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Publications

by members of

Michigan State University → Eli Broad Graduate School of Management → 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. Find also a compilation of publications from alumni here.

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

| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Bruce I. Carlin & Ryan D. Israelsen & Christopher F. Wazzan, 2026, "AI Managed Household Portfolios: A Preliminary Report," NBER Working Papers, National Bureau of Economic Research, Inc, number 35153, Apr.

2023

  1. Azi Ben-Rephael & Bruce I. Carlin & Zhi Da & Ryan D. Israelsen, 2023, "Security Analysis and the Collection of Hard and Soft Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 31936, Dec.

2021

  1. Azi Ben-Rephael & Bruce I. Carlin & Zhi Da & Ryan D. Israelsen, 2021, "Uncovering the Hidden Effort Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 28441, Feb.

2020

  1. Pinar Yildirim & Andrei Simonov & Maria Petrova & Ricardo Perez-Truglia, 2020, "Are Political and Charitable Giving Substitutes? Evidence from the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 26616, Jan.

2017

  1. Azi Ben-Rephael & Bruce I. Carlin & Zhi Da & Ryan D. Israelsen, 2017, "Demand for Information and Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 23274, Mar.

2015

  1. Simonov, Andrei & Bodnaruk, Andriy & Chokaev, Bekhan, 2015, "Downside Risk Timing by Mutual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 10639, May.

2010

  1. Rocco Huang, 2010, "How committed are bank lines of credit? Experiences in the subprime mortgage crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 10-25.

2009

  1. Rocco Huang & Lev Ratnovski, 2009, "The dark side of bank wholesale funding," Working Papers, Federal Reserve Bank of Philadelphia, number 09-3.
  2. Rocco Huang, 2009, "Creditor control of free cash flow," Working Papers, Federal Reserve Bank of Philadelphia, number 09-30.
  3. Martijn Cremers & Rocco Huang & Zacharias Sautner, 2009, "Internal capital markets and corporate politics in a banking group," Working Papers, Federal Reserve Bank of Philadelphia, number 09-31.
  4. Mariassunta Giannetti & Andrei Simonov, 2009, "On the Real Effects of Bank Bailouts: Micro-Evidence from Japan," Working Papers, Fondazione Eni Enrico Mattei, number 2009.103, Nov.

2008

  1. Rocco Huang, 2008, "The effect of monetary tightening on local banks," Working Papers, Federal Reserve Bank of Philadelphia, number 08-20.
  2. Massa, Massimo & Simonov, Andrei & Bodnaruk, Andriy, 2008, "Investment Banks as Insiders and the Market for Corporate Control," CEPR Discussion Papers, Centre for Economic Policy Research, number 6953, Sep.

2005

  1. Rocco Huang, 2005, "Tolerance For Uncertainty and the Growth of Informationally Opaque Industries," Macroeconomics, University Library of Munich, Germany, number 0507020, Jul.
  2. Rocco Huang, 2005, "Industry Choices and Social Interactions of Entrepreneurs: Identification by Residential Addresses," Labor and Demography, University Library of Munich, Germany, number 0507010, Jul, revised 14 Sep 2005.
  3. Rocco Huang, 2005, "Distance and Trade: Disentangling unfamiliarity effects and transport cost effects," International Trade, University Library of Munich, Germany, number 0511010, Nov.

2004

  1. Kandel, Eugene & Massa, Massimo & Simonov, Andrei & Bodnaruk, Andriy, 2004, "Shareholder Diversification and IPOs," CEPR Discussion Papers, Centre for Economic Policy Research, number 4820, Dec.
  2. William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004, "Portfolio Diversification and City Agglomeration," NBER Working Papers, National Bureau of Economic Research, Inc, number 10343, Mar.
  3. Goetzmann, William & Massa, Massimo & Simonov, Andrei, 2004, "Portfolio Diversification, Proximity Investment and City Agglomeration," CEPR Discussion Papers, Centre for Economic Policy Research, number 4786, Dec.
  4. Massa, Massimo & Simonov, Andrei, 2004, "History versus Geography: The Role of College Interaction in Portfolio Choice and Stock Market Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 4815, Dec.
  5. Massa, Massimo & Simonov, Andrei, 2004, "Hedging, Familiarity and Portfolio Choice," SIFR Research Report Series, Institute for Financial Research, number 21, Mar.

2003

  1. Giannetti, Mariassunta & Simonov, Andrei, 2003, "Does Prestige Matter More than Profits? Evidence from Entrepreneurial Choice," CEPR Discussion Papers, Centre for Economic Policy Research, number 4157, Dec.
  2. Giannetti, Mariassunta & Simonov, Andrei, 2003, "Which Investors Fear Expropriation? Evidence from Investors' Stock Picking," CEPR Discussion Papers, Centre for Economic Policy Research, number 3843, Mar.

2002

  1. Giannetti, Mariassunta & Simonov, Andrei, 2002, "Which Investors Fear Expropriation?," SIFR Research Report Series, Institute for Financial Research, number 10, Nov.

2001

  1. L. Israelsen & R. Israelsen & K. Israelsen, 2001, "Determinants of life expectancies in U.S. counties," Working Papers, Utah State University, Department of Economics, number 2001-17, Jun.
  2. Massa, Massimo & Simonov, Andrei, 2001, "Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market," SIFR Research Report Series, Institute for Financial Research, number 5, Nov.

Undated

  1. L. Israelsen & K. Israelsen & R. Israelsen, undated, "The determinants of life expectancies in mountain states counties," Working Papers, Utah State University, Department of Economics, number 2001-15.

Journal articles

2021

  1. Azi Ben‐Rephael & Bruce I. Carlin & Zhi Da & Ryan D. Israelsen, 2021, "Information Consumption and Asset Pricing," Journal of Finance, American Finance Association, volume 76, issue 1, pages 357-394, February, DOI: 10.1111/jofi.12975.

2018

  1. Jess Cornaggia & Kimberly J. Cornaggia & Ryan D. Israelsen, 2018, "Credit Ratings and the Cost of Municipal Financing," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 6, pages 2038-2079.

2017

  1. Israelsen, Ryan D. & Yonker, Scott E., 2017, "Key Human Capital," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 1, pages 175-214, February.
  2. Azi Ben-Rephael & Zhi Da & Ryan D. Israelsen, 2017, "It Depends on Where You Search: Institutional Investor Attention and Underreaction to News," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 9, pages 3009-3047.

2016

  1. Israelsen, Ryan D., 2016, "Does Common Analyst Coverage Explain Excess Comovement?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 4, pages 1193-1229, August.
  2. Bodnaruk, Andriy & O'Brien, William & Simonov, Andrei, 2016, "Captive finance and firm's competitiveness," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 210-228, DOI: 10.1016/j.jcorpfin.2015.12.018.

2015

  1. Massa, Massimo & Simonov, Andrei & Stenkrona, Anders, 2015, "Style representation and portfolio choice," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 1-25, DOI: 10.1016/j.finmar.2015.02.001.
  2. Bodnaruk, Andriy & Simonov, Andrei, 2015, "Do financial experts make better investment decisions?," Journal of Financial Intermediation, Elsevier, volume 24, issue 4, pages 514-536, DOI: 10.1016/j.jfi.2014.09.001.

2013

  1. Bodnaruk, Andriy & Massa, Massimo & Simonov, Andrei, 2013, "Alliances and corporate governance," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 671-693, DOI: 10.1016/j.jfineco.2012.09.010.
  2. Mariassunta Giannetti & Andrei Simonov, 2013, "On the Real Effects of Bank Bailouts: Micro Evidence from Japan," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 1, pages 135-167, January.

2011

  1. Massimo Massa & Andrei Simonov, 2011, "Is College a Focal Point of Investor Life?," Review of Finance, European Finance Association, volume 15, issue 4, pages 757-797.
  2. Kandel, Eugene & Massa, Massimo & Simonov, Andrei, 2011, "Do small shareholders count?," Journal of Financial Economics, Elsevier, volume 101, issue 3, pages 641-665, September.

2010

  1. Rocco Huang, 2010, "Because I'm worth it? CEO pay and corporate governance," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 12-19.

2009

  1. Mariassunta Giannetti & Andrei Simonov, 2009, "Social Interactions and Entrepreneurial Activity," Journal of Economics & Management Strategy, Wiley Blackwell, volume 18, issue 3, pages 665-709, September, DOI: 10.1111/j.1530-9134.2009.00226.x.
  2. Andriy Bodnaruk & Massimo Massa & Andrei Simonov, 2009, "Investment Banks as Insiders and the Market for Corporate Control," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 12, pages 4989-5026, December.
  3. Massimo Massa & Andrei Simonov, 2009, "Experimentation in Financial Markets," Management Science, INFORMS, volume 55, issue 8, pages 1377-1390, August, DOI: 10.1287/mnsc.1090.1030.

2008

  1. Huang, Rocco R., 2008, "Tolerance for uncertainty and the growth of informationally opaque industries," Journal of Development Economics, Elsevier, volume 87, issue 2, pages 333-353, October.
  2. Huang, Rocco R., 2008, "Evaluating the real effect of bank branching deregulation: Comparing contiguous counties across US state borders," Journal of Financial Economics, Elsevier, volume 87, issue 3, pages 678-705, March.
  3. Andriy Bodnaruk & Eugene Kandel & Massimo Massa & Andrei Simonov, 2008, "Shareholder Diversification and the Decision to Go Public," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 6, pages 2779-2824, November.

2007

  1. Huang, Rocco R., 2007, "Distance and trade: Disentangling unfamiliarity effects and transport cost effects," European Economic Review, Elsevier, volume 51, issue 1, pages 161-181, January.
  2. Dennis R. Capozza & Ryan D. Israelsen, 2007, "Predictability in Equilibrium: The Price Dynamics of Real Estate Investment Trusts," Real Estate Economics, American Real Estate and Urban Economics Association, volume 35, issue 4, pages 541-567, December, DOI: 10.1111/j.1540-6229.2007.00200.x.

2006

  1. Mariassunta Giannetti & Andrei Simonov, 2006, "Which Investors Fear Expropriation? Evidence from Investors' Portfolio Choices," Journal of Finance, American Finance Association, volume 61, issue 3, pages 1507-1547, June, DOI: 10.1111/j.1540-6261.2006.00879.x.
  2. Massimo Massa & Andrei Simonov, 2006, "Hedging, Familiarity and Portfolio Choice," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 2, pages 633-685.

2005

  1. Massa, Massimo & Simonov, Andrei, 2005, "Is learning a dimension of risk?," Journal of Banking & Finance, Elsevier, volume 29, issue 10, pages 2605-2632, October.
  2. Massimo Massa & Andrei Simonov, 2005, "Behavioral Biases and Investment," Review of Finance, Springer, volume 9, issue 4, pages 483-507, December, DOI: 10.1007/s10679-005-4998-y.

2003

  1. Massa, Massimo & Simonov, Andrei, 2003, "Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market," Journal of Financial Markets, Elsevier, volume 6, issue 2, pages 99-141, April.

Chapters

2007

  1. Mariassunta Giannetti & Andrei Simonov, 2007, "Social Interactions and Entrepreneurial Activity," NBER Chapters, National Bureau of Economic Research, Inc, "Entrepreneurship: Strategy and Structure".

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