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Results 11 - 20
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32
Advisors and Asset Prices: A Model of the Origins of Bubbles, Princeton University, working paper
, 2006
"... Many asset price bubbles occur during periods of excitement about new technologies. We focus on the role of advisors and the communication process with investors in explaining this stylized fact. Advisors are good-intentioned and want to maximize the welfare of their advisees (like a parent for a ch ..."
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Cited by 21 (1 self)
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number of additional testable implications. We thank the National Science Foundation for financial support. We thank Kerry Back, John
Futures Prices in a Production Economy with Investment Constraints ∗
, 2006
"... We document a new stylized fact regarding the term-structure of futures volatility. We show that the relationship between the volatility of futures prices and the slope of the term structure of prices is non-monotone and has a “V-shape”. This aspect of the data cannot be generated by basic models th ..."
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Cited by 7 (2 self)
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are grateful to Kerry Back, Pierre Collin-Dufresne, Francis Longstaff and Craig Pirrong, as well as seminar participants at Northwestern University and Texas A&M University for useful suggestions. We also thank Krishna Ramaswamy for providing us with the futures data. Financial support from the Rodney L.
24-05 Futures Prices in a Production Economy with Investment Constraints ∗
, 2005
"... We document a new stylized fact regarding the term-structure of futures volatility. We show that the relationship between the volatility of futures prices and the slope of the term structure of prices is non-monotone and has a “V-shape”. This aspect of the data cannot be generated by basic models th ..."
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are grateful to Kerry Back, Pierre Collin-Dufresne, Francis Longstaff and Craig Pirrong, as well as
Order flow and prices Order flow and prices
"... Abstract We provide new evidence on the relation between order flow and prices, an issue that is central to asset pricing and market microstructure. We examine proprietary data on a broad panel of NYSE-listed stocks that reveal daily order imbalances by institutions, individuals, and market makers. ..."
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-program imbalances (information which is not available to market participants) have predictive power for next-day returns. Keywords: Order flow, price formation, informed trading, trader types JEL code: G14 * Email addresses: eboehmer@mays.tamu.edu, jwu@mays.tamu.edu. We thank Kerry Back, Stewart Mayhew, Gideon Saar
• Calendar of Events
"... • Kerry, Bush campaign as friends of high tech • Court trims back FCC media ownership rule • Adelphia wins exit loan OK • Kasenna demos ATCA-compliant VOD • SCTE sets ET '05 paper chase • Boeing, Teekay stow away at high-speed • NFL Network adds Schematic to the graphical lineup ..."
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• Kerry, Bush campaign as friends of high tech • Court trims back FCC media ownership rule • Adelphia wins exit loan OK • Kasenna demos ATCA-compliant VOD • SCTE sets ET '05 paper chase • Boeing, Teekay stow away at high-speed • NFL Network adds Schematic to the graphical lineup
living his dream
"... Sunday he won’t agree to any peace deal with the Palestinians without the exchange of the “triangle ” area southeast of Haifa, which is heav-ily populated by Israeli Arabs, for West Bank areas populated pri-marily by Jews, known as “settle-ment blocs.” He stressed that he backs the creation of a Pal ..."
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Sunday he won’t agree to any peace deal with the Palestinians without the exchange of the “triangle ” area southeast of Haifa, which is heav-ily populated by Israeli Arabs, for West Bank areas populated pri-marily by Jews, known as “settle-ment blocs.” He stressed that he backs the creation of a
Ultralow-Loss Silica Resonators and Waveguides on a Silicon
, 2013
"... iii For my family, who offered me unconditional love and support throughout the course of my life. iv Acknowledgements Looking back at my years at Caltech, I have immensely enjoyed this most challenging and rewarding experience here. This institute offered me great freedom and a creative environ-men ..."
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iii For my family, who offered me unconditional love and support throughout the course of my life. iv Acknowledgements Looking back at my years at Caltech, I have immensely enjoyed this most challenging and rewarding experience here. This institute offered me great freedom and a creative environ
THE OLDEST FROG CRABS (DECAPODA: BRACHYURA: RANINOIDA) FROM THE APTIAN OF NORTHERN SOUTH AMERICA
"... Raninoida, also known as “frog crabs, ” is a clade of extant true crabs (Brachyura) characterized by a fusiform carapace (raninid-type), narrow thoracic sternum, pleon partially exposed dorsally, and paddle-like limbs, all of which are well suited to their cryptic burrowing lifestyle. However, the m ..."
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Cited by 7 (3 self)
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, 1937) n. comb., a necrocarcinid-like crab from the same age and locality, extend the record of the two body plans back into the Aptian of the equatorial Neotropics. Notopocorystes kerri is the oldest fusiform raninoid known to date, revealing that the morphological innovation of a fusiform carapace
Masters of Fine Arts in Theatre Pedagogy at Virginia Commonwealth University
, 2011
"... i Acknowledgements I would like to acknowledge Dr. Noreen Barnes, Dr. Aaron Anderson and Barry Bell for all their insight, encouragement and mentorship. I would like to thank my students who participated in the maiden voyage of my pedagogical work in character analysis and research. I would like to ..."
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to especially thank Jeremiah Downes, Seth Rader, and Kerry McGee Wilson for their unending support and friendly nudging toward completion. A special thank you to Todd Pickrell for his support, amazing friendship, and sharing his talent of design and the English language. Thank you to Justin, Mandy, Anna, Aaron
Estimating functions and equations: An essay on historical developments with applications to econometrics
- Palgrave Handbook of Econometrics
, 2006
"... 1We are most grateful to Kerry Patterson for his constant encouragement and very help-ful comments on an earlier draft. Without his many kind and gentle proddings this chapter would not have been completed. We are also most thankful to Peter Phillips and Jun Yan for many pertinent comments and sugge ..."
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Cited by 7 (0 self)
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1We are most grateful to Kerry Patterson for his constant encouragement and very help-ful comments on an earlier draft. Without his many kind and gentle proddings this chapter would not have been completed. We are also most thankful to Peter Phillips and Jun Yan for many pertinent comments
Results 11 - 20
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32
