Working Papers 2010
01-10
On the Size of the Active Management Industry
Lubos Pastor and Robert F. Stambaugh
[abstract]
(Journal of Political Economy, Vol. 120, Issue 4, August 2012)
02-10
Financial Expertise as an Arms Race
Vincent Glode, Richard C. Green and Richard Lowery
[abstract]
(The Journal of Finance, Vol. 67, Issue 5, October 2012)
03-10
Hedge Funds: Pricing Controls and the Smoothing of Self Report Returns
Gavin Cassar and Joseph Gerakos
[abstract]
(The Review of Financial Studies, Vol. 24, Issue 5, May 2011)
04-10
CEO Wage Dynamics: Evidence from a Learning Model
Lucian A. Taylor
[abstract]
(Journal of Financial Economics, Vol. 108, Issue 1, April 2013)
05-10
Long Run Risks, the Macroeconomy, and Asset Prices
Ravi Bansal, Dana Kiku and Amir Yaron
[abstract]
(The American Economic Review, Vol. 100, Issue 2, May 2010)
06-10
What’s Vol Got to Do With It
Itamar Drechsler and Amir Yaron
[abstract]
07-10
Macroeconomic Effects of Financial Shocks
Urban Jermann and Vincenzo Quadrini
[abstract]
(The American Economic Review, Vol. 102, Issue 1, February 2012)
08-10
Is U.S. Multinational Intra-Firm Dividend Policy Influenced by Capital Market Incentives?
Jennifer L. Blouin, Linda K. Krull and Leslie A. Robinson
[abstract]
(The Accounting Review, Vol. 87, Issue 5, September 2012)
09-10
Explaining the Favprote Longshot Bias: Is it Risk-Love or Misperceptions?
Erik Snowberg and Justin Wolfers
[abstract]
( Journal of Political Economy, Vol. 118, Issue 4, August 2010)
10-10
Ambiguous Infomration, Risk Aversion and Asset Pricing
Philipp Illeditsch
[abstract]
(Applied Financial Economics, Vol. 20, Issue 1-2, 2010)
11-10
What “Triggers” Mortgage Default?
Ronel Elul, Nicholas Souleles, Souphala Chomsisengphet, Dennis Glennon and Robert Hunt
[abstract]
(The American Economic Review, Vol. 100, Issue 2, May 2010)
12-10
Risk and the CEO Market: Why Do Some Large Firms Hire Highly-Paid, Low-Talent CEOs?
Alex Edmans and Xavier Gabaix
[abstract]
13-10
Information Spillovers and Performance Persistence for Hedge Funds
Vincent Glode and Richard C. Green
[abstract]
( Journal of Financial Economics, Vol. 101, Issue 1, July 2011)
14-10
Do Peer Firms Affet Corporate Financial Policy
Mark T. Leary and Michael R. Roberts
[abstract]
(The Journal of Finance, Vol. 69, Issue 1, February 2014)
15-10
Skill, Luck and the Multiproduct Firm: Evidence from Hedge Funds
Rui J. P. de Figueriredo, Jr. and Evan Rawley
[abstract]
(Management Science, Vol. 57, Issue 11, November 2011)
16-10
The Effect of Parent Firm Location on the Performance of Entrepreneurial Spawns: Evidence from Hedge Funds
Rui J. P. de Figueriredo, Jr., Evan Rawley, Philipp Meyer
[abstract]
17-10
Short-term Termination without Deterring Long-term Investment: A Theory of Debt and Buyouts
Alex Edmans
[abstract]
(Journal of Financial Economics, Vol. 102, Issue 1, October 2011)
18-10
How Much do Investors Care about Macroeconomic Risk? Evidence from Scheduled Economic Announcements
Pavel Savor and Mungo Wilson
[abstract]
19-10
Growth to Value: Option Excercise and the Cross Seciton of Equity Returns
Hengjie Ai and Dana Kiku
[abstract]
(Journal of Financial Economics, Vol. 107, Issue 2, February 2013)
20-10
Accounting for Private Information
Laurence Ales and Priscila Mazeiro
[abstract]
21-10
Composition of Wealth, Conditioning Information and the Cross-Section of Stock Returns
Nikolai Roussanov
[abstract]
(Journal of Financial Economics, Vol. 111, Issue 2, February 2014)
22-10
The Term Structures of Equity and Interest Rates
Martin Lettau and Jessica A. Wachter
[abstract]
(Journal of Financial Economics, Vol. 101, Issue 1, July 2011)
23-10
Changing Institutional Preferences and Investment Performance: A Stock Holdings Perspective
Marshall E. Blume and Donald B. Keim
[abstract]