Research Papers / Publications


  • Franklin Allen, Jun “QJ” Qian, Meijun Qian, Mengxin Zhao (2009), A Review of China’s Financial System and Initiatives for the Future, China's Emerging Financial Markets, Edited by James A. Barth, John A. Tatom and Glenn Yago, The Milken Institute Series on Financial Innovation and Economic Growth, 2009.  Abstract
  • Philip Bond, David Musto, Bilge Yilmaz (2009), Predatory Mortgage Lending, Journal of Financial Economics, 94, 412 - 427.  Abstract
  • Bjørn Eraker, Ivan Shaliastovich (2008), An Equilibrium Guide to Designing Affine Pricing Models, Mathematical Finance, 18 (4), 519 - 543.  Abstract
  • Christian Opp (Working), Intertemporal Information Acquisition and Asset Market Dynamics.  Abstract
  • Laurence Ales, Francesca Carapella, Pricila Maziero, Warren Weber (2008), A Model of Banknote Discounts, Journal of Economic Theory, 142 (1), 5 - 27.  Abstract
  • Susan M Wachter, Grace Wong Bucchianeri (2008), What is a Tree Worth? Green City Strategies and Housing Prices, Real Estate Economics, Vol. 36, 213 - 239.  Abstract
  • Fernando Ferreira, Joseph Gyourko, Joseph Tracy (2008), Housing Busts and Household Mobility, Journal of Urban Economics, Vol. 68. no. 1 34-35, 68 (1), 34 - 35.  Abstract
  • Franklin Allen, Elena Carletti (2008), Mark-to-Market Accounting and Liquidity Pricing, Journal of Accounting and Economics, 45 (2-3), 358 - 378.  Abstract
  • Motohiro Yogo (2008), Measuring Business Cycles: A Wavelet Analysis of Economic Time Series, Economics Letters, 100 (2), 208 - 212.
  • Jules van Binsbergen, Michael W. Brandt, Ralph S.J. Koijen (2008), Optimal Decentralized Investment Management, The Journal of Finance
  • Edward L. Glaeser, Joseph Gyourko, Albert Saiz (2008), Housing Supply and Housing Bubbles, Journal of Urban Economics, Vol 64, no.3: 198-217, 64 (3), 198 - 217.  Abstract
  • Martin Lettau, Sydney Ludvigson, Jessica Wachter (2008), The Declining Equity Premium: What Role Does Macroeconomic Risk Play?, Review of Financial Studies, 21, 1653 - 1687.  Abstract
  • Jakub W. Jurek, George Chacko, Erik Stafford (2008), The Price of Immediacy, The Journal of Finance, 63 (3).  Abstract
  • Andrew B Abel, "Equity Premia with Benchmark Levels of Consumption: Closed-Form Results". In Handbook of the Equity Risk Premium, edited by Rajnish Mehra, (2008), 117 - 157.
  • Motohiro Yogo (2008), Asset Prices Under Habit Formation and Reference-Dependent Preferences, Journal of Business and Economic Statistics, 26 (2), 131 - 143.
  • Franklin Allen, Elena Carletti (2008), The Roles of Banks in Financial Systems, In The Oxford Handbook of Banking, edited by A. Berger, P. Moyneux, and J. Wilson, Oxford University Press, 2008.  Abstract
  • Franklin Allen, Elena Carletti (2008), The Role of Liquidity in Financial Crises, 2008 Jackson Hole Conference Proceedings, Federal Reserve Bank of Kansas City, 379-412.
  • 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
  • Robert Marquez, Bilge Yilmaz (2008), Information and Efficiency in Tender Offers, Econometrica, 76 (5), 1075 - 1101.  Abstract
  • Archishman Chakraborty, Bilge Yilmaz (2008), Microstructure Bluffing with Nested Information, American Economic Review Papers & Proceedings, 98 (2), 280 - 284.
  • Borja Larrain, Motohiro Yogo (2008), Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?, Journal of Financial Economics, 87 (1), 200 - 226.
  • Franklin Allen, Rajesh Chakrabarti, Sankar De, Jun “QJ” Qian, Meijun Qian (2008), Law, Institutions and Finance in China and India, In Emerging Giants: China and India in the World Economy edited by Barry Eichengreen, Poonam Gupta, and Rajiv Kumar, 2008.  Abstract
  • Colin Ward (2008), Bayesian REIT Volatility Estimation and Institutional Portfolio Allocation, Journal of Real Estate Portfolio Management, 14 (4), 425 - 442.