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Publications

by members of

Finance Group
Anderson Graduate School of Management
University of California-Los Angeles (UCLA)
Los Angeles, California (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Chapters | Software components |

Working papers

Undated material is listed at the end

2014

  1. Bernard Herskovic & Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2014. "The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications," NBER Working Papers 20076, National Bureau of Economic Research, Inc.
  2. YiLi Chien & Harold L. Cole & Hanno Lustig, 2014. "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy," NBER Working Papers 20328, National Bureau of Economic Research, Inc.
  3. Francis A. Longstaff & Ilya A. Strebulaev, 2014. "Corporate Taxes and Capital Structure: A Long-Term Historical Perspective," NBER Working Papers 20372, National Bureau of Economic Research, Inc.

2013

  1. Backus, David & Chernov, Mikhail & Zin, Stanley E., 2013. "Identifying Taylor rules in macro-finance models," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9611, C.E.P.R. Discussion Papers.
  2. Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2013. "Deflation Risk," NBER Working Papers 19238, National Bureau of Economic Research, Inc.
  3. Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2013. "Firm Volatility in Granular Networks," NBER Working Papers 19466, National Bureau of Economic Research, Inc.
  4. Hanno Lustig & Andreas Stathopoulos & Adrien Verdelhan, 2013. "The Term Structure of Currency Carry Trade Risk Premia," NBER Working Papers 19623, National Bureau of Economic Research, Inc.
  5. Marc Martos-Vila & Matthew Rhodes-Kropf & Jarrad Harford, 2013. "Financial vs. Strategic Buyers," NBER Working Papers 19378, National Bureau of Economic Research, Inc.
  6. Stuart A. Gabriel & Matthew E. Kahn & Ryan K. Vaughn, 2013. "Congressional Influence as a Determinant of Subprime Lending," NBER Working Papers 18965, National Bureau of Economic Research, Inc.
  7. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "Measuring the Financial Soundness of U.S. Firms, 1926–2012," NBER Working Papers 19204, National Bureau of Economic Research, Inc.
  8. Atkeson, Andrew & Eisfeldt, Andrea L. & Weill, Pierre-Olivier, 2013. "The Market for OTC Derivatives," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9403, C.E.P.R. Discussion Papers.
  9. Lei Zhang & Hanno Lustig & Andrea Eisfeldt, 2013. "Financial Expertise and Asset Prices," 2013 Meeting Papers, Society for Economic Dynamics 1347, Society for Economic Dynamics.

2012

  1. Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina, 2012. "Sources of Risk in Currency Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8745, C.E.P.R. Discussion Papers.
  2. Jeremy Graveline & Irina Zviadadze & Mikhail Chernov, 2012. "Crash Risk in Currency Returns," 2012 Meeting Papers, Society for Economic Dynamics 753, Society for Economic Dynamics.
  3. John Cotter & Stuart Gabriel & Richard Roll, 2012. "Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust," Papers 1208.0371, arXiv.org.
  4. Tyler Muir & Andrea Eisfeldt, 2012. "The Joint Dynamics of Internal and External Finance," 2012 Meeting Papers, Society for Economic Dynamics 842, Society for Economic Dynamics.
  5. Pierre-Olivier Weill & Andrea Eisfeldt & Andrew Atkeson, 2012. "Liquidity and Fragility in OTC Credit Derivatives Markets," 2012 Meeting Papers, Society for Economic Dynamics 1058, Society for Economic Dynamics.
  6. Kay Giesecke & Francis A. Longstaff & Stephen Schaefer & Ilya Strebulaev, 2012. "Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective," NBER Working Papers 17854, National Bureau of Economic Research, Inc.
  7. Christopher T. Downing & Francis A. Longstaff & Michael A. Rierson, 2012. "Inflation Tracking Portfolios," NBER Working Papers 18135, National Bureau of Economic Research, Inc.
  8. Bruce I. Carlin & Francis A. Longstaff & Kyle Matoba, 2012. "Disagreement and Asset Prices," NBER Working Papers 18619, National Bureau of Economic Research, Inc.

2011

  1. Chernov, Mikhail & Gorbenko, Alexander & Makarov, Igor, 2011. "CDS Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8456, C.E.P.R. Discussion Papers.
  2. David Backus & Mikhail Chernov & Stanley E. Zin, 2011. "Sources of Entropy in Representative Agent Models," NBER Working Papers 17219, National Bureau of Economic Research, Inc.
  3. Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2011. "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees," NBER Working Papers 17149, National Bureau of Economic Research, Inc.
  4. Bernardo, Antonio & Talley, Eric & Welch, Ivo, 2011. "A Model of Optimal Government Bailouts," Berkeley Olin Program in Law & Economics, Working Paper Series, Berkeley Olin Program in Law & Economics qt8wv4p90c, Berkeley Olin Program in Law & Economics.
  5. John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Working Papers, Geary Institute, University College Dublin 201131, Geary Institute, University College Dublin.
  6. Andrew Ang & Francis A. Longstaff, 2011. "Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe," NBER Working Papers 16982, National Bureau of Economic Research, Inc.

2010

  1. Stanley Zin & Mikhail Chernov & David Backus, 2010. "Sources of entropy in representative agent models of asset pricing," 2010 Meeting Papers, Society for Economic Dynamics 476, Society for Economic Dynamics.
  2. Ruslan Bikbov & Mikhail Chernov, 2010. "No-arbitrage macroeconomic determinants of the yield curve," Post-Print, HAL peer-00732517, HAL.
  3. Ralph S.J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh, 2010. "The Cross-Section and Time-Series of Stock and Bond Returns," NBER Working Papers 15688, National Bureau of Economic Research, Inc.
  4. Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2010. "Why Does the Treasury Issue Tips? The Tips–Treasury Bond Puzzle," NBER Working Papers 16358, National Bureau of Economic Research, Inc.
  5. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2010. "Countercyclical Currency Risk Premia," NBER Working Papers 16427, National Bureau of Economic Research, Inc.
  6. Priyank Gandhi & Hanno Lustig, 2010. "Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation," NBER Working Papers 16553, National Bureau of Economic Research, Inc.
  7. Hanno Lustig & Priyank Gandhi, 2010. "Size Anomalies in US Bank Stock Returns: Your Tax Dollars at Work?," 2010 Meeting Papers, Society for Economic Dynamics 1290, Society for Economic Dynamics.
  8. Sushil Bikhchandani & David Hirshleifer & Ivo Welch, 2010. "A theory of Fads, Fashion, Custom and cultural change as informational Cascades," Levine's Working Paper Archive 1193, David K. Levine.
  9. Karl Case & John Cotter & Stuart Gabriel, 2010. "Housing Risk and Return: Evidence From a Housing Asset-Pricing Model," Working Papers, Geary Institute, University College Dublin 201005, Geary Institute, University College Dublin.
  10. Eisfeldt, Andrea & Kuhnen, Camelia M., 2010. "CEO turnover in a competitive assignment framework," MPRA Paper 22367, University Library of Munich, Germany.
  11. Kay Giesecke & Francis A. Longstaff & Stephen Schaefer & Ilya Strebulaev, 2010. "Corporate Bond Default Risk: A 150-Year Perspective," NBER Working Papers 15848, National Bureau of Economic Research, Inc.

2009

  1. Backus, David & Chernov, Mikhail & Martin, Ian, 2009. "Disasters implied by equity index options," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7416, C.E.P.R. Discussion Papers.
  2. Hanno Lustig & Chad Syverson & Stijn Van Nieuwerburgh, 2009. "Technological Change and the Growing Inequality in Managerial Compensation," NBER Working Papers 14661, National Bureau of Economic Research, Inc.
  3. Yi-Li Chien & Harold L. Cole & Hanno Lustig, 2009. "Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?," NBER Working Papers 15382, National Bureau of Economic Research, Inc.
  4. Stijn Van Nieuwerburgh & Hanno Lustig & Ralph S.J. Koijen, 2009. "The Bond Risk Premium and the Cross-Section of Equity Returns," 2009 Meeting Papers, Society for Economic Dynamics 12, Society for Economic Dynamics.
  5. Dimitris Papanikolaou & Andrea Eisfeldt, 2009. "Organization Capital and the Cross-Section of Expected Returns," 2009 Meeting Papers, Society for Economic Dynamics 671, Society for Economic Dynamics.
  6. Francis A. Longstaff, 2009. "Municipal Debt and Marginal Tax Rates: Is there a Tax Premium in Asset Prices?," NBER Working Papers 14687, National Bureau of Economic Research, Inc.
  7. Francis A. Longstaff & Brett Myers, 2009. "Valuing Toxic Assets: An Analysis of CDO Equity," NBER Working Papers 14871, National Bureau of Economic Research, Inc.

2008

  1. Bikbov, Ruslan & Chernov, Mikhail, 2008. "Monetary Policy Regimes and the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7096, C.E.P.R. Discussion Papers.
  2. Chernov, Mikhail & Mueller, Philippe, 2008. "The Term Structure of Inflation Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6809, C.E.P.R. Discussion Papers.
  3. Hanno Lustig & Adrien Verdelhan, 2008. "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply," NBER Working Papers 13812, National Bureau of Economic Research, Inc.
  4. Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008. "The Wealth-Consumption Ratio," NBER Working Papers 13896, National Bureau of Economic Research, Inc.
  5. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008. "Common Risk Factors in Currency Markets," NBER Working Papers 14082, National Bureau of Economic Research, Inc.
  6. Stijn Van Nieuwerburgh & Chad Syverson & Hanno Lustig, 2008. "IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation," 2008 Meeting Papers 265, Society for Economic Dynamics.

2007

  1. Broadie, Mark & Chernov, Mikhail & Johannes, Michael, 2007. "Understanding Index Option Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6239, C.E.P.R. Discussion Papers.
  2. YiLi Chien & Harold Cole & Hanno Lustig, 2007. "A Multiplier Approach to Understanding the Macro Implications of Household Finance," NBER Working Papers 13555, National Bureau of Economic Research, Inc.
  3. Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2007. "Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data," NBER Working Papers 13650, National Bureau of Economic Research, Inc.
  4. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2007. "How Sovereign is Sovereign Credit Risk?," NBER Working Papers 13658, National Bureau of Economic Research, Inc.

2006

  1. Dirk Krueger & Hanno Lustig, 2006. "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?," NBER Working Papers 12634, National Bureau of Economic Research, Inc.
  2. Hanno Lustig & Stijn Van Nieuwerburgh, 2006. "Can Housing Collateral Explain Long-Run Swings in Asset Returns?," NBER Working Papers 12766, National Bureau of Economic Research, Inc.
  3. Krüger, Dirk & Lustig, Hanno, 2006. "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5936, C.E.P.R. Discussion Papers.
  4. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, 2006. "Optimal Debt Maturity Management," 2006 Meeting Papers, Society for Economic Dynamics 367, Society for Economic Dynamics.
  5. Antonio Bernardo & Ivo Welch, 2006. "Liquidity and Financial Market Runs," Yale School of Management Working Papers, Yale School of Management ysm280, Yale School of Management, revised 01 Aug 2003.
  6. Andrea Eisfeldt & Adriano Rampini, 2006. "Leasing, Ability to Repossess, and Debt Capacity," 2006 Meeting Papers, Society for Economic Dynamics 461, Society for Economic Dynamics.
  7. Francis A. Longstaff & Arvind Rajan, 2006. "An Empirical Analysis of the Pricing of Collateralized Debt Obligations," NBER Working Papers 12210, National Bureau of Economic Research, Inc.

2005

  1. Hanno Lustig & Stijn Van Nieuwerburgh, 2005. "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street," NBER Working Papers 11564, National Bureau of Economic Research, Inc.
  2. Hanno Lustig & Adrien Verdelhan, 2005. "The Cross-Section of Currency Risk Premia and US Consumption Growth Risk," NBER Working Papers 11104, National Bureau of Economic Research, Inc.
  3. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, 2005. "Fiscal Hedging and the Yield Curve," NBER Working Papers 11687, National Bureau of Economic Research, Inc.
  4. Stijn Van Nieuwerburgh & Hanno Lustig, 2005. "The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street," 2005 Meeting Papers, Society for Economic Dynamics 105, Society for Economic Dynamics.
  5. Hanno Lustig & Adrien Verdelhan, 2005. "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics WP2005-040, Boston University - Department of Economics.
  6. Hanno Lustig, 2005. "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers, UCLA Department of Economics 352, UCLA Department of Economics.
  7. Hanno Lustig, 2005. "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution (joint with Adrien Verdelhan, BU, forthcoming in Papers and Proceedings JEEA)," UCLA Economics Online Papers, UCLA Department of Economics 368, UCLA Department of Economics.
  8. Adrien Verdelhan & Hanno Lustig, 2005. "The Cross-Section Of Foreign Currency Risk Premia And Consumption Growth Risk," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics WP2005-019, Boston University - Department of Economics.
  9. Hanno Lustig, 2005. "Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin)," UCLA Economics Online Papers, UCLA Department of Economics 356, UCLA Department of Economics.
  10. Hanno Lustig, 2005. "Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU))," UCLA Economics Online Papers, UCLA Department of Economics 353, UCLA Department of Economics.
  11. Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 2005. "Information Cascades and Observational Learning," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2005-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  12. Arturo Bris & Ivo Welch & Ning Zhu, 2005. "The Costs of Bankruptcy," Yale School of Management Working Papers, Yale School of Management amz2375, Yale School of Management, revised 21 Sep 2009.
  13. Yongheng Deng & Stuart A. Gabriel, 2005. "Are underserved borrowers lower risk? new evidence on the performance and pricing of FHA-Insured mortgages," Proceedings, Federal Reserve Bank of Chicago 1003, Federal Reserve Bank of Chicago.
  14. Adriano Rampini & Andrea Eisfeldt, 2005. "Financing Shortfalls and the Value of Aggregate Liquidity," 2005 Meeting Papers, Society for Economic Dynamics 889, Society for Economic Dynamics.
  15. Andrea Eisfeldt & Matthias Doepke, 2005. "Colonies," 2005 Meeting Papers, Society for Economic Dynamics 19, Society for Economic Dynamics.
  16. Han, Bing & Longstaff, Francis A. & Merrill, Craig, 2005. "The Cherry-Picking Option in the U.S. Treasury Buyback Auctions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2004-23, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

2004

  1. Hanno Lustig & Stijn Van Nieuwerburgh, 2004. "How Much Does Household Collateral Constrain Regional Risk Sharing?," NBER Working Papers 10505, National Bureau of Economic Research, Inc.
  2. Hanno Lustig, 2004. "Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance," UCLA Economics Online Papers, UCLA Department of Economics 300, UCLA Department of Economics.
  3. Stijn Van Nieuwerburgh & Hanno Lustig, 2004. "Housing Collateral and Consumption Insurance Across US Regions," 2004 Meeting Papers, Society for Economic Dynamics 548, Society for Economic Dynamics.
  4. Hanno Lustig, 2004. "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006)," UCLA Economics Online Papers, UCLA Department of Economics 303, UCLA Department of Economics.
  5. Hanno Lustig, 2004. "How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006)," UCLA Economics Online Papers, UCLA Department of Economics 302, UCLA Department of Economics.
  6. Sevin Yeltekin & Hanno Lustig & Chris Sleet, 2004. "Does the US government hedge against government expenditure risk?," 2004 Meeting Papers, Society for Economic Dynamics 48, Society for Economic Dynamics.
  7. Hanno Lustig & Stijn Van Nieuwerburgh, 2004. "A Theory of Housing Collateral, Consumption Insurance and Risk Premia," NBER Working Papers 10955, National Bureau of Economic Research, Inc.
  8. Hanno Lustig, 2004. "Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers, UCLA Department of Economics 322, UCLA Department of Economics.
  9. Hanno Lustig & Adrien Verdelhan, 2004. "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk," 2004 Meeting Papers, Society for Economic Dynamics 136c, Society for Economic Dynamics.
  10. Amit Goval & Ivo Welch, 2004. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," NBER Working Papers 10483, National Bureau of Economic Research, Inc.
  11. Lily Qiu & Ivo Welch, 2004. "Investor Sentiment Measures," NBER Working Papers 10794, National Bureau of Economic Research, Inc.
  12. Ivo Welch & Amit Goyal, 2004. "A Note On 'Predicting Returns With Financial Ratios'," Yale School of Management Working Papers, Yale School of Management amz2465, Yale School of Management.
  13. Adriano Rampini & Andrea Eisfeldt, 2004. "New and Used Capital," 2004 Meeting Papers, Society for Economic Dynamics 729, Society for Economic Dynamics.
  14. Adriano A. Rampini & Andrea L. Eisfeldt, 2004. "Letting Go: Managerial Incentives and the Reallocation of Capital," 2004 Meeting Papers, Society for Economic Dynamics 611, Society for Economic Dynamics.
  15. Francis A. Longstaff, 2004. "Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities," NBER Working Papers 10422, National Bureau of Economic Research, Inc.
  16. Francis A. Longstaff, 2004. "Financial Claustrophobia: Asset Pricing in Illiquid Markets," NBER Working Papers 10411, National Bureau of Economic Research, Inc.
  17. John H. Cochrane & Francis Longstaff, 2004. "Two Trees: Asset Price Dynamics Induced by Market Clearing," 2004 Meeting Papers, Society for Economic Dynamics 126, Society for Economic Dynamics.
  18. Francis A. Longstaff & Sanjay Mithal & Eric Neis, 2004. "Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market," NBER Working Papers 10418, National Bureau of Economic Research, Inc.

2003

  1. Hanno Lustig & Stijn Van Nieuwerburgh, 2003. "Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective," NBER Working Papers 9959, National Bureau of Economic Research, Inc.
  2. Ivo Welch & Arturo Bris & Alan Schwartz, 2003. "Who Should Pay for Bankruptcy Costs?," Yale School of Management Working Papers, Yale School of Management ysm365, Yale School of Management, revised 01 Sep 2004.
  3. Francis Longstaff & Monika Piazzesi, 2003. "Corporate Earnings and the Equity Premium," NBER Working Papers 10054, National Bureau of Economic Research, Inc.

2002

  1. Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers, CIRANO 2002s-58, CIRANO.
  2. Hanno Lustig & Stijn Van Nieuwerburgh, 2002. "Housing Collateral, Consumption Insurance and Risk Premia," Macroeconomics, EconWPA 0211008, EconWPA.
  3. Ivo Welch, 2002. "Capital Structure and Stock Returns," Yale School of Management Working Papers, Yale School of Management ysm263, Yale School of Management, revised 01 Aug 2003.
  4. Jay Ritter & Ivo Welch, 2002. "A Review of IPO Activity, Pricing, and Allocations," NBER Working Papers 8805, National Bureau of Economic Research, Inc.
  5. Ivo Welch, 2002. "Columbus' Egg: The Real Determinant of Capital Structure," NBER Working Papers 8782, National Bureau of Economic Research, Inc.
  6. Amit Goyal & Ivo Welch, 2002. "Predicting the Equity Premium With Dividend Ratios," NBER Working Papers 8788, National Bureau of Economic Research, Inc.
  7. Antonio E. Bernardo & Ivo Welch, 2002. "Financial Market Runs," NBER Working Papers 9251, National Bureau of Economic Research, Inc.
  8. William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Matthew I. Spiegel & Ivo Welch, 2002. "Sharpening Sharpe Ratios," Yale School of Management Working Papers, Yale School of Management ysm29, Yale School of Management.
  9. William Goetzmann & Jonathan Ingersoll & Matthew Spiegel & Ivo Welch, 2002. "Portfolio Performance Manipulation and Manipulation-Proof Performance Measures," Yale School of Management Working Papers, Yale School of Management amz2471, Yale School of Management, revised 01 Apr 2006.
  10. Matthias Kahl & Jun Liu & Francis A. Longstaff, 2002. "Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?," NBER Working Papers 8969, National Bureau of Economic Research, Inc.
  11. Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2002. "The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads," NBER Working Papers 8990, National Bureau of Economic Research, Inc.
  12. Francis A. Longstaff, 2002. "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," NBER Working Papers 9312, National Bureau of Economic Research, Inc.
  13. Jun Liu & Francis A. Longstaff & Jun Pan, 2002. "Dynamic Asset Allocation With Event Risk," NBER Working Papers 9103, National Bureau of Economic Research, Inc.

2001

  1. Hanno Lustig, 2001. "The Market Price of Aggregate Risk and the Wealth Distribution," Finance, EconWPA 0111004, EconWPA, revised 16 Nov 2001.
  2. David Hirshleifer & Ivo Welch, 2001. "An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness," Yale School of Management Working Papers, Yale School of Management ysm185, Yale School of Management, revised 01 Aug 2009.
  3. Ivo Welch, 2001. "The Equity Premium Consensus Forecast Revisited," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1325, Cowles Foundation for Research in Economics, Yale University.
  4. Arturo Bris & Ivo Welch, 2001. "The Optimal Concentration of Creditors," NBER Working Papers 8652, National Bureau of Economic Research, Inc.
  5. Ivo Welch, 2001. "The Top Achievements, Challenges, and Failures of Finance," Yale School of Management Working Papers, Yale School of Management ysm250, Yale School of Management, revised 01 Apr 2002.
  6. Antonio Bernardo & Ivo Welch, 2001. "On the Evolution of Overconfidence and Entrepreneurs," Yale School of Management Working Papers, Yale School of Management ysm211, Yale School of Management, revised 01 Nov 2003.

2000

  1. Carrasco, Marine & Chernov, Mikhaël & Florens, Jean-Pierre & Ghysels, Eric, 2000. "Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 116, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2002.
  2. Ivo Welch, 2000. "Views of Financial Economists on the Equity Premium and on Professional Controversies," Yale School of Management Working Papers, Yale School of Management ysm122, Yale School of Management.

1999

  1. Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999. "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers, CIRANO 99s-48, CIRANO.
  2. Antonio Bernardo & Eric L. Talley & Ivo Welch, 1999. "A Theory of Legal Presumptions," Yale School of Management Working Papers, Yale School of Management ysm118, Yale School of Management.

1998

  1. Mikhail Chernov & Eric Ghysels, 1998. "What Data Should Be Used to Price Options?," CIRANO Working Papers, CIRANO 98s-22, CIRANO.
  2. Franklin Allen & Antonio Bernardo & Ivo Welch, 1998. "A Theory of Dividends Based on Tax Clienteles," Yale School of Management Working Papers, Yale School of Management ysm92, Yale School of Management.
  3. Welch, Ivo, 1998. "Asymmetry and Power: Can Ethnic Dominance Minimize Conflict?," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt5978g03k, Anderson Graduate School of Management, UCLA.

1996

  1. Stuart A. Gabriel & Joe P. Mattey, 1996. "Leaving Los Angeles: migration, economic opportunity and the quality-of-life," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco 96-10, Federal Reserve Bank of San Francisco.
  2. Stuart A. Gabriel & Joe P. Mattey & William L. Wascher, 1996. "Compensating differentials and evolution of the quality-of-life among U.S. states," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco 96-07, Federal Reserve Bank of San Francisco.

1995

  1. Ivo Welch & Siew Hong Teoh & Paul Wazzan, 1995. "The Effect of Socially Activist Investment Policies on the Financial Markets: Evidence from the South African Boycott," Finance, University of California at Los Angeles _005, University of California at Los Angeles.
  2. Ivo Welch & Siew Hong Teoh & T.J. Wong, 1995. "Earnings Management and The Post-Issue Underperformance in Seasoned Equity Offerings," Finance, University of California at Los Angeles 9-95., University of California at Los Angeles.
  3. Ivo Welch, 1995. "Why is Bankdebt Senior? A Theory of Priority Among Creditors," Finance, University of California at Los Angeles 18-94, University of California at Los Angeles.
  4. James A. Berkovec & Glenn B. Canner & Stuart A. Gabriel & Timothy H. Hannan, 1995. "Mortgage discrimination and FHA loan performance," Proceedings, Federal Reserve Bank of Chicago 456, Federal Reserve Bank of Chicago.

1994

  1. Ivo Welch, 1994. "The Cross-sectional Determinants of Corporate Capital Expenditures: A Multinational Comparison," Finance, University of California at Los Angeles _002, University of California at Los Angeles.

1991

  1. Stuart A. Gabriel & Janice Shack-Marquez & William L. Wascher, 1991. "Regional house-price dispersion and interregional migration," Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) 122, Board of Governors of the Federal Reserve System (U.S.).

1990

  1. Wara, A. & Welch, I., 1990. "Bondholder Losses In Leveraged Buyouts," Papers, Columbia - Graduate School of Business fb-_90-04, Columbia - Graduate School of Business.

1988

  1. Stuart A. Gabriel & Janice Shack-Marquez & William L. Wascher, 1988. "Regional labor markets, cost-of-living differentials, and migration," Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) 91, Board of Governors of the Federal Reserve System (U.S.).

1987

  1. John L. Goodman & Stuart A. Gabriel, 1987. "Forecasting housing construction: lessons and puzzles from recent years," Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) 69, Board of Governors of the Federal Reserve System (U.S.).
  2. Stuart S. Rosenthal & John V. Duca & Stuart A. Gabriel, 1987. "Credit rationing and the demand for owner-occupied housing," Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) 79, Board of Governors of the Federal Reserve System (U.S.).

Undated

  1. Hanno Lustig, . "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers, UCLA Department of Economics 380, UCLA Department of Economics.
  2. Antje Berndt & Hanno Lustig & Sevin Yeltekin, . "How does the U.S. government finance fiscal shocks?," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2006-E70, Carnegie Mellon University, Tepper School of Business.
  3. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, . "Fiscal Hedging with Nominal Assets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2006-E35, Carnegie Mellon University, Tepper School of Business.
  4. Hanno Lustig, . "Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers, UCLA Department of Economics 389, UCLA Department of Economics.
  5. Hanno Lustig, . "Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole )," UCLA Economics Online Papers, UCLA Department of Economics 422, UCLA Department of Economics.
  6. Hanno Lustig, . "The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models," UCLA Economics Online Papers, UCLA Department of Economics 420, UCLA Department of Economics.
  7. Ivo Welch & David Hirshleifer, . "Institutional Memory, Inertia and Impulsiveness," Finance, University of California at Los Angeles 2-94., University of California at Los Angeles.

Journal articles

Undated material is listed at the end

2014

  1. David Backus & Mikhail Chernov & Stanley Zin, 2014. "Sources of Entropy in Representative Agent Models," Journal of Finance, American Finance Association, American Finance Association, vol. 69(1), pages 51-99, 02.

2013

  1. Bikbov, Ruslan & Chernov, Mikhail, 2013. "Monetary policy regimes and the term structure of interest rates," Journal of Econometrics, Elsevier, Elsevier, vol. 174(1), pages 27-43.
  2. Mikhail Chernov & Alexander S. Gorbenko & Igor Makarov, 2013. "CDS Auctions," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 26(3), pages 768-805.
  3. Bernardo, Antonio E. & Welch, Ivo, 2013. "Leverage and preemptive selling of financial institutions," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 22(2), pages 123-151.
  4. Peter Iliev & Ivo Welch, 2013. "A Model of Operational Slack: The Short-Run, Medium-Run, and Long-Run Consequences of Limited Attention Capacity," Journal of Law, Economics and Organization, Oxford University Press, Oxford University Press, vol. 29(1), pages 2-34, February.
  5. Welch, Ivo, 2013. "A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond," Critical Finance Review, now publishers, now publishers, vol. 2(1), pages 131-172, July.
  6. Gabriel, Stuart A. & Rosenthal, Stuart S., 2013. "Urbanization, agglomeration economies, and access to mortgage credit," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 43(1), pages 42-50.
  7. Andrea L. Eisfeldt & Dimitris Papanikolaou, 2013. "Organization Capital and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 68(4), pages 1365-1406, 08.
  8. Eisfeldt, Andrea L. & Kuhnen, Camelia M., 2013. "CEO turnover in a competitive assignment framework," Journal of Financial Economics, Elsevier, Elsevier, vol. 109(2), pages 351-372.

2012

  1. Chernov, Mikhail & Mueller, Philippe, 2012. "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, Elsevier, vol. 106(2), pages 367-394.
  2. Antje Berndt & Hanno Lustig & Şevin Yeltekin, 2012. "How Does the US Government Finance Fiscal Shocks?," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 69-104, January.
  3. YiLi Chien & Harold Cole & Hanno Lustig, 2012. "Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing?," American Economic Review, American Economic Association, American Economic Association, vol. 102(6), pages 2859-96, October.
  4. Fu, Yuming & Gabriel, Stuart A., 2012. "Labor migration, human capital agglomeration and regional development in China," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 42(3), pages 473-484.
  5. Stuart A. Gabriel & Gary D. Painter, 2012. "Household Location And Race: A 20-Year Retrospective," Journal of Regional Science, Wiley Blackwell, Wiley Blackwell, vol. 52(5), pages 809-818, December.
  6. Yongheng Deng & Stuart A. Gabriel & Kiyohiko G. Nishimura & Diehang (Della) Zheng, 2012. "Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 40, pages S234-S272, December.
  7. Stuart A. Gabriel & Frank E. Nothaft, 2012. "Introduction to the James Berkovec Memorial Issue," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 40, pages S1-S7, December.

2011

  1. Ruslan Bikbov & Mikhail Chernov, 2011. "Yield Curve and Volatility: Lessons from Eurodollar Futures and Options," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(1), pages 66-105, Winter.
  2. David Backus & Mikhail Chernov & Ian Martin, 2011. "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, American Finance Association, vol. 66(6), pages 1969-2012, December.
  3. Lustig, Hanno & Syverson, Chad & Van Nieuwerburgh, Stijn, 2011. "Technological change and the growing inequality in managerial compensation," Journal of Financial Economics, Elsevier, Elsevier, vol. 99(3), pages 601-627, March.
  4. Yili Chien & Harold Cole & Hanno Lustig, 2011. "A Multiplier Approach to Understanding the Macro Implications of Household Finance," Review of Economic Studies, Oxford University Press, vol. 78(1), pages 199-234.
  5. Hanno Lustig & Adrien Verdelhan, 2011. "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply," American Economic Review, American Economic Association, American Economic Association, vol. 101(7), pages 3477-3500, December.
  6. Ivo Welch, 2011. "Two Common Problems in Capital Structure Research: The Financial‐Debt‐To‐Asset Ratio and Issuing Activity Versus Leverage Changes," International Review of Finance, International Review of Finance Ltd., International Review of Finance Ltd., vol. 11(1), pages 1-17, 03.
  7. An, Xudong & Deng, Yongheng & Gabriel, Stuart A., 2011. "Asymmetric information, adverse selection, and the pricing of CMBS," Journal of Financial Economics, Elsevier, Elsevier, vol. 100(2), pages 304-325, May.
  8. Deng, Yongheng & Gabriel, Stuart A. & Sanders, Anthony B., 2011. "CDO market implosion and the pricing of subprime mortgage-backed securities," Journal of Housing Economics, Elsevier, Elsevier, vol. 20(2), pages 68-80, June.
  9. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011. "How Sovereign Is Sovereign Credit Risk?," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 75-103, April.

2010

  1. Bikbov, Ruslan & Chernov, Mikhail, 2010. "No-arbitrage macroeconomic determinants of the yield curve," Journal of Econometrics, Elsevier, Elsevier, vol. 159(1), pages 166-182, November.
  2. Krueger, Dirk & Lustig, Hanno, 2010. "When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?," Journal of Economic Theory, Elsevier, Elsevier, vol. 145(1), pages 1-41, January.
  3. Hanno Lustig & Stijn Van Nieuwerburgh, 2010. "How Much Does Household Collateral Constrain Regional Risk Sharing?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 265-294, April.
  4. Ralph S. J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2010. "Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk," American Economic Review, American Economic Association, American Economic Association, vol. 100(2), pages 552-56, May.
  5. YiLi Chien & Hanno Lustig, 2010. "The Market Price of Aggregate Risk and the Wealth Distribution," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 23(4), pages 1596-1650, April.
  6. Arbel, Yuval & Ben-Shahar, Danny & Gabriel, Stuart & Tobol, Yossef, 2010. "The local cost of terror: Effects of the second Palestinian Intifada on Jerusalem house prices," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 40(6), pages 415-426, November.
  7. Gabriel, Stuart A. & Rosenthal, Stuart S., 2010. "Do the GSEs expand the supply of mortgage credit? New evidence of crowd out in the secondary mortgage market," Journal of Public Economics, Elsevier, Elsevier, vol. 94(11-12), pages 975-986, December.
  8. Gençay, Ramo & Yaron, Amir & Hackbarth, Dirk & Eisfeldt, Andrea, 2010. "Editorial for Challenge," Finance Research Letters, Elsevier, Elsevier, vol. 7(1), pages 1-1, March.
  9. Longstaff, Francis A., 2010. "The subprime credit crisis and contagion in financial markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 97(3), pages 436-450, September.

2009

  1. Mark Broadie & Mikhail Chernov & Michael Johannes, 2009. "Understanding Index Option Returns," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 22(11), pages 4493-4529, November.
  2. Ruslan Bikbov & Mikhail Chernov, 2009. "Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options," Management Science, INFORMS, INFORMS, vol. 55(8), pages 1292-1305, August.
  3. Bostic, Raphael & Gabriel, Stuart & Painter, Gary, 2009. "Housing wealth, financial wealth, and consumption: New evidence from micro data," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 39(1), pages 79-89, January.
  4. Gabriel Stuart A. & Quigley John M. & Rosenthal Larry A., 2009. "The Mortgage Meltdown, the Economy, and Public Policy," The B.E. Journal of Economic Analysis & Policy, De Gruyter, De Gruyter, vol. 9(3), pages 1-17, March.
  5. Xudong An & Yongheng Deng & Stuart Gabriel, 2009. "Value Creation through Securitization: Evidence from the CMBS Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 38(3), pages 302-326, April.
  6. Andrea L. Eisfeldt & Adriano A. Rampini, 2009. "Leasing, Ability to Repossess, and Debt Capacity," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 22(4), pages 1621-1657, April.
  7. Francis A. Longstaff, 2009. "Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets," American Economic Review, American Economic Association, American Economic Association, vol. 99(4), pages 1119-44, September.

2008

  1. Hanno Lustig & Stijn Van Nieuwerburgh, 2008. "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 21(5), pages 2097-2137, September.
  2. Lustig, Hanno & Sleet, Christopher & Yeltekin, Sevin, 2008. "Fiscal hedging with nominal assets," Journal of Monetary Economics, Elsevier, Elsevier, vol. 55(4), pages 710-727, May.
  3. Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2008. "Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data," Journal of the European Economic Association, MIT Press, MIT Press, vol. 6(2-3), pages 715-726, 04-05.
  4. Ivo Welch & Amit Goyal, 2008. "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 21(4), pages 1455-1508, July.
  5. Stuart A. Gabriel & Gary Painter, 2008. "Mobility, Residential Location and the American Dream: The Intrametropolitan Geography of Minority Homeownership," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 36(3), pages 499-531, 09.
  6. Eisfeldt, Andrea L. & Rampini, Adriano A., 2008. "Managerial incentives, capital reallocation, and the business cycle," Journal of Financial Economics, Elsevier, Elsevier, vol. 87(1), pages 177-199, January.
  7. John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara, 2008. "Two Trees," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 21(1), pages 347-385, January.
  8. Francis A. Longstaff & Arvind Rajan, 2008. "An Empirical Analysis of the Pricing of Collateralized Debt Obligations," Journal of Finance, American Finance Association, American Finance Association, vol. 63(2), pages 529-563, 04.

2007

  1. Chernov, Mikhail, 2007. "On the Role of Risk Premia in Volatility Forecasting," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 25, pages 411-426, October.
  2. Mark Broadie & Mikhail Chernov & Suresh Sundaresan, 2007. "Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11," Journal of Finance, American Finance Association, American Finance Association, vol. 62(3), pages 1341-1377, 06.
  3. Mark Broadie & Mikhail Chernov & Michael Johannes, 2007. "Model Specification and Risk Premia: Evidence from Futures Options," Journal of Finance, American Finance Association, American Finance Association, vol. 62(3), pages 1453-1490, 06.
  4. Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric, 2007. "Efficient estimation of general dynamic models with a continuum of moment conditions," Journal of Econometrics, Elsevier, Elsevier, vol. 140(2), pages 529-573, October.
  5. Hanno Lustig & Adrien Verdelhan, 2007. "The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk," American Economic Review, American Economic Association, American Economic Association, vol. 97(1), pages 89-117, March.
  6. Jonathan Ingersoll & Ivo Welch, 2007. "Portfolio Performance Manipulation and Manipulation-proof Performance Measures," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 20(5), pages 1503-1546, 2007 17.
  7. Eisfeldt, Andrea L., 2007. "Smoothing with liquid and illiquid assets," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(6), pages 1572-1586, September.
  8. Eisfeldt, Andrea L. & Rampini, Adriano A., 2007. "New or used? Investment with credit constraints," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(8), pages 2656-2681, November.
  9. Bing Han & Francis A. Longstaff & Craig Merrill, 2007. "The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds," Journal of Finance, American Finance Association, American Finance Association, vol. 62(6), pages 2673-2693, December.

2006

  1. Hanno Lustig & Adrien Verdelhan, 2006. "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution," Journal of the European Economic Association, MIT Press, MIT Press, vol. 4(2-3), pages 644-655, 04-05.
  2. Arturo Bris & Ivo Welch & Ning Zhu, 2006. "The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization," Journal of Finance, American Finance Association, American Finance Association, vol. 61(3), pages 1253-1303, 06.
  3. Deng, Yongheng & Gabriel, Stuart, 2006. "Risk-Based Pricing and the Enhancement of Mortgage Credit Availability among Underserved and Higher Credit-Risk Populations," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 38(6), pages 1431-1460, September.
  4. Bostic, Raphael W. & Gabriel, Stuart A., 2006. "Do the GSEs matter to low-income housing markets? An assessment of the effects of the GSE loan purchase goals on California housing outcomes," Journal of Urban Economics, Elsevier, vol. 59(3), pages 458-475, May.
  5. Eisfeldt, Andrea L. & Rampini, Adriano A., 2006. "Capital reallocation and liquidity," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(3), pages 369-399, April.
  6. Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2006. "The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 79(5), pages 2337-2360, September.

2005

  1. Hanno N. Lustig & Stijn G. Van Nieuwerburgh, 2005. "Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective," Journal of Finance, American Finance Association, American Finance Association, vol. 60(3), pages 1167-1219, 06.
  2. Arturo Bris & Ivo Welch, 2005. "The Optimal Concentration of Creditors," Journal of Finance, American Finance Association, American Finance Association, vol. 60(5), pages 2193-2212, October.
  3. Arturo Bris & Alan Schwartz & Ivo Welch, 2005. "Who Should Pay for Bankruptcy Costs?," The Journal of Legal Studies, University of Chicago Press, University of Chicago Press, vol. 34(2), pages 295-341, 06.
  4. Gabriel, Stuart A. & Rosenthal, Stuart S., 2005. "Homeownership in the 1980s and 1990s: aggregate trends and racial gaps," Journal of Urban Economics, Elsevier, vol. 57(1), pages 101-127, January.
  5. Francis A. Longstaff, 2005. "Borrower Credit and the Valuation of Mortgage-Backed Securities," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 33(4), pages 619-661, December.
  6. Francis A. Longstaff & Sanjay Mithal & Eric Neis, 2005. "Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market," Journal of Finance, American Finance Association, American Finance Association, vol. 60(5), pages 2213-2253, October.

2004

  1. Ivo Welch, 2004. "Capital Structure and Stock Returns," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 112(1), pages 106-131, February.
  2. Antonio E. Bernardo & Ivo Welch, 2004. "Liquidity and Financial Market Runs," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 119(1), pages 135-158, February.
  3. Stuart A. Gabriel & Stuart S. Rosenthal, 2004. "Quality of the Business Environment Versus Quality of Life: Do Firms and Households Like the Same Cities?," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 438-444, February.
  4. Andrea L. Eisfeldt, 2004. "Endogenous Liquidity in Asset Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 59(1), pages 1-30, 02.
  5. Francis A. Longstaff, 2004. "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 77(3), pages 511-526, July.
  6. Francis A. Longstaff & Ashley W. Wang, 2004. "Electricity Forward Prices: A High-Frequency Empirical Analysis," Journal of Finance, American Finance Association, American Finance Association, vol. 59(4), pages 1877-1900, 08.
  7. Longstaff, Francis A. & Piazzesi, Monika, 2004. "Corporate earnings and the equity premium," Journal of Financial Economics, Elsevier, Elsevier, vol. 74(3), pages 401-421, December.

2003

  1. Chernov, Mikhail, 2003. "Empirical reverse engineering of the pricing kernel," Journal of Econometrics, Elsevier, Elsevier, vol. 116(1-2), pages 329-364.
  2. Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, Elsevier, vol. 116(1-2), pages 225-257.
  3. Chernov, Mikhail, 2003. "Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 21(4), pages 485-88, October.
  4. Amit Goyal & Ivo Welch, 2003. "Predicting the Equity Premium with Dividend Ratios," Management Science, INFORMS, INFORMS, vol. 49(5), pages 639-654, May.
  5. Gabriel, Stuart & Painter, Gary, 2003. "Pathways to Homeownership: An Analysis of the Residential Location and Homeownership Choices of Black Households in Los Angeles," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 27(1), pages 87-109, July.
  6. Gabriel, Stuart A. & Mattey, Joe P. & Wascher, William L., 2003. "Compensating differentials and evolution in the quality-of-life among U.S. states," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 33(5), pages 619-649, September.
  7. Deng, Yongheng & Gabriel, Stuart A & Nothaft, Frank E, 2003. "Duration of Residence in the Rental Housing Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 26(2-3), pages 267-85, March-May.
  8. Kahl, Matthias & Liu, Jun & Longstaff, Francis A., 2003. "Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?," Journal of Financial Economics, Elsevier, Elsevier, vol. 67(3), pages 385-410, March.
  9. Jun Liu & Francis A. Longstaff & Jun Pan, 2003. "Dynamic Asset Allocation with Event Risk," Journal of Finance, American Finance Association, American Finance Association, vol. 58(1), pages 231-259, 02.

2002

  1. David Hirshleifer & Ivo Welch, 2002. "An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness," Journal of Economics & Management Strategy, Wiley Blackwell, Wiley Blackwell, vol. 11(3), pages 379-421, 09.
  2. Jay R. Ritter & Ivo Welch, 2002. "A Review of IPO Activity, Pricing, and Allocations," Journal of Finance, American Finance Association, American Finance Association, vol. 57(4), pages 1795-1828, 08.
  3. Gabriel, Stuart & Pollakowski, Henry O. & Wachter, Susan, 2002. "Special issue on housing policy," Journal of Housing Economics, Elsevier, Elsevier, vol. 11(3), pages 183-186, September.

2001

  1. Antonio E. Bernardo & Ivo Welch, 2001. "On the Evolution of Overconfidence and Entrepreneurs," Journal of Economics & Management Strategy, Wiley Blackwell, Wiley Blackwell, vol. 10(3), pages 301-330, 09.
  2. Painter, Gary & Gabriel, Stuart & Myers, Dowell, 2001. "Race, Immigrant Status, and Housing Tenure Choice," Journal of Urban Economics, Elsevier, vol. 49(1), pages 150-167, January.
  3. Gabriel, Stuart A. & Nothaft, Frank E., 2001. "Rental Housing Markets, the Incidence and Duration of Vacancy, and the Natural Vacancy Rate," Journal of Urban Economics, Elsevier, vol. 49(1), pages 121-149, January.
  4. Francis A. Longstaff, 2001. "The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence," Journal of Finance, American Finance Association, American Finance Association, vol. 56(6), pages 2067-2109, December.
  5. Longstaff, Francis A, 2001. "Optimal Portfolio Choice and the Valuation of Illiquid Securities," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 14(2), pages 407-31.
  6. Longstaff, Francis A. & Santa-Clara, Pedro & Schwartz, Eduardo S., 2001. "Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market," Journal of Financial Economics, Elsevier, Elsevier, vol. 62(1), pages 39-66, October.
  7. Longstaff, Francis A & Schwartz, Eduardo S, 2001. "Valuing American Options by Simulation: A Simple Least-Squares Approach," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 14(1), pages 113-47.

2000

  1. Chernov, Mikhail & Ghysels, Eric, 2000. "A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation," Journal of Financial Economics, Elsevier, Elsevier, vol. 56(3), pages 407-458, June.
  2. Bernardo, Antonio E & Talley, Eric & Welch, Ivo, 2000. "A Theory of Legal Presumptions," Journal of Law, Economics and Organization, Oxford University Press, Oxford University Press, vol. 16(1), pages 1-49, April.
  3. Welch, Ivo, 2000. "Herding among security analysts," Journal of Financial Economics, Elsevier, Elsevier, vol. 58(3), pages 369-396, December.
  4. Welch, Ivo, 2000. "Views of Financial Economists on the Equity Premium and on Professional Controversies," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 73(4), pages 501-37, October.
  5. Franklin Allen & Antonio E. Bernardo & Ivo Welch, 2000. "A Theory of Dividends Based on Tax Clienteles," Journal of Finance, American Finance Association, American Finance Association, vol. 55(6), pages 2499-2536, December.
  6. Ivo Welch & David Wessels, 2000. "The Cross-Sectional Determinants Of Corporate Capital Expenditures: A Multinational Comparison," Schmalenbach Business Review (sbr), LMU Munich School of Management, LMU Munich School of Management, vol. 52(2), pages 103-136, April.
  7. Longstaff, Francis A., 2000. "The term structure of very short-term rates: New evidence for the expectations hypothesis," Journal of Financial Economics, Elsevier, Elsevier, vol. 58(3), pages 397-415, December.
  8. Mark Grinblatt & Francis A. Longstaff, 2000. "Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program," Journal of Finance, American Finance Association, American Finance Association, vol. 55(3), pages 1415-1436, 06.
  9. Francis A. Longstaff, 2000. "Arbitrage and the Expectations Hypothesis," Journal of Finance, American Finance Association, American Finance Association, vol. 55(2), pages 989-994, 04.

1999

  1. Teoh, Siew Hong & Welch, Ivo & Wazzan, C Paul, 1999. "The Effect of Socially Activist Investment Policies on the Financial Markets: Evidence from the South African Boycott," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 72(1), pages 35-89, January.
  2. Stuart A. Gabriel & Joe P. Mattey & William L. Wascher, 1999. "House price differentials and dynamics: evidence from the Los Angeles and San Francisco metropolitan areas," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 3-22.
  3. Gabriel, Stuart A. & Rosenthal, Stuart S., 1999. "Location and the effect of demographic traits on earnings," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 29(4), pages 445-461, July.

1998

  1. Teoh, Siew Hong & Welch, Ivo & Wong, T. J., 1998. "Earnings management and the underperformance of seasoned equity offerings," Journal of Financial Economics, Elsevier, Elsevier, vol. 50(1), pages 63-99, October.
  2. Sushil Bikhchandani & David Hirshleifer & Ivo Welch, 1998. "Learning from the Behavior of Others: Conformity, Fads, and Informational Cascades," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 12(3), pages 151-170, Summer.
  3. Siew Hong Teoh & Ivo Welch & T.J. Wong, 1998. "Earnings Management and the Long-Run Market Performance of Initial Public Offerings," Journal of Finance, American Finance Association, American Finance Association, vol. 53(6), pages 1935-1974, December.
  4. James A. Berkovec & Glenn B. Canner & Stuart A. Gabriel & Timothy H. Hannan, 1998. "Discrimination, Competition, And Loan Performance In Fha Mortgage Lending," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 241-250, May.

1997

  1. Beatty, Randolph & Riffe, Susan & Welch, Ivo, 1997. " How Firms Make Capital Expenditure Decisions: Financial Signals, Internal Cash Flows, Income Taxes and the Tax Reform Act of 1986," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 9(3), pages 227-50, October.
  2. Welch, Ivo, 1997. "Why Is Bank Debt Senior? A Theory of Asymmetry and Claim Priority Based on Influence Costs," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 10(4), pages 1203-36.

1996

  1. Cornell, Bradford & Welch, Ivo, 1996. "Culture, Information, and Screening Discrimination," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 104(3), pages 542-71, June.
  2. Beatty, Randolph P & Welch, Ivo, 1996. "Issuer Expenses and Legal Liability in Initial Public Offerings," Journal of Law and Economics, University of Chicago Press, University of Chicago Press, vol. 39(2), pages 545-602, October.
  3. Welch, Ivo, 1996. "Equity offerings following the IPO theory and evidence," Journal of Corporate Finance, Elsevier, Elsevier, vol. 2(3), pages 227-259, February.
  4. Devenow, Andrea & Welch, Ivo, 1996. "Rational herding in financial economics," European Economic Review, Elsevier, Elsevier, vol. 40(3-5), pages 603-615, April.
  5. Stuart A. Gabriel & Joe P. Mattey, 1996. "The slowing exodus from California," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue dec27.
  6. Gabriel, Stuart A. & Rosenthal, Stuart S., 1996. "Commutes, Neighborhood Effects, and Earnings: An Analysis of Racial Discrimination and Compensating Differentials," Journal of Urban Economics, Elsevier, vol. 40(1), pages 61-83, July.
  7. Grunbichler, Andreas & Longstaff, Francis A., 1996. "Valuing futures and options on volatility," Journal of Banking & Finance, Elsevier, Elsevier, vol. 20(6), pages 985-1001, July.
  8. Bradford Cornell & Francis A. Longstaff & Eduardo S. Schwartz, 1996. "Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 24(1), pages 23-41.

1995

  1. Bhagat, Sanjai & Welch, Ivo, 1995. "Corporate research & development investments international comparisons," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 19(2-3), pages 443-470, April.
  2. Stuart A. Gabriel & Joe P. Mattey & William L. Wascher, 1995. "The demise of California reconsidered: interstate migration over the economic cycle," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 30-48.
  3. Stuart A. Gabriel, 1995. "California dreamin': a rebound in net migration?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue oct6.
  4. Bradley, Michael G & Gabriel, Stuart A & Wohar, Mark E, 1995. "The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 27(2), pages 476-97, May.
  5. David Dale-Johnson & Stuart A. Gabriel, 1995. "Introduction: Deregulation and Reform of Housing and Housing Finance Markets: Recent Lessons from Western and Central Europe," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 23(4), pages 395-400.
  6. Longstaff, Francis A, 1995. "Option Pricing and the Martingale Restriction," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 8(4), pages 1091-1124.
  7. Longstaff, Francis A, 1995. " How Much Can Marketability Affect Security Values?," Journal of Finance, American Finance Association, American Finance Association, vol. 50(5), pages 1767-74, December.
  8. Longstaff, Francis A & Schwartz, Eduardo S, 1995. " A Simple Approach to Valuing Risky Fixed and Floating Rate Debt," Journal of Finance, American Finance Association, American Finance Association, vol. 50(3), pages 789-819, July.

1994

  1. James A. Berkovec & Glenn B. Canner & Stuart A. Gabriel & Timothy H. Hannan, 1994. "Race, redlining, and residential mortgage loan performance," Proceedings, Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia, pages 263-298.
  2. Stuart A. Gabriel, 1994. "Crises in the thrift industry and the cost of mortgage credit," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue nov11.
  3. Grunbichler Andreas & Longstaff Francis A. & Schwartz Eduardo S., 1994. "Electronic Screen Trading and the Transmission of Information: An Empirical Examination," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 3(2), pages 166-187, March.
  4. Francis A. Longstaff & Bruce A. Tuckman, 1994. "Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect," Financial Management, Financial Management Association, Financial Management Association, vol. 23(4), Winter.

1993

  1. Jegadeesh, Narasimhan & Weinstein, Mark & Welch, Ivo, 1993. "An empirical investigation of IPO returns and subsequent equity offerings," Journal of Financial Economics, Elsevier, Elsevier, vol. 34(2), pages 153-175, October.
  2. Warga, Arthur & Welch, Ivo, 1993. "Bondholder Losses in Leveraged Buyouts," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 6(4), pages 959-82.
  3. Gabriel, Stuart A & Rosenthal, Stuart S, 1993. "Adjustable-Rate Mortgages, Household Mobility, and Homeownership: A Simulation Study," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 7(1), pages 29-41, July.
  4. Gabriel, Stuart A. & Shack-Marquez, Janice & Wascher, William L., 1993. "Does migration arbitrage regional labor market differentials?," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 23(2), pages 211-233, April.
  5. Longstaff, Francis A., 1993. "The valuation of options on coupon bonds," Journal of Banking & Finance, Elsevier, Elsevier, vol. 17(1), pages 27-42, February.
  6. George, Thomas J. & Longstaff, Francis A., 1993. "Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 28(03), pages 381-397, September.

1992

  1. Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 1992. "A Theory of Fads, Fashion, Custom, and Cultural Change in Informational Cascades," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 100(5), pages 992-1026, October.
  2. Welch, Ivo, 1992. " Sequential Sales, Learning, and Cascades," Journal of Finance, American Finance Association, American Finance Association, vol. 47(2), pages 695-732, June.
  3. Longstaff, Francis A., 1992. "Multiple equilibria and term structure models," Journal of Financial Economics, Elsevier, Elsevier, vol. 32(3), pages 333-344, December.
  4. Longstaff, Francis A & Schwartz, Eduardo S, 1992. " Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model," Journal of Finance, American Finance Association, American Finance Association, vol. 47(4), pages 1259-82, September.
  5. Fishman, Michael J & Longstaff, Francis A, 1992. " Dual Trading in Futures Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 47(2), pages 643-71, June.
  6. Longstaff, Francis A, 1992. "Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 65(4), pages 571-92, October.

1991

  1. Welch, Ivo, 1991. "An Empirical Examination of Models of Contract Choice in Initial Public Offerings," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 26(04), pages 497-518, December.
  2. Rosenthal, Stuart S. & Duca, John V. & Gabriel, Stuart A., 1991. "Credit rationing and the demand for owner-occupied housing," Journal of Urban Economics, Elsevier, vol. 30(1), pages 48-63, July.
  3. Hemler, Michael L. & Longstaff, Francis A., 1991. "General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 26(03), pages 287-308, September.

1990

  1. Stuart A. Gabriel & Janice Shack-Marquez & William L. Wascher, 1990. "Regional house price dispersion and interregional migration," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Nov.
  2. Longstaff, Francis A, 1990. " Pricing Options with Extendible Maturities: Analysis and Applications," Journal of Finance, American Finance Association, American Finance Association, vol. 45(3), pages 935-57, July.
  3. Longstaff, Francis A, 1990. " Time Varying Term Premia and Traditional Hypotheses about the Term Structure," Journal of Finance, American Finance Association, American Finance Association, vol. 45(4), pages 1307-14, September.
  4. Longstaff, Francis A., 1990. "The valuation of options on yields," Journal of Financial Economics, Elsevier, Elsevier, vol. 26(1), pages 97-121, July.

1989

  1. Welch, Ivo, 1989. " Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings," Journal of Finance, American Finance Association, American Finance Association, vol. 44(2), pages 421-49, June.
  2. Gabriel, Stuart A & Rosenthal, Stuart S, 1989. "Household Location and Race: Estimates of Multinomial Logit Model," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 240-49, May.
  3. Rothberg, James P & Nothaft, Frank E & Gabriel, Stuart A, 1989. "On the Determinants of Yield Spreads between Mortgage Pass-Through and Treasury Securities," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 2(4), pages 301-15, December.
  4. Longstaff, Francis A, 1989. " Temporal Aggregation and the Continuous-Time Capital Asset Pricing Model," Journal of Finance, American Finance Association, American Finance Association, vol. 44(4), pages 871-87, September.
  5. Longstaff, Francis A., 1989. "A nonlinear general equilibrium model of the term structure of interest rates," Journal of Financial Economics, Elsevier, Elsevier, vol. 23(2), pages 195-224, August.

1988

  1. Stuart A. Gabriel & Frank E. Nothaft, 1988. "Rental Housing Markets and the Natural Vacancy Rate," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 16(4), pages 419-429.

1987

  1. Stuart A. Gabriel, 1987. "Housing and mortgage markets: the post-1982 expansion," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), Board of Governors of the Federal Reserve System (U.S.), issue Dec, pages 893-903.
  2. Gabriel, Stuart A. & Justman, Moshe & Levy, Amnon, 1987. "Place-to-place migration in Israel : Estimates of a logistic model," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 17(4), pages 595-606, November.
  3. Gabriel, Stuart A. & Justman, Moshe & Levy, Amnon, 1987. "A simultaneous-equations analysis of urban development: Migration and industrial growth in Israel's new towns," Journal of Urban Economics, Elsevier, vol. 21(3), pages 364-377, May.
  4. Stuart A. Gabriel, 1987. "Economic Effects of Racial Integration: An Analysis of Hedonic Housing Prices and the Willingness to Pay," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 15(3), pages 268-279.

1986

  1. Gabriel, Stuart A & Sabatello, Eitan F, 1986. "Palestinian Migration from the West Bank and Gaza: Economic and Demographic Analyses," Economic Development and Cultural Change, University of Chicago Press, vol. 34(2), pages 245-62, January.
  2. Gabriel, Stuart A. & Maoz, Ilan, 1986. "Cyclical fluctuations in the Israeli housing market," Journal of Urban Economics, Elsevier, vol. 19(3), pages 249-263, May.

1984

  1. Gabriel, Stuart A. & Wolch, Jennifer R., 1984. "Spillover effects of human service facilities in a racially segmented housing market," Journal of Urban Economics, Elsevier, vol. 16(3), pages 339-350, November.

1981

  1. Jennifer R Wolch & S A Gabriel, 1981. "Local land-development policies and urban housing values," Environment and Planning A, Pion Ltd, London, vol. 13(10), pages 1253-1276, October.

Undated

  1. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 0. "Common Risk Factors in Currency Markets," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 24(11), pages 3731-3777.

Chapters

2009

  1. Hanno Lustig & Adrien Verdelhan, 2009. "Comment on "Carry Trades and Currency Crashes"," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 361-384 National Bureau of Economic Research, Inc.

Software components

2009

  1. Hanno Lustig & Stijn Van Nieuwerburgh, 2009. "Code and data files for "How Much Does Housing Collateral Constrain Regional Risk Sharing?"," Computer Codes 06-187, Review of Economic Dynamics.