Research Papers / Publications


  • 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
  • Todd A. Gormley, Bong Hwan Kim, Xiumin Martin (2011), Do Firms Adjust Their Timely Loss Recognition in Response to Changes in the Banking Industry?, Journal of Accounting Research  Abstract
  • 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
  • Fernando Ferreira, Joseph Gyourko (2011), (forthcoming) Does Gender Matter for Political Leadership? The Case of U.S. Mayors , Journal of Public 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