2009
Harjoat Bhamra
and Raman Uppal
“How Does Heterogeneity in Recursive Preferences Affect Asset Prices?” (2009)
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Oliver Boguth
“Stochastic Idiosyncratic Volatility and the Cross-Section of Expected Stock Returns” (2009)
|
Oliver Boguth,
Murray Carlson,
Adlai Fisher,
and Mikhail Simutin
“Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas” (2009)
|
Oliver Boguth
and Lars-Alexander Kuehn
“Consumption Volatility Risk” (2009)
|
Jason Chen
and Shaojun Chen
“Disappearing Investment-Cash Flow Sensitivity” (2009)
|
Jason Chen,
Shaojun Chen,
and Feng Li
“Firm-Level Return Comovement” (2009)
|
Jason Chen,
Marcin Kacperczyk,
and Hernan Ortiz-Molina
“Do Non-financial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers” (2009)
|
Jason Chen,
Hernan Ortiz-Molina,
and Stacy Zhang
“Average Stock Variance and Market Returns: Evidence of Time-Varying Predictability at the Daily Frequency” (2009)
|
Hernan Ortiz-Molina
and Gordon Phillips
“Asset Liquidity and Cost of Capital” (2009)
|
Mikhail Simutin
“Excess Cash and Stock Returns” (2009)
2007
|
Harjoat Bhamra
“Stock Market Liberalization and the Cost of Capital in Emerging Markets” (2007)
|
Jaksa Cvitanic,
Ali Lazrak,
and Tan Wang
“The Implications of Sharpe ratio as a Performance Measure in a Multi-Period Setting” (2007)
|
Julian Douglass
“Asset Allocation with Value-Growth Tilts and Predictability” (2007)
|
Charles Gaa
“Media Coverage, Investor Inattention, and the Market's Reaction to News [JOB MARKET PAPER]” (2007)
|
Jarrad Harford,
Dirk Jenter,
and Kai Li
“Conflicts of Interests Among Shareholders: The Case of Corporate Acquisitions” (2007)
|
Jarrad Harford,
Kai Li,
and Xinlei Zhao
“Corporate Boards and the Leverage and Debt Maturity Choices” (2007)
|
Harrison Hong
and Marcin Kacperczyk
“Competition and Bias” (2007)
|
Kai Li,
Heng Yue,
and Longkai Zhao
“Ownership, Institutions, and Capital Structure: Evidence from Chinese Firms” (2007)
|
Kai Li
and Xinlei Zhao
“Asymmetric Information and Dividend Policy” (2007)
2006
|
Philip Berger,
Jason Chen,
and Feng Li
“Firm Specific Information and the Cost of Equity” (2006)
|
Laura Bottazzi,
Marco Da Rin,
and Thomas Hellmann
“The Importance of Trust for Investment: Evidence from Venture Capital” (2006)
|
Laura Bottazzi,
Marco Da Rin,
and Thomas Hellmann
“What is the Role of Legal Systems in Financial Intermediation? Theory and Evidence” (2006)
|
Laura Bottazzi,
Marco Da Rin,
and Thomas Hellmann
“Who are the active investors? Evidence from Venture Capital” (2006)
|
Murray Carlson
and Ali Lazrak
“Leverage Choice and Credit Spread Dynamics when Managers Risk Shift” (2006)
|
Thomas Hellmann
and Enrico Perotti
“The Circulation of Ideas in Firms and Markets” (2006)
|
Burton Hollifield
and Alan Kraus
“Defining Bad News: Changes in Return Distributions that Decrease Risky Asset Demand” (2006)
|
Harrison Hong
and Marcin Kacperczyk
“The Price of Sin: The Effects of Social Norms on Markets” (2006)
|
Marcin Kacperczyk
“Asset Allocation under Distribution Uncertainty” (2006)
|
Mark J. Kamstra,
Lisa A. Kramer,
and Maurice D. Levi
“Opposing Seasonalities in Treasury versus Equity Returns” (2006)
2005
|
Werner Antweiler
and Murray Z. Frank
“Do U.S. Stock Markets Typically Overreact to Corporate News Stories?” (2005)
|
Harjoat S. Bhamra
“Asset Pricing when International Stock Markets are Partially Integrated” (2005)
|
Laurent Calvet
and Adlai Fisher
“Multifrequency Jump-Diffusions: An Equilibrium Approach” (2005)
|
Murray Carlson,
Adlai Fisher,
and Ron Giammarino
“SEOs, Real Options, and Risk Dynamics: Empirical Evidence” (2005)
|
Paul Damien,
Marcin Kacperczyk,
and Stephen Walker
“A New Class of Bayesian Semiparametric Models with Applications to Option Pricing” (2005)
|
Xifeng Diao
and Maurice D. Levi
“Seasonality in Equilibrium Stock Returns: A Dynamic Perspective on SAD” (2005)
|
Adlai Fisher
and Rob Heinkel
“Reputation and Managerial Truth-Telling as Self-Insurance” (2005)
|
Alan Kraus
and Amir Rubin
“Managerial Stock Options when Shareholders are Diversified” (2005)
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