Papers 2009

Working Papers 2009

01-09
Institutional Spending Rules and Asset Allocation
Marshall E. Blume
[abstract]

02-09
Predicting Short Term Eurodollar Futures
Choong Tze Chua, Krishna Ramaswamy and Robert Stine
[abstract]
(The Journal of Fixed Income, Vol. 18, No. 4, Spring 2009)

03-09
Conspicuous Consumption and Race
Kerwin Kofi Charles, Erik Hurst and Nikolai Roussanov
(Forthcoming, Quarterly Journal of Economics)
[abstract]                                                                                                              (The Quarterly Journal of Economics, Vol. 124, Issue 2, May 2009)

04-09
Competition Among Ratings Agencies and Information Disclosure
Neil A. Doherty, Anastasia V. Kartasheva and Richard D. Phillips
[abstract]

05-09
Takeover Activity and Target Valuations: Feedback Loops in Financial Markets
Alex Edmans, Itay Goldstein and Wei Jiang
[abstract]
(The Journal of Finance, Vol. 67, Issue 3, June 2012)

06-09
How Much Do Investors Care About Macroeconomic Risk? Evidence From Scheduled Economic Announcements
Pavel Savor and Mungo Wilson
[abstract]                                                                                                              (Journal of Financial and Quantitative Analysis, Vol. 48, Issue 2, April 2013)

07-09
Optimal Inattention to the Stock Market with Information Costs and Transactions Costs
Andrew B. Abel, Janice C. Eberly and Stavros Panageas
[abstract]

08-09
Common Risk Factors in Currency Markets
Hanno Lustig, Nick Roussanov and Adrien Verdelhan
[abstract]
(The Review of Financial Studies, Vol. 24, Issue 11, November 2011)

09-09
Skill in Corporate Acquisitions
Jeffrey Jaffe, David Pedersen and Torben Voetmann
[abstract]

10-09
Dynamic Incentive Accounts
Alex Edmans, Xavier Gabaix, Tomasz Sadzik and Yuliy Sannikov
[abstract]                                                                                                              (The Journal of Finance, Vol. 67, Issue 5, October 2012)

11-09
Tractability and Detail-Neutrality in Incentive Contracting
Alex Edmans and Xavier Gabaix
[abstract]
(The Review of Financial Studies, Vol. 24, Issue 9, September 2011)

12-09
Do Investment Banks Have Skill? Performance Persistence of M&A Advisors
Jack Bao and Alex Edmans
[abstract]
(The Review of Financial Studies, Vol. 24, Issue 7, July 2011)