Glen Donaldson, Maurice Levi, Barrie Nault, and Thomas Ruf“Exchange-Rate Variability and Foreign Factor Income” (2011)
Michael Mueller“Persistent Leverage in Residual-Based Portfolio Sorts: An Artifact of Measurement Error? (job market paper)” (2011)
Thomas Ruf“Limits to Arbitrage and the Skewness Risk Premium in Options Markets” (2011)
Thomas Ruf“The Dynamics of Overpricing in Structured Products” (2011)
Thomas Ruf and Maurice Levi“The Law of One Price in Unfamiliar Places: The Case of International Real Estate” (2011)
Jan Bena and Hernan Ortiz-Molina“Pyramidal Ownership and the Creation of New Firms” (2010)
Harjoat Bhamra and Ilya Strebulaev“The E ffects of Rare Economic Crises on Credit Spreads and Leverage” (2010)
Harjoat Bhamra and Raman Uppal“How Does Heterogeneity in Recursive Preferences Affect Asset Prices?” (2009)
Oliver Boguth“Stochastic Idiosyncratic Volatility, Portfolio Constraints, and the Cross-Section of 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)
Glen Donaldson and Mikhail Simutin“Risk Factors and Distributions from Long-Short Trading Strategies: A Monte Carlo Approach” (2009)
Hernan Ortiz-Molina and Gordon Phillips“Asset Liquidity and Cost of Capital” (2009)
Mikhail Simutin“Excess Cash and Mutual Fund Performance” (2009)
Mikhail Simutin“Excess Cash and Stock Returns” (2009)
Mikhail Simutin“IPO O ffer Prices and Firm Performance” (2009)
