version of Paul Woolley Centre Paper 15, FMG Discussion Paper 662
An Institutional Theory of Momentum and Reversal| [PDF]
Dimitri Vayanos, Paul Woolley (January 2011)
Paul Woolley Centre Paper 17, FMG Discussion Paper 666
This is a revised version of Paul Woolley Centre Paper 2, FMG Discussion Paper 621.
Balance Sheet Capacity and Endogenous Risk |[PDF]
Jon Danielsson, Hyun Song Shin, Jean-Pierre Zigrand (January 2011)
Paul Woolley Centre Paper 16, FMG Discussion Paper 665