| August 2009 | Haircuts
with Andrew Metrick: w15273
|
| Securitized Banking and the Run on Repo
with Andrew Metrick: w15223
|
| May 2009 | The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover
with Lixin Huang, Qiang Kang: w14944
|
| January 2009 | Information, Liquidity, and the (Ongoing) Panic of 2007
w14649
|
| October 2008 | Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
with Geetesh Bhardwaj, K. Geert Rouwenhorst: w14424
|
| The Subprime Panic
w14398
|
| September 2008 | The Panic of 2007
w14358
|
| July 2007 | The Fundamentals of Commodity Futures Returns
with Fumio Hayashi, K. Geert Rouwenhorst: w13249
|
| January 2007 | Special Purpose Vehicles and Securitization
with Nicholas S. Souleles
in The Risks of Financial Institutions, Mark Carey and René M. Stulz, editors
|
| May 2006 | Noise Traders
with James Dow: w12256
|
| March 2006 | Asset Prices When Agents are Marked-to-Market
with Ping He, Lixin Huang: w12075
|
| Agency-Based Asset Pricing
with Ping He: w12084
|
| May 2005 | Bank Credit Cycles
with Ping He: w11363
|
| Eat or Be Eaten: A Theory of Mergers and Merger Waves
with Matthias Kahl, Richard Rosen: w11364
|
| March 2005 | Special Purpose Vehicles and Securitization
with Nicholas Souleles: w11190
|
| June 2004 | Facts and Fantasies about Commodity Futures
with K. Geert Rouwenhorst: w10595
|
| SEC Regulation Fair Disclosure, Information, and the Cost of Capital
with Armando Gomes, Leonardo Madureira: w10567
|
| June 2003 | Equilibrium Asset Prices Under Imperfect Corporate Control
with James Dow, Arvind Krishnamurthy: w9758
|
| September 2002 | Banking Panics and the Origin of Central Banking
with Lixin Huang: w9137
|
| Liquidity, Efficiency and Bank Bailouts
with Lixin Huang: w9158
|
| August 2002 | Bank Panics and the Endogeneity of Central Banking
with Lixin Huang: w9102
|
| May 2002 | Financial Intermediation
with Andrew Winton: w8928
|
| October 2000 | Class Struggle Inside the Firm: A Study of German Codetermination
with Frank Schmid: w7945
|
| March 2000 | The Visible Hand, the Invisible Hand and Efficiency
with Eitan Goldman: w7587
|
| May 1999 | Blockholder Identity, Equity Ownership Structures, and Hostile Takeovers
with Matthias Kahl: w7123
|
| September 1996 | Executive Compensation and the Optimality of Managerial Entrenchment
with Bruce D. Grundy: w5779
|
| February 1996 | Universal Banking and the Performance of German Firms
with Frank A. Schmid: w5453
|
| August 1995 | Stock Market Efficiency and Economic Efficiency: Is There a Connection?
with James Dow: w5233
|
| Bank Capital Regulation in General Equilibrium
with Andrew Winton: w5244
|
| April 1995 | Banks and Derivatives
with Richard Rosen: w5100
|
| January 1995 | Banks and Derivatives
with Richard Rosen
in NBER Macroeconomics Annual 1995, Volume 10, Ben S. Bernanke and Julio J. Rotemberg, eds.
|
| September 1994 | Noise Trading, Delegated Portfolio Management, and Economic Welfare
with James Dow: w4858
|
| July 1993 | Reputation Formation in Early Bank Debt Markets
w4400
|
| April 1993 | Arbitrage Chains
with James Dow: w4314
|
| Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing
with James Dow: w4315
|
| February 1993 | The Design of Bank Loan Contracts, Collateral, and Renegotiation
with James A. Kahn: w4273
|
| December 1992 | Corporate Control, Portfolio Choice, and the Decline of Banking
with Richard Rosen: w4247
|
| October 1991 | Stock Price Manipulation, Market Microstructure and Asymmetric Information
with Franklin Allen: w3862
|
| May 1991 | Rational Finite Bubbles
with Franklin Allen: w3707
|
| Security Baskets and Index-Linked Securities
with George Pennacchi: w3711
|
| April 1991 | Trading, Communication and the Response of Price to New Information
with James Dow: w3687
|
| March 1991 | The Enforceability of Private Money Contracts, Market Efficiency, and Technological Change
w3645
|
| January 1991 | The Origins of Banking Panics: Models, Facts, and Bank Regulation
with Charles W. Calomiris
in Financial Markets and Financial Crises, R. Glenn Hubbard, editor
|
| December 1990 | Banks and Loan Sales: Marketing Non-Marketable Assets
with George Pennacchi: w3551
|
