2009
|
|
w15538 |
Marcin Kacperczyk
Philipp Schnabl
|
When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009 |
|
w15533 |
Torben G. Andersen
Dobrislav Dobrev
Ernst Schaumburg
|
Jump-Robust Volatility Estimation using Nearest Neighbor Truncation |
|
w15513 |
Mikhail Golosov
Guido Lorenzoni
Aleh Tsyvinski
|
Decentralized Trading with Private Information |
|
w15506 |
Jaroslav Borovička
Lars Peter Hansen
Mark Hendricks
José A. Scheinkman
|
Risk Price Dynamics |
|
w15504 |
Ravi Bansal
Dana Kiku
Amir Yaron
|
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices |
|
w15487 |
Dimitri Vayanos
Jean-Luc Vila
|
A Preferred-Habitat Model of the Term Structure of Interest Rates |
|
w15482 |
Zhiguo He
Wei Xiong
|
Dynamic Debt Runs |
|
w15481 |
Wei Xiong
Jialin Yu
|
The Chinese Warrants Bubble |
|
w15479 |
Ricardo J. Caballero
Alp Simsek
|
Fire Sales in a Model of Complexity |
|
w15462 |
Todd M. Sinai
Nicholas S. Souleles
|
Can Owning a Home Hedge the Risk of Moving? |
|
w15458 |
Pietro Veronesi
Luigi Zingales
|
Paulson's Gift |
|
w15457 |
Nicolae Gârleanu
Leonid Kogan
Stavros Panageas
|
The Demographics of Innovation and Asset Returns |
|
w15450 |
Marcin Kacperczyk
Stijn Van Nieuwerburgh
Laura Veldkamp
|
Attention Allocation Over the Business Cycle |
|
w15414 |
Ricardo Lagos
Guillaume Rocheteau
Pierre-Olivier Weill
|
Crises and Liquidity in Over-the-Counter Markets |
|
w15405 |
Stavros Panageas
|
Optimal taxation in the presence of bailouts |
|
w15399 |
François Gourio
|
Disasters Risk and Business Cycles |
|
w15382 |
Yi-Li Chien
Harold L. Cole
Hanno Lustig
|
Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing? |
|
w15381 |
David B. Brown
Bruce Ian Carlin
Miguel Sousa Lobo
|
On the Scholes Liquidation Problem |
|
w15362 |
Amir E. Khandani
Andrew W. Lo
Robert C. Merton
|
Systemic Risk and the Refinancing Ratchet Effect |
|
w15353 |
Sergio Mayordomo
Juan Ignacio Peña
Eduardo S. Schwartz
|
Towards a Common European Monetary Union Risk Free Rate |
|
w15340 |
Nicolae B. Gârleanu
Stavros Panageas
Jianfeng Yu
|
Technological Growth and Asset Pricing |
|
w15336 |
George O. Aragon
Philip E. Strahan
|
Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy |
|
w15335 |
Narasimhan Jegadeesh
Roman Kräussl
Joshua Pollet
|
Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices |
|
w15333 |
Douglas W. Blackburn
William N. Goetzmann
Andrey D. Ukhov
|
Risk Aversion and Clientele Effects |
|
w15327 |
Clemens Sialm
Laura Starks
|
Mutual Fund Tax Clienteles |
|
w15318 |
Yong Chen
Wayne Ferson
Helen Peters
|
Measuring the Timing Ability and Performance of Bond Mutual Funds |
|
w15312 |
Robert B. Barsky
Eric R. Sims
|
News Shocks |
|
w15307 |
Motohiro Yogo
|
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets |
|
w15298 |
Stefano DellaVigna
Matthew Gentzkow
|
Persuasion: Empirical Evidence |
|
w15297 |
Lasse Heje Pedersen
|
When Everyone Runs for the Exit |
|
w15295 |
Yannick Malevergne
Pedro Santa-Clara
Didier Sornette
|
Professor Zipf goes to Wall Street |
|
w15283 |
Atif R. Mian
Amir Sufi
|
House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis |
|
w15273 |
Gary B. Gorton
Andrew Metrick
|
Haircuts |
|
w15270 |
Andrew Ang
Jean Boivin
Sen Dong
Rudy Loo-Kung
|
Monetary Policy Shifts and the Term Structure |
|
w15265 |
Christopher D. Carroll
Patrick Toche
|
A Tractable Model of Buffer Stock Saving |
|
w15260 |
Lieven Baele
Geert Bekaert
Koen Inghelbrecht
|
The Determinants of Stock and Bond Return Comovements |
|
w15254 |
Chris Edmond
Pierre-Olivier Weill
|
Aggregate Implications of Micro Asset Market Segmentation |
|
w15247 |
Robert J. Barro
Tao Jin
|
On the Size Distribution of Macroeconomic Disasters |
|
w15243 |
Fatih Guvenen
|
A Parsimonious Macroeconomic Model for Asset Pricing |
|
w15240 |
David Backus
Mikhail Chernov
Ian Martin
|
Disasters implied by equity index options |
|
w15228 |
Christopher D. Carroll
Olivier Jeanne
|
A Tractable Model of Precautionary Reserves, Net Foreign Assets, or Sovereign Wealth Funds |
|
w15227 |
Yosef Bonaparte
Russell Cooper
|
Costly Portfolio Adjustment |
|
w15223 |
Gary B. Gorton
Andrew Metrick
|
Securitized Banking and the Run on Repo |
|
w15222 |
Geert Bekaert
Eric Engstrom
|
Asset Return Dynamics under Bad Environment Good Environment Fundamentals |
|
w15219 |
Long Chen
Lu Zhang
|
The stock market and aggregate employment |
|
w15215 |
Dimitri Vayanos
Jiang Wang
|
Liquidity and Asset Prices: A Unified Framework |
|
w15205 |
Nicolae B. Garleanu
Lasse H. Pedersen
|
Dynamic Trading with Predictable Returns and Transaction Costs |
|
w15189 |
Leonid Kogan
Stephen Ross
Jiang Wang
Mark M. Westerfield
|
Market Selection |
|
w15188 |
Sydney C. Ludvigson
Serena Ng
|
A Factor Analysis of Bond Risk Premia |
|
w15184 |
Stefano DellaVigna
Joshua M. Pollet
|
Capital Budgeting vs. Market Timing: An Evaluation Using Demographics |
|
w15170 |
John Geanakoplos
Stephen P. Zeldes
|
Market Valuation of Accrued Social Security Benefits |
|
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 |
|
w15143 |
Cindy R. Alexander
Mark A. Chen
Duane J. Seppi
Chester S. Spatt
|
The Role of Advisory Services in Proxy Voting |
|
w15084 |
Nicola Gennaioli
Andrei Shleifer
|
What Comes to Mind |
|
w15072 |
Harald Uhlig
|
A Model of a Systemic Bank Run |
|
w15062 |
Emmanuel Farhi
Samuel Paul Fraiberger
Xavier Gabaix
Romain Ranciere
Adrien Verdelhan
|
Crash Risk in Currency Markets |
|
w15058 |
Stavros Panageas
|
Bailouts, the Incentive to Manage Risk, and Financial Crises |
|
w15052 |
Robert B. Barsky
|
The Japanese Bubble: A 'Heterogeneous' Approach |
|
w15047 |
Raymond Kan
Cesare Robotti
Jay Shanken
|
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology |
|
w15045 |
Efraim Benmelech
Jennifer Dlugosz
|
The Credit Rating Crisis |
|
w15040 |
Arvind Krishnamurthy
|
Amplification Mechanisms in Liquidity Crises |
|
w15038 |
Vincent Glode
Burton Hollifield
Marcin Kacperczyk
Shimon Kogan
|
Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry |
|
w15029 |
Diego A. Comin
Mark Gertler
Ana Maria Santacreu
|
Technology Innovation and Diffusion as Sources of Output and Asset Price Fluctuations |
|
w15024 |
Geert Bekaert
Eric Engstrom
|
Inflation and the Stock Market:Understanding the "Fed Model" |
|
w15014 |
John Y. Campbell
Robert J. Shiller
Luis M. Viceira
|
Understanding Inflation-Indexed Bond Markets |
|
w15010 |
Andrew B. Abel
Janice C. Eberly
Stavros Panageas
|
Optimal Inattention to the Stock Market with Information Costs and Transactions Costs |
|
w15009 |
Bruno Biais
Pierre-Olivier Weill
|
Liquidity Shocks and Order Book Dynamics |
|
w15008 |
Philippe Bacchetta
Eric van Wincoop
|
On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals |
|
w14999 |
David Kelly
|
Subsidies to Industry and the Environment |
|
w14997 |
Ricardo J. Caballero
Alp Simsek
|
Complexity and Financial Panics |
|
w14947 |
Nicholas C. Barberis
|
A Model of Casino Gambling |
|
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 |
|
w14913 |
David S. Bates
|
U.S. Stock Market Crash Risk, 1926-2006 |
|
w14903 |
Jennifer Huang
Clemens Sialm
Hanjiang Zhang
|
Risk Shifting and Mutual Fund Performance |
|
w14898 |
Veronica Guerrieri
Péter Kondor
|
Fund Managers, Career Concerns, and Asset Price Volatility |
|
w14889 |
Zhi Da
Re-Jin Guo
Ravi Jagannathan
|
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence |
|
w14881 |
Richard A. Lambert
Christian Leuz
Robert E. Verrecchia
|
Information Asymmetry, Information Precision, and the Cost of Capital |
|
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 |
|
w14866 |
John Y. Campbell
Stefano Giglio
Parag Pathak
|
Forced Sales and House Prices |
|
w14862 |
Marvin Goodfriend
Robert G. King
|
The Great Inflation Drift |
|
w14859 |
John Beshears
James J. Choi
David Laibson
Brigitte C. Madrian
|
How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices? |
|
w14848 |
Hui Chen
Jianjun Miao
Neng Wang
|
Entrepreneurial Finance and Non-diversifiable Risk |
|
w14845 |
Patrick Bolton
Hui Chen
Neng Wang
|
A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management |
|
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 |
|
w14813 |
Ulrike Malmendier
Stefan Nagel
|
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking? |
|
w14804 |
Turan G. Bali
Nusret Cakici
Robert F. Whitelaw
|
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns |
|
w14802 |
Geert Bekaert
Campbell R. Harvey
Christian Lundblad
Stephan Siegel
|
What Segments Equity Markets? |
|
w14788 |
Jason Beeler
John Y. Campbell
|
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
|
w14772 |
Lars Ljungqvist
Harald Uhlig
|
Optimal Endowment Destruction under Campbell-Cochrane Habit Formation |
|
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 |
|
w14757 |
Lubos Pastor
Robert F. Stambaugh
|
Are Stocks Really Less Volatile in the Long Run? |
|
w14754 |
Miles S. Kimball
Claudia R. Sahm
Matthew D. Shapiro
|
Risk Preferences in the PSID: Individual Imputations and Family Covariation |
|
w14739 |
Douglas W. Diamond
Raghuram Rajan
|
The Credit Crisis: Conjectures about Causes and Remedies |
|
w14734 |
Pierpaolo Benigno
Salvatore Nisticò
|
International Portfolio Allocation under Model Uncertainty |
|
w14727 |
Markus K. Brunnermeier
Motohiro Yogo
|
A Note on Liquidity Risk Management |
|
w14701 |
John Y. Campbell
Adi Sunderam
Luis M. Viceira
|
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
|
w14699 |
Laurent E. Calvet
John Y. Campbell
Paolo Sodini
|
Measuring the Financial Sophistication of Households |
|
w14698 |
Martin Lettau
Jessica A. Wachter
|
The Term Structures of Equity and Interest Rates |
|
w14688 |
Ricardo J. Caballero
Arvind Krishnamurthy
|
Global Imbalances and Financial Fragility |
|
w14687 |
Francis A. Longstaff
|
Municipal Debt and Marginal Tax Rates: Is there a Tax Premium in Asset Prices? |
|
w14669 |
Monika Piazzesi
Martin Schneider
|
Momentum traders in the housing market: survey evidence and a search model |
|
w14665 |
Jonathan A. Parker
Annette Vissing-Jorgensen
|
Who Bears Aggregate Fluctuations and How? |
|
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 |
|
w14644 |
Thomas Philippon
Ariell Reshef
|
Wages and Human Capital in the U.S. Financial Industry: 1909-2006 |
2008
|
|
w14629 |
Bernard Dumas
Andrew Lyasoff
|
Incomplete-Market Equilibria Solved Recursively on an Event Tree |
|
w14612 |
Markus K. Brunnermeier
|
Deciphering the Liquidity and Credit Crunch 2007-08 |
|
w14609 |
Zhi Da
Pengjie Gao
Ravi Jagannathan
|
Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds |
|
w14601 |
Kirstin Hubrich
Kenneth D. West
|
Forecast Evaluation of Small Nested Model Sets |
|
w14574 |
Zhiguo He
Wei Xiong
|
Multi-market Delegated Asset Management |
|
w14571 |
Miguel A. Ferreira
Pedro Santa-Clara
|
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole |
|
w14544 |
George M. Constantinides
Jens Carsten Jackwerth
Stylianos Perrakis
|
Mispricing of S&P 500 Index Options |
|
w14543 |
George M. Constantinides
Anisha Ghosh
|
Asset Pricing Tests with Long Run Risks in Consumption Growth |
|
w14525 |
Thomas J. Brennan
Andrew W. Lo
|
Impossible Frontiers |
|
w14523 |
Dimitri Vayanos
Paul Woolley
|
An Institutional Theory of Momentum and Reversal |
|
w14517 |
Zhiguo He
Arvind Krishnamurthy
|
Intermediary Asset Pricing |
|
w14500 |
Benjamin Chabot
Eric Ghysels
Ravi Jagannathan
|
Price Momentum In Stocks: Insights From Victorian Age Data |
|
w14496 |
Andrew Ang
Vineer Bhansali
Yuhang Xing
|
Taxes on Tax-Exempt Bonds |
|
w14473 |
Markus K. Brunnermeier
Stefan Nagel
Lasse H. Pedersen
|
Carry Trades and Currency Crashes |
|
w14465 |
Amir E. Khandani
Andrew W. Lo
|
What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data |
|
w14463 |
Jens H.E. Christensen
Francis X. Diebold
Glenn D. Rudebusch
|
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model |
|
w14440 |
Nicholas C. Barberis
Wei Xiong
|
Realization Utility |
|
w14424 |
Geetesh Bhardwaj
Gary B. Gorton
K. Geert Rouwenhorst
|
Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors |
|
w14411 |
Anthony W. Lynch
Jessica A. Wachter
|
Using Samples of Unequal Length in Generalized Method of Moments Estimation |
|
w14398 |
Gary B. Gorton
|
The Subprime Panic |
|
w14390 |
Cédric Tille
Eric van Wincoop
|
International Capital Flows under Dispersed Information: Theory and Evidence |
|
w14386 |
Jessica Wachter
|
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? |
|
w14378 |
William A. Brock
Charles F. Manski
|
Competitive Lending with Partial Knowledge of Loan Repayment |
|
w14366 |
Zhiguo He
Arvind Krishnamurthy
|
A Model of Capital and Crises |
|
w14358 |
Gary B. Gorton
|
The Panic of 2007 |
|
w14351 |
Rajnish Mehra
Facundo Piguillem
Edward C. Prescott
|
Intermediated Quantities and Returns |
|
w14343 |
Robert Novy-Marx
Joshua D. Rauh
|
The Intergenerational Transfer of Public Pension Promises |
|
w14342 |
Dongmei Li
Lu Zhang
|
Costly External Finance: Implications for Capital Markets Anomalies |
|
w14340 |
Isaac Ehrlich
William A. Hamlen Jr.
Yong Yin
|
Asset Management, Human Capital, and the Market for Risky Assets |
|
w14299 |
Xavier Gabaix
|
Power Laws in Economics and Finance |
|
w14290 |
Gerard Hoberg
Gordon M. Phillips
|
Real and Financial Industry Booms and Busts |
|
w14269 |
Francis X. Diebold
Kamil Yilmaz
|
Macroeconomic Volatility and Stock Market Volatility, Worldwide |
|
w14243 |
Lars Peter Hansen
|
Modeling the Long Run: Valuation in Dynamic Stochastic Economies |
|
w14232 |
Lauren Cohen
Andrea Frazzini
Christopher Malloy
|
Hiring Cheerleaders: Board Appointments of "Independent" Directors |
|
w14228 |
Markus K. Brunnermeier
Filippos Papakonstantinou
Jonathan A. Parker
|
An Economic Model of the Planning Fallacy |
|
w14177 |
Laurent E. Calvet
John Y. Campbell
Paolo Sodini
|
Fight or Flight? Portfolio Rebalancing by Individual Investors |
|
w14172 |
Harald Hau
Helene Rey
|
Home Bias at the Fund Level |
|
w14169 |
Jon Faust
Jonathan H. Wright
|
Efficient Prediction of Excess Returns |
|
w14165 |
Harald Hau
Hélène Rey
|
Global Portfolio Rebalancing Under the Microscope |
|
w14158 |
Paul Asquith
Rebecca Oman
Christopher Safaya
|
Short Sales and Trade Classification Algorithms |
|
w14148 |
Alexander Peter Groh
Oliver Gottschalg
|
The Opportunity Cost of Capital of US Buyouts |
|
w14144 |
Joost Driessen
Tse-Chun Lin
Ludovic Phalippou
|
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds |
|
w14119 |
Ricardo Lagos
Guillaume Rocheteau
Pierre-Olivier Weill
|
Crashes and Recoveries in Illiquid Markets |
|
w14111 |
Robin Greenwood
Stefan Nagel
|
Inexperienced Investors and Bubbles |
|
w14083 |
Christopher J. Mayer
Karen Pence
|
Subprime Mortgages: What, Where, and to Whom? |
|
w14082 |
Hanno Lustig
Nikolai Roussanov
Adrien Verdelhan
|
Common Risk Factors in Currency Markets |
|
w14068 |
Nicole M. Boyson
Christof W. Stahel
Rene M. Stulz
|
Hedge Fund Contagion and Liquidity |
|
w14058 |
Jennifer Huang
Jiang Wang
|
Market Liquidity, Asset Prices and Welfare |
|
w14054 |
A. Craig Burnside
Martin S. Eichenbaum
Isaac Kleshchelski
Sergio Rebelo
|
Do Peso Problems Explain the Returns to the Carry Trade? |
|
w14019 |
Michael D. Bordo
Michael J. Dueker
David C. Wheelock
|
Inflation, Monetary Policy and Stock Market Conditions |
|
w14013 |
Jennifer Huang
Jiang Wang
|
Liquidity and Market Crashes |
|
w13979 |
John Geanakoplos
Stephen P. Zeldes
|
Reforming Social Security with Progressive Personal Accounts |
|
w13976 |
John Beshears
James J. Choi
David Laibson
Brigitte C. Madrian
|
How are Preferences Revealed? |
|
w13973 |
Lauren Cohen
Andrea Frazzini
Christopher Malloy
|
Sell Side School Ties |
|
w13940 |
Robert J. Barro
José F. Ursúa
|
Macroeconomic Crises since 1870 |
|
w13966 |
Francisco J. Gomes
Laurence J. Kotlikoff
Luis M. Viceira
|
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds |
|
w13962 |
Robert J. Shiller
|
Derivatives Markets for Home Prices |
|
w13944 |
Andrew Ang
Matthew Rhodes-Kropf
Rui Zhao
|
Do Funds-of-Funds Deserve Their Fees-on-Fees? |
|
w13943 |
John B. Taylor
John C. Williams
|
A Black Swan in the Money Market |
|
w13904 |
Stijn Van Nieuwerburgh
Laura Veldkamp
|
Information Acquisition and Under-Diversification |
|
w13896 |
Hanno Lustig
Stijn Van Nieuwerburgh
Adrien Verdelhan
|
The Wealth-Consumption Ratio |
|
w13884 |
Woodrow T. Johnson
James M. Poterba
|
Taxes and Mutual Fund Inflows Around Distribution Dates |
|
w13874 |
Efraim Benmelech
Nittai K. Bergman
|
Collateral Pricing |
|
w13854 |
Yacine Aït-Sahalia
Michael W. Brandt
|
Consumption and Portfolio Choice with Option-Implied State Prices |
|
w13848 |
Bruce Lehmann
|
Arbitrage-free Limit Order Books and the Pricing of Order Flow Risk |
|
w13825 |
Yacine Ait-Sahalia
Jialin Yu
|
High Frequency Market Microstructure Noise Estimates and Liquidity Measures |
|
w13822 |
Sumit Agarwal
John C. Driscoll
Xavier Gabaix
David Laibson
|
Learning in the Credit Card Market |
|
w13812 |
Hanno Lustig
Adrien Verdelhan
|
Note on The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk |
|
w13811 |
Francis X. Diebold
Kamil Yilmaz
|
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets |
|
w13806 |
Robin Greenwood
Dimitri Vayanos
|
Bond Supply and Excess Bond Returns |
|
w13805 |
Emmanuel Farhi
Xavier Gabaix
|
Rare Disasters and Exchange Rates |
|
w13804 |
Lubos Pastor
Robert F. Stambaugh
|
Predictive Systems: Living with Imperfect Predictors |
|
w13786 |
Joseph Chen
Samuel Hanson
Harrison Hong
Jeremy C. Stein
|
Do Hedge Funds Profit From Mutual-Fund Distress? |
|
w13768 |
Stephanie E. Curcuru
Tomas Dvorak
Francis E. Warnock
|
Cross-Border Returns Differentials |
|
w13762 |
Malcolm Baker
Robin Greenwood
Jeffrey Wurgler
|
Catering Through Nominal Share Prices |
|
w13739 |
Andrew Ang
Robert J. Hodrick
Yuhang Xing
Xiaoyan Zhang
|
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
|
w13726 |
Julia Coronado
Olivia S. Mitchell
Steven A. Sharpe
S. Blake Nesbitt
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Footnotes Aren't Enough: The Impact of Pension Accounting on Stock Values |
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w13724 |
Xavier Gabaix
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Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance |
