Research Papers / Publications


  • Wei Jia (Working), Optimal investment and seo underperformance.  
  • Doron Levit (Under Review), Advising Shareholders in Takeovers.  Abstract
  • Joao F. Gomes, Lukas Schmid (Under Revision), Equilibrium Credit Spreads and the Macroeconomy;.    Abstract
  • Andrew Ang, Jun Liu, Krista Schwarz (Working), Using Stocks or Portfolios in Tests of Factor Models.  Abstract
  • Chenying Zhang (Working), Monetary Sterilization in China: Effectiveness and Cost.    Abstract
  • Harrison G. Hong, Motohiro Yogo (Working), Commodity Market Interest and Asset Return Predictability.
  • Ravi Bansal, Ivan Shaliastovich (Working), A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets.  Abstract
  • Ravi Bansal, Ivan Shaliastovich (Working), Confidence Risk and Asset Prices.  Abstract
  • Christian Opp (Working), Cycles of Innovation and Financial Propagation.  Abstract
  • Vincent Glode, Burton Hollifield, Marcin T. Kacperczyk, Shimon Kogan (Working), Time-Varying Predictability in Mutual Fund Returns.  Abstract