Information Asymmetries, Volatility, Liquidity and the Tobin Tax [PDF]
Albina Danilova and Christian Julliard (December 2015)
FMG Discussion Paper DP748
Endogenous Contractual Externalities [PDF]
Emre Ozdenoren and Kathy Yuan (November 2015)
FMG Discussion Paper DP746
Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims [PDF]
Georgy Chabakauri, Kathy Yuan and Konstantinos E. Zachariadis (June 2015)
FMG Discussion Paper DP745
A Tug of War: Overnight Versus Intraday Expected Returns [PDF]
Dong Lou, Christopher Polk and Spyros Skouras (March 2015)
FMG Discussion Paper DP744
Wolf Pack Activism [PDF]
Alon Brav, Amil Dasgupta and Richmond Mathews (March 2015)
FMG Discussion Paper DP742