Yale School of Management
Yale School of Management Working Papers
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2001
- ysm229 Structural Analysis of Manufacturer Pricing in the Presence of a Strategic Retailer
by K. Sudhir & Vrinda Kadiyali & Vithala R. Rao - ysm228 Competitive Pricing Behavior in the US Auto Market: A Structural Analysis
by K. Sudhir - ysm227 Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors
by Massimo Massa & William Goetzmann - ysm226 Dynamic Analysis of a Competitive Marketing System
by Dick Wittink & Csilla Horvath & Peter S.H. Leeflang - ysm225 Dividend Tax Capitalization: Further Thoughts, Comments, and Response to Michelle Hanlon, James Myers, and Terry Shevlin
by Deen Kemsley - ysm224 Interest Rates and the Durability of Consumption Goods
by Harry Mamaysky - ysm223 A Computational Analysis of the Core of a Trading Economy with Three Competitive Equilibria and a Finite Number of Traders
by Alok Kumar & Martin Shubik - ysm222 The Brand Switching Fraction of Promotion Effects: Unit Sales Versus Elasticity Decompositions
by Dick Wittink & Sachin Gupta & Harald J. van Heerde - ysm221 Building A Venture Capital Index
by Liang Peng - ysm220 A New Approach to Estimating the Probability of Winning the Presidency
by Edward H. Kaplan & Arnold I. Barnett - ysm219 A Theory of Mutual Funds: Optimal Fund Objectives and Industry Organization
by Matthew I. Spiegel & Harry Mamaysky - ysm218 The Efficient Allocation of Proceeds from a Utility's Sale of Assets
by Paul W. MacAvoy & J. Gregory Sidak - ysm217 Does Government Funding Alter Nonprofit Governance? Evidence from New York City Nonprofit Contractors
by Sharon M. Oster & Katherine M. O'Regan - ysm216 Dividend Tax Capitalization: Clarifications and Responses to Recent Challenges
by Deen Kemsley - ysm215 Does Asset Allocation Policy Explain 40, 90, 100 Percent of Performance?
by Roger G. Ibbotson & Paul D. Kaplan - ysm214 The Need for Competition in International Securities Regulation
by Roberta Romano - ysm213 Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets
by Shyam NMI Sunder - ysm212 Stock Valuation and Investment Strategies
by Zhiwu Chen & Ming Dong - ysm211 On the Evolution of Overconfidence and Entrepreneurs
by Antonio Bernardo & Ivo Welch - ysm210 Is the Opportunity Cost of Idle Capacity Zero? Coase (1938) Versus Managerial Accounting Circa 2000
by Ramamurthy oRamjio Balakrishnan & K. Sivaramakrishnan & Shyam NMI Sunder - ysm21 Hedge Funds With Style
by Stephen Brown & William Goetzmann - ysm209 Defining Residual Risk-Sharing Opportunities: Pooling World Income Components
by Stefano Athanasoulis & Robert J. Shiller - ysm208 A Non-Random Walk Down the Main Street: Impact of Price Trends on Trading Decisions of Individual Investors
by Alok Kumar & Ravi Dhar - ysm207 Competition and Price Discrimination in Yellow Pages Advertising
by Meghan R. Busse & Marc Rysman - ysm206 Stock Market Returns in the Long Run: Participating in the Real Economy
by Roger Ibbotson & Peng Chen - ysm205 Estimates of the Effectiveness of Monetary Policy
by Ray Fair - ysm204 Tracking the Invisible Hand: Convergence of Double Auctions to Competitive Equilibrium
by Shyam NMI Sunder & Antoni Bosch-Domènech - ysm203 Design and Implementation of Contracts: A Comparison of Factor Markets Relevant to Financial Reporting in Japan and the U.S
by Shyam NMI Sunder - ysm202 Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations
by Ray Fair - ysm201 Is There Empirical Support for the 'Modern' View of Macroeconomics?
by Ray C. Fair - ysm200 The Great Gatsby: Yale, Princeton, Columbia, Harvard, Oxford
by Ray Fair - ysm199 A Valuation Study of Stock-Market Seasonality and Firm Size
by Zhiwu Chen & Jan Jindra - ysm198 Stock Valuation in Dynamic Economics
by Zhiwu Chen & Gurdip Bakshi - ysm197 Why do Biased Heuristics Approximate Bayes Rule in Double Auctions?
by Shyam NMI Sunder & Karim Jamal - ysm196 Accounting: Continuity and Transition
by Shyam NMI Sunder - ysm195 Classical, Stewardship, and Market Perspectives on Accounting: A Synthesis
by Shyam NMI Sunder - ysm194 The Effect of University Endowment Growth on Giving: Is There Evidence of Crowding Out?
by Sharon M. Oster - ysm193 Flexible Decomposition of Sales Promotion Effects Using Store-Level Scanner Data
by Dick Wittink & Peter S.H. Leeflang & Harald J. van Heerde - ysm192 Why Not Allow the FASB and IASB Standards to Compete in the U.S.?
by Shyam NMI Sunder & Ronald A. Dye - ysm191 Game Theory and Operations Research: Some Musings 50 Years Later
by Martin Shubik - ysm190 Risk, Public Perception and Education: Quantitative and Qualitative Risk
by Martin Shubik - ysm189 The Strategic Destruction of Northeast Utilities
by Paul W. MacAvoy & Jean W. Rosenthal - ysm188 Asset Prices and Trading Volume Under Fixed Transactions Costs
by Andrew Lo & Harry Mamaysky & Jiang Wang - ysm187 Corporate Financial Policies and Performance Prior to Currency Crises
by Yrjo Juhani Koskinen & Arturo Bris - ysm186 High-Water Marks and Hedge Fund Management Contracts
by William N. Goetzmann & Jonathan E. Ingersoll Jr. & Stephen A. Ross - ysm185 An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness
by David Hirshleifer & Ivo Welch - ysm184 Using Experimental Data to Model Bargaining Behavior in Ultimatum Games
by Shyam NMI Sunder & Haijin Lin - ysm183 Event Studies and the Law: Part II - Empirical Studies of Corporate Law
by Roberta Romano & Sanjai Bhagat - ysm182 Event Studies and the Law - Part I: Technique and Corporate Litigation
by Roberta Romano & Sanjai Bhagat - ysm181 Market Timing and Capital Structure
by Jeffrey A. Wurgler & Malcolm P. Baker - ysm180 HOPE VI: Market Means/Public Ends
by Harry J. Wexler - ysm179 Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation
by Liang Peng - ysm177 Hedge Funds With Style
by Stephen J. Brown & William N. Goetzmann - ysm176 Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors
by Massimo Massa & William Goetzmann - ysm175 A New Approach of Valuing Illiquid Asset Portfolios
by Liang Peng - ysm174 The Bias of the RSR Estimator and the Accuracy of Some Alternatives
by William Goetzmann & Liang Peng - ysm173 Do Countries Specialize?
by Peter K. Schott - ysm172 Shock Effects on Stocks, Bonds, and Exchange Rates
by Ray Fair - ysm171 Flexible Term Structure Estimation: Which Method Is Preferred?
by Andrew Jeffrey & Oliver Linton & Thong Nguyen - ysm170 Control and Assurance in E-Commerce: Privacy, Integrity and Security at eBay
by Rong-Ruey Duh & Karim Jamal & Shyam NMI Sunder - ysm167 The Ripple Effect: Emotional Contagion In Groups
by Sigal G. Barsade - ysm166 Duration, Convexity and Higher Order Hedging (Revisited)
by Andrew Jeffrey - ysm159 Elderly Asset Management and Health: An Empirical Analysis
by Jonathan S. Feinstein & Chih-Chin Ho - ysm158 Governance Practices Among Nonprofit Organizations Contracting with New York City
by Sharon M. Oster & Ira M. Millstein & Katherine M. O'Regan - ysm155 Game Theory: Some Observations
by Martin Shubik - ysm133 The Significance of the Market Portfolio
by Robert J. Shiller & Stefano Athanasoulis - amz2576 On Modeling the Effects of Inflation Shocks
by Ray Fair - amz2563 Corporate Financial Policies and Performance Around Currency Crises
by Arturo Bris & Yrjo Koskinen & Vicente Pons-Sanz - amz2533 Prospect Theory, Mental Accounting, and Momentum
by Mark Grinblatt & Bing Han - amz2507 A Theory of Mutual Funds: Optimal Fund Objectives and Industry Organization
by Matthew Spiegel & Harry Mamaysky - amz2475 Event Studies and the Law - Part I: Technique and Corporate Litigation
by Sanjai Bhagat & Roberta Romano - amz2460 Defining Residual Risk-Sharing Opportunities: Pooling World Income Components
by Stefano Athanasoulis & Robert Shiller - amz2453 Event Studies and the Law: Part II - Empirical Studies of Corporate Law
by Sanjai Bhagat & Roberta Romano
2000
- ysm8 Behavioral Factors in Mutual Fund Flows
by Massimo Massa & William Goetzmann & K. Rouwenhorst - ysm169 Are Chads Democrats? An Analysis of the Florida Presidential Recount
by Matthew I. Spiegel - ysm165 Optimal Liquidity Trading
by Gur Huberman & Werner Stanzl - ysm164 Arbitrage-Free Price-Update and Price-Impact Functions
by Werner Stanzl & Gur Huberman - ysm163 Marketing Strategies for Products with Cross-Market Network Externalities
by Steven Strauss - ysm162 Do Insider Trading Laws Work?
by Arturo Bris - ysm161 The Policy Implications of Portfolio Choice in Underserved Mortgage Markets
by William Goetzmann & Matthew Spiegel - ysm160 Who Wins The Olympic Games: Economic Development and Medal Totals
by Andrew B. Bernard & Meghan R. Busse - ysm157 Competing Against Bundles
by Barry Nalebuff - ysm154 A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability
by William N. Goetzmann & Roger G. Ibbotson & Liang Peng - ysm153 Executive Stock Option Repricing, Internal Governance Mechanisms, and Management Turnover
by Nagpurnanand R. Prabhala & Nenmara K. "Chiddi" Chidambaran - ysm152 Does Arbitrage Flatten Demand Curves for Stocks?
by Jeffrey Wurgler & Ekaterina Zhuravskaya - ysm150 Modeling Term Structures of Swap Spreads
by Hua He - ysm149 Events that Shook the Market
by Ray C. Fair - ysm148 Tax-Loss Trading and Wash Sales
by Mark Grinblatt & Matti Keloharju - ysm147 The Essential Role of Organizational Law
by Henry Hansmann & Reinier Kraakman - ysm146 What Makes Investors Trade?
by Mark Grinblatt & Matti Keloharju - ysm145 The Strategic Positioning of Store Brands in Retailer - Manufacturer Bargaining
by Fiona M. Scott Morton & Florian Zettelmeyer - ysm144 Statutory Interpretation, Capture, and Tort Law: The Regulatory Compliance Defense
by Alan Schwartz - ysm143 Economic and Legal Aspects of Costly Recontracting
by Alan Schwartz & Joel Watson - ysm142 Distance, Language, and Culture Bias: The Role of Investor Sophistication
by Mark Grinblatt & Matti Keloharju - ysm140 Less Is More: Making Shareholder Activism A Valued Mechanism Of Corporate Governance
by Roberta Romano - ysm139 Corporate Leverage And Currency Crises
by Arturo Bris & Yrjo Koskinen - ysm138 Day Trading International Mutual Funds: Evidence And Policy Solutions
by William Goetzmann & Zoran Ivkovich & K. Rouwenhorst - ysm137 Rebels, Conformists, Contrarians And Momentum Traders
by Evan Gatev & Stephen Ross - ysm136 The End Of History For Corporate Law
by Henry Hansmann & Reinier Kraakman - ysm135 Behavioral Factors in Mutual Fund Flows
by William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst - ysm134 Daily Momentum And Contrarian Behavior Of Index Fund Investors
by Massimo Massa & William Goetzmann - ysm122 Views of Financial Economists on the Equity Premium and on Professional Controversies
by Ivo Welch - ysm1 Double Auction Dynamics: Structural Effects Of Non-Binding Price Controls
by Dhananjay (Dan) K. Gode & Shyam Sunder - amz2368 Are Chads Democrats? An Analysis of the Florida Presidential Recount
by Matthew Spiegel
1999
- ysm23 Index Funds and Stock Market Growth
by Massimo Massa & William N. Goetzmann - ysm20 Global Real Estate Markets: Cycles And Fundamentals
by Bradford Case & William Goetzmann & K. Rouwenhorst - ysm132 One Size Fits All? Specialization, Trade and Income Inequality
by Peter K. Schott - ysm131 Assessing the Competitive Interaction between Private Labels and National Brands
by William P. Putsis Jr. & Ronald W. Cotterill & Ravi Dhar - ysm130 Digital Contracts: Simple Tools for Pricing Complex Derivatives
by Jonathan E. Ingersoll Jr. - ysm13 Daily Momentum And Contrarian Behavior Of Index Fund Investors
by William N. Goetzmann & Massimo Massa - ysm129 Higher Education As An Associative Good
by Henry Hansmann - ysm128 Regulating Consumer Bankruptcy: A Theoretical Inquiry
by Barry Adler & Ben Polak & Alan Schwartz - ysm127 The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence
by Mark Grinblatt & Tobias Moskowitz - ysm126 Bundling
by Barry Nalebuff - ysm125 Do Call Prices and the Underlying Stock Always Move in the Same Direction?
by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen - ysm124 The Equity Share in New Issues and Aggregate Stock Returns
by Malcolm Baker & Jeffrey Wurgler - ysm123 Financial Markets And The Allocation Of Capital
by Jeffrey Wurgler - ysm121 The Development Of Corporate Performance Measures: Benchmarks Before EVA
by Stanley Garstka & William Goetzmann - ysm120 Earnings Management and the Revelation Principle
by Jonathan C. Glover & Anil Arya & Shyam NMI Sunder - ysm119 Entry Decisions in the Generic Pharmaceutical Industry
by Fiona M. Scott Morton - ysm118 A Theory of Legal Presumptions
by Antonio Bernardo & Eric L. Talley & Ivo Welch - ysm117 Granularity, Time and Control of Economic Resources
by Ramji Balakrishnan & Shyam Sunder & Shiva Sivaramakrishnan - ysm116 Global Real Estate Markets: Cycles And Fundamentals
by William N. Goetzmann & Bradford Case & K. Geert Rouwenhorst - ysm115 Do Cities and Suburbs Cluster?
by William Goetzmann & Matthew Spiegel & Susan Wachter - ysm114 Housing Return And Construction Cycles
by Matthew Spiegel - ysm113 Behavior Of Momentum Following And Contrarian Market Timers
by Alok Kumar - ysm112 Toehold Strategies, Takeover Laws And Rival Bidders
by S. Ravid & Matthew Spiegel - ysm110 Debt, Information Acquisition, and the Takeover Threat
by Arturo Bris - amz2437 Predicting the Equity Premium with Dividend Ratios
by Amit Goyal & Ivo Welch
1998
- ysm99 Index Funds and Stock Market Growth
by Massimo Massa & William N. Goetzmann - ysm98 Ownership Of The Firm
by Henry B. Hansmann - ysm97 Local Return Factors and Turnover in Emerging Stock Markets
by K. Rouwenhorst - ysm96 Employee Ownership Of Firms
by Henry B. Hansmann - ysm95 Regulation of Derivatives
by Roberta Romano - ysm94 Section 365, Mandatory Bankruptcy Rules and Inefficient Continuance
by Yeon-Koo Che & Alan Schwartz - ysm93 Spatial Effects upon Employment Outcomes: The Case of New Jersey Teenagers
by John M. Quigley & Katherine M. O'Regan - ysm92 A Theory of Dividends Based on Tax Clienteles
by Franklin Allen & Antonio Bernardo & Ivo Welch - ysm91 How Does Underwriter Price Support Affect IPOs? Empirical Evidence
by Nagpurnanand Prabhala & Manju Puri - ysm90 Pricing and Hedging Long-Term Options
by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen - ysm89 The Open-End Japanese Mutual Fund Puzzle
by Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi - ysm88 Monthly Measurement of Daily Timers
by William Goetzmann & Jonathan Ingersoll & Zoran Ivkovich - ysm87 Positive Portfolio Factors
by Stephen Brown & William Goetzmann & Mark Grinblatt - ysm85 The Dow Theory: William Peter Hamilton's Track Record Re-Considered
by Stephen Brown & William Goetzmann & Alok Kumar - ysm84 Hedge Funds and the Asian Currency Crisis of 1997
by Stephen Brown & William Goetzmann & James Park - ysm83 Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs
by Stephen Brown & William Goetzmann & James Park - ysm82 Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals
by David Geltner & William Goetzmann - ysm81 High-Water Marks and Hedge Fund Management Contracts
by William Goetzmann & Jonathan Ingersoll & Stephen Ross - ysm80 Closed-End Fund Discounts in a Rational Agent Economy
by Matthew Spiegel - ysm77 Optimal Financial Contracts for a Start-Up with Unlimited Operating Discretion
by Matthew Spiegel & S. Ravid - ysm74 Empowering Investors: A Market Approach to Securities Regulation
by Roberta Romano - ysm68 Corporate Law and Corporate Governance
by Roberta Romano - ysm67 Rearranging Residual Claims: A Case for Targeted Stock
by James K. Seward & Dennis E. Logue & James P. Walsh - ysm66 Buyouts in Large Companies
by Benjamin E. Hermalin & Alan Schwartz - ysm61 The Effect of Seller Reserves on Market Index Estimation
by William Goetzmann - ysm60 Housing Finance: Past, Present, Future
by Boleslav Gulko - ysm59 Clustering Methods for Real Estate Portfolios
by William N. Goetzmann & Susan M. Wachter - ysm50 Re-emerging Markets
by William Goetzmann & Philippe Jorion - ysm49 An Emerging Market: The NYSE From 1815 to 1871
by William N. Goetzmann & Roger G. Ibbotson - ysm48 Portfolio Performance Measurement: Theory and Applications
by Peter J. Knez & Zhiwu Chen - ysm45 Long Forward and Zero-Coupon Rates Can Never Fall
by Jonathan E. Ingersoll Jr. & Philip H. Dybvig & Stephen A. Ross - ysm44 Inflation, Asset Prices and the Term Structure of Interest Rates in Monetary Economies
by Gurdip S. Bakshi & Zhiwu Chen - ysm43 Understanding Sustainable Competitive Advantage: The Role of Positioning, Resources and Organisational Capabilities
by David J. Collis - ysm42 The Organisation of Multibusiness Corporations: Four Roles of the Corporate Office
by David J. Collis - ysm41 A Longer Look at Dividend Yields
by Philippe Jorion & William N. Goetzmann - ysm40 Mutual Fund Styles
by William N. Goetzmann & Stephen J. Brown - ysm3 Pairs Trading: Performance of a Relative Value Arbitrage Rule
by William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst - ysm26 Pairs Trading: Performance of a Relative Value Arbitrage Rule
by Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst - ysm111 Re-Emerging Markets
by Philippe Jorion & William N. Goetzmann - ysm109 Pairs Trading: Performance of a Relative Value Arbitrage Rule
by William N. Goetzmann & Evan Geov Gatev & K. Geert Rouwenhorst - ysm108 Corporate Governance, Expected Operating Performance, and Pricing
by Oren Fuerst & Sok-Hyon Kang - ysm107 When Do Bidders Purchase a Toehold? Theory and Tests
by Arturo Bris - ysm106 A Theoretical Analysis of the Investor Protection Regulations Argument for Global Listing of Stocks
by Oren Fuerst - ysm105 Bank Capital Requirements and Managerial Self-Interest
by Arturo Bris & Salvatore Cantale - ysm104 Offshore Hedge Funds: Survival and Performance, 1989-1995
by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson - ysm103 European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing?
by K. Rouwenhorst - ysm102 The Functions Of Trust Law: A Comparative Legal And Economic Analysis
by Henry B. Hansmann & Ugo A. Mattei - ysm101 Love or Money? The Effects of Owner Motivation in the California Wine Industry
by Fiona M. Scott Morton & Joel M. Podolny - ysm100 Accessibility and Economic Opportunity
by John M. Quigley & Katherine M. O'Regan
1997
- ysm76 Common Knowledge As A Barrier To Negotiation
by Ian Ayres & Barry Nalebuff - ysm75 The Active Board of Directors and Improved Performance of the Large Publicly-Traded Corporation
by Paul W. MacAvoy & Ira M. Millstein - ysm73 Incomplete Contracts
by Alan Schwartz - ysm72 Priority Contracts and Priority in Bankruptcy
by Alan Schwartz - ysm71 Contracting About Bankruptcy
by Alan Schwartz - ysm65 Empirical Performance of Alternative Option Pricing Models
by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen - ysm64 A Spatial Model of Housing Returns and Neighborhood Substitutability
by William N. Goetzmann & Matthew I. Spiegel - ysm58 The Strategic Response by Pharmaceutical Firms to the Medicaid Most-Favored-Customer Rules
by Fiona M. Scott Morton - ysm57 Follow The Leader: Theory And Evidence On Political Participation
by Barry Nalebuff & Roni Shachar - ysm56 PSA Duration: Conquering the Prepayment Risk of Mortgage Portfolios
by Boleslav Gulko - ysm55 Conditional Methods in Event-Studies and an Equilibrium Justification for Standard Event-Study Procedures
by Nagpurnanand R. Prabhala - ysm54 Empirical Performance of Alternative Option Pricing Models
by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen - ysm53 A Century of Global Stock Markets
by William Goetzmann & Philippe Jorion - ysm35 Teenage Employment and the Spatial Isolation of Minority and Poverty Households
by Katherine M. O'Regan & John M. Quigley - ysm33 Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988)
by Utpal Bhattacharya & Matthew Spiegel - ysm32 Stock Price Volatility in a Multiple Security Overlapping
by Matthew I. Spiegel
1996
- ysm79 Equilibrium Valuation of Foreign Exchange Claims
by Gurdip S. Bakshi & Zhiwu Chen - ysm78 An Alternative Valuation Model for Contingent Claims
by Gurdip S. Bakshi & Zhiwu Chen - ysm70 The Effect Of Socially Activist Investment Policies On The Financial Markets: Evidence From The South African Boycott
by Siew Hong Teoh & Christopher Paul Wazzan & Ivo Welch - ysm69 Characteristics and Information Value of Corporate Disclosures of Forward-Looking Information in Global Equity Markets
by Carol A. Frost - ysm63 Suburbs and Cities
by William N. Goetzmann & Matthew I. Spiegel & Susan M. Wachter - ysm62 Risks and Incentives in Underserved Mortgage Markets
by William N. Goetzmann & Brent W. Ambrose