2009
|
|
w15542 |
Arvind Krishnamurthy
|
How Debt Markets have Malfunctioned in the Crisis |
|
w15538 |
Marcin Kacperczyk
Philipp Schnabl
|
When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009 |
|
w15512 |
Moritz Schularick
Alan M. Taylor
|
Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870–2008 |
|
w15504 |
Ravi Bansal
Dana Kiku
Amir Yaron
|
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices |
|
w15482 |
Zhiguo He
Wei Xiong
|
Dynamic Debt Runs |
|
w15458 |
Pietro Veronesi
Luigi Zingales
|
Paulson's Gift |
|
w15414 |
Ricardo Lagos
Guillaume Rocheteau
Pierre-Olivier Weill
|
Crises and Liquidity in Over-the-Counter Markets |
|
w15404 |
Ravi Jagannathan
Mudit Kapoor
Ernst Schaumburg
|
Why are we in a recession? The Financial Crisis is the Symptom not the Disease! |
|
w15395 |
Courtney Coile
Phillip B. Levine
|
The Market Crash and Mass Layoffs: How the Current Economic Crisis May Affect Retirement |
|
w15384 |
René M. Stulz
|
Credit Default Swaps and the Credit Crisis |
|
w15381 |
David B. Brown
Bruce Ian Carlin
Miguel Sousa Lobo
|
On the Scholes Liquidation Problem |
|
w15379 |
Stephen G. Cecchetti
Marion Kohler
Christian Upper
|
Financial Crises and Economic Activity |
|
w15373 |
Robert S. Pindyck
Neng Wang
|
The Economic and Policy Consequences of Catastrophes |
|
w15362 |
Amir E. Khandani
Andrew W. Lo
Robert C. Merton
|
Systemic Risk and the Refinancing Ratchet Effect |
|
w15356 |
Stelios Michalopoulos
Luc Laeven
Ross Levine
|
Financial Innovation and Endogenous Growth |
|
w15334 |
William N. Goetzmann
Liang Peng
Jacqueline Yen
|
The Subprime Crisis and House Price Appreciation |
|
w15333 |
Douglas W. Blackburn
William N. Goetzmann
Andrey D. Ukhov
|
Risk Aversion and Clientele Effects |
|
w15332 |
Rik G.P. Frehen
William N. Goetzmann
K. Geert Rouwenhorst
|
New Evidence on the First Financial Bubble |
|
w15297 |
Lasse Heje Pedersen
|
When Everyone Runs for the Exit |
|
w15283 |
Atif R. Mian
Amir Sufi
|
House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis |
|
w15275 |
Asli Demirguc-Kunt
Ross Levine
|
Finance and Inequality: Theory and Evidence |
|
w15273 |
Gary B. Gorton
Andrew Metrick
|
Haircuts |
|
w15247 |
Robert J. Barro
Tao Jin
|
On the Size Distribution of Macroeconomic Disasters |
|
w15212 |
Rüdiger Fahlenbrach
René M. Stulz
|
Bank CEO Incentives and the Credit Crisis |
|
w15197 |
Douglas W. Diamond
Raghuram G. Rajan
|
Illiquidity and Interest Rate Policy |
|
w15180 |
Andrea Beltratti
René M. Stulz
|
Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation |
|
w15158 |
Nuno Cassola
Ali Hortacsu
Jakub Kastl
|
The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds |
|
w15145 |
Luigi Guiso
Paola Sapienza
Luigi Zingales
|
Moral and Social Constraints to Strategic Default on Mortgages |
|
w15141 |
Galina Hale
Assaf Razin
Hui Tong
|
The Impact of Credit Protection on Stock Prices in the Presence of Credit Crunches |
|
w15118 |
Willem H. Buiter
|
Negative Nominal Interest Rates: Three ways to overcome the zero lower bound |
|
w15110 |
Paul Beaudry
Amartya Lahiri
|
Risk Allocation, Debt Fueled Expansion and Financial Crisis |
|
w15058 |
Stavros Panageas
|
Bailouts, the Incentive to Manage Risk, and Financial Crises |
|
w15052 |
Robert B. Barsky
|
The Japanese Bubble: A 'Heterogeneous' Approach |
|
w15045 |
Efraim Benmelech
Jennifer Dlugosz
|
The Credit Rating Crisis |
|
w15042 |
Randall Morck
Bernard Yeung
|
Never Waste a Good Crisis: An Historical Perspective on Comparative Corporate Governance |
|
w15040 |
Arvind Krishnamurthy
|
Amplification Mechanisms in Liquidity Crises |
|
w14952 |
Isil Erel
Brandon Julio
Woojin Kim
Michael Weisbach
|
Market Conditions and the Structure of Securities |
|
w14944 |
Gary B. Gorton
Lixin Huang
Qiang Kang
|
The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover |
|
w14929 |
Thomas Philippon
Philipp Schnabl
|
Efficient Recapitalization |
|
w14925 |
Douglas W. Diamond
Raghuram G. Rajan
|
Fear of Fire Sales and the Credit Freeze |
|
w14897 |
Christian Leuz
Catherine Schrand
|
Disclosure and the Cost of Capital: Evidence from Firms’ Responses to the Enron Shock |
|
w14892 |
Eric Hilt
|
Wall Street's First Corporate Governance Crisis: The Panic of 1826 |
|
w14889 |
Zhi Da
Re-Jin Guo
Ravi Jagannathan
|
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence |
|
w14878 |
Efraim Benmelech
Jennifer Dlugosz
|
The Alchemy of CDO Credit Ratings |
|
w14871 |
Francis A. Longstaff
Brett Myers
|
Valuing Toxic Assets: An Analysis of CDO Equity |
|
w14867 |
Patrick Bolton
Tano Santos
Jose A. Scheinkman
|
Outside and Inside Liquidity |
|
w14843 |
Geert Bekaert
Campbell R. Harvey
Christian Lundblad
|
Financial Openness and Productivity |
|
w14815 |
Ravi Bansal
Ivan Shaliastovich
|
Confidence Risk and Asset Prices |
|
w14814 |
Ravi Bansal
Ivan Shaliastovich
|
Learning and Asset-Price Jumps |
|
w14764 |
Roland Bénabou
|
Groupthink: Collective Delusions in Organizations and Markets |
|
w14761 |
Vasiliki Skreta
Laura Veldkamp
|
Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation |
|
w14760 |
Robert J. Barro
José F. Ursúa
|
Stock-Market Crashes and Depressions |
|
w14733 |
Jung-Wook Kim
Jason Lee
Randall Morck
|
Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks |
|
w14701 |
John Y. Campbell
Adi Sunderam
Luis M. Viceira
|
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
|
w14663 |
Michael G. Palumbo
Jonathan A. Parker
|
The Integrated Financial and Real System of National Accounts for the United States: Does It Presage the Financial Crisis? |
|
w14649 |
Gary B. Gorton
|
Information, Liquidity, and the (Ongoing) Panic of 2007 |
|
w14646 |
Lubos Pastor
Pietro Veronesi
|
Learning in Financial Markets |
|
w14631 |
John B. Taylor
|
The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong |
2006
|
|
w12797 |
Laurent E. Calvet
Adlai J. Fisher
|
Multifrequency Jump-Diffusions: An Equilibrium Approach |
|
w12634 |
Dirk Krueger
Hanno Lustig
|
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? |
|
w12609 |
Monika Piazzesi
Martin Schneider
|
Equilibrium Yield Curves |
|
w12542 |
Stephen G. Cecchetti
|
Measuring the Macroeconomic Risks Posed by Asset Price Booms |
|
w12513 |
Michael W. Brandt
David A. Chapman
|
Linear Approximations and Tests of Conditional Pricing Models |
|
w12501 |
Luigi Guiso
Paola Sapienza
Luigi Zingales
|
The Cost of Banking Regulation |
|
w12376 |
Alessandro Beber
Michael W. Brandt
Kenneth A. Kavajecz
|
Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market |
|
w12297 |
Vojislav Maksimovic
Gordon Phillips
|
The Industry Life Cycle and Acquisitions and Investment: Does Firm Organization Matter? |
|
w12049 |
Alberto Alesina
Silvia Ardagna
Francesco Trebbi
|
Who Adjusts and When? On the Political Economy of Reforms |
|
w12036 |
Monika Piazzesi
Martin Schneider
Selale Tuzel
|
Housing, Consumption, and Asset Pricing |
|
w12026 |
John H. Cochrane
|
The Dog That Did Not Bark: A Defense of Return Predictability |
|
w12020 |
Darrell Duffie
Nicolae Garleanu
Lasse Heje Pedersen
|
Valuation in Over-the-Counter Markets |
2005
|
|
w11843 |
Nicolae Garleanu
Lasse Heje Pedersen
Allen M. Poteshman
|
Demand-Based Option Pricing |
|
w11728 |
Raghuram G. Rajan
|
Has Financial Development Made the World Riskier? |
|
w11692 |
Dale T. Mortensen
Eva Nagypal
|
More on Unemployment and Vacancy Fluctuations |
|
w11574 |
Qiang Dai
Thomas Philippon
|
Fiscal Policy and the Term Structure of Interest Rates |
|
w11457 |
Richard B. Freeman
|
Does Globalization of the Scientific/Engineering Workforce Threaten U.S. Economic Leadership? |
|
w11400 |
Lin Peng
Wei Xiong
|
Investor Attention: Overconfidence and Category Learning |
|
w11367 |
Harrison Hong
Jose Scheinkman
Wei Xiong
|
Asset Float and Speculative Bubbles |
|
w11362 |
Jianping Mei
Jose Scheinkman
Wei Xiong
|
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
|
w11329 |
Patric Hendershott
Robert J. Hendershott
Bryan D. MacGregor
|
Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique |
|
w11307 |
Igal Hendel
Aviv Nevo
|
Measuring the Implications of Sales and Consumer Inventory Behavior |
|
w11294 |
Armando Gomes
Gordon Phillips
|
Why Do Public Firms Issue Private and Public Securities? |
|
w11276 |
Michael Gallmeyer
Burton Hollifield
Stanley E. Zin
|
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates |
|
w11132 |
Hanno Lustig
Yi-Li Chien
|
The Market Price of Aggregate Risk and the Wealth Distribution |
|
w11104 |
Hanno Lustig
Adrien Verdelhan
|
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk |
2004
|
|
w11005 |
Luigi Guiso
Paola Sapienza
Luigi Zingales
|
Cultural Biases in Economic Exchange |
|
w10996 |
Michael W. Brandt
Pedro Santa-Clara
Rossen Valkanov
|
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns |
|
w10979 |
Thorsten Beck
Asli Demirguc-Kunt
Ross Levine
|
Finance, Inequality, and Poverty: Cross-Country Evidence |
|
w10978 |
Mihir A. Desai
Alexander Dyck
Luigi Zingales
|
Theft and Taxes |
|
w10955 |
Hanno Lustig
Stijn Van Nieuwerburgh
|
A Theory of Housing Collateral, Consumption Insurance and Risk Premia |
|
w10937 |
Hyunbae Chun
Jung-Wook Kim
Jason Lee
Randall Morck
|
Patterns of Comovement: The Role of Information Technology in the U.S. Economy |
|
w10850 |
William M. Gentry
Charles M. Jones
Christopher J. Mayer
|
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs |
|
w10816 |
Darrell Duffie
Nicolae Garleanu
Lasse Heje Pedersen
|
Over-the-Counter Markets |
|
w10814 |
Viral V. Acharya
Lasse Heje Pedersen
|
Asset Pricing with Liquidity Risk |
|
w10786 |
Ricardo J. Caballero
Stavros Panageas
|
Contingent Reserves Management: An Applied Framework |
|
w10766 |
Ross Levine
|
Finance and Growth: Theory and Evidence |
|
w10755 |
Markus K. Brunnermeier
Lasse Heje Pedersen
|
Predatory Trading |
|
w10692 |
Randall Morck
Daniel Wolfenzon
Bernard Yeung
|
Corporate Governance, Economic Entrenchment and Growth |
|
w10689 |
Wayne E. Ferson
Andrea Heuson
Tie Su
|
Weak and Semi-Strong Form Stock Return Predictability, Revisited |
|
w10581 |
Lubos Pastor
Pietro Veronesi
|
Was There a Nasdaq Bubble in the Late 1990s? |
|
w10579 |
Yacine Ait-Sahalia
Robert Kimmel
|
Maximum Likelihood Estimation of Stochastic Volatility Models |
|
w10556 |
Alessandro Barbarino
Boyan Jovanovic
|
Shakeouts and Market Crashes |
|
w10547 |
Monika Piazzesi
Eric Swanson
|
Futures Prices as Risk-adjusted Forecasts of Monetary Policy |
|
w10410 |
Jung-Wook Kim
Jason Lee
Randall K. Morck
|
Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks |
|
w10400 |
Mervyn King
|
The Institutions of Monetary Policy |
|
w10372 |
Michael W. Brandt
Pedro Santa-Clara
|
Dynamic Portfolio Selection by Augmenting the Asset Space |
|
w10235 |
Jeffrey R. Brown
Zoran Ivkovich
Paul A. Smith
Scott Weisbenner
|
The Geography of Stock Market Participation: The Influence of Communities and Local Firms |
2003
|
|
w10132 |
Thomas Cooley
Ramon Marimon
Vincenzo Quadrini
|
Aggregate Consequences of Limited Contract Enforceability |
|
w10107 |
Bryan R. Routledge
Stanley E. Zin
|
Generalized Disappointment Aversion and Asset Prices |
|
w9914 |
Alessandro Beber
Michael W. Brandt
|
The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market |
|
w9839 |
Laurent Calvet
Adlai Fisher
|
Regime-Switching and the Estimation of Multifractal Processes |
|
w9791 |
Sergey Iskoz
Jiang Wang
|
How to Tell if a Money Manager Knows More? |
|
w9778 |
Ricardo J. Caballero
Stavros Panageas
|
Hedging Sudden Stops and Precautionary Contractions |
|
w9595 |
Luigi Zingales
Raghuram G. Rajan
|
Banks and Markets: The Changing Character of European Finance |
|
w9581 |
Baruch Lev
Suresh Radhakrishnan
|
The Measurement of Firm-Specific Organization Capital |
|
w9529 |
Michael W. Brandt
Kenneth A. Kavajecz
|
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve |
|
w9466 |
William N. Goetzmann
Ning Zhu
Arturo Bris
|
Efficiency and the Bear: Short Sales and Markets around the World |
|
w9458 |
Michael W. Brandt
Amir Yaron
|
Time-Consistent No-Arbitrage Models of the Term Structure |
|
w9454 |
Alexander Ljungqvist
Matthew Richardson
|
The cash flow, return and risk characteristics of private equity |
|
w9441 |
Wayne E. Ferson
|
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance |
|
w9434 |
Leonid Kogan
Stephen Ross
Jiang Wang
Mark Westerfield
|
The Price Impact and Survival of Irrational Traders |
2002
|
|
w9353 |
Mark Grinblatt
Jun Liu
|
Debt Policy, Corporate Taxes, and Discount Rates |
|
w9214 |
Patric H. Hendershott
Charles W.R. Ward
|
Valuing and Pricing Retail Leases with Renewal and Overage Options |
|
w9138 |
Ross Levine
|
Bank-Based or Market-Based Financial Systems: Which is Better? |
|
w9116 |
William Goetzmann
Jonathan Ingersoll
Matthew I. Spiegel
Ivo Welch
|
Sharpening Sharpe Ratios |
|
w9082 |
Thorsten Beck
Ross Levine
|
Stock Markets, Banks, and Growth: Panel Evidence |
|
w9050 |
Neil Doherty
Kent Smetters
|
Moral Hazard in Reinsurance Markets |
|
w8982 |
Thorsten Beck
Ross Levine
|
Industry Growth and Capital Allocation: Does Having a Market- or Bank-Based System Matter? |
|
w8970 |
Stephen G. Cecchetti
Hans Genberg
Sushil Wadhwani
|
Asset Prices in a Flexible Inflation Targeting Framework |
|
w8928 |
Gary Gorton
Andrew Winton
|
Financial Intermediation |
|
w8923 |
Luigi Guiso
Paola Sapienza
Luigi Zingales
|
Does Local Financial Development Matter? |
|
w8746 |
Bhagwan Chowdhry
Mark Grinblatt
David Levine
|
Information Aggregation, Security Design and Currency Swaps |
|
w8745 |
Mark Grinblatt
Matti Keloharju
|
Tax-Loss Trading and Wash Sales |
|
w8744 |
Mark Grinblatt
Tobias J. Moskowitz
|
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
|
w8734 |
Mark Grinblatt
Bing Han
|
The Disposition Effect and Momentum |
