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  • All HBS Web  (1,841)
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    • News  (139)
    • Research  (1,461)
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  • All HBS Web  (1,841)
    • People  (4)
    • News  (139)
    • Research  (1,461)
    • Events  (17)
    • Multimedia  (6)
  • Faculty Publications  (1,230)
← Page 50 of 1,841 Results →
  • July 1979
  • Article

Spectral Analysis of Stock Market Prices

By: Marc L Bertoneche
Keywords: Stocks; Markets; Price
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Bertoneche, Marc L. "Spectral Analysis of Stock Market Prices." Journal of Banking & Finance 3, no. 2 (July 1979).
  • Article

A Stochastic Programming Model for Commercial Bank Bond Portfolio Management

By: D. B. Crane
Keywords: Bonds; Investment; Management
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Crane, D. B. "A Stochastic Programming Model for Commercial Bank Bond Portfolio Management." Journal of Financial and Quantitative Analysis 6, no. 3 (June 1971).
  • March 2003
  • Article

For the Last Time: Stock Options Are an Expense

By: Zvi Bodie, Robert S. Kaplan and Robert C. Merton
Keywords: Stock Options; Finance
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Bodie, Zvi, Robert S. Kaplan, and Robert C. Merton. "For the Last Time: Stock Options Are an Expense." Harvard Business Review 81, no. 3 (March 2003): 62–71. (HBS Reprint #R0303D.)
  • 02 Jan 2018
  • News

Blockchain 101: the Primer We Still Need

  • February 2009 (Revised March 2013)
  • Supplement

Messer Griesheim (B)

By: Josh Lerner, Ann-Kristin Achleitner, Eva Lutz and Kerry Herman
In 2001, Allianz Capital Partners and Godlman Sachs acquired a majority stake in Messer Greisheim, a European industrial gas concern held by Hoeschst. The dealmakers faced several challenges, including delicate corporate governance issues due to partial family... View Details
Keywords: Mergers and Acquisitions; Private Equity; Stock Options; Stock Shares; Corporate Governance; Governance Controls; Family Ownership; Problems and Challenges; Energy Industry; Europe
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Lerner, Josh, Ann-Kristin Achleitner, Eva Lutz, and Kerry Herman. "Messer Griesheim (B)." Harvard Business School Supplement 809-057, February 2009. (Revised March 2013.)
  • 13 May 2014
  • First Look

First Look: May 13

https://www.hbs.edu/faculty/Pages/download.aspx?name=14-107.pdf The Contaminating Effects of Building Instrumental Ties: How Networking Can Make Us Feel Dirty By: Casciaro, Tiziana, Francesca Gino, and Maryam Kouchaki Abstract—To create... View Details
Keywords: Sean Silverthorne
  • 09 Jun 2020
  • Working Paper Summaries

Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time

Keywords: by Laura Alfaro, Anusha Chari, Andrew Greenland, and Peter K. Schott
  • January–February 1976
  • Article

Option Pricing When Underlying Stock Returns are Discontinuous

By: Robert C. Merton
Keywords: Price; Stocks; Assets
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Merton, Robert C. "Option Pricing When Underlying Stock Returns are Discontinuous." Journal of Financial Economics 3 (January–February 1976): 125–144. (Chapter 9 in Continuous-Time Finance.)
  • August 1994
  • Background Note

Derivative Markets: Structure and Risks

Gives a conceptual understanding of derivative products, their applications, and valuation. After a brief treatment of exchange-traded derivatives, explores over-the-counter (OTC) derivatives, emphasizing the market, credit, legal, operational, and other risks... View Details
Keywords: Credit Derivatives and Swaps; Markets
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Mason, Scott P., and Kuljot Singh. "Derivative Markets: Structure and Risks." Harvard Business School Background Note 295-009, August 1994.
  • 2023
  • Working Paper

Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns

By: Marco Di Maggio, Francesco Franzoni, Shimon Kogan and Ran Xing
Despite positive and significant earnings announcement premia, we find that institutional investors reduce their exposure to stocks before earnings announcements. A novel result on the sensitivity of flows to individual stock returns provides a potential explanation.... View Details
Keywords: New Trading; Mutual Funds; Fund Flows; Limits To Arbitrage; Financial Constraints; Earnings Announcements; Institutional Investing; Stocks
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Di Maggio, Marco, Francesco Franzoni, Shimon Kogan, and Ran Xing. "Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns." Harvard Business School Working Paper, No. 23-072, March 2023. (Revise and Resubmit to The Journal of Finance.)
  • January 2013 (Revised October 2014)
  • Teaching Note

Tombstones

By: Timothy A. Luehrman
This case consists primarily of excerpts from term sheets and prospectuses for six securities offerings made by US companies during 2009-2010, just after the financial crisis and recession of 2008-09. There are three issues of senior unsecured notes, one floating rate... View Details
Keywords: Debt Securities; Financial Crisis; United States
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Luehrman, Timothy A. "Tombstones." Harvard Business School Teaching Note 213-085, January 2013. (Revised October 2014.)
  • Article

Investment in United States Government Securities by State Governments

By: Joseph L. Bower
Keywords: Investment; Financial Instruments; Government and Politics
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Bower, Joseph L. "Investment in United States Government Securities by State Governments." National Tax Journal 13, no. 2 (June 1960): 127–139.
  • September 2006 (Revised November 2007)
  • Exercise

Market Making Exercise

By: Malcolm P. Baker
Students make a market in a new security, posting bid and offer prices and quantities for a new derivative security. View Details
Keywords: Financial Instruments; Financial Markets; Price
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Baker, Malcolm P. "Market Making Exercise." Harvard Business School Exercise 207-033, September 2006. (Revised November 2007.)
  • April 2005 (Revised February 2006)
  • Background Note

Note on Option Valuation

For every option, a fair price has to be established. But how do you actually price an option? Assuming a basic knowledge of options, this note covers two pricing methods: the binominal tree and the Black-Scholes/Merton formula. View Details
Keywords: Valuation; Stock Options
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Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Note on Option Valuation." Harvard Business School Background Note 205-106, April 2005. (Revised February 2006.)
  • January 2009 (Revised June 2010)
  • Case

Lyons Document Storage Corporation: Bond Math

By: William J. Bruns Jr.
In 2009 a recent MBA must analyze the possible refunding of bonds issued in 2000 when interest rates were much higher. She must consider the possible consequences of repurchasing company bonds outstanding using cash that might be obtained by issuing new bonds at a... View Details
Keywords: Financial Accounting; Quantitative Analysis; Securities; Debt Securities; Bonds; Cash Flow; Mathematical Methods; Accounting; Interest Rates
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Bruns, William J., Jr. "Lyons Document Storage Corporation: Bond Math." Harvard Business School Brief Case 093-215, January 2009. (Revised June 2010.)
  • January 1993 (Revised June 1995)
  • Case

Arbitrage in the Government Bond Market?

Documents a pricing anomaly in the large and liquid treasury bond market. The prices of callable treasury bonds seem to be inconsistent with the prices of noncallable treasuries and an arbitrage opportunity appears to exist. Permits instructors to introduce the... View Details
Keywords: Bonds; Price; Valuation; Capital Markets
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Edleson, Michael E., and Peter Tufano. "Arbitrage in the Government Bond Market?" Harvard Business School Case 293-093, January 1993. (Revised June 1995.)
  • 2023
  • Working Paper

The Equity Market Implications of the Retail Investment Boom

By: Philippe van der Beck and Coralie Jaunin
This paper quantifies the impact of Robinhood traders on the US equity market. Within a structural model, we estimate retail and institutional demand curves and derive aggregate pricing implications via market clearing. The inelastic nature of institutional demand... View Details
Keywords: Institutional Investing; Financial Markets; Price; Financial Instruments
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van der Beck, Philippe, and Coralie Jaunin. "The Equity Market Implications of the Retail Investment Boom." Swiss Finance Institute Research Paper Series, No. 21-12, November 2023.
  • January 1987 (Revised September 1991)
  • Case

Walt Disney Co.'s Yen Financing

By: W. Carl Kester and William B. Allen
Walt Disney is considering hedging future yen inflows from Disney Tokyo. It is evaluating techniques using FX Forwards, swaps, and Yen term borrowings. Goldman Sachs presents a rather unusual but potentially attractive solution: Disney could issue ECU Eurobonds and... View Details
Keywords: Borrowing and Debt; Currency; Bonds; Valuation; Tokyo
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Kester, W. Carl, and William B. Allen. "Walt Disney Co.'s Yen Financing." Harvard Business School Case 287-058, January 1987. (Revised September 1991.)
  • 2022
  • Working Paper

The Stock Market Value of Human Capital Creation

By: Matthias Regier and Ethan Rouen
We develop a measure of firm-year-specific human capital investment from publicly disclosed personnel expenses (PE) and examine the stock market valuation of this investment. Measuring the future value of PE (PEFV) based on the relation between lagged... View Details
Keywords: Intangibles; Market Valuation; Human Capital; Stocks; Financial Markets; Valuation
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Regier, Matthias, and Ethan Rouen. "The Stock Market Value of Human Capital Creation." Harvard Business School Working Paper, No. 21-047, October 2020. (Revised March 2022.)
  • Working Paper

Measuring the Perceived Liquidity of the Corporate Bond Market

By: Sergey Chernenko and Adi Sunderam
We propose a novel measure of bond market liquidity that does not depend on transaction data: the strength of the cross-sectional relationship between mutual fund cash holdings and fund flow volatility. Our measure captures how liquid funds perceive their portfolio... View Details
Keywords: Bond Market; Bonds; Financial Liquidity; Measurement and Metrics
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Chernenko, Sergey, and Adi Sunderam. "Measuring the Perceived Liquidity of the Corporate Bond Market." NBER Working Paper Series, No. 27092, May 2020.
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