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Homeownership as a constraint on asset allocation

Cauley, Stephen Day; Pavlov, Andrey D.; Schwartz, Eduardo S. - In: The journal of real estate finance and economics 34 (2007) 3, pp. 283-311

Persistent link: https://www.econbiz.de/10003491276

Liquidity and the law of one price : the case of the future-cash basis

Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2201-2234

Persistent link: https://www.econbiz.de/10003550022

Variance risk premia in energy commodities

Trolle, Anders B.; Schwartz, Eduardo S. - In: The journal of derivatives : the official publication … 17 (2009/10) 3, pp. 15-32

Persistent link: https://www.econbiz.de/10003961013

Optimal carbon abatement in a stochastic equilibrium model with climate change

Hambel, Christoph; Kraft, Holger; Schwartz, Eduardo S. - 2015

Persistent link: https://www.econbiz.de/10010510666

Trading activity in the equity market and its contingent claims : an empirical investigation

Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of empirical finance 28 (2014), pp. 13-35

Persistent link: https://www.econbiz.de/10011284514

Towards a common Eurozone risk free rate

Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: The European journal of finance 21 (2015) 10/12, pp. 1005-1022

Persistent link: https://www.econbiz.de/10011301938

Cash flow multipliers and optimal investment decisions

Kraft, Holger; Schwartz, Eduardo S. - In: European financial management : the journal of the … 21 (2015) 3, pp. 399-429

Persistent link: https://www.econbiz.de/10011317999

Growth options and firm valuation

Kraft, Holger; Schwartz, Eduardo S.; Weiss, Farina - 2013

Persistent link: https://www.econbiz.de/10009727743

Growth options and firm valuation

Kraft, Holger; Schwartz, Eduardo S.; Weiss, Farina - 2013 - This version: February 5, 2013

This paper studies the relation between firm value and a firm's growth options. We find strong empirical evidence that (average) Tobin's Q increases with firm-level volatility. However, the significance mainly comes from R&D firms, which have more growth options than non-R&D firms. By...

Persistent link: https://www.econbiz.de/10010226082

Are all credit default swap databases equal?

Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: European financial management : the journal of the … 20 (2014) 4, pp. 677-713

Persistent link: https://www.econbiz.de/10010503546

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