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Publications

by members of

University of Toronto → Rotman School of Management → 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 | Chapters |

Working papers

2026

  1. Alexander Dyck & Freda Fang & Camille Hebert & Ting Xu, 2026, "Venture Fraud," NBER Working Papers, National Bureau of Economic Research, Inc, number 34868, Feb.
  2. Bing Han & Haoyang Liu & Pengfei Sui, 2026, "Social Network and Sentiment Contagion: Evidence from the Bitcoin Market," Working Papers, Federal Reserve Bank of Dallas, number 2605, Mar, DOI: 10.24149/wp2605.
  3. Raymond Fisman & Aron Malatinszky & Eyub Yegen, 2026, "Electoral Incentives and Government Transparency: Evidence from Freedom of Information Requests," NBER Working Papers, National Bureau of Economic Research, Inc, number 35248, May.

2024

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2023

  1. Leilei Shi & Bing Han & Yingzi Zhu & Liyan Han & Yiwen Wang & Yan Piao, 2023, "Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume," Papers, arXiv.org, number 2310.05322, Oct.
  2. Marianne Bertrand & Matilde Bombardini & Raymond Fisman & Francesco Trebbi & Eyub Yegen, 2023, "Investing in Influence: Investors, Portfolio Firms, and Political Giving," NBER Working Papers, National Bureau of Economic Research, Inc, number 30876, Jan.

2020

  1. Han, Bing & Han, Lu & Zhou, Zhengyi, 2020, "Housing Market and Entrepreneurship: Micro Evidence from China," MPRA Paper, University Library of Munich, Germany, number 102597, Jun, revised 17 Aug 2020.
  2. John M. Maheu & Thomas H. McCurdy & Yong Song, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," Papers, arXiv.org, number 2012.01623, Dec.
  3. Yuxi Cai & Fan Long & Andreas Park & Andreas Veneris, 2020, "Engineering Economics in the Conflux Network," Papers, arXiv.org, number 2004.13696, Apr.

2019

  1. Bing Han & David Hirshleifer & Johan Walden, 2019, "Visibility Bias in the Transmission of Consumption Beliefs and Undersaving," NBER Working Papers, National Bureau of Economic Research, Inc, number 25566, Feb.
  2. Andreas Veneris & Andreas Park, 2019, "Special Drawing Rights in a New Decentralized Century," Papers, arXiv.org, number 1907.11057, Jun.
  3. Michael Brolley & Marius Zoican, 2019, "Liquid Speed: On-Demand Fast Trading at Distributed Exchanges," Papers, arXiv.org, number 1907.10720, Jul.

2018

  1. Bing Han & David Hirshleifer & Johan Walden, 2018, "Social Transmission Bias and Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 24281, Feb.

2017

  1. Kick, Thomas & Celerier, Claire & Ongena, Steven, 2017, "Changes in the Cost of Bank Equity and the Supply of Bank Credit," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168164.
  2. Vives, Xavier & Yang, Liyan & Mondria, Jordi, 2017, "Costly Interpretation of Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 12360, Oct.
  3. Mariana Khapko & Marius Andrei Zoican, 2017, ""Smart" Settlement," Post-Print, HAL, number hal-01491563, May.
  4. Albert Menkveld & Marius Andrei Zoican, 2017, "Need for Speed? Exchange Latency and Liquidity," Post-Print, HAL, number hal-01501352, DOI: 10.1093/rfs/hhx006.

2016

  1. Célérier, Claire & Vallée, Boris, 2016, "Catering to investors through product complexity," ESRB Working Paper Series, European Systemic Risk Board, number 14, Jun.
  2. Gunther Capelle-Blancard & Claire Célérier, 2016, "Étudier à Paris, travailler à Londres : fuite des cerveaux et allocation des talents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01441800.
  3. Lucyna Anna Gornicka & Marius Andrei Zoican, 2016, "Too-International-to-Fail? Supranational Bank Resolution and Market Discipline," Post-Print, HAL, number hal-01253632.
  4. Marlene Haas & Marius Andrei Zoican, 2016, "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print, HAL, number hal-01484805, May.
  5. Albert Menkveld & Emiliano Pagnotta & Marius Andrei Zoican, 2016, "Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets," Working Papers, HAL, number hal-01253702, Jan.

2014

  1. Kadir G. Babaoglou & Peter Christoffersen & Steven L. Heston & Kris Jacobs, 2014, "Option Valuation with Volatility Components, Fat Tails, and Nonlinear Pricing Kernels," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-55, Nov.
  2. Claire Célérier & Adrien Matray, 2014, "Mainstream Finance: Why Don't the Poor Participate? Evidence from Bank Branching Deregulation in the United States," Working Papers, HAL, number hal-02058261, Feb, DOI: 10.2139/ssrn.2392278.
  3. Matray , Adrien & Celerier , Claire, 2014, "Unbanked Households: Evidence of Supply-Side Factors," HEC Research Papers Series, HEC Paris, number 1039, Feb.
  4. Liyan Yang & Itay Goldstein, 2014, "Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects," 2014 Meeting Papers, Society for Economic Dynamics, number 154.
  5. Liyan Yang & Itay Goldstein, 2014, "Good Disclosure, Bad Disclosure," 2014 Meeting Papers, Society for Economic Dynamics, number 42.
  6. Marius Andrei Zoican & Lucyna Anna Gornicka, 2014, "Banking Union Optimal Design under Moral Hazard," 2014 Papers, Job Market Papers, number pzo33, Oct.

2013

  1. Claire Célérier & Boris Vallée, 2013, "What Drives Financial Complexity? A Look into the Retail Market for Structured Products," Working Papers, HAL, number hal-02058239, Jul, DOI: 10.2139/ssrn.2289890.
  2. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2013, "Seasonal asset allocation: Evidence from mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-09.
  3. Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican, 2013, "Central Clearing and Asset Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-181/IV/DSF67, Nov.
  4. Marius A. Zoican & Lucyna A. Górnicka, 2013, "Banking Unions: Distorted Incentives and Efficient Bank Resolution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-184/VI, Nov, revised 16 May 2014.

2012

  1. John M. Maheu & Thomas H. McCurdy & Xiaofei Zhao, 2012, "Do Jumps Contribute to the Dynamics of the Equity Premium?," Working Paper series, Rimini Centre for Economic Analysis, number 47_12, Jun.
  2. Liyan Yang & Itay Goldstein, 2012, "Information Diversity and Market Efficiency Spirals," 2012 Meeting Papers, Society for Economic Dynamics, number 349.

2010

  1. Claire Célérier & Delphine Irac & Philippe Askenazy, 2010, "Vente à distance, Internet et dynamique des prix," Post-Print, HAL, number halshs-00754424, Sep, DOI: 10.3406/ecop.2010.8045.
  2. Claire C l rier, 2010, "Compensation in the Financial Sector: Are all Bankers Superstars?," Working papers, Banque de France, number 294.
  3. Christoffersen, Susan E. K. & Sarkissian, Sergei, 2010, "The demographics of fund turnover," MPRA Paper, University Library of Munich, Germany, number 28651.
  4. A. Craig Burnside & Bing Han & David A. Hirshleifer & Tracy Yue Wang, 2010, "Investor Overconfidence and the Forward Premium Puzzle," Working Papers, Duke University, Department of Economics, number 10-46.
  5. John M Maheu & Thomas H McCurdy & Yong Song, 2010, "Components of bull and bear markets: bull corrections and bear rallies," Working Papers, University of Toronto, Department of Economics, number tecipa-402, Apr.

2009

  1. Claire C l rier, 2009, "Forecasting inflation in France," Working papers, Banque de France, number 262.
  2. John M. Maheu & Thomas H. McCurdy, 2009, "Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?," Working Paper series, Rimini Centre for Economic Analysis, number 19_09, Jan.
  3. John M Maheu & Thomas H McCurdy & Yong Song, 2009, "Extracting bull and bear markets from stock returns," Working Papers, University of Toronto, Department of Economics, number tecipa-369, Aug.
  4. Park, A. & Sabourian, H., 2009, "Herding and Contrarian Behaviour in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0939, Oct.
  5. Park, A. & Sgroi, D., 2009, "Herding, Contrarianism and Delay in Financial Market Trading," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0941, Oct.
  6. Katya Malinova & Andreas Park, 2009, "Trading Volume in Dealer Markets," Working Papers, University of Toronto, Department of Economics, number tecipa-357, May.
  7. Katya Malinova & Andreas Park, 2009, "Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading," Working Papers, University of Toronto, Department of Economics, number tecipa-358, May.
  8. Katya Malinova & Andreas Park, 2009, "Intraday Trading Patterns: The Role of Timing," Working Papers, University of Toronto, Department of Economics, number tecipa-365, Aug.

2008

  1. Alexander Dyck & David Moss & Luigi Zingales, 2008, "Media versus Special Interests," NBER Working Papers, National Bureau of Economic Research, Inc, number 14360, Sep.
  2. Daglish, Toby & Maheu, John & McCurdy, Tom, 2008, "A Financial Metric for Comparing Volatility Models: Do Better Models Make Money?," Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation, number 19110.
  3. Andreas Park, 2008, "Bid-Ask Spreads and Volume:The Role of Trade Timing," Working Papers, University of Toronto, Department of Economics, number tecipa-309, Jan.
  4. Andreas Park & Lones Smith, 2008, "Caller Number Five and Related Timing Games," Working Papers, University of Toronto, Department of Economics, number tecipa-317, Apr.

2007

  1. Alexander Dyck & Adair Morse & Luigi Zingales, 2007, "Who Blows the Whistle on Corporate Fraud?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12882, Feb.
  2. Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007, "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper, University Library of Munich, Germany, number 6512.
  3. John M. Maheu & Thomas H. McCurdy, 2007, "How useful are historical data for forecasting the long-run equity return distribution?," Working Paper series, Rimini Centre for Economic Analysis, number 19_07, Jul.
  4. John M Maheu & Thomas H McCurdy, 2007, "Modeling foreign exchange rates with jumps," Working Papers, University of Toronto, Department of Economics, number tecipa-279, Feb.

2006

  1. Alexander Dyck & Natalya Volchkova & Luigi Zingales, 2006, "The Corporate Governance Role of the Media: Evidence from Russia," NBER Working Papers, National Bureau of Economic Research, Inc, number 12525, Sep.
  2. Andreas Park & Lones Smith, 2006, "Caller Number Five: Timing Games that Morph from One Form to Another," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1554, Jan.
  3. Andreas Park & Hamid Sabourian, 2006, "Herd Behavior in Efficient Financial Markets," Working Papers, University of Toronto, Department of Economics, number tecipa-249, Jul.

2005

  1. Han, Bing & Longstaff, Francis A. & Merrill, Craig, 2005, "The Cherry-Picking Option in the U.S. Treasury Buyback Auctions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-23, Sep.
  2. Han, Bing & Wang, Winghai, 2005, "Institutional Investment Constraints and Stock Prices," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-24, Jul.
  3. Han, Bing & Hirshleifer, David & Persons, John, 2005, "Promotion Tournaments and Capital Rationing," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-20, Oct.
  4. Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005, "Investor Overconfidence and the Forward Discount Puzzle," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-21, Oct.
  5. Lones Smith & Andreas Park, 2005, "Endogenous Herding and The Gold Rush: Timing Models with Both Explosive and Timed Entry," 2005 Meeting Papers, Society for Economic Dynamics, number 468.
  6. Tian, Guoqiang & Yang, Liyan, 2005, "How are Income and Non-Income Factors Different in Promoting Happiness? An Answer to the Easterlin Paradox," MPRA Paper, University Library of Munich, Germany, number 41209, Dec, revised Mar 2010.

2004

  1. Susan Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2004, "Do Shareholders' Preferences Affect their Funds' Management? Evidence from the Cross Section of Shareholders and Funds," CIRANO Working Papers, CIRANO, number 2004s-22, May.
  2. Susan Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2004, "How and Why do Investors Trade Votes, and What Does it Mean?," CIRANO Working Papers, CIRANO, number 2004s-23, May.
  3. Zingales, Luigi & Desai, Mihir & Dyck, Alexander, 2004, "Theft and Taxes," CEPR Discussion Papers, Centre for Economic Policy Research, number 4816, Dec.
  4. Longstaff, Francis A & Han, Bing & Merrill, Craig, 2004, "Revenue Implications of Multi-Item Multi-Unit Auction Designs: Empirical Evidence from the U.S. Treasury Buyback Auctions," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt7344v866, Sep.
  5. Han, Bing, 2004, "Insider Ownership and Corporate Value: Evidences from Real Estate Investment Trust," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-1, Nov.
  6. Ian Garrett & Mark Kamstra & Lisa Kramer, 2004, "Winter blues and time variation in the price of risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-8.
  7. Alan G. White & Jaison R. Abel & Ernst R. Berndt & Cory W. Monroe, 2004, "Hedonic Price Indexes for Personal Computer Operating Systems and Productivity Suites," NBER Working Papers, National Bureau of Economic Research, Inc, number 10427, Apr.

2003

  1. Christoffersen, Susan E. K. & Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2003, "The Limits to Dividend Arbitrage: Implications for Cross-Border Investment," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 03-2, May.
  2. Glen Donaldson & Mark Kamstra & Lisa Kramer, 2003, "Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-4.
  3. John M. Maheu & Thomas McCurdy, 2003, "News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns," CIRANO Working Papers, CIRANO, number 2003s-38, Jun.
  4. Jaison R. Abel & Ernst R. Berndt & Alan G. White, 2003, "Price Indexes for Microsoft's Personal Computer Software Products," NBER Working Papers, National Bureau of Economic Research, Inc, number 9966, Sep.

2002

  1. Zingales, Luigi & Dyck, Alexander, 2002, "Private Benefits of Control: An International Comparison," CEPR Discussion Papers, Centre for Economic Policy Research, number 3177, Jan.
  2. Zingales, Luigi & Dyck, Alexander, 2002, "The Corporate Governance Role of the Media," CEPR Discussion Papers, Centre for Economic Policy Research, number 3630, Nov.
  3. Mark Kamstra & Lisa Kramer & Maurice D. Levi, 2002, "Winter blues: a SAD stock market cycle," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-13.
  4. Bartling, Bjoern & Andreas Park, 2002, "Aftermarket Short Covering and the Pricing of IPOs," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 16, Aug.

2001

  1. Grinblatt, Mark & Han, Bing, 2001, "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt6qg5d62p, Oct.
  2. Mark Grinblatt & Bing Han, 2001, "Prospect Theory, Mental Accounting, and Momentum," Yale School of Management Working Papers, Yale School of Management, number amz2533, Nov, revised 01 May 2007.
  3. John M. Maheu & Thomas McCurdy, 2001, "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers, CIRANO, number 2001s-42, Jun.

2000

  1. Susan E.K. Christoffersen, 2000, "Fee Waivers in Money Market Mutual Funds," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-46, May.
  2. Susan E. K. Christoffersen, 2000, "The Interdependence between Mutual Fund Managers and Investors in Setting Fees," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-43, Nov.
  3. John M. Maheu & Tom McCurdy, 2000, "Volatility Dynamics Under Duration-Dependent Mixing," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1427, Aug.

1999

  1. Susan Christoffersen & David K. Musto, 1999, "Demand Curves and the Pricing of Money Management," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-31, Aug.
  2. Maheu, J.M. & McCurdy, T.H., 1999, "A Semi-Markov Approach to Modeling Volatility Dynamics," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 99-004.

1998

  1. Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998, "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-04.

1993

  1. Durland, J. Michael & McCurdy, Thomas H., 1993, "Duration Dependent Transitions in a Markov Model of U.S. GNP Growth," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273295, Oct, DOI: 10.22004/ag.econ.273295.

1991

  1. McCurdy, Thomas H. & Stengos, Thansis, 1991, "A Comparison of Risk-Premium Forecasts implied by Parametric versus Nonparametric Conditional Mean Estimators," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273244, May, DOI: 10.22004/ag.econ.273244.
  2. Ricketts, Nicholas & McCurdy, Thomas H., 1991, "An International Economy with Country-Specific Money and Productivity Growth Processes," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273247, Oct, DOI: 10.22004/ag.econ.273247.
  3. Thomas H. McCurdy & Ieuan G. Morgan, 1991, "Single Beta Models and currency Futures Prices," Working Paper, Economics Department, Queen's University, number 845, Sep.

1989

  1. McCurdy, T.H. & Morgan, I.G., 1989, "Evidence of risk Premia in Foreign Currency Futures Markets," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 130.90.

1988

  1. Julian R. Betts & Thomas H. McCurdy, 1988, "Sources of Employment Growth By Occupation and Industry in Canada: A Comparison of Structural Changes in the 1960's and 1970's," Working Paper, Economics Department, Queen's University, number 730.

1986

  1. Thomas H. McCurdy & Ieuan G. Morgan, 1986, "Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-Varying Volatility," Working Paper, Economics Department, Queen's University, number 663.

1985

  1. McCurdy, Thomas H. & Yannelis, Demetrius C., 1985, "Simultaneous Price-Quantity Adjustments in the Presence of Spillovers Across Markets," Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics, number 275195, Aug, DOI: 10.22004/ag.econ.275195.
  2. Thomas H. McCurdy, 1985, "Employment and Income Effects of Microelectronic-Based Technical Change : A Multisectoral Study for Canada," Working Paper, Economics Department, Queen's University, number 618.
  3. Thomas H. McCurdy, 1985, "Occupational Implications of Microelectronic-Based Technical Change : A Multisectoral Study for Canada," Working Paper, Economics Department, Queen's University, number 619.
  4. Thomas H. McCurdy & Ieuan G. Morgan, 1985, "Testing the Martingale Hypothesis in the Deutschmark/US dollar Futures and Spot Markets," Working Paper, Economics Department, Queen's University, number 639.

1984

  1. Allan W. Gregory & Thomas H. McCurdy, 1984, "The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis," Working Paper, Economics Department, Queen's University, number 566.
  2. Thomas H. McCurdy & Demetrius C. Yannelis, 1984, "On the Boundary Between Keynesian Unemployment and Repressed Inflation," Working Paper, Economics Department, Queen's University, number 568.
  3. Thomas H. McCurdy, 1984, "An Efficiency Frontier Model for Analysing Macroeconomic Implications of Structural Shocks," Working Paper, Economics Department, Queen's University, number 571.

1982

  1. Thomas H. McCurdy, 1982, "Non-Steady-State Dynamic Growth Theory," Working Paper, Economics Department, Queen's University, number 484.
  2. Allan W. Gregory & Thomas H. McCurdy, 1982, "Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data," Working Paper, Economics Department, Queen's University, number 507.

Undated

  1. Mihir Desai & Alexander Dyck & Luigi Zingales, undated, "Corporate Governance and Taxation," American Law & Economics Association Annual Meetings, American Law & Economics Association, number 1093.
  2. Park, Andreas & Sgroi, Daniel, undated, "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Economic Research Papers, University of Warwick - Department of Economics, number 269716, DOI: 10.22004/ag.econ.269716.
  3. Park, Andreas & Sgroi, Daniel, undated, "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Economic Research Papers, University of Warwick - Department of Economics, number 269852, DOI: 10.22004/ag.econ.269852.
  4. Park, Andreas & Sgroi, Daniel, undated, "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Economic Research Papers, University of Warwick - Department of Economics, number 269879, DOI: 10.22004/ag.econ.269879.

Journal articles

2024

  1. Han, Bing & Huang, Xinming & Liu, Qi & Liu, Yu-Jane, 2024, "Firm visibility, liquidity, and valuation for thinly traded assets," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100914.
  2. Vicki L. Bogan & Lisa A. Kramer & Chi Liao & Alexandra Niessen-Ruenzi, 2024, "Race, Police Violence, and Financial Decision-Making," AEA Papers and Proceedings, American Economic Association, volume 114, pages 163-168, May, DOI: 10.1257/pandp.20241101.
  3. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2023

  1. Bing Han & David Hirshleifer & Johan Walden, 2023, "Visibility Bias in the Transmission of Consumption Beliefs and Undersaving," Journal of Finance, American Finance Association, volume 78, issue 3, pages 1647-1704, June, DOI: 10.1111/jofi.13223.
  2. Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong, 2023, "Option price implied information and REIT returns," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 13-28, DOI: 10.1016/j.jempfin.2022.12.013.
  3. Katya Malinova & Andreas Park, 2023, "Tokenomics: When Tokens Beat Equity," Management Science, INFORMS, volume 69, issue 11, pages 6568-6583, November, DOI: 10.1287/mnsc.2023.4882.
  4. Andreas Park, 2023, "The Conceptual Flaws of Decentralized Automated Market Making," Management Science, INFORMS, volume 69, issue 11, pages 6731-6751, November, DOI: 10.1287/mnsc.2021.02802.

2022

  1. Han, Bing & Hirshleifer, David & Walden, Johan, 2022, "Social Transmission Bias and Investor Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 1, pages 390-412, February.
  2. Xintong (Eunice) Zhan & Bing Han & Jie Cao & Qing Tong, 2022, "Option Return Predictability," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1394-1442.
  3. Jeon, Yoontae & McCurdy, Thomas H. & Zhao, Xiaofei, 2022, "News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 1-17, DOI: 10.1016/j.jfineco.2021.08.002.

2021

  1. Yong Chen & Bing Han & Jing Pan, 2021, "Sentiment Trading and Hedge Fund Returns," Journal of Finance, American Finance Association, volume 76, issue 4, pages 2001-2033, August, DOI: 10.1111/jofi.13025.
  2. Bing Han & Gang Li, 2021, "Information Content of Aggregate Implied Volatility Spread," Management Science, INFORMS, volume 67, issue 2, pages 1249-1269, February, DOI: 10.1287/mnsc.2019.3520.
  3. Maheu, John M. & McCurdy, Thomas H. & Song, Yong, 2021, "Bull and bear markets during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102091.
  4. Xiong, Yan & Yang, Liyan, 2021, "Disclosure, competition, and learning from asset prices," Journal of Economic Theory, Elsevier, volume 197, issue C, DOI: 10.1016/j.jet.2021.105331.
  5. Liyan Yang & Haoxiang Zhu, 2021, "Strategic Trading When Central Bank Intervention Is Predictable
    [Uncovering hedge fund skill from the portfolio holdings they hide]    ," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 735-761.

2020

  1. Huang, Shiyang & Qiu, Zhigang & Yang, Liyan, 2020, "Institutionalization, delegation, and asset prices," Journal of Economic Theory, Elsevier, volume 186, issue C, DOI: 10.1016/j.jet.2019.104977.
  2. Liyan Yang & Haoxiang Zhu, 2020, "Back-Running: Seeking and Hiding Fundamental Information in Order Flows," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 4, pages 1484-1533.

2019

  1. Han, Bing & Lu, Lei & Zhou, Yi, 2019, "Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 4, pages 1791-1819, August.
  2. Mak, Kevin & McCurdy, Thomas H., 2019, "Simulation-based learning using the RIT market simulator and RIT decision cases," Journal of Behavioral and Experimental Finance, Elsevier, volume 23, issue C, pages 12-22, DOI: 10.1016/j.jbef.2019.05.003.
  3. Liyan Yang, 2019, "Loss Aversion in Financial Markets," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, volume 4, issue 1, pages 119-137, November, DOI: 10.22574/jmid.2019.11.005.
  4. Goldstein, Itay & Yang, Liyan, 2019, "Good disclosure, bad disclosure," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 118-138, DOI: 10.1016/j.jfineco.2018.08.004.

2018

  1. Bing Han & Dongmin Kong & Shasha Liu, 2018, "Do Analysts Gain an Informational Advantage by Visiting Listed Companies?," Contemporary Accounting Research, John Wiley & Sons, volume 35, issue 4, pages 1843-1867, December, DOI: 10.1111/1911-3846.12363.
  2. Bing Han & Lu Han & Guozhong Zhu, 2018, "Housing Price And Fundamentals In A Transition Economy: The Case Of The Beijing Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 3, pages 1653-1677, August, DOI: 10.1111/iere.12316.
  3. Comerton-Forde, Carole & Malinova, Katya & Park, Andreas, 2018, "Regulating dark trading: Order flow segmentation and market quality," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 347-366, DOI: 10.1016/j.jfineco.2018.07.002.
  4. Francesco Bova & Liyan Yang, 2018, "State‐Owned Enterprises, Competition, and Disclosure," Contemporary Accounting Research, John Wiley & Sons, volume 35, issue 2, pages 596-621, June, DOI: 10.1111/1911-3846.12412.

2017

  1. Claire Célérier & Boris Vallée, 2017, "Catering to Investors Through Security Design: Headline Rate and Complexity," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 3, pages 1469-1508.
  2. Susan E. K. Christoffersen & Mikhail Simutin, 2017, "On the Demand for High-Beta Stocks: Evidence from Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2596-2620.
  3. Christoffersen, Susan E. K. & Xu, Haoyu, 2017, "Investor Attrition and Fund Flows in Mutual Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 3, pages 867-893, June.
  4. Cao, Jie & Han, Bing & Wang, Qinghai, 2017, "Institutional Investment Constraints and Stock Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 2, pages 465-489, April.
  5. Han, Bing & Subrahmanyam, Avanidhar & Zhou, Yi, 2017, "The term structure of credit spreads, firm fundamentals, and expected stock returns," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 147-171, DOI: 10.1016/j.jfineco.2017.01.002.
  6. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2017, "Seasonal Asset Allocation: Evidence from Mutual Fund Flows," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 1, pages 71-109, February.
  7. Yoontae Jeon & Thomas H. McCurdy, 2017, "Time-Varying Window Length for Correlation Forecasts," Econometrics, MDPI, volume 5, issue 4, pages 1-29, December.
  8. Axel Anderson & Lones Smith & Andreas Park, 2017, "Rushes in Large Timing Games," Econometrica, Econometric Society, volume 85, issue , pages 871-913, May.
  9. Liyan Yang & Haoxiang Zhu, 2017, "Nonfundamental Speculation Revisited," Journal of Finance, American Finance Association, volume 72, issue 6, pages 2759-2772, December, DOI: 10.1111/jofi.12548.
  10. Itay Goldstein & Liyan Yang, 2017, "Information Disclosure in Financial Markets," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 101-125, November, DOI: 10.1146/annurev-financial-110716-03.
  11. Partha Mohanram & Liyan Yang, 2017, "Recap of the 27th annual financial economics and accounting conference, September 30–October 1, 2016," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 3, pages 849-858, April, DOI: 10.1007/s11156-017-0625-1.
  12. Ling Cen & K. C. John Wei & Liyan Yang, 2017, "Disagreement, Underreaction, and Stock Returns," Management Science, INFORMS, volume 63, issue 4, pages 1214-1231, April, DOI: 10.1287/mnsc.2015.2405.
  13. Bova, Francesco & Yang, Liyan, 2017, "Employee bargaining power, inter-firm competition, and equity-based compensation," Journal of Financial Economics, Elsevier, volume 126, issue 2, pages 342-363, DOI: 10.1016/j.jfineco.2017.07.006.
  14. Albert J. Menkveld & Marius A. Zoican, 2017, "Need for Speed? Exchange Latency and Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1188-1228.

2016

  1. Cao, Jie & Han, Bing, 2016, "Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 1-15, DOI: 10.1016/j.jbankfin.2016.08.004.
  2. Han, Bing & Tang, Ya & Yang, Liyan, 2016, "Public information and uninformed trading: Implications for market liquidity and price efficiency," Journal of Economic Theory, Elsevier, volume 163, issue C, pages 604-643, DOI: 10.1016/j.jet.2016.02.012.
  3. Kramer, Lisa A. & Liao, Chi M., 2016, "The spillover effects of management overconfidence on analyst forecasts," Journal of Behavioral and Experimental Finance, Elsevier, volume 12, issue C, pages 79-92, DOI: 10.1016/j.jbef.2016.10.004.
  4. Easley, David & O’Hara, Maureen & Yang, Liyan, 2016, "Differential Access to Price Information in Financial Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 4, pages 1071-1110, August.
  5. Zhu, Min & Atri, Said & Yegen, Eyub, 2016, "Are candlestick trading strategies effective in certain stocks with distinct features?," Pacific-Basin Finance Journal, Elsevier, volume 37, issue C, pages 116-127, DOI: 10.1016/j.pacfin.2015.10.007.
  6. Górnicka, Lucyna A. & Zoican, Marius A., 2016, "Too-international-to-fail? Supranational bank resolution and market discipline," Journal of Banking & Finance, Elsevier, volume 65, issue C, pages 41-58, DOI: 10.1016/j.jbankfin.2016.01.005.

2015

  1. Han, Bing & Zhou, Yi, 2015, "Understanding the term structure of credit default swap spreads," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 18-35, DOI: 10.1016/j.jempfin.2015.02.002.
  2. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2015, "Seasonal Variation in Treasury Returns," Critical Finance Review, now publishers, volume 4, issue 1, pages 45-115, June, DOI: 10.1561/104.00000021.
  3. Katya Malinova & Andreas Park, 2015, "Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality," Journal of Finance, American Finance Association, volume 70, issue 2, pages 509-536, April.
  4. Itay Goldstein & Liyan Yang, 2015, "Information Diversity and Complementarities in Trading and Information Acquisition," Journal of Finance, American Finance Association, volume 70, issue 4, pages 1723-1765, August.
  5. Easley, David & Yang, Liyan, 2015, "Loss aversion, survival and asset prices," Journal of Economic Theory, Elsevier, volume 160, issue C, pages 494-516, DOI: 10.1016/j.jet.2015.08.013.

2014

  1. Susan E.K. Christoffersen & David K. Musto & Russ Wermers, 2014, "Investor Flows to Asset Managers: Causes and Consequences," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 289-310, December.
  2. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi & Tan Wang, 2014, "Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 1, pages 39-77.
  3. Malinova, Katya & Park, Andreas, 2014, "The impact of competition and information on intraday trading," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 55-71, DOI: 10.1016/j.jbankfin.2014.03.026.
  4. David Easley & Maureen O'Hara & Liyan Yang, 2014, "Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 4, pages 1190-1237.
  5. Raffi Indjejikian & Hai Lu & Liyan Yang, 2014, "Rational Information Leakage," Management Science, INFORMS, volume 60, issue 11, pages 2762-2775, November, DOI: 10.1287/mnsc.2014.1975.
  6. Itay Goldstein & Yan Li & Liyan Yang, 2014, "Speculation and Hedging in Segmented Markets," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 3, pages 881-922.

2013

  1. Susan E. K. Christoffersen & Richard Evans & David K. Musto, 2013, "What Do Consumers’ Fund Flows Maximize? Evidence from Their Brokers’ Incentives," Journal of Finance, American Finance Association, volume 68, issue 1, pages 201-235, February, DOI: j.1540-6261.2012.01798.x.
  2. Han, Bing & Kumar, Alok, 2013, "Speculative Retail Trading and Asset Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 2, pages 377-404, April.
  3. Cao, Jie & Han, Bing, 2013, "Cross section of option returns and idiosyncratic stock volatility," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 231-249, DOI: 10.1016/j.jfineco.2012.11.010.
  4. Bing Han & Liyan Yang, 2013, "Social Networks, Information Acquisition, and Asset Prices," Management Science, INFORMS, volume 59, issue 6, pages 1444-1457, June, DOI: 10.1287/mnsc.1120.1678.
  5. Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei, 2013, "Do jumps contribute to the dynamics of the equity premium?," Journal of Financial Economics, Elsevier, volume 110, issue 2, pages 457-477, DOI: 10.1016/j.jfineco.2013.07.006.
  6. Malinova, Katya & Park, Andreas, 2013, "Liquidity, volume and price efficiency: The impact of order vs. quote driven trading," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 104-126, DOI: 10.1016/j.finmar.2012.09.002.
  7. Ling Cen & Hai Lu & Liyan Yang, 2013, "Investor Sentiment, Disagreement, and the Breadth--Return Relationship," Management Science, INFORMS, volume 59, issue 5, pages 1076-1091, May, DOI: 10.1287/mnsc.1120.1633.
  8. Li, Yan & Yang, Liyan, 2013, "Prospect theory, the disposition effect, and asset prices," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 715-739, DOI: 10.1016/j.jfineco.2012.11.002.
  9. Yan Li & Liyan Yang, 2013, "Asset-Pricing Implications of Dividend Volatility," Management Science, INFORMS, volume 59, issue 9, pages 2036-2055, September, DOI: 10.1287/mnsc.1120.1676.

2012

  1. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012, "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 934-956, DOI: 10.1016/j.jbankfin.2011.10.010.
  2. John M. Maheu & Thomas H. McCurdy & Yong Song, 2012, "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 391-403, February, DOI: 10.1080/07350015.2012.680412.
  3. Park, Andreas & Sgroi, Daniel, 2012, "Herding, contrarianism and delay in financial market trading," European Economic Review, Elsevier, volume 56, issue 6, pages 1020-1037, DOI: 10.1016/j.euroecorev.2012.04.006.

2011

  1. Jérôme Accardo & Claire Célérier & Nicolas Herpin & Delphine Irac, 2011, "L'inflation perçue," Économie et Statistique, Programme National Persée, volume 447, issue 1, pages 3-31, DOI: 10.3406/estat.2011.9707.
  2. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2011, "The demographics of fund turnover," Journal of Financial Intermediation, Elsevier, volume 20, issue 3, pages 414-440, July.
  3. Cao, H. Henry & Han, Bing & Hirshleifer, David, 2011, "Taking the road less traveled by: Does conversation eradicate pernicious cascades?," Journal of Economic Theory, Elsevier, volume 146, issue 4, pages 1418-1436, July.
  4. Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2011, "Investor Overconfidence and the Forward Premium Puzzle," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 2, pages 523-558.
  5. H. Henry Cao & Bing Han & David Hirshleifer & Harold H. Zhang, 2011, "Fear of the Unknown: Familiarity and Economic Decisions," Review of Finance, European Finance Association, volume 15, issue 1, pages 173-206.
  6. Maheu, John M. & McCurdy, Thomas H., 2011, "Do high-frequency measures of volatility improve forecasts of return distributions?," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 69-76, January.
  7. Andreas Park & Hamid Sabourian, 2011, "Herding and Contrarian Behavior in Financial Markets," Econometrica, Econometric Society, volume 79, issue 4, pages 973-1026, July.
  8. Li, Yan & Yang, Liyan, 2011, "Testing conditional factor models: A nonparametric approach," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 972-992, DOI: 10.1016/j.jempfin.2011.07.004.

2010

  1. Delphine Irac & Claire Célérier & Philippe Askenazy, 2010, "Vente à distance, internet et dynamiques des prix," Économie et Prévision, Programme National Persée, volume 194, issue 3, pages 1-13, DOI: 10.3406/ecop.2010.8045.
  2. Donaldson, R. Glen & Kamstra, Mark J. & Kramer, Lisa A., 2010, "Estimating the Equity Premium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 4, pages 813-846, August.
  3. Bartling, Björn & Park, Andreas, 2010, "How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 2, pages 441-471, April.
  4. Malinova, Katya & Park, Andreas, 2010, "Trading Volume in Dealer Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 6, pages 1447-1484, December.
  5. Andreas Park, 2010, "Experiential Learning of the Efficient Market Hypothesis: Two Trading Games," The Journal of Economic Education, Taylor & Francis Journals, volume 41, issue 4, pages 353-369, September, DOI: 10.1080/00220485.2010.510391.

2009

  1. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2009, "City size and fund performance," Journal of Financial Economics, Elsevier, volume 92, issue 2, pages 252-275, May.
  2. Bing Han & Dong Hong & Mitch Warachka, 2009, "Forecast Accuracy Uncertainty and Momentum," Management Science, INFORMS, volume 55, issue 6, pages 1035-1046, June, DOI: 10.1287/mnsc.1080.0992.
  3. Bing Han & David Hirshleifer & John C. Persons, 2009, "Promotion Tournaments and Capital Rationing," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 1, pages 219-255, January.
  4. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2009, "Is it the weather? Comment," Journal of Banking & Finance, Elsevier, volume 33, issue 3, pages 578-582, March.
  5. Maheu, John M. & McCurdy, Thomas H., 2009, "How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, pages 95-112.
  6. Bartling, Björn & Park, Andreas, 2009, "What determines the level of IPO gross spreads? Underwriter profits and the cost of going public," International Review of Economics & Finance, Elsevier, volume 18, issue 1, pages 81-109, January.
  7. Guoqiang Tian & Liyan Yang, 2009, "Theory of negative consumption externalities with applications to the economics of happiness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 39, issue 3, pages 399-424, June, DOI: 10.1007/s00199-008-0342-z.
  8. Jayant Vivek Ganguli & Liyan Yang, 2009, "Complementarities, Multiplicity, and Supply Information," Journal of the European Economic Association, MIT Press, volume 7, issue 1, pages 90-115, March.

2008

  1. Bing Han, 2008, "Investor Sentiment and Option Prices," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 1, pages 387-414, January.
  2. , & ,, 2008, "Caller Number Five and related timing games," Theoretical Economics, Econometric Society, volume 3, issue 2, June.
  3. Marius-Corneliu Marinas & Marius Andrei Zoican, 2008, "Optimality, Rational Expectations and Time Inconsistency Applied to Inflation Targeting Strategy," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 10, issue 10(527), pages 17-30, October.

2007

  1. Susan E.K. Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2007, "Vote Trading and Information Aggregation," Journal of Finance, American Finance Association, volume 62, issue 6, pages 2897-2929, December, DOI: 10.1111/j.1540-6261.2007.01296.x.
  2. Bing Han, 2007, "Stochastic Volatilities and Correlations of Bond Yields," Journal of Finance, American Finance Association, volume 62, issue 3, pages 1491-1524, June, DOI: 10.1111/j.1540-6261.2007.01242.x.
  3. Bing Han & Francis A. Longstaff & Craig Merrill, 2007, "The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds," Journal of Finance, American Finance Association, volume 62, issue 6, pages 2673-2693, December, DOI: 10.1111/j.1540-6261.2007.01289.x.
  4. John M. Maheu & Thomas H. McCurdy, 2007, "Components of Market Risk and Return," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 4, pages 560-590, Fall.

2006

  1. Bing Han, 2006, "Insider Ownership and Firm Value: Evidence from Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, volume 32, issue 4, pages 471-493, June, DOI: 10.1007/s11146-006-6963-8.

2005

  1. Christoffersen, Susan E.K. & Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2005, "Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada," Journal of Financial Economics, Elsevier, volume 78, issue 1, pages 121-144, October.
  2. Grinblatt, Mark & Han, Bing, 2005, "Prospect theory, mental accounting, and momentum," Journal of Financial Economics, Elsevier, volume 78, issue 2, pages 311-339, November.
  3. Garrett, Ian & Kamstra, Mark J. & Kramer, Lisa A., 2005, "Winter blues and time variation in the price of risk," Journal of Empirical Finance, Elsevier, volume 12, issue 2, pages 291-316, March.

2004

  1. Hull, John & Predescu, Mirela & White, Alan, 2004, "The relationship between credit default swap spreads, bond yields, and credit rating announcements," Journal of Banking & Finance, Elsevier, volume 28, issue 11, pages 2789-2811, November.

2003

  1. Michael I. Cragg & I. J. Alexander Dyck, 2003, "Privatization and Management Incentives: Evidence from the United Kingdom," The Journal of Law, Economics, and Organization, Oxford University Press, volume 19, issue 1, pages 176-217, April.
  2. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003, "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, volume 93, issue 1, pages 324-343, March, DOI: 10.1257/000282803321455322.

2002

  1. Susan E. K. Christoffersen & David K. Musto, 2002, "Demand Curves and the Pricing of Money Management," The Review of Financial Studies, Society for Financial Studies, volume 15, issue 5, pages 1499-1524.
  2. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2002, "Losing Sleep at the Market: The Daylight Saving Anomaly: Reply," American Economic Review, American Economic Association, volume 92, issue 4, pages 1257-1263, September, DOI: 10.1257/00028280260344795.
  3. John M. Maheu & Thomas H. McCurdy, 2002, "Nonlinear Features of Realized FX Volatility," The Review of Economics and Statistics, MIT Press, volume 84, issue 4, pages 668-681, November.

2001

  1. Susan E. K. Christoffersen, 2001, "Why Do Money Fund Managers Voluntarily Waive Their Fees?," Journal of Finance, American Finance Association, volume 56, issue 3, pages 1117-1140, June, DOI: 10.1111/0022-1082.00358.

2000

  1. Cragg, Michael I. & Dyck, I. J., 2000, "Executive Pay and UK Privatization: The Demise of 'One Country, Two Systems'," Journal of Business Research, Elsevier, volume 47, issue 1, pages 3-18, January.
  2. Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000, "Losing Sleep at the Market: The Daylight Saving Anomaly," American Economic Review, American Economic Association, volume 90, issue 4, pages 1005-1011, September.
  3. Maheu, John M & McCurdy, Thomas H, 2000, "Identifying Bull and Bear Markets in Stock Returns," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 1, pages 100-112, January.
  4. Maheu, John M. & McCurdy, Thomas H., 2000, "Volatility dynamics under duration-dependent mixing," Journal of Empirical Finance, Elsevier, volume 7, issue 3-4, pages 345-372, November.

1999

  1. Michael Ian Cragg & I.J. Alexander Dyck, 1999, "Management Control and Privatization in the United Kingdom," RAND Journal of Economics, The RAND Corporation, volume 30, issue 3, pages 475-497, Autumn.

1998

  1. Dyck, I. J. Alexander & Wruck, Karen Hopper, 1998, "Organization structure, contract design and government ownership: A clinical analysis of German privatization1," Journal of Corporate Finance, Elsevier, volume 4, issue 3, pages 265-299, September.
  2. Gagnon, Louis & Lypny, Gregory J. & McCurdy, Thomas H., 1998, "Hedging foreign currency portfolios," Journal of Empirical Finance, Elsevier, volume 5, issue 3, pages 197-220, September.

1997

  1. Dyck, I J Alexander, 1997, "Privatization in Eastern Germany: Management Selection and Economic Transition," American Economic Review, American Economic Association, volume 87, issue 4, pages 565-597, September.

1995

  1. Nicholas Ricketts & Thomas H. McCurdy, 1995, "An International Economy with Country-Specific Money and Productivity Growth Processes," Canadian Journal of Economics, Canadian Economics Association, volume 28, issue s1, pages 141-162, November.
  2. Hull, John & White, Alan, 1995, "The impact of default risk on the prices of options and other derivative securities," Journal of Banking & Finance, Elsevier, volume 19, issue 2, pages 299-322, May.

1994

  1. Durland, J Michael & McCurdy, Thomas H, 1994, "Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 3, pages 279-288, July.

1993

  1. Hull, John & White, Alan, 1993, "One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 28, issue 2, pages 235-254, June.

1992

  1. THOMAS H. McCURDY & IEUAN G. MORGAN, 1992, "Single Beta Models and Currency Futures Prices," The Economic Record, The Economic Society of Australia, volume 68, issue S1, pages 117-129, December, DOI: 10.1111/j.1475-4932.1992.tb02299.x.
  2. McCurdy, Thomas H. & Stengos, Thanasis, 1992, "A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators," Journal of Econometrics, Elsevier, volume 52, issue 1-2, pages 225-244.
  3. McCurdy, Thomas H & Morgan, Ieuan, 1992, "Evidence of Risk Premiums in Foreign Currency Futures Markets," The Review of Financial Studies, Society for Financial Studies, volume 5, issue 1, pages 65-83.

1991

  1. Thomas H. McCurdy & Ieuan G. Morgan, 1991, "Tests for a Systematic Risk Component in Deviations From Uncovered Interest Rate Parity," The Review of Economic Studies, Review of Economic Studies Ltd, volume 58, issue 3, pages 587-602.

1990

  1. Hull, John & White, Alan, 1990, "Pricing Interest-Rate-Derivative Securities," The Review of Financial Studies, Society for Financial Studies, volume 3, issue 4, pages 573-592.
  2. Hull, John & White, Alan, 1990, "Valuing Derivative Securities Using the Explicit Finite Difference Method," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 25, issue 1, pages 87-100, March.

1988

  1. McCurdy, Thomas H & Morgan, Ieuan G, 1988, "Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 3, issue 3, pages 187-202, July-Sept.
  2. Hull, John & White, Alan, 1988, "The Use of the Control Variate Technique in Option Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 23, issue 3, pages 237-251, September.

1987

  1. McCurdy, Thomas H. & Morgan, Ieuan G., 1987, "Tests of the martingale hypothesis for foreign currency futures with time-varying volatility," International Journal of Forecasting, Elsevier, volume 3, issue 1, pages 131-148.
  2. McCurdy, Thomas H., 1987, "Some employment, income, and occupational effects of microelectronic-based technical change: A multisectoral simulation for Canada," Journal of Policy Modeling, Elsevier, volume 9, issue 2, pages 337-365.
  3. Hull, John C & White, Alan D, 1987, "The Pricing of Options on Assets with Stochastic Volatilities," Journal of Finance, American Finance Association, volume 42, issue 2, pages 281-300, June.
  4. Hull, John & White, Alan, 1987, "Hedging the risks from writing foreign currency options," Journal of International Money and Finance, Elsevier, volume 6, issue 2, pages 131-152, June.

1986

  1. Gregory, Allan W. & McCurdy, Thomas H., 1986, "The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany," European Economic Review, Elsevier, volume 30, issue 2, pages 365-381, April.

1984

  1. Gregory, Allan W. & McCurdy, Thomas H., 1984, "Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis," Journal of International Money and Finance, Elsevier, volume 3, issue 3, pages 357-368, December.

1980

  1. Ernst R. Berndt & Thomas H. McCurdy & David E. Rose, 1980, "On Testing Theories of Financial Intermediary Portfolio Selection," The Review of Economic Studies, Review of Economic Studies Ltd, volume 47, issue 5, pages 861-873.

Chapters

2025

  1. Andreas Park, 2025, "AMM Pricing Functions: Concepts and Challenges," Springer Books, Springer, chapter 0, in: Daniel Liebau & Simon Trimborn, "The Blockchain Scholars Book", DOI: 10.1007/978-981-95-2844-8_17.
  2. Katya Malinova & Andreas Park, 2025, "When Do Tokens Beat Equity? The Economics of Utility Tokens," Springer Books, Springer, chapter 0, in: Daniel Liebau & Simon Trimborn, "The Blockchain Scholars Book", DOI: 10.1007/978-981-95-2844-8_5.

2023

  1. Mark J. Kamstra & Lisa A. Kramer, 2023, "Seasonality in stock returns and government bond returns," Chapters, Edward Elgar Publishing, chapter 2, in: Gilles Hilary & David McLean, "Handbook of Financial Decision Making".

2010

  1. Alan G. White & Jaison R. Abel & Ernst R. Berndt & Cory W. Monroe, 2010, "Hedonic Price Indexes for Personal Computer Operating Systems and Productivity Suites," NBER Chapters, National Bureau of Economic Research, Inc, "Contributions in Memory of Zvi Griliches".

2009

  1. Alan G. White, 2009, "Comment on "Measuring the Output and Prices of the Lottery Sector: An Application of Implicit Expected Utility Theory"," NBER Chapters, National Bureau of Economic Research, Inc, "Price Index Concepts and Measurement".

2008

  1. John M. Maheu & Thomas H. McCurdy, 2008, "Chapter 12 Modeling Foreign Exchange Rates with Jumps," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00212-6.

2007

  1. Jaison R. Abel & Ernst R. Berndt & Alan G. White, 2007, "Price Indexes for Microsoft," NBER Chapters, National Bureau of Economic Research, Inc, "Hard-to-Measure Goods and Services: Essays in Honor of Zvi Griliches".

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