Anusha Chari at IDEAS
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Information
about: Anusha Chari
Personal Details | Affiliation | Works
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Personal Details
First Name: Anusha
Middle Name:
Last Name: Chari
Suffix:
RePEc Short-ID: pch288
Email: Homepage:
http://www-personal.umich.edu/~achari
Postal Address: 371 Lorch Hall, 611 Tappan Street, Ann Arbor MI 48109
Phone: 734-764-2371Affiliation (in no particular order)
Works | Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields | Download all references for this author: available formats: HTML ,
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Working papers
Anusha Chari & Peter Blair Henry, 2006.
"Firm-Specific Information and the Efficiency of Investment ,"
NBER Working Papers
12186, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Anusha Chari & Peter Blair Henry, 2004.
"Is the Invisible Hand Discerning or Indiscriminate? Investment and Stock Prices in the Aftermath of Capital Account Liberalizations ,"
NBER Working Papers
10318, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Anusha Chari & Paige P. Ouimet & Linda L. Tesar, 2004.
"Acquiring Control in Emerging Markets: Evidence from the Stock Market ,"
NBER Working Papers
10872, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Anusha Chari (Chicago) & Peter Henry (Stanford), 2004.
"The Invisible Hand in Emerging Markets ,"
Econometric Society 2004 North American Winter Meetings
629, Econometric Society.
Anusha Chari & Peter Blair Henry, 2002.
"Capital Account Liberalization: Allocative Efficiency or Animal Spirits? ,"
NBER Working Papers
8908, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Chari, Anusha & Peter Blair Henry, 2002.
"Capital Account Liberalization, Risk Sharing and Asset Prices ,"
Royal Economic Society Annual Conference 2002
44, Royal Economic Society.
[Downloadable!]
Anusha Chari & Peter Blair Henry, 2002.
"Risk Sharing and Asset Prices: Evidence From a Natural Experiment ,"
NBER Working Papers
8988, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Published as:
Anusha Chari & Peter Blair Henry, 2001.
"Stock Market Liberalizations and the Repricing of Systematic Risk ,"
NBER Working Papers
8265, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Articles
Chari, Anusha & Blair Henry, Peter, 2008.
"Firm-specific information and the efficiency of investment ,"
Journal of Financial Economics ,
Elsevier, vol. 87(3), pages 636-655, March.
[Downloadable!] (restricted)
Chari, Anusha & Gupta, Nandini, 2008.
"Incumbents and protectionism: The political economy of foreign entry liberalization ,"
Journal of Financial Economics ,
Elsevier, vol. 88(3), pages 633-656, June.
[Downloadable!] (restricted)
Anusha Chari, 2007.
"Heterogeneous Market-Making in Foreign Exchange Markets: Evidence from Individual Bank Responses to Central Bank Interventions ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 39(5), pages 1131-1162, 08.
[Downloadable!] (restricted)
Anusha Chari & Peter Blair Henry, 2004.
"Risk Sharing and Asset Prices: Evidence from a Natural Experiment ,"
Journal of Finance ,
American Finance Association, vol. 59(3), pages 1295-1324, 06.
[Downloadable!] (restricted) Other versions:
NEP Fields 6 papers by this author were announced in NEP , and specifically in the following field reports (number of papers):
NEP-ACC : Accounting & Auditing (1) 2004-11-22
NEP-CFN : Corporate Finance (2) 2004-11-22 2006-05-13 Author is listed
NEP-COM : Industrial Competition (1) 2004-11-22
NEP-FIN : Finance (3) 2002-06-13 2002-07-08 2004-11-22 Author is listed
NEP-FMK : Financial Markets (2) 2002-06-13 2006-05-13 Author is listed
NEP-IFN : International Finance (2) 2002-05-03 2002-07-08 Author is listed
NEP-MAC : Macroeconomics (1) 2006-05-13
NEP-RMG : Risk Management (1) 2006-05-13
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This page was last updated on 2008-7-14.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .