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| 1998 | The Effects of Bank Mergers and Acquisitions on Small Business Lending
RePEc:fth:nystfi:98-007 [Citation Analysis] | 117 |
| 1997 | Economic News and the Yield Curve: Evidence from the U.S. Treasury Market
RePEc:fth:nystfi:98-005 [Citation Analysis] | 83 |
| 1999 | The Distribution of Exchange Rate Volatility
RePEc:fth:nystfi:99-059 [Citation Analysis] | 77 |
| 1996 | Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
RePEc:fth:nystfi:96-34 [Citation Analysis] | 55 |
| 1997 | Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks
RePEc:fth:nystfi:98-022 [Citation Analysis] | 51 |
| 2000 | Empirical Pricing Kernels
RePEc:fth:nystfi:99-014 [Citation Analysis] | 34 |
| 1998 | Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
RePEc:fth:nystfi:98-081 [Citation Analysis] | 30 |
| 1996 | Affine Models of Currency Pricing
RePEc:fth:nystfi:96-9 [Citation Analysis] | 29 |
| 1999 | The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks
RePEc:fth:nystfi:99-064 [Citation Analysis] | 28 |
| 2001 | Financial Globalization and Real Regionalization.
RePEc:fth:nystfi:01-11 [Citation Analysis] | 28 |
| 2000 | Stretching Firm and Brand Reputation.
RePEc:fth:nystfi:00-07 [Citation Analysis] | 26 |
| 2001 | Fixed and Random Effects in Nonlinear Models.
RePEc:fth:nystfi:01-01 [Citation Analysis] | 24 |
| 1997 | The Effects of Bank Mergers and Acquisitions on Small Business Lending
RePEc:fth:nystfi:97-1 [Citation Analysis] | 23 |
| 1999 | When are Options Overpriced'DONE' The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel
RePEc:fth:nystfi:99-003 [Citation Analysis] | 21 |
| 2001 | The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit.
RePEc:fth:nystfi:01-07 [Citation Analysis] | 19 |
| 1997 | Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange
RePEc:fth:nystfi:98-004 [Citation Analysis] | 17 |
| 1998 | Hedge Funds and the Asian Currency Crisis of 1997
RePEc:fth:nystfi:98-014 [Citation Analysis] | 15 |
| 1999 | Unit Root Tests are Useful for Selecting Forecasting Models
RePEc:fth:nystfi:99-063 [Citation Analysis] | 13 |
| 2001 | Estimating Econometric Models with Fixed Effects.
RePEc:fth:nystfi:01-10 [Citation Analysis] | 13 |
| 1999 | Portfolio Performance and Agency
RePEc:fth:nystfi:99-046 [Citation Analysis] | 13 |
| 1998 | The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes
RePEc:fth:nystfi:98-054 [Citation Analysis] | 11 |
| 1998 | Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises
RePEc:fth:nystfi:98-038 [Citation Analysis] | 10 |
| 1999 | Semiparametric Pricing of Multivariate Contingent Claims
RePEc:fth:nystfi:99-028 [Citation Analysis] | 10 |
| 1998 | How Relevant is Volatility Forecasting for Financial Risk Management'DONE'
RePEc:fth:nystfi:98-080 [Citation Analysis] | 9 |
| 2001 | The Microsoft Antitrust Case.
RePEc:fth:nystfi:01-00 [Citation Analysis] | 9 |
| 1998 | Testing the Volatility Term Structure using Option Hedging Criteria
RePEc:fth:nystfi:98-031 [Citation Analysis] | 8 |
| 1998 | Do Investors Care About Sentiment?
RePEc:fth:nystfi:98-028 [Citation Analysis] | 8 |
| 1998 | CEO Involvement in the Selection of New Board Members: An Empirical Analysis
RePEc:fth:nystfi:98-059 [Citation Analysis] | 7 |
| 1999 | Trading Fast and Slow: Security Market Events in Real Time
RePEc:fth:nystfi:99-012 [Citation Analysis] | 7 |
| 1999 | Implied Volatility Functions: A Reprise
RePEc:fth:nystfi:99-027 [Citation Analysis] | 7 |
| 1999 | Regime Shifts and Bond Returns
RePEc:fth:nystfi:99-010 [Citation Analysis] | 6 |
| 1999 | Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs
RePEc:fth:nystfi:99-077 [Citation Analysis] | 6 |
| 1999 | Viability and Equilibrium in Securities Markets with Frictions
RePEc:fth:nystfi:99-036 [Citation Analysis] | 6 |
| 1999 | (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation
RePEc:fth:nystfi:99-061 [Citation Analysis] | 6 |
| 1996 | Managerial Entrenchment and Capital Structure Decisions
RePEc:fth:nystfi:96-14 [Citation Analysis] | 6 |
| 2000 | The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves
RePEc:fth:nystfi:99-054 [Citation Analysis] | 6 |
| 1999 | Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
RePEc:fth:nystfi:99-060 [Citation Analysis] | 5 |
| 2000 | Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability
RePEc:fth:nystfi:99-073 [Citation Analysis] | 5 |
| 1998 | The Dow Theory: William Peter Hamiltons Track Record Re-Considered
RePEc:fth:nystfi:98-013 [Citation Analysis] | 5 |
| 1999 | A Multifractal Model of Assets Returns
RePEc:fth:nystfi:99-072 [Citation Analysis] | 5 |
| 1999 | Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
RePEc:fth:nystfi:99-032 [Citation Analysis] | 5 |
| 1997 | Universal Banking: A Shareholder Value Perspective
RePEc:fth:nystfi:96-40 [Citation Analysis] | 5 |
| 1999 | Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses
RePEc:fth:nystfi:99-083 [Citation Analysis] | 5 |
| 2000 | Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt
RePEc:fth:nystfi:99-048 [Citation Analysis] | 5 |
| 1998 | Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior
RePEc:fth:nystfi:98-049 [Citation Analysis] | 5 |
| 1998 | A Direct Approach to Arbitrage-Free Pricing of Derivatives
RePEc:fth:nystfi:99-013 [Citation Analysis] | 4 |
| 1999 | On the Formation and Structure of International Exchanges
RePEc:fth:nystfi:99-057 [Citation Analysis] | 4 |
| 1998 | Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management
RePEc:fth:nystfi:99-062 [Citation Analysis] | 4 |
| 1999 | The Price of Options Illiquidity
RePEc:fth:nystfi:99-086 [Citation Analysis] | 4 |
| 1998 | An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps
RePEc:fth:nystfi:98-068 [Citation Analysis] | 4 |
