Research Papers / Publications


  • Todd A. Gormley, Bong Hwan Kim, Xiumin Martin (2012), Do Firms Adjust Their Timely Loss Recognition in Response to Changes in the Banking Industry?, Journal of Accounting Research, 50 (1), 159 - 196.  Abstract
  • Philipp Illeditsch (2011), Ambiguous Information, Portfolio Inertia, and Excess Volatility, Journal of Finance  Abstract
  • Jules van Binsbergen, John Graham, Jie Yang (2011), Optimal Capital Structure, Journal of Applied Corporate Finance
  • Doron Levit, Nadya Malenko (2011), Non-Binding Voting for Shareholder Proposals, Journal of Finance, 66(5), 1579-1614, October 2011  Abstract
  • Andrew B Abel, Janice C. Eberly (2011), How Q and Cash Flow Affect Investment with Frictions: An Analytic Explanation, The Review of Economic Studies, 78 (4), 1179-1200.
  • Robert F. Stambaugh (2011), Inference About Survivors, Quarterly Journal of Finance, 423-464.
  • Hanno N. Lustig, Nikolai Roussanov, Adrien Verdelhan (2011), Common Risk Factors in Currency Markets, Review of Financial Studies
  • Vincent Glode, Richard C. Green (2011), Information Spillovers and Performance Persistence for Hedge Funds, Journal of Financial Economics  Abstract
  • Martin Lettau, Jessica Wachter (2011), The Term Structures of Equity and Interest Rates, Journal of Financial Economics, 101, 90 - 113.  Abstract
  • Susan M Wachter, Albert Saiz (2011), Immigration and the Neighborhood, American Economic Journal: Economic Policy, Vol. 3, 169 - 188.  Abstract
  • Jianfeng Yu, Yu Yuan (2011), Investor Sentiment and the Mean-Variance Relation, Journal of Financial Economics, Vol 100, pp, 367-381.  Abstract
  • Vincent Glode (2011), Why Mutual Funds 'Underperform', Journal of Financial Economics  Abstract
  • Archishman Chakraborty, Simon Gervais, Bilge Yilmaz (2011), Security Design in Initial Public Offerings, Review of Finance , 15 (2), 327 - 357.
  • Itamar Drechsler, Amir Yaron (2011), What's Vol Got to Do With It, Review of Financial Studies, 24 (1), 1 - 45.  Abstract
  • Alex Edmans, Qi Liu (2011), Inside Debt, Review of Finance, 15 (1), 75 - 102. doi: 10.1093/rof/rfq008.    Abstract
  • Todd A. Gormley, David A. Matsa (2011), Growing Out of Trouble? Corporate Responses to Liability Risk, Review of Financial Studies, 24 (8), 2781 - 2821.  Abstract
  • Karen K. Lewis (2011), Global Asset Pricing, Annual Review of Financial Economics, 3, 435 - 466.  
  • Ivan Shaliastovich, Ravi Bansal (2011), Learning and Asset-Price Jumps, Review of Financial Studies, 24 (8), 2738 - 2780.  Abstract
  • Ivan Shaliastovich, George Tauchen (2011), Pricing of the Time-Change Risks, Journal of Economic Dynamics and Control, 35 (6), 843 - 858.  Abstract
  • Archishman Chakraborty, Bilge Yilmaz (2011), Adverse Selection and Convertible Bonds, The Review of Economic Studies, 78 (1), 148 - 175.
  • Jakub W. Jurek, Luis Viceira (2011), Optimal Value and Growth Tilts in Long-Horizon Portfolios, Review of Finance, 15 (1).  Abstract