Papers 2001

Working Papers 2001

Will Bequests Attenuate the Predicted Meltdown in Stock Prices When Baby Boomers Retire?
Andrew B. Abel
Review of Economic and Statistics, November 2001,Vol 83, Issue 4

An Exploration of the Effects of Pessimism and Doubt on Asset Returns
Andrew B. Abel
Journal of Economic Dynamics and Control, Vol 26, Issues 7-8, July 2002

Variable Selection for Portfolio Choice
Yacine Ait-Sahalia and Michael W. Brandt
The Journal of Finance, Vol 56, Issue 4, August 2001

Trading and Voting
David K. Musto and Bilge Yilmaz

The Role of Trading Halts in Monitoring a Specialist Market
Roger Edelen and Simon Gervais
The Review of Financial Studies, Vol 16, Issue 1, January 2003

Predictable Changes in NAV: The Wildcard Option in Transacting Mutual-fund Shares
John M.R. Chalmers, Roger Edelen and Gregory B. Kadlec

High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models
Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

Liquidity Supply and Demand: Empirical Evidence from the Vancouver Stock Exchange
Burton Hollifield, Robert A. Miller, Patrik Sandas, and Joshua Slive

Sharing of Control as a Corporate Governance Mechanism
Armando Gomes and Walter Novaes

Takeovers, Freezouts, and Risk Arbitrage
Armando Gomes

Equilibrium Cross-Section of Returns
Joao Gomes, Leonid Kogan, and Lu Zhang
Journal of Political Economy, Vol 111, Issue 4, August 2003

Multilateral Negotiations and Formation of Coalitions
Armando Gomes
Journal of Mathematical Economics, Vol 59, August 2015

Externalities and Renegotiations in Three-Player Coalitional Bargaining
Armando Gomes

How Does the Internet Affect Trading? Evidence from Investor Behavior in 401(K) Plans (Revision 15-00)
James J. Choi, David Laibson, and Andrew Metrick
Journal of Financial Economics, Vol 64, Issue 3

Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
Michael W. Brandt and Pedro Santa-Clara
Journal of Financial Economics, Vol 63, Issue 2, February 2002

Stocks are Special Too: An Analysis of the Equity Lending Market
Christopher C. Geczy, David K. Musto and Adam V. Reed
Journal of Financial Economics, 66 (2002), pp. 241-269.

Dynamic Processes of Social and Economic Interactions: On the Persistence of Inefficiencies
Armando Gomes and Phillppe Jehiel
Journal of Political Economy, Vol 113, Issue 3, June 2005

Corporate Governance and Equity Prices
Paul A. Gompers, Joy L. Ishii and Andrew Metrick
The Quarterly Journal of Economics, Vol 118, Issue 1, February 2003

Mutual fund performance and seemingly unrelated assets
Lubos Pastor and Robert F. Stambaugh
Journal of Financial Economics, Vol 63, Issue 3, March 2002

Investing in Equity Mutual Funds
Lubos Pastor and Robert F. Stambaugh

Liquidity Risk and Expected Stock Returns
Lubos Pastor and Robert Stambaugh
Journal of Political Economy, Vol 111, Number 3, June 2003

On the Invariances of the Rate of Return to Convex Adjustment Costs
Andrew B. Abel
Review of Economic Dynamics, Vol 5, Issue 3, July 2002