Skip to contents Ait-Sahalia, Yacine [Author] ; Duarte, Jefferson [Other] National Bureau of Economic Research Nonparametric Option Pricing under Shape Restrictions Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, May 2002 Published in: NBER working paper series ; no. w8944 Duarte, Jefferson [Author] ; Hu, Edwin [Other]; Young, Lance A. [Other] A Comparison of Some Structural Models of Private Information Arrival Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Duarte, Jefferson [Author] ; Jones, Christopher S. [Other]; Wang, Junbo L. [Other] Very Noisy Option Prices and Inferences Regarding Option Returns Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Duarte, Jefferson [Author] ; Kapadia, Nishad [Other] Davids, Goliaths, and Business Cycles Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Duarte, Jefferson [Author] ; Siegel, Stephan [Other]; Young, Lance A. [Other] To Lend or Not to Lend : Revealed Attitudes towards Gender, Ethnicity, Weight, and Age in the U.S Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Duarte, Jefferson [Author] ; Kolasinski, Adam C. [Other] How Does Failure Spread Across Broker-Dealers and Dealer Banks? Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Duarte, Jefferson [Author] ; Kong, Katie [Other]; Young, Lance A. [Other]; Siegel, Stephan [Other] The Impact of the Sarbanes-Oxley Act on Shareholders and Managers of Foreign Firms Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Duarte, Jefferson [Author] ; Kamara, Avraham [Other]; Siegel, Stephan [Other]; Sun, Celine [Other] The Systematic Risk of Idiosyncratic Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Duarte, Jefferson [Author] ; Siegel, Stephan [Other]; Young, Lance A. [Other] Trust and Credit Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: AFA 2010 Atlanta Meetings Paper Duarte, Jefferson [Author] ; Jones, Christopher S. [Other] The Price of Market Volatility Risk Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Duarte, Jefferson [Author] ; McManus, Douglas A. [Other] Residential Mortgage Credit Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Duarte, Jefferson [Author] ; Yu, Fan [Other]; Young, Lance A. [Other] Why Does Corporate Governance Explain Credit Spreads? Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Duarte, Jefferson [Author] ; Lou, Xiaoxia [Other]; Sadka, Ronnie [Other] Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market* Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Published in: 8th Annual Texas Finance Festival Duarte, Jefferson [Author] ; Sadka, Ronnie [Other]; Lou, Xiaoxia [Other] Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Published in: EFA 2006 Zurich Meetings Duarte, Jefferson [Author] The Causal Effect of Mortgage Refinancing on Interest-Rate Volatility : Empirical Evidence and Theoretical Implications Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Duarte, Jefferson [Author] ; Han, Xi [Other]; Harford, Jarrad [Other]; Young, Lance A. [Other] Information Asymmetry, Information Dissemination and the Effect of Regulation FD on the Cost of Capital Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Duarte, Jefferson [Author] ; Longstaff, Francis A. [Other]; Yu, Fan [Other] Risk and Return in Fixed Income Arbitrage : Nickels in Front of a Steamroller? Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Duarte, Jefferson [Author] ; Young, Lance A. [Other] Why is PIN Priced? Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Duarte, Jefferson [Author] ; Young, Lance A. [Other] Why is PIN Priced? Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Duarte, Jefferson [Author] The Causal Effect of Mortgage Refinancing on Interest-Rate Volatility : Empirical Evidence and Theoretical Implications Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2005]
Ait-Sahalia, Yacine [Author] ; Duarte, Jefferson [Other] National Bureau of Economic Research Nonparametric Option Pricing under Shape Restrictions Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, May 2002 Published in: NBER working paper series ; no. w8944
Duarte, Jefferson [Author] ; Hu, Edwin [Other]; Young, Lance A. [Other] A Comparison of Some Structural Models of Private Information Arrival Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Duarte, Jefferson [Author] ; Jones, Christopher S. [Other]; Wang, Junbo L. [Other] Very Noisy Option Prices and Inferences Regarding Option Returns Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Duarte, Jefferson [Author] ; Kapadia, Nishad [Other] Davids, Goliaths, and Business Cycles Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Duarte, Jefferson [Author] ; Siegel, Stephan [Other]; Young, Lance A. [Other] To Lend or Not to Lend : Revealed Attitudes towards Gender, Ethnicity, Weight, and Age in the U.S Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Duarte, Jefferson [Author] ; Kolasinski, Adam C. [Other] How Does Failure Spread Across Broker-Dealers and Dealer Banks? Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Duarte, Jefferson [Author] ; Kong, Katie [Other]; Young, Lance A. [Other]; Siegel, Stephan [Other] The Impact of the Sarbanes-Oxley Act on Shareholders and Managers of Foreign Firms Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Duarte, Jefferson [Author] ; Kamara, Avraham [Other]; Siegel, Stephan [Other]; Sun, Celine [Other] The Systematic Risk of Idiosyncratic Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Duarte, Jefferson [Author] ; Siegel, Stephan [Other]; Young, Lance A. [Other] Trust and Credit Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: AFA 2010 Atlanta Meetings Paper
Duarte, Jefferson [Author] ; Jones, Christopher S. [Other] The Price of Market Volatility Risk Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Duarte, Jefferson [Author] ; McManus, Douglas A. [Other] Residential Mortgage Credit Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Duarte, Jefferson [Author] ; Yu, Fan [Other]; Young, Lance A. [Other] Why Does Corporate Governance Explain Credit Spreads? Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Duarte, Jefferson [Author] ; Lou, Xiaoxia [Other]; Sadka, Ronnie [Other] Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market* Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Published in: 8th Annual Texas Finance Festival
Duarte, Jefferson [Author] ; Sadka, Ronnie [Other]; Lou, Xiaoxia [Other] Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Published in: EFA 2006 Zurich Meetings
Duarte, Jefferson [Author] The Causal Effect of Mortgage Refinancing on Interest-Rate Volatility : Empirical Evidence and Theoretical Implications Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Duarte, Jefferson [Author] ; Han, Xi [Other]; Harford, Jarrad [Other]; Young, Lance A. [Other] Information Asymmetry, Information Dissemination and the Effect of Regulation FD on the Cost of Capital Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Duarte, Jefferson [Author] ; Longstaff, Francis A. [Other]; Yu, Fan [Other] Risk and Return in Fixed Income Arbitrage : Nickels in Front of a Steamroller? Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006]
Duarte, Jefferson [Author] ; Young, Lance A. [Other] Why is PIN Priced? Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Duarte, Jefferson [Author] ; Young, Lance A. [Other] Why is PIN Priced? Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Duarte, Jefferson [Author] The Causal Effect of Mortgage Refinancing on Interest-Rate Volatility : Empirical Evidence and Theoretical Implications Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2005]
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