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Publications

by members of

Pennsylvania State University → Smeal College of Business Administration

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

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

| Working papers | Journal articles | Books | Chapters |

Working papers

2021

  1. Brent W. Ambrose & Xudong An & Luis Lopez, 2021, "Eviction Risk of Rental Housing: Does It Matter How Your Landlord Finances the Property?," Working Papers, Federal Reserve Bank of Philadelphia, number 21-05, Feb, DOI: 10.21799/frbp.wp.2021.05.

2020

  1. Takahiro Hattori & Jiro Yoshida, 2020, "The Bank of Japan as a Real Estate Tycoon: Large-Scale REIT Purchases," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_003, Mar.

2019

  1. Sumit Agarwal & Brent W. Ambrose & Moussa Diop, 2019, "Do Minimum Wage Increases Benefit Intended Households? Evidence from the Performance of Residential Leases," Working Papers, Federal Reserve Bank of Philadelphia, number 19-28, Jul, DOI: 10.21799/frbp.wp.2019.28.

2017

  1. Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro, 2017, "Inflation Rates Are Very Different When Housing Rents Are Accurately Measured," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 71, Oct.
  2. Yoshida, Jiro, 2017, "Stock Prices, Regional Housing Prices, and Aggregate Technology Shocks," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 72, Oct.

2016

  1. Huang, Jing-Zhi & Shi, Zhan, 2016, "Hedging Interest Rate Risk Using a Structural Model of Credit Risk," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-04, Feb.
  2. Jingzhi Huang & Yao Luo & Ruoyu Shao & Haiqing Xu, 2016, "Peer Effects in Credit Ratings," Working Papers, University of Toronto, Department of Economics, number tecipa-569, Nov.
  3. Yoshida, Jiro, 2016, "Structure Depreciation and the Production of Real Estate Services," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 44, Mar.

2015

  1. Brent Ambrose & Michael Shafer & Yildiray Yildirim, 2015, "The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties," ERES, European Real Estate Society (ERES), number eres2015_299, Jul.
  2. Brent W. Ambrose & Lawrence R. Cordell & Shuwei Ma, 2015, "The impact of student loan debt on small business formation," Working Papers, Federal Reserve Bank of Philadelphia, number 15-26, Jul.
  3. Xin Zang & Jun Ni & Jing-Zhi Huang & Lan Wu, 2015, "Double-jump stochastic volatility model for VIX: evidence from VVIX," Papers, arXiv.org, number 1506.07554, Jun, revised Jul 2015.

2014

  1. Charles Cao & Bing Liang & Andrew W. Lo & Lubomir Petrasek, 2014, "Hedge fund holdings and stock market efficiency," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-36, May.

2013

  1. Franz Fuerst & Chihiro Shimizu & Jiro Yoshida, 2013, "The Investment Value of Green Buildings in Japan," ERES, European Real Estate Society (ERES), number eres2013_265, Jan.

2012

  1. Olesya V. Grishchenko & Jing-zhi Huang, 2012, "Inflation risk premium: evidence from the TIPS market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-06.
  2. Ken Kasa & Todd Walker & Charles Whiteman, 2012, "Heterogenous Beliefs and Tests of Present Value Models," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-06, Apr.
  3. Miki Seko & Kazuto Sumita & Jiro Yoshida, 2012, "Downward-Sloping Term Structure of Lease Rates: A Puzzle," Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program, number 2011-042, Mar.

2011

  1. Charles Cao & Lubomir Petrasek, 2011, "Liquidity risk and hedge fund ownership," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-49.

2010

  1. Yoshida, Jiro & Sugiura, Ayako, 2010, "Which “Greenness” is Valued? Evidence from Green Condominiums in Tokyo," MPRA Paper, University Library of Munich, Germany, number 23124, Mar, revised 02 Jun 2010.

2009

  1. Brent W. Ambrose & Joseph Ooi, 2009, "Secured Debt and Corporate Performance: Evidence from REITs," ERES, European Real Estate Society (ERES), number eres2009_267, Jan.

2008

  1. Sumit Agarwal & Brent W. Ambrose, 2008, "Does it pay to read your junk mail? evidence of the effect of advertising on home equity credit choices," Working Paper Series, Federal Reserve Bank of Chicago, number WP-08-09.
  2. Jing-zhi Huang & Hao Zhou, 2008, "Specification analysis of structural credit risk models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-55.
  3. Jiro Yoshida, 2008, "Technology Shocks and Asset Price Dynamics:The Role of Housing in General Equilibrium," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-119, Jan.
  4. Jiro Yoshida, 2008, "Rational Predictability of Real Estate Prices," CARF J-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-J-046, Mar.
  5. Jiro Yoshida, 2008, "The Role of Real Estate in Finance," CARF J-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-J-047, Mar.
  6. Jiro Yoshida, 2008, "Is Socially Responsible Investment Profitable?," CARF J-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-J-055, Oct.

2006

  1. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2006, "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," NBER Working Papers, National Bureau of Economic Research, Inc, number 12658, Oct.
  2. Lewis, Kurt F. & Whiteman, Charles H., 2006, "Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,28.
  3. Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2006, "Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2006-010, Sep.

2005

  1. Steven Huddart & Bin Ke & Charles Shi, 2005, "Jeopardy, non-public information, and insider trading around SEC 10-K and 10-Q filings," Law and Economics, University Library of Munich, Germany, number 0502001, Feb, revised 03 Jul 2005.

2004

  1. Jing-zhi Huang & Liuren Wu, 2004, "Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 405, Aug.

2003

  1. Charles Quanwei Cao & Zhiwu Chen & John M. Griffin, 2003, "Informational Content of Option Volume Prior to Takeovers," Yale School of Management Working Papers, Yale School of Management, number ysm422, Oct.

2002

  1. Steven J. Huddart & Pierre Jinghong Liang, 2002, "Profit Sharing in Partnerships," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2002-E15, Oct.
  2. Acharya, Viral & Sundaram, Rangarajan K & Huang, Jing-Zhi & Subrahmanyam, Marti, 2002, "When Does Strategic Debt Service Matter?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3566, Oct.
    • Viral Acharya & Jing-zhi Huang & Marti Subrahmanyam & Rangarajan Sundaram, 2006, "When does Strategic Debt-service Matter?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 2, pages 363-378, October, DOI: 10.1007/s00199-005-0035-9.
  3. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002, "Spurious Regressions in Financial Economics?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9143, Sep.
  4. John C. Robertson & Ellis W. Tallman & Charles H. Whiteman, 2002, "Forecasting using relative entropy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-22.

2001

  1. Charles Cao & Eric Ghysels & Frank Hatheway, 2001, "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers, CIRANO, number 2001s-62, Nov.
  2. Christopher Otrok, B. Ravikumar, Charles H. Whiteman, 2001, "Spectral Implications of Security Market Data for Models of Dynamic Economies," Computing in Economics and Finance 2001, Society for Computational Economics, number 71, Apr.
  3. Otrok, Christopher & Ravikumar, B & Whiteman, Charles, 2001, "Stochastic Discount Factor Models and the Equity Premium Puzzle," MPRA Paper, University Library of Munich, Germany, number 22938, Nov, revised Nov 2004.
  4. Timothy J. Riddiough & Ott Steven & Ha-Chin Yi & Jiro Yoshida, 2001, "On demand: Cross-country evidence form Commercial Real Estate Asset Markets," ERES, European Real Estate Society (ERES), number eres2001_264, Jun.

2000

  1. Brent W. Ambrose & Patric H. Hendershott & Malgorzata M. Klosek, 2000, "Pricing Upward-Only Adjusting Leases," NBER Working Papers, National Bureau of Economic Research, Inc, number 7622, Mar.
  2. V. Acharya & J. Huang & Marti G. Subrahmanyam & R. Sundaram, 2000, "Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-048, Jul.

1999

  1. Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1999, "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," Yale School of Management Working Papers, Yale School of Management, number ysm125, Oct.
  2. Steven Huddart & Ravi Jagannathan & Jane Saly, 1999, "Valuing the Reload Features of Executive Stock Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 7020, Mar.
  3. Bin Ke & Kathy Petroni & Douglas A. Shackelford, 1999, "The Impact of State Taxes on Self-Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 7453, Dec.

1998

  1. Brent Ambrose, 1998, "Valuing Upward-Only Adjusting Leases," ERES, European Real Estate Society (ERES), number eres1998_111, Jun.
  2. Brent W. Ambrose & Richard J. Buttimer Jr., 1998, "Embedded Options in the Mortgage Contract," Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania, number 305, Jul.
  3. Brent W. Ambrose & Steven R. Ehrlich & William T. Hughes & Susan M. Wachter, 1998, "REIT Economies of Scale: Fact or Fiction?," Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania, number 313, Sep.
  4. Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1998, "Pricing and Hedging Long-Term Options," Yale School of Management Working Papers, Yale School of Management, number ysm90, May.
  5. Charles Cao & Eric Ghysels & Frank Hatheway, 1998, "Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening," CIRANO Working Papers, CIRANO, number 98s-14, May.
  6. Huddart, Steven & Hughes, John & Brunnermeier, Markus, 1998, "Disclosure requirements and stock exchange listing choice in an international context," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119158, Jan.
  7. Marti G. Subrahmanyam & Bin Gao & Jing-zhi Huang, 1998, "The Valuation of American Barrier Options Using the Decomposition Technique," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-067, Sep.
  8. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 1998, "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Working Papers, University of Iowa, Department of Economics, number 99-01, Aug, revised Jan 1999.
  9. Neely, C.J. & Roy, A. & Whiteman, C.H., 1998, "Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM," Working Papers, University of Iowa, Department of Economics, number 98-08, Aug.
  10. Otrok, C. & Ravikumar, B. & Whiteman, C., 1998, "Habit Formation: A Resolution of the Equity Premium Puzzle?," Working Papers, University of Iowa, Department of Economics, number 98-04, May.

1997

  1. Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997, "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers, Yale School of Management, number ysm54, Mar.
  2. Jon Faust & Charles H. Whiteman, 1997, "General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and critique," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 576.

1996

  1. William N. Goetzmann & Brent W. Ambrose, 1996, "Risks and Incentives in Underserved Mortgage Markets," Yale School of Management Working Papers, Yale School of Management, number ysm62, Nov.
  2. David N. DeJong & Beth F. Ingram & Yi Wen & Charles H. Whiteman, 1996, "Cyclical Implications of the Variable Utilization of Physical and Human Capital," Macroeconomics, University Library of Munich, Germany, number 9609004, Sep.
  3. William Roberds & Charles H. Whiteman, 1996, "Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 96-11.
  4. Christopher Otrok & Charles H. Whiteman, 1996, "Baynesian Leading Indicators: Measuring and Predicting Economic Conditions," Macroeconomics, University Library of Munich, Germany, number 9610002, Oct.
  5. Raymond Riezman & Charles Whiteman & Peter M. Summers, 1996, "The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth," GE, Growth, Math methods, University Library of Munich, Germany, number 9602002, Feb.
  6. Otrok, C. & Whiteman, C.H., 1996, "Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa," Working Papers, University of Iowa, Department of Economics, number 96-14.

1995

  1. David N. DeJong & Beth F. Ingram & Charles H. Whiteman, 1995, "Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations," Macroeconomics, University Library of Munich, Germany, number 9504002, Apr, revised 18 Apr 1995.

1994

  1. DeJong, David & Ingram, Beth & Whiteman, Charles, 1994, "Beyond Calibration," Working Papers, University of Iowa, Department of Economics, number 94-18.

1992

  1. William Roberds & David E. Runkle & Charles H. Whiteman, 1992, "Another hole in the ozone layer: changes in FOMC operating procedure and the term structure," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 92-15.

1991

  1. Riezman, R.G. & Whiteman, C.H., 1991, "World Business Cycles," Working Papers, University of Iowa, Department of Economics, number 91-26.
  2. DeJong, D.N. & Whiteman, C.H., 1991, "The Case for Trend-Stationarity is Stronger than we Thought," Working Papers, University of Iowa, Department of Economics, number 91-05.

1990

  1. William Roberds & Charles H. Whiteman, 1990, "Monetary aggregates as monetary targets: a statistical investigation," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 90-7.
  2. Riezman, Raymond G. & Whiteman, Charles H., 1990, "Worldwide Persistence, Business Cycles, and Economic Growth," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 719, Feb.

Undated

  1. Brent W. Ambrose & Peter Linneman, undated, "Old REITs and New REITs," Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania, number 300.
  2. Brent W. Ambrose & Charles A. Capone, undated, "The Hazard Rates of First and Second Default," Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania, number 301.
  3. Brent Ambrose & William Grigsby, undated, "Mixed Income Housing Initiatives in Public Housing," Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania, number 315.
  4. Brent W. Ambrose & William Grigsby, undated, "Mixing Income Groups In Public Housing," Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania, number 354.
  5. Brent W. Ambrose & Michael J. Highfield & Peter Linneman, undated, "Economies Of Scale," Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania, number 358.

Journal articles

2026

  1. Ambrose, Brent W. & Chen, Yifan & Simin, Timothy T., 2026, "Firm location and the value-growth premium," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101690.
  2. Brent W. Ambrose & Maxence Valentin, 2026, "Federal Tax Deductions and the Demand for Local Public Goods," The Review of Economics and Statistics, MIT Press, volume 108, issue 4, pages 1148-1158, July, DOI: 10.1162/rest_a_01427.
  3. Jing-Zhi Huang & Xin Li & Mehmet Sağlam & Tong Yu, 2026, "Rainy Day Liquidity," Management Science, INFORMS, volume 72, issue 3, pages 2634-2655, March, DOI: 10.1287/mnsc.2021.02994.

2025

  1. Ambrose, Brent W. & Valentin, Maxence, 2025, "Federal tax policy and the capitalization of local public goods," Regional Science and Urban Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.regsciurbeco.2025.104129.
  2. Huang, Jing-Zhi & Li, Peipei & Wang, Ying & Wang, Yuan & Yao, Xiangkun & Zhang, Licheng, 2025, "Do investors reach for yield? Evidence from corporate bond mutual fund flows," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101625.

2024

  1. Sumit Agarwal & Brent W. Ambrose & Luis A. Lopez & Xue Xiao, 2024, "Did the Paycheck Protection Program Help Small Businesses? Evidence from Commercial Mortgage-Backed Securities," American Economic Journal: Economic Policy, American Economic Association, volume 16, issue 3, pages 95-132, August, DOI: 10.1257/pol.20220181.
  2. Ambrose, Brent W. & Han, Yiqiang & Korgaonkar, Sanket & Shen, Lily, 2024, "Information in Financial Contracts: Evidence from Securitization Agreements," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 4, pages 1692-1725, June.
  3. Sumit Agarwal & Brent W. Ambrose & Yildiray Yildirim & Jian Zhang, 2024, "Risk Retention Rules and the Issuance of Commercial Mortgage Backed Securities," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 4, pages 684-714, May, DOI: 10.1007/s11146-021-09837-1.
  4. Huang, Jing-Zhi & Wang, Yan & Wang, Ying, 2024, "Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds," Journal of Banking & Finance, Elsevier, volume 165, issue C, DOI: 10.1016/j.jbankfin.2024.107217.
  5. Jing-Zhi Huang & Nan Qin & Ying Wang, 2024, "Breadth of Ownership and the Cross-Section of Corporate Bond Returns," Management Science, INFORMS, volume 70, issue 9, pages 5709-5730, September, DOI: 10.1287/mnsc.2023.4950.

2023

  1. Brent W. Ambrose & Lily Shen, 2023, "Past Experiences and Investment Decisions: Evidence from Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 66, issue 2, pages 300-326, February, DOI: 10.1007/s11146-021-09844-2.
  2. Brent W. Ambrose & N. Edward Coulson & Jiro Yoshida, 2023, "Housing Rents and Inflation Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 4, pages 975-992, June, DOI: 10.1111/jmcb.12971.
  3. Du, Kai & Huddart, Steven & Jiang, Xin Daniel, 2023, "Lost in standardization: Effects of financial statement database discrepancies on inference," Journal of Accounting and Economics, Elsevier, volume 76, issue 1, DOI: 10.1016/j.jacceco.2022.101573.
  4. Christian Hofmann & Steven Huddart & Thomas Pfeiffer, 2023, "An analysis of net-outcome contracting with applications to equity-based compensation," Review of Accounting Studies, Springer, volume 28, issue 3, pages 1657-1689, September, DOI: 10.1007/s11142-021-09666-w.
  5. Jing-Zhi Huang & Zhan Shi, 2023, "Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance," Management Science, INFORMS, volume 69, issue 3, pages 1780-1804, March, DOI: 10.1287/mnsc.2022.4386.
  6. Jing-Zhi Huang & Bibo Liu & Zhan Shi, 2023, "Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market," Review of Finance, European Finance Association, volume 27, issue 2, pages 539-579.
  7. Barney Hartman‐Glaser & Mark Thibodeau & Jiro Yoshida, 2023, "Cash to spend: IPO wealth and house prices," Real Estate Economics, American Real Estate and Urban Economics Association, volume 51, issue 1, pages 68-102, January, DOI: 10.1111/1540-6229.12406.

2022

  1. Brent W. Ambrose & Patric H. Hendershott & David C. Ling & Gary A. McGill, 2022, "Homeownership and taxes: How the TCJA altered the tax code's treatment of housing," Real Estate Economics, American Real Estate and Urban Economics Association, volume 50, issue 5, pages 1167-1200, September, DOI: 10.1111/1540-6229.12374.
  2. Agarwal, Sumit & Ambrose, Brent W. & Diop, Moussa, 2022, "Minimum wage increases and eviction risk," Journal of Urban Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.jue.2021.103421.
  3. Brent W. Ambrose & Eva Steiner, 2022, "Economic Fundamentals, Capital Expenditures and Asset Dispositions," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 3, pages 361-378, April, DOI: 10.1007/s11146-019-09698-9.
  4. Huang, Jing-Zhi & Ni, Jun & Xu, Li, 2022, "Leverage effect in cryptocurrency markets," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101773.
  5. Lopez, Luis A. & Yoshida, Jiro, 2022, "Estimating housing rent depreciation for inflation adjustments," Regional Science and Urban Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.regsciurbeco.2021.103733.

2021

  1. Brent W. Ambrose & Moussa Diop, 2021, "Information Asymmetry, Regulations and Equilibrium Outcomes: Theory and Evidence from the Housing Rental Market," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue S1, pages 74-110, March, DOI: 10.1111/1540-6229.12262.
  2. Brent W Ambrose & James N Conklin & Luis A Lopez, 2021, "Does Borrower and Broker Race Affect the Cost of Mortgage Credit?
    [Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures and securitization]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 790-826.
  3. Jing-Zhi Huang & Zhan Shi, 2021, "What Do We Know About Corporate Bond Returns?," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 363-399, November, DOI: 10.1146/annurev-financial-110118-12.
  4. Jing-Zhi Huang & Zhijian James Huang & Li Xu, 2021, "Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 1-37, June, DOI: 10.1142/S2010139221500105.

2020

  1. Sumit Agarwal & Brent W. Ambrose & Vincent W. Yao, 2020, "Lender Steering in Residential Mortgage Markets," Real Estate Economics, American Real Estate and Urban Economics Association, volume 48, issue 2, pages 446-475, June, DOI: 10.1111/1540-6229.12203.
  2. Agarwal, Sumit & Ambrose, Brent W. & Yao, Vincent W., 2020, "Can regulation de-bias appraisers?," Journal of Financial Intermediation, Elsevier, volume 44, issue C, DOI: 10.1016/j.jfi.2019.04.003.
  3. Du, Kai & Huddart, Steven & Xue, Lingzhou & Zhang, Yifan, 2020, "Using a hidden Markov model to measure earnings quality," Journal of Accounting and Economics, Elsevier, volume 69, issue 2, DOI: 10.1016/j.jacceco.2019.101281.
  4. Kai Du & Steven Huddart, 2020, "Economic persistence, earnings informativeness, and stock return regularities," Review of Accounting Studies, Springer, volume 25, issue 4, pages 1263-1300, December, DOI: 10.1007/s11142-020-09531-2.
  5. Huang, Jing-Zhi & Huang, Zhijian (James), 2020, "Testing moving average trading strategies on ETFs," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 16-32, DOI: 10.1016/j.jempfin.2019.10.002.
  6. Chen, Fang & Huang, Jing-Zhi & Sun, Zhenzhen & Yu, Tong, 2020, "Why do firms issue guaranteed bonds?," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2018.08.002.
  7. Xuanjuan Chen & Jing-Zhi Huang & Zhenzhen Sun & Tong Yao & Tong Yu, 2020, "Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market," Management Science, INFORMS, volume 66, issue 2, pages 932-957, February, DOI: 10.1287/mnsc.2018.3179.
  8. Jing-Zhi Huang & Zhan Shi & Hao Zhou, 2020, "Specification Analysis of Structural Credit Risk Models
    [Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy]    ," Review of Finance, European Finance Association, volume 24, issue 1, pages 45-98.
  9. Yoshida, Jiro, 2020, "The economic depreciation of real estate: Cross-sectional variations and their return implications," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101290.

2019

  1. Ambrose, Brent W. & Fuerst, Franz & Mansley, Nick & Wang, Zilong, 2019, "Size effects and economies of scale in European real estate companies," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2019.04.004.
  2. Brent W. Ambrose & Moussa Diop & Walter D’Lima & Mark Thibodeau, 2019, "Risk and Performance of Mutual Funds’ Securitized Mortgage Investments," The Journal of Real Estate Finance and Economics, Springer, volume 59, issue 4, pages 515-548, November, DOI: 10.1007/s11146-018-9685-9.
  3. Brent W Ambrose & Thomas Emmerling & Henry H Huang & Yildiray Yildirim, 2019, "Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt," Review of Finance, European Finance Association, volume 23, issue 3, pages 659-695.

2018

  1. Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro, 2018, "Reassessing Taylor rules using improved housing rent data," Journal of Macroeconomics, Elsevier, volume 56, issue C, pages 243-257, DOI: 10.1016/j.jmacro.2018.03.001.
  2. Brent W. Ambrose & Zhongyi Yuan, 2018, "Pricing government credit: a new method for determining government credit risk exposure," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 41-62.
  3. Brent Ambrose & Michael Shafer & Yildiray Yildirim, 2018, "The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties," The Journal of Real Estate Finance and Economics, Springer, volume 56, issue 1, pages 1-32, January, DOI: 10.1007/s11146-016-9579-7.

2017

  1. Brent W. Ambrose & Moussa Diop & Jiro Yoshida, 2017, "Product Market Competition and Corporate Real Estate Investment under Demand Uncertainty," Real Estate Economics, American Real Estate and Urban Economics Association, volume 45, issue 3, pages 521-590, July.
  2. Steven Huddart & Abdullah Yavas, 2017, "The Efficiency of Stock-Based Incentives: Experimental Evidence," Journal of Behavioral Finance, Taylor & Francis Journals, volume 18, issue 3, pages 281-303, July, DOI: 10.1080/15427560.2017.1340293.
  3. Steven Huddart, 2017, "Discussion of “The Effects of Vertical Pay Dispersion: Experimental Evidence in a Budget Settingâ€," Contemporary Accounting Research, John Wiley & Sons, volume 34, issue 1, pages 577-581, March, DOI: 10.1111/1911-3846.12248.
  4. Jean Helwege & Jing-Zhi Huang & Yuan Wang, 2017, "Debt Covenants and Cross-Sectional Equity Returns," Management Science, INFORMS, volume 63, issue 6, pages 1835-1854, June, DOI: 10.1287/mnsc.2015.2381.
  5. Xin Zang & Jun Ni & Jing-Zhi Huang & Lan Wu, 2017, "Double-jump diffusion model for VIX: evidence from VVIX," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 2, pages 227-240, February, DOI: 10.1080/14697688.2016.1159318.

2016

  1. Brent W. Ambrose & James Conklin & Jiro Yoshida, 2016, "Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market," Journal of Finance, American Finance Association, volume 71, issue 6, pages 2637-2686, December, DOI: 10.1111/jofi.12426.
  2. Brent W. Ambrose & Anthony B. Sanders & Abdullah Yavas, 2016, "Servicers and Mortgage-Backed Securities Default: Theory and Evidence," Real Estate Economics, American Real Estate and Urban Economics Association, volume 44, issue 2, pages 462-489, April.
  3. Agarwal, Sumit & Ambrose, Brent W. & Chomsisengphet, Souphala & Liu, Chunlin, 2016, "Joint liability lending and credit risk: Evidence from the home equity market," Journal of Housing Economics, Elsevier, volume 32, issue C, pages 47-66, DOI: 10.1016/j.jhe.2016.04.006.
  4. Brent Ambrose & Charles Cao & Walter D’Lima, 2016, "Real Estate Risk and Hedge Fund Returns," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 3, pages 197-225, April, DOI: 10.1007/s11146-015-9516-1.

2015

  1. Brent W. Ambrose & Brad Case & Seow Eng Ong, 2015, "Introduction to the Special Issue," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 1, pages 1-7, March.
  2. Sumit Agarwal & Brent W. Ambrose & Yildiray Yildirim, 2015, "The Subprime Virus," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 4, pages 891-915, November.
  3. Brent W. Ambrose & N. Edward Coulson & Jiro Yoshida, 2015, "The Repeat Rent Index," The Review of Economics and Statistics, MIT Press, volume 97, issue 5, pages 939-950, December.
  4. Jiro Yoshida & Ayako Sugiura, 2015, "The Effects of Multiple Green Factors on Condominium Prices," The Journal of Real Estate Finance and Economics, Springer, volume 50, issue 3, pages 412-437, April, DOI: 10.1007/s11146-014-9462-3.

2014

  1. Brent W. Ambrose & James N. Conklin, 2014, "Mortgage Brokers, Origination Fees, Price Transparency and Competition," Real Estate Economics, American Real Estate and Urban Economics Association, volume 42, issue 2, pages 363-421, June.
  2. Ambrose, Brent W. & Diop, Moussa, 2014, "Spillover effects of subprime mortgage originations: The effects of single-family mortgage credit expansion on the multifamily rental market," Journal of Urban Economics, Elsevier, volume 81, issue C, pages 114-135, DOI: 10.1016/j.jue.2014.03.005.
  3. Hong, Han & Huang, Jing-Zhi & Wu, Deming, 2014, "The information content of Basel III liquidity risk measures," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 91-111, DOI: 10.1016/j.jfs.2014.09.003.
  4. Helwege, Jean & Huang, Jing-Zhi & Wang, Yuan, 2014, "Liquidity effects in corporate bond spreads," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 105-116, DOI: 10.1016/j.jbankfin.2013.08.018.
  5. Jing-Zhi Huang & Ying Wang, 2014, "Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings," Management Science, INFORMS, volume 60, issue 8, pages 2091-2109, August, DOI: 10.1287/mnsc.2013.1843.
  6. Jing-Zhi Huang & Li Xu, 2014, "Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-31, DOI: 10.1142/S2010139214500116.

2013

  1. Brent W. Ambrose & Piet Eichholtz & Thies Lindenthal, 2013, "House Prices and Fundamentals: 355 Years of Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 2-3, pages 477-491, March, DOI: jmcb.12011.
  2. Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W., 2013, "Can hedge funds time market liquidity?," Journal of Financial Economics, Elsevier, volume 109, issue 2, pages 493-516, DOI: 10.1016/j.jfineco.2013.03.009.
  3. Cao, Charles & Simin, Timothy T. & Wang, Ying, 2013, "Do mutual fund managers time market liquidity?," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 279-307, DOI: 10.1016/j.finmar.2012.10.004.
  4. Steven Huddart, 2013, "Discussion of Empirical Evidence on the Implicit Determinants of Compensation in Big 4 Audit Partnerships," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 51, issue 2, pages 389-397, May, DOI: 10.1111/joar.12010.
  5. Huang, Jing-Zhi & Wang, Ying, 2013, "Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis," Journal of Financial Intermediation, Elsevier, volume 22, issue 3, pages 482-512, DOI: 10.1016/j.jfi.2012.11.004.
  6. Jing-zhi Huang & Zhaodong Zhong, 2013, "Time Variation in Diversification Benefits of Commodity, REITs, and TIPS," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 1, pages 152-192, January, DOI: 10.1007/s11146-011-9311-6.
  7. Jing-Zhi Huang & Zhijian Huang, 2013, "Real-Time Profitability of Published Anomalies: An Out-of-Sample Test," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-33, DOI: 10.1142/S201013921350016X.

2012

  1. Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet & Anthony B. Sanders, 2012, "Thy Neighbor’s Mortgage: Does Living in a Subprime Neighborhood Affect One’s Probability of Default?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 40, issue 1, pages 1-22, March, DOI: j.1540-6229.2011.00311.x.
  2. Brent W. Ambrose & Richard J. Buttimer Jr., 2012, "The Adjustable Balance Mortgage: Reducing the Value of the Put," Real Estate Economics, American Real Estate and Urban Economics Association, volume 40, issue 3, pages 536-565, September, DOI: j.1540-6229.2011.00320.x.
  3. Bozanic, Zahn & Dirsmith, Mark W. & Huddart, Steven, 2012, "The social constitution of regulation: The endogenization of insider trading laws," Accounting, Organizations and Society, Elsevier, volume 37, issue 7, pages 461-481, DOI: 10.1016/j.aos.2012.06.003.
  4. Jing-Zhi Huang & Ming Huang, 2012, "How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 2, pages 153-202.

2011

  1. Agarwal, Sumit & Ambrose, Brent W. & Huang, Hongming & Yildirim, Yildiray, 2011, "The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 2, pages 553-584, April.
  2. Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet & Chunlin Liu, 2011, "The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 4, pages 633-655, June.

2010

  1. Brent Ambrose & Xun Bian, 2010, "Stock Market Information and REIT Earnings Management," Journal of Real Estate Research, American Real Estate Society, volume 32, issue 1, pages 101-138.
  2. Cao, Charles & Yu, Fan & Zhong, Zhaodong, 2010, "The information content of option-implied volatility for credit default swap valuation," Journal of Financial Markets, Elsevier, volume 13, issue 3, pages 321-343, August.

2009

  1. Brent W. Ambrose & Dong Wook Lee, 2009, "REIT Capital Budgeting and Equity Marginal q," Real Estate Economics, American Real Estate and Urban Economics Association, volume 37, issue 3, pages 483-514, September, DOI: 10.1111/j.1540-6229.2009.00249.x.
  2. Steven Huddart & Mark Lang & Michelle H. Yetman, 2009, "Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence," Management Science, INFORMS, volume 55, issue 1, pages 16-31, January, DOI: 10.1287/mnsc.1080.0920.

2008

  1. Brent W. Ambrose & Joe Peek, 2008, "Credit Availability and the Structure of the Homebuilding Industry," Real Estate Economics, American Real Estate and Urban Economics Association, volume 36, issue 4, pages 659-692, December, DOI: 10.1111/j.1540-6229.2008.00226.x.
  2. Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet, 2008, "Determinants of automobile loan default and prepayment," Economic Perspectives, Federal Reserve Bank of Chicago, volume 32, issue Q III, pages 17-28.
  3. Brent Ambrose & Yildiray Yildirim, 2008, "Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach," The Journal of Real Estate Finance and Economics, Springer, volume 37, issue 3, pages 281-298, October, DOI: 10.1007/s11146-008-9119-1.
  4. Cao, Charles & Chang, Eric C. & Wang, Ying, 2008, "An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility," Journal of Banking & Finance, Elsevier, volume 32, issue 10, pages 2111-2123, October.
  5. Charles Cao & Oliver Hansch & Xiaoxin Wang, 2008, "Order Placement Strategies In A Pure Limit Order Book Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 31, issue 2, pages 113-140, June, DOI: 10.1111/j.1475-6803.2008.00234.x.
  6. Charles Cao & Timothy Simin & Jing Zhao, 2008, "Can Growth Options Explain the Trend in Idiosyncratic Risk?," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 6, pages 2599-2633, November.
  7. Paul Fischer & Steven Huddart, 2008, "Optimal Contracting with Endogenous Social Norms," American Economic Review, American Economic Association, volume 98, issue 4, pages 1459-1475, September, DOI: 10.1257/aer.98.4.1459.
  8. Bin Ke & Kathy R. Petroni & Yong Yu, 2008, "The Effect of Regulation FD on Transient Institutional Investors' Trading Behavior," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 46, issue 4, pages 853-883, September, DOI: 10.1111/j.1475-679X.2008.00296.x.
  9. Simin, Timothy, 2008, "The Poor Predictive Performance of Asset Pricing Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 2, pages 355-380, June.
  10. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 2008, "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 2, pages 331-353, June.
  11. M. Ryan Haley & Charles Whiteman, 2008, "Generalized Safety First and a New Twist on Portfolio Performance," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 4-6, pages 457-483, DOI: 10.1080/07474930801960360.
  12. Ayhan Kose, M. & Otrok, Christopher & Whiteman, Charles H., 2008, "Understanding the evolution of world business cycles," Journal of International Economics, Elsevier, volume 75, issue 1, pages 110-130, May.
  13. Steven H. Ott & Timothy J. Riddiough & Ha-Chin Yi & Jiro Yoshida, 2008, "On Demand: Cross-Country Evidence From Commercial Real Estate Asset Markets," International Real Estate Review, Global Social Science Institute, volume 11, issue 1, pages 1-37.

2007

  1. Charles Cao & Jing-Zhi Huang, 2007, "Determinants of S&P 500 index option returns," Review of Derivatives Research, Springer, volume 10, issue 1, pages 1-38, January, DOI: 10.1007/s11147-007-9015-5.
  2. Huddart, Steven & Ke, Bin & Shi, Charles, 2007, "Jeopardy, non-public information, and insider trading around SEC 10-K and 10-Q filings," Journal of Accounting and Economics, Elsevier, volume 43, issue 1, pages 3-36, March.
  3. Steven J. Huddart & Bin Ke, 2007, "Information Asymmetry and Cross†sectional Variation in Insider Trading," Contemporary Accounting Research, John Wiley & Sons, volume 24, issue 1, pages 195-232, March, DOI: 10.1506/0277-1110-4434-M627.
  4. Laurel A. Franzen & Kimberly J. Rodgers & Timothy T. Simin, 2007, "Measuring Distress Risk: The Effect of R&D Intensity," Journal of Finance, American Finance Association, volume 62, issue 6, pages 2931-2967, December, DOI: 10.1111/j.1540-6261.2007.01297.x.
  5. Walker, Todd B. & Whiteman, Charles H., 2007, "Multiple equilibria in a simple asset pricing model," Economics Letters, Elsevier, volume 97, issue 3, pages 191-196, December.
  6. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 2007, "A generalized volatility bound for dynamic economies," Journal of Monetary Economics, Elsevier, volume 54, issue 8, pages 2269-2290, November.

2006

  1. Agarwal, Sumit & Ambrose, Brent W. & Chomsisengphet, Souphala & Liu, Chunlin, 2006, "An empirical analysis of home equity loan and line performance," Journal of Financial Intermediation, Elsevier, volume 15, issue 4, pages 444-469, October.
  2. Agarwal, Sumit & Ambrose, Brent W. & Liu, Chunlin, 2006, "Credit Lines and Credit Utilization," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 1, pages 1-22, February, DOI: 10.1353/mcb.2006.0010.
  3. Viral Acharya & Jing-zhi Huang & Marti Subrahmanyam & Rangarajan Sundaram, 2006, "When does Strategic Debt-service Matter?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 2, pages 363-378, October, DOI: 10.1007/s00199-005-0035-9.
  4. Bin Ke & Yong Yu, 2006, "The Effect of Issuing Biased Earnings Forecasts on Analysts' Access to Management and Survival," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 44, issue 5, pages 965-999, December, DOI: 10.1111/j.1475-679X.2006.00221.x.

2005

  1. Ambrose, Brent W. & Buttimer, Richard Jr., 2005, "GSE impact on rural mortgage markets," Regional Science and Urban Economics, Elsevier, volume 35, issue 4, pages 417-443, July.
  2. Brent Ambrose & Michael LaCour-Little & Anthony Sanders, 2005, "Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?," Journal of Financial Services Research, Springer;Western Finance Association, volume 28, issue 1, pages 113-133, October, DOI: 10.1007/s10693-005-4358-2.
  3. Brent Ambrose, 2005, "Forced Development and Urban Land Prices," The Journal of Real Estate Finance and Economics, Springer, volume 30, issue 3, pages 245-265, April, DOI: 10.1007/s11146-005-6406-y.
  4. Charles Cao & Zhiwu Chen & John M. Griffin, 2005, "Informational Content of Option Volume Prior to Takeovers," The Journal of Business, University of Chicago Press, volume 78, issue 3, pages 1073-1109, May, DOI: 10.1086/429654.
  5. Huddart, Steven & Liang, Pierre Jinghong, 2005, "Profit sharing and monitoring in partnerships," Journal of Accounting and Economics, Elsevier, volume 40, issue 1-3, pages 153-187, December.
  6. Ke, Bin & Ramalingegowda, Santhosh, 2005, "Do institutional investors exploit the post-earnings announcement drift?," Journal of Accounting and Economics, Elsevier, volume 39, issue 1, pages 25-53, February.
  7. Dewenter, Kathryn L. & Higgins, Robert C. & Simin, Timothy T., 2005, "Can event study methods solve the currency exposure puzzle?," Pacific-Basin Finance Journal, Elsevier, volume 13, issue 2, pages 119-144, March.
  8. Robertson, John C & Tallman, Ellis W & Whiteman, Charles H, 2005, "Forecasting Using Relative Entropy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 3, pages 383-401, June.

2004

  1. Brent W. Ambrose & Michael LaCour‐Little & Anthony B. Sanders, 2004, "The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 4, pages 541-569, December, DOI: 10.1111/j.1080-8620.2004.00102.x.
  2. Ambrose, Brent W. & Thibodeau, Thomas G., 2004, "Have the GSE affordable housing goals increased the supply of mortgage credit?," Regional Science and Urban Economics, Elsevier, volume 34, issue 3, pages 263-273, May.
  3. Brent Ambrose & Anthony Sanders, 2004, "Legal Restrictions in Personal Loan Markets," The Journal of Real Estate Finance and Economics, Springer, volume 30, issue 2, pages 133-151, November, DOI: 10.1007/s11146-004-4876-y.
  4. Cao, Charles & Field, Laura Casares & Hanka, Gordon, 2004, "Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 1, pages 25-46, March.
  5. Bin Ke & Kathy Petroni, 2004, "How Informed Are Actively Trading Institutional Investors? Evidence from Their Trading Behavior before a Break in a String of Consecutive Earnings Increases," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 42, issue 5, pages 895-927, December, DOI: 10.1111/j.1475-679X.2004.00160.x.

2003

  1. Ambrose, Brent W & Benjamin, John D & Chinloy, Peter, 2003, "Bank and Nonbank Lenders and the Commercial Mortgage Market," The Journal of Real Estate Finance and Economics, Springer, volume 26, issue 1, pages 81-94, January.
  2. Ambrose, Brent W & Sanders, Anthony B, 2003, "Commercial Mortgage-Backed Securities: Prepayment and Default," The Journal of Real Estate Finance and Economics, Springer, volume 26, issue 2-3, pages 179-196, March-May.
  3. Steven Huddart & Pierre Jinghong Liang, 2003, "Accounting in Partnerships," American Economic Review, American Economic Association, volume 93, issue 2, pages 410-414, May.
  4. Huddart, Steven & Lang, Mark, 2003, "Information distribution within firms: evidence from stock option exercises," Journal of Accounting and Economics, Elsevier, volume 34, issue 1-3, pages 3-31, January.
  5. Ke, Bin & Huddart, Steven & Petroni, Kathy, 2003, "What insiders know about future earnings and how they use it: Evidence from insider trades," Journal of Accounting and Economics, Elsevier, volume 35, issue 3, pages 315-346, August.
  6. Charles R. Enis & Bin Ke, 2003, "The Impact of the 1986 Tax Reform Act on Income Shifting from Corporate to Shareholder Tax Bases: Evidence from the Motor Carrier Industry," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 41, issue 1, pages 65-88, March, DOI: 10.1111/1475-679X.00096.
  7. M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003, "International Business Cycles: World, Region, and Country-Specific Factors," American Economic Review, American Economic Association, volume 93, issue 4, pages 1216-1239, September.

2002

  1. Ambrose, Brent W. & Pennington-Cross, Anthony & Yezer, Anthony M., 2002, "Credit Rationing in the U.S. Mortgage Market: Evidence from Variation in FHA Market Shares," Journal of Urban Economics, Elsevier, volume 51, issue 2, pages 272-294, March.
  2. Brent W. Ambrose & Tao-Hsien Dolly King, 2002, "GSE debt and the decline in the Treasury debt market," Proceedings, Federal Reserve Bank of Cleveland, pages 812-847.
  3. Ambrose, Brent W & Hendershott, Patric H & Klosek, Malgorzata, 2002, "Pricing Upward-Only Adjusting Leases," The Journal of Real Estate Finance and Economics, Springer, volume 25, issue 1, pages 33-49, July.
  4. Ambrose, Brent W & Warga, Arthur, 2002, "Measuring Potential GSE Funding Advantages," The Journal of Real Estate Finance and Economics, Springer, volume 25, issue 2-3, pages 129-150, Sept.-Dec.
  5. Ambrose, Brent W & Dolly King, Tao-Hsien, 2002, "GSE Debt and the Decline in the Treasury Market," Journal of Money, Credit and Banking, Blackwell Publishing, volume 34, issue 3, pages 812-839, August.
  6. Chen, Ren-Raw & Huang, Jing-Zhi, 2002, "A Note on Forward Price and Forward Measure," Review of Quantitative Finance and Accounting, Springer, volume 19, issue 3, pages 261-272, November.
  7. Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2002, "Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 2, pages 149-174.
  8. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 2002, "Habit formation: a resolution of the equity premium puzzle?," Journal of Monetary Economics, Elsevier, volume 49, issue 6, pages 1261-1288, September.

2001

  1. Brent W. Ambrose & Michael LaCour‐Little, 2001, "Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence," Real Estate Economics, American Real Estate and Urban Economics Association, volume 29, issue 2, pages 305-327, DOI: 10.1111/1080-8620.00012.
  2. Brent W. Ambrose & Peter Linneman, 2001, "Reit Organizational Structure and Operating Characteristics," Journal of Real Estate Research, American Real Estate Society, volume 21, issue 3, pages 141-162.
  3. Ambrose, Brent W & Capone, Charles A, Jr & Deng, Yongheng, 2001, "Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure," The Journal of Real Estate Finance and Economics, Springer, volume 23, issue 2, pages 213-234, September.
  4. Ambrose, Brent W & Buttimer, Richard & Thibodeau, Thomas, 2001, "A New Spin on the Jumbo/Conforming Loan Rate Differential," The Journal of Real Estate Finance and Economics, Springer, volume 23, issue 3, pages 309-335, November.
  5. Ahn, Hee-Joon & Cao, Charles & Choe, Hyuk, 2001, "Share repurchase tender offers and bid-ask spreads," Journal of Banking & Finance, Elsevier, volume 25, issue 3, pages 445-478, March.
  6. Huddart, Steven & Hughes, John S & Levine, Carolyn B, 2001, "Public Disclosure and Dissimulation of Insider Trades," Econometrica, Econometric Society, volume 69, issue 3, pages 665-681, May.
  7. Neely, Christopher J & Roy, Amlan & Whiteman, Charles H, 2001, "Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 4, pages 395-403, October.

2000

  1. Ambrose, Brent W. & Pennington-Cross, Anthony, 2000, "Local economic risk factors and the primary and secondary mortgage markets," Regional Science and Urban Economics, Elsevier, volume 30, issue 6, pages 683-701, December.
  2. Ambrose, Brent W. & Ehrlich, Steven R. & Hughes, William T. & Wachter, Susan M., 2000, "REIT Economies of Scale: Fact or Fiction?," The Journal of Real Estate Finance and Economics, Springer, volume 20, issue 2, pages 211-224, March.
  3. Ambrose, Brent W & Capone, Charles A, 2000, "The Hazard Rates of First and Second Defaults," The Journal of Real Estate Finance and Economics, Springer, volume 20, issue 3, pages 275-293, May.
  4. Ambrose, Brent W & Buttimer, Richard J, Jr, 2000, "Embedded Options in the Mortgage Contract," The Journal of Real Estate Finance and Economics, Springer, volume 21, issue 2, pages 95-111, September.
  5. Charles Cao & Eric Ghysels & Frank Hatheway, 2000, "Price Discovery without Trading: Evidence from the Nasdaq Preopening," Journal of Finance, American Finance Association, volume 55, issue 3, pages 1339-1365, June, DOI: 10.1111/0022-1082.00249.
  6. Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000, "Pricing and hedging long-term options," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 277-318.
  7. Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000, "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," The Review of Financial Studies, Society for Financial Studies, volume 13, issue 3, pages 549-584.
  8. Charles Cao & Hyuk Choe, 2000, "Evolution of Transitory Volatility over the Week," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 49-77, May.
  9. Gao, Bin & Huang, Jing-zhi & Subrahmanyam, Marti, 2000, "The valuation of American barrier options using the decomposition technique," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 11-12, pages 1783-1827, October.
  10. Ke, Bin & Petroni, Kathy R. & Shackelford, Douglas A., 2000, "The impact of state taxes on self-insurance," Journal of Accounting and Economics, Elsevier, volume 30, issue 1, pages 99-122, August.
  11. David N. DeJong & Beth F. Ingram & Charles H. Whiteman, 2000, "Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 3, pages 311-329.
  12. DeJong, David N. & Ingram, Beth F. & Whiteman, Charles H., 2000, "A Bayesian approach to dynamic macroeconomics," Journal of Econometrics, Elsevier, volume 98, issue 2, pages 203-223, October.

1999

  1. Huddart, Steven, 1999, "Reputation and performance fee effects on portfolio choice by investment advisers1," Journal of Financial Markets, Elsevier, volume 2, issue 3, pages 227-271, August.
  2. Huddart, Steven & Hughes, John S. & Brunnermeier, Markus, 1999, "Disclosure requirements and stock exchange listing choice in an international context," Journal of Accounting and Economics, Elsevier, volume 26, issue 1-3, pages 237-269, January.
  3. Chip Heath & Steven Huddart & Mark Lang, 1999, "Psychological Factors and Stock Option Exercise," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 114, issue 2, pages 601-627.
  4. Ke, Bin & Petroni, Kathy & Safieddine, Assem, 1999, "Ownership concentration and sensitivity of executive pay to accounting performance measures: Evidence from publicly and privately-held insurance companies," Journal of Accounting and Economics, Elsevier, volume 28, issue 2, pages 185-209, December.
  5. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 1999, "The alpha factor asset pricing model: A parable," Journal of Financial Markets, Elsevier, volume 2, issue 1, pages 49-68, February.
  6. Roberds, William & Whiteman, Charles H., 1999, "Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile," Journal of Monetary Economics, Elsevier, volume 44, issue 3, pages 555-580, December.
  7. F. Douglas Foster & Charles H. Whiteman, 1999, "An Application of Bayesian Option Pricing to the Soybean Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 81, issue 3, pages 722-727.

1998

  1. Brent W. Ambrose & Charles A. Capone, 1998, "Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions," Real Estate Economics, American Real Estate and Urban Economics Association, volume 26, issue 3, pages 391-429, September, DOI: 10.1111/1540-6229.00751.
  2. Ambrose, Brent W. & Goetzmann, William N., 1998, "Risks and Incentives in Underserved Mortgage Markets," Journal of Housing Economics, Elsevier, volume 7, issue 3, pages 274-285, September.
  3. Ahn, Hee-Joon & Cao, Charles Q. & Choe, Hyuk, 1998, "Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities," Journal of Financial Markets, Elsevier, volume 1, issue 1, pages 51-87, April.
  4. Steven Huddart, 1998, "Tax Planning and the Exercise of Employee Stock Options," Contemporary Accounting Research, John Wiley & Sons, volume 15, issue 2, pages 203-216, June, DOI: 10.1111/j.1911-3846.1998.tb00556.x.
  5. Otrok, Christopher & Whiteman, Charles H, 1998, "Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 997-1014, November.

1997

  1. Ambrose, Brent W & Buttimer, Richard J, Jr & Capone, Charles A, 1997, "Pricing Mortgage Default and Foreclosure Delay," Journal of Money, Credit and Banking, Blackwell Publishing, volume 29, issue 3, pages 314-325, August.
  2. Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 1997, "Empirical Performance of Alternative Option Pricing Models," Journal of Finance, American Finance Association, volume 52, issue 5, pages 2003-2049, December.
  3. Cao, Charles & Choe, Hyuk & Hatheway, Frank, 1997, "Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange," Journal of Finance, American Finance Association, volume 52, issue 4, pages 1615-1640, September.
  4. Reinhart, Vincent & Simin, Timothy, 1997, "The market reaction to federal reserve policy action from 1989 to 1992," Journal of Economics and Business, Elsevier, volume 49, issue 2, pages 149-168.
  5. Faust, Jon & Whiteman, Charles H., 1997, "Rejoinder to Hendry," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 47, issue 1, pages 191-195, December.
  6. Faust, Jon & Whiteman, Charles H., 1997, "General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 47, issue 1, pages 121-161, December.

1996

  1. Brent W. Ambrose & John Benjamin & Peter Chinloy, 1996, "Credit Restrictions and the Market for Commercial Real Estate Loans," Real Estate Economics, American Real Estate and Urban Economics Association, volume 24, issue 1, pages 1-22, March, DOI: 10.1111/1540-6229.00677.
  2. Ambrose, Brent W & Capone, Charles A, Jr, 1996, "Cost-Benefit Analysis of Single-Family Foreclosure Alternatives," The Journal of Real Estate Finance and Economics, Springer, volume 13, issue 2, pages 105-120, September.
  3. Brent Ambrose & Arthur Warga, 1996, "Yield Bogeys," Financial Analysts Journal, Taylor & Francis Journals, volume 52, issue 5, pages 63-68, September, DOI: 10.2469/faj.v52.n5.2025.
  4. Ahn, Hee-Joon & Cao, Charles Q. & Choe, Hyuk, 1996, "Tick Size, Spread, and Volume," Journal of Financial Intermediation, Elsevier, volume 5, issue 1, pages 2-22, January.
  5. Huddart, Steven & Lang, Mark, 1996, "Employee stock option exercises an empirical analysis," Journal of Accounting and Economics, Elsevier, volume 21, issue 1, pages 5-43, February.
  6. Huang, Jing-zhi & Subrahmanyam, Marti G & Yu, G George, 1996, "Pricing and Hedging American Options: A Recursive Integration Method," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 1, pages 277-300.
  7. Riezman, Raymond G & Whiteman, Charles H & Summers, Peter M, 1996, "The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth," Empirical Economics, Springer, volume 21, issue 1, pages 77-110.
  8. Roberds, William & Runkle, David & Whiteman, Charles H, 1996, "A Daily View of Yield Spreads and Short-Term Interest Rate Movements," Journal of Money, Credit and Banking, Blackwell Publishing, volume 28, issue 1, pages 34-53, February.
  9. DeJong, David N & Ingram, Beth Fisher & Whiteman, Charles H, 1996, "A Bayesian Approach to Calibration," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 1, pages 1-9, January.
  10. Dejong, David N. & Whiteman, Charles H., 1996, "Modeling Stock Prices without Knowing How to Induce Stationarity," Econometric Theory, Cambridge University Press, volume 12, issue 4, pages 739-740, October.

1995

  1. Ambrose, Brent W & Warga, Arthur, 1995, "Pricing Effects in Fannie Mae Agency Bonds," The Journal of Real Estate Finance and Economics, Springer, volume 11, issue 3, pages 235-249, November.

1994

  1. Huddart, Steven, 1994, "Employee stock options," Journal of Accounting and Economics, Elsevier, volume 18, issue 2, pages 207-231, September.
  2. Ingram, Beth F. & Whiteman, Charles H., 1994, "Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors," Journal of Monetary Economics, Elsevier, volume 34, issue 3, pages 497-510, December.

1993

  1. Brent W. Ambrose & Hugh O. Nourse, 1993, "Factors Influencing Capitalization Rates," Journal of Real Estate Research, American Real Estate Society, volume 8, issue 2, pages 221-238.
  2. Brent W. Ambrose & Thomas M. Springer, 1993, "Rural Industrial Location: The Impact of Firm Size," Journal of Real Estate Research, American Real Estate Society, volume 8, issue 3, pages 387-400.
  3. Ambrose, Brent W & Springer, Thomas M, 1993, "Spatial Variation of Nonmetropolitan Industrial Location," The Journal of Real Estate Finance and Economics, Springer, volume 7, issue 1, pages 17-27, July.
  4. Steven Huddart, 1993, "The Effect of a Large Shareholder on Corporate Value," Management Science, INFORMS, volume 39, issue 11, pages 1407-1421, November, DOI: 10.1287/mnsc.39.11.1407.
  5. Steven Huddart, 1993, "Discussion of “Communication in Multiperiod Agencies with Production and Financial Decisions†," Contemporary Accounting Research, John Wiley & Sons, volume 9, issue 2, pages 745-750, March, DOI: 10.1111/j.1911-3846.1993.tb00906.x.
  6. DeJong, David N & Whiteman, Charles H, 1993, "Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors," Journal of Business & Economic Statistics, American Statistical Association, volume 11, issue 3, pages 311-317, July.
  7. William Roberts & David E. Runkle & Charles H. Whiteman, 1993, "Another hole in the ozone layer: changes in FOMC operating procedure and the term structure," Proceedings, Board of Governors of the Federal Reserve System (U.S.).

1992

  1. Brent W. Ambrose & Esther Ancel & Mark D. Griffiths, 1992, "The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency," Real Estate Economics, American Real Estate and Urban Economics Association, volume 20, issue 1, pages 25-54, March, DOI: 10.1111/1540-6229.00571.
  2. Ambrose, Brent W. & Megginson, William L., 1992, "The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 27, issue 4, pages 575-589, December.
  3. Brent W. Ambrose & Drew B. Winters, 1992, "Does an Industry Effect Exist for Leveraged Buyouts?," Financial Management, Financial Management Association, volume 21, issue 1, Spring.
  4. Nelson, Daniel B & Cao, Charles Q, 1992, "Inequality Constraints in the Univariate GARCH Model," Journal of Business & Economic Statistics, American Statistical Association, volume 10, issue 2, pages 229-235, April.
  5. Cao, C Q & Tsay, R S, 1992, "Nonlinear Time-Series Analysis of Stock Volatilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 7, issue S, pages 165-185, Suppl. De.
  6. Steven Huddart, 1992, "Discussion of “The effects of line†of†business reporting on competition in oligopoly settingsâ€," Contemporary Accounting Research, John Wiley & Sons, volume 9, issue 1, pages 29-32, September, DOI: 10.1111/j.1911-3846.1992.tb00867.x.
  7. David N. DeJong & Charles H. Whiteman, 1992, "More unsettling evidence on the perfect markets hypothesis," Economic Review, Federal Reserve Bank of Atlanta, issue Nov, pages 1-13.
  8. Roberds, William & Whiteman, Charles H, 1992, "Monetary Aggregates as Monetary Targets: A Statistical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 24, issue 2, pages 141-161, May.
  9. DeJong, David N. & Nankervis, John C. & Savin, N. E. & Whiteman, Charles H., 1992, "The power problems of unit root test in time series with autoregressive errors," Journal of Econometrics, Elsevier, volume 53, issue 1-3, pages 323-343.
  10. DeJong, David N, et al, 1992, "Integration versus Trend Stationarity in Time Series," Econometrica, Econometric Society, volume 60, issue 2, pages 423-433, March.

1991

  1. DeJong, David N & Whiteman, Charles H, 1991, "The Case for Trend-Stationarity Is Stronger Than We Thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 413-421, Oct.-Dec..
  2. DeJong, David N & Whiteman, Charles H, 1991, "The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function," American Economic Review, American Economic Association, volume 81, issue 3, pages 600-617, June.
  3. DeJong, David N. & Whiteman, Charles H., 1991, "On robustness," Journal of Monetary Economics, Elsevier, volume 28, issue 2, pages 265-270, October.
  4. DeJong, David N. & Whiteman, Charles H., 1991, "Reconsidering 'trends and random walks in macroeconomic time series'," Journal of Monetary Economics, Elsevier, volume 28, issue 2, pages 221-254, October.

1990

  1. Brent W. Ambrose, 1990, "An Analysis of the Factors Affecting Light Industrial Property Valuation," Journal of Real Estate Research, American Real Estate Society, volume 5, issue 3, pages 355-370.
  2. Ambrose, Brent William, 1990, "Corporate Real Estate's Impact on the Takeover Market," The Journal of Real Estate Finance and Economics, Springer, volume 3, issue 4, pages 307-322, December.

1986

  1. Whiteman, Charles H, 1986, "An Analytical Policy Design under Rational Expectations," Econometrica, Econometric Society, volume 54, issue 6, pages 1387-1405, November.

1985

  1. Whiteman, Charles H., 1985, "Spectral utility, wiener-hopf techniques, and rational expectations," Journal of Economic Dynamics and Control, Elsevier, volume 9, issue 2, pages 225-240, October.
  2. Hamilton, James D. & Whiteman, Charles H., 1985, "The observable implications of self-fulfilling expectations," Journal of Monetary Economics, Elsevier, volume 16, issue 3, pages 353-373, November.

1984

  1. Whiteman, Charles H, 1984, "Lucas on the Quantity Theory: Hypothesis Testing without Theory," American Economic Review, American Economic Association, volume 74, issue 4, pages 742-749, September.

1981

  1. Thomas H. Turner & Charles H. Whiteman, 1981, "Econometric policy evaluation under rational expectations," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 5, issue Spr / Sum, DOI: 10.21034/qr.522.

1978

  1. Charles H. Whiteman, 1978, "A new investigation of the impact of wage and price controls," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 2, issue Spr, DOI: 10.21034/qr.222.

Books

2007

  1. Sumit Agarwal & Brent W. Ambrose (ed.), 2007, "Household Credit Usage," Palgrave Macmillan Books, Palgrave Macmillan, number 978-0-230-60891-7, ISBN: ARRAY(0xa40316a0), April, DOI: 10.1057/9780230608917.

1979

  1. Charles H. Whiteman, 1979, "A new investigation of the impact of wage and price controls," Monograph, Federal Reserve Bank of New York, number 1979aniotiowap.

Chapters

2022

  1. Ren-Raw Chen & Jing-Zhi Huang, 2022, "Credit Derivatives," Springer Books, Springer, chapter 6, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_6.
  2. Takahiro Hattori & Jiro Yoshida, 2022, "The Bank of Japan as a real estate tycoon: large-scale REIT purchases," Chapters, Edward Elgar Publishing, chapter 2, in: Charles K.Y. Leung, "Handbook of Real Estate and Macroeconomics".

2018

  1. Sumit Agarwal & Brent W. Ambrose, 2018, "The effect of advertising on home equity credit choices," Chapters, Edward Elgar Publishing, chapter 5, in: Joshua C. Teitelbaum & Kathryn Zeiler, "Research Handbook on Behavioral Law and Economics".

2007

  1. Sumit Agarwal & Brent W. Ambrose, 2007, "Household Finance and the Financial Decision-Making Process," Palgrave Macmillan Books, Palgrave Macmillan, chapter 0, in: Sumit Agarwal & Brent W. Ambrose, "Household Credit Usage", DOI: 10.1057/9780230608917_1.
  2. Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet, 2007, "Asymmetric Information and the Automobile Loan Market," Palgrave Macmillan Books, Palgrave Macmillan, chapter 0, in: Sumit Agarwal & Brent W. Ambrose, "Household Credit Usage", DOI: 10.1057/9780230608917_6.
  3. Steven Huddart & John S. Hughes & Carolyn B. Levine, 2007, "Public Disclosure of Trades by Corporate Insiders in Financial Markets and Tacit Coordination," Springer Books, Springer, chapter 0, in: Rick Antle & Frøystein Gjesdal & Pierre Jinghong Liang, "Essays in Accounting Theory in Honour of Joel S. Demski", DOI: 10.1007/978-0-387-30399-4_10.

2006

  1. Geweke, John & Whiteman, Charles, 2006, "Bayesian Forecasting," Handbook of Economic Forecasting, Elsevier, chapter 1, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting".

1999

  1. Jing-Zhi Huang & Marti G. Subrahmanyam & G. George Yu, 1999, "Pricing And Hedging American Options: A Recursive Integration Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".

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