Rotman School of Management

Main Content

Finance Working Papers

2017

Hull, John C. and White, Alan, Interest Rate Trees: Extensions and Applications (March 5, 2017). Rotman School of Management Working Paper No. 2928975. Available at SSRN: https://ssrn.com/abstract=2928975 or http://dx.doi.org/10.2139/ssrn.2928975

Boloorforoosh, Ali and Christoffersen, Peter and Fournier, Mathieu and Gourieroux, Christian, Beta Risk in the Cross-Section of Equities (March 2, 2017). Rotman School of Management Working Paper No. 2926511. Available at SSRN: https://ssrn.com/abstract=2926511 or http://dx.doi.org/10.2139/ssrn.2926511

2016

Christoffersen, Peter and Jacobs, Kris and Li, Bingxin, Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets(October 27, 2016). Journal of Derivatives, Forthcoming; Rotman School of Management Working Paper No. 2861911. Available at SSRN: https://ssrn.com/abstract=2861911

Christoffersen, Peter and Feunou, Bruno and Jeon, Yoontae and Ornthanalai, Chayawat, Time-Varying Crash Risk: The Role of Stock Market Liquidity (September 21, 2016). Rotman School of Management Working Paper No. 2797308. Available at SSRN: https://ssrn.com/abstract=2797308

Hull, John C., Funding Long Shots (April 18, 2016). Rotman School of Management Working Paper No. 2773108. Available at SSRN: https://ssrn.com/abstract=2773108 or http://dx.doi.org/10.2139/ssrn.2773108

2015

  • Doidge, Craig and Karolyi, George Andrew and Stulz, René M., The U.S. Listing Gap (May 1, 2015). Charles A. Dice Center Working Paper No. 2015-07; Fisher College of Business Working Paper No. 2015-03-07. 


2014





2013

  • Buti, Sabrina, Rindi, Barbara, Wen, Yuanji and Werner, Ingrid M., Tick Size Regulation and Sub-Penny Trading (September 2013). Charles A. Dice Center Working Paper No. 2013-14; Fisher College of Business Working Paper No. 2013-03-14; Rotman School of Management Working Paper No. 2324862.

2012

2011

2010



2009

2008

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