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Publications

by members of

Finance Department
Wallace E. Carroll School of Management
Boston College
Chestnut Hill, Massachusetts (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. 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

Undated material is listed at the end

2024

  1. Jonathan Reuter & Antoinette Schoar, 2024. "Demand-side and Supply-side Constraints in the Market for Financial Advice," NBER Working Papers 32452, National Bureau of Economic Research, Inc.
  2. Jonathan Reuter, 2024. "Plan Design and Participant Behavior in Defined Contribution Retirement Plans: Past, Present, and Future," NBER Working Papers 32653, National Bureau of Economic Research, Inc.

2023

  1. Andreolli, Michele & Rey, Hélène, 2023. "The Fiscal Consequences of Missing an Inflation Target," CEPR Discussion Papers 17826, C.E.P.R. Discussion Papers.

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 935, Queen Mary University of London, School of Economics and Finance.
  2. Jonathan Reuter & David P. Richardson, 2022. "New Evidence on the Demand for Advice within Retirement Plans," NBER Working Papers 30261, National Bureau of Economic Research, Inc.
  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 30616, National Bureau of Economic Research, Inc.

2021

  1. Surico, Paolo & Andreolli, Michele, 2021. "Less is More: Consumer Spending and the Size of Economic Stimulus Payments," CEPR Discussion Papers 15918, C.E.P.R. Discussion Papers.
  2. John Chalmers & Olivia S. Mitchell & Jonathan Reuter & Mingli Zhong, 2021. "Auto-Enrollment Retirement Plans in OregonSaves," Working Papers wp425, University of Michigan, Michigan Retirement Research Center.
  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 28469, National Bureau of Economic Research, Inc.

2020

  1. Wayne E. Ferson & Junbo L. Wang, 2020. "A Panel Regression Approach to Holdings-based Fund Performance Measures," NBER Working Papers 28238, National Bureau of Economic Research, Inc.
  2. 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 20-20, Center for Economic Studies, U.S. Census Bureau.
  3. 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 1013, Boston College Department of Economics, revised 07 Oct 2022.
  4. 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 13629, Institute of Labor Economics (IZA).
  5. David Blanchett & Michael S. Finke & Jonathan Reuter, 2020. "Portfolio Delegation and 401(k) Plan Participant Responses to COVID-19," NBER Working Papers 27438, National Bureau of Economic Research, Inc.

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 989, Boston College Department of Economics, 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 2019-03, Joint Research Centre, European Commission.

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 2016/078, International Monetary Fund.
  2. Michele Andreolli & Aidar Abdychev, 2016. "Investing in Electricity, Growth, and Debt Sustainability: The Case of Lesotho," IMF Working Papers 2016/115, International Monetary Fund.
  3. Darren J. Kisgen & Matthew Osborn & Jonathan Reuter, 2016. "Analyst Promotions within Credit Rating Agencies: Accuracy or Bias?," NBER Working Papers 22477, National Bureau of Economic Research, Inc.

2013

  1. Wayne E. Ferson & Jerchern Lin, 2013. "Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity," NBER Working Papers 19349, National Bureau of Economic Research, Inc.
  2. 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 824, Boston College Department of Economics, revised 12 Aug 2016.

2012

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

2011

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

2010

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

2009

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

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 08-16, Center for Economic Studies, U.S. Census Bureau.
  2. Thomas Chemmanur & Shan He & Debarshi Nandy, 2008. "The Going Public Decision and the Product Market," Working Papers 08-20, Center for Economic Studies, U.S. Census Bureau.

2006

  1. Wayne E. Ferson & Andrew F. Siegel, 2006. "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers 12098, National Bureau of Economic Research, Inc.
  2. 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 12658, National Bureau of Economic Research, Inc.
  3. Michael W. Brandt & David A. Chapman, 2006. "Linear Approximations and Tests of Conditional Pricing Models," NBER Working Papers 12513, National Bureau of Economic Research, Inc.

2005

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

2004

  1. Wayne E. Ferson & Andrea Heuson & Tie Su, 2004. "Weak and Semi-Strong Form Stock Return Predictability, Revisited," NBER Working Papers 10689, National Bureau of Economic Research, Inc.
  2. An Yan & Debarshi Nandy & Thomas Chemmanur, 2004. "Why Issue Mandatory Convertibles? Theory and Empirical Evidence," Econometric Society 2004 North American Winter Meetings 456, Econometric Society.
  3. 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 wp2004-14, Center for Retirement Research, revised May 2004.

2003

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

2002

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

2001

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

2000

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

1999

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

1998

  1. Connie Becker & Wayne Ferson & David Myers & Michael Schill, 1998. "Conditional Market Timing with Benchmark Investors," NBER Working Papers 6434, National Bureau of Economic Research, Inc.
  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 9808004, University Library of Munich, Germany, revised 07 Oct 1998.
  3. David A. Chapman & Neil D. Pearson, 1998. "Is the Short Rate Drift Actually Nonlinear?," Finance 9808005, University Library of Munich, Germany.
  4. 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 98-049, New York University, Leonard N. Stern School of Business-.

1997

  1. 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 98-018, New York University, Leonard N. Stern School of Business-.
  2. Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi & Leora Klapper, 1997. "Interest Rate Targeting and the Dynamics of Short-Term Rates," NBER Working Papers 5944, National Bureau of Economic Research, Inc.

1996

  1. Wayne E. Ferson & Ravi Jagannathan, 1996. "Econometric evaluation of asset pricing models," Staff Report 206, Federal Reserve Bank of Minneapolis.
  2. 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 5830, National Bureau of Economic Research, Inc.
  3. Wayne E. Ferson & Campbell R. Harvey, 1996. "Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing," NBER Working Papers 5860, National Bureau of Economic Research, Inc.
  4. Chapman, D.A., 1996. "Approximating the Asset Pricing Kernel," Papers 96-02, Rochester, Business - Financial Research and Policy Studies.
  5. Jennifer Koski & Jeffrey Pontiff, 1996. "How Are Derivatives Used? Evidence from the Mutual Fund Industry," Center for Financial Institutions Working Papers 96-27, Wharton School Center for Financial Institutions, University of Pennsylvania.
  6. 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 96-11, New York University, Leonard N. Stern School of Business-.
  7. 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 96-12, New York University, Leonard N. Stern School of Business-.
  8. 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 96-13, New York University, Leonard N. Stern School of Business-.

1994

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

1993

  1. Wayne E. Ferson & Campbell R. Harvey, 1993. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Working Papers 4595, National Bureau of Economic Research, Inc.
  2. Pontiff, J.E., 1993. "Three Essays on Closed-End Funds," Papers 45, Rochester, Business - Ph.D.,.
  3. Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi, 1993. "Non-linearities in Asset Prices and Infrequent Noise Trading," CEPR Financial Markets Paper 0033, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX..
  4. Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi, 1993. "A Model of Target Changes and the Term Structure of Interest Rates," NBER Working Papers 4347, National Bureau of Economic Research, Inc.

1992

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

1991

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

1990

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

1989

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

1987

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

1986

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

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 1614, National Bureau of Economic Research, Inc.
  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 1719, National Bureau of Economic Research, Inc.

1984

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

1983

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

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 01-91, Wharton School Rodney L. White Center for Financial Research.
  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 10-92, Wharton School Rodney L. White Center for Financial Research.
  3. Wayne Ferson, "undated". "Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests," Rodney L. White Center for Financial Research Working Papers 14-83, Wharton School Rodney L. White Center for Financial Research.
  4. Onur Bayar & Thomas J. Chemmanur & Mark H. Liu, "undated". "How to Motivate Fundamental Innovation: Subsidies versus Prizes and the Role of Venture Capital," Working Papers 0175fin, College of Business, University of Texas at San Antonio, revised 06 Jan 2016.

Journal articles

2024

  1. 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, vol. 142(C).

2023

  1. Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli, 2023. "Political Risk, Populism and the Economy," The Economic Journal, Royal Economic Society, vol. 133(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, vol. 21(5), pages 1728-1758.

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, vol. 2(2), pages 191-234, May.
  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, , vol. 46(4), pages 920-951, July.
  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, vol. 112, pages 142-146, May.

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, vol. 56(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, vol. 66(C).
  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, vol. 66(C).
  4. Chemmanur, Thomas J. & Hu, Gang & Li, Yingzhen & Xie, Jing, 2021. "Institutional trading, information production, and forced CEO turnovers," Journal of Corporate Finance, Elsevier, vol. 67(C).
  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, vol. 36(6).
  6. Bayar, Onur & Chemmanur, Thomas J., 2021. "A model of the editorial process in academic journals," Research Policy, Elsevier, vol. 50(9).
  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, vol. 10(3), pages 578-632.

2020

  1. 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, vol. 55(6), pages 1875-1914, September.
  2. 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, vol. 65(C).
  3. 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., vol. 8(01), pages 1-31, June.
  4. Pierluigi Balduzzi & I-Hsuan Ethan Chiang, 2020. "Real Exchange Rates and Currency Risk Premiums," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(1), pages 94-121.
  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, vol. 55(3), pages 869-896, May.
  6. Chalmers, John & Reuter, Jonathan, 2020. "Is conflicted investment advice better than no advice?," Journal of Financial Economics, Elsevier, vol. 138(2), pages 366-387.

2019

  1. 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, vol. 54(2), pages 587-627, April.
  2. 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, vol. 54(6), pages 2383-2422, December.
  3. 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, vol. 8(1), pages 42-96.
  4. Thomas J. Chemmanur & An Yan, 2019. "Advertising, Attention, and Stock Returns," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 1-51, September.
  5. 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, vol. 32(1), pages 300-337.

2018

  1. 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, vol. 53(2), pages 681-721, April.
  2. 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, vol. 53(3), pages 1163-1194, June.
  3. Thomas J. Chemmanur & Viktar Fedaseyeu, 2018. "A Theory of Corporate Boards and Forced CEO Turnover," Management Science, INFORMS, vol. 64(10), pages 4798-4817, October.
  4. 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, vol. 36(C), pages 1-15.

2017

  1. Chemmanur, Thomas & Yan, An, 2017. "Product market advertising, heterogeneous beliefs, and the long-run performance of initial public offerings," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 1-24.
  2. 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, vol. 52(5), pages 1927-1950, October.

2016

  1. Chemmanur, Thomas J. & He, Shan, 2016. "Institutional trading, information production, and corporate spin-offs," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 54-76.
  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, vol. 31(5), pages 573-594.
  3. Bajo, Emanuele & Chemmanur, Thomas J. & Simonyan, Karen & Tehranian, Hassan, 2016. "Underwriter networks, investor attention, and initial public offerings," Journal of Financial Economics, Elsevier, vol. 122(2), pages 376-408.

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, vol. 50(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, vol. 4(2), pages 258-320.

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, vol. 49(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, vol. 27(C), pages 72-98.
  3. Chemmanur, Thomas J. & Nandy, Debarshi & Yan, An & Jiao, Jie, 2014. "A theory of mandatory convertibles," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 352-370.
  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, vol. 3(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, vol. 27(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, vol. 27(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, vol. 69(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, vol. 116(C), pages 17-34.

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, vol. 110(2), pages 478-502.

2012

  1. 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, vol. 41(4), pages 769-811, December.
  2. 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, vol. 47(5), pages 933-972, October.
  3. Bayar, Onur & Chemmanur, Thomas J., 2012. "What drives the valuation premium in IPOs versus acquisitions? An empirical analysis," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 451-475.
  4. Chemmanur, Thomas J. & Jiao, Yawen, 2012. "Dual class IPOs: A theoretical analysis," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 305-319.
  5. 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, vol. 2(2), pages 203-244.
  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, vol. 25(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, vol. 20(1), pages 299-338, March.
  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, vol. 46(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, vol. 17(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, vol. 100(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, vol. 101(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, vol. 24(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, vol. 54(3), pages 651-692.

2010

  1. 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, vol. 39(3), pages 1027-1068, September.
  2. 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, vol. 39(4), pages 1601-1642, December.
  3. 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, vol. 16(4), pages 413-430, September.
  4. Chemmanur, Thomas J. & Jordan, Bradford D. & Liu, Mark H. & Wu, Qun, 2010. "Antitakeover provisions in corporate spin-offs," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 813-824, April.
  5. Chemmanur, Thomas J., 2010. "Venture capital, private equity, IPOs, and banking: An introduction and agenda for future research," Journal of Economics and Business, Elsevier, vol. 62(6), pages 471-476, November.
  6. Chemmanur, Thomas & Jiao, Yawen & Yan, An, 2010. "A theory of contractual provisions in leasing," Journal of Financial Intermediation, Elsevier, vol. 19(1), pages 116-142, January.
  7. 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, vol. 23(12), pages 4496-4540, December.
  8. 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, vol. 23(5), pages 1855-1908.
  9. Balduzzi, Pierluigi & Robotti, Cesare, 2010. "Asset pricing models and economic risk premia: A decomposition," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 54-80, January.
  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, vol. 95(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, vol. 44(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, vol. 15(5), pages 523-542, December.
  3. Chemmanur, Thomas & Yan, An, 2009. "Product market advertising and new equity issues," Journal of Financial Economics, Elsevier, vol. 92(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, vol. 94(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, vol. 64(4), pages 1863-1887, August.
  6. Paul J. Irvine & Jeffrey Pontiff, 2009. "Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1149-1177, March.
  7. Hutton, Amy P. & Marcus, Alan J. & Tehranian, Hassan, 2009. "Opaque financial reports, R2, and crash risk," Journal of Financial Economics, Elsevier, vol. 94(1), pages 67-86, October.
  8. Reuter, Jonathan, 2009. "Does Advertising Bias Product Reviews? An Analysis of Wine Ratings," Journal of Wine Economics, Cambridge University Press, vol. 4(2), pages 125-151, January.

2008

  1. 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, vol. 20(3), pages 76-90, June.
  2. Jeffrey Pontiff & Artemiza Woodgate, 2008. "Share Issuance and Cross‐sectional Returns," Journal of Finance, American Finance Association, vol. 63(2), pages 921-945, April.
  3. Balduzzi, Pierluigi & Robotti, Cesare, 2008. "Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 354-368.
  4. 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, vol. 87(2), pages 357-373, February.

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, vol. 31(8), pages 2713-2743, August.
  2. Balduzzi, Pierluigi & Yao, Tong, 2007. "Testing heterogeneous-agent models: an alternative aggregation approach," Journal of Monetary Economics, Elsevier, vol. 54(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, vol. 31(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, vol. 82(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, vol. 61(2), pages 837-865, April.
  3. Pontiff, Jeffrey, 2006. "Costly arbitrage and the myth of idiosyncratic risk," Journal of Accounting and Economics, Elsevier, vol. 42(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, vol. 61(5), pages 2289-2324, October.
  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, vol. 121(1), pages 197-227.

2005

  1. Chemmanur, Thomas J. & Paeglis, Imants, 2005. "Management quality, certification, and initial public offerings," Journal of Financial Economics, Elsevier, vol. 76(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, vol. 3(1), pages 37-55.

2004

  1. Chemmanur, Thomas J. & Yan, An, 2004. "A theory of corporate spin-offs," Journal of Financial Economics, Elsevier, vol. 72(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, vol. 73(2), pages 289-321, August.

2003

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

2002

  1. 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, vol. 15(1), pages 349-351, March.
  2. Chemmanur, Thomas J. & Wilhelm, William Jr., 2002. "New Technologies, Financial Innovation, and Intermediation," Journal of Financial Intermediation, Elsevier, vol. 11(1), pages 2-8, January.
  3. 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, vol. 5(3), pages 618-645, July.

2001

  1. 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, vol. 14(2), pages 102-114, June.
  2. 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, vol. 36(4), pages 523-543, December.

2000

  1. 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 Manage," Journal of Financial Intermediation, Elsevier, vol. 9(4), pages 454-457, October.
  2. Anthony W. Lynch & Pierluigi Balduzzi, 2000. "Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior," Journal of Finance, American Finance Association, vol. 55(5), pages 2285-2309, October.

1999

  1. 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, vol. 8(3), pages 205-231, July.
  2. Chemmanur, Thomas J & Fulghieri, Paolo, 1999. "A Theory of the Going-Public Decision," The Review of Financial Studies, Society for Financial Studies, vol. 12(2), pages 249-279.
  3. 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, vol. 12(4), pages 763-806.
  4. Balduzzi, Pierluigi & Lynch, Anthony W., 1999. "Transaction costs and predictability: some utility cost calculations," Journal of Financial Economics, Elsevier, vol. 52(1), pages 47-78, April.

1998

  1. 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, vol. 11(1), pages 111-142.
  2. David A. Chapman, 1998. "Habit Formation and Aggregate Consumption," Econometrica, Econometric Society, vol. 66(5), pages 1223-1230, September.
  3. Pontiff, Jeffrey & Schall, Lawrence D., 1998. "Book-to-market ratios as predictors of market returns," Journal of Financial Economics, Elsevier, vol. 49(2), pages 141-160, August.
  4. Balduzzi, Pierluigi, et al, 1998. "Interest Rate Targeting and the Dynamics of Short-Term Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(1), pages 26-50, February.
  5. 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, vol. 80(1), pages 62-72, February.

1997

  1. 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, vol. 32(1), pages 1-24, March.
  2. Chapman, David A., 1997. "The cyclical properties of consumption growth and the real term structure," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 145-172, July.
  3. Chapman, David A, 1997. "Approximating the Asset Pricing Kernel," Journal of Finance, American Finance Association, vol. 52(4), pages 1383-1410, September.
  4. Pontiff, Jeffrey, 1997. "Excess Volatility and Closed-End Funds," American Economic Review, American Economic Association, vol. 87(1), pages 155-169, March.
  5. Balduzzi, Pierluigi & Kallal, Hedi, 1997. "Risk Premia and Variance Bounds," Journal of Finance, American Finance Association, vol. 52(5), pages 1913-1949, December.
  6. 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, vol. 32(2), pages 137-159, June.
  7. Balduzzi, Pierluigi & Corsetti, Giancarlo & Foresi, Silverio, 1997. "Yield-curve movements and fiscal retrenchments," European Economic Review, Elsevier, vol. 41(9), pages 1675-1685, December.
  8. Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio, 1997. "A model of target changes and the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 223-249, July.

1996

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

1995

  1. 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, vol. 68(3), pages 309-349, July.
  2. Pontiff, Jeffrey, 1995. "Closed-end fund premia and returns Implications for financial market equilibrium," Journal of Financial Economics, Elsevier, vol. 37(3), pages 341-370, March.
  3. Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio, 1995. "Asset Price Dynamics and Infrequent Feedback Trades," Journal of Finance, American Finance Association, vol. 50(5), pages 1747-1766, December.
  4. Balduzzi, Pierluigi, 1995. "Stock returns, inflation, and the 'proxy hypothesis': A new look at the data," Economics Letters, Elsevier, vol. 48(1), pages 47-53, April.

1994

  1. Chemmanur, Thomas J & Fulghieri, Paolo, 1994. "Investment Bank Reputation, Information Production, and Financial Intermediation," Journal of Finance, American Finance Association, vol. 49(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, vol. 7(3), pages 475-506.

1993

  1. Ferson, Wayne E & Harvey, Campbell R, 1993. "The Risk and Predictability of International Equity Returns," The Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 527-566.
  2. Chemmanur, Thomas J, 1993. "The Pricing of Initial Public Offerings: A Dynamic Model with Information Production," Journal of Finance, American Finance Association, vol. 48(1), pages 285-304, March.
  3. Chapman, David A. & Ogaki, Masao, 1993. "Cotrending and the stationarity of the real interest rate," Economics Letters, Elsevier, vol. 42(2-3), pages 133-138.
  4. 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, vol. 33(3), pages 263-291, June.
  5. 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, vol. 28(4), pages 607-616, November.

1992

  1. Benveniste, Lawrence M. & Marcus, Alan J. & Wilhelm, William J., 1992. "What's special about the specialist?," Journal of Financial Economics, Elsevier, vol. 32(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, vol. 5(3), pages 92-100, September.

1991

  1. Ferson, Wayne E & Harvey, Campbell R, 1991. "The Variation of Economic Risk Premiums," Journal of Political Economy, University of Chicago Press, vol. 99(2), pages 385-415, April.

1990

  1. Jeffrey Pontiff & Andrei Shleifer & Michael S. Weisbach, 1990. "Reversions of Excess Pension Assets after Takeovers," RAND Journal of Economics, The RAND Corporation, vol. 21(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, vol. 24(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, vol. 23(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, vol. 11(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, vol. 41(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, vol. 21(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, vol. 40(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, vol. 20(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, vol. 92(3), pages 409-426, June.
  2. Kane, Alex & Marcus, Alan J & McDonald, Robert L, 1984. "How Big Is the Tax Advantage to Debt?," Journal of Finance, American Finance Association, vol. 39(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, vol. 25(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, vol. 92(1), pages 162-164, February.
  5. Kane, Alex & Lee, Young Ki & Marcus, Alan, 1984. "Earnings and Dividend Announcements: Is There a Corroboration Effect?," Journal of Finance, American Finance Association, vol. 39(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, vol. 19(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, vol. 16(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, vol. 38(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, vol. 13(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, vol. 3(3), pages 235-253, September.
  2. Abel, Andrew & Dornbusch, Rudiger & Huizinga, John & Marcus, Alan, 1979. "Money demand during hyperinflation," Journal of Monetary Economics, Elsevier, vol. 5(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, in: Retirement Benefits for State and Local Employees: Designing Pension Plans for the Twenty-First Century, National Bureau of Economic Research, Inc.

2010

  1. Alan J. Marcus, 2010. "Comment on "Valuing Government Guarantees: Fannie and Freddie Revisited"," NBER Chapters, in: Measuring and Managing Federal Financial Risk, pages 154-161, National Bureau of Economic Research, Inc.

1994

  1. Wayne Ferson & Campbell R. Harvey, 1994. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Chapters, in: The Internationalization of Equity Markets, pages 59-147, National Bureau of Economic Research, Inc.

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, in: Pensions in the U.S. Economy, pages 139-162, National Bureau of Economic Research, Inc.

1987

  1. Robert C. Merton & Zvi Bodie & Alan Marcus, 1987. "Pension Plan Integration As Insurance Against Social Security Risk," NBER Chapters, in: Issues in Pension Economics, pages 147-172, National Bureau of Economic Research, Inc.
  2. Alan Marcus, 1987. "Corporate Pension Policy and the Value of PBGC Insurance," NBER Chapters, in: Issues in Pension Economics, pages 49-80, National Bureau of Economic Research, Inc.

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