Research Papers / Publications


  • Jonathan Berk, Jules van Binsbergen, Binying Liu (Working), Matching Capital and Labor.
  • Darien Huang (Draft), Gold, Platinum, and Expected Stock Returns (Job Market Paper).  Abstract
  • Efstathios Avdis, Jessica Wachter (Working), Maximum likelihood estimation of the equity premium.    Abstract  Related Materials
  • Maisy Wong (Working), A Tractable Framework to Relate Marginal Willingness-to-Pay in Hedonic and Discrete Choice Models.    Abstract
  • Maisy Wong (Working), CMBS and Conflicts of Interest: Evidence from a Natural Experiment on Servicer Ownership.    Abstract  Related Materials
  • Ian Appel, Todd A. Gormley, Donald B. Keim (Working), Passive Investors, Not Passive Owners.  Abstract
  • Ryan Peters, Luke Taylor (Under Review), Intangible Capital and the Investment-q Relation.  Abstract
  • Jessica Wachter, Jerry Tsai (Working), Rare booms and disasters in a multi-sector endowment economy.    Abstract
  • Peter Feldhuetter, Christian Heyerdahl-Larsen, Philipp Illeditsch (Under Review), Risk Premia and Volatilities in a Nonlinear Term Structure Model.  Abstract
  • Karen K. Lewis (Working), Do Foreign Firm Betas Change During Cross-Listing?.    Abstract
  • Jerry Tsai, Jessica Wachter (Working), Disaster risk and its implications for asset pricing.    Abstract
  • Sang Byung Seo, Jessica Wachter (Working), Option Prices in a Model with Stochastic Disaster Risk.    Abstract