Sanjiv Ranjan Das : Citation Profile

Are you Sanjiv Ranjan Das?

Santa Clara University

16

H index

26

i10 index

1488

Citations

RESEARCH PRODUCTION:

35

Articles

19

Papers

2

Chapters

RESEARCH ACTIVITY:

   27 years (1996 - 2023). See details.
   Cites by year: 55
   Journals where Sanjiv Ranjan Das has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 10 (0.67 %)

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   Permalink: http://citec.repec.org/pda527
   Updated: 2024-01-16    RAS profile: 2023-03-12    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Sanjiv Ranjan Das.

Is cited by:

Xiao, Tim (18)

Guidolin, Massimo (10)

Härdle, Wolfgang (10)

Lucas, Andre (10)

Schwaab, Bernd (10)

Andersen, Torben (10)

Koopman, Siem Jan (10)

Maheu, John (9)

Shen, Dehua (8)

Duffie, Darrell (8)

Baptista, Alexandre (8)

Cites to:

merton, robert (33)

Jarrow, Robert (20)

Duffie, Darrell (19)

Leland, Hayne (14)

Scholes, Myron (10)

Lerner, Josh (10)

Longstaff, Francis (9)

Singleton, Kenneth (8)

Engle, Robert (8)

Willen, Paul (8)

Ramaswamy, Krishna (7)

Main data

Where Sanjiv Ranjan Das has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Journal of Economic Dynamics and Control4
Journal of Financial and Quantitative Analysis4
Journal of Financial Intermediation2
Journal of Financial Services Research2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc10
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Sanjiv Ranjan Das (2024 and 2023)

YearTitle of citing document
2023Realised Volatility Forecasting: Machine Learning via Financial Word Embedding. (2021). Poon, Ser-Huang ; Zohren, Stefan ; Rahimikia, Eghbal. In: Papers. RePEc:arx:papers:2108.00480.

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2023EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

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2023Removing Non-Stationary Knowledge From Pre-Trained Language Models for Entity-Level Sentiment Classification in Finance. (2023). Hahm, Moonjeong ; Kang, Nahyeon ; Lee, Hanwool ; Son, Guijin. In: Papers. RePEc:arx:papers:2301.03136.

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2023The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140.

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2023Off-Balance Sheet Activities and Scope Economies in U.S. Banking. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.14603.

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2023Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange. (2023). Mortazavi, Mohsen. In: Papers. RePEc:arx:papers:2304.13818.

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2023Social Media Emotions and IPO Returns. (2023). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2306.12602.

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2023From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033.

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2023Social media information dissemination and corporate bad news hoarding. (2023). Feng, Lingbing ; He, Feng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1503-1532.

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2023Impact of government policy responses of COVID?19 pandemic on stock market liquidity for Australian companies. (2023). Zgheib, Bernard ; Kassamany, Talie. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:24-46.

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2023“I just like the stock”: The role of Reddit sentiment in the GameStop share rally. (2023). Yarovaya, Larisa ; Xie, Ying ; Lucey, Brian ; Long, Suwan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:19-37.

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2023The informativeness of investor communication with corporate insiders: Evidence from China. (2023). Wang, Song ; Huang, Qinghua ; Ju, Congyi ; Meng, Qingbin. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:189-207.

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2023Disruption and Credit Markets. (2023). Becker, Bo ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:105-139.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2023Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169.

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2023The British Stock Market, currencies, brexit, and media sentiments: A big data analysis. (2023). Das, Pranab ; Mukherjee, Debashis ; Marjit, Sugata ; Basak, Gopal K ; Yang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001966.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation. (2023). Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:961-978.

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2023Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities. (2023). Leuenberger, Nicola ; Sigrist, Fabio. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1390-1406.

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2023Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391.

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2023An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models. (2023). Nguyen, HA. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:103-121.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2023Does broadband infrastructure affect corporate mergers and acquisitions? Quasi-natural experimental evidence from China. (2023). Tao, Yunqing ; Kong, Dongmin ; Sun, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004112.

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2023Which is more important in stock market forecasting: Attention or sentiment?. (2023). Wu, Ji George ; Zou, Gaofeng ; Li, Yishuo ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300248x.

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2023Effect of cash flow risk on corporate failures, and the moderating role of earnings management and abnormal compensation. (2023). Kannothra, Chacko George ; Bu, Ziwen ; Gupta, Jairaj ; Li, Xia. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002788.

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2023On pricing double-barrier options with Markov regime switching. (2023). Zhang, Tianqi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005906.

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2023Efficient portfolios computed with moment-based bounds. (2023). Popova, Ivilina ; Dokov, Steftcho ; Morton, David P. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006018.

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2023Does product market competition affect the adoption of FinTech by non-financial firms?. (2023). Zhou, Tianpeng ; Nikbakht, Ehsan ; Hong, Liu. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300096x.

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2023A Privacy-preserving mean–variance optimal portfolio. (2023). Lee, Jaewook ; Ko, Hyungjin ; Byun, Junyoung. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001678.

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2023A Bayesian analysis of time-varying jump risk in S&P 500 returns and options. (2023). Luo, Dan ; Carverhill, Andrew. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000751.

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2023Business resilience: Lessons from government responses to the global COVID-19 crisis. (2023). Pham, Mia Hang ; Nguyen, Harvey. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:5:s0969593123000665.

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2023The power of narrative sentiment in economic forecasts. (2023). Sharpe, Steven ; Hollrah, Christopher A ; Sinha, Nitish R. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1097-1121.

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2023FinTech in the financial system: Towards a capital-intensive and high competence human capital reality?. (2023). Giakoumelou, Anastasia ; Battisti, Enrico ; Serino, Luana ; Campanella, Francesco ; Karasamani, Isabella. In: Journal of Business Research. RePEc:eee:jbrese:v:155:y:2023:i:pa:s0148296322008414.

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2023Investor trade allocation patterns in stock markets. (2023). Kanniainen, Juho ; Baltakys, Kstutis ; Kivela, Mikko ; Saramaki, Jari. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:191-209.

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2023The colour of finance words. (2023). Rohrer, Maximilian ; Hu, Xiaowen ; Garcia, Diego. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:525-549.

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2023Debt dynamics and credit risk. (2023). Schaefer, Stephen ; Feldhutter, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:497-535.

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2023The role of investor behavior in emerging stock markets: Evidence from Vietnam. (2023). Phan, Truc ; Vo, Xuan Vinh ; Bertrand, Philippe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:367-376.

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2023Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545.

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2023Bank default risk propagation along supply chains: Evidence from the U.K.. (2023). Roland, Isabelle ; Kabiri, Ali ; Manole, Vlad ; Spatareanu, Mariana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:813-831.

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2023Divergent opinions on social media. (2023). Miwa, Kotaro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:182-196.

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2023Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices. (2023). Zaremba, Adam ; Umar, Zaghum ; Kizys, Renatas ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001891.

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2023Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077.

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2023Stay or switch? The impact of venture capitalists movement across network communities on enterprises’ innovation performance. (2023). Xue, Chaokai ; Zhang, Fujuan ; Gu, Jing. In: Technovation. RePEc:eee:techno:v:125:y:2023:i:c:s0166497223000810.

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2023Customer Due Diligence in the FinTech Era: A Bibliometric Analysis. (2023). Sibindi, Athenia Bongani ; Gaviyau, William. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:11-:d:1024019.

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2023Factors Influencing Behavior Intention in Digital Investment Services of Mutual Fund Distributors Adoption in Thailand. (2023). Samanchuen, Taweesak ; Kasemharuethaisuk, Haruthai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2279-:d:1047340.

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2023Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w.

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2023Valuation of Standard Call Options Using the Euler–Maruyama Method with Strong Approximation. (2023). Giron, Luis Eduardo ; Suescun-Diaz, Daniel. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10258-2.

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2023Will the reddit rebellion take you to the moon? Evidence from WallStreetBets. (2023). Wang, Ruixiang ; Morillon, Thibaut G ; Chacon, Ryan G. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00415-w.

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2023A Sentiment Index of the Housing Market in China: Text Mining of Narratives on Social Media. (2023). Li, Keyang ; Liu, Hongyu ; Wu, Jing ; Zhu, Enwei. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:1:d:10.1007_s11146-022-09900-5.

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2023Does CDS market price intangible asset value? Evidence from SG&A expenditure. (2023). Xie, Yuan ; Lin, Xintian ; Huang, Rong. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01165-0.

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2023The identity of social impact venture capitalists: exploring social linguistic positioning and linguistic distinctiveness through text mining. (2023). Colladon, Andrea Fronzetti ; Ughetto, Elisa ; Toschi, Laura. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:3:d:10.1007_s11187-022-00655-0.

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2023Assessing the impact of economic and financial shocks on SME credit quality: a scenario analysis. (2023). Thlon, Micha ; Sieradzki, Rafa ; Altman, Edward I. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:2:p:89-128.

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2023Decomposing Long Bond Returns: A Decentralized Theory*. (2023). Wu, Liuren ; Carr, Peter. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:997-1026..

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2023Trust me, I am a Robo-advisor. (2023). Lehner, Sebastian ; Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00284-y.

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2023The transformative potential of banking service domains with the emergence of FinTechs. (2023). Amin, Mojdeh Gerami ; Hanafizadeh, Payam. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:28:y:2023:i:3:d:10.1057_s41264-022-00161-0.

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2023Financial risk assessment in shipping: a holistic machine learning based methodology. (2023). Boulougouris, Evangelos ; Lyridis, Dimitrios ; Clintworth, Mark. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:25:y:2023:i:1:d:10.1057_s41278-020-00183-2.

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2023Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?. (2023). Badhani, K N ; Ali, Asgar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02355-w.

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2023Paralyzed by shock: the portfolio formation behavior of peer-to-business lending investors. (2023). Weber, Martina ; Hornuf, Lars ; Dorfleitner, Gregor. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:3:d:10.1007_s11846-022-00544-6.

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2023Development of a Transition Matrix Model of Credit Rating of Companies based on Forecasted Macro Factors: the Case of Greece. (2023). Poulios, Costas ; Melas, Evangelos ; Donatou, Anna ; Lefkaditis, Konstantinos ; Leventides, John. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:5:f:13_5_3.

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2023Jump forecasting in foreign exchange markets: A high?frequency analysis. (2023). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uzun, Sevcan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:578-624.

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Works by Sanjiv Ranjan Das:

YearTitleTypeCited
2010Credit default swaps – Financial innovation or financial dysfunction? In: Financial Stability Review.
[Full Text][Citation analysis]		article4
2019Machine Learning: Classification and Clustering In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter0
2019Annex – presentations In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter0
2019The future of fintech In: Financial Management.
[Full Text][Citation analysis]		article16
2007Common Failings: How Corporate Defaults Are Correlated In: Journal of Finance.
[Full Text][Citation analysis]		article255
2006Common Failings: How Corporate Defaults are Correlated.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 255		paper
2018Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
2018Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2002Systemic Risk and International Portfolio Choice In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2002Pricing Credit Derivatives with Rating Transitions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
1999Of Smiles and Smirks: A Term Structure Perspective In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article145
1998Of Smiles and Smirks: A Term-Structure Perspective.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2010Portfolio Optimization with Mental Accounts In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article59
2012The Principal Principle In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article5
2020Venture Capital Communities In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article8
1998A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
1999A theory of optimal timing and selectivity In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2009Implied recovery In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article22
2013Options and structured products in behavioral portfolios In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article27
2002The surprise element: jumps in interest rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article162
2023Digitization and data frames for card index records In: Explorations in Economic History.
[Full Text][Citation analysis]		article0
2009Options on portfolios with higher-order moments In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2022Banking networks, systemic risk, and the credit cycle in emerging markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2022Dynamic optimization for multi-goals wealth management In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
1999A theory of banking structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2009Accounting-based versus market-based cross-sectional models of CDS spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article66
2013Strategic loan modification: An options-based response to strategic default In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2015Credit spreads with dynamic debt In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2009Hedging credit: Equity liquidity matters In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article29
2011Polishing diamonds in the rough: The sources of syndicated venture performance In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article14
2005eInformation: A Clinical Study of Investor Discussion and Sentiment In: Financial Management.
[Citation analysis]		article18
1996The Central Tendency: A Second Factor in Bond Yields In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper83
1997The Central Tendency: A Second Factor in Bond Yields.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
1998The Central Tendency: A Second Factor In Bond Yields.(1998) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		article
1998The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper4
1998A Direct Approach to Arbitrage-Free Pricing of Derivatives In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper6
1999Fee Speech: Signalling and the Regulation of Mutual Fund Fees In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper1
2021Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality In: JRFM.
[Full Text][Citation analysis]		article0
2000A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives In: Management Science.
[Full Text][Citation analysis]		article23
2007Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web In: Management Science.
[Full Text][Citation analysis]		article247
2007An Integrated Model for Hybrid Securities In: Management Science.
[Full Text][Citation analysis]		article18
2007Basel II: Correlation Related Issues In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article8
2020The Fast and the Curious: VC Drift In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article0
2005The Firms Management of Social Interactions In: Marketing Letters.
[Full Text][Citation analysis]		article69
1997An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper1
1997Auction Theory: A Summary with Applications to Treasury Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
1997Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
1997Average Interest In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1998Poisson-Guassian Processes and the Bond Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
1998A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives In: NBER Working Papers.
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1998On the Regulation of Fee Structures in Mutual Funds In: NBER Working Papers.
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1998Fee Speech: Adverse Selection and the Regulation of Mutual Funds In: NBER Working Papers.
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2010The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? In: Journal of Consumer Research.
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2002Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare In: Review of Financial Studies.
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1997Macroeconomic implications of search theory for the labour market In: Applied Economics Letters.
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