Andrew Ang
"Asset Pricing in the Dark: The Cross Section of OTC Stocks"
Working Paper
(2013)
More | Download PDF
"Searching for a Common Factor in Public and Private Real Estate Returns"
(2012)
More | Download PDF
"Decomposing Equity Returns"
Working paper
(2010)
More | Download PDF
"Testing Conditional Factor Models"
Working Paper
(2010)
More | Download PDF
"The Joint Cross Section of Stocks and Options"
Working Paper
(2010)
More | Download PDF
Enrique Arzac
"Back-Door Equity Financing: Citigroup's $7.5 Billion Mandatory Convertible Issue"
Working Paper
(2008)
More | Download PDF
Ann Bartel
"Human Capital and Productivity in a Team Environment: Evidence from the Healthcare Sector"
Working paper
(2013)
More | Download PDF
David Beim
"The Future of Chinese Growth"
Working paper
(2011)
More | Download PDF
"Can the Euro Be Saved?"
Working Paper
(2011)
More | Download PDF
"Europe and the Financial Crisis"
(2009)
More | Download PDF
"What Triggers a Systemic Banking Crisis?"
Working paper
(2005)
More | Download PDF
"Bank Loan Pricing and the Cost of Equity"
(2004)
More | Download PDF
Geert Bekaert
"Global Crises and Equity Market Contagion"
Working paper
(2012)
More | View research
"On the Link between the Volatility and Skewness of Growth"
(2012)
More
"Macroeconomic Regimes"
Working paper
(2011)
More | Download PDF
"Inflation Risk and the Inflation Risk Premium"
(2010)
More | Download PDF
"Stock and Bond Returns with Moody Investors"
Working paper
(2010)
More | Download PDF
Saki Bigio
"Endogenous Liquidity and the Business Cycle"
(2013)
More | Download PDF
Patrick Bolton
"Cream skimming in financial markets"
Working paper
(2013)
More | Download PDF
"Should Derivatives Be Privileged in Bankruptcy?"
Working Paper
(2012)
More
"Market Timing, Investment, and Risk Management"
Working paper
(2011)
More | Download PDF
"Towards an International Green Fund"
Working Paper
(2010)
More
"L-Shares: Rewarding Long-term Investors"
Working Paper
(2010)
More
Charles Calomiris
"Why and How to Design a Contingent Convertible Debt Requirement"
(2012)
More | Download PDF
"Did Doubling Reserve Requirements Cause the Recession of 1937–1938? A Microeconomic Approach"
Working Paper 2011–002A
(2011)
More | Download PDF
"Underwriting Costs of Seasoned Equity Offerings: Cross-Sectional Determinants and Technological Change, 1980–2008"
Working paper
(2010)
More
"Beyond Basel and the Dodd-Frank Bill"
(2010)
More | Download PDF
"Luke's Oikonomia: The Anthropology of Salvation"
Working paper
(2010)
More
Bogachan Celen
"Informativeness of Experiments for min max and max min Decision Rules"
Working paper
(2011)
More | Download PDF
"The Effect of Endogenous Timing on Coordination Under Asymmetric Information: An Experimental Study"
Working paper
(2011)
More | Download PDF
"On Blame-freeness and Reciprocity: An Experimental Study"
(2009)
More | Download PDF
"Organizational Form, Information Asymmetry, and Market Prices"
(2009)
More | Download PDF
Moshe Cohen
"Debt Covenants and Capital Structure: Evidence from an Exogenous Shock to Debt Capacity"
Working Paper
(2012)
More | Download PDF
"Revisiting Corporate Governance Regulation: Firm Heterogeneity and the Market for Corporate Domicile"
Working Paper
(2011)
More | Download PDF
"Estimation of a Dynamic Oligopoly Entry Game in the U.S. Airline Industry: Hubs, and LCC"
Working Paper
(2010)
More | Download PDF
Pierre Collin-Dufresne
"The CDS-Bond Basis During the Financial Crisis of 2007–2009"
Working Paper
(2011)
More | Download PDF
"The Asset Pricing Implications of Priced Structural Parameter Uncertainty"
Working Paper
(2011)
More
"Is Credit Event Risk Priced? Modeling Contagion Via the Updating of Beliefs"
Working Paper No. 15733
(2010)
More | Download PDF
"On the Relative Pricing of Long Maturity S&P 500 Index Options and CDX Tranches"
Working Paper No. 15734
(2010)
More | Download PDF
Kent Daniel
"Momentum Crashes"
Working Paper
(2011)
More | Download PDF
Wouter Dessein
"Rational Inattention and Organizational Focus"
(2013)
More | Download PDF
"When Does Adaptation Require Decentralization?"
Working Paper
(2012)
More | Download PDF
"Why a Group Needs a Leader: Decision-Making and Debate in Committees"
Discussion Paper No. DP6168
(2007)
More | Download PDF
John Donaldson
"Shimer Meets the Production Based Asset Pricing Crowd: Labor Search and Asset Returns"
Working paper
(2011)
More | Download PDF
"Executive Compensation: Salary vs. Incentive Pay: An Inconvenient Truth"
Working paper
(2010)
More | Download PDF
"Equilibrium Impact of Demographic Changes on Asset Prices"
Working paper
(2010)
More
"Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts"
Working Paper No, 15165
(2010)
More | Download PDF
Raymond Fisman
"Charity as a Substitute for Reputation: Evidence from an Online Marketplace"
Working Paper
(2011)
More | Download PDF
"Lender-Borrower Cultural Proximity and Loan Outcomes: Evidence from an Indian Bank"
Working paper
(2011)
More
"The Impact of Corruption on State Asset Sales — Evidence from China"
Working Paper
(2011)
More | Download PDF
"Exposure to Ideology and Distributional Preferences"
Working Paper
(2009)
More | Download PDF
"Pareto Damaging Behaviors"
(2005)
More | Download PDF
Lawrence Glosten
"Welfare cost of informed trade"
Working paper
(2010)
More | Download PDF
"Short Selling and the News: A Preliminary Report on an Empirical Study"
Working Paper No. 364
(2010)
More | Download PDF
Marina Halac
"Fiscal Rules and Discretion under Persistent Shocks"
Working Paper
(2012)
More | Download PDF
"Relationship Building: Conflict and Project Choice over Time"
Working Paper
(2012)
More | Download PDF
"Investing in a Relationship"
Working Paper
(2012)
More | Download PDF
"Optimal Contracts for Experimentation"
Working paper
(2012)
More | Download PDF
Geoffrey Heal
"Ambiguity and Climate Policy"
Working Paper
(2011)
More | Download PDF
"Facilitating Pareto-Optimal Coordination by Subsidies in Deterministic and Stochastic Payoff Settings"
Working paper
(2011)
More | Download PDF
"You Only Die Once: Managing Discrete Interdependent Risks"
NBER Working Paper No. 9885
(2003)
More | Download PDF
"Uncertainty and Climate Change"
Working paper
(2002)
More | Download PDF
"Climate Change and Uncertainty"
Working paper
(2002)
More | Download PDF
Andrew Hertzberg
"Exponential Individuals, Hyperbolic Households"
Working paper
(2010)
More | Download PDF
Laurie Simon Hodrick
"Self-Selection and Stock Returns Around Corporate Security Offering Announcements"
Working paper
(2012)
More | Download PDF
Robert Hodrick
"Estimating the Conditional CAPM with Overlapping Data Inference"
(2013)
More | Download PDF
R. Glenn Hubbard
"Options Pricing and Accounting Practice"
American Enterprise Institute for Public Policy Research
(2004)
More | Download PDF
Gur Huberman
"Moral Hazard and Debt Maturity"
Working Paper
(2011)
More | Download PDF
"Preferred Risk Habitat of Individual Investors"
Working Paper
(2009)
More | Download PDF
Wei Jiang
"Hedge Funds in Chapter 11"
Working Paper
(2010)
More | Download PDF
"Do Institutional Investors Have an Ace up Their Sleeves?—Evidence from Confidential Filings of Portfolio Holdings"
Working Paper
(2010)
More | Download PDF
"Inferring Reporting Biases in Hedge Fund Databases from Hedge Fund Equity Holdings"
Working Paper
(2010)
More | Download PDF
"Securitization and Loan Performance: A Contrast of Ex Ante and Ex Post Relations in the Mortgage Market"
Working Paper
(2010)
More | Download PDF
"Takeover Activity and Target Valuations: Feedback Loops in Financial Markets"
Working Paper
(2010)
More | Download PDF
Michael Johannes
"Learning about Consumption Dynamics"
Working paper
(2011)
More | Download PDF
"The Asset Pricing Implications of Priced Structural Parameter Uncertainty"
Working Paper
(2011)
More
"Sequential learning, predictive regressions, and optimal portfolio returns"
(2008)
More | Download PDF
"The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models"
Working Paper
(2004)
More | Download PDF
"Sequential Parameter Estimation in Stochastic Volatility Jump-Diffusion Models"
(2003)
More | Download PDF
Charles Jones
"Shackling Short Sellers: The 2008 Shorting Ban"
Research Paper Series No. 34-09
(2010)
More | Download PDF
"Unshackling Short Sellers: The Repeal of the Uptick Rule"
Working Paper
(2008)
More | Download PDF
"Shorting Restrictions: Revisiting the 1930s"
Working Paper
(2008)
More | Download PDF
"The Price of Diversifiable Risk in Venture Capital and Private Equity"
(2004)
More | Download PDF
"A Century of Stock Market Liquidity and Trading Costs"
Working Paper
(2002)
More | Download PDF
Amit Khandelwal
"Prices, Markups and Trade Reform"
Working paper
(2012)
More | Download PDF
"Trade Liberalization When Institutions Misallocate Resources: Evidence from Chinese Textile Exporters"
Working paper
(2011)
More
"Variety In, Variety Out: Imported Input and Product Scope Expansion in India"
Working Paper No. 2011–3
(2011)
More | Download PDF
"Competition and Quality Upgrading"
Working paper
(2009)
More | Download PDF
"Low-Income Countries, Market Access, and Quality Upgrading"
Working paper
(2006)
More
Ilyana Kuziemko
"'Last-Place Aversion': Evidence and Redistributive Implications"
(2012)
More | Download PDF
"Human Capital Spillovers in Families: Do Parents Learn from or Lean on Their Children?"
(2012)
More | Download PDF
"The Demand for Health Insurance among Uninsured Americans: Results of a Survey Experiment and Implications for Policy"
(2011)
More | Download PDF
"Will risk-adjustment decrease health care costs? New evidence from the Medicare Advantage Program"
(2011)
More | Download PDF
"Did the Vietnam Draft Increase Human Capital Dispersion? Draft-Avoidance Behavior by Race and Class"
(2010)
More | Download PDF
Mauricio Larrain
"Financial Liberalization and Aggregate Productivity: The Microeconomic Channels "
(2012)
More
"Does Financial Liberalization Contribute to Wage Inequality? The Role of Capital-skill Complementarity"
(2012)
More
Frank Lichtenberg
"The Impact of New (Orphan) Drug Approvals on Premature Mortality from Rare Diseases in the U.S. and France, 1999–2007"
Working Paper
(2011)
More | Download PDF
"Has medical innovation reduced cancer mortality?"
Working Paper No. 15880
(2010)
More | Download PDF
"Is Home Health Care a Substitute for Hospital Care?"
Working paper
(2010)
More | Download PDF
"The impact of medical knowledge accumulation and diffusion on health: Evidence from Medline and other N.I.H. data"
Working paper
(2010)
More | Download PDF
"The Quality of Medical Care, Behavioral Risk Factors, and Longevity Growth"
NBER Working Papers, Working Paper 15068
(2009)
More | Download PDF
Lars Lochstoer
"Learning about Consumption Dynamics"
Working paper
(2011)
More | Download PDF
"The Asset Pricing Implications of Priced Structural Parameter Uncertainty"
Working Paper
(2011)
More
"Limits to Arbitrage and Hedging: Evidence from Commodity Markets"
(2009)
More | Download PDF
Christopher Mayer
"Lemons and CDOs: Why Did So Many Lenders Issue Poorly Performing CDOs?"
Working paper
(2012)
More | Download PDF
"Superstar Cities"
Working papers
(2012)
More | Download PDF
"A New Look at Second Liens"
Working Paper
(2012)
More | Download PDF
"Distant Speculators and Asset Bubbles in the Housing Market"
Working Paper
(2012)
More | Download PDF
"Sponsor Risk and the Performance of Asset-backed Securities"
Working paper
(2011)
More | Download PDF
Frederic Mishkin
"Comments on Campbell, Shiller, and Viceira"
Brookings Papers on Economic Activity
(2010)
More | Download PDF
"How Big a Problem is Too Big to Fail?"
Working Paper 11814
(2006)
More | Download PDF
"Inflation Targeting: True Progress or Repackaging of an Old Idea?"
Working paper
(2006)
More | Download PDF
"Is Financial Globalization Beneficial?"
Working Paper 11891
(2006)
More | Download PDF
"Can Central Bank Transparency Go Too Far?"
Working Paper
(2004)
More | Download PDF
Andreas Mueller
"Reservation Wages over the Spell of Unemployment: Evidence from High-Frequency Longitudinal Data"
(2013)
More | Download PDF
"Separations, Sorting and Cyclical Unemployment"
Discussion Paper No. 6849
(2012)
More | Download PDF
Emi Nakamura
"Fiscal Stimulus in a Monetary Union: Evidence from U.S. Regions"
Working paper
(2011)
More | Download PDF
"Adverse Selection and Credit Rationing in a Crisis"
Working paper
(2011)
More | Download PDF
"Lost in Transit: Product Replacement Bias and Pricing to Market"
Working Paper
(2010)
More | Download PDF
"Crises and Recoveries in an Empirical Model of Consumption Disasters"
Working Paper
(2010)
More | Download PDF
Eli Noam
"A New Concentration Index for Media Industries"
Working paper
(2010)
More
"A Trade World for Peer-to-Peer Media"
Working paper
(2010)
More
"American Broadcast Television: Decline or Dominance?"
Working paper
(2010)
More
"Concentration and the Decline of the Newspaper Industry"
Working paper
(2010)
More
"Concentration Trends of the American Computer Software Sector"
Working paper
(2010)
More
Guillermo Noguera
"Fragmentation and Trade in Value Added Over Four Decades"
NBER Working Paper No. 18186
(2012)
More | Download PDF
Martin Oehmke
"The Anatomy of the CDS Market"
(2013)
More | Download PDF
"Maturity Rationing and Collective Short-Termism"
(2012)
More
"Should Derivatives Be Privileged in Bankruptcy?"
Working Paper
(2012)
More
"Complexity in Financial Markets"
Working Paper
(2009)
More | Download PDF
"Gradual Arbitrage"
Working Paper
(2009)
More | Download PDF
Michael Peters
"Does Imitation Benefit the Imitated Brand? The Effects of Target Ambiguity and Processing Mindset on Judgment"
(2018)
More | Download PDF
"Asset Demand Based Tests of Expected Utility Maximization"
(2013)
More | Download PDF
"Do Menstrual Problems Explain Gender Gaps in Absenteeism and Earnings? Evidence from the National Health Interview Survey"
Working Paper
(2013)
More | Download PDF
"Endogenous Liquidity and the Business Cycle"
(2013)
More | Download PDF
"Human Capital and Productivity in a Team Environment: Evidence from the Healthcare Sector"
Working paper
(2013)
More | Download PDF
Tomasz Piskorski
"Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market"
(2013)
More | View research
"Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program"
(2012)
More | View research
"Mortgage Modification and Strategic Behavior: Evidence from a Legal Settlement with Countrywide"
Working Paper No. 17065
(2011)
More | View research
"Optimal Dynamic Contracts with Moral Hazard and Costly Monitoring"
Working Paper No. FBE 36-09
(2011)
More | View research
Andrea Prat
"Managerial Capital at the Top: Evidence from the Time Use of CEOs"
(2013)
More | Download PDF
"Communication and Influence"
(2011)
More | Download PDF
"On the Political Economy of Urban Growth: Homeownership versus Affordability"
(2011)
More | Download PDF
"Organizational Economics with Cognitive Costs"
(2011)
More | Download PDF
"The Political Economy of Mass Media"
(2011)
More | Download PDF
Enrichetta Ravina
"Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios"
Working paper
(2013)
More | Download PDF
"Love & Loans: The Effect of Beauty and Characteristics in Credit Markets"
(2012)
More | Download PDF
"Adverse Selection and Credit Rationing in a Crisis"
Working paper
(2011)
More | Download PDF
"Habit Formation and Keeping Up with the Joneses: Evidence from Micro Data"
Working Paper
(2007)
More | Download PDF
"Procrastination and Credit Cards: A Time Inconsistency Story"
Working Paper
(2003)
More
Jonah Rockoff
"Do Menstrual Problems Explain Gender Gaps in Absenteeism and Earnings? Evidence from the National Health Interview Survey"
Working Paper
(2013)
More | Download PDF
"Fifty Ways to Leave a Child Behind: Idiosyncrasies and Discrepancies in States' Implementation of NCLA"
NBER Working Paper No. 18988
(2013)
More | Download PDF
"School Segregation, Educational Attainment and Crime: Evidence from the End of Busing in Charlotte-Mecklenburg"
Working Paper 18487
(2012)
More | Download PDF
"The Long-Term Impacts of Teachers: Teacher Value-Added and Student Outcomes in Adulthood"
Working Paper 17699
(2011)
More | Download PDF
"Rules and Discretion in the Evaluation of Students and Schools: The Case of the New York Regents Examinations"
Working paper
(2011)
More | Download PDF
Lynne Sagalyn
"The Recast Scope of Public Possibility: Lessons from Times Square"
Conference Paper
(2001)
More | View research
"Mediating Change: Symbolic Politics and the Transformation of Times Square"
Paper
(2001)
More | View research
"Leasing: The Strategic Option for Public Development"
Working Paper
(1993)
More | Download PDF
"Public Development: Using Land as a Capital Resource"
Lincoln Institute of Land Policy
(1992)
More | Download PDF
Tano Santos
"Political Credit Cycles: The Case of the Euro Zone"
(2013)
More | Download PDF
"Cream skimming in financial markets"
Working paper
(2013)
More | Download PDF
"Rational Inattention and Organizational Focus"
(2013)
More | Download PDF
"Contractible Signals and Security Design"
Working paper
(2005)
More | Download PDF
Larry Selden
"Asset Demand Based Tests of Expected Utility Maximization"
(2013)
More | Download PDF
"Asset based tests of expected utility maximization"
(2013)
More
"Changing Tastes and Effective Consistency"
Working Paper
(2012)
More | Download PDF
"Characterizing Myopic Intertemporal Demand"
Working Paper
(2012)
More | Download PDF
Paolo Siconolfi
"Incentive Efficient Price Systems in Insurance Economies with Adverse Selection"
Working paper
(2011)
More | Download PDF
"Recursive equilibrium in stochastic OLG economies: Incomplete markets"
Working paper
(2011)
More
Morten Sorensen
"Valuing Private Equity"
Working paper
(2012)
More | Download PDF
"Private Equity and Industry Performance"
Working Paper
(2010)
More | Download PDF
"Private Equity, Industry Performance and Cyclicality"
Globalization of Alternative Investments Working Papers Volume 3: The Global Economic Impact of Private Equity Report 2010
(2009)
More | Download PDF
"Learning by Investing: Evidence From Venture Capital"
(2008)
More | Download PDF
Joseph Stiglitz
"The Transition from Communism: A Diagrammatic Exposition of Obstacles to the Demand for the Rule of Law"
Policy Research Working Paper Series 3352
(2005)
More
"Price Neutral Tax Reform with an Informal Economy"
Economics Working Paper Archive at WUSTL
(2004)
More
"After the Big Bang? Obstacles to the Emergence of the Rule of Law in Post-Communist Societies"
Columbia University Department of Economics Discussion Paper and NBER Working Paper 9282
(2002)
More
M. Suresh Sundaresan
"On the Design of Contingent Capital with a Market Trigger"
Staff Report No. 448
(2011)
More | View research
"Risk Management Framework for Hedge Funds Role of Funding and Redemption Options on Leverage"
Working paper
(2010)
More | Download PDF
"Growth Options and Optimal Default under Liquidity Constraints: The Role of Corporate Cash Balances"
Working paper
(2009)
More | Download PDF
"Financing real options"
Working Paper
(2008)
More
"Lending Without Access to Collateral: A Theory of Microloan Borrowing Rates"
Working paper
(2006)
More | Download PDF
Paul Tetlock
"Asset Pricing in the Dark: The Cross Section of OTC Stocks"
Working Paper
(2013)
More | Download PDF
"Liquidity and Prediction Market Efficiency"
Working Paper
(2008)
More | Download PDF
"Optimal Liquidity Provision for Decision Makers"
Working Paper
(2007)
More | Download PDF
Maxim Ulrich
"Decomposing Equity Returns"
Working paper
(2010)
More | Download PDF
"Inflation Ambiguity and the Term Structure of U.S. Government Bonds"
Working Paper
(2010)
More | Download PDF
"Observable Long-Run Ambiguity and Long-Run Risk"
Working Paper
(2010)
More | Download PDF
"Real-Time Taylor Rule Ambiguities"
Working Paper
(2010)
More | Download PDF
"Uncertain Times Ahead"
Working Paper
(2009)
More | Download PDF
Neng Wang
"The Economics of Hedge Funds"
Working paper
(2012)
More | Download PDF
"The Economic and Policy Consequences of Catastrophes"
Working paper
(2012)
More | Download PDF
"Valuing Private Equity"
Working paper
(2012)
More | Download PDF
"Market Timing, Investment, and Risk Management"
Working paper
(2011)
More | Download PDF
"Investment, Tobin's q, and interest rates"
(2011)
More | Download PDF
Shang-Jin Wei
"Tracing Value-added and Double Counting in Gross Exports"
NBER Working Paper No 18579
(2012)
More | Download PDF
"When Is Quality of Financial System a Source of Comparative Advantage?"
NBER Working Paper No. 13984
(2008)
More | Download PDF
"Current Account Adjustment: Some New Theory and Evidence"
NBER No. 13388
(2007)
More | View research
"Financial Globalization: A Reappraisal"
NBER Working Paper No. 12484
(2006)
More | Download PDF
"Offshoring Tariff Evasion: Evidence from Hong Kong as Entrepôt Trader"
Working Paper
(2005)
More | Download PDF
Daniel Wolfenzon
"Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data"
Working paper
(2011)
More | Download PDF
"Do CEOs matter?"
Working Paper
(2011)
More | Download PDF
"Estimating the Value of The Boss: Evidence from CEO Hospitalization Events"
Working Paper
(2011)
More | Download PDF
"The Investment Behavior of Buyout Funds: Theory and Evidence"
Finance Working Paper No. 174/2007
(2007)
More | Download PDF
Pierre Yared
"A Theory of Political and Economic Cycles"
Working Paper
(2012)
More | Download PDF
"Fiscal Rules and Discretion under Persistent Shocks"
Working Paper
(2012)
More | Download PDF
"Optimal Fiscal Policy in an Economy with Private Borrowing Limits"
Working Paper
(2012)
More | Download PDF
"The Institutional Causes of China's Great Famine"
Working Paper
(2010)
More | Download PDF
Stephen Zeldes
"What Makes Annuitization More Appealing?"
(2013)
More | Download PDF
"Cost Savings and the Freezing of Corporate Pension Plans"
Working Paper
(2012)
More | Download PDF
"The Market Value of Social Security"
Working paper
(2011)
More | Download PDF
"Valuing and Hedging Defined Benefit Pension Obligations: The Role of Stocks Revisited"
Working paper
(2006)
More | Download PDF
"How Do Household Portfolio Shares Vary with Age?"
Working paper
(2004)
More | Download PDF