Working Papers 2007
01-07
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
Francis X. Diebold and Kamil Yilmaz
[abstract]
(The Economic Journal, Vol 199, Issue 534, January 2009)
02-07
Competition and Fragmentation in the Equity Markets: The Effect of Regulation NMS
Marshall E. Blume
[abstract]
03-07
Durability of Output and Expected Stock Returns
Joao Gomes, Leonid Kogin and Motohiro Yogo
[abstract]
(Journal of Political Economy, Vol 117, Issue 5, October 2009)
04-07
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
Jessica A. Wachter and Missaka Warusawitharana
[abstract]
(Journal of Econometrics, Vol 148, Issue 2, February 2009)
05-07
Does Mutual Fund Performance Vary Over the Business Cycle?
Anthony A. Lynch and Jessica A. Wachter
[abstract]
06-07
Deliberation and Security Design in Bankruptcy
Hulya Eraslan and Bilge Yilmaz
[abstract]
07-07
Information Based Trade
Philip Bond and Hulya Eraslan
[abstract]
(Journal of Econometrics, Vol 148, Issue 2, February 2009)
08-07
Asset Prices Under Habit Formation and Reference-Dependent Preferences
Motohiro Yogo
[abstract]
(Journal of Business & Economic Statistics, Vol 26, Issue 2, 2008)
09-07
The Responses of Corporate Financing and Investment to Changes in the Supply of Credit: A Antural Experiment
Michael Lemmon and Michael R. Roberts
[abstract]
(Journal of Financial and Quantitative Analysis, Vol 45, Issue 3, June 2010)
10-07
Control Rights and Capital Structure: An Empirical Investigation
Michael R. Roberts and Amir Sufi
[abstract]
(The Journal of Finance, Vol 64, Issue 4, August 2009)
11-07
Predictive Systems: Living with Imperfect Predictors
Lubos Pastor and robert F. Stambaugh
[abstract]
(The Journal of Finance, Vol 64, Issue 4, August 2009)
12-07
Incentives for Information Producation in Markets Where Prices Affect Real Investment
James Dow, Itay Goldstein and Alexander Guembel
[abstract]
(Journal of the European Economic Association, Vol 15, Issue 4, August 2017)
13-07
Corporate Bankruptcy Reorganizationa: Estimates from a Bargaining Model
Hulya Eraslan
[abstract]
(International Economic Review, Vol 49, Issue 2, May 2008)
14-07
Vauable Information & Costly Liquidity: Evidence from Individual Mutual Fund Trades
Susan E. K. Christoffersen, Donald B. Keim and David K. Musto
[abstract]
15-07
Why Do Household Portfolio Shares Rise in Wealth?
Jessica A. Wachter and Motohiro Yogo
[abstract]
(The Review of Financial Studies, Volume 23, Issue 11, 1 November 2010)
16-07
Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices
Alex Edmans
[abstract]
(Journal of Financial Economics, Vol 101, Issue 3, September 2011)
17-07
The Economics of Private Equity Funds
Andrew Metrick and Ayako Yasuda
Published in the 2010 Review of Financial Studies, 23, 2303-2341
[abstract]
(The Review of Financial Studies, Volume 23, Issue 6, 1 June 2010)
18-07
Optimal Retirement Benefit Guarantees
Stavros Panageas
[abstract]
19-07
Sources of Lifetime Income
Mark Huggett, Gustavo Ventura and Amir Yaron
[abstract]
(The American Economic Review, Vol 101, Issue 7, December 2011)
20-07
Optimal Income Taxation
Andrew B. Abel
[abstract]
21-07
The Equity Premium Implied By Production
Urban J. Jermann
[abstract]
(Journal of Financial Economics, Vol 98, Issue 2, November 2010)
22-07
Information-based Trade
Philip Bond and Hulya Eraslan
[abstract]
(Journal of Economic Theory, Vol 145, Issue 5, September 2010)
23-07
Strategic Voting over Strategic Proposals
Philip Bond and Hulya Eraslan
[abstract]
(The Review of Economic Studies, Vol 77, Issue 2, April 2010)
24-07
Deliberation and Security Design in Bankruptcy
Hulya Eraslan and Bilge Yilmaz
[abstract]
25-07
The Anatomy of U.S. Personal Bankruptcy Under Chapter 13
Hulya Eraslan, Wen Li and Pierre Daniel Sarte
[abstract]
26-07
Payoff Complementarities and Financial Fragility: Evidence from Mutual Fund Outflows
Qi Chen, Itay Goldstein and Wei Jiang
[abstract]
(Journal of Financial Economics, Vol 97, Issue 2, August 2010)
27-07
How are U. S. Family Firms Controlled?
Raphael Amit and Belen Villalonga
[abstract]
(The Review of Financial Studies, Vol 22, Issue 8, August 2009)
28-07
Corporate Bankuptcy Reorganizations: Estimates from a Bargaining Model
Hulya Eraslan
(International Economic Review, Vol 49, Issue 2, May 2008)