Items where Division is "Finance" and Year is
University Structure (97939)
Finance (788)
Number of items: 772.
A
Optimal inattention to the stock market.
Abel, Andrew B. and Eberly, Janice C. and Panageas, Stavros
Understanding the relationship between founder-CEOs and firm performance.
Adams, R. and Almeida, H. and Ferreira, Daniel
Powerful CEOs and their impact on corporate performance.
Adams, Renee B. and Almeida, Heitor and Ferreira, Daniel
Do directors perform for pay?
Adams, Renee B. and Ferreira, Daniel
One share-one vote: the empirical evidence.
Adams, Renee B. and Ferreira, Daniel
Strong managers, weak boards?
Adams, Renee B. and Ferreira, Daniel
Moderation in groups: evidence from betting on ice break-ups in Alaska.
Adams, Renée B and Ferreira, Daniel
Regulatory pressure and bank directors’ incentives to attend board meetings.
Adams, Renée Birgit and Ferreira, Daniel
Household financial decision making.
Agarwal, Sumit and Mannil, Nithin
picture_as_pdf
The determinants of the volatility of fiscal policy discretion.
Agnello, Luca and Sousa, Ricardo M.
Corporate governance objectives of labor union shareholders:evidence from proxy voting.
Agrawal, Ashwini
Measuring the ex-ante incentive effects of bankruptcy reorganization procedures.
Agrawal, Ashwini and Gonzalez-Uribe, Juanita and Martinez-Correa, Jimmy
Measuring the ex-ante incentive effects of bankruptcy reorganization procedures.
Agrawal, Ashwini and Gonzalez-Uribe, Juanita and Martinez-Correa, Jimmy
picture_as_pdf
Employees and stock returns.
Agrawal, Ashwini and Hacamo, Isaac and Hu, Zhongchen
Information dispersion across employees and stock returns.
Agrawal, Ashwini and Hacamo, Isaac and Hu, Zhongchen
picture_as_pdf
Municipal bond insurance and the U.S. drinking water crisis.
Agrawal, Ashwini and Kim, Daniel
picture_as_pdf
Private equity and workers’ career paths:the role of technological change.
Agrawal, Ashwini and Tambe, Prasanna
Takeovers and endogenous labor reallocation.
Agrawal, Ashwini and Tambe, Prasanna
The impact of investor protection law on corporate policy and performance: evidence from the blue sky laws.
Agrawal, Ashwini K.
Labor unemployment risk and corporate financing decisions.
Agrawal, Ashwini K. and Matsa, David A.
Measuring the ex-ante incentive effects of creditor control rights during bankruptcy reorganization.
Agrawal, Ashwini and Gonzalez-Uribe, Juanita and Martinez-Correa, Jimmy
picture_as_pdf
Information dispersion across employees and stock returns.
Agrawal, Ashwini and Hacamo, Isaac and Hu, Zhongchen
picture_as_pdf
The systemic governance influence of universal owners:evidence from an expectation document.
Aguilera, Ruth and Bermejo, Vicente and Capapé, Javier and Cuñat, Vicente
picture_as_pdf
The systemic governance influence of expectation documents:evidence from a universal owner.
Aguilera, Ruth V. and J. Bermejo, Vicente and Capapé, Javier and Cuñat, Vicente
picture_as_pdf
The economic effects of density: A synthesis.
Ahlfeldt, Gabriel M. and Pietrostefani, Elisabetta
Shareholder liability and bank failure.
Aldunate, Felipe and Jenter, Dirk and Korteweg, Arthur and Koudijs, Peter
picture_as_pdf
Capital riesgo filantrópico: apoyo financiero a los emprendedores sociales.
Alemany, Luisa and Scarlata, Mariarosa
Philanthropic venture capital: a new model of financing for social entrepreneurs.
Alemany, Luisa and Scarlata, Mariarosa
Firms, currency hedging, and financial derivatives.
Alfaro, Laura and Calani, Mauricio and Varela, Liliana
The contributions of Stewart Myers to the theory and practice of corporate finance.
Allen, Franklin and Bhattacharya, Sudipto and Rajan, Raghuram and Schoar, Antoinette
Introduction to financial economics.
Allen, Franklin and Vayanos, Dimitri and Vives, Xavier
The effects of macroeconomic 'news' on high frequency exchange rate behaviour.
Almeida, Alvaro and Goodhart, Charles and Payne, Richard
picture_as_pdf
Democracy and the variability of economic performance.
Almeida, Heitor and Ferreira, Daniel
Simulated non-parametric estimation of dynamic models.
Altissimo, Filippo and Mele, Antonio
Communication and monetary policy.
Amato, Jeffery D. and Morris, Stephen and Shin, Hyun Song
Wealth redistribution in bubbles and crashes.
An, Li and Lou, Dong and Shi, Donghui
picture_as_pdf
Quelles leçons tirer de la grande crise financière de notre temps?
Anderson, Ronald
Capital structure, firm liquidity and growth.
Anderson, Ronald W.
Credit default swaps: what are the social benefits and costs?
Anderson, Ronald W.
Enterprise restructuring and banking reform: lessons from Eastern Europe since 1990.
Anderson, Ronald W.
Some determinants of the price of default risk.
Anderson, Ronald W.
Stress testing and macroprudential regulation: a transatlantic assessment.
Anderson, Ronald W.
Stress testing and macroprudential regulation: a transatlantic assessment.
Anderson, Ronald W.
Agency, firm growth, and managerial turnover.
Anderson, Ronald W. and Bustamante, Maria Cecilia and Guibaud, Stéphane
Agency, firm growth, and managerial turnover.
Anderson, Ronald W. and Bustamante, Maria Cecilia and Guibaud, Stéphane
picture_as_pdf
Agency, firm growth, and managerial turnover.
Anderson, Ronald W. and Bustamante, Maria Cecilia and Guibaud, Stéphane and Zervos, Mihail
The value of deposit insurance in the presence of interest rate and credit risk.
Anderson, Ronald W. and Cakici, Nusret
Corporate liquidity and capital structure.
Anderson, Ronald W. and Carverhill, Andrew
Cash holding and control-oriented finance.
Anderson, Ronald W. and Hamadi, Malika
Large powerful shareholders and cash holding.
Anderson, Ronald W. and Hamadi, Malika
picture_as_pdf
The economics of collateral.
Anderson, Ronald W. and Jõeveer, Karin
Transition banking: financial development of Central and Eastern Europe.
Anderson, Ronald W. and Kegels, Chantal
Derivatives markets.
Anderson, Ronald W. and McKay, Kenneth
Agency and the pace of adoption of new techniques.
Anderson, Ronald W. and Nyborg, Kjell G.
Financing and corporate growth under repeated moral hazard.
Anderson, Ronald W. and Nyborg, Kjell G.
The next ten years of monetary relations in Asia.
Anderson, Ronald W. and Steinherr, Alfred
Design and valuation of debt contracts.
Anderson, Ronald W. and Sundaresan, S.
A comparative study of structural models of corporate bond yields: an exploratory investigation.
Anderson, Ronald W. and Sundaresan, Suresh
Strategic analysis of contingent claims.
Anderson, Ronald W. and Sundaresan, Suresh and Tychon, Pierre
Numerical analysis of strategic contingent claims models.
Anderson, Ronald W. and Tu, Cheng
Individual reaction to past performance sequences: evidence from a real marketplace.
Andrikogiannopoulou, Angie and Papakonstantinou, Filippos
Connected stocks.
Anton, Miguel and Polk, Christopher
Connected stocks.
Anton, Miguel and Polk, Christopher
Security-voting structure and bidder screening.
At, Christian and Burkart, Mike and Lee, Samuel
Changes in CEO stock option grants:a look at the numbers.
Athanasakou, Vasiliki and Ferreira, Daniel and Goh, Lisa
picture_as_pdf
Security design with investor private information.
Axelson, Ulf
A theory of the evolution of derivatives markets.
Axelson, Ulf
Liquidity and manipulation of executive compensation schemes.
Axelson, Ulf and Baliga, Sandeep
Investment banking careers:an equilibrium theory of overpaid jobs.
Axelson, Ulf and Bond, Philip
picture_as_pdf
Wall Street occupations.
Axelson, Ulf and Bond, Philip
Borrow cheap, buy high? The determinants of leverage and pricing in buyouts.
Axelson, Ulf and Jenkinson, Tim and Strömberg, Per and Weisbach, Michael
picture_as_pdf
Borrow cheap, buy high? The determinants of leverage and pricing in buyouts.
Axelson, Ulf and Jenkinson, Tim and Strömberg, Per and Weisbach, Michael S.
picture_as_pdf
Borrow cheap, buy high?: determinants of leverage and pricing in buyouts.
Axelson, Ulf and Jenkinson, Tim and Strömberg, Per and Weisbach, Michael S.
Informational black holes in financial markets.
Axelson, Ulf and Makarov, Igor
picture_as_pdf
Informational black holes in financial markets.
Axelson, Ulf and Makarov, Igor
picture_as_pdf
European venture capital:myths and facts.
Axelson, Ulf and Martinovic, Milan
picture_as_pdf
Why are buyouts levered?: the financial structure of private equity funds.
Axelson, Ulf and Strömberg, Per and Weisbach, Michael S.
Gender promotion gaps and career aspirations.
Azmat, Ghazala and Cuñat, Vicente and Henry, Emeric
picture_as_pdf
B
Trading and information diffusion in OTC markets.
Babus, Ana and Kondor, Peter
Trading and information diffusion in over-the-counter markets.
Babus, Ana and Kondor, Peter
picture_as_pdf
Corrigendum to 'Trading and information diffusion in over-the-counter markets'.
Babus, Ana and Kondor, Peter and Wang, Yilin
Disasters implied by equity index options.
Backus, David and Chernov, Mikhail and Martin, Ian
Sources of entropy in dynamic representative agent models.
Backus, David and Chernov, Mikhail and Zin, Stanley
The scale of predictability.
Bandi, F.M and Perron, B and Tamoni, Andrea and Tebaldi, C.
Costly search and design.
Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente
Information gathering and marketing.
Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente
Information gathering externalities for a multi-attribute good.
Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente
Locating inside the Salop circle: demand rotations in a micro-founded model.
Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente
Search, design, and market structure.
Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente
Long-term debt and hidden borrowing.
Bar-Isaac, Heski and Cuñat, Vicente
Targeted product design.
Bar-Isaac, Heski and Caruana, Guillermo and Cuñat, Vicente
picture_as_pdf
Idiosyncratic volatility, growth options, and the cross-section of returns.
Barinov, Alexander and Chabakauri, Georgy
picture_as_pdf
Dynamic hedging in incomplete markets:a simple solution.
Basak, Suleyman and Chabakauri, Georgy
Dynamic hedging in incomplete markets:a simple solution.
Basak, Suleyman and Chabakauri, Georgy
picture_as_pdf
Investor protection and asset prices.
Basak, Suleyman and Chabakauri, Georgy and Yavuz, M.
picture_as_pdf
Investor protection and asset prices.
Basak, Suleyman and Chabakauri, Georgy and Yavuz, M. Deniz
picture_as_pdf
Labor hiring, investment and stock return predictability in the cross section.
Bazdrech, Santiago and Belo, Frederico and Lin, Xiaoji
picture_as_pdf
Aggregate risk and lending decisions in the interbank market.
Bechara, Anuar and Bernales, Alejandro and Cañón, Carlos and Garrido-Sureda, Nicolas
The inventory growth spread.
Belo, Frederico and Lin, Xiaoji
The effect of credit rationing on the shape of the competition-innovation relationship.
Bena, Jan
Lessons from a collapse of a financial system.
Benediktsdottir, Sigridur and Danielsson, Jon and Zoega, Gylfi
The future of banking regulation: the Basel II Accord.
Benink, Harald and Danielsson, Jon and Goodhart, Charles
On the role of regulatory banking capital.
Benink, Harald and Danielsson, Jon and Jónsson, Ásgeir
Multi-dimensional mechanism design with limited information.
Bergemann, Dirk and Shen, Ji and Xu, Yun and Yeh, Edmund
European takeover regulation.
Berglöf, Erik and Burkart, Mike
Club-in-the-club: reform under unanimity.
Berglöf, Erik and Burkart, Mike and Friebel, Guido and Paltseva, Elena
Widening and deepening: reforming the European Union.
Berglöf, Erik and Burkart, Mike and Friebel, Guido and Paltseva, Elena
Trader competition in fragmented markets:liquidity supply versus picking-off risk.
Bernales, Alejandro and Garrido-Sureda, Nicolas and Sagade, Satchit and Valenzuela, Marcela and Westheide, Christian
Does a change in the ownership of firms, from public to private, make a difference?
Bertero, Elisabetta
Fa differenza il cambiamento dell'assetto proprietario, da pubblico a privati?
Bertero, Elisabetta
Restructuring financial systems in transition and developing economies: an approach based on the French financial system.
Bertero, Elisabetta
The banking system, financial markets, and capital structure: some new evidence from France.
Bertero, Elisabetta
An international economic perspective on the results of the 2001 Italian elections.
Bertero, Elisabetta
Structure and performance: global interdependence of stock markets around the crash of October 1987.
Bertero, Elisabetta and Mayer, Colin
Does a switch of budget regimes affect investment and managerial discretion of state-owned enterprises?: evidence from Italian firms.
Bertero, Elisabetta and Rondi, Laura
Financial pressure and the behaviour of public enterprises under soft and hard budget constraints: evidence from Italian panel data.
Bertero, Elisabetta and Rondi, Laura
Hardening a soft budget constraint through "upward devolution" to a supranational institution: the case of the European Union and Italian state-owned firms.
Bertero, Elisabetta and Rondi, Laura
Investment, cash flow and managerial discretion in state-owned firms: evidence across soft and hard budget constraints.
Bertero, Elisabetta and Rondi, Laura
Introduction to mutual funds.
Bhattacharya, Sudipto
The economics of bank regulation.
Bhattacharya, Sudipto and Boot, A. and Thakor, Anjan V.
Securitized banking, asymmetric information, and financial crisis:regulating systemic risk away.
Bhattacharya, Sudipto and Chabakauri, Georgy and Nyborg, Kjell
picture_as_pdf
Securitized lending, asymmetric information, and financial crisis.
Bhattacharya, Sudipto and Chabakauri, Georgy and Nyborg, Kjell G.
Incentives in funds management: a literature overview.
Bhattacharya, Sudipto and Dasgupta, Amil and Prat, Andrea
Financial intermediation versus stock markets in a dynamic intertemporal model.
Bhattacharya, Sudipto and Fulghieri, P. and Rovelli, R.
Dynamic banking: a reconsideration.
Bhattacharya, Sudipto and Jorge-Padilla, A.
Insider trading, investment and liquidity:a welfare analysis.
Bhattacharya, Sudipto and Nicodano, Giovanna
Bank capital regulation with random audits.
Bhattacharya, Sudipto and Plank, Manfred and Strobl, Gunter and Zechner, Josef
Contemporary banking theory.
Bhattacharya, Sudipto and Thakor, Anjan V.
Margin trading and leverage management.
Bian, Jiangze and Da, Zhi and He, Zhiguo and Lou, Dong and Shue, Kelly and Zhou, Hao
picture_as_pdf
The drivers and implications of retail margin trading.
Bian, Jiangze and Da, Zhi and He, Zhiguo and Lou, Dong and Shue, Kelly and Zhou, Hao
picture_as_pdf
The dynamics of expected returns:evidence from multi-scale time series modelling.
Bianchi, Daniele and Tamoni, Andrea
picture_as_pdf
Monetary policy regimes and the term structure of interest rates.
Bikbov, Ruslan and Chernov, Mikhail
No-arbitrage macroeconomic determinants of the yield curve.
Bikbov, Ruslan and Chernov, Mikhail
Unspanned stochastic volatility in affine models: evidence from Eurodollar futures and options.
Bikbov, Ruslan and Chernov, Mikhail
Yield curve and volatility: lessons from Eurodollar futures and options.
Bikbov, Ruslan and Chernov, Mikhail
Performance of covered calls.
Board, John and Sutcliffe, C. and Patrinos, E.
Bank resolution and the structure of global banks.
Bolton, Patrick and Oehmke, Martin
picture_as_pdf
Bank resolution and the structure of global banks.
Bolton, Patrick and Oehmke, Martin
picture_as_pdf
Should derivatives be privileged in bankruptcy?
Bolton, Patrick and Oehmke, Martin
Buying high and selling low:stock repurchases and persistent asymmetric information.
Bond, Philip and Zhong, Hongda
Risk models-at-risk.
Boucher, Christophe M. and Danielsson, Jon and Kouontchou, Patrick S. and Maillet, Bertrand B.
Risk models–at–risk.
Boucher, Christophe M. and Danielsson, Jon and Kouontchou, Patrick S. and Maillet, Bertrand B.
Robust forecasting of dynamic conditional correlation GARCH models.
Boudt, Kris and Danielsson, Jon and Laurent, Sebastien
How do crises spread? Evidence from accessible and inaccessible stock indices.
Boyer, Brian H. and Kumagai, Timoni and Yuan, Kathy
Wolf pack activism.
Brav, Alon and Dasgupta, Amil and Mathews, Richmond
picture_as_pdf
Wolf pack activism.
Brav, Alon and Dasgupta, Amil and Mathews, Richmond D.
picture_as_pdf
Geography, non-homotheticity, and industrialization: a quantitative analysis.
Breinlich, Holger and Cuñat, Alejandro
Human capital and international portfolio diversification: a reappraisal.
Bretscher, Lorenzo and Julliard, Christian and Rosa, Carlo
Human capital and international portfolio diversification:a reappraisal.
Bretscher, Lorenzo and Julliard, Christian and Rosa, Carlo
picture_as_pdf
Model specification and risk premia: evidence from futures options.
Broadie, Mark and Chernov, Mikhail and Johannes, Michael
Understanding index option returns.
Broadie, Mark and Chernov, Mikhail and Johannes, Michael
Optimal debt and equity values in the presence of chapter 7 and chapter 11.
Broadie, Mark and Chernov, Mikhail and Sundaresan, Suresh
The sovereign-bank diabolic loop and ESBies.
Brunnermeier, Markus K and Garicano, Luis and Lane, Philip R. and Pagano, Marco and Reis, Ricardo and Santos, Tano and Thesmar, David and Van Nieuwerburgh, Stijn and Vayanos, Dimitri
The sovereign-bank diabolic loop and ESBies.
Brunnermeier, Markus K. and Garicano, Luis and Lane, Philip R. and Pagano, Marco and Reis, Ricardo and Santos, Tano and Thesmar, David and Nieuwerburgh, Stijn Van and Vayanos, Dimitri
ESBies:safety in the tranches.
Brunnermeier, Markus K. and Langfield, Sam and Pagano, Marco and Reis, Ricardo and Van Nieuwerburgh, Stijn and Vayanos, Dimitri
Predatory short selling.
Brunnermeier, Markus K. and Oehmke, Martin
Bayesian solutions for the factor zoo:we just ran two quadrillion models.
Bryzgalova, Svetlana and Huang, Jiantao and Julliard, Christian
picture_as_pdf
Bayesian solutions for the factor zoo:we just ran two quadrillion models.
Bryzgalova, Svetlana and Huang, Jiantao and Julliard, Christian
picture_as_pdf
Consumption in asset returns.
Bryzgalova, Svetlana and Huang, Jiantao and Julliard, Christian
picture_as_pdf
Consumption in asset returns.
Bryzgalova, Svetlana and Julliard, Christian
Asset management contracts and equilibrium prices.
Buffa, Andrea and Vayanos, Dimitri and Woolley, Paul
picture_as_pdf
Asset management contracts and equilibrium prices.
Buffa, Andrea M. and Vayanos, Dimitri and Woolley, Paul
picture_as_pdf
Lessons from the global financial crisis for regulators and supervisors.
Buiter, Willem H.
picture_as_pdf
Does labor composition impact the transmission of monetary policy to output?
Bujunoori, Raja Reddy and Mannil, Nithin and Tantri, Prasanna
picture_as_pdf
Economic uncertainty, disagreement, and credit markets.
Buraschi, Andrea and Trojani, Fabio and Vedolin, Andrea
When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia.
Buraschi, Andrea and Trojani, Fabio and Vedolin, Andrea
When uncertainty blows in the orchard::comovement and equilibrium volatility risk premia.
Buraschi, Andrea and Trojani, Fabio and Vedolin, Andrea
Initial shareholdings and overbidding in takeover contests.
Burkart, Mike
Activist funds, leverage, and procyclicality.
Burkart, Mike and Dasgupta, Amil
Activist funds, leverage, and procyclicality.
Burkart, Mike and Dasgupta, Amil
picture_as_pdf
In-kind finance: a theory of trade credit.
Burkart, Mike and Ellingsen, Tore
Legal investor protection and takeovers.
Burkart, Mike and Gromb, Denis and Mueller, Holger M and Panunzi, Fausto
Agency conflicts in public and negotiated transfers of corporate control.
Burkart, Mike and Gromb, Denis and Panunzi, Fausto
Large shareholders, monitoring, and the value of the firm.
Burkart, Mike and Gromb, Denis and Panunzi, Fausto
Minority blocks and takeover premia.
Burkart, Mike and Gromb, Denis and Panunzi, Fausto
Why higher takeover premia protect minority shareholders.
Burkart, Mike and Gromb, Denis and Panunzi, Fausto
Activism and takeovers.
Burkart, Mike and Lee, Samuel
picture_as_pdf
One share - one vote: the theory.
Burkart, Mike and Lee, Samuel
Signalling in tender offer games.
Burkart, Mike and Lee, Samuel
picture_as_pdf
Signalling to dispersed shareholders and corporate control.
Burkart, Mike and Lee, Samuel
Smart buyers.
Burkart, Mike and Lee, Samuel
Smart buyers.
Burkart, Mike and Lee, Samuel
picture_as_pdf
Agency conflicts, ownership concentration, and legal shareholder protection.
Burkart, Mike and Panunzi, Fausto
Mandatory bids, squeeze-out, sell-out and the dynamics of the tender offer process.
Burkart, Mike and Panunzi, Fausto
Takeovers.
Burkart, Mike and Panunzi, Fausto
Family firms.
Burkart, Mike and Panunzi, Fausto and Shleifer, Andrei
Performance pay, CEO dismissal, and the dual role of takeovers.
Burkart, Mike and Raff, Konrad
Performance pay, CEO dismissal, and the dual role of takeovers.
Burkart, Mike and Raff, Konrad
picture_as_pdf
Club enlargement:early versus late admittance.
Burkart, Mike and Wallner, Klaus
picture_as_pdf
Equity issuance methods and dilution.
Burkart, Mike and Zhong, Hongda
picture_as_pdf
Why do boards exist? Governance design in the absence of corporate law.
Burkart, Mike and Miglietta, Salvatore and Ostergaard, Charlotte
picture_as_pdf
How do frictions affect corporate investment?: a structural approach.
Bustamante, Maria Cecilia
Intra-industry competition informs stock markets investment decisions.
Bustamante, Maria Cecilia
Strategic investment and industry risk dynamics.
Bustamante, Maria Cecilia
Strategic investment, industry concentration and the cross section of returns.
Bustamante, Maria Cecilia
What do frictions mean for Q-theory testing?
Bustamante, Maria Cecilia
The dynamics of going public.
Bustamante, Maria Cecilia
Product market competition and industry returns.
Bustamante, Maria Cecilia and Donangelo, Andres
Product market competition and industry returns.
Bustamante, Maria Cecilia and Donangelo, Andrés
picture_as_pdf
C
Financing constraints and fixed-term employment contracts.
Caggese, Andrea and Cuñat, Vicente
Financing constraints, firm dynamics, export decisions, and aggregate productivity.
Caggese, Andrea and Cuñat, Vicente
picture_as_pdf
Financing constraints, firm dynamics, export decisions, and aggregate productivity.
Caggese, Andrea and Cuñat, Vicente
Firing the wrong workers: financing constraints and labor misallocation.
Caggese, Andrea and Cuñat, Vicente and Metzger, Daniel
Credit rating and competition.
Camanho-Da-Costa-Neto, Nelson and Deb, Pragyan and Liu, Zijun
picture_as_pdf
Intergenerational risksharing and equilibrium asset prices.
Cambell, John Y. and Nosbusch, Yves
Sustainability in a risky world.
Campbell, John and Martin, Ian
picture_as_pdf
Hard times.
Campbell, John Y. and Giglio, Stefano and Polk, Christopher
Hard times.
Campbell, John Y. and Giglio, Stefano and Polk, Christopher
An intertemporal CAPM with stochastic volatility.
Campbell, John Y. and Giglio, Stefano and Polk, Christopher
Sustainability in a risky world.
Campbell, John Y. and Martin, Ian W. R.
picture_as_pdf
Growth or glamour?: fundamentals and systematic risk in stock returns.
Campbell, John Y. and Polk, Christopher and Vuolteenaho, Tuomo
An Intertemporal CAPM with stochastic volatility.
Campbell, John Y. and Giglio, Stefano and Polk, Christopher and Turley, Robert
Efficient estimation of general dynamic models with a continuum of moment conditions.
Carrasco, M. and Chernov, Mikhail and Florens, Jean-Pierre and Ghysels, E.
Asset pricing with heterogeneous investors and portfolio constraints.
Chabakauri, Georgy
Asset pricing with heterogeneous investors and portfolio constraints.
Chabakauri, Georgy
picture_as_pdf
Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors.
Chabakauri, Georgy
Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors.
Chabakauri, Georgy
picture_as_pdf
Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints.
Chabakauri, Georgy
Collateral constraints and asset prices.
Chabakauri, Georgy and Han, Brandon
picture_as_pdf
Asset pricing with index investing.
Chabakauri, Georgy and Rytchkov, Oleg
Asset pricing with index investing.
Chabakauri, Georgy and Rytchkov, Oleg
picture_as_pdf
Multi-asset noisy rational expectations equilibrium with contingent claims.
Chabakauri, Georgy and Yuan, Kathy and Zachariadis, Konstantinos
Multi-asset noisy rational expectations equilibrium with contingent claims.
Chabakauri, Georgy and Yuan, Kathy and Zachariadis, Konstantinos
Multi-asset noisy rational expectations equilibrium with contingent claims.
Chabakauri, Georgy and Yuan, Kathy and Zachariadis, Kostas
picture_as_pdf
Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints.
Chabakauri, Georgy
Trading ahead of Barbarians’ arrival at the gate:insider trading on non-inside information.
Chabakauri, Georgy
picture_as_pdf
Asset pricing with index investing.
Chabakauri, Georgy and Rytchkov, Oleg
picture_as_pdf
Collateral constraints and asset prices.
Chabakauri, Georgy and Yueyang Han, Brandon
picture_as_pdf
Ripples into waves:trade networks, economic activity, and asset prices.
Chang, Jeffery (Jinfan) and Du, Huancheng and Lou, Dong and Polk, Christopher
picture_as_pdf
Memory moves markets.
Charles, Constantin
picture_as_pdf
Insensitive investors.
Charles, Constantin and Frydman, Cary and Kilic, Mete
picture_as_pdf
Strong-form efficiency with monopolistic insiders.
Chau, Minh and Vayanos, Dimitri
Detecting the influence of the Chinese guiding cases:a text reuse approach.
Chen, Benjamin M. and Li, Zhiyu and Cai, David and Ash, Elliott
picture_as_pdf
Heterogeneous impacts of multiple climate policies on the Chinese stock market.
Chen, Deyang and Zeng, Zheyu and Chen, Yunyue
Industry window dressing.
Chen, Huaizhi and Cohen, Lauren and Lou, Dong
Industry window dressing.
Chen, Huaizhi and Cohen, Lauren and Lou, Dong
picture_as_pdf
An estimation of economic models with recursive preferences.
Chen, Xiaohong and Favilukis, Jack and Ludvigson, Sydney C.
Chinese debt capital markets:an emerging global market with Chinese characteristics.
Chen, Xuebin and Anderson, Ronald
IQ from IP:simplifying search in portfolio choice.
Chen, Huaizhi and Cohen, Lauren and Gurun, Umit and Lou, Dong and Malloy, Christopher
picture_as_pdf
Alternative models for stock price dynamics.
Chernov, Mikhail
Empirical reverse engineering of the pricing kernel.
Chernov, Mikhail
On the role of risk premia in volatility forecasting.
Chernov, Mikhail
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation.
Chernov, Mikhail and Ghysels, Eric
CDS auctions.
Chernov, Mikhail and Gorbenko, Alexander and Makarov, Igor
picture_as_pdf
CDS auctions.
Chernov, Mikhail and Gorbenko, Alexander S. and Makarov, Igor
The term structure of inflation expectations.
Chernov, Mikhail and Mueller, Philippe
Turning alphas into betas:arbitrage and the cross-section of risk.
Cho, Thummim
picture_as_pdf
Scale or yield? A present-value identity.
Cho, Thummim and Kremens, Lukas and Lee, Dongryeol and Polk, Christopher
picture_as_pdf
Putting the price in asset pricing.
Cho, Thummim and Polk, Christopher
picture_as_pdf
Turning alphas into betas:arbitrage and endogenous risk.
Cho, Thummim
picture_as_pdf
The effect of superstar firms on college major choice.
Choi, Darwin and Lou, Dong and Mukherjee, Abhiroop
picture_as_pdf
Bond variance risk premiums.
Choi, Hoyong and Mueller, Philippe and Vedolin, Andrea
Bond funds and credit risk.
Choi, Jaewon and Dasgupta, Amil and Oh, Ji
picture_as_pdf
Superstar firms and college major choice.
Choi, Darwin and Lou, Dong and Mukherjee, Abhiroop
picture_as_pdf
Averting financial crisis.
Chwieroth, Jeffrey and Danielsson, Jon
Political challenges of the macroprudential agenda.
Chwieroth, Jeffrey and Danielsson, Jon
Aging in place, housing maintenance and reverse mortgages.
Cocco, Joao F. and Lopes, Paula
picture_as_pdf
Evidence on expectations of household finances.
Cocco, João F. and Gomes, Francisco and Lopes, Paula
picture_as_pdf
International portfolio diversification is better than you think.
Coeurdacier, Nicolas and Guibaud, Stéphane
Complicated firms.
Cohen, Lauren and Lou, Dong
Complicated firms.
Cohen, Lauren and Lou, Dong
picture_as_pdf
Casting conference calls.
Cohen, Lauren and Lou, Dong and Malloy, Christopher
picture_as_pdf
The price is (almost) right.
Cohen, Randolph B. and Polk, Christopher and Vuolteenaho, Tuomo
The value spread.
Cohen, Randolph B. and Polk, Christopher and Vuolteenaho, Tuomo
Information linkages and correlated trading.
Colla, Paolo and Mele, Antonio
Macroeconomic determinants of stock volatility and volatility premiums.
Corradi, Valentina and Distaso, Walter and Mele, Antonio
Biased managers, organizational design, and incentive provision.
Costa, Cristiano M. and Ferreira, Daniel and Moreira, Humberto
Globalization and growth in the twentieth century.
Crafts, Nicholas
Bank presence and health.
Cramer, Kim Fe
picture_as_pdf
Peer effects in deposit markets.
Cramer, Kim Fe and Koont, Naz
picture_as_pdf
Why it doesn't make sense to hold bonds.
Csullag, Balazs and Danielsson, Jon and Macrae, Robert
On the (Ir)relevancy of value-at-risk regulation.
Cumperayot, Phornchanok J. and Danielsson, Jon and Jorgensen, Bjorn N. and Vries, Casper G.
Book review: why some firms thrive while others fail: governance and management lessons from the crisis. By Thomas S.Stanton. Oxford University Press, New York. xii + 278 pp. Hbk £30.00.
Cuñat, Vicente
Determinantes del plazo de endeudamiento de las empresas españolas.
Cuñat, Vicente
Trade credit: suppliers as debt collectors and insurance providers.
Cuñat, Vicente
Trade credit:suppliers as debt collectors and insurance providers.
Cuñat, Vicente
The reform of the Spanish labour market is politically costly, and will only bring minor economic changes.
Cuñat, Vicente
Corporate governance and value: evidence from “close calls” on shareholder governance proposals.
Cuñat, Vicente and Gine, Mireia and Guadalupe, Maria
The vote is cast: the effect of corporate governance on shareholder value.
Cuñat, Vicente and Gine, Mireia and Guadalupe, Maria
The vote is cast: the effect of corporate governance on shareholder value.
Cuñat, Vicente and Gine, Mireia and Guadalupe, Maria
Price and probability:decomposing the takeover effects of anti-takeover provisions.
Cuñat, Vicente and Giné, Mireia and Guadalupe, Maria
picture_as_pdf
Say pays! Shareholder voice and firm performance.
Cuñat, Vicente and Giné, Mireia and Guadalupe, Maria
Say pays! Shareholder voice and firm performance.
Cuñat, Vicente and Giné, Mireia and Guadalupe, Maria
The vote is cast:the effect of corporate governance on shareholder value.
Cuñat, Vicente and Giné, Mireia and Guadalupe, Maria
picture_as_pdf
Shocks to the cost of borrowing and capital structure.
Cuñat, Vicente and Gonzalez-Iturriaga, Claudio
Executive compensation and competition in the banking and financial sectors.
Cuñat, Vicente and Guadalupe, Maria
Globalization and the provision of incentives inside the firm: the effect of foreign competition.
Cuñat, Vicente and Guadalupe, Maria
How does product market competition shape incentive contracts?
Cuñat, Vicente and Guadalupe, Maria
Managerial response to shareholder empowerment:evidence from majority- voting legislation changes.
Cuñat, Vicente and Lu, Yiqing and Wu, Hong
picture_as_pdf
Managerial response to shareholder empowerment:evidence from majority-voting legislation changes.
Cuñat, Vicente and Lu, Yiqing and Wu, Hong
picture_as_pdf
Managerial response to shareholder empowerment:evidence from majority-voting legislation changes.
Cuñat, Vicente
Within-bank spillovers of real estate shocks.
Cuñat, Vicente and Cvijanovic, Dragana and Yuan, Kathy
Timing complex news to target attention.
Cuñat, Vicente and Xu, Moqi
picture_as_pdf
Ties that bind:how business connections affect mutual fund activism.
Cvijanovic, Dragana and Dasgupta, Amil and Zachariadis, Konstantinos
picture_as_pdf
The Wall Street stampede:exit as governance with interacting blockholders.
Cvijanovic, Dragana and Dasgupta, Amil and Zachariadis, Konstantinos
picture_as_pdf
Some mutual funds do business with firms whose shares they own.
Cvijanovic, Dragana and Dasgupta, Amil and Zachariadis, Konstantinos E.
New in town: demographics, immigration, and the price of real estate.
Cvijanovic, Dragana and Favilukis, Jack and Polk, Christopher
Ties that bind: how business connections affect mutual fund activism.
Cvijanović, Dragana and Dasgupta, Amil and Zachariadis, Konstantinos
The wall street stampede:exit as governance with interacting blockholders.
Cvijanović, Dragana and Dasgupta, Amil and Zachariadis, Konstantinos
picture_as_pdf
Informed trading in government bond markets.
Czech, Robert and Huang, Shiyang and Lou, Dong and Wang, Tianyu
picture_as_pdf
Informed trading in government bond markets.
Czech, Robert and Huang, Shiyang and Lou, Dong and Wang, Tianyu
picture_as_pdf
The market for CEOs.
Cziraki, Peter and Jenter, Dirk
picture_as_pdf
CEO job security and risk-taking.
Cziraki, Peter and Xu, Moqi
picture_as_pdf
CEO turnover and volatility under long-term employment contracts.
Cziraki, Peter and Xu, Moqi
picture_as_pdf
D
Blame the models.
Danielsson, Jon
Cryptocurrencies:policy, economics and fairness.
Danielsson, Jon
picture_as_pdf
European leaders have let their own hubris dominate their response to the Greek crisis. A total bailout of Greece would only cost the European Union 2 per cent of its GDP.
Danielsson, Jon
Financial risk forecasting: the theory and practice of forecasting market risk with implementation in R and Matlab.
Danielsson, Jon
Global financial systems: stability and risk.
Danielsson, Jon
Iceland, Greece and political hectoring.
Danielsson, Jon
Iceland’s post-Crisis economy: A myth or a miracle?
Danielsson, Jon
Post-crisis banking regulation:evolution of economic thinking as it happened on Vox.
Danielsson, Jon
What the Swiss FX shock says about risk models.
Danielsson, Jon
The case against aggressive government action on crypto.
Danielsson, Jon
picture_as_pdf
The emperor has no clothes: limits to risk modelling.
Danielsson, Jon
The new market-risk regulations.
Danielsson, Jon
Post-crisis banking regulation: evolution of economic thinking as it happened on Vox.
Danielsson, Jon and Bair, Sheila and Shin, Hyun Song and Borio, Claudio and Ratnovski, Lev and Boot, Arnoud and Goodhart, Charles and Zamil, Raihan and Hagendorff, Jens and Vallascas, Francesco and Gersbach, Hans and Calomiris, Charles W. and Persaud, Avinash and Atkinson, Paul E. and Blundell-Wignall, Adrian and Schmitz, Stefan W. and Laeven, Luc and Levine, Ross and Hoshi, Takeo and Bremus, Franziska and Buch, Claudia M. and Russ, Katheryn and Schnitzer, Monika and Cabellero, Ricardo and Claessens, Stijn and Pozsar, Zoltan and Singh, Manmohan and Čihák, Martin and Nier, Erlend W. and Igan, Deniz and Mishra, Prachi and Tressel, Thierry and Perotti, Enrico and Spagnolo, Giancarlo
Tail index estimation:quantile driven threshold selection.
Danielsson, Jon and Ergun, Lerby M. and Haan, Laurens de and Vries, Casper G. de
Cyber risk as systemic risk.
Danielsson, Jon and Fouché, Morgane and Macrae, Robert
The macro-micro conflict.
Danielsson, Jon and Fouché, Morgane and Macrae, Robert
Risk landscape:review 2020 & preview 2021.
Danielsson, Jon and Giger, Peter and Joshi, Mohit and Lordan, Grace and Sanghvi, Sneha and Siddiqi, Lutfey
Sanctions, war, and systemic risk in 1914 and 2022.
Danielsson, Jon and Goodhart, C. A. E. and Macrae, Robert
The inter-temporal nature of risk.
Danielsson, Jon and Goodhart, Charles
Can we prove a bank guilty of creating systemic risk? A minority report.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Can we prove a bank guilty of creating systemic risk? A minority report.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Can we prove a bank guilty of creating systemic risk? A minority report.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
picture_as_pdf
Dealing with systematic risk when we measure it badly.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Model risk and the implications for risk management, macroprudential policy, and financial regulations.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Model risk of risk models.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Model risk of risk models.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
Model risk of systemic risk models.
Danielsson, Jon and James, Kevin R. and Valenzuela, Marcela and Zer, Ilknur
The value of value at risk: statistical, financial, and regulatory considerations summary of presentation.
Danielsson, Jon and Jorgensen, Bjorn N. and De Vries, Casper G.
Fat tails, VaR and subadditivity.
Danielsson, Jon and Jorgensen, Bjorn N. and Samorodnitsky, Gennady and Sarma, Mandira and de Vries, Casper G.
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation.
Danielsson, Jon and Jorgensen, Bjorn N. and Vries, Casper G. and Yang, Xiaoguang
Incentives for effective risk management.
Danielsson, Jon and Jorgensen, Bjorn N. and de Vries, Casper G.
Solvency II: three principles to respect.
Danielsson, Jon and Koijen, Ralph S.J. and Laeven, Roger and Perotti, Enrico
Why Iceland can now remove capital controls.
Danielsson, Jon and Kristjánsdóttir, Ásdís
Exchange rate determination and inter–market order flow effects.
Danielsson, Jon and Luo, Jinhui and Payne, Richard
Exchange rate determination and inter–market order flow effects.
Danielsson, Jon and Luo, Jinhui and Payne, Richard
The fatal flaw in macropru: it ignores political risk.
Danielsson, Jon and Macrae, Robert
Lessons from the collapse of Silicon Valley Bank.
Danielsson, Jon and Macrae, Robert and Tchouparov, Nikola
picture_as_pdf
Why macropru can end up being procyclical.
Danielsson, Jon and Macrae, Robert and Tsomocos, Dimitrios P. and Zigrand, Jean-Pierre
Artificial intelligence and systemic risk.
Danielsson, Jon and Macrae, Robert and Uthemann, Andreas
picture_as_pdf
The coronavirus crisis is no 2008.
Danielsson, Jon and Macrae, Robert and Vayanos, Dimitri and Zigrand, Jean-Pierre
On the financial market consequences of Brexit.
Danielsson, Jon and Macrae, Robert and Zigrand, Jean-Pierre
Europe’s proposed capital markets union: disruption will drive investment and innovation.
Danielsson, Jon and Micheler, Eva and Neugebauer, Katja and Uthemann, Andreas and Zigrand, Jean-Pierre
Market resilience.
Danielsson, Jon and Panayi, Efstathios and Peters, Gareth and Zigrand, Jean-Pierre
picture_as_pdf
Real trading patterns and prices in spot inter-dealer foreign exchange markets.
Danielsson, Jon and Payne, R.
Real trading patterns and prices in spot foreign exchange markets.
Danielsson, Jon and Payne, Richard
picture_as_pdf
On the impact of fundamentals, liquidity, and coordination on market stability.
Danielsson, Jon and Peñaranda, Francisco
Liquidity determination in an order driven market.
Danielsson, Jon and Pyne, Richard
Asset price dynamics with value-at-risk constrained traders.
Danielsson, Jon and Shin, Hyun Song and Zigrand, Jean-Pierre
picture_as_pdf
The impact of risk regulation on price dynamics.
Danielsson, Jon and Shin, Hyun Song and Zigrand, Jean-Pierre
Balance sheet capacity and endogenous risk.
Danielsson, Jon and Song Shin, Hyun and Zigrand, Jean-Pierre
Endogenous and systemic risk.
Danielsson, Jon and Song Shin, Hyun and Zigrand, Jean-Pierre
Endogenous extreme events and the dual role of prices.
Danielsson, Jon and Song Shin, Hyun and Zigrand, Jean-Pierre
Everybody right, everybody wrong: plural rationalities in macroprudential regulation.
Danielsson, Jon and Tsanakas, Andreas
Financial volatility and economic growth, 1870-2016.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
picture_as_pdf
Learning from history:volatility and financial crises.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
picture_as_pdf
Low volatility makes a financial crisis more likely.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
Volatility, financial crises and Minsky's hypothesis.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
The impact of risk cycles on business cycles:a historical view.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
picture_as_pdf
Value-at-risk and extreme returns.
Danielsson, Jon and Vries, C. G. de
Beyond the sample:extreme quantile and probability estimation.
Danielsson, Jon and Vries, Casper
picture_as_pdf
Value-at-risk and extreme returns.
Danielsson, Jon and Vries, Casper
picture_as_pdf
Why risk is hard to measure.
Danielsson, Jon and Zhou, Chen
Are asset managers systemically important?
Danielsson, Jon and Zigrand, Jean-Pierre
Equilibrium asset pricing with systemic risk.
Danielsson, Jon and Zigrand, Jean-Pierre
Regulating hedge funds.
Danielsson, Jon and Zigrand, Jean-Pierre
A proposed research and policy agenda for systemic risk.
Danielsson, Jon and Zigrand, Jean-Pierre
Using a bootstrap method to choose the sample fraction in tail index estimation.
Danielsson, Jon and de Haan, L. and Peng, L. and de Vries, C. G.
Fat tails, VaR and subadditivity.
Danielsson, Jon and de Vries, Casper G. and Jorgensen, Bjorn and Samorodnitsky, Gennady and Mandira, Sarma
Learning from history:volatility and financial crises.
Danielsson, Jon and Valenzuela, Marcela and Zer, Ilknur
picture_as_pdf
Information asymmetries, volatility, liquidity and the Tobin Tax.
Danilova, Albina and Julliard, Christian
picture_as_pdf
Regionality revisited:an examination of the direction of spread of currency crises.
Dasgupta, Amil and Leon-Gonzalez, Roberto and Shortland, Anja
Delegation chains.
Dasgupta, Amil and Maug, Ernst
picture_as_pdf
The Wall Street walk when blockholders compete for flows.
Dasgupta, Amil and Piacentino, Giorgia
The Wall Street walk when blockholders compete for flows.
Dasgupta, Amil and Piacentino, Giorgia
picture_as_pdf
Information aggregation in financial markets with career concerns.
Dasgupta, Amil and Prat, Andrea
Institutional trade persistence and long-term equity returns.
Dasgupta, Amil and Prat, Andrea and Verardo, Michela
Institutional trade persistence and long-term equity returns.
Dasgupta, Amil and Prat, Andrea and Verardo, Michela
picture_as_pdf
The price impact of institutional herding.
Dasgupta, Amil and Prat, Andrea and Verardo, Michela
The price impact of institutional herding.
Dasgupta, Amil and Prat, Andrea and Verardo, Michela
picture_as_pdf
Managers as administrators: reputation and incentives.
Dasgupta, Amil and Sarafidis, Yianis
Dynamic coordination with individual learning.
Dasgupta, Amil and Steiner, Jakub and Stewart, Colin
Delegated activism and disclosure.
Dasgupta, Amil and Zachariadis, Konstantinos
Competition for flow and and short-termism in activism.
Dasgupta, Amil and Burkart, Mike
picture_as_pdf
Institutional investors and corporate governance.
Dasgupta, Amil and Fos, Vyacheslav and Sautner, Zacharias
picture_as_pdf
Generalisation of code division multiple access systems and derivation of new bounds for the sum capacity.
Dashmiz, Shayan and Moharrami, Mehrdad and Marvasti, Farokh and Moazeni, Sajjad and Takapoui, Mohammad Reza and Abolhasani, Melika
The inner workings of the board:evidence from emerging markets.
De Hass, Ralph and Ferreira, Daniel and Kirchmaier, Thomas
picture_as_pdf
Measuring the welfare cost of asymmetric information in consumer credit markets.
DeFusco, Anthony A. and Tang, Huan and Yannelis, Constantine
picture_as_pdf
Network risk and key players:a structural analysis of interbank liquidity.
Denbee, Edward and Julliard, Christian and Yepremyan, Liana and Yuan, Kathy
picture_as_pdf
Network risk and key players:a structural analysis of interbank liquidity.
Denbee, Edward and Julliard, Christian and Li, Ye and Yuan, Kathy
picture_as_pdf
Price discovery in a continuous-time setting.
Dias, Gustavo F. and Fernandes, Marcelo and Scherrer, Cristina M.
Do sovereign bonds benefit corporate bonds in emerging markets?
Dittmar, Robert F. and Yuan, Kathy
What Donald Trump could do to ‘make America great again’ without destroying free trade.
Djankov, Simeon
Measuring bias in consumer lending.
Dobbie, Will and Liberman, Andres and Paravisini, Daniel and Pathania, Vikram S.
picture_as_pdf
Informed trading, investment, and welfare.
Dow, James and Rahi, Rohit
picture_as_pdf
Should speculators be taxed?
Dow, James and Rahi, Rohit
picture_as_pdf
Bargaining and sharing iInnovative knowledge.
d'Aspremont, Claude and Bhattacharya, Sudipto and Gerard-Varet, Loius-André
Advantageous selection in insurance markets.
de Meza, David and Webb, David C.
Does credit rationing imply insufficient lending?
de Meza, David and Webb, David C.
Efficent credit rationing.
de Meza, David and Webb, David C.
Risk, asymmetric information and capital market failure.
de Meza, David and Webb, David C.
Wealth, enterprise and credit policy.
de Meza, David and Webb, David C.
The role of interest rate taxes in credit markets with divisible projects and asymmetric information.
de Meza, David and Webb, David C.
E
Executive compensation:a survey of theory and evidence.
Edmans, Alex and Gabaix, Xavier and Jenter, Dirk
picture_as_pdf
Executive compensation:a survey of theory and evidence.
Edmans, Alex and Gabaix, Xavier and Jenter, Dirk
picture_as_pdf
CEO compensation:evidence from the field.
Edmans, Alex and Gosling, Tom and Jenter, Dirk
picture_as_pdf
CEO compensation:evidence from the field.
Edmans, Alex and Gosling, Tom and Jenter, Dirk
picture_as_pdf
Strategic news releases in equity vesting months.
Edmans, Alex and Goncalves-Pinto, Luis and Groen-Xu, Moqi and Wang, Yanbo
Employment and wage insurance within firms:worldwide evidence.
Ellul, Andrew and Pagano, Marco and Schivardi, Fabiano
picture_as_pdf
What good is a volatility model?
Engle, R. F. and Patton, Andrew J.
Financial markets where traders neglect the informational content of prices.
Eyster, Erik and Rabin, Matthew and Vayanos, Dimitri
picture_as_pdf
Financial markets where traders neglect the informational content of prices.
Eyster, Erik and Rabin, Matthew and Vayanos, Dimitri
F
Cleansing by tight credit:rational cycles and endogenous lending standards.
Farboodi, Maryam and Kondor, Peter
picture_as_pdf
Heterogeneous global cycles.
Farboodi, Maryam and Kondor, Peter
picture_as_pdf
Cleansing by tight credit:rational cycles and endogenous lending standards.
Farboodi, Maryam and Kondor, Peter
picture_as_pdf
Heterogeneous global booms and busts.
Farboodi, Maryam and Kondor, Peter
picture_as_pdf
Saving and investing for early retirement: a theoretical analysis.
Farhi, Emmanuel and Panageas, Stavros
Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns.
Favero, Carlo A. and Gozluklu, Arie E. and Tamoni, Andrea
Implications of return predictability for consumption dynamics and asset pricing.
Favero, Carlo A. and Ortu, Fulvio and Tamoni, Andrea and Yang, Haoxi
picture_as_pdf
Inequality, stock market participation, and the equity premium.
Favilukis, Jack
International capital flows and house prices: theory and evidence.
Favilukis, Jack
Long run productivity risk and aggregate investment.
Favilukis, Jack and Lin, Xiaoji
Micro frictions, asset pricing, and aggregate implications.
Favilukis, Jack and Lin, Xiaoji
Micro frictions, asset pricing, and aggregate implications.
Favilukis, Jack and Lin, Xiaoji
picture_as_pdf
Wage rigidity: a solution to several asset pricing puzzles.
Favilukis, Jack and Lin, Xiaoji
An algorithm to solve heterogenous agent models with aggregate uncertainty.
Favilukis, Jack and Ludvigson, Sydney C. and Lynch, Anthony and Sargent, Thomas J. and Van Nieuwerburgh, Stijn
Foreign ownership of U.S. safe assets: good or bad?
Favilukis, Jack and Ludvigson, Sydney C. and Van Nieuwerburgh, Stijn
The macroeconomic effects of housing wealth, housing finance, and limited risk-sharing in general equilibrium.
Favilukis, Jack and Ludvigson, Sydney C. and Van Nieuwerburgh, Stijn
Greek prime ministers in the eye of the storm:crisis management and institutional change.
Featherstone, Kevin and Papadimitriou, Dimitris
Prime Ministers in the Eye of the Storm:crisis management and institutional change in Greece.
Featherstone, Kevin and Papadimitriou, Dimitris
Introduction.
Featherstone, Kevin and Papadimitriou, Dimitris
picture_as_pdf
Price discovery in dual‐class shares across multiple markets.
Fernandes, Marcelo and Scherrer, Cristina M.
Board diversity:should we trust research to inform policy?
Ferreira, Daniel
Board structure and price informativeness.
Ferreira, Daniel and Ferreira, Miguel A. and Raposo, Clara C.
Shareholder empowerment and bank bailouts.
Ferreira, Daniel and Kershaw, David and Kirchmaier, Thomas and Schuster, Edmund-Philipp
Shareholder empowerment and bank bailouts.
Ferreira, Daniel and Kershaw, David and Kirchmaier, Tom and Schuster, Edmund-Philipp
picture_as_pdf
Corporate boards in Europe: size, independence and genderdiversity.
Ferreira, Daniel and Kirchmaier, Thomas
Boards of banks.
Ferreira, Daniel and Kirchmaier, Tom and Metzger, Daniel
picture_as_pdf
Board of banks.
Ferreira, Daniel and Kirchmaier, Tom and Metzger, Daniel and Ye, Shiwei
picture_as_pdf
When does competition foster commitment?
Ferreira, Daniel and Kittsteiner, Thomas
Incentives to innovate and the decision to go public or private.
Ferreira, Daniel and Manso, Gustavo and Silva, Andre
Prestige, promotion, and pay.
Ferreira, Daniel and Nikolowa, Radoslawa
picture_as_pdf
Corporate strategy and information disclosure.
Ferreira, Daniel and Rezende, Marcelo
Who gets to the top?: generalists versus specialists in managerial organizations.
Ferreira, Daniel and Sah, Raaj K.
Creditor control rights and board independence.
Ferreira, Daniel and Ferreira, Miguel A. and Mariano, Beatriz
Management insulation and bank failures.
Ferreira, Daniel and Kershaw, David and Kirchmaier, Tom and Schuster, Edmund
picture_as_pdf
Corporate capture of blockchain governance.
Ferreira, Daniel and Li, Jin and Nikolowa, Radoslawa
picture_as_pdf
Talent discovery and poaching under asymmetric information.
Ferreira, Daniel and Nikolowa, Radoslawa
picture_as_pdf
Cultural proximity and loan outcomes.
Fisman, Raymond and Paravisini, Daniel and Vig, Vikrant
Cultural proximity and loan outcomes.
Fisman, Raymond and Paravisini, Daniel and Vig, Vikrant
picture_as_pdf
A two factor arbitrage model with optimal filtering behavior.
Fornari, Fabio and Mele, Antonio
Taxation research as legal research.
Freedman, Judith
Stock price patterns around the trades of corporate insiders on the London Stock Exchange.
Friederich, Sylvain and Gregory, Alan and Matako, John and Tonks, Ian
picture_as_pdf
An econometric analysis of volatility discovery.
Fruet Dias, Gustavo and Papailias, Fotis and Scherrer, Cristina
picture_as_pdf
Layered networks, equilibrium dynamics, and stable coalitions.
Fu, Jing and Page, Frank and Zigrand, Jean-Pierre
picture_as_pdf
Layered networks, equilibrium dynamics, and stable coalitions.
Fu, Jing and Page, Frank and Zigrand, Jean-Pierre
picture_as_pdf
G
Volatility, valuation ratios, and bubbles:an empirical measure of market sentiment.
Gao, Can and Martin, Ian
picture_as_pdf
Exploited by complexity.
Gao, Pengjie and Hu, Allen and Kelly, Peter and Peng, Cameron and Zhu, Ning
picture_as_pdf
Cross-market timing in security issuance.
Gao, Pengjie and Lou, Dong
Cross-market timing in security issuance.
Gao, Pengjie and Lou, Dong
picture_as_pdf
Asset complexity and the return gap.
Gao, Pengjie and Hu, Allen and Kelly, Peter and Peng, Cameron and Zhu, Ning
picture_as_pdf
What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models.
Ghosh, Anisha and Julliard, Christian and Taylor, Alex
picture_as_pdf
An information based one-factor asset pricing model.
Ghosh, Anisha and Julliard, Christian and Taylor, Alex
picture_as_pdf
What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models.
Ghosh, Anisha and Julliard, Christian and Taylor, Alex. P
picture_as_pdf
An information-theoretic asset pricing model.
Ghosh, Anisha and Julliard, Christian and Taylor, Alex. P
picture_as_pdf
The market cost of business cycle fluctuations.
Ghosh, Anisha and Julliard, Christian and Stutzer, Michael J.
picture_as_pdf
What you sell is what you lend? Explaining trade credit contracts.
Giannetti, Mariassunta and Burkart, Mike and Ellingsen, Tore
Trading frenzies and their impact on real investment.
Goldstein, Itay and Ozdenoren, Emre and Yuan, Kathy
Trading frenzies and their impact on real investment.
Goldstein, Itay and Ozdenoren, Emre and Yuan, Kathy
Trading frenzies and their impact on real investment.
Goldstein, Itay and Ozdenoren, Emre and Yuan, Kathy
picture_as_pdf
Reaching for yield:evidence from households.
Gomes, Francisco and Peng, Cameron and Smirnova, Oksana and Zhu, Ning
picture_as_pdf
Systemic risk and the dynamics of temporary financial networks.
Gong, Rui and Page, Frank
UK investment fund for high-growth firms is a step in the right direction.
Gonzalez-Uribe, Juanita
picture_as_pdf
The multi-dimensional impacts of business accelerators:what does the research tell us?
Gonzalez-Uribe, Juanita and Hmaddi, Ouafaa
picture_as_pdf
How a regulated utility innovates without breaking things.
Gonzalez-Uribe, Juanita and Klingler-Vidra, Robyn
picture_as_pdf
Venture capital literacy could boost the potential of UK pension funds.
Gonzalez-Uribe, Juanita and Klingler-Vidra, Robyn
picture_as_pdf
Why the uk needs a fund to support angel-backed startups.
Gonzalez-Uribe, Juanita and Klingler-Vidra, Robyn
picture_as_pdf
Business accelerators can help identify and boost “gazelles” in developing countries (video).
Gonzalez-Uribe, Juanita and Reyes, Santiago
picture_as_pdf
Las aceleradoras de negocios pueden ayudar a identificar y acelerar el crecimiento de “gacelas” en países en desarrollo (v�deo).
Gonzalez-Uribe, Juanita and Reyes, Santiago
picture_as_pdf
Large economic benefits justify small-firm loan guarantees in the covid-19 crisis.
Gonzalez-Uribe, Juanita and Wang, Su
picture_as_pdf
The effects of small-firm loan guarantees in the UK:insights for the COVID-19 pandemic crisis.
Gonzalez-Uribe, Juanita and Wang, Su
picture_as_pdf
Exchanges of innovation resources inside venture capital portfolios.
Gonzalez-Uribe, Juanita
picture_as_pdf
The effects of business accelerators on venture performance:evidence from start-up Chile.
Gonzalez-Uribe, Juanita and Leatherbee, Michael
Identifying and boosting “gazelles”:evidence from business accelerators.
Gonzalez-Uribe, Juanita and Reyes, Santiago
picture_as_pdf
Beating the UK downturn: innovative fiscal policy needed to back Bank of England easing.
Goodhart, Charles
Central bank evolution: lessons learnt from the sub-prime crisis.
Goodhart, Charles
Central bankers and uncertainty.
Goodhart, Charles
Discussion of the "monetary policy strategy of the ECB".
Goodhart, Charles
How demography influences monetary policy.
Goodhart, Charles
Interview: Charles Goodhart.
Goodhart, Charles
Linkages between macro-prudential and micro-prudential supervision.
Goodhart, Charles
Monetary policy and debt management in the UK.
Goodhart, Charles
What are the central bank's and the private sector's objectives?
Goodhart, Charles and Huang, Haizhou
Can helicopter money really fly?
Goodhart, Charles and Nell, Jacob
Could demographics reverse three multi-decade trends?
Goodhart, Charles and Pradhan, Manoj and Pardeshi, P.
The internal contradictions of QE ... or should it be quite erroneous?
Goodhart, Charles and Wood, Geoffrey
Determining the quantity of bank deposits.
Goodhart, Charles A. E.
In praise of stress tests.
Goodhart, Charles A. E.
Implied dividend volatility and expected growth.
Gormsen, Niels J. and Koijen, Ralph S.J. and Martin, Ian W.R.
picture_as_pdf
Risk sharing and retrading in incomplete markets.
Gottardi, Piero and Rahi, Rohit
Value of information in competitive economies with incomplete markets.
Gottardi, Piero and Rahi, Rohit
Value of information in competitive economies with incomplete markets.
Gottardi, Piero and Rahi, Rohit
picture_as_pdf
The Greek crisis: an autopsy.
Gourinchas, Pierre-Olivier and Philippon, Thomas and Vayanos, Dimitri
The analytics of the Greek crisis.
Gourinchas, Pierre-Olivier and Philippon, Thomas and Vayanos, Dimitri
A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers.
Gourinchas, Pierre-Olivier and Ray, Walker and Vayanos, Dimitri
picture_as_pdf
Supply and demand and the term structure of interest rates.
Greenwood, Robin and Hanson, Samuel and Vayanos, Dimitri
picture_as_pdf
Bond supply and excess bond returns.
Greenwood, Robin and Vayanos, Dimitri
Price pressure in the government bond market.
Greenwood, Robin and Vayanos, Dimitri
CEOs strategically time news releases for their own benefit.
Groen-Xu, Moqi
Financially constrained arbitrage and cross-market contagion.
Gromb, Denis and Vayanos, Dimitri
Limits of arbitrage.
Gromb, Denis and Vayanos, Dimitri
Limits of arbitrage:the state of the theory.
Gromb, Denis and Vayanos, Dimitri
picture_as_pdf
The dynamics of financially constrained arbitrage.
Gromb, Denis and Vayanos, Dimitri
The dynamics of financially constrained arbitrage.
Gromb, Denis and Vayanos, Dimitri
picture_as_pdf
The dynamics of financially constrained arbitrage.
Gromb, Denis and Vayanos, Dimitri
picture_as_pdf
A model of financial market liquidity based on intermediary capital.
Gromb, Denis and Vayanos, Dimitri
The gender gap in household bargaining power:a revealed-preference approach.
Gu, Ran and Peng, Cameron and Zhang, Weilong
picture_as_pdf
Bond market clienteles, the yield curve and the optimal maturity structure of government debt.
Guibaud, Stéphane and Nosbusch, Yves and Vayanos, Dimitri
picture_as_pdf
Bond market clienteles, the yield curve, and the optimal maturity structure of government debt.
Guibaud, Stéphane and Nosbusch, Yves and Vayanos, Dimitri
Bigger pie, bigger slice:liquidity, value gain, and underpricing in IPOs.
Guo, Yang and Li, Lily Yuanzhi and Zhong, Hongda
On the growth effect of stock market liberalizations.
Gupta, Nandini and Yuan, Kathy
Displacement risk and asset returns.
Gârleanu, Nicolae and Kogan, Leonid and Panageas, Stavros
Technological growth and asset pricing.
Gârleanu, Nicolae and Panageas, Stavros and Yu, Jianfeng
H
Banking supervision and European monetary union.
Hadjiemmanuil, Christos and Andenas, M.
Demand-supply imbalance risk and long-term swap spreads.
Hanson, Samuel and Malkhozov, Aytek and Venter, Gyuri
picture_as_pdf
The Greek economic crisis and the banks.
Hardouvelis, Gikas A. and Vayanos, Dimitri
picture_as_pdf
The distribution of investor beliefs, stock ownership and stock returns.
Hardouvelis, Gikas A. and Karalas, Georgios and Vayanos, Dimitri
picture_as_pdf
Isolating the female agency-driven development factor in external sovereign emerging market debt.
Henide, Karim and Ahmar, Zaryab
picture_as_pdf
An investigation of long range dependence in intra-day foreign exchange rate volatility.
Henry, Marc and Payne, Richard
picture_as_pdf
Screening on loan terms:evidence from maturity choice in consumer credit.
Hertzberg, Andrew and Liberman, Andres and Paravisini, Daniel
Information and incentives inside the firm: evidence from loan officer rotation.
Hertzberg, Andrew and Liberti, Jose Maria and Paravisini, Daniel
Public information and coordination: evidence from a credit registry expansion.
Hertzberg, Andrew and Liberti, Jose Maria and Paravisini, Daniel
Determinants of sovereign risk: macroeconomic fundamentals and the pricing of sovereign debt.
Hilscher, Jens and Nosbusch, Yves
Disaster-mitigating and general innovative responses to climate disasters: evidence from modern and historical China.
Hu, Hui and Lei, Ting and Hu, Jie and Zhang, Songlai and Kavan, Philip
The booms and busts of beta arbitrage.
Huang, Shiyang and Liu, Xin and Lou, Dong and Polk, Christopher
picture_as_pdf
Asset pricing with heterogeneous beliefs and relative performance.
Huang, Shiyang and Qiu, Zhigang and Shang, Qi and Tang, Ke
A theory of multiperiod debt structure.
Huang, Chong and Oehmke, Martin and Zhong, Hongda
picture_as_pdf
The rate of communication.
Huang, Shiyang and Hwang, Byoung-Hyoun and Lou, Dong
picture_as_pdf
Offsetting disagreement and security prices.
Huang, Shiyang and Hwang, Byoung-Hyoun and Lou, Dong and Yin, Chengxi
picture_as_pdf
Do analysts manage earnings forecasts to 'confirm' their own recommendations?
Hwang, Byoung-Hyoun and Lou, Dong
Offsetting disagreement and security prices.
Hwang, Byoung-Hyoung and Lou, Dong and Yin, Chengxi
picture_as_pdf
J
Expectations for the real-world impact of sustainable investing are unrealistic.
Jenter, Dirk
picture_as_pdf
CEO turnover and relative performance evaluation.
Jenter, Dirk and Kanaan, Fadi
CEO preferences and acquisitions.
Jenter, Dirk and Lewellen, Katharina
picture_as_pdf
Performance-induced CEO turnover.
Jenter, Dirk and Lewellen, Katharina
picture_as_pdf
Performance-induced CEO turnover.
Jenter, Dirk and Lewellen, Katharina
picture_as_pdf
Tracking biased weights:asset pricing implications of value-weighted indexing.
Jiang, Hao and Vayanos, Dimitri and Zheng, Lu
picture_as_pdf
Does herding behavior reveal skill? An analysis of mutual fund performance.
Jiang, Hao and Verardo, Michela
Does herding behavior reveal skill? An analysis of mutual fund performance.
Jiang, Hao and Verardo, Michela
picture_as_pdf
Personality differences and investment decision-making.
Jiang, Zhengyang and Peng, Cameron and Yan, Hongjun
picture_as_pdf
Can rare events explain the equity premium puzzle?
Julliard, Christian and Ghosh, Anisha
The spread of COVID-19 in London:network effects and optimal lockdowns.
Julliard, Christian and Shi, Ran and Yuan, Kathy
picture_as_pdf
The spread of COVID-19 in London:network effects and optimal lockdowns.
Julliard, Christian and Shi, Ran and Yuan, Kathy
picture_as_pdf
K
Preferred-habitat investors and the US term structure of real rates.
Kaminska, Iryna and Vayanos, Dimitri and Zinna, Gabriele
picture_as_pdf
Stock prices under pressure:how tax and interest rates drive returns at the turn of the tax year.
Kang, Johnny and Pekkala, Tapio and Polk, Christopher and Ribeiro, Ruy
Surmounting the financial crisis: contrasts between Canadian and American BanksFirst - Thomas O. Enders Memorial Lecture.
Knight, Malcolm D.
Are cryptos different? Evidence from retail trading.
Kogana, Shimon and Makarov, Igor and Niessnerc, Marina and Schoar, Antoinette
picture_as_pdf
Financial choice and financial information.
Kondor, Peter and Koszegi, Botond
picture_as_pdf
Private information and client connections in government bond markets.
Kondor, Peter and Pinter, Gabor
picture_as_pdf
Clients' connections.
Kondor, Peter and Pintér, Gábor
picture_as_pdf
Liquidity risk and the dynamics of arbitrage capital.
Kondor, Peter and Vayanos, Dimitri
Learning in crowded markets.
Kondor, Peter and Zawadowski, Adam
picture_as_pdf
Clients’ connections:measuring the role of private information in decentralized markets.
Kondor, Peter and Pinter, Gabor
picture_as_pdf
Liquidity risk and the dynamics of arbitrage capital.
Kondor, Peter and Vayanos, Dimitri
Learning in crowded markets.
Kondor, Peter and Zawadowski, Adam
picture_as_pdf
The quanto theory of exchange rates.
Kremens, Lukas and Martin, Ian
The quanto theory of exchange rates.
Kremens, Lukas and Martin, Ian
picture_as_pdf
The quanto theory of exchange rates.
Kremens, Lukas and Martin, Ian
picture_as_pdf
Long-horizon exchange rate expectations.
Kremens, Lukas and Martin, Ian and Varela, Liliana
picture_as_pdf
Adding and subtracting Black-Scholes: a new approach to approximating derivative prices in continuous-time models.
Kristensen, Dennis and Mele, Antonio
L
Does diversification destroy value? Evidence from the industry shocks.
Lamont, Owen A. and Polk, Christopher
The diversification discount.
Lamont, Owen A. and Polk, Christopher
Financial constraints and stock returns.
Lamont, Owen A. and Polk, Christopher and Saá-Requejo, Jesús
Why don't most mutual funds short sell?
Li, Li and Huang, Shiyang and Lou, Dong and Shi, Jiahong
picture_as_pdf
Extrapolative bubbles and trading volume.
Liao, Jingchi and Peng, Cameron and Zhu, Ning
picture_as_pdf
Extrapolative bubbles and trading volume.
Liao, Jingchi and Peng, Cameron and Zhu, Ning
picture_as_pdf
Price and volume dynamics in bubbles.
Liao, Jingchi and Peng, Cheng and Zhu, Ning
picture_as_pdf
Endogenous technological progress and the cross section of stock returns.
Lin, Xiaoji
Endogenous technological progress and the cross-section of stock returns.
Lin, Xiaoji
The effect of financing constraints on risk.
Lindahl, Huidan and Paravisini, Daniel
Economic impact assessments on MiFID II policy measures related to computer trading in financial markets.
Linton, Oliver and O'Hara, Maureen and Zigrand, Jean-Pierre
The impact of bank competition and concentration on industrial growth.
Liu, Guy and Mirzaei, Ali and Vandoros, Sotiris
Resolving the excessive trading puzzle:an integrated approach based on surveys and transactions.
Liu, Hongqi and Peng, Cameron and Xiong, Wei A. and Xiong, Wei
picture_as_pdf
Taming the bias zoo.
Liu, Hongqi and Peng, Cameron and Wei, Xiong and Wei, Xiong
picture_as_pdf
Credit card debt and default over the life cycle.
Lopes, Paula
Attracting investor attention through advertising.
Lou, Dong
Attracting investor attention through advertising.
Lou, Dong
Attracting investor attention through advertising.
Lou, Dong
When firms increase advertising spending, their stock prices climb in tandem.
Lou, Dong
Yield drifts when issuance comes before macro news.
Lou, Dong and Pinter, Gabor and Üslü, Semih and Walker, Danny
picture_as_pdf
Comomentum:inferring arbitrage activity from return correlations.
Lou, Dong and Polk, Christopher
picture_as_pdf
The booms and busts of beta arbitrage.
Lou, Dong and Polk, Christopher and Huang, Shiyang
picture_as_pdf
A tug of war:overnight versus intraday expected returns.
Lou, Dong and Polk, Christopher and Skouras, Spyros
picture_as_pdf
Anticipated and repeated shocks in liquid markets.
Lou, Dong and Yan, Hongjun and Zhang, Jinfan
Anticipated and repeated shocks in liquid markets.
Lou, Dong and Yan, Hongjun and Zhang, Jinfan
Information, market power and welfare.
Lou, Youcheng and Rahi, Rohit
picture_as_pdf
Information, market power and welfare.
Lou, Youcheng and Rahi, Rohit
picture_as_pdf
Comomentum:inferring arbitrage activity from return correlations.
Lou, Dong and Polk, Christopher
picture_as_pdf
A tug of war: overnight versus intraday expected returns.
Lou, Dong and Polk, Christopher and Skouras, Spyros
M
Outsized arbitrage.
Makarov, Igor
picture_as_pdf
Rewarding trading skills without inducing gambling.
Makarov, Igor and Plantin, Guillaume
Blockchain analysis of the Bitcoin market.
Makarov, Igor and Schoar, Antoinette
picture_as_pdf
Cryptocurrencies and decentralized finance (DeFi).
Makarov, Igor and Schoar, Antoinette
picture_as_pdf
Price discovery in cryptocurrency markets.
Makarov, Igor and Schoar, Antoinette
picture_as_pdf
Trading and Arbitrage in Cryptocurrency Markets.
Makarov, Igor and Schoar, Antoinette
picture_as_pdf
Trading and arbitrage in cryptocurrency markets.
Makarov, Igor and Schoar, Antoinette
picture_as_pdf
Mortgage hedging in fixed income markets.
Malkhozov, Aytek and Mueller, Philippe and Vedolin, Andrea and Venter, Gyuri
picture_as_pdf
Mortgage risk and the yield curve.
Malkhozov, Aytek and Mueller, Philippe and Vedolin, Andrea and Venter, Gyuri
Creditor intervention, investment, and growth opportunities.
Mariano, Beatriz and Tribó Giné, Josep A.
Consumption-based asset pricing with higher cumulants.
Martin, I. W. R.
The Lucas orchard.
Martin, Ian
On the autocorrelation of the stock market.
Martin, Ian
picture_as_pdf
On the valuation of long-dated assets.
Martin, Ian
Options and the Gamma Knife.
Martin, Ian
What is the expected return on the market?
Martin, Ian
What is the expected return on the market?
Martin, Ian
picture_as_pdf
Sentiment and speculation in a market with heterogeneous beliefs.
Martin, Ian and Papadimitriou, Dimitris
picture_as_pdf
Sentiment and speculation in a market with heterogeneous beliefs.
Martin, Ian and Papadimitriou, Dimitris
picture_as_pdf
Averting catastrophes: the strange economics of Scylla and Charybdis.
Martin, Ian and Pindyck, R. S.
What is the expected return on a stock?
Martin, Ian and Wagner, Christian
picture_as_pdf
Disasters and the welfare cost of uncertainty.
Martin, Ian W. R.
Market efficiency in the age of big data.
Martin, Ian W.R. and Nagel, Stefan
picture_as_pdf
Options and the Gamma Knife.
Martin, Ian
Information in derivatives markets:forecasting prices with prices.
Martin, Ian W. R.
picture_as_pdf
Welfare costs of catastrophes:lost consumption and lost lives.
Martin, Ian and Pindyck, R. S.
picture_as_pdf
Notes on the yield curve.
Martin, Ian and Ross, Steve
What is the expected return on a stock?
Martin, Ian and Wagner, Christian
Speculative securities.
Marín, José and Rahi, Rohit
picture_as_pdf
Rights offerings, trading, and regulation:a global perspective.
Massa, Massimo and Vermaelen, Theo and Xu, Moqi
The value of (stock) liquidity in the M&A market.
Massa, Massimo and Xu, Moqi
The value of (stock) liquidity in the M&A market.
Massa, Massimo and Xu, Moqi
From tourism to an innovative economy.
Meghir, Costas and Pissarides, Christopher and Vayanos, Dimitri
picture_as_pdf
Continuous time conditionally heteroskedastic models: theory with applications to the term structure of interest rates.
Mele, Antonio
Stochastic behaviour of deterministic utility functions.
Mele, Antonio
Competitive advantage in the world of wine—an analysis of differentiation strategies developed by sectoral brands in the global market.
Micu, Daniel Marian and Arghiroiu, Georgiana Armenița and Micu, Ștefan and Beciu, Silviu
picture_as_pdf
Maturity rationing and collective short-termism.
Milbradt, Konstantin and Oehmke, Martin
International correlation risk.
Mueller, Philippe and Stathopoulos, Andreas and Vedolin, Andrea
picture_as_pdf
Exchange rates and monetary policy uncertainty.
Mueller, Philippe and Tahbaz-Salehi, Alireza and Vedolin, Andrea
Exchange rates and monetary policy uncertainty.
Mueller, Philippe and Tahbaz-Salehi, Alireza and Vedolin, Andrea
picture_as_pdf
Bond variance risk premia.
Mueller, Philippe and Vedolin, Andrea and Yen, Yu-Min
picture_as_pdf
Short run bond risk premia.
Mueller, Philippe and Vedolin, Andrea and Zhou, Hao
picture_as_pdf
Short-run bond risk premia.
Mueller, Philippe and Vedolin, Andrea and Zhou, Hao
International correlation risk.
Mueller, Philippe and Stathopoulos, Andreas and Vedolin, Andrea
Equilibrium departures from common knowledge in games with non-additive expected utility.
Mukerji, Sujoy and Shin, Hyun Song
The assessment: games and coordination.
Myatt, David P. and Shin, Hyun Song and Wallace, Chris
O
Liquidating illiquid collateral.
Oehmke, Martin
A theory of socially responsible investment.
Oehmke, Martin and Opp, Marcus
picture_as_pdf
A theory of socially responsible investment.
Oehmke, Martin and Opp, Marcus
picture_as_pdf
Synthetic or real? The equilibrium effects of credit default swaps on bond markets.
Oehmke, Martin and Zawadowski, Adam
The anatomy of the CDS market.
Oehmke, Martin and Zawadowski, Adam
picture_as_pdf
The anatomy of the CDS market.
Oehmke, Martin and Zawadowski, Adam
Trading and voting in distressed firms.
Olaru, Ioan and Zachariadis, Konstantinos
picture_as_pdf
Relationship between the popularity of key words in the Google browser and the evolution of worldwide financial indices.
Ortells, R. and Egozcue, J. J. and Ortego, M. I. and Garola, A.
Long-run risk and the persistence of consumption shocks.
Ortu, F. and Tamoni, Andrea and Tebaldi, C.
Contractual externalities and systemic risk.
Ozdenoren, Emre and Yuan, Kathy
Endogenous contractual externalities.
Ozdenoren, Emre and Yuan, Kathy
Feedback effects and asset prices.
Ozdenoren, Emre and Yuan, Kathy
Stock market tournaments.
Ozdenoren, Emre and Yuan, Kathy
picture_as_pdf
Dynamic asset-backed security design.
Ozdenoren, Emre and Yuan, Kathy and Zhang, Shengxing
picture_as_pdf
Dynamic asset-backed security design.
Ozdenoren, Emre and Yuan, Kathy and Zhang, Shengxing
picture_as_pdf
P
On K-Class discounted stochastic games.
Page, Frank
Stationary Markov equilibria for approximable discounted stochastic games.
Page, Frank
Bailouts, the incentive to manage risk, and financial crises.
Panageas, Stavros
Optimal taxation in the presence of bailouts.
Panageas, Stavros
High-water marks: high risk appetites? convex compensation, long horizons, and portfolio choice.
Panageas, Stavros and Westerfield, Mark M.
Designating market maker behaviour in limit order book markets.
Panayi, Efstathios and Peters, Gareth W. and Danielsson, Jon and Zigrandd, Jean-Pierre
picture_as_pdf
Local bank financial constraints and firm access to external finance.
Paravisini, Daniel
Risk aversion and wealth: evidence from person-to-person lending portfolios.
Paravisini, Daniel and Rappoport, Veronica and Ravina, Enrichetta
Risk aversion and wealth:evidence from person-to-person lending portfolios.
Paravisini, Daniel and Rappoport, Veronica and Ravina, Enrichetta
Specialization in bank lending:evidence from exporting firms.
Paravisini, Daniel and Rappoport, Veronica and Schnabl, Philipp
picture_as_pdf
Dissecting the effect of credit supply on trade: evidence from matched credit-export data.
Paravisini, Daniel and Rappoport, Veronica and Schnabl, Philipp and Wolfenzon, Daniel
Dissecting the effect of credit supply on trade:evidence from matched credit-export data.
Paravisini, Daniel and Rappoport, Veronica and Schnabl, Philipp and Wolfenzon, Daniel
Does beta move with news?: firm-specific information flows and learning about profitability.
Patton, Andrew J. and Verardo, Michela
Announcement effects and seasonality in the intra-day foreign exchange market.
Payne, Richard
picture_as_pdf
Thinking horses not zebras.
Peay, Jill
Factor demand and factor returns.
Peng, Cameron and Wang, Chen
picture_as_pdf
Investor behavior under the law of small numbers.
Peng, Cheng
Positive feedback trading and stock prices:evidence from mutual funds.
Peng, Cheng and Wang, Chen
Subtle discrimination.
Pikulina, Elena S. and Ferreira, Daniel
picture_as_pdf
A growth strategy for the Greek economy.
Pissarides, Christopher and Meghir, Costas and Vayanos, Dimitri and Vettas, Nikolaos
Nobel 2013 economics: predicting asset prices.
Polk, Christopher and Campbell, John Y.
The stock market and corporate investment: a test of catering theory.
Polk, Christopher and Sapienza, Paola
Analysis of the volatility's dependency structure during the subprime crisis.
Pontes de Arruda, Bruno and Valls Pereira, Pedro L.
Global issues: life after debt.
Pradhan, Manoj and Goodhart, Charles and Drozdzik, Patryk
R
The gambler's and hot-hand fallacies: theory and applications.
Rabin, Matthew and Vayanos, Dimitri
Information acquisition with heterogeneous valuations.
Rahi, Rohit
picture_as_pdf
Risk-sharing and retrading in incomplete markets.
Rahi, Rohit and Gottardi, Piero
Information acquisition, price informativeness and welfare.
Rahi, Rohit and Zigrand, Jean-Pierre
picture_as_pdf
Information acquisition, price informativeness, and welfare.
Rahi, Rohit and Zigrand, Jean-Pierre
Market fragmentation and contagion.
Rahi, Rohit and Zigrand, Jean-Pierre
picture_as_pdf
Walrasian foundations for equilibria in segmented markets.
Rahi, Rohit and Zigrand, Jean-Pierre
Information acquisition with heterogeneous valuations.
Rahi, Rohit
picture_as_pdf
Unbundling quantitative easing:taking a cue from treasury auctions.
Ray, Walker and Droste, Michael and Gorodnichenko, Yuriy
picture_as_pdf
Customer foreign exchange orders: when timing really does matter.
Rosov, Sviatoslav and Foster, F. Douglas
S
Exchange rate exposure and firm dynamics.
Salomao, Juliana and Varela, Liliana
Exchange rate exposure and firm dynamics.
Salomao, Juliana and Varela, Liliana
picture_as_pdf
Exchange rate exposure and firm dynamics.
Salomao, Juliana and Varela, Liliana
picture_as_pdf
Optimality versus practicality in market design: a comparison of two double auctions.
Satterthwaite, Mark and Williams, Steven R. and Zachariadis, Konstantinos
Optimality versus practicality in market design: a comparison of two double auctions.
Satterthwaite, Mark and Williams, Steven R. and Zachariadis, Konstantinos
Price discovery.
Satterthwaite, Mark and Williams, Steven R. and Zachariadis, Konstantinos
Occupations and retirement across countries.
Sauré, Philip and Seibold, Arthur and Smorodenkova, Elizaveta and Zoabi, Hosny
picture_as_pdf
Capital riesgo filantrópico: generación de deal-flow y selección de proyectos.
Scarlata, Mariarosa and Alemany, Luisa
¿Como añaden valor los inversores de capital riesgo filantropico a los emprendedores sociales?
Scarlata, Mariarosa and Alemany, Luisa
Deal structuring in philanthropic venture capital investments.
Scarlata, Mariarosa and Alemany, Luisa
Deal structuring in philanthropic venture capital investments: financing instrument, valuation, and covenants.
Scarlata, Mariarosa and Alemany, Luisa
How do philanthropic venture capitalists choose their portfolio companies.
Scarlata, Mariarosa and Alemany, Luisa
Le pratiche di social venture capital nel contesto attuale.
Scarlata, Mariarosa and Alemany, Luisa
Philanthropic venture capital from a global perspective: definition and investment strategy.
Scarlata, Mariarosa and Alemany, Luisa
Philanthropic venture capital: can the key elements of venture capital be applied successfully to social enterprises.
Scarlata, Mariarosa and Alemany, Luisa
Information processing on equity prices and exchange rate for cross-listed stocks.
Scherrer, Cristina Mabel
picture_as_pdf
The credit crisis and the dynamics of asset backed commercial paper programs.
Schmidt, Nikolaj
Collateral-motivated financial innovation.
Shen, Ji and Yan, Hongjun and Zhang, Jinfan
Innovative novel regularized memory graph attention capsule network for financial fraud detection.
Shi, Xiangting and Wang, Xiaochen and Zhang, Yakang and Zhang, Xiaoyi and Yu, Manning and Zhang, Lihao
picture_as_pdf
Best ideas.
Silli, Bernhard and Cohen, Randolph B and Polk, Christopher
The effects of monetary policy in a small open economy: the case of Portugal.
Sousa, Ricardo M.
Is social capital valuable? Evidence from mergers and acquisitions.
Suchard, Jo Ann and Nguyen, Giang and Yuelin, Wang
T
Some currency trading positions yield increased returns around Fed announcements.
Tahbaz-Salehi, Alireza and Vedolin, Andrea and Mueller, Philippe
Insurance and systemic risk: no easy conclusions.
Thimann, Christian
Global board reforms and corporate acquisition performance.
To, Thomas and Wu, Eliza and Zhao, Diya
picture_as_pdf
Quantify the quantitative easing:impact on bonds and corporate debt issuance.
Todorov, Karamfil
picture_as_pdf
E-shekels across borders:a distributed ledger system to settle payments between Israel and the West Bank.
Toffano, Priscilla and Yuan, Kathy
picture_as_pdf
Banks, relative performance, and sequential contagion.
Tsomocos, Dimitrios P. and Bhattacharya, Sudipto and Goodhart, Charles A. E. and Sunirand, Pojanart
V
Competition, signaling and non-walking through the book: effects on order choice.
Valenzuela, Marcela and Zer, Ilknur
Fuelling procompetitive growth with foreign credit.
Varela, Liliana
picture_as_pdf
Has the UK economy become an ’emerging market’?
Varela, Liliana
picture_as_pdf
Reallocation, competition, and productivity:evidence from a financial liberalization episode.
Varela, Liliana
picture_as_pdf
Biotechnology in Argentine agriculture faces world-wide concentration.
Varela, Liliana and Bisang, Roberto
Sector heterogeneity and credit market imperfections in emerging markets.
Varela, Liliana
picture_as_pdf
Theories of liquidity.
Vayanos, Dimitri
Corrigendum:a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440).
Vayanos, Dimitri and Vila, Jean-Luc
picture_as_pdf
Liquidity and asset returns under asymmetric information and imperfect competition.
Vayanos, Dimitri and Wang, Jiang
Liquidity and asset returns under asymmetric information and imperfect competition.
Vayanos, Dimitri and Wang, Jiang
picture_as_pdf
Market liquidity - theory and empirical evidence.
Vayanos, Dimitri and Wang, Jiang
picture_as_pdf
Market liquidity: theory and empirical evidence.
Vayanos, Dimitri and Wang, Jiang
A search-based theory of the on-the-run phenomenon.
Vayanos, Dimitri and Weill, Pierre-Olivier
Asset management as creator of market inefficiency.
Vayanos, Dimitri and Woolley, Paul
picture_as_pdf
Curse of the benchmarks.
Vayanos, Dimitri and Woolley, Paul
picture_as_pdf
Fund flows and asset prices: a baseline model.
Vayanos, Dimitri and Woolley, Paul
picture_as_pdf
An institutional theory of momentum and reversal.
Vayanos, Dimitri and Woolley, Paul
Uncertainty and leveraged Lucas Trees: the cross section of equilibrium volatility risk premia.
Vedolin, Andrea
Heterogenous beliefs and momentum profits.
Verardo, Michela
Company news affects the way in which a stock’s returns co-move with those of other firms.
Verardo, Michela and Patton, Andrew J.
Acquisition finance and market timing.
Vermaelen, Theo and Xu, Moqi
Acquisition finance, capital structure and market timing.
Vermaelen, Theo and Xu, Moqi
W
Asymmetric information, long-term care insurance, and annuities: the case for bundled contracts.
Webb, David C.
Book review: balancing the banks: global lessons from the financial crisis. Review 2.
Webb, David C.
Pension plan funding, technology choice, and the equity risk premium.
Webb, David C.
The impact of liquidity constraints on bank lending policy.
Webb, David C.
Corporate governance and finance in the five affected.
Webb, David C. and Caplong, V. and Edwards, D. and Zhuang, J.
A microeconomic model of opportunistic financial crimes: prosecutorial strategy when firms are too big to jail.
Werle, Nick
Y
Proposed treatment strategy for reactive hypoglycaemia.
Younes, Younes R. and Cron, Nicholas and Field, Benjamin C.T. and Nayyar, Vidhu and Clark, James and Zachariah, Sunil and Lakshmipathy, Kavitha and Isuga, Jimboy O. and Maghsoodi, Negar and Emmanuel, Julian
picture_as_pdf
Asymmetric price movements and borrowing constraints: a rational expectations equilibrium model of crises, contagion, and confusion.
Yuan, Kathy
Learning and complementarities in speculative attacks.
Yuan, Kathy
The liquidity service of benchmark securities.
Yuan, Kathy
Are investors moonstruck?: lunar phases and stock returns.
Yuan, Kathy and Zheng, Liu and Zhu, Qiaoqiao
Z
A baseline model of price formation in a sequential market.
Zachariadis, Konstantinos
The impact of security trading on corporate restructurings.
Zachariadis, Konstantinos and Olaru, Ioan F.
Inefficient investment waves.
Zhiguo, He and Kondor, Peter
A dynamic model of optimal creditor dispersion.
Zhong, Hongda
picture_as_pdf
Corporate governance and finance in East Asia: a study of Indonesia, Republic of Korea, Malaysia, Philippines, and Thailand.
Zhuang, Juzhong and Edwards, David and Webb, David C. and Capulong, Ma. Virginita
Arbitrage and endogenous market integration.
Zigrand, Jean-Pierre
picture_as_pdf
Physics of finance.
Zigrand, Jean-Pierre