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First-mover advantage, time to finance, and cash holdings

Ma, Liang; Mello, António S.; Wu, Youchang - In: The journal of corporate finance : contracting, … 62 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012239240

Real assets, collateral and the limits of debt capacity

Giambona, Erasmo; Mello, António S.; Riddiough, Timothy J. - In: Real estate economics 46 (2018) 4, pp. 836-886

Persistent link: https://www.econbiz.de/10011971814

The creditor channel of liquidity crises

Liu, Xuewen; Mello, António S. - In: Journal of money, credit and banking : JMCB 49 (2017) 6, pp. 1113-1160

Persistent link: https://www.econbiz.de/10011946551

Options market makers׳ hedging and informed trading: Theory and evidence

Huh, Sahn-Wook; Lin, Hao; Mello, Antonio S. - In: Journal of Financial Markets 23 (2015) C, pp. 26-58

We develop a model to analyze the effects of hedging activities by options market makers (OMMs) facing informed trading. The model suggests that OMMs׳ hedging activities motivated by adverse-selection risk lead to wider spreads in both stock and options markets. The hedging effect on spreads is...

Persistent link: https://www.econbiz.de/10011263885

Exchange rate expectations and market shares

Cabral, Luis M. B.; Mello, Antonio S. - In: Economics Letters 55 (1997) 1, pp. 61-67

Persistent link: https://www.econbiz.de/10005361957

How integrated are the money market and the bank loans market within the European Union?

Centeno, Mario; Mello, Antonio S. - In: Journal of International Money and Finance 18 (1999) 1, pp. 75-106

Persistent link: https://www.econbiz.de/10005339319

REAL OPTIONS WITH MARKET RISKS AND PRIVATE RISKS

Mello, Antonio S.; Pyo, Unyong - In: Journal of Applied Corporate Finance 15 (2002) 2, pp. 89-101

Persistent link: https://www.econbiz.de/10005260859

MATURITY STRUCTURE OF A HEDGE MATTERS: LESSONS FROM THE METALLGESELLSCHAFT DEBACLE

Mello, Antonio S.; Parsons, John E. - In: Journal of Applied Corporate Finance 8 (1995) 1, pp. 106-121

Persistent link: https://www.econbiz.de/10005260862

Margins, Liquidity, and the Cost of Hedging

Mello, Antonio S.; Parsons, John E. - In: Journal of Applied Corporate Finance 25 (2013) 1, pp. 34-43

Persistent link: https://www.econbiz.de/10010642312

A Portfolio Approach to Risk Reduction In Discretely Rebalanced Option Hedges

Mello, Antonio S.; Neuhaus, Henrik J. - In: Management science : journal of the Institute for … 44 (1998) 7, pp. 921-934

Persistent link: https://www.econbiz.de/10006098542