Research Papers / Publications

  • Jessica Wachter, Jerry Tsai (Working), Rare booms and disasters in a multi-sector endowment economy.    Abstract
  • Doron Levit, Alex Edmans, Devin Reilly (Work In Progress), Governance and Comovement Under Common Ownership.  Abstract
  • Todd A. Gormley, Nandini Gupta, Anand Jha (Under Review), Quiet Life No More? Corporate Bankruptcy and Bank Competition.  Abstract
  • Marshall E. Blume, Donald B. Keim (Working), The Changing Preferences of Institutional Investors for Common Stocks.    Abstract
  • Efstathios Avdis, Jessica Wachter (Working), Maximum likelihood estimation of the equity premium.  
  • Jessica Wachter, Missaka Warusawitharana (Working), What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio.  
  • Todd A. Gormley, David A. Matsa (Draft), Playing it Safe? Managerial Preferences, Risk, and Agency Conflicts.
  • Cecilia Parlatore Siritto (Working), Fragility in Money Market Funds: Sponsor Support and Regulation.    Abstract
  • Robert F. Stambaugh (Working), Investment Noise and Trends.  Abstract