Size and Value in China
Jianan Liu, Robert F. Stambaugh and Yu Yuan
Fund Tradeoffs (REVISED 2-17)
Lubos Pastor, Robert F. Stambaugh and Lucian A. Taylor
Does Borrowing from Banks Cost More than Borrowing from the Market?
Identification using Russell 1000/2000 index assignments: A discussion of methodologies
Ian R. Appel, Todd A. Gormley and Donald B. Keim
Risk Free Interest Rates
Jules van Binsbergen, William F. Diamond and Marco Grotteria
Banking on Deposits: Maturity Transformation without interest Rate Risk
Itamar Drechsler, Alexi Savov and Philipp Schnabl
Liquidity Creation as Volatility Risk
Itamar Drechsler, Alan Moreira and Alexi Savov
Who’s Paying Attention: Measuring Common Ownership and Its Impact on Managerial Incentives
Erik Gilje, Todd A. Gormley and Doron Levit
Skill and Fees in Active Management
Robert F. Stambaugh
How Important are inflation Expectations for the Nominal Yield Curve
Roberto Gomez-Cram and Amir Yaron
Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?
Ravi Bansal, Colin Ward and Amir Yaron
Fearing the Fed: How Wall Street Reads Main Street
Tzuo Hann Law, Dongho Song and Amir Yaron
Is Socially Responsible Investing a Luxury Good?
Ravi Bansal, Di (Andrew) Wu and Amir Yaron
Why Trade Over-the-Counter?
Tony Lee and Chaojun Wang
Equilibrium Asset Pricing with Price War Risks
Winston Wei Dou, Yan Ji and Wei Wu
Risk Factors that Matter: Textual analysis of Risk Disclosures for the Cross-Section of Returns
Alejandro Lopez-Lira (PhD Candidate in Finance)