Working
papers written or last revised in 2002
Modeling the bid/ask
spread: Measuring
the inventory-holding premium
Nicolas P.B. Bollen, Robert E. Whaley,
and Tom Smith
Does net buying pressure
affect the
shape of implied volatility functions?
Nicolas P.B. Bollen and Robert E. Whaley
Politically-connected firms: Can they
squeeze the state?
Mara Faccio
Willingness-to-pay
for crime control programs
Mark A. Cohen, Roland T. Rust, Sara
Steen, and Simon T. Tidd
Can ownership
restrictions enhance security value?
Evidence from a natural experiment
Amar Gande and Manju Puri
