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Work ethic, employment contracts, and firm value
Carlin, Bruce Ian; Gervais, Simon - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 785-821
Persistent link: https://www.econbiz.de/10003828395
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Strategic price complexity in retail financial markets
Carlin, Bruce Ian - In: Journal of financial economics 91 (2009) 3, pp. 278-287
Persistent link: https://www.econbiz.de/10003833565
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Asymmetric information and the death of ABS CDOs
Beltran, Daniel O.; Cordell, Larry; Thomas, Charles P. - 2013
Persistent link: https://www.econbiz.de/10009735130
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Liquidity risk and CMBX microstructure
Christopoulos, Andreas D.; Barratt, Joshua G. - In: Review of financial economics : RFE 42 (2024) 2, pp. 148-185
Persistent link: https://www.econbiz.de/10014535095
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Episodic liquidity crises : cooperative and predatory trading
Carlin, Bruce Ian (contributor); Lobo, Miguel (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003770568
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Episodic liquidity crises : cooperative and predatory trading
Carlin, Bruce Ian; Lobo, Miguel Sousa; Viswanathan, S. - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2235-2274
Persistent link: https://www.econbiz.de/10003550023
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Voluntary disclosure, excess executive compensation, and firm value
Chung, Huimin; Judge, William Q.; Li, Yi-Hua - In: The journal of corporate finance : contracting, … 32 (2015), pp. 64-90
Persistent link: https://www.econbiz.de/10011316513
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Essays on asymmetric information, ownership and governance
Lskavyan, Vahe - 2005
Persistent link: https://www.econbiz.de/10003905424
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Asymmetric information and the death of ABS CDOs
Beltran, Daniel O.; Cordell, Larry; Thomas, Charles P. - In: Journal of banking & finance 76 (2017), pp. 1-14
Persistent link: https://www.econbiz.de/10011814150
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Rollover risk and market freezes
Acharya, Viral V.; Gale, Douglas; Yorulmazer, Tanju - 2010
"The crisis of 2007-09 has been characterized by a sudden freeze in the market for short-term, secured borrowing. We present a model that can explain a sudden collapse in the amount that can be borrowed against finitely-lived assets with little credit risk. The borrowing in this model takes the...
Persistent link: https://www.econbiz.de/10003931359