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Level 3 Assets: Booking Profits and Concealing Losses
16 references·9 citing·49 second hop
Level 3 Assets: Booking Profits and Concealing Losses (2011)Level 3 Assets: Booking Profits and Conce…The Art of Smooth Pasting (2013)The Art of Smooth PastingEndogenous Information Flows and the Clustering of Announcements (2011)Endogenous Information Flows …Marking‐to‐Market: Panacea or Pandora's Box? (2008)Marking‐to‐Market: Panacea or…Liquidity and leverage (2008)Liquidity and leverageAsset Prices and Exchange Rates (2007)Asset Prices and Exchange Rat…Predatory Trading (2005)Predatory TradingLosing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities (2003)Losing Money on Arbitrage: Op…Disclosures and Asset Returns (2003)Disclosures and Asset ReturnsHandbook of Brownian Motion - Facts and Formulae (2002)Handbook of Brownian Motion -…Optimal Portfolio Choice and the Valuation of Illiquid Securities (2001)Optimal Portfolio Choice and …Equilibrium Mispricing in a Capital Market with Portfolio Constraints (2000)Equilibrium Mispricing in a C…Earnings management to avoid earnings decreases and losses (1997)Earnings management to avoid …Convex Duality in Constrained Portfolio Optimization (1992)Convex Duality in Constrained…Super contact and related optimality conditions (1991)Super contact and related opt…Kinked Adjustment Costs and Aggregate Dynamics (1990)Kinked Adjustment Costs and A…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Fair value accounting and management opportunism on earnings management in banking sector: First evidence (2018)Fair value accounting and man…The Association between SFAS No. 157 Fair Value Hierarchy Information and Conditional Accounting Conservatism (2017)The Association between SFAS …Enron, fair value accounting, and financial crises: a concise history (2017)Enron, fair value accounting,…Determinants of discretionary fair value measurements: the case of Level 3 assets in the banking sector (2016)Determinants of discretionary…Auditor Conservatism and Banks' Measurement Uncertainty during the Financial Crisis (2015)Auditor Conservatism and Bank…The Rise and Fall of Demand for Securitizations (2014)The Rise and Fall of Demand f…Investment busts, reputation, and the temptation to blend in with the crowd (2013)Investment busts, reputation,…Theories of Liquidity (2012)Theories of LiquidityMarket Run-Ups, Market Freezes, Inventories, and Leverage (2012)Market Run-Ups, Market Freeze…Aspects of the Theory of Risk-Bearing. 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(2006)Limits-to-arbitrage, investment frictions, and the asset growth anomaly (2011)The TIPS‐Treasury Bond Puzzle (2013)Essays in Positive Economics (1954)Continuous Auctions and Insider Trading (1985)Liquidity Risk and Expected Stock Returns (2003)Optimal execution strategies in limit order books with general shape functions (2009)Dynamic Trading with Predictable Returns and Transaction Costs (2013)Systemic Risk and Stability in Financial Networks (2013)Optimal timing of technology adoption (1998)Asset Pricing Implications of Nonconvex Adjustment Costs and Irreversibility of Investment (2006)Dynamic Agency and the q Theory of Investment (2012)A survey and some generalizations of Bessel processes (2003)Exponential functionals of Brownian motion, I: Probability laws at fixed time (2005)A jump to default extended CEV model: an application of Bessel processes (2006)
this work references cited by second hop

References

  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1997Earnings management to avoid earnings decreases and losses3,839 cited
  • 2008Liquidity and leverage2,557 cited
  • 2002Handbook of Brownian Motion - Facts and Formulae1,094 cited
  • 1992Convex Duality in Constrained Portfolio Optimization628 cited
  • 2008Marking‐to‐Market: Panacea or Pandora's Box?604 cited
  • 2005Predatory Trading588 cited
  • 2013The Art of Smooth Pasting423 cited
  • 1991Super contact and related optimality conditions367 cited
  • 2003Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities331 cited
  • 2007Asset Prices and Exchange Rates328 cited
  • 2001Optimal Portfolio Choice and the Valuation of Illiquid Securities320 cited
  • 1990Kinked Adjustment Costs and Aggregate Dynamics227 cited
  • 2003Disclosures and Asset Returns205 cited
  • 2011Endogenous Information Flows and the Clustering of Announcements190 cited
  • 2000Equilibrium Mispricing in a Capital Market with Portfolio Constraints

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162 cited

Cited by

  • 2012Theories of Liquidity43 cited
  • 2017The Association between SFAS No. 157 Fair Value Hierarchy Information and Conditional Accounting Conservatism37 cited
  • 2015Auditor Conservatism and Banks' Measurement Uncertainty during the Financial Crisis32 cited
  • 2016Determinants of discretionary fair value measurements: the case of Level 3 assets in the banking sector32 cited
  • 2017Enron, fair value accounting, and financial crises: a concise history32 cited
  • 2013Investment busts, reputation, and the temptation to blend in with the crowd25 cited
  • 2014The Rise and Fall of Demand for Securitizations24 cited
  • 2012Market Run-Ups, Market Freezes, Inventories, and Leverage23 cited
  • 2018Fair value accounting and management opportunism on earnings management in banking sector: First evidence18 cited