Research Papers / Publications


  • Narasimhan Jegadeesh, Di (Andrew) Wu (2013), Word Power: A New Approach for Content Analysis, Journal of Financial Economics, 110, 712 - 729.
  • M. Yasser Boualam (Draft), Bank Competition and Dynamic Credit Relationships.
  • Todd Sinai, Joseph Gyourko, Christopher J Mayer (2013), Superstar Cities, American Economic Journal: Economic Policy, 5 (4), 167 - 199.    Abstract
  • Sang Byung Seo, Jessica Wachter (Working), Option prices in a model with stochastic disaster risk.    Abstract
  • Vincent Glode, Philip Bond (2013), The Labor Market for Bankers and Regulators, Review of Financial Studies, forthcoming.  Abstract
  • Colin Ward (Draft), Is the IT Revolution Over? An Asset Pricing View (Job market paper).  Abstract
  • Scott F Richard (Draft), A Non-Linear Macroeconomic Term Structure Model.    Abstract  Related Materials
  • Bastian von Beschwitz, Donald B. Keim, Massimo Massa (Working), Media-Driven High Frequency Trading: Evidence from News Analytics.    Abstract
  • Krista Schwarz (Working), Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads.  Abstract
  • Colin Ward, Gunnar Grass (Draft), Do Corporate Bond Spreads Really Contain Illiquidity Premia?.  Abstract
  • Lubos Pastor, Robert F. Stambaugh, Luke Taylor (Under Review), Scale and Skill in Active Management.  Abstract
  • Colin Ward, Nikolai Roussanov, Robert Ready (Under Review), Commodity Trade and the Carry Trade.  Abstract
  • Joao F. Gomes, Vito Gala (Under Review), Beyond Q: Investment Without Asset Prices.    Abstract  Related Materials
  • Susan M Wachter, Daniel Raff, Se Yan (2013), Real Estate Prices in Beijing, 1644 to 1840, Explorations in Economic History, Volume 50, 335 - 462.  Abstract
  • Mark Jenkins, Liran Einav, Jonathan Levin (2013), The Impact of Credit Scoring on Consumer Lending, The Rand Journal of Economics, 44 (2), 249 - 274.  Abstract
  • Pavel G. Savor, Mungo Wilson (Working), Asset Pricing: A Tale of Two Days.    Abstract
  • Jessica Wachter (2013), Can time-varying risk of rare disasters explain aggregate stock market volatility, Journal of Finance, 68 (3), 987 - 1035.  Abstract
  • Joao F. Gomes, Urban Jermann, Lukas Schmid (Under Review), Sticky Leverage.    Abstract
  • Cecilia Parlatore Siritto (Working), Transparency and Bank Runs.  Abstract
  • Mikhail Golosov, Ali Shourideh, Maxim Troshkin, Aleh Tsyvinski (2013), Optimal Pension Systems with Simple Instruments, American Economic Review, Papers and Proceedings, 103 (3), 502 - 507.
  • Todd Sinai, Nicholas S. Souleles (2013), Can Owning a Home Hedge the Risk of Moving, American Economic Journal: Economic Policy, 5 (2), 282 - 312.    Abstract
  • Ali Shourideh, Roozbeh Hosseini, Larry E. Jones (2013), Optimal contracting with dynastic altruism: Family size and per capita consumption, Journal of Economic Theory  
  • Vincent Glode, Christian Opp (Working), Adverse Selection and Intermediation Chains.  Abstract
  • Peter Feldhuetter, Christian Heyerdahl-Larsen, Philipp Illeditsch (Working), Risk Premia, Volatilities, and Sharpe Ratios in a Non-Linear Term Structure Model.  Abstract
  • Todd A. Gormley (Under Review), Costly Information, Foreign Entry, and Credit Access.  Abstract
  • Paul Ehling, Michael F. Gallmeyer, Christian Heyerdahl-Larsen, Philipp Illeditsch (Working), Disagreement about Inflation and the Yield Curve.  Abstract
  • Hanno Lustig, Nikolai Roussanov, Adrien Verdelhan (2013), Countercyclical Currency Risk Premia, Journal of Financial Economics, forthcoming.
  • Anthony W. Lynch, Jessica Wachter (2013), Using Samples of Unequal Length in Generalized Method of Moments Estimation, Journal of Financial and Quantitative Analysis, 48 (1), 277 - 307.  Abstract
  • Vincent Glode, Richard Lowery (Working), Informed Trading and High Compensation in Finance.  Abstract
  • Radha Gopalan, Todd A. Gormley (2013), Do Public Equity Markets Matter in Emerging Economies? Evidence from India, Review of Finance, 17, 1571 - 1615.  Abstract  Related Materials
  • Todd A. Gormley, David A. Matsa, Todd Milbourn (2013), CEO Compensation and Corporate Risk-Taking: Evidence from a Natural Experiment, Journal of Accounting and Economics, 56 (2-3), 79 - 101.  Abstract  Related Materials
  • Maisy Wong (2013), Estimating Ethnic Preferences Using Ethnic Housing Quotas in Singapore, Review of Economic Studies, 80 (3), 1178 - 1214.