| August 2009 | Monetary Policy Shifts and the Term Structure
with Jean Boivin, Sen Dong, Rudy Loo-Kung: w15270
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| November 2008 | Taxes on Tax-Exempt Bonds
with Vineer Bhansali, Yuhang Xing: w14496
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| April 2008 | Do Funds-of-Funds Deserve Their Fees-on-Fees?
with Matthew Rhodes-Kropf, Rui Zhao: w13944
|
| January 2008 | High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
with Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang: w13739
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| September 2007 | No-Arbitrage Taylor Rules
with Sen Dong, Monika Piazzesi: w13448
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| February 2007 | The Term Structure of Real Rates and Expected Inflation
with Geert Bekaert, Min Wei: w12930
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| January 2007 | Risk, Return and Dividends
with Jun Liu: w12843
|
| May 2006 | Is IPO Underperformance a Peso Problem?
with Li Gu, Yael V. Hochberg: w12203
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| December 2005 | CAPM Over the Long Run: 1926-2001
with Joseph chen: w11903
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| Downside Risk
with Joseph Chen, Yuhang Xing: w11824
|
| August 2005 | Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
with Geert Bekaert, Min Wei: w11538
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| October 2004 | The Cross-Section of Volatility and Expected Returns
with Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang: w10852
|
| August 2004 | What Does the Yield Curve Tell us about GDP Growth?
with Monika Piazzesi, Min Wei: w10672
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| November 2003 | How do Regimes Affect Asset Allocation?
with Geert Bekaert: w10080
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| October 2003 | How to Discount Cashflows with Time-Varying Expected Returns
with Jun Liu: w10042
|
| May 2003 | Do Demographic Changes Affect Risk Premiums? Evidence from International Data
with Angela Maddaloni: w9677
|
| December 2001 | Downside Risk and the Momentum Effect
with Joseph Chen, Yuhang Xing: w8643
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| July 2001 | A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
with Monika Piazzesi: w8363
|
| April 2001 | Stock Return Predictability: Is it There?
with Geert Bekaert: w8207
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| July 2000 | Why Stocks May Disappoint
with Geert Bekaert, Jun Liu: w7783
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| March 1999 | International Asset Allocation with Time-Varying Correlations
with Geert Bekaert: w7056
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| April 1998 | Regime Switches in Interest Rates
with Geert Bekaert: w6508
|
