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Working papers
2012
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Market Liquidity - Theory and Empirical Evidence [PDF]
Dimitri Vayanos, Jiang Wang
The Paul Woolley Centre Paper Series No 32,
FMG Discussion Paper 709, July 2012
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Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition [PDF]
Dimitri Vayanos, Jiang Wang
The Paul Woolley Centre Paper Series No 31,
FMG Discussion Paper 708, July 2012
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Asset Pricing with Heterogeneous Investors and Portfolio Constraints [PDF]
Georgy Chabakauri
The Paul Woolley Centre Paper Series No 30,
FMG Discussion Paper 707, July 2012
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Stock Market Tournaments [PDF]
Emre Ozdenoren, Kathy Yuan
The Paul Woolley Centre Paper Series No 29,
FMG Discussion Paper 706, July 2012
2011
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CDS Auctions [PDF]
Mikhail Chernov, Alexander S. Gorbenko, Igor Makarov
The Paul Woolley Centre Paper Series No 26,
FMG Discussion Paper 688, July 2011
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Complicated Firms [PDF]
Lauren Cohen, Dong Lou
The Paul Woolley Centre Paper Series No 24,
FMG Discussion Paper 683, June 2011
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Trading and Voting in Distressed Firms [PDF]
by Ioan F. Olaru & Konstantinos E. Zachariadis
The Paul Woolley Centre Working Paper Series No 21,
FMG Discussion Paper 672, February 2011
This is a revised version of Working Paper Series No 12
FMG Discussion Paper No 656
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Fund Flows and Asset Prices: A Baseline Model [PDF]
by Dimitri Vayanos & Paul Woolley
The Paul Woolley Centre Working Paper Series No 18,
FMG Discussion Paper 667, January 2011
This is a revised version of Working Paper Series No 15
FMG Discussion Paper No 662
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An Institutional Theory of Momentum and Reversal [PDF]
by Dimitri Vayanos & Paul Woolley
The Paul Woolley Centre Working Paper Series No 17,
FMG Discussion Paper 666, January 2011
This is a revised version of Working Paper Series No 1
FMG Discussion Paper No 621
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Fund Flows and Asset Prices: A Baseline Model
by Dimitri Vayanos and Paul Woolley
The Paul Woolley Centre Working Paper Series No 15,
FMG Discussion Paper 662, December 2010
This paper is no longer available, the revised version of this
paper can be found above as Working Paper Series No 18
FMG Discussion Paper No 667, January 2011
2010
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Institutional Trade Persistence and Long-term Equity Returns [PDF]
by Amis Dasgupta, Andrea Prat & Michela Verardo
The Paul Woolley Centre Working Paper Series No 14,
FMG Discussion Paper 661, November 2010
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Innovations, rents and risk [PDF]
by Bruno Biais, Jean-Charles Rochet & Paul Woolley
The Paul Woolley Centre Working Paper Series No 13,
FMG Discussion Paper 659, September 2010
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Trading and Voting in Distressed Firms
by Ioan Olaru and Konstantinos Zachariadis
The Paul Woolley Centre Working Paper Series No 12,
FMG Discussion Paper 656, June 2010
This paper is no longer available, the revised version of this
paper can be found above as Working Paper Series No 21
FMG Discussion Paper No 672, February 2011
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The Price Impact of Institutional Herding [PDF]
by Amil Dasgupta, Andrea Prat and Michela Verardo
The Paul Woolley Centre Working Paper Series No 11,
FMG Discussion Paper 652, April 2010
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Connected Stocks [PDF]
by Miguel Antón and Christopher Polk
The Paul Woolley Centre Working Paper Series No 10,
FMG Discussion Paper 651, March 2010
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Limits of Arbitrage: The State of the Theory [PDF]
by Denis Gromb, Dimitri Vayanos
The Paul Woolley Centre Working Paper Series No 9,
FMG Discussion Paper 650, March 2010
2009
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Attracting Investor Attention through Advertising [PDF]
by Dong Lou
The Paul Woolley Centre Working Paper Series No 8,
FMG Discussion Paper 644, November 2009
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A Flow-Based Explanation for Return Predictability [PDF]
by Dong Lou
The Paul Woolley Centre Working Paper Series No 7,
FMG Discussion Paper 643, November 2009
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A Preferred-Habitat Model of the Term Structure of Interest Rates [PDF]
by Dimitri Vayanos and Jean-Luc Vila
The Paul Woolley Centre Working Paper Series No 6,
FMG Discussion Paper 641, November 2009
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Liquidity and Asset Prices: A Unified Framework [PDF]
by Dimitri Vayanos and Jiang Wang
The Paul Woolley Centre Working Paper Series No 5,
FMG Discussion Paper 639, August 2009
Rents, learning and risk in the financial sector and other innovative industries [PDF]
by Bruno Biais, Jean-Charles Rochet & Paul Woolley
The Paul Woolley Centre Working Paper Series No 4,
FMG Discussion Paper 632, September 2009
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The lifecycle of the financial sector and other speculative industries
by Bruno Biais, Jean-Charles Rochet & Paul Woolley, April 2009.
This paper is no longer available, the revised version of this paper can be
found above as Paul Woolley Centre Paper 4, FMG Discussion Paper 632
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Best Ideas [PDF]
by Randy Cohen, Christopher Polk & Bernhard Silli
The Paul Woolley Centre Working Paper Series No 3,
FMG Discussion Paper 624, January 2009
2008
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An Institutional Theory of Momentum and Reversal
by Dimitri Vayanos & Paul Woolley
The Paul Woolley Centre Working Paper Series No 2,
FMG Discussion Paper 621, November 2008
This paper is no longer available, the revised version of this
paper can be found above as Working Paper Series No 17
FMG Discussion Paper No 666, January 2011
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Bond Supply and Excess Bond Returns [PDF]
by Robin Greenwood & Dimitri Vayanos
The Paul Woolley Centre Working Paper Series No 1,
FMG Discussion Paper 607, April 2008
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