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Publications

by members of

Department of Finance
W.P. Carey School of Business
Arizona State University
Tempe, Arizona (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2015

  1. Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015. "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers 20963, National Bureau of Economic Research, Inc.
  2. De Pooter, Michiel & Rebecca, DeSimone & Martin, Robert F. & Pruitt, Seth, 2015. "Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?," International Finance Discussion Papers 1139, Board of Governors of the Federal Reserve System (U.S.).
  3. De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2015. "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers 1138, Board of Governors of the Federal Reserve System (U.S.).

2013

  1. Jinill Kim & Seth Pruitt, 2013. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," CAMA Working Papers 2013-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2010

  1. Jennifer L. Doleac & Luke C.D. Stein, 2010. "The Visible Hand: Race and Online Market Outcomes," Discussion Papers 09-015, Stanford Institute for Economic Policy Research.
  2. James D. Hamilton & Seth Pruitt & Scott Borger, 2010. "Estimating the Market-Perceived Monetary Policy Rule," NBER Working Papers 16412, National Bureau of Economic Research, Inc.

2009

  1. Nir Jaimovich & Seth Pruitt & Henry E. Siu, 2009. "The Demand for Youth: Implications for the Hours Volatility Puzzle," NBER Working Papers 14697, National Bureau of Economic Research, Inc.
  2. Max Floetotto & Nir Jaimovich & Seth Pruitt, 2009. "Markup variation and endogenous fluctuations in the price of investment goods," International Finance Discussion Papers 968, Board of Governors of the Federal Reserve System (U.S.).
  3. James D. Hamilton & Seth Pruitt & Scott C. Borger, 2009. "The market-perceived monetary policy rule," International Finance Discussion Papers 982, Board of Governors of the Federal Reserve System (U.S.).

2008

  1. Seth Pruitt, 2008. "Uncertainty over models and data: the rise and fall of American inflation," International Finance Discussion Papers 962, Board of Governors of the Federal Reserve System (U.S.).

2007

  1. Coles, Jeffrey & Lemmon, Michael & Meschke, Felix, 2007. "Structural Models and Endogeneity in Corporate Finance: the Link Between Managerial Ownership and Corporate Performance," MPRA Paper 4374, University Library of Munich, Germany, revised 15 Feb 2007.

1995

  1. Brickley, J.A. & Coles, J.L. & Jarrell, G., 1995. "Corporate Leadership Structure: On the Separation of the Positions of CEO and Chairman of the Board," Papers 95-02, Rochester, Business - Financial Research and Policy Studies.

1991

  1. Bizjak, J. & Brickley, J.A. & Coles, J.L., 1991. "Stock-Based Incentive Compensation, Asymmetric Information and Investment Behaviour," Papers 91-11, Rochester, Business - Managerial Economics Research Center.

Journal articles

2016

  1. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.

2015

  1. Kelly, Bryan & Pruitt, Seth, 2015. "The three-pass regression filter: A new approach to forecasting using many predictors," Journal of Econometrics, Elsevier, vol. 186(2), pages 294-316.

2013

  1. Jennifer L. Doleac & Luke C.D. Stein, 2013. "The Visible Hand: Race and Online Market Outcomes," Economic Journal, Royal Economic Society, vol. 123(11), pages 469-492, November.
  2. Nir Jaimovich & Seth Pruitt & Henry E. Siu, 2013. "The Demand for Youth: Explaining Age Differences in the Volatility of Hours," American Economic Review, American Economic Association, pages 3022-3044.
  3. Bryan Kelly & Seth Pruitt, 2013. "Market Expectations in the Cross-Section of Present Values," Journal of Finance, American Finance Association, vol. 68(5), pages 1721-1756, October.

2012

  1. Coles, Jeffrey L. & Lemmon, Michael L. & Felix Meschke, J., 2012. "Structural models and endogeneity in corporate finance: The link between managerial ownership and corporate performance," Journal of Financial Economics, Elsevier, vol. 103(1), pages 149-168.
  2. Seth Pruitt, 2012. "Uncertainty Over Models and Data: The Rise and Fall of American Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 341-365, March.

2011

  1. James D. Hamilton & Seth Pruitt & Scott Borger, 2011. "Estimating the Market-Perceived Monetary Policy Rule," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 1-28, July.

2010

  1. Carr Bettis & John Bizjak & Jeffrey Coles & Swaminathan Kalpathy, 2010. "Stock and Option Grants with Performance-based Vesting Provisions," Review of Financial Studies, Society for Financial Studies, vol. 23(10), pages 3849-3888, October.

2008

  1. Coles, Jeffrey L., 2008. "Disclosure policy: A discussion of Leuz, Triantis and Wang (2008) on "going dark"," Journal of Accounting and Economics, Elsevier, vol. 45(2-3), pages 209-220, August.
  2. Coles, Jeffrey L. & Daniel, Naveen D. & Naveen, Lalitha, 2008. "Boards: Does one size fit all," Journal of Financial Economics, Elsevier, vol. 87(2), pages 329-356, February.

2006

  1. Coles, Jeffrey L. & Hertzel, Michael & Kalpathy, Swaminathan, 2006. "Earnings management around employee stock option reissues," Journal of Accounting and Economics, Elsevier, vol. 41(1-2), pages 173-200, April.
  2. Coles, Jeffrey L. & Daniel, Naveen D. & Naveen, Lalitha, 2006. "Managerial incentives and risk-taking," Journal of Financial Economics, Elsevier, vol. 79(2), pages 431-468, February.

2003

  1. Jeffrey L. Coles & Chun-Keung Hoi, 2003. "New Evidence on the Market for Directors: Board Membership and Pennsylvania Senate Bill 1310," Journal of Finance, American Finance Association, vol. 58(1), pages 197-230, February.

2000

  1. Jeffrey L. Coles & Jose Suay & Denise Woodbury, 2000. "Fund Advisor Compensation in Closed-End Funds," Journal of Finance, American Finance Association, vol. 55(3), pages 1385-1414, June.
  2. Bettis, J. C. & Coles, J. L. & Lemmon, M. L., 2000. "Corporate policies restricting trading by insiders," Journal of Financial Economics, Elsevier, vol. 57(2), pages 191-220, August.

1999

  1. Brickley, James A. & Linck, James S. & Coles, Jeffrey L., 1999. "What happens to CEOs after they retire? New evidence on career concerns, horizon problems, and CEO incentives," Journal of Financial Economics, Elsevier, vol. 52(3), pages 341-377, June.

1998

  1. Sanjai Bhagat & John Bizjak & Jeffrey L. Coles, 1998. "The Shareholder Wealth Implications of Corporate Lawsuits," Financial Management, Financial Management Association, vol. 27(4), Winter.

1997

  1. Brickley, James A. & Coles, Jeffrey L. & Jarrell, Gregg, 1997. "Leadership structure: Separating the CEO and Chairman of the Board," Journal of Corporate Finance, Elsevier, vol. 3(3), pages 189-220, June.

1995

  1. Bizjak, John M & Coles, Jeffrey L, 1995. "The Effect of Private Antitrust Litigation on the Stock-Market Valuation of the Firm," American Economic Review, American Economic Association, pages 436-461.
  2. Coles, Jeffrey L. & Loewenstein, Uri & Suay, Jose, 1995. "On Equilibrium Pricing under Parameter Uncertainty," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(03), pages 347-364, September.

1994

  1. Bhagat, Sanjai & Brickley, James A. & Coles, Jeffrey L., 1994. "The costs of inefficient bargaining and financial distress *1: Evidence from corporate lawsuits," Journal of Financial Economics, Elsevier, vol. 35(2), pages 221-247, April.
  2. Brickley, James A. & Coles, Jeffrey L. & Terry, Rory L., 1994. "Outside directors and the adoption of poison pills," Journal of Financial Economics, Elsevier, vol. 35(3), pages 371-390, June.

1993

  1. Bizjak, John M. & Brickley, James A. & Coles, Jeffrey L., 1993. "Stock-based incentive compensation and investment behavior," Journal of Accounting and Economics, Elsevier, vol. 16(1-3), pages 349-372, April.

1988

  1. Coles, Jeffrey L. & Loewenstein, Uri, 1988. "Equilibrium pricing and portfolio composition in the presence of uncertain parameters," Journal of Financial Economics, Elsevier, vol. 22(2), pages 279-303, December.

1986

  1. Coles, Jeffrey L., 1986. "Equilibrium turnpike theory with time-separable utility," Journal of Economic Dynamics and Control, Elsevier, vol. 10(3), pages 367-394, September.
  2. Coles, Jeffrey L, 1986. "Nonconvexity in General Equilibrium Labor Markets," Journal of Labor Economics, University of Chicago Press, vol. 4(3), pages 415-437, July.

1985

  1. Coles, Jeffrey L & Harte-Chen, Paul, 1985. "Real Wage Indices," Journal of Labor Economics, University of Chicago Press, vol. 3(3), pages 317-336, July.
  2. Coles, Jeffrey Link, 1985. "Equilibrium Turnpike Theory with Constant Returns to Scale and Possible Heterogeneous Discount Factors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 671-679, October.

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