pages.stern.nyu.edupages.stern.nyu.edu/~lpederse/courses/LAP/papers/ShortSales... ·...

div class=trans-pagebuttonPage 1button div class=trans-image amp-img class=trans-thumb alt=Page 1: pagessternnyuedupagessternnyuedu~lpedersecoursesLAPpapersShortSales · pagessternnyuedu src=https:reader030fdocumentsusreader030viewer20220407225e30dde686ab5b197c4a5150html5thumbnails1jpg width=142 height=106 layout=responsive amp-img divdivdiv class=trans-pagebuttonPage 2button div class=trans-image amp-img class=trans-thumb alt=Page 2: pagessternnyuedupagessternnyuedu~lpedersecoursesLAPpapersShortSales · pagessternnyuedu src=https:reader030fdocumentsusreader030viewer20220407225e30dde686ab5b197c4a5150html5thumbnails2jpg width=142 height=106 layout=responsive amp-img divdivdiv class=trans-pagebuttonPage 3button div class=trans-image amp-img class=trans-thumb alt=Page 3: pagessternnyuedupagessternnyuedu~lpedersecoursesLAPpapersShortSales · pagessternnyuedu src=https:reader030fdocumentsusreader030viewer20220407225e30dde686ab5b197c4a5150html5thumbnails3jpg width=142 height=106 layout=responsive amp-img divdivdiv class=trans-pagebuttonPage 4button div class=trans-image amp-img class=trans-thumb alt=Page 4: pagessternnyuedupagessternnyuedu~lpedersecoursesLAPpapersShortSales · pagessternnyuedu src=https:reader030fdocumentsusreader030viewer20220407225e30dde686ab5b197c4a5150html5thumbnails4jpg width=142 height=106 layout=responsive amp-img divdivdiv class=trans-pagebuttonPage 5button div class=trans-image amp-img class=trans-thumb alt=Page 5: pagessternnyuedupagessternnyuedu~lpedersecoursesLAPpapersShortSales · pagessternnyuedu src=https:reader030fdocumentsusreader030viewer20220407225e30dde686ab5b197c4a5150html5thumbnails5jpg width=142 height=106 layout=responsive amp-img divdivdiv class=trans-pagebuttonPage 6button div class=trans-image amp-img class=trans-thumb alt=Page 6: pagessternnyuedupagessternnyuedu~lpedersecoursesLAPpapersShortSales · pagessternnyuedu src=https:reader030fdocumentsusreader030viewer20220407225e30dde686ab5b197c4a5150html5thumbnails6jpg...

pages.stern.nyu.edupages.stern.nyu.edu/~lpederse/courses/LAP/papers/ShortSales... ·...

Documents

Transcript of pages.stern.nyu.edupages.stern.nyu.edu/~lpederse/courses/LAP/papers/ShortSales... ·...

What’s Going On in the Euro Zone? - pages.stern.nyu.edupages.stern.nyu.edu/~dbackus/discussions/Europe_NYUSternIBA_Oc… · •What’s happening in Italy? –Large debt prior to

pages.stern.nyu.edupages.stern.nyu.edu/~dbackus/Identification/Bernanke... · 2013-03-30 · pages.stern.nyu.edu

How Sovereign Is Sovereign Credit Risk?pages.stern.nyu.edu/~lpederse/papers/SovereignLPPS.pdfand global factors. Our paper complements and extends Pan and Singleton (2008) by applying

BID, ASK AND’ TRANSACTION PRICES IN A SPECIALIST MARKET ...pages.stern.nyu.edu/~lpederse/courses/LAP/papers/.../GlostenMilgro… · and demands, there will be no bid and ask prices

pages.stern.nyu.edupages.stern.nyu.edu/~padamopo/thesis_draft.pdf · Unexpectedness and Non-Obviousness in Recommendation Technologies and Their Impact on Consumer Decision Making

Assetpricingwithliquidityrisk - NYUpages.stern.nyu.edu/~lpederse/papers/liquidity_risk.pdf · adjusted capital asset pricing model, a security’s required return depends on its expected

DEALlEjRSHIP MARKET Market-Making with Inventory*people.stern.nyu.edu/lpederse/courses/LAP/papers/InventoryRisk/Am… · DEALlEjRSHIP MARKET Market-Making with Inventory* Yakov AMIHUD

pages.stern.nyu.edupages.stern.nyu.edu/~adamodar/pc/Indonesia2015/SemenBloomberg.pdf · Gresik, Indonesia Empls 6,970 (03/31/15) .15) Management (MGMT) Mahendra Siregar President

Myopia and Discounting - pages.stern.nyu.edupages.stern.nyu.edu/~xgabaix/papers/MyopiaDiscounting.pdf · Myopia and Discounting Xavier Gabaix and David Laibson December 31, 2017 Abstract

Liquidity Risk and the Structure of Financial Crisespages.stern.nyu.edu/~lpederse/papers/LiquidityRiskSlidesLHP.pdf · ¾ Housing bubble and burst ¾ Large losses in the levered financial

Leverage Aversion and Risk Parity - New York …pages.stern.nyu.edu/~lpederse/papers/LeverageAversionRP.pdfLeverage Aversion and Risk Parity – Cliff Asness, Andrea Frazzini and Lasse

Promotion Optimization in Retail - pages.stern.nyu.edupages.stern.nyu.edu/~mcohen2/Book-Chapter-Promotions.pdf · Promotion Optimization in Retail Maxime C. Cohen NYU Stern School

DEALlEjRSHIP MARKET Market-Making with Inventory*pages.stern.nyu.edu/~lpederse/courses/LAP/papers/... · 2005-02-11 · DEALlEjRSHIP MARKET Market-Making with Inventory* Yakov AMIHUD

Liquidity risk and expected stock returns Lubos Pastor ...pages.stern.nyu.edu/~lpederse/courses/LAP/papers/.../PastorStam.pdf · Lubos Pastor; Robert F Stambaugh The Journal of Political

Predatory Trading - New York Universitypeople.stern.nyu.edu/lpederse/courses/LAP/papers/Information,Order… · Predatory Trading Markus K. Brunnermeier and Lasse Heje Pedersen First

Adverse Selection and the Required Returnpages.stern.nyu.edu/~lpederse/papers/adverse_selection.pdfAdverse selection affects the required return through the allocation costs. In the

pages.stern.nyu.edupages.stern.nyu.edu/~adamodar/pc/blog/MSFT10K.docx · Web viewpages.stern.nyu.edu

pages.stern.nyu.edupages.stern.nyu.edu/~msiegel/eggheadscracked.doc · Web viewJanuary 24,19", Sunday. Magazine Desk. How the Eggheads Cracked. By Michael Lewis. A lot of unusual

pages.stern.nyu.edupages.stern.nyu.edu/~sseshadr/bookChapters/capacity.pdf · 2005-07-18pages.stern.nyu.edu

pages.stern.nyu.edupages.stern.nyu.edu/~adamodar/pc/India2015/TIBloomberg.pdf · 16. TUBE INV OF INDIA LTD 11. SUBBIAH MURUGAPPA VELL WDIMENSIONAL FUND ADVISOR Multiple Portfolios

DEALlEjRSHIP MARKET Market-Making with Inventorypeople.stern.nyu.edu/lpederse/courses/LAP/papers/InventoryRisk/Am… · DEALlEjRSHIP MARKET Market-Making with Inventory Yakov AMIHUD

DEALlEjRSHIP MARKET Market-Making with Inventorypages.stern.nyu.edu/~lpederse/courses/LAP/papers/... · 2005-02-11 · DEALlEjRSHIP MARKET Market-Making with Inventory Yakov AMIHUD