Research Papers / Publications


  • Richard J. Herring, C. Fernando, A. Subrahmanyam (2008), Common Liquidity Shocks and Market Collapse: Lessons from the Market for Perps, Journal of Banking and Finance, 2008.  Abstract
  • Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu, Nicholas S. Souleles (Working), Do Consumers Choose the Right Credit Contracts?.  Abstract
  • Susan E. K. Christoffersen, Donald B. Keim, David Musto (Working), Valuable Information and Costly Liquidity: Evidence from Individual Mutual Fund Trades.    Abstract
  • Christopher Geczy, Susan Christoffersen, David Musto, Adam Reed (2007), Vote Trading and Information Aggregation, Journal of Finance  Abstract
  • Nicholas S. Souleles, Sumit Agarwal, Chunlin Liu (2007), The Reaction of Consumer Spending and Debt to Tax Rebates – Evidence from Consumer Credit Data, Journal of Political Economy, 115(6).
  • Choong Tze Chua, Dean P. Foster, Krishna Ramaswamy, Robert A. Stine (2007), A Dynamic Model for the Forward Curve, Review of Financial Studies, 21, 265 - 310.    Abstract
  • Alex Edmans, Diego García, Øyvind Norli (2007), Sports Sentiment and Stock Returns, Journal of Finance, 62 (4), 1967 - 1998.  Abstract
  • Andrew B Abel, Janice C. Eberly, Stavros Panageas (2007), Optimal Inattention to the Stock Market, American Economic Review, 97 (2), 244 - 249.  Abstract
  • Robert P. Inman (Working), Federalism's Values and the Value of Federalism.  
  • Gregory Nini, Mark Carey (2007), Is the Corporate Loan Market Globally Integrated? A Pricing Puzzle, Journal of Finance, 62 (6), 2969 - 3001.  Abstract
  • Urban Jermann, Vincenzo Quadrini (2007), Stock Market Boom and the Productivity Gains of the 1990s, Journal of Monetary Economics
  • Martin Lettau, Jessica Wachter (2007), Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium, Journal of Finance, 62, 55 - 92.  Abstract
  • Karen K. Lewis (2007), Peso Problem, The New Palgrave Dictionary of Money and Finance,, 2007.  
  • Lars Hansen, John Heaton, Junghoon Lee, Nikolai Roussanov (2007), Intertemporal Substitution and Risk Aversion, Handbook of Econometrics, 6.  Abstract
  • Kjetil Storesletten, Chris Telmer, Amir Yaron (2007), Asset Pricing with Idiosyncratic Risk and Overlapping Generations, Review of Economic Dynamics, 10 (4), 519 - 548.  Abstract
  • Kjetil Storesletten, Chris Telmer, Amir Yaron (2007), Asset Prices and Intergenerational Risk Sharing: The Role of Idiosyncratic Earnings Shocks, In Handbook of Investments, 1.  Abstract
  • Gregory Nini, David Smith, Amir Sufi (Working), Creditor Control Rights and Firm Investment Policy.  Abstract