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Page 1: pages.stern.nyu.edupages.stern.nyu.edu/~lpederse/courses/LAP/papers/ShortSales... · pages.stern.nyu.edu
Page 2: pages.stern.nyu.edupages.stern.nyu.edu/~lpederse/courses/LAP/papers/ShortSales... · pages.stern.nyu.edu
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pages.stern.nyu.edupages.stern.nyu.edu/~dbackus/Identification/Bernanke... · 2013-03-30 · pages.stern.nyu.edu

Internet Appendix - pages.stern.nyu.edupages.stern.nyu.edu/~aliberma/LNOZ_Online_Appendix.pdf · Internet Appendix A Additional Results Figure A1: Stock of retail credit cards over

Preliminary - NYUpages.stern.nyu.edu/~lpederse/papers/ValMomEverywhere_Slides.pdf• Value and momentum both load positively on long-run consumption risk and negatively on a business

Dynamic Trading with Predictable Returns and Transaction …pages.stern.nyu.edu/~lpederse/papers/DynamicTrading.pdfDynamic Trading with Predictable Returns and Transaction Costs 2313

pages.stern.nyu.edupages.stern.nyu.edu/~dbackus/Identification/Kalman/JFV_LectureNo… · Comparison with Alternative Schemes • Deterministic algorithms: Extended Kalman Filter

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pages.stern.nyu.edupages.stern.nyu.edu/~adamodar/pc/India2015/Bharti... · 9) Thailand's 4G Spectrum Auctions 10 Internet of Things: Asia Telco Opportunities Latest 370.54k 1.67M

pages.stern.nyu.edupages.stern.nyu.edu/~byeung/innovation.doc · Web viewAn innovation was a rebellious, troublesome and useless trifling with established correct practices. The O.E.D

pages.stern.nyu.edupages.stern.nyu.edu/~msiegel/CreditDefaultSwaps.doc · Web viewCredit default swaps are financial contracts that transfer credit risk The Swap quote is denoted

Betting Against Beta - New York Universitypeople.stern.nyu.edu/lpederse/papers/BettingAgainstBeta...Betting Against Beta - Andrea Frazzini and Lasse H. Pedersen 2 Motivation ¾Background:

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pages.stern.nyu.edu/~adamodar/pc/datasets/invphil ...pages.stern.nyu.edu/~adamodar/pc/datasets/invphil/... · XLS file · Web viewPDF Solutions Inc. (NasdaqGM:PDFS) NasdaqGM:PDFS

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

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

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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

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

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

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

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

Margin-based Asset Pricing and Deviations from the …pages.stern.nyu.edu/~lpederse/papers/MarginPricingLoOP.pdfMargin-based Asset Pricing and Deviations from the Law of One Price

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

pages.stern.nyu.edupages.stern.nyu.edu/~adamodar/pc/blog/Almarai/Alm... · Bloomberg Ticker: ALMARAI AB Equity Filing: Most Recent Corporate Finance Essentials Periodicity: Annuals

Econometrics I - pages.stern.nyu.edupages.stern.nyu.edu/~wgreene/Econometrics/Econometrics-I-1.pdf · Econometrics I Professor William ... EViews optional, ... An Empirical Comparison

pages.stern.nyu.edupages.stern.nyu.edu/~adamodar/pdfiles/execs/val3day15.pdf7 DCFChoices:EquityValuaonversusFirm Valuaon Assets Liabilities Assets in Place Debt Equity Fixed Claim

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

Principles of Securities Trading - pages.stern.nyu.edupages.stern.nyu.edu/~jhasbrou/Teaching/POST Draft... · Deliverables: midterm, final, and trading exercises (simulated trading

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/Indonesia2015/Indosat...PT Indosat Tbk is a telecommunication and information service provider in Indonesia that provides cellular

pages.stern.nyu.edupages.stern.nyu.edu › ~smezias › 8paper.pdfpages.stern.nyu.edu

Two Monetary Tools: Interest Rates and Haircutspages.stern.nyu.edu/~lpederse/papers/TwoMonetaryTools.pdf3 Two Monetary Tools: Interest Rates and Haircuts Adam Ashcraft, Federal Reserve

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

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