Working Papers 2008
01-08
The Reaction of Consumer Spending and Debt to Tax Rebates – Evidence from Consumer Credit Data
Sumit Agarwal, Chunlin Liu and Nicholas Souleles
[abstract]
02-08
Net Worth Housing Equity in Retirement
Todd Sinai and Nicholas Souleles
[abstract]
03-08
Predictive Systems: Living with Imperfect Predictors (Revised 11-07)
Lubos Pastor and Robert Stambaugh
[abstract]
(The Journal of Finance, Vol. 64, Issue 4, August 2009)
04-08
Levered Returns
Joao Gomes and Lukas Schmid
[abstract]
(The Journal of Finance, Vol. 65, Issue 2, April 2010)
05-08
A Multiplicative Model of Optimal CEO Incentives in Market Equilibrium
Alex Edmans, Xavier Gabaix and Augustin Landier
[abstract]
(The Review of Financial Studies, Vol. 22, Issue 12, December 2009)
06-08
Institutional Investors, Credit Supply, Uncertainty and the Leverage of the Firm
Massimo Massa, Ayako Yasuda, and Lei Zhang
[abstract]
07-08
Governance Through Exit and Voice: A Theory of Multiple Blockholders
Alex Edmans and Gustavo Manso
[abstract]
(The Review of Financial Studies, Vol. 24, Issue 7, July 2011)
08-08
Blockholders, Market Efficiency, an Managerial Myopia
Alex Edmans
[abstract]
(The Journal of Finance, Vol. 64, Issue 6, December 2009)
09-08
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets
Motohiro Yogo
[abstract]
10-08
Are Stocks Really Less Volatile in the Long Run?
Lubos Pastor and Robert Stambaugh
[abstract]
(The Journal of Finance, Vol. 67, Issue 2, April 2012)
11-08
Oil Futures in a Production Economy with Investment Constraints
Leonid Kogan, Dmitry Livdan and Amir Yaron
[abstract]
(The Journal of Finance, Vol. 64, Issue 3, June 2009)
12-08
Risks for the Long Run: Estimation and Inference
Ravi Bansal, Dana Kiku and Amir Yaron
[abstract]
13-08
Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status
Nikolai Roussanov
[abstract]
(The Journal of Finance Vol. 65, Issue 5, October 2010)
14-08
What’s Vol Got to do with it?
Itamar Drechsler and Amir Yaron
[abstract]
(The Review of Financial Studies Vol. 24, Issue 1, January 2011)
15-08
Temporal Risk Aversion and Asset Prices
Skander Van den Heuvel
[abstract]
16-08
Can time-varying risk of rare disasters explain aggregate stock market volatility?
Jessica A. Wachter
[abstract]
(Journal of Finance Vol. LXVIII, NO. 3, June 2013)
17-08
Mergers and Persistence
Jeffrey Jaffe, David Pedersen and Torben Voetmann
[abstract]