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| 2001 | Valuing American Options by Simulation: A Simple Least-Squares Approach
RePEc:cdl:anderf:qt43n1k4jb [Citation Analysis] | 120 |
| 1993 | Agency and Asset Pricing
RePEc:cdl:anderf:qt53k014sd [Citation Analysis] | 32 |
| 2004 | The MIDAS Touch: Mixed Data Sampling Regression Models
RePEc:cdl:anderf:qt9mf223rs [Citation Analysis] | 28 |
| 1995 | An Analytic Solution for Interest Rate Swap Spreads
RePEc:cdl:anderf:qt9s13f3zx [Citation Analysis] | 20 |
| 2001 | An Econometric Model of the Yield Curve With Macroeconomic Jump Effects
RePEc:cdl:anderf:qt5946p7hn [Citation Analysis] | 18 |
| 1989 | Facilitation of Competing Bids and the Price of a Takeover Target
RePEc:cdl:anderf:qt2496649g [Citation Analysis] | 18 |
| 2001 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors
RePEc:cdl:anderf:qt32x284q3 [Citation Analysis] | 14 |
| 1995 | Regime Shifts in Short Term Riskless Interest Rates
RePEc:cdl:anderf:qt5hs021jf [Citation Analysis] | 11 |
| 1998 | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults
RePEc:cdl:anderf:qt7dm2d31p [Citation Analysis] | 10 |
| 2000 | The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
RePEc:cdl:anderf:qt0zw4f9w6 [Citation Analysis] | 10 |
| 2002 | Relative Pricing of Options with Stochastic Volatility
RePEc:cdl:anderf:qt7jp8f42t [Citation Analysis] | 9 |
| 2000 | Stochastic Correlation Across International Stock Markets
RePEc:cdl:anderf:qt6vn9q79w [Citation Analysis] | 9 |
| 2004 | How Did It Happen?
RePEc:cdl:anderf:qt1047x6kv [Citation Analysis] | 9 |
| 1997 | Bond Pricing with Default Risk
RePEc:cdl:anderf:qt3w71g2ch [Citation Analysis] | 9 |
| 1995 | Is Institutional Investment in Initial Public Offerings Related to Long-Run Performance of These Firms?
RePEc:cdl:anderf:qt1136n8ps [Citation Analysis] | 7 |
| 2001 | The Disposition Effect and Momentum
RePEc:cdl:anderf:qt6qg5d62p [Citation Analysis] | 7 |
| 2004 | Dynamic Portfolio Selection by Augmenting the Asset Space
RePEc:cdl:anderf:qt632436gt [Citation Analysis] | 7 |
| 2002 | East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis
RePEc:cdl:anderf:qt09f9j331 [Citation Analysis] | 7 |
| 2000 | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
RePEc:cdl:anderf:qt48k8f97f [Citation Analysis] | 7 |
| 2002 | ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis
RePEc:cdl:anderf:qt3mw4q41x [Citation Analysis] | 6 |
| 2002 | Electricity Forward Prices: A High-Frequency Empirical Analysis
RePEc:cdl:anderf:qt7mh2m2bt [Citation Analysis] | 6 |
| 2004 | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS
RePEc:cdl:anderf:qt5z42g22g [Citation Analysis] | 6 |
| 2000 | Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
RePEc:cdl:anderf:qt3167f8mz [Citation Analysis] | 5 |
| 1998 | Resolution of a Financial Puzzle
RePEc:cdl:anderf:qt5497w2bh [Citation Analysis] | 5 |
| 2000 | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
RePEc:cdl:anderf:qt65f1914p [Citation Analysis] | 5 |
| 2001 | International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!
RePEc:cdl:anderf:qt1jw137zd [Citation Analysis] | 4 |
| 2004 | Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options
RePEc:cdl:anderf:qt5dv8v999 [Citation Analysis] | 4 |
| 2003 | Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
RePEc:cdl:anderf:qt20r0j5t8 [Citation Analysis] | 4 |
| 2004 | Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
RePEc:cdl:anderf:qt9878h0kn [Citation Analysis] | 4 |
| 2000 | The Feds Effect on Excess Returns and Inflation is Much Bigger Than You Think
RePEc:cdl:anderf:qt04f1z5hb [Citation Analysis] | 3 |
| 2003 | Changing Motives for Share Repurchases
RePEc:cdl:anderf:qt9146588t [Citation Analysis] | 3 |
| 2004 | European M&A Regulation is Protectionist
RePEc:cdl:anderf:qt9gd3x41d [Citation Analysis] | 3 |
| 2003 | Empirical TIPs
RePEc:cdl:anderf:qt2nr4r8h4 [Citation Analysis] | 3 |
| 2002 | Does the term structure forecast
RePEc:cdl:anderf:qt4kd201gw [Citation Analysis] | 3 |
| 2004 | Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
RePEc:cdl:anderf:qt6v17p79w [Citation Analysis] | 3 |
| 2001 | Financial Distress as a Selection Mechanism: Evidence from the United States
RePEc:cdl:anderf:qt0dg192r9 [Citation Analysis] | 3 |
| 2004 | International Capital Markets and Foreign Exchange Risk
RePEc:cdl:anderf:qt53z0s29k [Citation Analysis] | 3 |
| 2002 | Feedback and the Success
RePEc:cdl:anderf:qt2b82s539 [Citation Analysis] | 3 |
| 2003 | A Unifying Theory of Value Based Management
RePEc:cdl:anderf:qt0xw5m9mz [Citation Analysis] | 3 |
| 2003 | Bond Pricing with Default Risk
RePEc:cdl:anderf:qt5bb1j39q [Citation Analysis] | 2 |
| 1999 | Can We Disentangle Risk Aversion from Intertemporal Substitution in Consumption
RePEc:cdl:anderf:qt3qs6r307 [Citation Analysis] | 2 |
| 2000 | Transactions Costs in the Foreign Exchange Market
RePEc:cdl:anderf:qt4qw3p6rp [Citation Analysis] | 2 |
| 2001 | Dynamic Choice and Risk Aversion
RePEc:cdl:anderf:qt36v1d9zg [Citation Analysis] | 2 |
| 2000 | Demographics and the Equity Premium
RePEc:cdl:anderf:qt0q95p4n0 [Citation Analysis] | 2 |
| 2005 | Asset Pricing in Markets with Illiquid Assets
RePEc:cdl:anderf:qt2458g38x [Citation Analysis] | 2 |
| 2005 | Using Option Pricing Theory to Infer About Historical Equity Premiums
RePEc:cdl:anderf:qt3dd602j5 [Citation Analysis] | 2 |
| 2003 | Organization Capital and Intrafirm Communication
RePEc:cdl:anderf:qt8j01z46g [Citation Analysis] | 2 |
| 2005 | Homeownership as a Constraint on Asset Allocation
RePEc:cdl:anderf:qt7kg2p8nm [Citation Analysis] | 2 |
| 2000 | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange
RePEc:cdl:anderf:qt12w8v7jj [Citation Analysis] | 2 |
| 2002 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability
RePEc:cdl:anderf:qt6x49x543 [Citation Analysis] | 2 |
