This Fall has been productive for Sean Myers, Wharton Associate Professor of Finance. His 2022 paper, "The Return of Return Dominance: Decomposing the Cross-section of Prices" co-authored with Ricardo De la O and Xiao Han has recently won the Rodney L. White Center’s 2022 Marshall Blume First Prize in financial…Read More
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Itamar Drechsler discussed SVB with Business Insider
Center Co-director Itamar Drechsler discusses the SVB collapse with Business Insider. Learn more by listening to Professor Drechsler’s podcast at Knowledge@Wharton
Professor Yao Zeng is featured in Financial Times
Financial Times covers Professor Yao Zeng’s research on active management of passive funds. Read Professor Zeng’s complete research paper in the November 2022 issue of A Bite of Finance
Dan Garrett research featured in Bloomberg
Congratulations to Professor Dan Garrett on his research on gun laws and the cost to taxpayers which was featured in ESG Clarity and Bloomberg Read Professor Garrett’s complete research paper in the July 2022 issue of A Bite of Finance
Sylvain Catherine featured in The Hill
Professor Sylvain Catherine talks about canceling student debt and its policy implications Learn more in his OpEd feature in The Hill
Papers 2020
2020 01-20 Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility Jules H. van Binsbergen 02-20 Common Fund Flows: Flow Hedging and Factor Pricing Winston Wei Dou, Leonid Kogan and Wei Wu 03-20 Equilibrium Asset Pricing with Leverage and Default Joao F. Gomes and Lukas Schmid 04-20 Should the U.S.…Read More
Papers 2019
Working Papers 2019 01-19 Macro-Finance Models with Nonlinear Dynamics Winston Wei Dou, Xiang Fang, Andrew W. Lo, and Harald Uhlig 02-19 Leverage Risk and investment: The Case of Gold Clauses in the 1930s Joao Gomes, Mete Kilic and Sebastien Plante 03-19 Scale Economies inthe Money Market Su Li and David…Read More
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 1000/2000…Read 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