Documentos: 
1. (�)
Financial Architecture ” conference in Oxford (2002). We are grateful to Franklin
- Colin Mayer; Oren Sussman; Patrick Bolton; Denis Gromb; Zhangkai Huang; Vojislav Maksimovic; Kjel Nyborg; Marco Pagano; Kristian Rydqvist; Alex Stomper
research assistance and we thank the Peter Moores Foundation for financial support. (application/pdf) - 20-mar-2013
2. (�)
We are grateful to Wei Xiong for extensive discussions. We are also grateful for comments from Andrew
- Bernard Dumas Alex; Suleyman Basak; Tomas Björk; Andrea Buraschi; Joao Cocco; John Cotter; Xavier Gabaix; Joao Gomes; Tim Johnson; Leonid Kogan; Kostas Koufopoulos; Karen Lewis; Deborah Lucas; Andrew Scott; Alex Stomper; Allan Timmermann; Luis Viceira; Olivier Weill; Hongjun Yan; Amir Yaron; Moto Yogo; Joseph Zechner; Stanley Zin
About Excessive Volatility and Sentiment Fluctuations? Our objective is to understand the trading st ... (application/pdf) - 26-ago-2012
3. (�)
Snow and leverage
- Giroud, Xavier; Mueller, Holger M.; Stomper, Alex; Westerkamp, Arne
Using a sample of highly (over-)leveraged Austrian ski hotels undergoing debt restructurings, we sho ... (application/pdf) - 19-abr-2012
4. (�)
Snow and Leverage
- Xavier Giroud; Holger M. Mueller; Alex Stomper; Arne Westerkamp
Using a sample of highly (over-)leveraged Austrian ski hotels undergoing debt restructurings, we sho ... - 04-ago-2011
5. (�)
IPO Pricing with Bookbuilding and a When-Issued Market
- Aussenegg, Wolfgang; Pichler, Pegaret; Stomper, Alex
- 04-ago-2011
6. (�)
A Theory of Banks' Industry Expertise, Market Power, and Credit Risk
- Alex Stomper
The author analyzes banks' incentives to acquire expertise in judging the creditworthiness of borrow ... - 03-ago-2011
7. (�)
Conditioning and Updating under Cumulative Prospect Theory
- Alex Stomper; Marie-Louise Vierø
Under expected utility theory, unconditional expected utility can be decomposed into a weighted sum ... - 03-ago-2011
8. (�)
Sticky Prices. IPO Pricing on Nasdaq and the Neuer Markt.
- Aussenegg, Wolfgang; Pichler, Pegaret; Stomper, Alex
This paper examines the IPO pricing processes of two different markets, each of which employs bookbu ... (application/pdf) - 15-sep-2010
9. (�)
Primary Market Design: Direct Mechanisms and Markets
- Alex Stomper; Pegaret Pichler
We develop a model that allows for the coexistence of bookbuilding and when-issued trading. We show ... - 01-ago-2011
10. (�)
IPO Pricing with Bookbuilding and a When-Issued Market
- Alex Stomper; Wolfgang Aussenegg; Pegaret Pichler
This paper examines the German IPO pricing process which combines bookbuilding with a liquid pre-IPO ... - 01-ago-2011 | |
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