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Publications

by members of

Boston College → Wallace E. Carroll School of Management → Finance Department

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

2024

  1. Thomas J. Chemmanur & Zeyu Sun & Jing Xie, 2024, "Keeping up with the Joneses: Corporate Dividends and Common Institutional Blockholders," Working Papers, University of Macau, Faculty of Business Administration, number 202407, Jun.
  2. Thomas J. Chemmanur & Jiekun Huang & Jing Xie & Yuyuan (Anthony) Zhu, 2024, "The Geography of Institutional Investors, Information Sharing among Institutions, and Initial Public Offerings," Working Papers, University of Macau, Faculty of Business Administration, number 202409, Jun.
  3. Jonathan Reuter & Antoinette Schoar, 2024, "Demand-side and Supply-side Constraints in the Market for Financial Advice," NBER Working Papers, National Bureau of Economic Research, Inc, number 32452, May.
  4. Jonathan Reuter, 2024, "Plan Design and Participant Behavior in Defined Contribution Retirement Plans: Past, Present, and Future," NBER Working Papers, National Bureau of Economic Research, Inc, number 32653, Jul.

2023

  1. Andreolli, Michele & Rey, Hélène, 2023, "The Fiscal Consequences of Missing an Inflation Target," CEPR Discussion Papers, Centre for Economic Policy Research, number 17826, Jan.

2022

  1. Thomas J. Chemmanur & Dimitrios Gounopoulos & Panagiotis Koutroumpis & Yu Zhang, 2022, "CSR and Firm Survival: Evidence from the Climate and Pandemic Crises," Working Papers, Queen Mary University of London, School of Economics and Finance, number 935, Jan.
  2. Jonathan Reuter & David P. Richardson, 2022, "New Evidence on the Demand for Advice within Retirement Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 30261, Jul.
  3. Ida Chak & Karen Croxson & Francesco D’Acunto & Jonathan Reuter & Alberto G. Rossi & Jonathan M. Shaw, 2022, "Improving Household Debt Management with Robo-Advice," NBER Working Papers, National Bureau of Economic Research, Inc, number 30616, Nov.

2021

  1. Surico, Paolo & Andreolli, Michele, 2021, "Less is More: Consumer Spending and the Size of Economic Stimulus Payments," CEPR Discussion Papers, Centre for Economic Policy Research, number 15918, Mar.
  2. John Chalmers & Olivia S. Mitchell & Jonathan Reuter & Mingli Zhong, 2021, "Auto-Enrollment Retirement Plans in OregonSaves," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp425, Sep.
  3. John Chalmers & Olivia S. Mitchell & Jonathan Reuter & Mingli Zhong, 2021, "Auto-Enrollment Retirement Plans for the People: Choices and Outcomes in OregonSaves," NBER Working Papers, National Bureau of Economic Research, Inc, number 28469, Feb.

2020

  1. Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli, 2020, "Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans," Boston College Working Papers in Economics, Boston College Department of Economics, number 1013, Jul, revised 07 Oct 2022.
  2. Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio, 2020, "The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans," IZA Discussion Papers, IZA Network @ LISER, number 13629, Aug.
  3. Thomas Chemmanur & Jie (Jack) He & Xiao (Shaun) Ren & Tao Shu, 2020, "The Disappearing IPO Puzzle: New Insights from Proprietary U.S. Census Data on Private Firms," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 20-20, Jun.
  4. Wayne E. Ferson & Junbo L. Wang, 2020, "A Panel Regression Approach to Holdings-based Fund Performance Measures," NBER Working Papers, National Bureau of Economic Research, Inc, number 28238, Dec.
  5. David Blanchett & Michael S. Finke & Jonathan Reuter, 2020, "Portfolio Delegation and 401(k) Plan Participant Responses to COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27438, Jun.

2019

  1. Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli, 2019, "Populism, Political Risk and the Economy: Lessons from Italy," Boston College Working Papers in Economics, Boston College Department of Economics, number 989, Dec, revised 28 Apr 2020.
  2. Alessi, Lucia & Balduzzi, Pierluigi & Savona, Roberto, 2019, "Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-03, Feb.

2016

  1. Mr. Edward F Buffie & Michele Andreolli & Ms. Grace B Li & Luis-Felipe Zanna, 2016, "Macroeconomic Dimensions of Public-Private Partnerships," IMF Working Papers, International Monetary Fund, number 2016/078, Mar.
  2. Michele Andreolli & Aidar Abdychev, 2016, "Investing in Electricity, Growth, and Debt Sustainability: The Case of Lesotho," IMF Working Papers, International Monetary Fund, number 2016/115, Jun.
  3. Darren J. Kisgen & Matthew Osborn & Jonathan Reuter, 2016, "Analyst Promotions within Credit Rating Agencies: Accuracy or Bias?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22477, Aug.

2015

  1. Kaniel, Ron & Yan, Hong & Carlson, Murray & Chapman, David A., 2015, "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 10328, Jan.

2013

  1. Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2013, "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," Boston College Working Papers in Economics, Boston College Department of Economics, number 824, Jul, revised 12 Aug 2016.
  2. Wayne E. Ferson & Jerchern Lin, 2013, "Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 19349, Aug.

2012

  1. Pierluigi Balduzzi & Jonathan Reuter, 2012, "Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17886, Mar.
  2. Julie Agnew & Pierluigi Balduzzi, 2012, "The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia?," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2012-WP-01, Jun.
  3. Thomas J. Chemmanur & Jie He, 2012, "IPO Waves, Product Market Competition, and the Going Public Decision: Theory and Evidence," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 12-07, Mar.
  4. Thomas J. Chemmanur & Viktar Fedaseyeu, 2012, "A Theory of Corporate Boards and Forced CEO Turnover," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 444.
  5. Wayne E. Ferson & Suresh K. Nallareddy & Biqin Xie, 2012, "The "Out of Sample" Performance of Long-run Risk Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17848, Feb.
  6. Robin McKnight & Jonathan Reuter & Eric Zitzewitz, 2012, "Insurance as Delegated Purchasing: Theory and Evidence from Health Care," NBER Working Papers, National Bureau of Economic Research, Inc, number 17857, Feb.
  7. John Chalmers & Jonathan Reuter, 2012, "Is Conflicted Investment Advice Better than No Advice?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18158, Jun.
  8. John Chalmers & Woodrow T. Johnson & Jonathan Reuter, 2012, "The Effect of Pension Design on Employer Costs and Employee Retirement Choices: Evidence from Oregon," NBER Working Papers, National Bureau of Economic Research, Inc, number 18517, Nov.

2011

  1. Diane Del Guercio & Jonathan Reuter, 2011, "Mutual Fund Performance and the Incentive to Generate Alpha," NBER Working Papers, National Bureau of Economic Research, Inc, number 17491, Oct.

2010

  1. Diane Del Guercio & Jonathan Reuter & Paula A. Tkac, 2010, "Broker Incentives and Mutual Fund Market Segmentation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16312, Aug.
  2. Jonathan Reuter & Eric Zitzewitz, 2010, "How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16329, Sep.

2009

  1. Yong Chen & Wayne Ferson & Helen Peters, 2009, "Measuring the Timing Ability and Performance of Bond Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 15318, Sep.
  2. John Chalmers & Jonathan Reuter, 2009, "How Do Retirees Value Life Annuities? Evidence from Public Employees," NBER Working Papers, National Bureau of Economic Research, Inc, number 15608, Dec.
  3. Zhang, Zhipeng, 2009, "Who Pulls the Plug? Theory and Evidence on Corporate Bankruptcy Decisions," MPRA Paper, University Library of Munich, Germany, number 17676, Jun, revised 05 Oct 2009.
  4. Zhang, Zhipeng, 2009, "Recovery Rates and Macroeconomic Conditions: The Role of Loan Covenants," MPRA Paper, University Library of Munich, Germany, number 17521, Sep.

2008

  1. Thomas Chemmanur & Karthik Krishnan & Debarshi Nandy, 2008, "How Does Venture Capital Financing Improve Efficiency in Private Firms? A Look Beneath the Surface," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 08-16, Jun.
  2. Thomas Chemmanur & Shan He & Debarshi Nandy, 2008, "The Going Public Decision and the Product Market," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 08-20, Jul.

2006

  1. Michael W. Brandt & David A. Chapman, 2006, "Linear Approximations and Tests of Conditional Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12513, Sep.
  2. Wayne E. Ferson & Andrew F. Siegel, 2006, "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 12098, Mar.
  3. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2006, "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," NBER Working Papers, National Bureau of Economic Research, Inc, number 12658, Oct.

2005

  1. Pierluigi Balduzzi & Cesare Robotti, 2005, "Mimicking portfolios, economic risk premia, and tests of multi-beta models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-04.
  2. Pierluigi Balduzzi & Cesare Robotti, 2005, "Asset-pricing models and economic risk premia: a decomposition," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-13.
  3. Debarshi Nandy & Thomas Chemmanur, 2005, "How is Value Created in Spin-Offs? A Look Inside the Black Box," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 05-09, Jul.
  4. Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu, 2005, "Mimicking Portfolios with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 11020, Jan.
  5. Jonathan Reuter & Eric Zitzewitz, 2005, "Do Ads Influence Editors? Advertising and Bias in the Financial Media," Finance, University Library of Munich, Germany, number 0501003, Jan.

2004

  1. Julie Agnew & Pierluigi Balduzzi, 2004, "Large, Small, International: Equity Portfolio Choices in a Large 401(k) Plan," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2004-14, May, revised May 2004.
  2. An Yan & Debarshi Nandy & Thomas Chemmanur, 2004, "Why Issue Mandatory Convertibles? Theory and Empirical Evidence," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 456, Aug.
  3. Wayne E. Ferson & Andrea Heuson & Tie Su, 2004, "Weak and Semi-Strong Form Stock Return Predictability, Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 10689, Aug.

2003

  1. Wayne E. Ferson, 2003, "Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 9441, Jan.

2002

  1. Wayne E. Ferson & Andrew Siegel, 2002, "Stochastic Discount Factor Bounds with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 8789, Feb.
  2. Wayne Ferson & Kenneth Khang, 2002, "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 8790, Feb.
  3. Heber Farnsworth & Wayne E. Ferson & David Jackson & Steven Todd, 2002, "Performance Evaluation with Stochastic Discount Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 8791, Feb.
  4. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002, "Spurious Regressions in Financial Economics?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9143, Sep.

2001

  1. Pierluigi Balduzzi & Cesare Robotti, 2001, "Minimum-variance kernels, economic risk premia, and tests of multi-beta models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2001-24.

2000

  1. Stephen Lawrence, 2000, "Value At Risk Incorporating Dynamic Portfolio Management," Computing in Economics and Finance 2000, Society for Computational Economics, number 147, Jul.

1999

  1. Cesare Robotti & Pierluigi Balduzzi, 1999, "Minimum-Variance Kernels and Economic Risk Premia," Computing in Economics and Finance 1999, Society for Computational Economics, number 953, Mar.
  2. Wayne E. Ferson & Campbell R. Harvey, 1999, "Economic, Financial, and Fundamental Global Risk In and Out of the EMU," NBER Working Papers, National Bureau of Economic Research, Inc, number 6967, Feb.
  3. Wayne E. Ferson & Campbell R. Harvey, 1999, "Conditioning Variables and the Cross-Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7009, Mar.

1998

  1. Anthony W. Lynch & Pierluigi Balduzzi, 1998, "Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-049, Oct.
  2. David A. Chapman & John B. Long Jr. & Neil D. Pearson, 1998, "Using Proxies for the Short Rate: When are Three Months Like an Instant?," Finance, University Library of Munich, Germany, number 9808004, Aug, revised 07 Oct 1998.
  3. David A. Chapman & Neil D. Pearson, 1998, "Is the Short Rate Drift Actually Nonlinear?," Finance, University Library of Munich, Germany, number 9808005, Aug.
  4. Connie Becker & Wayne Ferson & David Myers & Michael Schill, 1998, "Conditional Market Timing with Benchmark Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 6434, Feb.

1997

  1. Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi & Leora Klapper, 1997, "Interest Rate Targeting and the Dynamics of Short-Term Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 5944, Feb.
  2. Thomas J. Chemmanur & S. Abraham Ravid, 1997, "Asymmetric Information, Corporate Myopia and Implications for Capital Gain Tax Rates," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-018, Aug.

1996

  1. Pierluigi Balduzzi & Silverio Foresi & David Hait, 1996, ""Price Barriers" and the Dynamics of Asset Prices in Equilibrium," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-11, Nov.
  2. Pierluigi Balduzzi & Sanjiv Das & Silverio Foresi, 1996, "The Central Tendency: A Second Factor in Bond Yields," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-12, Aug.
  3. Pierluigi Balduzzi & Edwin J. Elton & T. Clifton Green, 1996, "Economic News and the Yield Curve: Evidence From the U.S. Treasury Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-13, Nov.
  4. Chapman, D.A., 1996, "Approximating the Asset Pricing Kernel," Papers, Rochester, Business - Financial Research and Policy Studies, number 96-02.
  5. Wayne E. Ferson & Ravi Jagannathan, 1996, "Econometric evaluation of asset pricing models," Staff Report, Federal Reserve Bank of Minneapolis, number 206, DOI: 10.21034/sr.206.
  6. Jon A. Christopherson & Wayne E. Ferson & Debra A. Glassman, 1996, "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 5830, Nov.
  7. Wayne E. Ferson & Campbell R. Harvey, 1996, "Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 5860, Dec.
  8. Jennifer Koski & Jeffrey Pontiff, 1996, "How Are Derivatives Used? Evidence from the Mutual Fund Industry," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-27, May.

1994

  1. Chemmanur, T.J. & Fulghieri, P., 1994, "Why Include Warrants in New Equity Issues? A Theory of Unit IPOs," Papers, Columbia - Graduate School of Business, number 95-05.
  2. Wayne E. Ferson & Campbell R. Harvey, 1994, "Sources of Risk and Expected Returns in Global Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 4622, Jan.

1993

  1. Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi, 1993, "Non-linearities in Asset Prices and Infrequent Noise Trading," CEPR Financial Market Papers, Centre for Economic Policy Research, number 0033, Aug.
  2. Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi, 1993, "A Model of Target Changes and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 4347, Apr.
  3. Wayne E. Ferson & Campbell R. Harvey, 1993, "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 4595, Dec.
  4. Pontiff, J.E., 1993, "Three Essays on Closed-End Funds," Papers, Rochester, Business - Ph.D.,, number 45.

1992

  1. Chemmanur, T.J. & Fulghieri, P., 1992, "Reputation, Renegotiation, and the Choice Between Bank Loans and Publicity Traded Debt," Papers, Columbia - Graduate School of Business, number 92-24.
  2. Chapman, D.A., 1992, "Bond Yields, returns, and Aggregate Activity," Papers, Rochester, Business - Ph.D.,, number 53.
  3. Chapman, D.A., 1992, "Cotrending and the Stationarity of the Real Interest Rate," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 330.
  4. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992, "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 4104, Jun.

1991

  1. Chemmanur, T.J. & John, K., 1991, "Optimal Incorporation, Structure of Debt Contracts , and Limited-recourse Project Financing," Papers, Columbia - Graduate School of Business, number fb-_91-08.
  2. Chemmanur, T.J. & Fulghieri, .B., 1991, "Investment, Banker Reputation, Information Production, and Fnancial Intermediation," Papers, Columbia - Graduate School of Business, number fb-_91-09.
  3. Wayne E. Ferson & George M. Constantinides, 1991, "Habit Persistence and Durability in Aggregate Consumption: Empirical Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 3631, Feb.
  4. Barclay, M.J. & Holderness, C.G. & Pontiff, J., 1991, "Private Benefits form Block Ownership and Discounts on Closed-end Funds," Papers, Rochester, Business - Financial Research and Policy Studies, number 91-01.

1990

  1. Balduzzi, P., 1990, "Stock Returns And Inflation: Some Empirical Evidence," Papers, California Los Angeles - Applied Econometrics, number 12.
  2. Robin Grieves & Alan J. Marcus, 1990, "Riding the Yield Curve: Reprise," NBER Working Papers, National Bureau of Economic Research, Inc, number 3511, Nov.

1989

  1. Alan J. Marcus, 1989, "An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 3106, Sep.

1987

  1. Alan J. Marcus & Arnold Kling, 1987, "Interest-Only/Principal-Only Mortgage-Backed Strips: A Valuation and Risk Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 2340, Aug.

1986

  1. Alex Kane & Alan J. Marcus, 1986, "The Valuation of Security Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 1958, Jun.

1985

  1. Alex Kane & Alan J. Marcus, 1985, "Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 1614, May.
  2. Zvi Bodie & Alan J. Marcus & Robert C. Merton, 1985, "Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?," NBER Working Papers, National Bureau of Economic Research, Inc, number 1719, Oct.

1984

  1. Robert C. Merton & Zvi Bodie & Alan J. Marcus, 1984, "Pension Plan Integration as Insurance Against Social Security Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 1370, Jun.
  2. Alex Kane & Alan J. Marcus & Robert L. McDonald, 1984, "How Big is the Tax Advantage to Debt?," NBER Working Papers, National Bureau of Economic Research, Inc, number 1286, Mar.
  3. Alex Kane & Alan J. Marcus & Robert L. McDonald, 1984, "Debt Policy and the Rate of Return Premium to Leverage," NBER Working Papers, National Bureau of Economic Research, Inc, number 1439, Aug.

1983

  1. Alex Kane & Young Ki Lee & Alan J. Marcus, 1983, "Earnings and Dividend Announcements is there a Corroboration Effect?," NBER Working Papers, National Bureau of Economic Research, Inc, number 1248, Dec.
  2. Alan J. Marcus, 1983, "Corporate Pension Policy and the Value of PBGC Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 1217, Oct.

Undated

  1. Wayne E. Ferson & Stephen R. Foerster & Donald B. Keim, undated, "Tests of Asset Pricing Models with Changing Expectations," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 01-91.
  2. Wayne E. Ferson & Stephen R. Foerster & Donald B. Keim, undated, "General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-92.
  3. Wayne Ferson, undated, "Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-83.

Journal articles

2025

  1. Chemmanur, Thomas J. & Shen, Yao & Xie, Jing, 2025, "Unlocking strategic alliances: The role of common institutional blockholders in promoting collaboration and trust," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101350.
  2. Thomas J. Chemmanur & Bo Cheng & Zi-Tian Wang & Qianqian Yu, 2025, "State Ownership, Environmental Regulation, and Corporate Green Investment: Evidence from China’s 2015 Environmental Protection Law Changes," Journal of Business Ethics, Springer, volume 200, issue 2, pages 393-416, August, DOI: 10.1007/s10551-024-05849-y.
  3. Thomas J. Chemmanur & Pengfei Ma & Chaopeng Wu & Qianqian Yu, 2025, "Information Production by Institutions and Information Extraction by Underwriters in Hybrid IPO Auctions," Review of Corporate Finance, now publishers, volume 5, issue 3–4, pages 291-348, July, DOI: 10.1561/114.00000076.
  4. Thomas J Chemmanur & Di Tang & Chaopeng Wu, 2025, "Lonely leadership: the influence of single-child CEOs on corporate innovation and culture," Review of Finance, European Finance Association, volume 29, issue 3, pages 923-961.
  5. Onur Bayar & Thomas J. Chemmanur & Harshit Rajaiya & Xuan Tian & Qianqian Yu, 2025, "Trademarks and Entrepreneurial Firm Success: Theory and Evidence from Venture Capital Investments in Private Firms," Entrepreneurship Theory and Practice, , volume 49, issue 3, pages 846-882, May, DOI: 10.1177/10422587241300438.
  6. Mathias Hasler, 2025, "Is the Value Premium Smaller Than We Thought?," Critical Finance Review, now publishers, volume 14, issue 3, pages 357-386, July, DOI: 10.1561/104.00000161.
  7. Chalmers, John & Mitchell, Olivia S. & Reuter, Jonathan & Zhong, Mingli, 2025, "New evidence on the efficacy of state-based retirement programs: The case of OregonSaves," Journal of Public Economics, Elsevier, volume 246, issue C, DOI: 10.1016/j.jpubeco.2025.105379.

2024

  1. Michele Andreolli & Hélène Rey, 2024, "Fiscal Consequences of Missing an Inflation Target," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 72, issue 2, pages 701-772, June, DOI: 10.1057/s41308-024-00239-w.
  2. Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio, 2024, "Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak," Journal of Monetary Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.jmoneco.2023.09.006.
  3. Chemmanur, Thomas J. & Li, Leo Ang & Liu, Mark H., 2024, "Can mergers and acquisitions internalize positive externalities in funding innovation?," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102224.
  4. Jonathan Reuter & Antoinette Schoar, 2024, "Demand-Side and Supply-Side Constraints in the Market for Financial Advice," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 391-411, November, DOI: 10.1146/annurev-financial-110921-01.

2023

  1. Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli, 2023, "Political Risk, Populism and the Economy," The Economic Journal, Royal Economic Society, volume 133, issue 653, pages 1677-1704.
  2. Pierluigi Balduzzi & Roberto Savona & Lucia Alessi, 2023, "Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1728-1758.
  3. Chemmanur, Thomas J. & Shen, Yao & Xie, Jing, 2023, "Innovation beyond firm boundaries: Strategic alliances and corporate innovation," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102418.
  4. Chemmanur, Thomas J. & Signori, Andrea & Vismara, Silvio, 2023, "The exit choices of European private firms: A dynamic empirical analysis," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100821.

2022

  1. Thomas J. Chemmanur & Yingmei Cheng & Tianming Zhang & Yuxin Wu, 2022, "Why Do Firms Undertake Accelerated Share Repurchase Programs?," Review of Corporate Finance, now publishers, volume 2, issue 2, pages 191-234, May, DOI: 10.1561/114.00000017.
  2. Thomas J. Chemmanur & Manish Gupta & Karen Simonyan, 2022, "Top Management Team Quality and Innovation in Venture-Backed Private Firms and IPO Market Rewards to Innovative Activity," Entrepreneurship Theory and Practice, , volume 46, issue 4, pages 920-951, July, DOI: 10.1177/1042258720918827.
  3. John Chalmers & Olivia S. Mitchell & Jonathan Reuter & Mingli Zhong, 2022, "Do State-Sponsored Retirement Plans Boost Retirement Saving?," AEA Papers and Proceedings, American Economic Association, volume 112, pages 142-146, May, DOI: 10.1257/pandp.20221021.

2021

  1. Chemmanur, Thomas J. & Hull, Tyler J. & Krishnan, Karthik, 2021, "Cross-Border LBOs, Human Capital, and Proximity: Value Addition through Monitoring in Private Equity Investments," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 3, pages 1023-1063, May.
  2. Chemmanur, Thomas J. & Hu, Gang & Wu, Chaopeng & Wu, Shinong & Yan, Zehao, 2021, "Transforming the management and governance of private family firms: The role of venture capital," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101828.
  3. Chemmanur, Thomas J. & Hu, Gang & Wei, K.C. John, 2021, "The role of institutional investors in corporate and entrepreneurial finance," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101833.
  4. Chemmanur, Thomas J. & Hu, Gang & Li, Yingzhen & Xie, Jing, 2021, "Institutional trading, information production, and forced CEO turnovers," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101884.
  5. Chemmanur, Thomas J. & Gupta, Manish & Simonyan, Karen & Tehranian, Hassan, 2021, "The relationship between venture capital backing and the top management team quality of firms going public and implications for initial public offerings," Journal of Business Venturing, Elsevier, volume 36, issue 6, DOI: 10.1016/j.jbusvent.2021.106148.
  6. Bayar, Onur & Chemmanur, Thomas J., 2021, "A model of the editorial process in academic journals," Research Policy, Elsevier, volume 50, issue 9, DOI: 10.1016/j.respol.2021.104339.
  7. Onur Bayar & Thomas J Chemmanur & Mark H Liu, 2021, "Dividends versus Stock Repurchases and Long-Run Stock Returns under Heterogeneous Beliefs
    [A theory of dividends based on tax clienteles]    ," The Review of Corporate Finance Studies, Society for Financial Studies, volume 10, issue 3, pages 578-632.
  8. Jonathan Reuter & Eric Zitzewitz, 2021, "How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach
    [Mutual fund’s R2 as predictor of performance]    ," Review of Finance, European Finance Association, volume 25, issue 5, pages 1395-1432.

2020

  1. Pierluigi Balduzzi & I-Hsuan Ethan Chiang, 2020, "Real Exchange Rates and Currency Risk Premiums," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 1, pages 94-121.
  2. Bayar, Onur & Chemmanur, Thomas J. & Tian, Xuan, 2020, "Peer Monitoring, Syndication, and the Dynamics of Venture Capital Interactions: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 6, pages 1875-1914, September.
  3. Chemmanur, Thomas J. & Qin, Jiaqi & Sun, Yan & Yu, Qianqian & Zheng, Xiang, 2020, "How does greater bank competition affect borrower screening? Evidence from China's WTO entry," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101776.
  4. Thomas J. Chemmanur & Michael B. Imerman & Harshit Rajaiya & Qianqian Yu, 2020, "Recent Developments In The Fintech Industry," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-31, June, DOI: 10.1142/S2282717X20400022.
  5. Kisgen, Darren J. & Nickerson, Jordan & Osborn, Matthew & Reuter, Jonathan, 2020, "Analyst Promotions within Credit Rating Agencies: Accuracy or Bias?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 3, pages 869-896, May.
  6. Chalmers, John & Reuter, Jonathan, 2020, "Is conflicted investment advice better than no advice?," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 366-387, DOI: 10.1016/j.jfineco.2020.05.005.

2019

  1. Pierluigi Balduzzi & Jonathan Reuter, 2019, "Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching?," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 1, pages 300-337.
  2. Chemmanur, Thomas J. & Ertugrul, Mine & Krishnan, Karthik, 2019, "Is It the Investment Bank or the Investment Banker? A Study of the Role of Investment Banker Human Capital in Acquisitions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 2, pages 587-627, April.
  3. Chemmanur, Thomas J. & Kong, Lei & Krishnan, Karthik & Yu, Qianqian, 2019, "Top Management Human Capital, Inventor Mobility, and Corporate Innovation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 6, pages 2383-2422, December.
  4. Thomas J Chemmanur & Mark H Liu, 2019, "How Should a Firm Go Public? A Dynamic Model of the Choice between Fixed-Price Offerings and Auctions in IPOs and Privatizations," The Review of Corporate Finance Studies, Society for Financial Studies, volume 8, issue 1, pages 42-96.
  5. Thomas J. Chemmanur & An Yan, 2019, "Advertising, Attention, and Stock Returns," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 1-51, September, DOI: 10.1142/S2010139219500095.

2018

  1. Balduzzi, Pierluigi & Brancati, Emanuele & Schiantarelli, Fabio, 2018, "Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises," Journal of Financial Intermediation, Elsevier, volume 36, issue C, pages 1-15, DOI: 10.1016/j.jfi.2017.09.004.
  2. Chemmanur, Thomas J. & He, Jie & He, Shan & Nandy, Debarshi, 2018, "Product Market Characteristics and the Choice between IPOs and Acquisitions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 2, pages 681-721, April.
  3. Chemmanur, Thomas J. & Tian, Xuan, 2018, "Do Antitakeover Provisions Spur Corporate Innovation? A Regression Discontinuity Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1163-1194, June.
  4. Thomas J. Chemmanur & Viktar Fedaseyeu, 2018, "A Theory of Corporate Boards and Forced CEO Turnover," Management Science, INFORMS, volume 64, issue 10, pages 4798-4817, October, DOI: 10.287/mnsc.2017.2762.
  5. David A Chapman & Michael F Gallmeyer & J Spencer Martin, 2018, "Aggregate Tail Risk and Expected Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 8, issue 1, pages 36-76.
  6. Michael W Brandt & David A Chapman, 2018, "Linear Approximations and Tests of Conditional Pricing Models
    [A new approach to international arbitrage pricing]    ," Review of Finance, European Finance Association, volume 22, issue 2, pages 455-489.

2017

  1. Balduzzi, Pierluigi & Moneta, Fabio, 2017, "Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 1927-1950, October.
  2. Chemmanur, Thomas & Yan, An, 2017, "Product market advertising, heterogeneous beliefs, and the long-run performance of initial public offerings," Journal of Corporate Finance, Elsevier, volume 46, issue C, pages 1-24, DOI: 10.1016/j.jcorpfin.2017.06.010.
  3. Weidong Tian & Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan, 2017, "Specification Error, Estimation Risk, and Conditional Portfolio Rules," International Review of Finance, International Review of Finance Ltd., volume 17, issue 2, pages 263-288, June.

2016

  1. Chemmanur, Thomas J. & He, Shan, 2016, "Institutional trading, information production, and corporate spin-offs," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 54-76, DOI: 10.1016/j.jcorpfin.2016.03.009.
  2. Chemmanur, Thomas J. & Hull, Tyler J. & Krishnan, Karthik, 2016, "Do local and international venture capitalists play well together? The complementarity of local and international venture capitalists," Journal of Business Venturing, Elsevier, volume 31, issue 5, pages 573-594, DOI: 10.1016/j.jbusvent.2016.07.002.
  3. Bajo, Emanuele & Chemmanur, Thomas J. & Simonyan, Karen & Tehranian, Hassan, 2016, "Underwriter networks, investor attention, and initial public offerings," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 376-408, DOI: 10.1016/j.jfineco.2015.12.001.

2015

  1. Chemmanur, Thomas J. & Hu, Gang & Huang, Jiekun, 2015, "Institutional Investors and the Information Production Theory of Stock Splits," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 3, pages 413-445, June.
  2. Onur Bayar & Thomas J. Chemmanur & Mark H. Liu, 2015, "A Theory of Capital Structure, Price Impact, and Long-Run Stock Returns under Heterogeneous Beliefs," The Review of Corporate Finance Studies, Society for Financial Studies, volume 4, issue 2, pages 258-320.
  3. Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan, 2015, "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-45, DOI: 10.1142/S201013921550010X.

2014

  1. Chemmanur, Thomas J. & Tian, Xuan, 2014, "Communicating Private Information to the Equity Market Before a Dividend Cut: An Empirical Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 5-6, pages 1167-1199, December.
  2. Chemmanur, Thomas J. & Krishnan, Karthik & Nandy, Debarshi K., 2014, "The effects of corporate spin-offs on productivity," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 72-98, DOI: 10.1016/j.jcorpfin.2014.04.005.
  3. Chemmanur, Thomas J. & Nandy, Debarshi & Yan, An & Jiao, Jie, 2014, "A theory of mandatory convertibles," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 352-370, DOI: 10.1016/j.jbankfin.2014.01.024.
  4. Thomas J. Chemmanur & Zhaohui Chen, 2014, "Venture Capitalists Versus Angels: The Dynamics of Private Firm Financing Contracts," The Review of Corporate Finance Studies, Society for Financial Studies, volume 3, issue 1-2, pages 39-86.
  5. Thomas J. Chemmanur & Paolo Fulghieri, 2014, "Entrepreneurial Finance and Innovation: An Introduction and Agenda for Future Research," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 1, pages 1-19, January.
  6. Thomas J. Chemmanur & Elena Loutskina & Xuan Tian, 2014, "Corporate Venture Capital, Value Creation, and Innovation," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 8, pages 2434-2473.
  7. Diane Del Guercio & Jonathan Reuter, 2014, "Mutual Fund Performance and the Incentive to Generate Alpha," Journal of Finance, American Finance Association, volume 69, issue 4, pages 1673-1704, August.
  8. Chalmers, John & Johnson, Woodrow T. & Reuter, Jonathan, 2014, "The effect of pension design on employer costs and employee retirement choices: Evidence from Oregon," Journal of Public Economics, Elsevier, volume 116, issue C, pages 17-34, DOI: 10.1016/j.jpubeco.2013.07.001.

2013

  1. Chemmanur, Thomas J. & Cheng, Yingmei & Zhang, Tianming, 2013, "Human capital, capital structure, and employee pay: An empirical analysis," Journal of Financial Economics, Elsevier, volume 110, issue 2, pages 478-502, DOI: 10.1016/j.jfineco.2013.07.003.

2012

  1. Pierluigi Balduzzi & I-Hsuan Ethan Chiang, 2012, "A Simple Test of the Affine Class of Term Structure Models," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 2, pages 203-244.
  2. Thomas J. Chemmanur & Karthik Krishnan, 2012, "Heterogeneous Beliefs, IPO Valuation, and the Economic Role of the Underwriter in IPOs," Financial Management, Financial Management Association International, volume 41, issue 4, pages 769-811, December, DOI: j.1755-053X.2012.01201.x.
  3. Chemmanur, Thomas J. & Tian, Xuan, 2012, "“Preparing” the Equity Market for Adverse Corporate Events: A Theoretical Analysis of Firms Cutting Dividends," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 5, pages 933-972, October.
  4. Bayar, Onur & Chemmanur, Thomas J., 2012, "What drives the valuation premium in IPOs versus acquisitions? An empirical analysis," Journal of Corporate Finance, Elsevier, volume 18, issue 3, pages 451-475, DOI: 10.1016/j.jcorpfin.2012.01.007.
  5. Chemmanur, Thomas J. & Jiao, Yawen, 2012, "Dual class IPOs: A theoretical analysis," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 305-319, DOI: 10.1016/j.jbankfin.2011.07.010.
  6. John Chalmers & Jonathan Reuter, 2012, "How Do Retirees Value Life Annuities? Evidence from Public Employees," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 8, pages 2601-2634.

2011

  1. Thomas J. Chemmanur & Yawen Jiao, 2011, "Institutional Trading, Information Production, and the SEO Discount: A Model of Seasoned Equity Offerings," Journal of Economics & Management Strategy, Wiley Blackwell, volume 20, issue 1, pages 299-338, March, DOI: 10.1111/j.1530-9134.2010.00290.x.
  2. Bayar, Onur & Chemmanur, Thomas J., 2011, "IPOs versus Acquisitions and the Valuation Premium Puzzle: A Theory of Exit Choice by Entrepreneurs and Venture Capitalists," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 6, pages 1755-1793, December.
  3. Chemmanur, Thomas J. & Liu, Mark H., 2011, "Institutional trading, information production, and the choice between spin-offs, carve-outs, and tracking stock issues," Journal of Corporate Finance, Elsevier, volume 17, issue 1, pages 62-82, February.
  4. Bayar, Onur & Chemmanur, Thomas J. & Liu, Mark H., 2011, "A theory of equity carve-outs and negative stub values under heterogeneous beliefs," Journal of Financial Economics, Elsevier, volume 100, issue 3, pages 616-638, June.
  5. Chemmanur, Thomas J. & He, Jie, 2011, "IPO waves, product market competition, and the going public decision: Theory and evidence," Journal of Financial Economics, Elsevier, volume 101, issue 2, pages 382-412, August.
  6. Thomas J. Chemmanur & Karthik Krishnan & Debarshi K. Nandy, 2011, "How Does Venture Capital Financing Improve Efficiency in Private Firms? A Look Beneath the Surface," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 12, pages 4037-4090.
  7. Thomas J. Chemmanur & Imants Paeglis & Karen Simonyan, 2011, "Management Quality and Antitakeover Provisions," Journal of Law and Economics, University of Chicago Press, volume 54, issue 3, pages 651-692, DOI: 10.1086/655805.
  8. David A. Chapman & Valery Polkovnichenko, 2011, "Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk," Review of Finance, European Finance Association, volume 15, issue 4, pages 909-927.

2010

  1. Balduzzi, Pierluigi & Robotti, Cesare, 2010, "Asset pricing models and economic risk premia: A decomposition," Journal of Empirical Finance, Elsevier, volume 17, issue 1, pages 54-80, January.
  2. Thomas J. Chemmanur & Karen Simonyan, 2010, "What Drives the Issuance of Putable Convertibles: Risk‐Shifting, Asymmetric Information, or Taxes?," Financial Management, Financial Management Association International, volume 39, issue 3, pages 1027-1068, September, DOI: 10.1111/j.1755-053X.2010.01103.x.
  3. Thomas J. Chemmanur & Imants Paeglis & Karen Simonyan, 2010, "Management Quality and Equity Issue Characteristics: A Comparison of SEOs and IPOs," Financial Management, Financial Management Association International, volume 39, issue 4, pages 1601-1642, December.
  4. Chemmanur, Thomas J. & He, Jie & Hu, Gang & Liu, Helen, 2010, "Is dividend smoothing universal?: New insights from a comparative study of dividend policies in Hong Kong and the U.S," Journal of Corporate Finance, Elsevier, volume 16, issue 4, pages 413-430, September.
  5. Chemmanur, Thomas J. & Jordan, Bradford D. & Liu, Mark H. & Wu, Qun, 2010, "Antitakeover provisions in corporate spin-offs," Journal of Banking & Finance, Elsevier, volume 34, issue 4, pages 813-824, April.
  6. Chemmanur, Thomas J., 2010, "Venture capital, private equity, IPOs, and banking: An introduction and agenda for future research," Journal of Economics and Business, Elsevier, volume 62, issue 6, pages 471-476, November.
  7. Chemmanur, Thomas & Jiao, Yawen & Yan, An, 2010, "A theory of contractual provisions in leasing," Journal of Financial Intermediation, Elsevier, volume 19, issue 1, pages 116-142, January.
  8. Thomas J. Chemmanur & Gang Hu & Jiekun Huang, 2010, "The Role of Institutional Investors in Initial Public Offerings," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 12, pages 4496-4540, December.
  9. Thomas J. Chemmanur & Shan He & Debarshi K. Nandy, 2010, "The Going-Public Decision and the Product Market," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 5, pages 1855-1908.
  10. Massa, Massimo & Reuter, Jonathan & Zitzewitz, Eric, 2010, "When should firms share credit with employees? Evidence from anonymously managed mutual funds," Journal of Financial Economics, Elsevier, volume 95, issue 3, pages 400-424, March.

2009

  1. Chemmanur, Thomas J. & Paeglis, Imants & Simonyan, Karen, 2009, "Management Quality, Financial and Investment Policies, and Asymmetric Information," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 44, issue 5, pages 1045-1079, October.
  2. Chemmanur, Thomas J. & Paeglis, Imants & Simonyan, Karen, 2009, "The medium of exchange in acquisitions: Does the private information of both acquirer and target matter?," Journal of Corporate Finance, Elsevier, volume 15, issue 5, pages 523-542, December.
  3. Chemmanur, Thomas & Yan, An, 2009, "Product market advertising and new equity issues," Journal of Financial Economics, Elsevier, volume 92, issue 1, pages 40-65, April.
  4. Chemmanur, Thomas J. & He, Shan & Hu, Gang, 2009, "The role of institutional investors in seasoned equity offerings," Journal of Financial Economics, Elsevier, volume 94, issue 3, pages 384-411, December.
  5. David A. Chapman & Valery Polkovnichenko, 2009, "First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes," Journal of Finance, American Finance Association, volume 64, issue 4, pages 1863-1887, August, DOI: 10.1111/j.1540-6261.2009.01482.x.
  6. Hutton, Amy P. & Marcus, Alan J. & Tehranian, Hassan, 2009, "Opaque financial reports, R2, and crash risk," Journal of Financial Economics, Elsevier, volume 94, issue 1, pages 67-86, October.
  7. Paul J. Irvine & Jeffrey Pontiff, 2009, "Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1149-1177, March.
  8. Reuter, Jonathan, 2009, "Does Advertising Bias Product Reviews? An Analysis of Wine Ratings," Journal of Wine Economics, Cambridge University Press, volume 4, issue 2, pages 125-151, January.

2008

  1. Balduzzi, Pierluigi & Robotti, Cesare, 2008, "Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 354-368.
  2. Thomas J. Chemmanur & Jie He & Paolo Fulghieri, 2008, "Competition and Cooperation among Exchanges: Effects on Corporate Cross‐Listing Decisions and Listing Standards," Journal of Applied Corporate Finance, Morgan Stanley, volume 20, issue 3, pages 76-90, June, DOI: 10.1111/j.1745-6622.2008.00195.x.
  3. Cornett, Marcia Millon & Marcus, Alan J. & Tehranian, Hassan, 2008, "Corporate governance and pay-for-performance: The impact of earnings management," Journal of Financial Economics, Elsevier, volume 87, issue 2, pages 357-373, February.
  4. Jeffrey Pontiff & Artemiza Woodgate, 2008, "Share Issuance and Cross‐sectional Returns," Journal of Finance, American Finance Association, volume 63, issue 2, pages 921-945, April, DOI: 10.1111/j.1540-6261.2008.01335.x.

2007

  1. Balduzzi, Pierluigi, 2007, "Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 8, pages 2713-2743, August.
  2. Balduzzi, Pierluigi & Yao, Tong, 2007, "Testing heterogeneous-agent models: an alternative aggregation approach," Journal of Monetary Economics, Elsevier, volume 54, issue 2, pages 369-412, March.
  3. Cornett, Marcia Millon & Marcus, Alan J. & Saunders, Anthony & Tehranian, Hassan, 2007, "The impact of institutional ownership on corporate operating performance," Journal of Banking & Finance, Elsevier, volume 31, issue 6, pages 1771-1794, June.

2006

  1. Chemmanur, Thomas J. & Fulghieri, Paolo, 2006, "Competition and cooperation among exchanges: A theory of cross-listing and endogenous listing standards," Journal of Financial Economics, Elsevier, volume 82, issue 2, pages 455-489, November.
  2. J. B. Chay & Dosoung Choi & Jeffrey Pontiff, 2006, "Market Valuation of Tax‐Timing Options: Evidence from Capital Gains Distributions," Journal of Finance, American Finance Association, volume 61, issue 2, pages 837-865, April, DOI: 10.1111/j.1540-6261.2006.00856.x.
  3. Pontiff, Jeffrey, 2006, "Costly arbitrage and the myth of idiosyncratic risk," Journal of Accounting and Economics, Elsevier, volume 42, issue 1-2, pages 35-52, October.
  4. Jonathan Reuter, 2006, "Are IPO Allocations for Sale? Evidence from Mutual Funds," Journal of Finance, American Finance Association, volume 61, issue 5, pages 2289-2324, October, DOI: 10.1111/j.1540-6261.2006.01058.x.
  5. Jonathan Reuter & Eric Zitzewitz, 2006, "Do Ads Influence Editors? Advertising and Bias in the Financial Media," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 121, issue 1, pages 197-227.

2005

  1. Chemmanur, Thomas J. & Paeglis, Imants, 2005, "Management quality, certification, and initial public offerings," Journal of Financial Economics, Elsevier, volume 76, issue 2, pages 331-368, May.
  2. Eric Jacquier & Alex Kane & Alan J. Marcus, 2005, "Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 1, pages 37-55.

2004

  1. Chemmanur, Thomas J. & Yan, An, 2004, "A theory of corporate spin-offs," Journal of Financial Economics, Elsevier, volume 72, issue 2, pages 259-290, May.
  2. Almazan, Andres & Brown, Keith C. & Carlson, Murray & Chapman, David A., 2004, "Why constrain your mutual fund manager?," Journal of Financial Economics, Elsevier, volume 73, issue 2, pages 289-321, August.

2003

  1. Julie Agnew & Pierluigi Balduzzi & Annika Sundén, 2003, "Portfolio Choice and Trading in a Large 401(k) Plan," American Economic Review, American Economic Association, volume 93, issue 1, pages 193-215, March, DOI: 10.1257/000282803321455223.
  2. Wayne E. Ferson & Andrew F. Siegel, 2003, "Stochastic Discount Factor Bounds with Conditioning Information," The Review of Financial Studies, Society for Financial Studies, volume 16, issue 2, pages 567-595.

2002

  1. Chemmanur, Thomas J. & Wilhelm, William Jr., 2002, "New Technologies, Financial Innovation, and Intermediation," Journal of Financial Intermediation, Elsevier, volume 11, issue 1, pages 2-8, January.
  2. David A. Chapman, 2002, "Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 5, issue 3, pages 618-645, July, DOI: 10.1006/redy.2001.0155.
  3. Wayne Ferson, 2002, "Asset Pricing, John H. Cochrane. Princeton, NJ: Princeton University Press, 2001. 530 pp. ISBN 0-691-07498-4," The Review of Financial Studies, Society for Financial Studies, volume 15, issue 1, pages 349-351, March.

2001

  1. Balduzzi, Pierluigi & Elton, Edwin J. & Green, T. Clifton, 2001, "Economic News and Bond Prices: Evidence from the U.S. Treasury Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 36, issue 4, pages 523-543, December.
  2. Thomas J. Chemmanur & Imants Paeglis, 2001, "Why Issue Tracking Stock? Insights From A Comparison With Spin‐Offs And Carve‐Outs," Journal of Applied Corporate Finance, Morgan Stanley, volume 14, issue 2, pages 102-114, June, DOI: 10.1111/j.1745-6622.2001.tb00334.x.
  3. David A. Chapman & Neil D. Pearson, 2001, "Recent Advances in Estimating Term-Structure Models," Financial Analysts Journal, Taylor & Francis Journals, volume 57, issue 4, pages 77-95, July, DOI: 10.2469/faj.v57.n4.2467.

2000

  1. Anthony W. Lynch & Pierluigi Balduzzi, 2000, "Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior," Journal of Finance, American Finance Association, volume 55, issue 5, pages 2285-2309, October, DOI: 10.1111/0022-1082.00287.
  2. Chemmanur, Thomas J. & Wilhelm, William Jr., 2000, "2000 Journal of Financial Intermediation Symposium: New Technologies, Financial Innovation, and Intermediation: Presented by Financial Service Research Center & The Wallace E. Carroll School of Management at Boston College," Journal of Financial Intermediation, Elsevier, volume 9, issue 4, pages 454-457, October.
  3. David A. Chapman & Neil D. Pearson, 2000, "Is the Short Rate Drift Actually Nonlinear?," Journal of Finance, American Finance Association, volume 55, issue 1, pages 355-388, February, DOI: 10.1111/0022-1082.00208.

1999

  1. Balduzzi, Pierluigi & Lynch, Anthony W., 1999, "Transaction costs and predictability: some utility cost calculations," Journal of Financial Economics, Elsevier, volume 52, issue 1, pages 47-78, April.
  2. Chemmanur, Thomas J. & Ravid, S. Abraham, 1999, "Asymmetric Information, Corporate Myopia, and Capital Gains Tax Rates: An Analysis of Policy Prescriptions," Journal of Financial Intermediation, Elsevier, volume 8, issue 3, pages 205-231, July.
  3. Chemmanur, Thomas J & Fulghieri, Paolo, 1999, "A Theory of the Going-Public Decision," The Review of Financial Studies, Society for Financial Studies, volume 12, issue 2, pages 249-279.
  4. Chapman, David A & Long, John B, Jr & Pearson, Neil D, 1999, "Using Proxies for the Short Rate: When Are Three Months Like an Instant?," The Review of Financial Studies, Society for Financial Studies, volume 12, issue 4, pages 763-806.

1998

  1. Balduzzi, Pierluigi, et al, 1998, "Interest Rate Targeting and the Dynamics of Short-Term Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 30, issue 1, pages 26-50, February.
  2. Pierluigi Balduzzi & Sanjiv Ranjan Das & Silverio Foresi, 1998, "The Central Tendency: A Second Factor In Bond Yields," The Review of Economics and Statistics, MIT Press, volume 80, issue 1, pages 62-72, February.
  3. David A. Chapman, 1998, "Habit Formation and Aggregate Consumption," Econometrica, Econometric Society, volume 66, issue 5, pages 1223-1230, September.
  4. Christopherson, Jon A & Ferson, Wayne E & Glassman, Debra A, 1998, "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," The Review of Financial Studies, Society for Financial Studies, volume 11, issue 1, pages 111-142.
  5. Pontiff, Jeffrey & Schall, Lawrence D., 1998, "Book-to-market ratios as predictors of market returns," Journal of Financial Economics, Elsevier, volume 49, issue 2, pages 141-160, August.

1997

  1. Balduzzi, Pierluigi & Kallal, Hedi, 1997, "Risk Premia and Variance Bounds," Journal of Finance, American Finance Association, volume 52, issue 5, pages 1913-1949, December.
  2. Balduzzi, Pierluigi & Foresi, Silverio & Hait, David J., 1997, "Price Barriers and the Dynamics of Asset Prices in Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 32, issue 2, pages 137-159, June.
  3. Balduzzi, Pierluigi & Corsetti, Giancarlo & Foresi, Silverio, 1997, "Yield-curve movements and fiscal retrenchments," European Economic Review, Elsevier, volume 41, issue 9, pages 1675-1685, December.
  4. Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio, 1997, "A model of target changes and the term structure of interest rates," Journal of Monetary Economics, Elsevier, volume 39, issue 2, pages 223-249, July.
  5. Chemmanur, Thomas J. & Fulghieri, Paolo, 1997, "Why Include Warrants in New Equity Issues? A Theory of Unit IPOs," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 32, issue 1, pages 1-24, March.
  6. Chapman, David A, 1997, "Approximating the Asset Pricing Kernel," Journal of Finance, American Finance Association, volume 52, issue 4, pages 1383-1410, September.
  7. Chapman, David A., 1997, "The cyclical properties of consumption growth and the real term structure," Journal of Monetary Economics, Elsevier, volume 39, issue 2, pages 145-172, July.
  8. Pontiff, Jeffrey, 1997, "Excess Volatility and Closed-End Funds," American Economic Review, American Economic Association, volume 87, issue 1, pages 155-169, March.

1996

  1. Balduzzi, Pierluigi & Kallal, Hedi & Longin, Francois, 1996, "Minimal returns and the breakdown of the price-volume relation," Economics Letters, Elsevier, volume 50, issue 2, pages 265-269, February.
  2. Balduzzi, Pierluigi, 1996, "Inflation and asset prices in a monetary economy," Economics Letters, Elsevier, volume 53, issue 1, pages 67-74, October.
  3. Balduzzi, Pierluigi & Foresi, Silverio, 1996, "Money, transactions and portfolio choice," Ricerche Economiche, Elsevier, volume 50, issue 1, pages 57-68, March.
  4. Chemmanur, Thomas J. & John, Kose, 1996, "Optimal Incorporation, Structure of Debt Contracts, and Limited-Recourse Project Financing," Journal of Financial Intermediation, Elsevier, volume 5, issue 4, pages 372-408, October.

1995

  1. Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio, 1995, "Asset Price Dynamics and Infrequent Feedback Trades," Journal of Finance, American Finance Association, volume 50, issue 5, pages 1747-1766, December.
  2. Balduzzi, Pierluigi, 1995, "Stock returns, inflation, and the 'proxy hypothesis': A new look at the data," Economics Letters, Elsevier, volume 48, issue 1, pages 47-53, April.
  3. Ferson, Wayne E & Korajczyk, Robert A, 1995, "Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?," The Journal of Business, University of Chicago Press, volume 68, issue 3, pages 309-349, July, DOI: 10.1086/296667.
  4. Pontiff, Jeffrey, 1995, "Closed-end fund premia and returns Implications for financial market equilibrium," Journal of Financial Economics, Elsevier, volume 37, issue 3, pages 341-370, March.

1994

  1. Chemmanur, Thomas J & Fulghieri, Paolo, 1994, "Investment Bank Reputation, Information Production, and Financial Intermediation," Journal of Finance, American Finance Association, volume 49, issue 1, pages 57-79, March.
  2. Chemmanur, Thomas J & Fulghieri, Paolo, 1994, "Reputation, Renegotiation, and the Choice between Bank Loans and Publicly Traded Debt," The Review of Financial Studies, Society for Financial Studies, volume 7, issue 3, pages 475-506.

1993

  1. Chemmanur, Thomas J, 1993, "The Pricing of Initial Public Offerings: A Dynamic Model with Information Production," Journal of Finance, American Finance Association, volume 48, issue 1, pages 285-304, March.
  2. Chapman, David A. & Ogaki, Masao, 1993, "Cotrending and the stationarity of the real interest rate," Economics Letters, Elsevier, volume 42, issue 2-3, pages 133-138.
  3. Ferson, Wayne E & Harvey, Campbell R, 1993, "The Risk and Predictability of International Equity Returns," The Review of Financial Studies, Society for Financial Studies, volume 6, issue 3, pages 527-566.
  4. Abraham, Abraham & Elan, Don & Marcus, Alan J, 1993, "Does Sentiment Explain Closed-End Fund Discounts? Evidence from Bond Funds," The Financial Review, Eastern Finance Association, volume 28, issue 4, pages 607-616, November.
  5. Barclay, Michael J. & Holderness, Clifford G. & Pontiff, Jeffrey, 1993, "Private benefits from block ownership and discounts on closed-end funds," Journal of Financial Economics, Elsevier, volume 33, issue 3, pages 263-291, June.

1992

  1. Benveniste, Lawrence M. & Marcus, Alan J. & Wilhelm, William J., 1992, "What's special about the specialist?," Journal of Financial Economics, Elsevier, volume 32, issue 1, pages 61-86, August.
  2. Nalin Kulatilaka & Alan J. Marcus, 1992, "Project Valuation Under Uncertainty: When Does Dcf Fail?," Journal of Applied Corporate Finance, Morgan Stanley, volume 5, issue 3, pages 92-100, September, DOI: 10.1111/j.1745-6622.1992.tb00229.x.

1991

  1. Ferson, Wayne E & Harvey, Campbell R, 1991, "The Variation of Economic Risk Premiums," Journal of Political Economy, University of Chicago Press, volume 99, issue 2, pages 385-415, April, DOI: 10.1086/261755.

1990

  1. Jeffrey Pontiff & Andrei Shleifer & Michael S. Weisbach, 1990, "Reversions of Excess Pension Assets after Takeovers," RAND Journal of Economics, The RAND Corporation, volume 21, issue 4, pages 600-613, Winter.

1988

  1. Eldor, Rafael & Marcus, Alan J., 1988, "Quotas as options: Valuation and equilibrium implications," Journal of International Economics, Elsevier, volume 24, issue 3-4, pages 255-274, May.
  2. Kane, Alex & Marcus, Alan J., 1988, "The Delivery Option on Forward Contracts: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 23, issue 3, pages 337-341, September.

1987

  1. Kulatilaka, Nalin & Marcus, Alan J., 1987, "A model of strategic default of sovereign debt," Journal of Economic Dynamics and Control, Elsevier, volume 11, issue 4, pages 483-498, December.

1986

  1. Kane, Alex & Marcus, Alan J, 1986, "Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market," Journal of Finance, American Finance Association, volume 41, issue 1, pages 195-207, March.
  2. Marcus, Alan J. & Modest, David M., 1986, "The Valuation of a Random Number of Put Options: An Application to Agricultural Price Supports," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 21, issue 1, pages 73-86, March.

1985

  1. Marcus, Alan J, 1985, "Spinoff-Terminations and the Value of Pension Insurance," Journal of Finance, American Finance Association, volume 40, issue 3, pages 911-924, July.
  2. Kane, Alex & Marcus, Alan J. & McDonald, Robert L., 1985, "Debt Policy and the Rate of Return Premium to Leverage," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 20, issue 4, pages 479-499, December.

1984

  1. Marcus, Alan J & Modest, David M, 1984, "Futures Markets and Production Decisions," Journal of Political Economy, University of Chicago Press, volume 92, issue 3, pages 409-426, June, DOI: 10.1086/261234.
  2. Kane, Alex & Marcus, Alan J & McDonald, Robert L, 1984, "How Big Is the Tax Advantage to Debt?," Journal of Finance, American Finance Association, volume 39, issue 3, pages 841-853, July.
  3. Marcus, Alan J., 1984, "Efficient risk sharing, non-marketable labor income and fixed-wage contracts," European Economic Review, Elsevier, volume 25, issue 3, pages 373-385, August.
  4. Marcus, Alan J, 1984, "Efficient Asset Portfolios and the Theory of Normal Backwardation: A Comment," Journal of Political Economy, University of Chicago Press, volume 92, issue 1, pages 162-164, February, DOI: 10.1086/261215.
  5. Kane, Alex & Lee, Young Ki & Marcus, Alan, 1984, "Earnings and Dividend Announcements: Is There a Corroboration Effect?," Journal of Finance, American Finance Association, volume 39, issue 4, pages 1091-1099, September.
  6. Marcus, Alan & Shaked, Israel, 1984, "The Relationship between Accounting Measures and Prospective Probabilities of Insolvency: An Application to the Banking Industry," The Financial Review, Eastern Finance Association, volume 19, issue 1, pages 67-83, March.
  7. Marcus, Alan J & Shaked, Israel, 1984, "The Valuation of FDIC Deposit Insurance Using Option-pricing Estimates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 16, issue 4, pages 446-460, November.

1983

  1. Marcus, Alan J, 1983, "The Bank Capital Decision: A Time Series-Cross Section Analysis," Journal of Finance, American Finance Association, volume 38, issue 4, pages 1217-1232, September.

1982

  1. Alan J. Marcus, 1982, "Risk Sharing and the Theory of the Firm," Bell Journal of Economics, The RAND Corporation, volume 13, issue 2, pages 369-378, Autumn.

1979

  1. Bonin, John P. & Marcus, Alan J., 1979, "Information, motivation, and control in decentralized planning: the case of discretionary managerial behavior," Journal of Comparative Economics, Elsevier, volume 3, issue 3, pages 235-253, September.
  2. Abel, Andrew & Dornbusch, Rudiger & Huizinga, John & Marcus, Alan, 1979, "Money demand during hyperinflation," Journal of Monetary Economics, Elsevier, volume 5, issue 1, pages 97-104, January.

Chapters

2012

  1. John Chalmers & Woodrow T. Johnson & Jonathan Reuter, 2012, "The Effect of Pension Design on Employer Costs and Employee Retirement Choices: Evidence from Oregon," NBER Chapters, National Bureau of Economic Research, Inc, "Retirement Benefits for State and Local Employees: Designing Pension Plans for the Twenty-First Century".

2010

  1. Alan J. Marcus, 2010, "Comment on "Valuing Government Guarantees: Fannie and Freddie Revisited"," NBER Chapters, National Bureau of Economic Research, Inc, "Measuring and Managing Federal Financial Risk".

1994

  1. Wayne Ferson & Campbell R. Harvey, 1994, "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Chapters, National Bureau of Economic Research, Inc, "The Internationalization of Equity Markets".

1988

  1. Zvi Bodie & Alan J. Marcus & Robert C. Merton, 1988, "Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs?," NBER Chapters, National Bureau of Economic Research, Inc, "Pensions in the U.S. Economy".

1987

  1. Robert C. Merton & Zvi Bodie & Alan Marcus, 1987, "Pension Plan Integration As Insurance Against Social Security Risk," NBER Chapters, National Bureau of Economic Research, Inc, "Issues in Pension Economics".
  2. Alan Marcus, 1987, "Corporate Pension Policy and the Value of PBGC Insurance," NBER Chapters, National Bureau of Economic Research, Inc, "Issues in Pension Economics".

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