Discussion paper DP6756 On the Impact of Forward Contract Obligations in Multi-Unit Auctions Natalia Fabra Maria-Angeles de Frutos 20 Mar 2008 Industrial Organization G13 L13 L94
Discussion paper DP6619 Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005 Stephen Schaefer Viral Acharya Yili Zhang 20 Dec 2007 Financial Economics G12 G13 G14 G21 G22
Discussion paper DP6548 What Do We Learn from the Price of Crude Oil Futures? Lutz Kilian Ron Alquist 2 Nov 2007 International Macroeconomics C53 D51 G13 G15
Discussion paper DP6239 Understanding Index Option Returns Mikhail Chernov Mark Broadie Michael Johannes 3 May 2007 Financial Economics C13 G12 G13
Discussion paper DP6268 Unlocking Value: Equity Carve outs as Strategic Real Options Enrico Perotti Silvia Rossetto 30 Apr 2007 Financial Economics G13 G32 G34
Discussion paper DP5726 The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns Harjoat Singh Bhamra Raman Uppal 20 Jun 2006 Financial Economics G12 G13
Discussion paper DP5676 Interpreting Prediction Market Prices as Probabilities Justin Wolfers Eric Zitzewitz 10 May 2006 Financial Economics Labour Economics Public Economics D4 D8 G13
Discussion paper DP5591 Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections Justin Wolfers Eric Zitzewitz Erik Snowberg 3 Apr 2006 Financial Economics Labour Economics Public Economics D72 E3 E6 G13 G14 H6
Discussion paper DP5435 Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation Enrique Sentana Javier Mencía Ángel León 22 Dec 2005 Financial Economics G13
Discussion paper DP5420 Demand-Based Option Pricing Lasse Heje Pedersen Nicolae Bogdan Garleanu 16 Dec 2005 Financial Economics G0 G12 G13 G14 G2
Discussion paper DP5180 Insider Trading in Credit Derivatives Viral Acharya Tim Johnson 23 Aug 2005 Financial Economics D8 G12 G13 G14 G20
Discussion paper DP4994 A Model of Corporate Liquidity Ronald Anderson Andrew Carverhill 23 Apr 2005 Financial Economics G13 G30 G32 G35