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Publications

by members of

University of Miami → Miami Herbert Business School → Department of Finance

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

2020

  1. Nayara Aguiar & Indraneel Chakraborty & Vijay Gupta, 2020, "Renewable Power Trades and Network Congestion Externalities," Papers, arXiv.org, number 2006.00916, May, revised Jan 2021.

2012

  1. Holter, Hans A & Chakraborty, Indraneel & Stepanchuk, Serhiy, 2012, "Marriage Stability, Taxation and Aggregate Labor Supply in the U.S. vs. Europe," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics, number 2012:7, May.

2010

  1. Chakraborty, Indraneel, 2010, "Investment and Financing under Reverse Asset Substitution," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-2, Jan.

2000

  1. Robert A. Connolly & Christopher T. Stivers, 2000, "Evidence on the Economics of Equity Return Volatility Clustering," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1575, Aug.

1999

  1. Robert A. Connolly & Paisan Limratanamongkol, 1999, "Cointegration Modeling of Expected Exchange Rates," Computing in Economics and Finance 1999, Society for Computational Economics, number 1112, Mar.
  2. Robert A. Connolly & Nuray Güner, 1999, "Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility," Computing in Economics and Finance 1999, Society for Computational Economics, number 943, Mar.

Undated

  1. Indraneel Chakraborty & Michael Ewens, undated, "Does Security Choice Matter in Venture Capital? The Case of Venture Debt," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2012-E35.

Journal articles

2023

  1. Chakraborty, Indraneel & Chava, Sudheer & Ganduri, Rohan, 2023, "Credit Default Swaps and Lender Incentives in Bank Debt Renegotiations," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 5, pages 1911-1942, August.

2022

  1. Walter I. Boudry & Robert A. Connolly & Eva Steiner, 2022, "What happens during flight to safety: Evidence from public and private real estate markets," Real Estate Economics, American Real Estate and Urban Economics Association, volume 50, issue 1, pages 147-172, March, DOI: 10.1111/1540-6229.12304.
  2. Campello, Murillo & Connolly, Robert A. & Kankanhalli, Gaurav & Steiner, Eva, 2022, "Do real estate values boost corporate borrowing? Evidence from contract-level data," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 611-644, DOI: 10.1016/j.jfineco.2021.06.021.
  3. Naresh Bansal & Robert A. Connolly & Chris Stivers, 2022, "Beta and size equity premia following a high‐VIX threshold," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 42, issue 8, pages 1491-1517, August, DOI: 10.1002/fut.22343.

2021

  1. Bazley, William J. & Bonaparte, Yosef & Korniotis, George M., 2021, "Financial Self-awareness: Who Knows What They Don’t Know?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101445.
  2. Robert A Connolly & David Dubofsky & Chris Stivers, 2021, "Economic-State Variation in Uncertainty-Yield Dynamics
    [Do macro variables, asset markets, or surveys forecast inflation better?]    ," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 1, pages 60-104.

2020

  1. Chakraborty, Indraneel & Goldstein, Itay & MacKinlay, Andrew, 2020, "Monetary stimulus and bank lending," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 189-218, DOI: 10.1016/j.jfineco.2019.09.007.

2018

  1. Indraneel Chakraborty & Michael Ewens, 2018, "Managing Performance Signals Through Delay: Evidence from Venture Capital," Management Science, INFORMS, volume 64, issue 6, pages 2875-2900, June, DOI: 10.287/mnsc.2016.2662.
  2. Indraneel Chakraborty & Itay Goldstein & Andrew MacKinlay, 2018, "Housing Price Booms and Crowding-Out Effects in Bank Lending," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2806-2853.
  3. Mike Aguilar & Walter I. Boudry & Robert A. Connolly, 2018, "The Dynamics of REIT Pricing Efficiency," Real Estate Economics, American Real Estate and Urban Economics Association, volume 46, issue 1, pages 251-283, March, DOI: 10.1111/1540-6229.12210.
  4. Connolly, Robert & Dubofsky, David & Stivers, Chris, 2018, "Macroeconomic uncertainty and the distant forward-rate slope," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 140-161, DOI: 10.1016/j.jempfin.2018.06.008.

2017

  1. Chakraborty, Indraneel & Hai, Rong & Holter, Hans A. & Stepanchuk, Serhiy, 2017, "The real effects of financial (dis)integration: A multi-country equilibrium analysis of Europe," Journal of Monetary Economics, Elsevier, volume 85, issue C, pages 28-45, DOI: 10.1016/j.jmoneco.2016.11.003.
  2. Siddhartha Biswas & Indraneel Chakraborty & Rong Hai, 2017, "Income Inequality, Tax Policy, and Economic Growth," Economic Journal, Royal Economic Society, volume 0, issue 601, pages 688-727, May.

2015

  1. Chakraborty, Indraneel & Holter, Hans A. & Stepanchuk, Serhiy, 2015, "Marriage stability, taxation and aggregate labor supply in the U.S. vs. Europe," Journal of Monetary Economics, Elsevier, volume 72, issue C, pages 1-20, DOI: 10.1016/j.jmoneco.2015.01.001.
  2. Bansal, Naresh & Connolly, Robert A. & Stivers, Chris, 2015, "Equity volatility as a determinant of future term-structure volatility," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 33-51, DOI: 10.1016/j.finmar.2015.05.002.

2014

  1. Bansal, Naresh & Connolly, Robert A. & Stivers, Chris, 2014, "The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 3, pages 699-724, June.

2013

  1. Chakraborty, Indraneel & Gantchev, Nickolay, 2013, "Does shareholder coordination matter? Evidence from private placements," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 213-230, DOI: 10.1016/j.jfineco.2012.10.001.

2012

  1. Connolly Robert & Rendleman Richard J., 2012, "Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup," Journal of Quantitative Analysis in Sports, De Gruyter, volume 8, issue 4, pages 1-33, November, DOI: 10.1515/1559-0410.1495.
  2. Robert A. Connolly & Richard J. Rendleman, 2012, "What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't)," Interfaces, INFORMS, volume 42, issue 6, pages 554-576, December, DOI: 10.1287/inte.1110.0615.

2011

  1. Connolly Robert A. & Rendleman Richard J., 2011, "Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf," Journal of Quantitative Analysis in Sports, De Gruyter, volume 7, issue 4, pages 1-50, October, DOI: 10.2202/1559-0410.1308.

2010

  1. Naresh Bansal & Robert A. Connolly & Chris Stivers, 2010, "Regime‐switching in stock index and Treasury futures returns and measures of stock market stress," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 30, issue 8, pages 753-779, August.

2009

  1. Connolly Robert A. & Rendleman Richard J, 2009, "Dominance, Intimidation, and 'Choking' on the PGA Tour," Journal of Quantitative Analysis in Sports, De Gruyter, volume 5, issue 3, pages 1-34, July, DOI: 10.2202/1559-0410.1161.

2008

  1. Connolly, Robert A. & Rendleman, Richard J., 2008, "Skill, Luck, and Streaky Play on the PGA Tour," Journal of the American Statistical Association, American Statistical Association, volume 103, pages 74-88, March.

2007

  1. Connolly, Robert A. & Stivers, Chris & Sun, Licheng, 2007, "Commonality in the time-variation of stock-stock and stock-bond return comovements," Journal of Financial Markets, Elsevier, volume 10, issue 2, pages 192-218, May.
  2. Robert A. Connolly & Z. Nuray G‹Ner & Kenneth N. Hightower, 2007, "Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 2-3, pages 689-702, March.

2006

  1. Connolly, Robert & Stivers, Chris, 2006, "Information content and other characteristics of the daily cross-sectional dispersion in stock returns," Journal of Empirical Finance, Elsevier, volume 13, issue 1, pages 79-112, January.

2005

  1. Robert Connolly & Chris Stivers, 2005, "Macroeconomic News, Stock Turnover, And Volatility Clustering In Daily Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 28, issue 2, pages 235-259, June, DOI: 10.1111/j.1475-6803.2005.00123.x.
  2. Connolly, Robert & Stivers, Chris & Sun, Licheng, 2005, "Stock Market Uncertainty and the Stock-Bond Return Relation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 1, pages 161-194, March.

2003

  1. Robert Connolly & Chris Stivers, 2003, "Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion," Journal of Finance, American Finance Association, volume 58, issue 4, pages 1521-1556, August, DOI: 10.1111/1540-6261.00576.
  2. Connolly, Robert A. & Wang, F. Albert, 2003, "International equity market comovements: Economic fundamentals or contagion?," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 1, pages 23-43, January.

1993

  1. John J. Pringle & Robert A. Connolly, 1993, "The Nature And Causes Of Foreign Currency Exposure," Journal of Applied Corporate Finance, Morgan Stanley, volume 6, issue 3, pages 61-72, September, DOI: 10.1111/j.1745-6622.1993.tb00234.x.

1991

  1. Connolly, Robert A., 1991, "A posterior odds analysis of the weekend effect," Journal of Econometrics, Elsevier, volume 49, issue 1-2, pages 51-104.

1990

  1. Connolly, Robert A. & Hirschey, Mark, 1990, "Firm size and R&D effectiveness : A value-based test," Economics Letters, Elsevier, volume 32, issue 3, pages 289-294, March.

1989

  1. Connolly, Robert A., 1989, "An Examination of the Robustness of the Weekend Effect," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 24, issue 2, pages 133-169, June.
  2. Allen, Stuart D & Connolly, Robert A, 1989, "Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 21, issue 2, pages 158-175, May.

1988

  1. Connolly, Robert A. & Hirschey, Mark, 1988, "Market value and patents : A Bayesian approach," Economics Letters, Elsevier, volume 27, issue 1, pages 83-87.
  2. Connolly, Robert A. & Hirschey, Mark, 1988, "Concentration and profits: A test of the accounting bias hypothesis," Journal of Accounting and Public Policy, Elsevier, volume 7, issue 4, pages 313-334.

1987

  1. Barry T. Hirsch & Robert A. Connolly, 1987, "Do Unions Capture Monopoly Profits?," ILR Review, Cornell University, ILR School, volume 41, issue 1, pages 118-136, October.

1986

  1. Connolly, Robert A & Hirsch, Barry T & Hirschey, Mark, 1986, "Union Rent Seeking, Intangible Capital, and Market Value of the Firm," The Review of Economics and Statistics, MIT Press, volume 68, issue 4, pages 567-577, November.

1985

  1. Connolly, Robert A. & Lacivita, C. J., 1985, "A note on the statistical properties of aggregate q measures," Economics Letters, Elsevier, volume 19, issue 2, pages 177-181.
  2. Connolly, Robert A. & Schwartz, Steven, 1985, "The intertemporal behavior of economic profits," International Journal of Industrial Organization, Elsevier, volume 3, issue 4, pages 379-400, December.

1984

  1. Connolly, Robert A & Hirschey, Mark, 1984, "R&D, Market Structure, and Profits: A Value-Based Approach," The Review of Economics and Statistics, MIT Press, volume 66, issue 4, pages 682-686, November.

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