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Literaturverzeichnis Literaturverzeichnis Abdala, Martin E. (2001): Das Recht der Investmentfonds: Ein Vergleich der deut­ schen Investmentgesellschaften und der amerikanischen Mutual Funds, Frankfurt am Main u.a., zugl. Diss., Koln, 2000 Abraham, Jesse M. (1996): On the Use of a Cash-Flow Time-Series to Measure Pro­ perty Performance, in: Journal of Real Estate Research, Vol. 11, S. 291 - 308 Acharya, Viral V.lBharath, Sreedhar T.lSrinivasan, Anand (2003): Understanding the Recovery Rates on Defaulted Securities, Working Paper der London Business School, Stand: September 2003 Admati, Anad R./Pfleiderer, Paul (1994): Robust Financial Contracting and the Role of Venture Capitalists, in: Journal of Finance, Vol. 49, S. 371 - 402 Aggarwal, Rajesh K.lSamwick, Andrew A. (1999): Executive Compensation, Strate­ gic Competition, and Relative Performance Evaluation: Theory and Evidence, in: Journal of Finance, Vol. 54, S. 1999 - 2043 Aggarwal, Reena (2003): Allocation of Initial Public Offerings and Flipping Activity, in: Journal of Financial Economics, Vol. 68, S. 111 - 135 Aggarwal, Reena/Conroy, Pat (1999): Price Discovery in Initial Public Offerings and the Role of the Lead Underwriter, Working Paper der McDonough School of Busi­ ness, Stand: Oktober 1999 Aggarwal, Reena/Prabhala, Nagpurnanand R.lPuri, Manju (2002): Institutional Allo­ cation in Initial Public Offerings: Empirical Evidence, in: Journal of Finance, Vol. 57, S. 1421 - 1442 Aggarwal, Reena/Rivoli, Pietra (1990): Fads in the Initial Public Offering Market?, in: Financial Management, Vol. 19, Nr. 4, S. 45 - 57 Agrawal, Anup/Chadha, Sahiba (2003): Corporate Governance and Accounting Scandals, Working Paper der University of Alabama, Stand: Juli 2003 Ahmed, Parvez (2001): Forecasting Correlation Among Equity Mutual Funds, in: Journal of Banking and Finance, Vol. 25, S. 1187 - 1208 Ait-Sahalia, Yacine (2002): Telling from Discrete Data Whether the Underlying Conti­ nuous-Time Model is a Diffusion, in: Journal of Finance, Vol. 57, S. 2075 - 2112 Ajinkya, Bipin/Bhojraj, Sanjeev/Sengupta, Partha (2003): The Governance Role of Institutional Investors and Outsider Directors on the Properties of Management Ear­ nings Forecasts, Working Paper der University of Florida, Stand: Oktober 2003 246 Literaturverzeichnis Akerlof, George A. (1970): The Market for "Lemons": Qualitative Uncertainty and the Market Mechanism, in: Quarterly Journal of Economics, Vol. 84, S. 488 - 500 Albach, HorsUHunsdiek, Detlef/Kokalj, Ljuba (1986): Finanzierung mit Risikokapital, Stuttgart Albers, Marco (2002): Corporate Governance in Aktiengesellschaften: Entschei­ dungsprozess und Wirkungsanalyse zum Gesetz zur Kontrolle und Transparenz im Unternehmensbereich (KonTraG), Frankfurt am Main u.a., zugl. Diss., Oldenburg, 2001 Albrecht, Peter/Maurer, Raimond/Schradin, Heinrich R. (1999): Die Kapitalanlageper­ formance der Lebensversicherer im Vergleich zur Fondsanlage unter Rendite- und Risikoaspekten, Karlsruhe Alchian, Armen A.lDemsetz, Harold (1972): Production, Information Costs, and Eco­ nomic Organization, in: American Economic Review, Vol. 62, S. 777 - 795 Alexander, Sidney S. (1961): Price Movements in Speculative Markets: Trends or Random Walks, in: Industrial Management, Vol. 2, Nr. 2, S. 7 - 26, nachgedruckt in: Cootner, Paul H. (Hrsg.) (1964): The Random Charakter of Stock Market Prices, Cambridge, S. 199 - 218 Alexander, Sidney S. (1964): Price Movements in Speculative Markets, Trends or Random Walks, No.2, in: Cootner, Paul H. (Hrsg.): The Random Charakter of Stock Market Prices, Cambridge, S. 338 - 372 Allen, Franklin (2001): Do Financial Institutions Matter?, in: Journal of Finance, Vol. 56,S.1165-1175 Allen, Franklin/Faulhaber, Gerlad R. (1989): Signaling by Underpricing in the IPO Market, in: Journal of Financial Economics, Vol. 23, S. 303 - 323 Allen, Franklin/Gale, Douglas (1992): Measurement Distortion and Missing Contin­ gencies in Optimal Contracts, in: Journal of Economic Theory, Vol. 2, S. 1 - 26 Altinkilic, Oya/Hansen, Robert S. (2003): Discounting and Underpricing in Seasoned Equity Offers, in: Journal of Financial Economics, Vol. 69, S. 285 - 323 Altman, Edward I. (1968): Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy, in: Journal of Finance, Vol. 23, S. 589 - 609 Altman, Edward I. (1984): A Further Empirical Investigation of the Bankruptcy Cost Question, in: Journal of Finance, Vol. 39, S. 1067 - 1089 Altman, Edward I. (1989): Measuring Corporate Bond Mortality and Performance, in: Journal of Finance, Vol. 44, S. 909 - 922 Literaturverzeichnis 247 Altman, Edward I./Haldeman, Robert G.lNarayanan, P. (1977): ZETA™ Analysis: A New Model to Identify Bankruptcy Risk of Corporations, in: Journal of Banking and Finance, Vol. 1, S. 29 - 54 Altman, Edward I./Jacquillat, Bertrand/Levasseur, Michel (1974): Comparative Analy­ sis of Risk Measures: France and the United States, in: Journal of Finance, Vol. 29, S. 1495 - 1511 Altman, Edward I.INammacher, Scott A. (1987): Investing in Junk Bonds: Inside the High Yield Debt Market, New York u.a. Altman, Edward I./Schwartz, Robert A. (1970): An Analysis of Common Stock Price Volatility Measures and Patterns, in: Journal of Financial and Quantitative Analysis, Vol. 5, S. 603 - 625 Altman, Edward I./Subrahmanyam, Marti G. (1985): Taxes and Corporate Financial Management: Introduction, in: Altman, Edward I./Subrahmanyarn, Marti G. (Hrsg.): Recent Advances in Corporate Finance, Homewood, S. 181 - 186 Amin, KaushiklJarrow, Robert (1992): Pricing Options on Risky Assets in a Stochas­ tic Interest Rate Economy, in: Mathematical Finance, Vol. 2, S. 217 - 238, nachge­ druckt in: Hughston, Lane (Hrsg.) (1996): Vasicek and Beyond: Approaches to Buil­ ding and Applying Interest Rates Models, London, S. 235 - 252 Amihud, Yakov/Mendelson, Haim (1986): Asset Pricing and the Bid-Ask Spread, in: Journal of Financial Economics, Vol. 17, S. 223 - 249 Anders, Ulrich/Szczesny, Andrea (1998): Prognose von Insolvenzwahrscheinlichkei­ ten mit Hilfe logistischer neuronaler Netzwerke, in: Zeitschrift fUr betriebswirtschaftli­ che Forschung, Vol. 50, S. 892 - 915 Andersen, Torben G.lBenzoni, Luca/Lund, Jesper (2002): An Empirical Investigation of Continuous-Time Equity Return Models, in: Journal of Finance, Vol. 57, S. 1239 - 1284 Andersen, Torben G.lLund, Jesper (1997): Estimating Continuous-Time Stochastic Volatility Models of the Short-Term Interest Rate, in: Journal of Econometrics, Vol. 77, S. 343 - 377 Anderson, Ronald C.lMansi, Sattar A.lReeb, David M. (2003): Founding Family Ownership and the Agency Cost of Debt, in: Journal of Financial Economics, Vol. 68, S. 263 - 285 Andrade, Gregor/Kaplan, Steven N. (1998): How Costly is Financial (Not Economic) Distress? Evidence from Highly Leveraged Transactions that Became Distressed, in: Journal of Finance, Vol. 53, S. 1443 - 1495 248 Literaturverzeichnis Ang, Andrew/Chen, Joseph (2003): CAPM Over the Long-Run: 1926-2001, Working Paper der Columbia Business School, Stand: 21. Januar 2003 Ang, James S.!Chua, Jess H.!McConnell, John J. (1982): The Administrative Costs of Corporate Bankruptcy: A Note, in: Journal of Finance, Vol. 37, S. 219 - 226 Ang, James S.!Cole, Rebel A.!Lin, James Wuh (2000): Agency Costs and Ownership Structure, in: Journal of Finance, Vol. 55, S. 81 - 106 Ang, James S.!Lamb, Reinhold P. (1997): A Study of Large Institutional Investor Tra­ ding Behavior around Leveraged Buyouts, in: Review of Quantitative Finance and Accounting, Vol. 8, S. 271 - 289 Anson, Mark J. P. (2002): Handbook of Alternative Assets, New York Appleyard, Anthony (1996): Discussion of Takeover Activity, CEO Turnover and the Market for Corporate Control, in: Journal of Business Finance & Accounting, Vol. 23, S. 287 - 293 Arak, Marcelle/Taylor, Dean (1996): Risk and Return in Trading Closed-end Country Funds: Can Trading Beat Holding Foreign Stocks?, in: Quarterly Review of Econo­ mics and Finance, Vol. 36, S. 219 - 231 Arditti, Fred D. (1973): The Weighted Average Cost of Capital: Some Questions on its Definition, Interpretation and Use, in: Journal of Finance, Vol. 28, S. 1001 - 1007 Arditti, Fred D.!Levy, Haim (1977): The Weighted Average Cost of Capital as aCutoff Rate: A Critical Analysis of the Classical Textbook Weighted Average, in: Financial Management, Vol. 6, Nr. 3, S. 24 - 34 Arrow, Kenneth J. (1951): Alternative Approaches to the Theory of Choice in Risk­ Taking Situations, in: Econometrica, Vol. 19, S. 404 - 437 Arrow, Kenneth J. (1964): The Role of Securities in the Optimal Allocation of Risk­ Bearing, in: Review of Economic Studies, Vol. 31, S. 91 - 96 Arrow, Kenneth J. (1968): The Economics of Moral Hazard: Further Comment, in: American Economic Review, Vol. 58, S. 537 - 539 Arzac, Enrique R. (1992): On the Capital Structure of Leveraged Buyouts, in: Finan­ cial Management, Vol. 21, Nr. 1, S. 16 - 26 Arzac, Enrique R. (1996): Valuation of Highly Leveraged Firms, in: Financial Analysts Journal, Vol. 52, July/August, S. 42 - 50 Asmussen, S6ren (2000): Ruin Probabilities, Singapur u.a. Literaturverzeichnis 249 Asquith, Paul/Mullins, David W. Jr.IWolff, Eric D. (1989): Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls, in: Journal of Finance, Vol. 44, S. 923 - 952 Asquith, PaulIWizman, Thierry A. (1990): Event Risk, Covenants, and Bondholder Returns in Leveraged Buyouts, in: Journal of Financial Economics, Vol. 27, S. 195 - 213 Bachelier, Louis (1900): ThElOrie de la Speculation, Diss. Paris, aus dem franz6si­ schen ubersetzt und abgedruckt als "Theory of Speculation",
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