Working Papers 2001
01-01
Will Bequests Attenuate the Predicted Meltdown in Stock Prices When Baby Boomers Retire?
Andrew B. Abel
[abstract]
Review of Economic and Statistics, November 2001,Vol 83, Issue 4
02-01
An Exploration of the Effects of Pessimism and Doubt on Asset Returns
Andrew B. Abel
[abstract]
Journal of Economic Dynamics and Control, Vol 26, Issues 7-8, July 2002
03-01
Variable Selection for Portfolio Choice
Yacine Ait-Sahalia and Michael W. Brandt
[abstract]
The Journal of Finance, Vol 56, Issue 4, August 2001
04-01
Trading and Voting
David K. Musto and Bilge Yilmaz
[abstract]
05-01
The Role of Trading Halts in Monitoring a Specialist Market
Roger Edelen and Simon Gervais
[abstract]
The Review of Financial Studies, Vol 16, Issue 1, January 2003
06-01
Predictable Changes in NAV: The Wildcard Option in Transacting Mutual-fund Shares
John M.R. Chalmers, Roger Edelen and Gregory B. Kadlec
[abstract]
07-01
High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models
Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold
[abstract]
08-01
Liquidity Supply and Demand: Empirical Evidence from the Vancouver Stock Exchange
Burton Hollifield, Robert A. Miller, Patrik Sandas, and Joshua Slive
[abstract]
09-01
Sharing of Control as a Corporate Governance Mechanism
Armando Gomes and Walter Novaes
[abstract]
10-01
Takeovers, Freezouts, and Risk Arbitrage
Armando Gomes
[abstract]
11-01
Equilibrium Cross-Section of Returns
Joao Gomes, Leonid Kogan, and Lu Zhang
[abstract]
Journal of Political Economy, Vol 111, Issue 4, August 2003
12-01
Multilateral Negotiations and Formation of Coalitions
Armando Gomes
[abstract]
Journal of Mathematical Economics, Vol 59, August 2015
13-01
Externalities and Renegotiations in Three-Player Coalitional Bargaining
Armando Gomes
[abstract]
14-01
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
[abstract]
Journal of Financial Economics, Vol 64, Issue 3
15-01
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
Michael W. Brandt and Pedro Santa-Clara
[abstract]
Journal of Financial Economics, Vol 63, Issue 2, February 2002
16-01
Stocks are Special Too: An Analysis of the Equity Lending Market
Christopher C. Geczy, David K. Musto and Adam V. Reed
[abstract]
Journal of Financial Economics, 66 (2002), pp. 241-269.
17-01
Dynamic Processes of Social and Economic Interactions: On the Persistence of Inefficiencies
Armando Gomes and Phillppe Jehiel
[abstract]
Journal of Political Economy, Vol 113, Issue 3, June 2005
18-01
Corporate Governance and Equity Prices
Paul A. Gompers, Joy L. Ishii and Andrew Metrick
[abstract]
The Quarterly Journal of Economics, Vol 118, Issue 1, February 2003
19-01
Mutual fund performance and seemingly unrelated assets
Lubos Pastor and Robert F. Stambaugh
[abstract]
Journal of Financial Economics, Vol 63, Issue 3, March 2002
20-01
Investing in Equity Mutual Funds
Lubos Pastor and Robert F. Stambaugh
[abstract]
21-01
Liquidity Risk and Expected Stock Returns
Lubos Pastor and Robert Stambaugh
[abstract]
Journal of Political Economy, Vol 111, Number 3, June 2003
22-01
On the Invariances of the Rate of Return to Convex Adjustment Costs
Andrew B. Abel
[abstract]
Review of Economic Dynamics, Vol 5, Issue 3, July 2002