Papers 2018

Working Papers 2018 01-18 Size and Value in China Jianan Liu, Robert F. Stambaugh and Yu Yuan 02-18 Fund Tradeoffs  (REVISED 2-17) Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor 03-18 Does Borrowing from Banks Cost More than Borrowing from the Market? Michael Schwert 04-18 Identification using Russell 1000/2000Read More

Papers 2017

Working Papers 2017 01-17 Noisy Active Management Robert F. Stambaugh 02-17 Fund Tradeoffs Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor 03-17 Cyclical Dispersion in Expected Defaults Joao F. Gomes, Marco Grotteria and Jessica A. Wachter (Review of Financial Studies, Forthcoming) 04-17 Anomalies Abroad:  Beyond Data Mining Xiaomeng Lu,Read More

Papers 2016

Working Papers 2016 01-16 Modeling the Revolving Revolution:  The Debt Collection Channel Lukasz A. Drozd and Ricardo Serrano-Padial (American Economics Review, Vol. 107, Issue 3, March 2017) 02-16 Financial Contracting with Enforcement Externalities Lukasz A. Drozd and Ricardo Serrano-Padial 03-16 Do Funds Make More When They Trade More? Lubos Pastor,Read More