21 |
|
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
|
Egloff, D.; Leippold, M.; Wu, L.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
22 |
|
Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors
|
Lynch, A.W.; Tan, S.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
23 |
|
Market Feedback and Equity Issuance: Evidence from Repeat Equity Issues
|
Hovakimian, A.; Hutton, I.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
24 |
|
Financing Frictions and the Substitution between Internal and External Funds
|
Almeida, H.; Campello, M.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
25 |
|
Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market
|
Kaplanski, G.; Levy, H.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
26 |
|
Disagreement, Portfolio Optimization, and Excess Volatility
|
Duchin, R.; Levy, M.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
27 |
|
Fund Flow Volatility and Performance
|
Rakowski, D.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
28 |
|
An Epidemic Model of Investor Behavior
|
Shive, S.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
29 |
|
Stock Returns and the Volatility of Liquidity
|
Pereira, J.P.; Zhang, H.H.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|
30 |
|
Longer-Term Time-Series Volatility Forecasts
|
Ederington, L.H.; Guan, W.
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2010
|
|
|