

| 2006-1 |
Nicole M. Boyson, Christof W. Stahel, and René M. Stulz |
Is there hedge fund contagion? |
|
2006-2 (revision 2005-10) |
Rüdiger Fahlenbrach
and Patrik Sandĺs |
Co-Movements of Index Options and Futures Quotes |
| 2006-3 |
David Hirshleifer, Kewei Hou, and Siew Hong Teoh |
The Accrual Anomaly: Risk or Mispricing? |
| 2006-4 | René M. Stulz |
Merton Miller |
| 2006-5 |
Louis Gagnon and
|
Price and Volatility Transmission across Borders |
| 2006-6 | G. Andrew Karolyi |
The Consequences of Terrorism for Financial Markets: What Do We Know? |
| 2006-7 | Steven N. Kaplan and Bernadette A. Minton |
How has CEO Turnover Changed? Increasingly Performance Sensitive Boards and Increasingly Uneasy CEOs |
| 2006-8 | Danling Jiang | Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns |
| 2006-9 |
Kewei
Hou, G. Andrew Karolyi, and Bong Chan Kho |
What factors drive global stock returns?
|
| 2006-10 |
Kuan-Hui Lee |
The World Price of Liquidity Risk |
|
2006-11 updated 2/07 |
Louis Gagnon and
G. Andrew Karolyi |
Information, Trading Volume, and International Stock Return
Comovements: |
| 2006-12 |
Bong-Chan Kho, |
Financial globalization, governance, and the evolution of the home bias |
|
2006-13 updated 8/07 |
Karl B. Diether, Kuan-Hui Lee, and Ingrid M. Werner |
It’s SHO Time! Short-Sale Price-Tests and Market Quality |
|
2006-14 updated 12/07 |
Henrik Cronqvist and Rüdiger Fahlenbrach |
Large Shareholders and Corporate Policies |
| 2006-15 |
Brian Nocco and
René M. Stulz |
Enterprise Risk Management: Theory and Practice |
| 2006-16 | Henrik Cronqvist |
Advertising and Portfolio Choice |
|
2006-17 updated 3/07 |
Thomas W. Bates, Kathleen M. Kahle, and René M. Stulz |
Why do U.S. firms hold so much more cash than they used to? |
| 2006-18 |
Xudong An, Yongheng Deng, and Anthony B. Sanders |
Subordinations Levels in Structured Financing |
|
2006-19 updated 12/07 |
Isil Erel | The Effect of Bank Mergers on Loan Prices: Evidence from the U.S. |
| 2006-20 | Angie Low |
Managerial Risk-Taking Behavior and Equity-Based Compensation |
| 2006-21 |
Hamid Mehran and René M. Stulz |
The Economics of Conflicts of Interest in Financial Institutions |
| 2006-22 |
Donald R. Haurin, Jessica L. Haurin, Taylor Nadauld, and Anthony B. Sanders |
List Prices, Sale Prices, and Marketing Time: An Application to U.S. Housing Markets |
| 2006-23 |
Kewei
Hou, Lin Peng, and Wei Xiong |
R2 and Price Inefficiency |
| 2006-24 |
Yongheng Deng, John M. Quigley, and Anthony B. Sanders |
Commercial Mortgage-backed Securities (CMBS) Terminations, Regional and Property-Type Risk |
| 2006-25 |
Reena Aggarwal, Isil Erel, René Stulz, and Rohan Williamson |
Do U.S. Firms Have the Best Corporate Governance? A Cross-Country Examination of the Relation between Corporate Governance and Shareholder Wealth |
|