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Publications

by members of

University of Pennsylvania → Wharton School of Business → 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 | Books | Chapters |

Working papers

2026

  1. Winston Wei Dou & Wei Wang & Wenyu Wang, 2026, "The Cost of Intermediary Market Power for Distressed Borrowers," NBER Working Papers, National Bureau of Economic Research, Inc, number 35206, May.
  2. Hui Chen & Winston Wei Dou & Hongye Guo & Yan Ji, 2026, "Industry Distress Anomaly," NBER Working Papers, National Bureau of Economic Research, Inc, number 35513, Jul.
  3. Ding Ding & Xiang Fang & Bryan Hardy & Karen K. Lewis, 2026, "Global Pension Asset Allocations and Debt Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35507, Jul.
  4. Erik P. Gilje & Robert C. Ready & Nikolai Roussanov & Jérôme P. Taillard, 2026, "When Benchmarks Fail: The Causes and Consequences of Negative Oil Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34905, Feb.
  5. Mohammad Ghaderi & Sébastien Plante & Nikolai Roussanov & Sang Byung Seo, 2026, "Reconstructing a Century of U.S. Corporate Bonds: Credit Risk in Historical Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 35578, Aug.
  6. Zhongtian Chen & Nikolai Roussanov & Xiaoliang Wang & Dongchen Zou, 2026, "Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 35579, Aug.
  7. Cristina Gualdani & Elena Pastorino & Áureo de Paula & Sergio Salgado, 2026, "Identifying Uncertainty, Learning about Productivity, and Human Capital Acquisition: A Reassessment of Labor Market Sorting and Firm Monopsony Power," NBER Working Papers, National Bureau of Economic Research, Inc, number 34973, Mar.
  8. Bence Bardóczy & Gideon Bornstein & Sergio Salgado, 2026, "Monopsony Power and the Transmission of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 35335, Jun.
  9. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2026, "Democratizing Private Markets: Equilibrium Predictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 35665, Aug.
  10. Jessica Wachter & Jonathan Wachter, 2026, "What Investment Data Implies about the AI Transition," NBER Working Papers, National Bureau of Economic Research, Inc, number 35290, Jun.

2025

  1. Winston Wei Dou & Shane A. Johnson & Wei Wu, 2025, "Market Competition and Shock Propagation: Implications for Margins and Distress," NBER Working Papers, National Bureau of Economic Research, Inc, number 33463, Feb.
  2. Winston Wei Dou & Itay Goldstein & Yan Ji, 2025, "AI-Powered Trading, Algorithmic Collusion, and Price Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 34054, Jul.
  3. Miguel Antón & Florian Ederer & Mireia Giné & Guillermo Ramirez-Chiang, 2025, "Common Ownership Around the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 33965, Jun.
  4. Urban Jermann & Haotian Xiang, 2025, "Rules versus Discretion in Capital Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 33578, Mar.
  5. Urban Jermann & Bin Wei & Vivian Yue, 2025, "How Credible is Hong Kong's Currency Peg?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34300, Sep.
  6. Elin Halvorsen & Joachim Hubmer & Serdar Ozkan & Sergio Salgado, 2025, "Why Are the Wealthiest So Wealthy? New Longitudinal Empirical Evidence and Implications for Theories of Wealth Inequality: Supplemental Material," Working Papers, Federal Reserve Bank of St. Louis, number 2025-033, Dec, DOI: 10.20955/wp.2025.033.
  7. Max Miller & James D. Paron & Jessica Wachter, 2025, "Sovereign Default and the Decline in Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 34021, Jul.

2024

  1. Andrew B. Abel & Stavros Panageas, 2024, "Optimal Financing of Government Purchases," NBER Working Papers, National Bureau of Economic Research, Inc, number 32961, Sep.
  2. Winston Wei Dou & Yan Ji & Di Tian & Pengfei Wang, 2024, "Misallocation and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 32147, Feb.
  3. Miguel Antón & Florian Ederer & Mireia Giné & Martin C. Schmalz, 2024, "Innovation: The Bright Side of Common Ownership?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32192, Mar.
  4. Vincent Glode & Guillermo Ordoñez, 2024, "Technological Progress and Rent Seeking," NBER Working Papers, National Bureau of Economic Research, Inc, number 32359, Apr.
  5. Faia, Ester & Lewis, Karen K. & Zhou, Haonan, 2024, "Do Investor Differences Impact Monetary Policy Spillovers to Emerging Markets?∗," CEPR Discussion Papers, Centre for Economic Policy Research, number 19389, Aug.
  6. Ester Faia & Karen K. Lewis & Haonan Zhou, 2024, "Do Investor Differences Impact Monetary Policy Spillovers to Emerging Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32986, Sep.
  7. Loretta J. Mester, 2024, "Views on the Economy and Monetary Policy: In a Good Place and Ensuring We Reach an Even Better One," Speech, Federal Reserve Bank of Cleveland, number 97730, Feb.
  8. Loretta J. Mester, 2024, "Building Financial System Resilience," Speech, Federal Reserve Bank of Cleveland, number 97883, Feb.
  9. Loretta J. Mester, 2024, "Brief Remarks About the U.S. Economy and Monetary Policy," Speech, Federal Reserve Bank of Cleveland, number 97914, Mar.
  10. Loretta J. Mester, 2024, "Returning to Price Stability: An Update on the Economy and Monetary Policy," Speech, Federal Reserve Bank of Cleveland, number 98251, May.
  11. Loretta J. Mester, 2024, "Forward Guidance and Monetary Policy Communications: Use Your Words and Connect the Dots," Speech, Federal Reserve Bank of Cleveland, number 98299, May.
  12. Elin Halvorsen & Joachim Hubmer & Serdar Ozkan & Sergio Salgado, 2024, "Why Are the Wealthiest So Wealthy? New Longitudinal Empirical Evidence and Implications for Theories of Wealth Inequality," Working Papers, Federal Reserve Bank of St. Louis, number 2024-013, Jun, revised 13 Jan 2026, DOI: 10.20955/wp.2024.013.
  13. Mons Chan & Guangbin Hong & Joachim Hubmer & Serdar Ozkan & Sergio Salgado, 2024, "Scalable versus Productive Technologies," Working Papers, Federal Reserve Bank of St. Louis, number 2024-019, Jul, revised 16 Apr 2026, DOI: 10.20955/wp.2024.019.
  14. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2024, "Carbon Burden," NBER Working Papers, National Bureau of Economic Research, Inc, number 33110, Nov.
  15. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2024, "Sustainable Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 33252, Dec.

2023

  1. Hui Chen & Winston Wei Dou & Hongye Guo & Yan Ji, 2023, "Feedback and Contagion through Distressed Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 30841, Jan.
  2. Xiao Cen & Winston Wei Dou & Leonid Kogan & Wei Wu, 2023, "Fund Flows and Income Risk of Fund Managers," NBER Working Papers, National Bureau of Economic Research, Inc, number 31986, Dec.
  3. Gottlieb, Daniel & Chaigneau, Pierre & Edmans, Alex, 2023, "A Theory of Fair CEO Pay," CEPR Discussion Papers, Centre for Economic Policy Research, number 17782, Jan.
  4. Edmans, Alex, 2023, "Applying Economics – Not Gut Feel – To ESG," CEPR Discussion Papers, Centre for Economic Policy Research, number 17908, Feb.
  5. Edmans, Alex & Flammer, Caroline & Glossner, Simon, 2023, "Diversity, Equity, and Inclusion," CEPR Discussion Papers, Centre for Economic Policy Research, number 18137, May.
  6. Atilgan, Yigit & Demirtas, Ozgur & Edmans, Alex & Gunaydin, Doruk, 2023, "Does the Carbon Premium Reflect Risk or Mispricing?," CEPR Discussion Papers, Centre for Economic Policy Research, number 18594, Nov.
  7. Damien Ackerer & Julien Hugonnier & Urban Jermann, 2023, "Perpetual Futures Pricing," Papers, arXiv.org, number 2310.11771, Oct, revised Sep 2024.
  8. Urban Jermann & Haotian Xiang, 2023, "Dynamic Banking with Non-Maturing Deposits," NBER Working Papers, National Bureau of Economic Research, Inc, number 31057, Mar.
  9. Urban Jermann, 2023, "Gold's Value as an Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 31386, Jun.
  10. Xiang Fang & Bryan Hardy & Karen Lewis, 2023, "Who holds sovereign debt and why it matters," BIS Working Papers, Bank for International Settlements, number 1099, May.
  11. Loretta J. Mester, 2023, "Returning to Price Stability: In It to Win It," Speech, Federal Reserve Bank of Cleveland, number 95657, Feb.
  12. Loretta J. Mester, 2023, "Comments on “Managing Disinflations” by Stephen G. Cecchetti, Michael E. Feroli, Peter Hooper, Frederic S. Mishkin, and Kermit L. Schoenholtz with Matthew Luzzetti and Justin Weidner," Speech, Federal Reserve Bank of Cleveland, number 95704, Feb.
  13. Loretta J. Mester, 2023, "A Diligent and Judicious Return to Price Stability," Speech, Federal Reserve Bank of Cleveland, number 95929, Apr.
  14. Loretta J. Mester, 2023, "Progress and Prudence: An Update on the Economy and Monetary Policy," Speech, Federal Reserve Bank of Cleveland, number 96025, Apr.
  15. Loretta J. Mester, 2023, "Longer-Run Trends and the U.S. Economy," Speech, Federal Reserve Bank of Cleveland, number 96147, May.
  16. Loretta J. Mester, 2023, "Perseverance and Partnership Produce Progress in Community Development, a speech at the 2023 Policy Summit: Communities Thriving in a Changing Economy," Speech, Federal Reserve Bank of Cleveland, number 96389, Jun.
  17. Loretta J. Mester, 2023, "An Update on the Federal Reserve’s Instant Payments Service: FedNow®," Speech, Federal Reserve Bank of Cleveland, number 96475, Jul.
  18. Loretta J. Mester, 2023, "Inflation: Four Questions Requiring Further Research to Inform Monetary Policy, Closing Remarks, Inflation: Drivers and Dynamics Conference 2023," Speech, Federal Reserve Bank of Cleveland, number 96858, Sep.
  19. Loretta J. Mester, 2023, "A Timely Journey Back to Price Stability: Are We There Yet? No. Will We Get There? Yes," Speech, Federal Reserve Bank of Cleveland, number 97001, Oct.
  20. Loretta J. Mester, 2023, "Monetary Policy in Word and Deed," Speech, Federal Reserve Bank of Cleveland, number 97194, Oct.
  21. Loretta J. Mester, 2023, "Financial System Resilience," Speech, Federal Reserve Bank of Cleveland, number 97394, Nov.
  22. Michael Gelman & Nikolai Roussanov, 2023, "Managing Mental Accounts: Payment Cards and Consumption Expenditures," NBER Working Papers, National Bureau of Economic Research, Inc, number 31613, Aug.
  23. Qihui Chen & Nikolai Roussanov & Xiaoliang Wang, 2023, "Semiparametric Conditional Factor Models: Estimation and Inference," NBER Working Papers, National Bureau of Economic Research, Inc, number 31817, Oct.
  24. Elin Halvorsen & Joachim Hubmer & Serdar Ozkan & Sergio Salgado, 2023, "Why Are the Wealthiest So Wealthy? A Longitudinal Empirical Investigation," Working Papers, Federal Reserve Bank of St. Louis, number 2023-004, Mar, revised 13 Jul 2023, DOI: 10.20955/wp.2023.004.
  25. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2023, "Green Tilts," CEPR Discussion Papers, Centre for Economic Policy Research, number 18219, Jun.
  26. Hengjie Ai & Ravi Bansal & Hongye Guo & Amir Yaron, 2023, "Identifying Preference for Early Resolution from Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 31087, Mar.

2022

  1. Andrew B. Abel & Stavros Panageas, 2022, "Running Primary Deficits Forever in a Dynamically Efficient Economy: Feasibility and Optimality," NBER Working Papers, National Bureau of Economic Research, Inc, number 30554, Oct.
  2. Winston Wei Dou & Leonid Kogan & Wei Wu, 2022, "Common Fund Flows: Flow Hedging and Factor Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 30234, Jul.
  3. Edmans, Alex & Levit, Doron & Schneemeier, Jan, 2022, "Socially Responsible Divestment," CEPR Discussion Papers, Centre for Economic Policy Research, number 17262, Apr.
  4. Miguel Anton & Florian Ederer & Mireia Gine & Martin C. Schmalz, 2022, "Common Ownership, Competition, and Top Management Incentives," NBER Working Papers, National Bureau of Economic Research, Inc, number 30785, Dec.
  5. Lewis, Karen K. & Liu, Edith X., 2022, "How Can Asset Prices Value Exchange Rate Wedges?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17596, Oct.
  6. Loretta J. Mester, 2022, "Rebalancing the U.S. Economy and Monetary Policy," Speech, Federal Reserve Bank of Cleveland, number 93697, Feb.
  7. Loretta J. Mester, 2022, "Transitioning Monetary Policy," Speech, Federal Reserve Bank of Cleveland, number 93727, Feb.
  8. Loretta J. Mester, 2022, "Views on the Economy and Monetary Policy," Speech, Federal Reserve Bank of Cleveland, number 93864, Mar.
  9. Loretta J. Mester, 2022, "Successful Workforce Development Programs: Four Lessons from Four Decades of Federal Reserve Research and Outreach," Speech, Federal Reserve Bank of Cleveland, number 93990, Apr.
  10. Loretta J. Mester, 2022, "The FOMC’s Plan for Significantly Reducing the Federal Reserve’s Securities Holdings," Speech, Federal Reserve Bank of Cleveland, number 94187, May.
  11. Loretta J. Mester, 2022, "The Great Recalibration of U.S. Monetary Policy," Speech, Federal Reserve Bank of Cleveland, number 94204, May.
  12. Loretta J. Mester, 2022, "The Role of Inflation Expectations in Monetary Policymaking: A Practitioner’s Perspective," Speech, Federal Reserve Bank of Cleveland, number 94404, Jun.
  13. Loretta J. Mester, 2022, "Returning to Price Stability," Speech, Federal Reserve Bank of Cleveland, number 94695, Aug.
  14. Loretta J. Mester, 2022, "An Update on the Economic Outlook and Monetary Policy," Speech, Federal Reserve Bank of Cleveland, number 94728, Sep.
  15. Loretta J. Mester, 2022, "Inflation, Inflation Expectations, and Monetary Policymaking Strategy," Speech, Federal Reserve Bank of Cleveland, number 94824, Sep.
  16. Loretta J. Mester, 2022, "An Update on the Federal Reserve’s Efforts to Modernize the Payment System," Speech, Federal Reserve Bank of Cleveland, number 94864, Oct.
  17. Loretta J. Mester, 2022, "An Update on the Economy and Monetary Policy: Perseverance in Returning to Price Stability," Speech, Federal Reserve Bank of Cleveland, number 94897, Oct.
  18. Loretta J. Mester, 2022, "A Diligent Return to Price Stability," Speech, Federal Reserve Bank of Cleveland, number 95099, Nov.
  19. Xiang Fang & Yang Liu & Nikolai Roussanov, 2022, "Getting to the Core: Inflation Risks Within and Across Asset Classes," NBER Working Papers, National Bureau of Economic Research, Inc, number 30169, Jun.
  20. Paul Goldsmith-Pinkham & Matthew T. Gustafson & Ryan C. Lewis & Michael Schwert, 2022, "Sea Level Rise Exposure and Municipal Bond Yields," NBER Working Papers, National Bureau of Economic Research, Inc, number 30660, Nov.
  21. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2022, "Dissecting Green Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 16260, Jun.

2021

  1. Alex Edmans & Tom Gosling & Dirk Jenter, 2021, "CEO Compensation: Evidence from the Field," CESifo Working Paper Series, CESifo, number 9162.
  2. Edmans, Alex & Chaigneau, Pierre & Gottlieb, Daniel, 2021, "How Should Performance Signals Affect Contracts?," CEPR Discussion Papers, Centre for Economic Policy Research, number 15755, Feb.
  3. Edmans, Alex & Fernandez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2021, "Music Sentiment and Stock Returns Around the World," CEPR Discussion Papers, Centre for Economic Policy Research, number 15756, Feb.
  4. Edmans, Alex, 2021, "When Is (Performance-Sensitive) Debt Optimal?," CEPR Discussion Papers, Centre for Economic Policy Research, number 16433, Aug.
  5. Edmans, Alex, 2021, "The Purpose of a Finance Professor," CEPR Discussion Papers, Centre for Economic Policy Research, number 16845, Dec.
  6. Doraszelski, Ulrich & Gomes, Joao & Nockher, Felix, 2021, "Dynamic Strategic Corporate Finance: A Tug of War with Financial Frictions," CEPR Discussion Papers, Centre for Economic Policy Research, number 16567, Sep.
  7. Urban Jermann, 2021, "Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans," NBER Working Papers, National Bureau of Economic Research, Inc, number 29614, Dec.
  8. Loretta J. Mester, 2021, "Remarks for the Session: “Increasing Diversity in Economics: From Students to Professors”," Speech, Federal Reserve Bank of Cleveland, number 89390, Jan.
  9. Loretta J. Mester, 2021, "Patience Will Be a Virtue in Fostering a Broad-Based Sustainable Recovery," Speech, Federal Reserve Bank of Cleveland, number 89391, Jan.
  10. Loretta J. Mester, 2021, "Moving Toward a Broad-Based Sustainable Economic Recovery in the U.S," Speech, Federal Reserve Bank of Cleveland, number 89440, Jan.
  11. Loretta J. Mester, 2021, "A Bright Outlook for the U.S. Economy," Speech, Federal Reserve Bank of Cleveland, number 91368, May.
  12. Loretta J. Mester, 2021, "The Cycle of Disparities in Economic Outcomes and Opportunities," Speech, Federal Reserve Bank of Cleveland, number 91559, Apr.
  13. Loretta J. Mester, 2021, "Toward a More Inclusive Labor Market and Stronger Economy," Speech, Federal Reserve Bank of Cleveland, number 91560, Feb.
  14. Loretta J. Mester, 2021, "Financial Stability and Monetary Policy in a Low-Interest-Rate Environment," Speech, Federal Reserve Bank of Cleveland, number 92790, Jun.
  15. Loretta J. Mester, 2021, "The Federal Reserve’s Revised Monetary Policy Strategy and Its First Year of Practice," Speech, Federal Reserve Bank of Cleveland, number 93044, Sep.
  16. Loretta J. Mester, 2021, "What’s Ahead for the U.S. Economy and Monetary Policy?," Speech, Federal Reserve Bank of Cleveland, number 93067, Sep.
  17. Loretta J. Mester, 2021, "Cybersecurity and the Federal Reserve," Speech, Federal Reserve Bank of Cleveland, number 93155, Oct.
  18. Qihui Chen & Nikolai Roussanov & Xiaoliang Wang, 2021, "Semiparametric Conditional Factor Models in Asset Pricing," Papers, arXiv.org, number 2112.07121, Dec, revised Apr 2025.
  19. Larry Cordell & Michael R. Roberts & Michael Schwert, 2021, "CLO Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 29410, Oct.
    • Larry Cordell & Michael R. Roberts & Michael Schwert, 2023, "CLO Performance," Journal of Finance, American Finance Association, volume 78, issue 3, pages 1235-1278, June, DOI: 10.1111/jofi.13224.
  20. Elin Halvorsen & Serdar Ozkan & Sergio Salgado, 2021, "Earnings Dynamics and Its Intergenerational Transmission: Evidence from Norway," Working Papers, Federal Reserve Bank of St. Louis, number 2021-015, Dec, revised 07 Jul 2022, DOI: 10.20955/wp.2021.015.
  21. Darren Aiello & Asaf Bernstein & Mahyar Kargar & Ryan Lewis & Michael Schwert, 2021, "The Marginal Value of Public Pension Wealth: Evidence from Border House Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 29405, Oct.
  22. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian & Zhu, Min, 2021, "Diseconomies of Scale in Active Management: Robust Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 16376, Jul.
  23. Tobias J. Moskowitz & Robert F. Stambaugh, 2021, "Pricing Without Mispricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29016, Jul.

2020

  1. Andrew B. Abel & Stavros Panageas, 2020, "Precautionary Saving in a Financially-Constrained Firm," NBER Working Papers, National Bureau of Economic Research, Inc, number 26628, Jan.
  2. Andrew B. Abel & Stavros Panageas, 2020, "An Analytic Framework For Interpreting Investment Regressions In The Presence Of Financial Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 26898, Mar.
  3. Andrew B. Abel & Stavros Panageas, 2020, "Social Distancing, Vaccination and the Paradoxical Optimality of an Endemic Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 27742, Aug.
  4. Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020, "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-019, May.
  5. Vincent Glode & Christian C. Opp & Ruslan Sverchkov, 2020, "To Pool or Not to Pool? Security Design in OTC Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27361, Jun.
  6. Vincent Glode & Christian Opp, 2020, "Renegotiation in Debt Chains," NBER Working Papers, National Bureau of Economic Research, Inc, number 27883, Oct.
  7. Jonathan S. Hartley & Urban Jermann, 2020, "Should the U.S. Government Issue Floating Rate Notes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27065, Apr.
  8. Loretta J. Mester, 2020, "Modernizing Our Payments System; Fourth Annual Financial Literacy Day: Understanding Global Markets and Finance," Speech, Federal Reserve Bank of Cleveland, number 87475, Feb.
  9. Loretta J. Mester, 2020, "“Hall of Mirrors: Feedback Between Monetary Policy and Asset Prices” 02.21.20; Panel Remarks at the 2020 U.S. Monetary Policy Forum Sponsored by the Initiative on Global Markets at the University of Chicago Booth School of Business," Speech, Federal Reserve Bank of Cleveland, number 87506, Feb.
  10. Loretta J. Mester, 2020, "The Outlook for the Economy and Monetary Policy in 2020, 36th Annual NABE Economic Policy Conference," Speech, Federal Reserve Bank of Cleveland, number 87515, Feb.
  11. Loretta J. Mester, 2020, "An Update on the U.S. Economy and the Federal Reserve’s Review of Its Monetary Policy Framework; 03.03.2020; The Society of Professional Economists, Annual Dinner, London, United Kingdom," Speech, Federal Reserve Bank of Cleveland, number 87587, Mar.
  12. Loretta J. Mester, 2020, "Remarks for the Panel: “Transparency and Communications” 03.06.20; The Shadow Open Market Committee Conference, Current Monetary Policy: The Influence of Marvin Goodfriend, New York, NY," Speech, Federal Reserve Bank of Cleveland, number 87588, Mar.
  13. Loretta J. Mester, 2020, "Statement Regarding My Dissenting Vote at the Meeting of the Federal Open Market Committee Held on March 15, 2020," Speech, Federal Reserve Bank of Cleveland, number 87682, Mar.
  14. Loretta J. Mester, 2020, "An Update on the Economy and the Federal Reserve’s Policy Response; 05.12.20 Loretta J. Mester: POWER Series, CFA Society Chicago, Chicago, IL (via videoconference)," Speech, Federal Reserve Bank of Cleveland, number 87961, May.
  15. Loretta J. Mester, 2020, "The Outlook for the Economy and Federal Reserve Policy," Speech, Federal Reserve Bank of Cleveland, number 88189, Jun.
  16. Loretta J. Mester, 2020, "The Economy and Monetary Policy in Our Challenging Times," Speech, Federal Reserve Bank of Cleveland, number 88520, Aug.
  17. Loretta J. Mester, 2020, "An Update on the Economy and Monetary Policy," Speech, Federal Reserve Bank of Cleveland, number 88683, Sep.
  18. Loretta J. Mester, 2020, "Payments and the Pandemic," Speech, Federal Reserve Bank of Cleveland, number 88757, Sep.
  19. Loretta J. Mester, 2020, "Toward a More Inclusive Economy," Speech, Federal Reserve Bank of Cleveland, number 88794, Sep.
  20. Loretta J. Mester, 2020, "The Federal Reserve’s New Monetary Policy Strategy," Speech, Federal Reserve Bank of Cleveland, number 88955, Oct.
  21. Loretta J. Mester, 2020, "Fintech, Bigtech, and Financial Inclusion," Speech, Federal Reserve Bank of Cleveland, number 89015, Nov.
  22. Loretta J. Mester, 2020, "An Update on the Effects of the Pandemic on the Economy," Speech, Federal Reserve Bank of Cleveland, number 89396, Oct.
  23. Alexandr Kopytov & Nikolai Roussanov & Mathieu Taschereau-Dumouchel, 2020, "Cheap Thrills: the Price of Leisure and the Global Decline in Work Hours," NBER Working Papers, National Bureau of Economic Research, Inc, number 27744, Aug.
  24. Michael R. Roberts & Michael Schwert, 2020, "Interest Rates and the Design of Financial Contracts," NBER Working Papers, National Bureau of Economic Research, Inc, number 27195, May.
  25. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2020, "Sustainable Investing in Equilibrium," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-23.
  26. Mehran Ebrahimian & Jessica Wachter, 2020, "Risks to Human Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 26823, Mar.

2019

  1. Paul Décaire & Erik P. Gilje & Jérôme P. Taillard, 2019, "Real Option Exercise: Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 25624, Feb.
  2. Hui Chen & Winston Wei Dou & Leonid Kogan, 2019, "Measuring “Dark Matter” in Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 26418, Nov.
  3. Chaigneau, Pierre & Edmans, Alex & Gottlieb, Daniel, 2019, "The informativeness principle without the first-order approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102226, Jan.
  4. Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2019, "The Two-Pillar Policy for the RMB," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2019-8, Apr, DOI: 10.29338/wp2019-08.
  5. Urban Jermann, 2019, "Negative Swap Spreads and Limited Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 25422, Jan.
  6. Loretta J. Mester, 2019, "Perspectives on the Economic Outlook and Monetary Policy in the Coming Year: 02-04-2019; The 50 Club, Cleveland, Ohio," Speech, Federal Reserve Bank of Cleveland, number 103, Feb.
  7. Loretta J. Mester, 2019, "The Outlook for the Economy and Monetary Policy; 02.12.19; Financial Executives International and Xavier University, Cincinnati, OH," Speech, Federal Reserve Bank of Cleveland, number 104, Feb.
  8. Loretta J. Mester, 2019, "The Outlook for the Economy and Monetary Policy; 02.13.19; University of Kentucky Gatton College of Business and Economics, 2019 Economic Outlook Conference, Lexington, KY," Speech, Federal Reserve Bank of Cleveland, number 105, Feb.
  9. Loretta J. Mester, 2019, "Transitions: The Economy, Monetary Policy, and Policy Communications; 02.19.19, Lyons Companies and the Center for Economic Education and Entrepreneurship, Alfred Lerner College of Business and Economics, University of Delaware, Newark, DE," Speech, Federal Reserve Bank of Cleveland, number 106, Feb.
  10. Loretta J. Mester, 2019, "Increasing Diversity, Inclusion, and Opportunity in Economics: Perspectives of a Brown-Eyed Economist: 02.28.19 Second Annual Women in Economics Symposium, Federal Reserve Bank of St. Louis, St. Louis, MO," Speech, Federal Reserve Bank of Cleveland, number 107, Feb.
  11. Loretta J. Mester, 2019, "Perspectives on Cybersecurity, the Financial System, and the Federal Reserve; 04.04.19 Ohio Bankers Day, Ohio Division of Financial Institutions, Columbus, OH," Speech, Federal Reserve Bank of Cleveland, number 108, Apr.
  12. Loretta J. Mester, 2019, "Improving Our Monetary Policy Strategy; 05.03.19, The Hoover Institution, Stanford University, Stanford, CA," Speech, Federal Reserve Bank of Cleveland, number 109, May.
  13. Loretta J. Mester, 2019, "Views on the U.S. Economy and Monetary Policy; 07.02.19 The European Economics and Financial Centre; Distinguished Speaker Seminar, London, UK," Speech, Federal Reserve Bank of Cleveland, number 110, Jul.
  14. Loretta J. Mester, 2019, "An Update on the Economic Outlook and Monetary Policy: 10-10-2019; Mellen Executive Speaker Series, John Carroll University, University Heights, OH," Speech, Federal Reserve Bank of Cleveland, number 111, Oct.
  15. Loretta J. Mester, 2019, "Cybersecurity and Financial Stability; 2019 Financial Stability Conference – Financial Stability: Risks, Resilience, and Policy, 11.21.19; Federal Reserve Bank of Cleveland and the Office of Financial Research, Cleveland, OH," Speech, Federal Reserve Bank of Cleveland, number 112, Nov.
  16. Sergio Salgado & Fatih Guvenen & Nicholas Bloom, 2019, "Skewed Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 26565, Dec.
  17. Mons Chan & Ming Xu & Sergio Salgado, 2019, "Heterogeneous Passthrough from TFP to Wages," 2019 Meeting Papers, Society for Economic Dynamics, number 1447.
  18. Sergio Salgado, 2019, "Technical Change and Entrepreneurship," 2019 Meeting Papers, Society for Economic Dynamics, number 634.
  19. Pástor, Luboš & Stambaugh, Robert F., 2019, "Liquidity Risk After 20 Years," CEPR Discussion Papers, Centre for Economic Policy Research, number 13680, Apr.
  20. Robert F. Stambaugh, 2019, "Skill and Profit in Active Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 26027, Jun.
  21. Hongye Guo & Jessica A. Wachter, 2019, ""Superstitious" Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25603, Feb.
  22. Jessica A. Wachter & Michael Jacob Kahana, 2019, "A Retrieved-Context Theory Of Financial Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 26200, Aug.
  23. Ravi Bansal & Shane Miller & Dongho Song & Amir Yaron, 2019, "The Term Structure of Equity Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 25690, Mar.

2018

  1. Chaigneau, Pierre & Edmans, Alex & Gottlieb, Daniel, 2018, "Does improved information improve incentives?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102227, Nov.
  2. João F. Gomes & Marco Grotteria & Jessica Wachter, 2018, "Foreseen Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 25277, Nov.
  3. Vito Gala & Hongxun Ruan & Joao Gomes, 2018, "The Decline in Corporate Investment," 2018 Meeting Papers, Society for Economic Dynamics, number 269.
  4. Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018, "First to \"Read\" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1233, Jul, DOI: 10.17016/IFDP.2018.1233.
  5. Michele Cavallo & Anthony Landry, 2018, "Capital-Goods Imports and US Growth," Staff Working Papers, Bank of Canada, number 18-1, DOI: 10.34989/swp-2018-1.
  6. Karyne B. Charbonneau & Anthony Landry, 2018, "The Trade War in Numbers," Staff Working Papers, Bank of Canada, number 18-57, DOI: 10.34989/swp-2018-57.
  7. Karyne B. Charbonneau & Anthony Landry, 2018, "Estimating the Impacts of Tariff Changes: Two Illustrative Scenarios," Staff Analytical Notes, Bank of Canada, number 2018-29, DOI: 10.34989/san-2018-29.
  8. Loretta J. Mester, 2018, "Community Banking and the Community Reinvestment Act; Community Banking in the 21st Century Research and Policy Conference, Federal Reserve Bank of St. Louis, St. Louis, MO: 10.03.18," Speech, Federal Reserve Bank of Cleveland, number 100, Oct.
  9. Loretta J. Mester, 2018, "The Economic Outlook, Monetary Policy, and Normal Policymaking Now and in the Future; 10.25.18 Money Marketeers of New York University, Inc., New York, NY," Speech, Federal Reserve Bank of Cleveland, number 101, Oct.
  10. Loretta J. Mester, 2018, "Community Development and the Federal Reserve; 11.29.18 Opening Remarks at the Collaboration for Inclusive Economic Development: A Forum for Philanthropies, Policymakers, and Practitioners, Federal Reserve Bank of Boston, Boston, MA," Speech, Federal Reserve Bank of Cleveland, number 102, Nov.
  11. Loretta J. Mester, 2018, "Monetary Policy Frameworks; Panel Remarks for the National Association for Business Economics and American Economic Association Session, \"Coordinating Conventional and Unconventional Monetary Policies for Macroeconomic Stability\", Allied ," Speech, Federal Reserve Bank of Cleveland, number 89, Jan.
  12. Loretta J. Mester, 2018, "Financial Stability Framework; Panel Remarks for the International Banking, Economics, and Finance Association and American Economic Association Session, \"Integrating Financial Stability with Monetary Policy\", Allied Social Science Associ," Speech, Federal Reserve Bank of Cleveland, number 90, Jan.
  13. Loretta J. Mester, 2018, "The Federal Reserve and Monetary Policy Communications: The Tangri Lecture, Rutgers University, New Brunswick, NJ. 01/17/2018," Speech, Federal Reserve Bank of Cleveland, number 91, Jan.
  14. Loretta J. Mester, 2018, "The Outlook for the Economy and Monetary Policy; Vantage Point: Economists on the Economy Series, The Council for Economic Education, New York, NY," Speech, Federal Reserve Bank of Cleveland, number 92, Jan.
  15. Loretta J. Mester, 2018, "Views on the Economy and Monetary Policy: Government Affairs Breakfast Series, Dayton Area Chamber of Commerce, Dayton, OH," Speech, Federal Reserve Bank of Cleveland, number 93, Feb.
  16. Loretta J. Mester, 2018, "Remarks on the FOMC’s Monetary Policy Framework; 02-23-2018: Panel Remarks at the 2018 U.S. Monetary Policy Forum, Sponsored by the Initiative on Global Markets at the University of Chicago Booth School of Business, New York, NY," Speech, Federal Reserve Bank of Cleveland, number 94, Feb.
  17. Loretta J. Mester, 2018, "The Economic Outlook, Monetary Policy, and Some Future Considerations for the Monetary Policy Agenda; 03.26.18; The Julis-Rabinowitz Center for Public Policy and Finance, Princeton University, Princeton, NJ," Speech, Federal Reserve Bank of Cleveland, number 95, Mar.
  18. Loretta J. Mester, 2018, "Why I Want You to Study Economics: Increasing Diversity, Inclusion, and Opportunity in Economics; 04-04-18; Central State University College of Business, Wilberforce, OH," Speech, Federal Reserve Bank of Cleveland, number 96, Apr.
  19. Loretta J. Mester, 2018, "Perspectives on the Economic Outlook and Monetary Policy. University of Pittsburgh Joseph M. Katz Graduate School of Business and Deloitte LLP, Pittsburgh, PA," Speech, Federal Reserve Bank of Cleveland, number 97, Apr.
  20. Loretta J. Mester, 2018, "Issues for U.S. Monetary Policy; Global Interdependence Center Central Banking Series with Banque de France, Paris, France," Speech, Federal Reserve Bank of Cleveland, number 98, May.
  21. Loretta J. Mester, 2018, "A Practical Viewpoint on Financial System Resiliency and Monetary Policy; 05.18.18; Third Annual ECB Macroprudential Policy and Research Conference, European Central Bank, Frankfurt, Germany," Speech, Federal Reserve Bank of Cleveland, number 99, May.
  22. Joseph P. Hughes & Julapa Jagtiani & Loretta J. Mester & Choon-Geol Moon, 2018, "Does Scale Matter in Community Bank Performance? Evidence Obtained by Applying Several New Measures of Performance," Working Papers, Federal Reserve Bank of Philadelphia, number 18-11, Mar, DOI: 10.21799/frbp.wp.2018.11.
  23. Joseph P. Hughes & Loretta J. Mester, 2018, "The Performance of Financial Institutions: Modeling, Evidence, and Some Policy Implications," Departmental Working Papers, Rutgers University, Department of Economics, number 201805, Sep.
  24. Ricardo De la O & Sean Myers, 2018, "Subjective Cash Flows and Discount Rates," 2018 Meeting Papers, Society for Economic Dynamics, number 291.
  25. Alexandr Kopytov & Nikolai Roussanov & Mathieu Taschereau-Dumouchel, 2018, "Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24373, Mar.
  26. Nikolai Roussanov & Hongxun Ruan & Yanhao Wei, 2018, "Marketing Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 25056, Sep.
  27. Schwert, Michael, 2018, "Is Borrowing from Banks More Expensive than Borrowing from the Market?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-23, Mar.
  28. Kortwewg, Arthur & Schwert, Michael & Strebulaev, Ilya A., 2018, "How Often Do Firms Rebalance Their Capital Structures? Evidence from Corporate Filings," Research Papers, Stanford University, Graduate School of Business, number 3699, Jun.
  29. Jianan Liu & Robert F. Stambaugh & Yu Yuan, 2018, "Size and Value in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 24458, Mar.
  30. Jessica A. Wachter & Yicheng Zhu, 2018, "The Macroeconomic Announcement Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 24432, Mar.
  31. Jerry Tsai & Jessica A. Wachter, 2018, "Pricing Long-Lived Securities in Dynamic Endowment Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 24641, May.
  32. Simon Oh & Jessica A. Wachter, 2018, "Cross-sectional Skewness," NBER Working Papers, National Bureau of Economic Research, Inc, number 25113, Sep.

2017

  1. Alex Edmans & Xavier Gabaix & Dirk Jenter, 2017, "Executive Compensation: A Survey of Theory and Evidence," CESifo Working Paper Series, CESifo, number 6585.
  2. Edmans, Alex & Fang, Vivian & Huang, Allen, 2017, "The Long-Term Consequences of Short-Term Incentives," CEPR Discussion Papers, Centre for Economic Policy Research, number 12305, Sep.
  3. João F. Gomes & Marco Grotteria & Jessica A. Wachter, 2017, "Cyclical Dispersion in Expected Defaults," NBER Working Papers, National Bureau of Economic Research, Inc, number 23704, Aug.
  4. Karen K. Lewis & Edith X. Liu, 2017, "Disaster Risk and Asset Returns : An International Perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1199, Feb, DOI: 10.17016/IFDP.2017.1199.
  5. Loretta J. Mester, 2017, "A Serenity Prayer for Monetary Policymakers: Loretta J. Mester, President and Chief Executive Officer, Federal Reserve Bank of Cleveland - The Global Interdependence Center, Central Banking Series, Singapore - February 20, 2017," Speech, Federal Reserve Bank of Cleveland, number 79, Feb.
  6. Loretta J. Mester, 2017, "The Economic Outlook and Monetary Policy Communications 03.21.17 The Stanley S. Watts Lecture, The Robins School of Business, University of Richmond, Richmond, VA," Speech, Federal Reserve Bank of Cleveland, number 80, Mar.
  7. Loretta J. Mester, 2017, "Updates on the Economy and the Federal Reserve’s Payments System Improvement Initiative 03-30-2017 Tenth Annual Risk Conference: “Promise and Peril: Managing the Uncertainty of Rapid Innovation and a Changing Economy”, Co-hosted by the Federal Reserv," Speech, Federal Reserve Bank of Cleveland, number 81, Mar.
  8. Loretta J. Mester, 2017, "The Outlook for the Economy and Monetary Policy 05-08-2017 The Chicago Council on Global Affairs, Chicago, IL," Speech, Federal Reserve Bank of Cleveland, number 82, May.
  9. Loretta J. Mester, 2017, "The Economic Outlook and Some Longer-Run Issues 05-18-2017 Economic Club of Minnesota, Minneapolis, MN," Speech, Federal Reserve Bank of Cleveland, number 83, May.
  10. Loretta J. Mester, 2017, "The Federal Reserve System and Community Development: The Why, The How, and The What 2017 Policy Summit on Housing, Human Capital, and Inequality, Cleveland, OH," Speech, Federal Reserve Bank of Cleveland, number 84, Jun.
  11. Loretta J. Mester, 2017, "Perspectives on the Economic Outlook and Banking Supervision and Regulation; 2017-08-02; The Community Bankers Association of Ohio Annual Convention, Cincinnati, OH," Speech, Federal Reserve Bank of Cleveland, number 85, Aug.
  12. Loretta J. Mester, 2017, "Views on the Economy and Monetary Policy Loretta J. Mester; The Economic Club of Pittsburgh, the World Affairs Council of Pittsburgh, CFA Society Pittsburgh, and the Pittsburgh Association for Financial Professionals, Pittsburgh, PA," Speech, Federal Reserve Bank of Cleveland, number 86, Sep.
  13. Loretta J. Mester, 2017, "Guiding Principles for Financial Regulation; Panel Remarks at \"The Future of Global Finance: Populism, Technology, and Regulation\" Conference, Columbia University, New York, NY," Speech, Federal Reserve Bank of Cleveland, number 87, Oct.
  14. Loretta J. Mester, 2017, "Demographics and Their Implications for the Economy and Policy; 11.16.17; Cato Institute's 35th Annual Monetary Conference: The Future of Monetary Policy, Washington, DC," Speech, Federal Reserve Bank of Cleveland, number 88, Nov.
  15. Schwert, Michael, 2017, "Bank Capital and Lending Relationships," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-17, Feb.
  16. Lim, Jongha & Schwert, Michael & Weisbech, Michael S., 2017, "The Economics of PIPEs," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-22, Feb.
  17. Jonathan A. Parker & Nicholas S. Souleles, 2017, "Reported Effects vs. Revealed-Preference Estimates: Evidence from the propensity to spend tax rebates," NBER Working Papers, National Bureau of Economic Research, Inc, number 23920, Oct.
  18. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017, "Portfolio Liquidity and Diversification: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 12195, Aug.
  19. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017, "Fund Tradeoffs," CEPR Discussion Papers, Centre for Economic Policy Research, number 12513, Dec.
  20. Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017, "Anomalies Abroad: Beyond Data Mining," NBER Working Papers, National Bureau of Economic Research, Inc, number 23809, Sep.

2016

  1. Edmans, Alex & Holderness, Clifford, 2016, "Blockholders: A Survey of Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 11442, Aug.
  2. Christian Opp & Vincent Glode, 2016, "(De)centralizing Trade," 2016 Meeting Papers, Society for Economic Dynamics, number 1591.
  3. Urban J. Jermann, 2016, "Financial Markets’ Views about the Euro-Swiss Franc Floor," NBER Working Papers, National Bureau of Economic Research, Inc, number 21977, Feb.
  4. Donald B. Keim & Olivia S. Mitchell, 2016, "Simplifying Choices in Defined Contribution Retirement Plan Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 21854, Jan.
  5. Ian R. Appel & Todd A. Gormley & Donald B. Keim, 2016, "Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism," NBER Working Papers, National Bureau of Economic Research, Inc, number 22707, Sep.
  6. Hughes, Joseph P. & Jagtiani, Julapa & Mester, Loretta J., 2016, "Is Bigger Necessarily Better in Community Banking?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 17-03, Jun.
  7. Loretta J. Mester, 2016, "The U.S. Economy and Monetary Policy Remarks for the Panel Discussion, "The United States and the Global Economic Outlook" National Association for Business Economics/American Economic Association Meetings San Francisco, CA January 3, 2016," Speech, Federal Reserve Bank of Cleveland, number 65, Jan.
  8. Loretta J. Mester, 2016, "A Monetary Policymaker’s Lexicon at Market News International, New York, NY," Speech, Federal Reserve Bank of Cleveland, number 67, Feb.
  9. Loretta J. Mester, 2016, "The Economy and Monetary Policy at the Global Interdependence Center, Sarasota, FL," Speech, Federal Reserve Bank of Cleveland, number 68, Feb.
  10. Loretta J. Mester, 2016, "The Outlook for the Economy and Monetary Policy: Low-Frequency Policymaking in a High-Frequency World," Speech, Federal Reserve Bank of Cleveland, number 69, Apr.
  11. Loretta J. Mester, 2016, "The Outlook for the National and Regional Economy and Monetary Policy: Low-Frequency Policymaking in a High-Frequency World," Speech, Federal Reserve Bank of Cleveland, number 70, Apr.
  12. Loretta J. Mester, 2016, "Recent Inflation Developments and Challenges for Research and Monetary Policymaking : The 47th Konstanz Seminar on Monetary Theory and Monetary Policy, Insel Reichenau, Germany 5-12-2016," Speech, Federal Reserve Bank of Cleveland, number 71, May.
  13. Loretta J. Mester, 2016, "Five Points About Monetary Policy and Financial Stability (06-04-2016) Sveriges Riksbank Conference on Rethinking the Central Bank’s Mandate, Stockholm, Sweden," Speech, Federal Reserve Bank of Cleveland, number 72, Jun.
  14. Loretta J. Mester, 2016, "The U.S. Economic Outlook and Monetary Policy: The European Economics and Financial Centre, Distinguished Speakers Seminar, London, U.K. - July 1, 2016," Speech, Federal Reserve Bank of Cleveland, number 73, Jul.
  15. Loretta J. Mester, 2016, "The U.S. Economic Outlook and Monetary Policy 07.13.16 Australian Business Economists, Sydney, Australia," Speech, Federal Reserve Bank of Cleveland, number 74, Jul.
  16. Loretta J. Mester, 2016, "Helping People and Communities Affected by Regional Economic Transitions 09.01.16 2016 Kentucky Summit on Philanthropy, The Kentucky Philanthropy Initiative, Lexington, Kentucky," Speech, Federal Reserve Bank of Cleveland, number 75, Sep.
  17. Loretta J. Mester, 2016, "The Economic Outlook and Monetary Policy 09.28.16 Greater Cleveland Partnership Middle-Market Forum, Cleveland, OH," Speech, Federal Reserve Bank of Cleveland, number 76, Sep.
  18. Loretta J. Mester, 2016, "Acknowledging Uncertainty, 10-07-2016; Shadow Open Market Committee Fall Meeting, New York, NY," Speech, Federal Reserve Bank of Cleveland, number 77, Oct.
  19. Loretta J. Mester, 2016, "The National and Regional Economic Outlook and Monetary Policy, 11-30-2016; The African American Chamber of Commerce of Western Pennsylvania Annual Business Luncheon, Pittsburgh, PA," Speech, Federal Reserve Bank of Cleveland, number 78, Nov.
  20. Joseph P. Hughes & Loretta J. Mester & Choon-Geol Moon, 2016, "Measuring Agency Costs and the Value of Investment Opportunities of U.S. Bank Holding Companies with Stochastic Frontier Estimation," Departmental Working Papers, Rutgers University, Department of Economics, number 201605, Jun.
  21. Joseph P. Hughes & Loretta J. Mester & Choon-Geol Moon, 2016, "Market Discipline Working for and Against Financial Stability: The Two Faces of Equity Capital in U.S. Commercial Banking," Departmental Working Papers, Rutgers University, Department of Economics, number 201611, Dec.
  22. Erik Gilje & Robert Ready & Nikolai Roussanov, 2016, "Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution," NBER Working Papers, National Bureau of Economic Research, Inc, number 22914, Dec.
  23. Juhani T. Linnainmaa & Michael R. Roberts, 2016, "The History of the Cross Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 22894, Dec.
  24. Schwert, Michael, 2016, "Municipal Bond Liquidity and Default Risk," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-16, Sep.
  25. Sang Byung Seo & Jessica A. Wachter, 2016, "Do Rare Events Explain CDX Tranche Spreads?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22723, Oct.

2015

  1. Andrew B. Abel, 2015, "Optimal Debt and Profitability in the Tradeoff Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 21548, Sep.
  2. Andrew B. Abel, 2015, "The Analytics of Investment, q, and Cash Flow," NBER Working Papers, National Bureau of Economic Research, Inc, number 21549, Sep.
  3. Andrew B. Abel, 2015, "Crowding Out in Ricardian Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 21550, Sep.
  4. Gabaix, Xavier & Edmans, Alex, 2015, "Executive Compensation: A Modern Primer," CEPR Discussion Papers, Centre for Economic Policy Research, number 10566, May.
  5. Ram Yamarthy & Amir Yaron & Joao Gomes, 2015, "Carlstrom and Fuerst meets Epstein and Zin: The Asset Pricing Implications of Contracting Frictions," 2015 Meeting Papers, Society for Economic Dynamics, number 1267.
  6. Anthony Landry, 2015, "Multinational Pricing: Lessons from IKEA," 2015 Meeting Papers, Society for Economic Dynamics, number 265.
  7. Karen K. Lewis, 2015, "Do Foreign Firm Betas Change During Cross-listing?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21054, Mar.
  8. Loretta J. Mester, 2015, "Forward Guidance in Extraordinary Times, in Normal Times, and Betwixt the Two," Speech, Federal Reserve Bank of Cleveland, number 48, Mar.
  9. Loretta J. Mester, 2015, "Forward Guidance and Communications in U.S. Monetary Policy," Speech, Federal Reserve Bank of Cleveland, number 49, Mar.
  10. Loretta J. Mester, 2015, "The Economic Outlook, Monetary Policy, and Getting Back to Normal," Speech, Federal Reserve Bank of Cleveland, number 50, Mar.
  11. Loretta J. Mester, 2015, "The Economic Outlook, Monetary Policy, and Communications: Progress on Multiple Journeys," Speech, Federal Reserve Bank of Cleveland, number 51, Mar.
  12. Loretta J. Mester, 2015, "Comments on “The Equilibrium Real Funds Rate: Past, Present, and Future.”," Speech, Federal Reserve Bank of Cleveland, number 52, Mar.
  13. Loretta J. Mester, 2015, "The Outlook for the Economy and Bank Regulation," Speech, Federal Reserve Bank of Cleveland, number 53, Mar.
  14. Loretta J. Mester, 2015, "The Nexus of Macroprudential Supervision, Monetary Policy, and Financial Stability," Speech, Federal Reserve Bank of Cleveland, number 54, Mar.
  15. Loretta J. Mester, 2015, "Recent Developments in U.S. Monetary Policy: From Extraordinary Back to Ordinary," Speech, Federal Reserve Bank of Cleveland, number 55, Mar.
  16. Loretta J. Mester, 2015, "The Outlook for the Economy and Monetary Policy Communications," Speech, Federal Reserve Bank of Cleveland, number 56, Mar.
  17. Loretta J. Mester, 2015, "The Economic Outlook and Monetary Policy Loretta J Mester-President and CEO-Federal Reserve Bank of Cleveland-The Forecasters Club of New York-New York, NY-April 16, 2015," Speech, Federal Reserve Bank of Cleveland, number 57, Apr.
  18. Loretta J. Mester, 2015, "Consumer Credit: Suggested Directions for Policy-Relevant Research," Speech, Federal Reserve Bank of Cleveland, number 58, May.
  19. Loretta J. Mester, 2015, "Post-Crisis Financial System Regulation and Its Research Foundation, May 25, 2015," Speech, Federal Reserve Bank of Cleveland, number 59, May.
  20. Loretta J. Mester, 2015, "Community Development and Human Capital Loretta J Mester-President and CEO-Federal Reserve Bank of Cleveland-2015 Policy Summit on Housing, Human Capital, and Inequality," Speech, Federal Reserve Bank of Cleveland, number 60, Jun.
  21. Loretta J. Mester, 2015, "Comments on \"Microprudential Versus Macroprudential Supervision\" by Paul Tucker 59th Economic Conference–Macroprudential Monetary Policy Federal Reserve Bank of Boston Boston, MA October 2, 2015," Speech, Federal Reserve Bank of Cleveland, number 62, Oct.
  22. Loretta J. Mester, 2015, "Long-Run Economic Growth Loretta J. Mester New York University Stern Center for Global Economy and Business, New York, NY October 15, 2015," Speech, Federal Reserve Bank of Cleveland, number 63, Oct.
  23. Loretta J. Mester, 2015, "U.S. Payment System Improvement and the Federal Reserve 11.18.15 Loretta J. Mester The Clearing House Annual Conference, New York, NY," Speech, Federal Reserve Bank of Cleveland, number 64, Nov.
  24. Loretta J. Mester, 2015, "Perspectives on the Economy and Monetary Policy at the City Club of Cleveland, Cleveland, Ohio," Speech, Federal Reserve Bank of Cleveland, number 66, Nov.
  25. Joseph P. Hughes & Loretta J. Mester, 2015, "The Future of Large, Internationally Active Banks: Does Scale Define the Winners?," Departmental Working Papers, Rutgers University, Department of Economics, number 201524, Dec.
  26. Robert F. Stambaugh & Yu Yuan, 2015, "Mispricing Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 21533, Sep.
  27. Jerry Tsai & Jessica A. Wachter, 2015, "Disaster Risk and its Implications for Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 20926, Feb.
  28. Mete Kilic & Jessica A. Wachter, 2015, "Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 21575, Sep.

2014

  1. Zhang, Chendi & Edmans, Alex & Li, Lucius, 2014, "Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around The World," CEPR Discussion Papers, Centre for Economic Policy Research, number 10066, Jul.
  2. Edmans, Alex & Levit, Doron & Reilly, Devin, 2014, "Governance and Comovement Under Common Ownership," CEPR Discussion Papers, Centre for Economic Policy Research, number 10119, Aug.
  3. Edmans, Alex & Gottlieb, Daniel & Chaigneau, Pierre, 2014, "The Informativeness Principle Under Limited Liability," CEPR Discussion Papers, Centre for Economic Policy Research, number 10143, Sep.
  4. Edmans, Alex & Xu, Moqi & Goncalves-Pinto, Luis & Wang, Yanbo, 2014, "Strategic News Releases in Equity Vesting Months," CEPR Discussion Papers, Centre for Economic Policy Research, number 10144, Sep.
  5. Edmans, Alex & Fang, Vivian & Lewellen, Katharina A., 2014, "Equity Vesting and Managerial Myopia," CEPR Discussion Papers, Centre for Economic Policy Research, number 10145, Sep.
  6. Edmans, Alex & Gottlieb, Daniel & Chaigneau, Pierre, 2014, "The Value of Informativeness for Contracting," CEPR Discussion Papers, Centre for Economic Policy Research, number 10180, Oct.
  7. Edmans, Alex & Chaigneau, Pierre, 2014, "The Generalized Informativeness Principle," CEPR Discussion Papers, Centre for Economic Policy Research, number 10279, Dec.
  8. Goldstein, Itay & Edmans, Alex & Jiang, Wei, 2014, "Feedback Effects and the Limits to Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 9917, Mar.
  9. Urban Jermann & Lukas Schmid & Joao Gomes, 2014, "Sticky Leverage," 2014 Meeting Papers, Society for Economic Dynamics, number 40.
  10. Mario Crucini & Anthony Landry & Craig Benedict, 2014, "On what states do prices depend? Answers from Ecuador," 2014 Meeting Papers, Society for Economic Dynamics, number 722.
  11. Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2014, "Differences of Opinion and International Equity Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2010-E79, Oct.
  12. John Graham & Mark T. Leary & Michael R. Roberts, 2014, "A Century of Capital Structure: The Leveraging of Corporate America," NBER Working Papers, National Bureau of Economic Research, Inc, number 19910, Feb.
  13. Michael R. Roberts, 2014, "The Role of Dynamic Renegotiation and Asymmetric Information in Financial Contracting," NBER Working Papers, National Bureau of Economic Research, Inc, number 20484, Sep.
  14. John Graham & Mark T. Leary & Michael R. Roberts, 2014, "How Does Government Borrowing Affect Corporate Financing and Investment?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20581, Oct.
  15. Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014, "Do Funds Make More When They Trade More?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10261, Nov.
  16. Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014, "Scale and Skill in Active Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 9854, Mar.
  17. Robert F. Stambaugh, 2014, "Investment Noise and Trends," NBER Working Papers, National Bureau of Economic Research, Inc, number 20072, Apr.
  18. Jerry Tsai & Jessica A. Wachter, 2014, "Rare Booms and Disasters in a Multi-sector Endowment Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 20062, Apr.

2013

  1. Goldstein, Itay & Edmans, Alex & Zhu, John, 2013, "Contracting With Synergies," CEPR Discussion Papers, Centre for Economic Policy Research, number 9559, Jul.
  2. Edmans, Alex & Huang, Chong & Heinle, Mirko, 2013, "The Real Costs of Disclosure," CEPR Discussion Papers, Centre for Economic Policy Research, number 9637, Sep.
  3. Edmans, Alex, 2013, "Blockholders and Corporate Governance," CEPR Discussion Papers, Centre for Economic Policy Research, number 9708, Oct.
  4. Edmans, Alex & Mann, William, 2013, "Financing Through Asset Sales," CEPR Discussion Papers, Centre for Economic Policy Research, number 9720, Nov.
  5. Olivia S. Mitchell & Christopher C. Geczy & Robert Novy-Marx & Raimond Maurer & Donald E. Fuerst & Christopher M. Bone & Donald J. Segal & Martin G. Clarke & Frank J. Fabozzi & Deborah Lucas & David F, 2013, "Technical Review Panel for the Pension Insurance Modeling System (PIMS)," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp290, Sep.
  6. Vincent Glode & Christian Opp, 2013, "Intermediating Adverse Selection," 2013 Meeting Papers, Society for Economic Dynamics, number 119.
  7. Jermann, Urban J. & Yue, Vivian Z., 2013, "Interest rate swaps and corporate default," Working Paper Series, European Central Bank, number 1590, Sep.
  8. Urban Jermann, 2013, "A Production-Based Model for the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 18774, Feb.
  9. Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013, "Understanding FX Liquidity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1315, Sep, revised Apr 2015.
  10. Elyasiani, Elyas & Mester, Loretta J. & Pagano, Michael S., 2013, "Large Capital Infusions, Investor Reactions, and the Return and Risk-Performance of Financial Institutions over the Business Cycle," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-16, May.
  11. Hughes, Joseph P. & Mester, Loretta J., 2013, "Measuring the Performance of Banks: Theory, Practice, Evidence, and Some Policy Implications," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-28, Aug.
  12. Michael J. Fleming & Sean Myers, 2013, "Primary Dealers’ Waning Role in Treasury Auctions," Liberty Street Economics, Federal Reserve Bank of New York, number 20130220, Feb.
  13. Robert Ready & Nikolai Roussanov & Colin Ward, 2013, "Commodity Trade and the Carry Trade: a Tale of Two Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 19371, Aug.
  14. Hui Chen & Michael Michaux & Nikolai Roussanov, 2013, "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 19421, Sep.
  15. Sang Byung Seo & Jessica A. Wachter, 2013, "Option Prices in a Model with Stochastic Disaster Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 19611, Nov.
  16. Efstathios Avdis & Jessica A. Wachter, 2013, "Maximum likelihood estimation of the equity premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 19684, Nov.
  17. Frank Schorfheide & Dongho Song & Amir Yaron, 2013, "Identifying long-run risks: a bayesian mixed-frequency approach," Working Papers, Federal Reserve Bank of Philadelphia, number 13-39.

2012

  1. Mario J. Crucini & Anthony Landry, 2012, "Accounting for Real Exchange Rates Using Micro-data," NBER Working Papers, National Bureau of Economic Research, Inc, number 17812, Feb.
  2. Marianne Baxter & Anthony Landry, 2012, "IKEA: product, pricing, and pass-through," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 132.
  3. Karen K. Lewis & Edith X. Liu, 2012, "International Consumption Risk Is Shared After All: An Asset Return View," NBER Working Papers, National Bureau of Economic Research, Inc, number 17872, Feb.
  4. Joseph P. Hughes & Loretta J. Mester, 2012, "A primer on market discipline and governance of financial institutions for those in a state of shocked disbelief," Working Papers, Federal Reserve Bank of Philadelphia, number 12-13.
  5. Nikolai Roussanov & Pavel G. Savor, 2012, "Status, Marriage, and Managers' Attitudes To Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 17904, Mar.
  6. Carlos A. Medel & Sergio C. Salgado, 2012, "Does BIC Estimate and Forecast Better Than AIC?," Working Papers Central Bank of Chile, Central Bank of Chile, number 679, Nov.
  7. Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012, "The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18231, Jul.
  8. Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012, "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 18560, Nov.
  9. Jindra, Jan & Voetmann, Torben & Walkling, Ralph A., 2012, "Reverse Mergers: The Chinese Experience," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-18, Oct.
  10. Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron, 2012, "Volatility, the Macroeconomy and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18104, May.
  11. Ravi Bansal & Dana Kiku & Amir Yaron, 2012, "Risks For the Long Run: Estimation with Time Aggregation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18305, Aug.

2011

  1. Winston Wei Dou & David Pollard & Harrison H. Zhou, 2011, "Estimation in Functional Regression for General Exponential Families," Papers, arXiv.org, number 1108.3552, Aug.
  2. Edmans, Alex & Fang, Vivian W. & Zur, Emanuel, 2011, "The Effect of Liquidity on Governance," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-60, Nov.
  3. Philip Bond & Alex Edmans & Itay Goldstein, 2011, "The Real Effects of Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17719, Dec.
  4. Anthony Landry, 2011, "Borders and Big Macs," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 95.
  5. Karen K. Lewis, 2011, "Global asset pricing," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 88.
  6. Fabio Ghironi & Karen K. Lewis, 2011, "Equity Sales and Manager Efficiency Across Firms and the Business Cycle," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-07, Mar.
  7. Crone, Theodore M. & Khettry, N. Neil K. & Mester, Loretta J. & Novak, Jason A., 2011, "Cores Measures of Inflation as Predictors of Total Inflation," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-45, Jun.
  8. Hughes, Joseph P. & Mester, Loretta J., 2011, "Who Said Large Banks Don't Experience Scale Economies? Evidence from a Risk-Return-Driven Cost Function," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-47, Jul.
  9. Elyasiani, Elyas & Mester, Loretta J. & Pagano, Michael S., 2011, "Large Capital Infusions, Investor Reactions, and the Return and Risk Performance of Financial Institutions over the Business Cycle and Recent Financial Crisis," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-51, Sep.
  10. Sergio Salgado I., 2011, "Investment Dynamics in a DSGE Model with Heterogeneous Firms and Corporate Taxation," Working Papers Central Bank of Chile, Central Bank of Chile, number 638, Aug.
  11. Jonathan A. Parker & Nicholas S. Souleles & David S. Johnson & Robert McClelland, 2011, "Consumer Spending and the Economic Stimulus Payments of 2008," NBER Working Papers, National Bureau of Economic Research, Inc, number 16684, Jan.
  12. Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2011, "The Short of It: Investor Sentiment and Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 16898, Mar.
  13. Jessica A. Wachter & Missaka Warusawitharana, 2011, "What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio," NBER Working Papers, National Bureau of Economic Research, Inc, number 17334, Aug.

2010

  1. A. Abel, 2010, "Asset prices under habit formation and catching up with the Jones," Levine's Working Paper Archive, David K. Levine, number 1395, Dec.
  2. Gabaix, Xavier & Edmans, Alex, 2010, "Risk and the CEO Market: Why Do Some Large Firms Hire Highly-Paid, Low-Talent CEOs?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7836, May.
  3. Geczy, Christopher C., 2010, "Thoughts on the Future of the Hedge Fund Industry," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-15, Apr.
  4. Vicente Cuñat & Mireia Gine & Maria Guadalupe, 2010, "The Vote is Cast: The Effect of Corporate Governance on Shareholder Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 16574, Dec.
  5. Glode, V. & Green, R.C. & Lowery, R., 2010, "Financial Expertise as an Arms Race," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-87S.
  6. Fernando Alvarez & Urban J Jermann, 2010, "Asset Pricing When Risk Sharing is Limited by Default," Levine's Working Paper Archive, David K. Levine, number 1898, Dec.
  7. Michele Cavallo & Anthony Landry, 2010, "The quantitative role of capital-goods imports in U.S. growth," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 47.
  8. Chua, Choong Tze & Lai, Sandy & Lewis, Karen K., 2010, "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-1, Feb.
  9. Nikolai Roussanov, 2010, "Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 16073, Jun.
  10. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2010, "Countercyclical Currency Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 16427, Sep.
  11. Souphala Chomsisengphet & Ronel Elul & Robert M. Hunt & Nicholas S. Souleles, 2010, "What \"triggers\" mortgage default?," Working Papers, Federal Reserve Bank of Philadelphia, number 10-13.
  12. Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & Nicholas S. Souleles, 2010, "Benefits of relationship banking: evidence from consumer credit markets," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2010-05.
  13. Stambaugh, Robert F. & Pástor, Luboš, 2010, "On the Size of the Active Management Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 7637, Jan.
  14. Jessica Wachter, 2010, "Asset Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16255, Aug.
  15. Jessica A. Wachter & Motohiro Yogo, 2010, "Why Do Household Portfolio Shares Rise in Wealth?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16316, Aug.

2009

  1. Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2009, "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 15010, May.
  2. Gabaix, Xavier & Sannikov, Yuliy & Edmans, Alex & Sadzik, Tomasz, 2009, "Dynamic Incentive Accounts," CEPR Discussion Papers, Centre for Economic Policy Research, number 7497, Oct.
  3. Gabaix, Xavier & Edmans, Alex, 2009, "Tractability in Incentive Contracting," CEPR Discussion Papers, Centre for Economic Policy Research, number 7578, Nov.
  4. Bao, Jack & Edmans, Alex, 2009, "Do Investment Banks Have Skill? Performance Persistence of M&A Advisors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-14, Jul.
  5. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009, "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 15038, Jun.
  6. Lukas Schmid & Joao Gomes, 2009, "Equilibrium Credit Spreads and the Macroeconomy," 2009 Meeting Papers, Society for Economic Dynamics, number 1109.
  7. Quadrini, Vincenzo & Jermann, Urban, 2009, "Macroeconomic Effects of Financial Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 7451, Sep.
  8. Vincenzo Quadrini & Urban Jermann, 2009, "On the Macroeconomic Effects of Credit Shocks," 2009 Meeting Papers, Society for Economic Dynamics, number 169.
  9. Anthony Landry, 2009, "State-dependent pricing, local-currency pricing, and exchange rate pass-through," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 39.
  10. Anthony Landry & Michele Cavallo, 2009, "Capital-goods imports, investment-specific technological change and U.S. growth," 2009 Meeting Papers, Society for Economic Dynamics, number 1166.
  11. Todd M. Sinai & Nicholas S. Souleles, 2009, "Can Owning a Home Hedge the Risk of Moving?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15462, Oct.
  12. Stambaugh, Robert F. & Pástor, Luboš, 2009, "Are Stocks Really Less Volatile in the Long Run?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7199, Mar.
  13. Jessica A. Wachter & Missaka Warusawitharana, 2009, "What is the chance that the equity premium varies over time? evidence from predictive regressions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-26.
  14. Martin Lettau & Jessica A. Wachter, 2009, "The Term Structures of Equity and Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 14698, Jan.
  15. Ravi Bansal & Dana Kiku & Amir Yaron, 2009, "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 15504, Nov.

2008

  1. Lukas Schmid & Joao Gomes, 2008, "An Equilibrium Model of Credit Risk and Asset Pricing," 2008 Meeting Papers, Society for Economic Dynamics, number 699.
  2. Joseph P. Hughes & Loretta J. Mester, 2008, "Efficiency in banking: theory, practice, and evidence," Working Papers, Federal Reserve Bank of Philadelphia, number 08-1.
  3. Iftekhar Hasan & Loretta J. Mester, 2008, "Central bank institutional structure and effective central banking: cross-country empirical evidence," Working Papers, Federal Reserve Bank of Philadelphia, number 08-5.
  4. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008, "Common Risk Factors in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14082, Jun.
  5. Wharton School & Nikolai Roussanov, 2008, "Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status," 2008 Meeting Papers, Society for Economic Dynamics, number 924.
  6. Jessica Wachter, 2008, "Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14386, Oct.
  7. Anthony W. Lynch & Jessica A. Wachter, 2008, "Using Samples of Unequal Length in Generalized Method of Moments Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14411, Oct.

2007

  1. Andrew B. Abel, 2007, "Optimal Capital Income Taxation," NBER Working Papers, National Bureau of Economic Research, Inc, number 13354, Aug.
  2. Alex Edmans & Xavier Gabaix & Augustin Landier, 2007, "A Calibratable Model of Optimal CEO Incentives in Market Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 13372, Sep.
  3. Joao F. Gomes & Leonid Kogan & Motohiro Yogo, 2007, "Durability of Output and Expected Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12986, Mar.
  4. Lukas Schmid & Joao Gomes, 2007, "Levered Returns," 2007 Meeting Papers, Society for Economic Dynamics, number 1007.
    • Joao F. Gomes & Lukas Schmid, 2010, "Levered Returns," Journal of Finance, American Finance Association, volume 65, issue 2, pages 467-494, April, DOI: 10.1111/j.1540-6261.2009.01541.x.
  5. William W. Lang & Loretta J. Mester & Todd A. Vermilyea, 2007, "Competitive effects of Basel II on U.S. bank credit card lending," Working Papers, Federal Reserve Bank of Philadelphia, number 07-9.
  6. Martijn Cremers & Vinay Nair & Urs Peyer, 2007, "Takeover Defenses and Competition," Yale School of Management Working Papers, Yale School of Management, number amz2491, May, revised 18 Sep 2007.
  7. Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov, 2007, "Conspicuous Consumption and Race," NBER Working Papers, National Bureau of Economic Research, Inc, number 13392, Sep.
  8. Sumit Agarwal & Chunlin Liu & Nicholas S. Souleles, 2007, "The reaction of consumer spending and debt to tax rebates – evidence from consumer credit data," Working Paper Series, Federal Reserve Bank of Chicago, number WP-07-10.
  9. Todd Sinai & Nicholas S. Souleles, 2007, "Net Worth and Housing Equity in Retirement," NBER Working Papers, National Bureau of Economic Research, Inc, number 13693, Dec.
  10. Stambaugh, Robert F. & Pástor, Luboš, 2007, "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers, Centre for Economic Policy Research, number 6076, Feb.
  11. Jessica A. Wachter & Missaka Warusawitharana, 2007, "Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13165, Jun.
  12. Mark Huggett & Gustavo Ventura & Amir Yaron, 2007, "Sources of Lifetime Inequality," Working Papers, Georgetown University, Department of Economics, number gueconwpa~07-07-04, Jul.

2006

  1. Andrew B. Abel, 2006, "Equity Premia with Benchmark Levels of Consumption: Closed-Form Results," NBER Working Papers, National Bureau of Economic Research, Inc, number 12290, Jun.
  2. Quadrini, Vincenzo & Jermann, Urban, 2006, "Financial Innovations and Macroeconomic Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 5727, Jun.
  3. Urban Jermann, 2006, "The Equity Premium Implied by Production," NBER Working Papers, National Bureau of Economic Research, Inc, number 12487, Aug.
  4. Anthony Landry, 2006, "Expectations and exchange rate dynamics: a state-dependent pricing approach," Working Papers, Federal Reserve Bank of Dallas, number 0604.
  5. Lewis, Karen K., 2006, "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 06-6, Nov.
  6. Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & Nicholas S. Souleles, 2006, "Do consumers choose the right credit contracts?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-11.
  7. Lettau, Martin & Ludvigson, Sydney & Wachter, Jessica, 2006, "The Declining Equity Premium: What Role Does Macroeconomic Risk Play?," CEPR Discussion Papers, Centre for Economic Policy Research, number 5519, Mar.

2005

  1. Vincenzo Quadrini & Urban Jermann, 2005, "Financial Development and Macroeconomic Stability," 2005 Meeting Papers, Society for Economic Dynamics, number 692.
  2. Paul S. Calem & Michael B. Gordy & Loretta J. Mester, 2005, "Switching costs and adverse selection in the market for credit cards: new evidence," Working Papers, Federal Reserve Bank of Philadelphia, number 05-16.
  3. William W. Lang & Loretta J. Mester & Todd A. Vermilyea, 2005, "Potential competitive effects on U.S. bank credit card lending from the proposed bifurcated application of Basel II," Working Papers, Federal Reserve Bank of Philadelphia, number 05-29.
  4. Loretta J. Mester, 2005, "Optimal industrial structure in banking," Working Papers, Federal Reserve Bank of Philadelphia, number 08-2.
  5. Martijn Cremers & Vinay Nair & Kose John, 2005, "Takeovers and the Cross-Section of Returns," Yale School of Management Working Papers, Yale School of Management, number amz2393, Feb, revised 01 Sep 2007.
  6. Gary Gorton & Nicholas Souleles, 2005, "Special Purpose Vehicles and Securitization," NBER Working Papers, National Bureau of Economic Research, Inc, number 11190, Mar.
  7. David K. Musto & Nicholas S. Souleles, 2005, "A Portfolio View of Consumer Credit," NBER Working Papers, National Bureau of Economic Research, Inc, number 11735, Nov.
  8. Lettau, Martin & Wachter, Jessica, 2005, "Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 4921, Feb.
  9. Jessica A. Wachter, 2005, "Solving Models with External Habit," NBER Working Papers, National Bureau of Economic Research, Inc, number 11559, Aug.
  10. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005, "Futures Prices in a Production Economy with Investment Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 11509, Aug.

2004

  1. Janice C. Eberly & Andrew B. Abel, 2004, "Q Theory Without Adjustment Costs & Cash Flow Effects Without Financing Constraints," 2004 Meeting Papers, Society for Economic Dynamics, number 205.
  2. Susan Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2004, "How and Why do Investors Trade Votes, and What Does it Mean?," CIRANO Working Papers, CIRANO, number 2004s-23, May.
  3. Geczy, Christopher C. & Minton, Bernadette & Schrand, Catherine, 2004, "Taking a View: Corporate Speculation, Governance and Compensation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-11, Jun.
  4. Susan Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2004, "Do Shareholders' Preferences Affect their Funds' Management? Evidence from the Cross Section of Shareholders and Funds," CIRANO Working Papers, CIRANO, number 2004s-22, May.
  5. Amir Yaron & Joao Gomes, 2004, "Investment and Asset Prices with Financing Constraints," 2004 Meeting Papers, Society for Economic Dynamics, number 806.
  6. Loretta J. Mester & Leonard I. Nakamura & Micheline Renault, 2004, "Transactions accounts and loan monitoring," Working Papers, Federal Reserve Bank of Philadelphia, number 04-20.
  7. Martijn Cremers & Vinay Nair & Chenyang Wei, 2004, "Governance Mechanisms and Bond Prices," Yale School of Management Working Papers, Yale School of Management, number amz2484, Oct, revised 01 Nov 2006.
  8. Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael Roberts, 2004, "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 10651, Jul.
  9. Michael R Roberts & Michael Bradley, 2004, "Are Bond Covenants Priced?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 7, Aug.
  10. Michael R. Roberts & Mark T. Leary, 2004, "Do Firms Rebalance Their Capital Structures?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 52, Aug.
  11. David S. Johnson & Jonathan A. Parker & Nicholas S. Souleles, 2004, "Household Expenditure and the Income Tax Rebates of 2001," NBER Working Papers, National Bureau of Economic Research, Inc, number 10784, Sep.
  12. Malcolm Baker & Lubomir Litov & Jessica A. Wachter & Jeffrey Wurgler, 2004, "Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 10685, Aug.
  13. Amir Yaron & Mark Huggett & Gustavo Ventura, 2004, "Consumption and Earnings Inequality with Risky Human Capital," 2004 Meeting Papers, Society for Economic Dynamics, number 669.

2003

  1. Andrew B. Abel, 2003, "Optimal Taxation When Consumers Have Endogenous Benchmark Levels of Consumption," NBER Working Papers, National Bureau of Economic Research, Inc, number 10099, Nov.
  2. Christoffersen, Susan E. K. & Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2003, "The Limits to Dividend Arbitrage: Implications for Cross-Border Investment," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 03-2, May.
  3. Yaron, Amir & Gomes, Joao & Zhang, Lu, 2003, "Asset Prices and Business Cycles with Costly External Finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 3927, Jun.
  4. Loretta J. Mester, 2003, "Applying efficiency measurement techniques to central banks," Working Papers, Federal Reserve Bank of Philadelphia, number 03-13.
  5. K.J. Martijn Cremers & Vinay B. Nair, 2003, "Governance Mechanisms and Equity Prices," Yale School of Management Working Papers, Yale School of Management, number ysm376, Sep.
  6. Todd Sinai & Nicholas S. Souleles, 2003, "Owner-Occupied Housing as a Hedge Against Rent Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 9462, Jan.
  7. Antonios Sangvinatsos & Jessica A. Wachter, 2003, "Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 10086, Nov.
  8. Michael W. Brandt & Amir Yaron, 2003, "Time-Consistent No-Arbitrage Models of the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 9458, Jan.

2002

  1. Andrew B. Abel, 2002, "The effects of a baby boom on stock prices and capital accumulation in the presence of Social Security," Working Papers, Federal Reserve Bank of Philadelphia, number 03-2.
  2. Gomes, Joao & Livdan, Dmitry, 2002, "Optimal Diversification," CEPR Discussion Papers, Centre for Economic Policy Research, number 3461, Jul.
  3. Gomes, Joao & Kogan, Leonid & Zhang, Lu, 2002, "Equilibrium Cross-Section of Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 3482, Aug.
  4. Yaron, Amir & Gomes, Joao & Zhang, Lu, 2002, "Asset Pricing Implications of Firms' Financing Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 3495, Aug.
  5. Gomes, Joao & Livdan, Dmitry, 2002, "The Performance of Optimally Diversified Firms: Reconciling Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 3546, Sep.
  6. Gomes, Joao & Chang, Yongsung & Schorfheide, Frank, 2002, "Learning by Doing as a Propagation Mechanism," CEPR Discussion Papers, Centre for Economic Policy Research, number 3599, Oct.
  7. Urban Jermann & Vincenzo Quadrini, 2002, "Stock Market Boom and the Productivity Gains of the 1990s," NBER Working Papers, National Bureau of Economic Research, Inc, number 9034, Jun.
  8. Allen N. Berger & Loretta J. Mester, 2002, "Explaining the dramatic changes in performance of U.S. banks: technological change, deregulation, and dynamic changes in competition," Working Papers, Federal Reserve Bank of Philadelphia, number 01-6.
  9. Joseph P. Hughes & William W. Lang & Loretta J. Mester & Choon-Geol Moon & Michael S. Pagano, 2002, "Do bankers sacrifice value to build empires? managerial incentives, industry consolidation, and financial performance," Working Papers, Federal Reserve Bank of Philadelphia, number 02-2.
  10. Sean Nicholson & Nicholas S. Souleles, 2002, "Physician Income Prediction Errors: Sources and Implications for Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 8907, Apr.
  11. Stambaugh, Robert F. & Pástor, Luboš, 2002, "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 3494, Aug.
  12. Mark Hugget & Gustavo Ventura & Amir Yaron, 2002, "Human Capital and Earnings Distribution Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 9366, Dec.
  13. Ravi Bansal & Varoujan Khatachtrian & Amir Yaron, 2002, "Interpretable Asset Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9383, Dec.
  14. Eduardo Jallath-Coria & Tridas Mukhopadhyay & Amir Yaron, 2002, "How Well Do Banks Manage Their Reserves?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9388, Dec.

2001

  1. Andrew B. Abel, 2001, "An exploration of the effects of pessimism and doubt on asset returns," Working Papers, Federal Reserve Bank of Philadelphia, number 01-1.
  2. Andrew B. Abel, 2001, "Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?," Working Papers, Federal Reserve Bank of Philadelphia, number 01-2.
  3. Andrew B. Abel, 2001, "On the Invariance of the Rate of Return to Convex Adjustment Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 8635, Dec.
  4. Armando Gomes, 2001, "Multilateral Negotiations and Formation of Coalitions," Computing in Economics and Finance 2001, Society for Computational Economics, number 224, Apr.
  5. Alvarez, Fernando & Jermann, Urban J., 2001, "The Size of the Permanent Component of Asset Pricing Kernels," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 01-4, Nov.
  6. Loretta J. Mester & Leonard I. Nakamura & Micheline Renault, 2001, "Checking accounts and bank monitoring," Working Papers, Federal Reserve Bank of Philadelphia, number 01-3.
  7. Sean Nicholson & Nicholas S. Souleles, 2001, "Physician Income Expectations and Specialty Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 8536, Oct.
  8. David B. Gross & Nicholas S. Souleles, 2001, "Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 8314, Jun.
  9. Nicholas S. Souleles, 2001, "Consumer Sentiment: Its Rationality and Usefulness in Forecasting Expenditure - Evidence from the Michigan Micro Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 8410, Aug.
  10. David B. Gross & Nicholas S. Souleles, 2001, "An Empirical Analysis of Personal Bankruptcy and Delinquency," NBER Working Papers, National Bureau of Economic Research, Inc, number 8409, Aug.
  11. David Gross & Nicholas Souleles, 2001, "Consumer Response to Changes in Credit Supply: Evidence from Credit Card Data," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-10, Mar.
  12. Neumann, Robert & Voetmann, Torben, 2001, "CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange," Working Papers, Copenhagen Business School, Department of Finance, number 1999-10, May.
  13. Voetmann, Torben, 2001, "Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange," Working Papers, Copenhagen Business School, Department of Finance, number 2000-6, May.

2000

  1. Yongsung Chang & Joao Gomes & Frank Schorfheide, 2000, "Persistence," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1632, Aug.
  2. Alvarez, Fernando & Jermann, Urban J., 2000, "Using Asset Prices to Measure the Cost of Business Cycles," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 00-1, Aug.
  3. Joseph P. Hughes & Loretta J. Mester & Choon-Geol Moon, 2000, "Are scale economies in banking elusive or illusive? evidence obtained by incorporating capital structure and risk-taking into models of bank production," Proceedings, Federal Reserve Bank of Chicago, number 700.
  4. Mitchell Berlin & Loretta J. Mester, 2000, "Optimal financial contracts for large investors: the role of lender liability," Working Papers, Federal Reserve Bank of Philadelphia, number 00-1.
  5. Joseph P. Hughes & William W. Lang & Loretta J. Mester & Choon-Geol Moon, 2000, "Recovering risky technologies using the almost ideal demand system: an application to U.S. banking," Working Papers, Federal Reserve Bank of Philadelphia, number 00-5.
  6. Joseph P. Hughes & Loretta J. Mester & Choon-Geol Moon, 2000, "Are Scale Economies in Banking Elusive or Illusive?," Departmental Working Papers, Rutgers University, Department of Economics, number 200004, Jun.
  7. Joseph P. Hughes & Loretta J. Mester & Choon-Geol Moon, 2000, "Are All Scale Economies in Banking Elusive or Illusive: Evidence Obtained by Incorporating Capital Structure and Risk Taking into Models of Bank Production," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-33, May.
  8. Kenneth H. Thomas, 2000, "CRA Grade Inflation," Macroeconomics, University Library of Munich, Germany, number 0004060, Oct.
  9. Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2000, "The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 8040, Dec.
  10. Ravi Bansal & Amir Yaron, 2000, "Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 8059, Dec.

1999

  1. Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 1999, "Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-28, Dec.
  2. Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999, "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 7406, Oct.
  3. Fernando Alvarez & Urban J. Jermann, 1999, "Quantitative asset pricing implications of endogenous solvency constraints," Working Papers, Federal Reserve Bank of Philadelphia, number 99-5.
  4. Marianne Baxter & Urban J. Jermann, 1999, "Household Production and the Excess Sensitivity of Consumption to Current Income," NBER Working Papers, National Bureau of Economic Research, Inc, number 7046, Mar.
  5. Allen N. Berger & Loretta J. Mester, 1999, "What explains the dramatic changes in cost and profit performance of the U.S. banking industry?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1999-13.
  6. Gregory E. Elliehausen & Loretta J. Mester, 1999, "Credit scoring and securitization of small business loans," Proceedings, Federal Reserve Bank of Chicago, number 765.
  7. Mitchell Berlin & Loretta J. Mester, 1999, "Financial contracts and the legal treatment of informed investors," Working Papers, Federal Reserve Bank of Philadelphia, number 99-8.
  8. David B. Gross & Nicholas S. Souleles, 1999, "What caused the recent increase in bankruptcy and delinquency: stigma or risk-composition?," Proceedings, Federal Reserve Bank of Chicago, number 649.
  9. Robert F. Stambaugh, 1999, "Predictive Regressions," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0240, May.
  10. Neumann, Robert & Voetmann, Torben, 1999, "Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings," Working Papers, Copenhagen Business School, Department of Finance, number 1999-9, Aug.
  11. Jakobsen, Jan & Voetmann, Torben, 1999, "Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns," Working Papers, Copenhagen Business School, Department of Finance, number 2000-3, Dec.
  12. Jakobsen, Jan & Voetmann, Torben, 1999, "Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997," Working Papers, Copenhagen Business School, Department of Finance, number 2000-4, Oct.
  13. Klaas Baks & Andrew Metrick & Jessica Wachter, 1999, "Bayesian Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 7069, Apr.
  14. Hollifield, B. & Yaron, A., 1999, "The Foreign Exchange Risk Premium: Real and Nominal Factors," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-17.

1998

  1. Andrew B. Abel, 1998, "Risk Premia and Term Premia in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 6683, Aug.
  2. Jermann, U.J., 1998, "International Portfolio Diversification and Endogenous Labour Supply Choice," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 98-06.
  3. Lewis, K.K., 1998, "Explaining Home Bias in Equities and Consumption," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 98-05.
  4. Karen K. Lewis, 1998, "International Home Bias in International Finance and Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 6351, Jan.
  5. Joseph P. Hughes & William W. Lang & Loretta J. Mester, 1998, "The dollars and sense of bank consolidation," Working Papers, Federal Reserve Bank of Philadelphia, number 98-10.
  6. Mitchell Berlin & Loretta J. Mester, 1998, "Deposits and Relationship Lending Review of Financial Studies," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-03, Nov.
  7. Kjetil Storesletten & Chris Telmer & Amir Yaron, 1998, "The risk sharing implications of alternative social security arrangements," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 252, Oct.

1997

  1. Andrew B. Abel & Janice C. Eberly, 1997, "The Mix and Scale of Factors with Irreversibility and Fixed Costs of Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 6148, Aug.
  2. Rebelo, Sergio & Gomes, Joao & Greenwood, Jeremy, 1997, "Equilibrium Unemployment," CEPR Discussion Papers, Centre for Economic Policy Research, number 1602, Mar.
  3. Armando Gomes & Sergiu Hart & Andreu Mas-Colell, 1997, "Finite horizon bargaining and the consistent field," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 241, Apr.
  4. Urban J. Jermann, 1997, "International portfolio diversification and labor/leisure choice," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 119, DOI: 10.21034/dp.119.
  5. Karen K. Lewis, 1997, "Are Countries with Official International Restrictions "Liquidity Constrained?"," NBER Working Papers, National Bureau of Economic Research, Inc, number 5991, Apr.
  6. Allen N. Berger & Loretta J. Mester, 1997, "Inside the black box: what explains differences in the efficiencies of financial institutions?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1997-10.
  7. Mitchell Berlin & Loretta J. Mester, 1997, "Deposits and relationship lending," Working Papers, Federal Reserve Bank of Philadelphia, number 96-18.
  8. Joseph P. Hughes & Loretta J. Mester, 1997, "Bank capitalization and cost: evidence of scale economies in risk management and signaling," Working Papers, Federal Reserve Bank of Philadelphia, number 96-2.
  9. Mitchell Berlin & Loretta J. Mester, 1997, "Intermediation and vertical integration," Working Papers, Federal Reserve Bank of Philadelphia, number 97-17.
  10. Mitchell Berlin & Loretta J. Mester, 1997, "On the profitability and cost of relationship lending," Working Papers, Federal Reserve Bank of Philadelphia, number 97-3.
  11. Allen N. Berger & Loretta J. Mester, 1997, "Efficiency and productivity change in the U.S. commercial banking industry: a comparison of the 1980s and 1990s," Working Papers, Federal Reserve Bank of Philadelphia, number 97-5.
  12. Kjetil Storesletten & Chris Telmer & Amir Yaron, 1997, "Consumption and risk sharing over the life cycle," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 228, Nov.

1996

  1. Karen K. Lewis, 1996, "Consumption, stock returns, and the gains from international risk-sharing," Working Papers, Federal Reserve Bank of Philadelphia, number 96-6.
  2. Joseph P. Hughes & William W. Lang & Loretta J. Mester & Choon-Geol Moon, 1996, "Safety in numbers? Geographic diversification and bank insolvency risk," Proceedings, Federal Reserve Bank of Chicago, number 504.
  3. Loretta J. Mester, 1996, "Measuring efficiency at U.S. banks: accounting for heterogeneity is important," Working Papers, Federal Reserve Bank of Philadelphia, number 96-11.
  4. Joseph P. Hughes & William W. Lang & Loretta J. Mester & Choon-Geol Moon, 1996, "Efficient banking under interstate branching," Working Papers, Federal Reserve Bank of Philadelphia, number 96-9.

1995

  1. Andrew B. Abel & Janice C. Eberly, 1995, "Optimal Investment with Costly Reversibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 5091, Apr.
  2. Marianne Baxter & Urban J. Jermann, 1995, "The International Diversification Puzzle is Worse Than You Think," NBER Working Papers, National Bureau of Economic Research, Inc, number 5019, Feb.
  3. Marianne Baxter & Urban J. Jermann & Robert G. King, 1995, "Nontraded Goods, Nontraded Factors, and International Non-Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 5175, Jul.
  4. Karen K. Lewis, 1995, "What Can Explain the Apparent Lack of International Consumption Risk Sharing?," NBER Working Papers, National Bureau of Economic Research, Inc, number 5203, Aug.
  5. Karen K. Lewis, 1995, "Stochastic Regime Switching and Stabilizing Policies within Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 5289, Oct.
  6. Joseph P. Hughes & William W. Lang & Loretta J. Mester & Choon-Geol Moon, 1995, "Recovering banking technologies when managers are not risk-neutral," Proceedings, Federal Reserve Bank of Chicago, number 464.
  7. Loretta J. Mester, 1995, "Efficiency of banks in the Third Federal Reserve District: a study of bank efficiency taking into account risk-preferences," Working Papers, Federal Reserve Bank of Philadelphia, number 94-1/R.
  8. Paul S. Calem & Loretta J. Mester, 1995, "Consumer behavior and the stickiness of credit card interest rates," Working Papers, Federal Reserve Bank of Philadelphia, number 95-10.
  9. Joseph P. Hughes & William W. Lang & Loretta J. Mester, 1995, "Recovering technologies that account for generalized managerial preferences: an application to non-risk neutral banks," Working Papers, Federal Reserve Bank of Philadelphia, number 95-8.
  10. Pischke, Jorn-Steffen & Jappelli, Tullio & Souleles, Nicholas S, 1995, "Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources," CEPR Discussion Papers, Centre for Economic Policy Research, number 1138, Mar.
  11. Shmuel Kandel & Robert F. Stambaugh, 1995, "On the Predictability of Stock Returns: An Asset-Allocation Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 4997, Jan.
  12. Amir Yaron & Harold Zhang, 1995, "Fixed Costs and Asset Market Participation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1997-25, Dec.

1994

  1. Lewis, K.K., 1994, "Puzzles in international Financial Markets," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 94-7.
  2. Joseph P. Hughes & Loretta J. Mester, 1994, "Evidence on the objectives of bank managers," Proceedings, Federal Reserve Bank of Chicago, number 46.
  3. Joseph P. Hughes & Loretta J. Mester, 1994, "Bank managers' objectives," Working Papers, Federal Reserve Bank of Philadelphia, number 94-8.
  4. Shmuel Kandel & Robert F. Stambaugh, 1994, "Portfolio Inefficiency and the Cross-Section of Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 4702, Apr.

1993

  1. Graciela L. Kaminsky & Karen K. Lewis, 1993, "Does foreign exchange intervention signal future monetary policy?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 93-1.
  2. Lewis, K., 1993, "Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 93-11.
  3. Lewis, K. & Evans, M.D.D., 1993, "Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 93-12.
  4. Evans, M.D.D. & Lewis, K.K., 1993, "Trends in Expected Returns in Currency and Bond Markets," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 93-4.
  5. Martin D.D. Evans & Karen K. Lewis, 1993, "Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 93-06.
  6. George J. Mailath & Loretta J. Mester, 1993, "A positive analysis of bank closure," Working Papers, Federal Reserve Bank of Philadelphia, number 93-10/R.
  7. Loretta J. Mester, 1993, "Why are credit card rates sticky?," Working Papers, Federal Reserve Bank of Philadelphia, number 93-16.
  8. Joseph P. Hughes & Loretta J. Mester, 1993, "Accounting for the demand for financial capital and risk-taking in bank cost functions," Working Papers, Federal Reserve Bank of Philadelphia, number 93-17.
  9. Mitchell Berlin & Loretta J. Mester, 1993, "Financial intermediation as vertical integration," Working Papers, Federal Reserve Bank of Philadelphia, number 93-3.
  10. Loretta J. Mester, 1993, "Efficiency of banks in the Third Federal Reserve District," Working Papers, Federal Reserve Bank of Philadelphia, number 94-1.

1992

  1. Martin D. Evans & Karen K. Lewis, 1992, "Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets," NBER Working Papers, National Bureau of Economic Research, Inc, number 4003, Feb.
  2. Karen K. Lewis & Martin D. Evans, 1992, "Do Expected Shifts in Inflation Policy Affect Real Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 4134, Aug.
  3. Martin D. Evans & Karen K. Lewis, 1992, "Do Stationary Risk Premia Explain It All? Evidence from the Term Structure," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 92-11, Mar.
  4. Martin D. Evans & Karen K. Lewis, 1992, "Trends in Excess Returns in Currency and Bond Markets," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 92-32, Dec.
  5. Loretta J. Mester, 1992, "Efficiency in the savings and loan industry," Working Papers, Federal Reserve Bank of Philadelphia, number 92-14.
  6. Paul S. Calem & Loretta J. Mester, 1992, "Search, switching costs, and the stickiness of credit card interest rates," Working Papers, Federal Reserve Bank of Philadelphia, number 92-24.
  7. Loretta J. Mester, 1992, "Further evidence concerning expense preference and the Fed," Working Papers, Federal Reserve Bank of Philadelphia, number 92-4.

1991

  1. Blume, M.E. & Keim, D.B., 1991, "The Myths and Reality of Low-Grade Bonds," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 27-91.
  2. Karen K. Lewis, 1991, "Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM?," NBER Working Papers, National Bureau of Economic Research, Inc, number 3583, Jan.
  3. Michael W. Klein & Karen K. Lewis, 1991, "Learning About Intervention Target Zones," NBER Working Papers, National Bureau of Economic Research, Inc, number 3674, Apr.
  4. Joseph P. Hughes & Loretta J. Mester, 1991, "A quality and risk-adjusted cost function for banks: evidence on the \" too-big-to-fail\" doctrine," Working Papers, Federal Reserve Bank of Philadelphia, number 91-21.
  5. George J. Mailath & Loretta J. Mester, 1991, "When do regulators close banks? When should they?," Working Papers, Federal Reserve Bank of Philadelphia, number 91-24.
  6. Loretta J. Mester, 1991, "Expense preference and the Fed revisited," Working Papers, Federal Reserve Bank of Philadelphia, number 91-6.
  7. Kandel, S. & McCulloch, R. & Stambaugh, R.F., 1991, "Bayesian Inference and Portfolio Efficiency," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 8-91.
  8. Shmuel Kandel & Robert F. Stambaugh, 1991, "Asset Returns and Intertemporal Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 3633, Feb.

1990

  1. Karen K. Lewis, 1990, "Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates:1979-1982?," NBER Working Papers, National Bureau of Economic Research, Inc, number 3282, Mar.
  2. Karen K. Lewis, 1990, "Why Doesn't Society Minimize Central Bank Secrecy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 3397, Jul.
  3. Karen K. Lewis, 1990, "Occasional Interventions to Target Rates with a Foreign Exchange Application," NBER Working Papers, National Bureau of Economic Research, Inc, number 3398, Jul.
  4. Martin D. Evans & Karen K. Lewis, 1990, "Do Stationary Risk Premia Explain It All? Evidence from the Term Struct," NBER Working Papers, National Bureau of Economic Research, Inc, number 3451, Sep.
  5. Loretta J. Mester, 1990, "The costs of traditional and nontraditional banking," Proceedings, Federal Reserve Bank of Chicago, number 269.
  6. Loretta J. Mester, 1990, "Perpetual signaling with imperfectly correlated costs," Working Papers, Federal Reserve Bank of Philadelphia, number 90-13.
  7. Loretta J. Mester & Anthony Saunders, 1990, "When does the prime rate change?," Working Papers, Federal Reserve Bank of Philadelphia, number 90-16.
  8. Mitchell Berlin & Loretta J. Mester, 1990, "Debt covenants and renegotiation," Working Papers, Federal Reserve Bank of Philadelphia, number 90-21.
  9. Loretta J. Mester & Anthony Saunders, 1990, "Who changes the prime rate?," Working Papers, Federal Reserve Bank of Philadelphia, number 90-26.
  10. Loretta J. Mester, 1990, "Traditional and nontraditional banking: an information-theoretic approach," Working Papers, Federal Reserve Bank of Philadelphia, number 90-3.
  11. Kandel, S. & Stambaugh, R.F., 1990, "Asset Returns, Investment Horizons, And Intertemporal Preferences," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 7-90.

1989

  1. Loretta J. Mester, 1989, "Viability in multiproduct industries," Working Papers, Federal Reserve Bank of Philadelphia, number 88-21.
  2. Loretta J. Mester, 1989, "Multiple-market contact in an incomplete-information model with imperfectly correlated cost," Working Papers, Federal Reserve Bank of Philadelphia, number 89-22.
  3. Loretta J. Mester, 1989, "Testing for expense preference behavior: mutual versus stock savings and loans," Working Papers, Federal Reserve Bank of Philadelphia, number 89-27.

1988

  1. Andrew B. Abel & Laurence J. Kotlikoff, 1988, "Does the Consumption of Different Age Groups Move Together? A New Nonparametric Test of Intergenerational Altruism," NBER Working Papers, National Bureau of Economic Research, Inc, number 2490, Jan.
  2. Andrew B. Abel, 1988, "Consumption and Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 2580, Apr.
  3. Andrew B. Abel & B. Douglas Bernheim, 1988, "Fiscal Policy With Impure Intergenerational Altruism," NBER Working Papers, National Bureau of Economic Research, Inc, number 2613, Jun.
  4. Loretta J. Mester, 1988, "A testing strategy for expense preference behavior," Working Papers, Federal Reserve Bank of Philadelphia, number 88-13.
  5. Loretta J. Mester, 1988, "Are production economies a motive for mutual to stock conversions in the savings and loan industry?," Working Papers, Federal Reserve Bank of Philadelphia, number 88-14.
  6. Loretta J. Mester, 1988, "Credit card rate stickiness in a screening model of consumer credit," Working Papers, Federal Reserve Bank of Philadelphia, number 88-20.

1987

  1. Loretta J. Mester, 1987, "Testing for expense preference behavior using cost data," Working Papers, Federal Reserve Bank of Philadelphia, number 87-5.
  2. Mitchell Berlin & Loretta J. Mester, 1987, "Credit card rates and consumer search," Working Papers, Federal Reserve Bank of Philadelphia, number 88-1.
  3. Loretta J. Mester, 1987, "An analysis of the effect of ownership form on technology: stock versus mutual savings and loan associations," Working Papers, Federal Reserve Bank of Philadelphia, number 88-2.

1986

  1. Andrew B. Abel & Olivier H. Summers, 1986, "Investment and Sales; Some Empirical Evidence," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 428, Jul.
  2. Loretta J. Mester, 1986, "The effects of multimarket contact on savings and loan behavior," Proceedings, Federal Reserve Bank of Chicago, number 106.

1985

  1. Andrew B. Abel, 1985, "Dynamic Behavior of Capital Accumulation in a Cash-in-Advance Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 1549, Jan.
  2. Andrew B. Abel, 1985, "Inventories, Stock-Outs, and Production Smoothing," NBER Working Papers, National Bureau of Economic Research, Inc, number 1563, Feb.
  3. Andrew B. Abel, 1985, "Capital Accumulation and Uncertain Lifetimes with Adverse Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 1664, Jul.

1984

  1. Andrew B. Abel, 1984, "Bequests and Social Security With Uncertain Lifetimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 1372, Jun.
  2. Andrew B. Abel, 1984, "A Stochastic Model of Investment, Marginal q and the Market Value of theFirm," NBER Working Papers, National Bureau of Economic Research, Inc, number 1484, Oct.

1983

  1. Andrew B. Abel & Olivier J. Blanchard, 1983, "The Present Value of Profits and Cyclical Movements in Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 1122, May.

1982

  1. Andrew B. Abel & Olivier J. Blanchard, 1982, "An Intertemporal Model of Saving and Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 0885, Apr.

1981

  1. Andrew B. Abel & Frederic S. Mishkin, 1981, "An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 0726, Aug.

1980

  1. Andrew B. Abel, 1980, "Accelerated Depreciation and the Efficacy of Temporary Fiscal Policy: Implications for an Inflationary Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 0596, Dec.

Undated

  1. Andrew B. Abel, undated, "Optimal Monetary Growth," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 02-87.
  2. Andrew Abel & George J. Mailath, undated, "Financing Losers in Competitive Markets," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 02-90.
  3. Andrew B. Abel & Mark Warshawsky, undated, "Specification of the Joy of Giving: Insights from Altruism," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 03-87.
  4. Andrew B. Abel, undated, "The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 03-99.
  5. Andrew B. Abel, undated, "The Implications of Insurance for the Efficacy of Fiscal Policy," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 06-88.
  6. Andrew B. Abel, undated, "The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 09-00.
  7. Andrew B. Abel, undated, "Operative Gift and Bequest Motives," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 09-87.
  8. Andrew B. Abel, undated, "Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 09-89.
  9. Andrew B. Abel, undated, "Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 09-92.
  10. Andrew B. Abel, undated, "An Analysis of Fiscal Policy Under Operative and Inoperative Bequest Motives," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-87.
  11. Andrew B. Abel & B. Douglas Bernheim, undated, "Fiscal Policy with Impure Intergenerational Altruism (Reprint 011)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-90.
  12. Andrew B. Abel & Janice C. Eberly, undated, "An Exact Solution for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 12-93.
  13. Andrew B. Abel, undated, "Birth, Death and Taxes," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-89.
  14. Andrew Abel & Gregory N. Mankiw & Lawrence H. Summers & Richard Zeckhauser, undated, "Assessing Dynamic Efficiency: Theory and Evidence," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-88.
  15. Andrew B. Abel & Janice C. Eberly, undated, "A Unified Model of Investment Under Uncertainty," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-93.
  16. Andrew Abel, undated, "Stock Prices Under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-88.
  17. Andrew B. Abel & Avinash K. Dixit & Janice B. Eberly & Robert S. Pindyck, undated, "Options, the Value of Capital, and Investment," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-95.
  18. Andrew B. Abel & Janice B. Eberly, undated, "The Effects of Irreversibility and Uncertainty on Capital Accumulation," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 21-95.
  19. Andrew Abel, undated, "The Failure of Ricardian Equivalence Under Progressive Wealth Taxation," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 22-86.
  20. Andrew Abel, undated, "Aggregate Savings in the Presence of Private and Social Insurance," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 23-86.
  21. Alon Brav & Christopher Geczy & Paul A. Gompers, undated, "Is the Abnormal Return Following Equity Issuances Anomalous?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 2-99.
  22. Christopher C. Geczy & Bernadette A. Minton & Catherine Schrand, undated, "Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 28-99.
  23. Brent Glover & Joao Gomes & Amir Yaron, undated, "Corporate Taxes, Leverage, and Business Cycles," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2011-E24.
  24. Armando Gomes, undated, "Going Public with Asymmetric Information, Agency Costs, and Dynamic Trading," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 04-99.
  25. Armando Gomes, undated, "Multiple Large Shareholders in Corporate Governance," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 05-99.
  26. Armando Gomes, undated, "A Theory of Negotiations and Formation of Coalitions," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 21-99.
  27. M.E Blume & D. B. Keim, undated, "Return Indexes for Lower Grade Bonds: 1977-1987," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number m1-88.
  28. Donald B. Keim & Ananth Madhavan, undated, "The Cost of Institutional Equity Trades," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-98.
  29. Gabriel Hawawini & Donald B. Keim, undated, "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 07-97.
  30. Wayne Ferson & Stephen Foerster & Donald 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 27-87.
  31. Joseph Gyourko & Donald B. Keim, undated, "The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 5-90.
  32. Donald B. Keim & Ananth Madhavan, undated, "Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 12-94.
  33. Marshall E. Blume & Donald B. Keim, undated, "Risks and Returns of Low-Grade Bonds: An Update (Reprint 027)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-91.
  34. 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.
  35. Marshall E. Blume & Donald B. Keim, undated, "Volatility Patterns of Fixed Income Securities," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-89.
  36. Stephen R. Foerster & Donald B. Keim, undated, "Direct Evidence of Non-Trading of NYSE and AMEX Stocks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 19-93.
  37. Joseph Gyourko & Donald B. Keim, undated, "What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 18-91.
  38. Marshall E. Blume & Donald B. Keim, undated, "The Valuation of Callable Bonds," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-89.
  39. Donald B. Keim, undated, "Dividend Yields and Stock Returns: Implications of Abnormal January Returns," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-85.
  40. Donald B. Keim & Ananth Madhavan, undated, "The Information Contained in Stock Exchange Seat Prices," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 7-98.
  41. Donald B. Keim & Ananth Madhavan, undated, "The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-94.
  42. Donald B. Keim & Robert F. Stambaugh, undated, "Predicting Returns in the Stock and Bond Markets," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-85.
  43. Joseph Gyourko & Donald B. Keim, undated, "What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-92.
  44. Donald B. Keim, undated, "An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 05-98.
  45. Marshall E. Blume & Donald B. Keim & Sandeep A. Patel, undated, "Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 24-90.
  46. Marshall E. Blume & Donald B. Keim, undated, "Risk and Return Characteristics of Lower-Grade Bonds," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 17-86.
  47. Donald B. Keim, undated, "Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 22-89.
  48. Marshall E. Blume & Donald B. Keim, undated, "Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 31-89.
  49. Gabriel Hawawini & Donald B. Keim, undated, "On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 22-94.
  50. Marshall E. Blume & Donald B. Keim, undated, "Risk and Return Characteristics of Lower-Grade Bonds 1977-1987," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-89.
  51. Donald B. Keim & Ananth Madhavan, undated, "Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 26-94.
  52. Donald B. Keim & Ananth Madhavan, undated, "The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 21-92.
  53. Donald B. Keim & Ananth Madhavan, undated, "Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 18-93.
  54. Marshall E. Blume & Donald B. Keim, undated, "Return Indexes for Lower Grade Bonds," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number m1-89.
  55. Donald B. Keim & Ananth Madhavan, undated, "Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 09-95.
  56. Marshall E. Blume & Donald B. Keim & Sandeep A. Patel, undated, "Returns and Volatility of Low-Grade Bonds 1977-1988," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 38-89.
  57. Gabriel Hawawini & Donald B. Keim, undated, "On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 23-92.
  58. Nicholas S. Souleles, undated, "Household Securities Purchases, Transactions Costs, and Hedging Motives," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 24-99.
  59. Tullio Jappelli & Joern-Steffen Pischke & Nicholas S. Souleles, undated, "Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources (Reprint 069)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-97.
  60. Robert F. Stambaugh, undated, "Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 01-82.
  61. Robert F. Stambaugh, undated, "Arbitrage Pricing with Heterogeneous Information," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 02-82.
  62. Shmuel Kandel & Robert F. Stambaugh, undated, "Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 03-93.
  63. Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh, undated, "Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 04-93.
  64. Lubos Pástor & Robert F. Stambaugh, undated, "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 04-98.
  65. Robert F. Stambaugh, undated, "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 05-96.
  66. Shmuel Kandel & Robert F. Stambaugh, undated, "Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 06-94.
  67. Shmuel Kandel & Robert F. Stambaugh, undated, "Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 07-90.
  68. Shmuel Kandel & Robert McCulloch & Robert H. Stambaugh, undated, "Bayesian Inference and Portfolio Efficiency (Revised: 4-93)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-91.
  69. Lubos Pastor & Robert F. Stambaugh, undated, "Costs of Equity from Factor-Based Models (Revised 4-98)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-97.
  70. Lubos Pastor & Robert F. Stambaugh, undated, "Evaluating and Investing in Equity Mutual Funds," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-00.
  71. Lubos Pastor & Robert F. Stambaugh, undated, "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-00.
  72. Marshall Blume & Robert Stambaugh, undated, "Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-83.
  73. Shmuel Kandel & Robert F. Stambaugh, undated, "Expectations and Volatility of Long-Horizon Stock Returns," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 12-89.
  74. Robert Stambaugh, undated, "On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-81.
  75. Lubos Pastor & Robert F. Stambaugh, undated, "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 16-99.
  76. Robert F. Stambaugh, undated, "Estimating Conditional Expectations When Volatility Fluctuates," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 17-93.
  77. Shumel Kandel & Robert F. Stambaugh, undated, "A Mean-Variance Framework for Tests for Asset Pricing Models," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 25-88.
  78. Nai-Fu Chen & Bruce Grundy & Robert F Stambaugh, undated, "Changing Risk, Changing Risk Premiums, and Dividend Yield Effects," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 26-88.
  79. Shmuel Kandel & Robert F. Stambaugh, undated, "On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 27-94.
  80. Shmuel Kandel & Robert F. Stambaugh, undated, "Modeling Expected Stock Returns for Long and Short Horizons," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 42-88.
  81. Luboš Pástor & Robert F. Stambaugh, undated, "Mutual Fund Performance and Seemingly Unrelated Assets.”," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 527.
  82. Luboš Pástor & Robert F. Stambaugh, undated, "Investing in Equity Mutual Funds," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 532.
  83. Klaas Baks & Andrew Metrick & Jessica Wachter, undated, "Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 18-99.
  84. Kjetil Storesletten & Chris Telmer & Amir Yaron, undated, "Asset pricing with idiosyncratic risk and overlapping generations," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 226.
  85. Kjetil Storesletten & Chris Telmer & Amir Yaron, undated, "Persistent Idiosyncratic Shocks and Incomplete Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 24.
  86. Lars Hansen & John Heaton & Amir Yaron, undated, "Small Sample Properties of Alternative GMM Estimators," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 25.
  87. Amir Yaron, undated, "Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 27.

Journal articles

2026

  1. Charles L. Evans & Patrick T. Harker & Loretta J. Mester, 2026, "Policy, politics, and the path ahead for the fed," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 61, issue 1, pages 20-26, January, DOI: 10.1057/s11369-025-00440-3.

2025

  1. Pierre Chaigneau & Alex Edmans & Daniel Gottlieb, 2025, "A Theory of Fair CEO Pay," American Economic Review: Insights, American Economic Association, volume 7, issue 3, pages 306-324, September, DOI: 10.1257/aeri.20240332.
  2. Alex Edmans, 2025, "Learnings From 1000 Rejections," Financial Management, Financial Management Association International, volume 54, issue 2, pages 419-444, June, DOI: 10.1111/fima.12487.
  3. Vincent Glode & Guillermo Ordoñez, 2025, "Technological Progress and Rent Seeking," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 4, pages 1259-1289.
  4. Urban J Jermann, 2025, "Gold’s Value as an Investment," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 422-456.
  5. Faia, Ester & Lewis, Karen K. & Zhou, Haonan, 2025, "Do investor differences impact monetary policy spillovers to emerging markets?," Journal of International Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jinteco.2025.104100.
  6. Xiang Fang & Bryan Hardy & Karen K Lewis, 2025, "Who Holds Sovereign Debt and Why It Matters," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 8, pages 2326-2361.
  7. Loretta J. Mester, 2025, "Considerations for the Federal Reserve’s upcoming framework review," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 60, issue 1, pages 15-20, January, DOI: 10.1057/s11369-025-00390-w.
  8. Loretta J. Mester, 2025, "Patrick Honohan: The Central Bank as Crisis Manager," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 60, issue 4, pages 242-244, October, DOI: 10.1057/s11369-025-00406-5.
  9. Delao, Ricardo & Han, Xiao & Myers, Sean, 2025, "The return of return dominance: Decomposing the cross-section of prices," Journal of Financial Economics, Elsevier, volume 169, issue C, DOI: 10.1016/j.jfineco.2025.104059.
  10. Jules H van Binsbergen & Yoshio Nozawa & Michael Schwert, 2025, "Duration-Based Valuation of Corporate Bonds," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 158-191.

2024

  1. Andrew Abel & Stavros Panageas, 2024, "Are Zero-Covid Policies Optimal?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 53, pages 47-70, July, DOI: 10.1016/j.red.2024.01.002.
  2. Hui Chen & Winston Wei Dou & Leonid Kogan, 2024, "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, volume 79, issue 2, pages 843-902, April, DOI: 10.1111/jofi.13317.
  3. Yaru Gong & Wei Dou & Bochen Lu & Xuemei Zhang & He Zhu & Pan Ying & Qingtang Zhang & Yuqi Liu & Yanan Li & Xinqi Huang & Muhammad Faisal Iqbal & Shihua Zhang & Di Li & Yongsheng Zhang & Haijun Wu & G, 2024, "Divacancy and resonance level enables high thermoelectric performance in n-type SnSe polycrystals," Nature Communications, Nature, volume 15, issue 1, pages 1-13, December, DOI: 10.1038/s41467-024-48635-0.
  4. Di Wang & Wei Dou, 2024, "Investigation on how carbon markets and digital transformation affect green innovation: evidence from Chinese listed companies," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 9, pages 22775-22800, September, DOI: 10.1007/s10668-023-03575-5.
  5. Alex Edmans, 2024, "Rational sustainability," Journal of Applied Corporate Finance, Morgan Stanley, volume 36, issue 2, pages 8-15, March, DOI: 10.1111/jacf.12609.
  6. Alex Edmans & Darcy Pu & Chendi Zhang & Lucius Li, 2024, "Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around the World," Management Science, INFORMS, volume 70, issue 7, pages 4357-4380, July, DOI: 10.1287/mnsc.2023.4889.
  7. Hartley, Jonathan S. & Jermann, Urban J., 2024, "The pricing of U.S. Treasury floating rate notes," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103833.
  8. Urban Jermann, 2024, "Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans," Journal of Financial Services Research, Springer;Western Finance Association, volume 65, issue 2, pages 141-152, June, DOI: 10.1007/s10693-023-00415-5.
  9. Ricardo De la & Sean Myers, 2024, "Which Subjective Expectations Explain Asset Prices?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 6, pages 1929-1978.
  10. Michael Gelman & Nikolai Roussanov, 2024, "Managing Mental Accounts: Payment Cards and Consumption Expenditures," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 8, pages 2586-2624.

2023

  1. Winston Wei Dou & Xiang Fang & Andrew W. Lo & Harald Uhlig, 2023, "Macro-Finance Models with Nonlinear Dynamics," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 407-432, November, DOI: 10.1146/annurev-financial-110921-11.
  2. Zhang, Shengling & Dou, Wei & Wu, Zihao & Hao, Yu, 2023, "Does the financial support to rural areas help to reduce carbon emissions? Evidence from China," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107057.
  3. Alex Edmans, 2023, "The end of ESG," Financial Management, Financial Management Association International, volume 52, issue 1, pages 3-17, March, DOI: 10.1111/fima.12413.
  4. Edmans, Alex & Gosling, Tom & Jenter, Dirk, 2023, "CEO compensation: Evidence from the field," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103718.
  5. Alex Edmans, 2023, "How great companies deliver both purpose and profit," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 21, issue 3, pages 465-469, July, DOI: 10.1080/14765284.2023.2219439.
  6. Alex Edmans, 2023, "Applying Economics—Not Gut Feel—to ESG," Financial Analysts Journal, Taylor & Francis Journals, volume 79, issue 4, pages 16-29, October, DOI: 10.1080/0015198X.2023.2242758.
  7. Vincent Glode & Christian C & Gregor Matvos, 2023, "Private Renegotiations and Government Interventions in Credit Chains," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 11, pages 4502-4545.
  8. Gomes, João F. & Grotteria, Marco & Wachter, Jessica A., 2023, "Foreseen risks," Journal of Economic Theory, Elsevier, volume 212, issue C, DOI: 10.1016/j.jet.2023.105706.
  9. Jermann, Urban & Xiang, Haotian, 2023, "Dynamic banking with non-maturing deposits," Journal of Economic Theory, Elsevier, volume 209, issue C, DOI: 10.1016/j.jet.2023.105644.
  10. Alexandr Kopytov & Nikolai Roussanov & Mathieu Taschereau-Dumouchel, 2023, "Cheap Thrills: The Price of Leisure and the Global Decline in Work Hours," Journal of Political Economy Macroeconomics, University of Chicago Press, volume 1, issue 1, pages 80-118, DOI: 10.1086/723717.
  11. Larry Cordell & Michael R. Roberts & Michael Schwert, 2023, "CLO Performance," Journal of Finance, American Finance Association, volume 78, issue 3, pages 1235-1278, June, DOI: 10.1111/jofi.13224.
  12. Paul Goldsmith-Pinkham & Matthew T Gustafson & Ryan C Lewis & Michael Schwert & Gregor Matvos, 2023, "Sea-Level Rise Exposure and Municipal Bond Yields," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 11, pages 4588-4635.

2022

  1. Weiwei Chen & Yibo Wang & Jia Zhang & Wei Dou & Yaxuan Jiao, 2022, "Planning and Energy–Economy–Environment–Security Evaluation Methods for Municipal Energy Systems in China under Targets of Peak Carbon Emissions and Carbon Neutrality," Energies, MDPI, volume 15, issue 19, pages 1-20, October.
  2. Winston Wei Dou & Yan Ji & Wei Wu, 2022, "The Oligopoly Lucas Tree," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 8, pages 3867-3921.
  3. Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022, "Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," Econometrica, Econometric Society, volume 90, issue 2, pages 685-713, March, DOI: 10.3982/ECTA18506.
  4. Alex Edmans, 2022, "The purpose of a finance professor," Financial Management, Financial Management Association International, volume 51, issue 1, pages 3-26, March, DOI: 10.1111/fima.12387.
  5. Alex Edmans & Vivian W. Fang & Allen H. Huang, 2022, "The Long‐Term Consequences of Short‐Term Incentives," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 60, issue 3, pages 1007-1046, June, DOI: 10.1111/1475-679X.12410.
  6. Edmans, Alex & Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2022, "Music sentiment and stock returns around the world," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 234-254, DOI: 10.1016/j.jfineco.2021.08.014.
  7. Alex Edmans & Marcin Kacperczyk, 2022, "Sustainable Finance
    [A simplemodel of capital market equilibrium with incomplete information]    ," Review of Finance, European Finance Association, volume 26, issue 6, pages 1309-1313.
  8. Pierre Chaigneau & Alex Edmans & Daniel Gottlieb, 2022, "How Should Performance Signals Affect Contracts?," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 168-206.
  9. Glode, Vincent & Opp, Christian C. & Sverchkov, Ruslan, 2022, "To pool or not to pool? Security design in OTC markets," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 508-526, DOI: 10.1016/j.jfineco.2021.09.021.
  10. Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2022, "The Two‐Pillar Policy for the RMB," Journal of Finance, American Finance Association, volume 77, issue 6, pages 3093-3140, December, DOI: 10.1111/jofi.13178.
  11. Loretta J. Mester, 2022, "Reflections: Small Businesses," Reflections by Loretta Mester, Federal Reserve Bank of Cleveland, volume 2022, issue 01, pages 1-13, April.
  12. Loretta J. Mester, 2022, "Reflections: Now Is the Time to Close the Digital Divide," Reflections by Loretta Mester, Federal Reserve Bank of Cleveland, volume 2022, issue 02, pages 1-11, December.
  13. Korteweg, Arthur & Schwert, Michael & Strebulaev, Ilya A., 2022, "Proactive Capital Structure Adjustments: Evidence from Corporate Filings," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 1, pages 31-66, February.
  14. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2022, "Dissecting green returns," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 403-424, DOI: 10.1016/j.jfineco.2022.07.007.
  15. Luboš Pástor & Robert F. Stambaugh & Lucian A. Taylor & Min Zhu, 2022, "Diseconomies of Scale in Active Management: Robust Evidence," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 593-611, August, DOI: 10.1561/104.00000121.

2021

  1. Winston Wei Dou & Yan Ji & David Reibstein & Wei Wu, 2021, "Inalienable Customer Capital, Corporate Liquidity, and Stock Returns," Journal of Finance, American Finance Association, volume 76, issue 1, pages 211-265, February, DOI: 10.1111/jofi.12960.
  2. Dou, Winston Wei & Ji, Yan & Wu, Wei, 2021, "Competition, profitability, and discount rates," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 582-620, DOI: 10.1016/j.jfineco.2020.12.013.
  3. Dou, Winston Wei & Taylor, Lucian A. & Wang, Wei & Wang, Wenyu, 2021, "Dissecting bankruptcy frictions," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 975-1000, DOI: 10.1016/j.jfineco.2021.06.014.
  4. Winston Wei Dou & Yan Ji, 2021, "External Financing and Customer Capital: A Financial Theory of Markups," Management Science, INFORMS, volume 67, issue 9, pages 5569-5585, September, DOI: 10.1287/mnsc.2020.3739.
  5. João F. Gomes & Lukas Schmid, 2021, "Equilibrium Asset Pricing with Leverage and Default," Journal of Finance, American Finance Association, volume 76, issue 2, pages 977-1018, April, DOI: 10.1111/jofi.12987.
  6. Jermann, Urban J., 2021, "Cryptocurrencies and Cagan’s model of hyperinflation," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103340.
  7. Loretta J. Mester, 2021, "Reflections: Education," Reflections by Loretta Mester, Federal Reserve Bank of Cleveland, volume 2021, issue 02, pages 1-9, May.
  8. Loretta J. Mester, 2021, "Reflections from Loretta J. Mester," Reflections by Loretta Mester, Federal Reserve Bank of Cleveland, volume 2021, issue 01, pages 1-1, March.
  9. Loretta J. Mester, 2021, "Reflections: Workforce Development," Reflections by Loretta Mester, Federal Reserve Bank of Cleveland, volume 2021, issue 03, pages 1-9, July.
  10. Loretta J. Mester, 2021, "Reflections: Place Matters," Reflections by Loretta Mester, Federal Reserve Bank of Cleveland, volume 2021, issue 04, pages 1-12, August.
  11. Ricardo Delao & Sean Myers, 2021, "Subjective Cash Flow and Discount Rate Expectations," Journal of Finance, American Finance Association, volume 76, issue 3, pages 1339-1387, June, DOI: 10.1111/jofi.13016.
  12. Nikolai Roussanov & Hongxun Ruan & Yanhao Wei & Stijn Van Nieuwerburgh, 2021, "Marketing Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 3045-3094.
  13. Lim, Jongha & Schwert, Michael & Weisbach, Michael S., 2021, "The economics of PIPEs," Journal of Financial Intermediation, Elsevier, volume 45, issue C, DOI: 10.1016/j.jfi.2019.100832.
  14. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021, "Sustainable investing in equilibrium," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 550-571, DOI: 10.1016/j.jfineco.2020.12.011.
  15. Christopher C Geczy & Robert F Stambaugh & David Levin, 2021, "Investing in Socially Responsible Mutual Funds
    [Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation]    ," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 2, pages 309-351.

2020

  1. Winston W. Dou & Andrew W. Lo & Ameya Muley & Harald Uhlig, 2020, "Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective," Annual Review of Financial Economics, Annual Reviews, volume 12, issue 1, pages 95-140, December, DOI: 10.1146/annurev-financial-012820-02.
  2. Alex Edmans, 2020, "Company purpose and profit need not be in conflict if we ‘grow the pie’," Economic Affairs, Wiley Blackwell, volume 40, issue 2, pages 287-294, June, DOI: 10.1111/ecaf.12395.
  3. Vincent Glode & Christian C Opp, 2020, "Over-the-Counter versus Limit-Order Markets: The Role of Traders’ Expertise," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 2, pages 866-915.
  4. Gala, Vito D. & Gomes, Joao F. & Liu, Tong, 2020, "Investment without Q," Journal of Monetary Economics, Elsevier, volume 116, issue C, pages 266-282, DOI: 10.1016/j.jmoneco.2019.10.014.
  5. Urban J Jermann, 2020, "Negative Swap Spreads and Limited Arbitrage," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 1, pages 212-238.
  6. Craig Benedict & Mario J. Crucini & Anthony Landry, 2020, "On What States Do Prices Depend? Answers From Ecuador," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 8, pages 1909-1935, December, DOI: 10.1111/jmcb.12656.
  7. Amar Gande & Kose John & Vinay B. Nair & Lemma W. Senbet, 2020, "Taxes, institutions, and innovation: Theory and international evidence," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 51, issue 9, pages 1413-1442, December, DOI: 10.1057/s41267-020-00375-1.
  8. Hui Chen & Michael Michaux & Nikolai Roussanov, 2020, "Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty," Journal of Finance, American Finance Association, volume 75, issue 1, pages 323-375, February, DOI: 10.1111/jofi.12842.
  9. Francesca Brusa & Pavel Savor & Mungo Wilson, 2020, "One Central Bank to Rule Them All," Review of Finance, European Finance Association, volume 24, issue 2, pages 263-304.
  10. Kaviani, Mahsa S. & Kryzanowski, Lawrence & Maleki, Hosein & Savor, Pavel, 2020, "Policy uncertainty and corporate credit spreads," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 838-865, DOI: 10.1016/j.jfineco.2020.07.001.
  11. Michael Schwert, 2020, "Does Borrowing from Banks Cost More than Borrowing from the Market?," Journal of Finance, American Finance Association, volume 75, issue 2, pages 905-947, April, DOI: 10.1111/jofi.12849.
  12. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2020, "Fund tradeoffs," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 614-634, DOI: 10.1016/j.jfineco.2020.06.005.
  13. Jeffrey F. Jaffe & Jan Jindra & David J. Pedersen & Torben Voetmann, 2020, "Can mispricing explain the value premium?," Financial Management, Financial Management Association International, volume 49, issue 3, pages 615-633, September, DOI: 10.1111/fima.12272.

2019

  1. Chaigneau, Pierre & Edmans, Alex & Gottlieb, Daniel, 2019, "The informativeness principle without the first-order approach," Games and Economic Behavior, Elsevier, volume 113, issue C, pages 743-755, DOI: 10.1016/j.geb.2018.08.006.
  2. Alex Edmans & William Mann, 2019, "Financing Through Asset Sales," Management Science, INFORMS, volume 65, issue 7, pages 3043-3060, July, DOI: 10.1287/mnsc.2017.2981.
  3. Alex Edmans & Doron Levit & Devin Reilly, 2019, "Governance Under Common Ownership," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 7, pages 2673-2719.
  4. Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2019, "On the efficiency of long intermediation chains," Journal of Financial Intermediation, Elsevier, volume 38, issue C, pages 11-18, DOI: 10.1016/j.jfi.2017.08.006.
  5. João F Gomes & Marco Grotteria & Jessica A Wachter, 2019, "Cyclical Dispersion in Expected Defaults," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 4, pages 1275-1308.
  6. Crucini, Mario J. & Landry, Anthony, 2019, "Accounting for real exchange rates using micro-data," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 86-100, DOI: 10.1016/j.jimonfin.2018.11.002.
  7. Hughes, Joseph P. & Jagtiani, Julapa & Mester, Loretta J. & Moon, Choon-Geol, 2019, "Does scale matter in community bank performance? Evidence obtained by applying several new measures of performance," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 471-499, DOI: 10.1016/j.jbankfin.2019.07.005.
  8. Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2019, "Size and value in China," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 48-69, DOI: 10.1016/j.jfineco.2019.03.008.
  9. Pástor, Luboš & Stambaugh, Robert F., 2019, "Liquidity Risk After 20 Years," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 277-299, December, DOI: 10.1561/104.00000074.
  10. Jaffe, Jeffrey F. & Jindra, Jan & Pedersen, David J. & Voetmann, Torben, 2019, "Do Unlisted Targets Sell at Discounts?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 3, pages 1371-1401, June.

2018

  1. Chaigneau, Pierre & Edmans, Alex & Gottlieb, Daniel, 2018, "Does improved information improve incentives?," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 291-307, DOI: 10.1016/j.jfineco.2018.05.002.
  2. Alex Edmans & Luis Goncalves-Pinto & Moqi Groen-Xu & Yanbo Wang, 2018, "Strategic News Releases in Equity Vesting Months," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 11, pages 4099-4141.
  3. Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2018, "Voluntary disclosure in bilateral transactions," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 652-688, DOI: 10.1016/j.jet.2018.02.005.
  4. Gomes, Joao F., 2018, "Comment on partisan conflict and private investment," Journal of Monetary Economics, Elsevier, volume 93, issue C, pages 132-134, DOI: 10.1016/j.jmoneco.2017.10.003.
  5. Jermann, Urban J. & Yue, Vivian Z., 2018, "Interest rate swaps and corporate default," Journal of Economic Dynamics and Control, Elsevier, volume 88, issue C, pages 104-120, DOI: 10.1016/j.jedc.2018.01.022.
  6. Kopytov, Alexandr & Roussanov, Nikolai & Taschereau-Dumouchel, Mathieu, 2018, "Short-run pain, long-run gain? Recessions and technological transformation," Journal of Monetary Economics, Elsevier, volume 97, issue C, pages 29-44, DOI: 10.1016/j.jmoneco.2018.05.011.
  7. Michael Schwert, 2018, "Bank Capital and Lending Relationships," Journal of Finance, American Finance Association, volume 73, issue 2, pages 787-830, April, DOI: 10.1111/jofi.12604.
  8. Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2018, "Absolving beta of volatility’s effects," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 1-15, DOI: 10.1016/j.jfineco.2018.01.003.

2017

  1. Edmans, Alex & Jayaraman, Sudarshan & Schneemeier, Jan, 2017, "The source of information in prices and investment-price sensitivity," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 74-96, DOI: 10.1016/j.jfineco.2017.06.017.
  2. Franklin Allen & Alex Edmans, 2017, "Editorial," Review of Finance, European Finance Association, volume 21, issue 1, pages 1-6.
  3. Alex Edmans & Vivian W. Fang & Katharina A. Lewellen, 2017, "Equity Vesting and Investment," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 7, pages 2229-2271.
  4. Urban J. Jermann, 2017, "Financial Markets' Views about the Euro–Swiss Franc Floor," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 2-3, pages 553-565, March, DOI: 10.1111/jmcb.12389.
  5. Lewis, Karen K. & Liu, Edith X., 2017, "Disaster risk and asset returns: An international perspective," Journal of International Economics, Elsevier, volume 108, issue S1, pages 42-58, DOI: 10.1016/j.jinteco.2017.03.001.
  6. Lewis, Karen K., 2017, "Changing risk exposures of cross-listed firms and market integration," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 378-405, DOI: 10.1016/j.jimonfin.2016.09.005.
  7. Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2017, "Differences of Opinion and International Equity Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 750-800.
  8. Mester, Loretta J., 2017, "The nexus of macroprudential supervision, monetary policy, and financial stability," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 177-180, DOI: 10.1016/j.jfs.2017.07.003.
  9. Wilko Bolt & Loretta J. Mester, 2017, "Introduction to Retail Payments: Mapping Out the Road Ahead," Journal of Financial Services Research, Springer;Western Finance Association, volume 52, issue 1, pages 1-3, October, DOI: 10.1007/s10693-017-0282-5.
  10. Robert Ready & Nikolai Roussanov & Colin Ward, 2017, "Commodity Trade and the Carry Trade: A Tale of Two Countries," Journal of Finance, American Finance Association, volume 72, issue 6, pages 2629-2684, December, DOI: 10.1111/jofi.12546.
  11. Ready, Robert & Roussanov, Nikolai & Ward, Colin, 2017, "After the tide: Commodity currencies and global trade," Journal of Monetary Economics, Elsevier, volume 85, issue C, pages 69-86, DOI: 10.1016/j.jmoneco.2016.11.005.
  12. Michael Schwert, 2017, "Municipal Bond Liquidity and Default Risk," Journal of Finance, American Finance Association, volume 72, issue 4, pages 1683-1722, August.
  13. Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017, "Do Funds Make More When They Trade More?," Journal of Finance, American Finance Association, volume 72, issue 4, pages 1483-1528, August.
  14. Robert F. Stambaugh & Yu Yuan, 2017, "Mispricing Factors," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1270-1315.
  15. Jan Jindra & Torben Voetmann & Ralph A. Walkling, 2017, "Private Class Action Litigation Risk of Chinese Firms Listed in the US," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 01, pages 1-20, March, DOI: 10.1142/S2010139216500208.

2016

  1. Alex Edmans & Xavier Gabaix, 2016, "Executive Compensation: A Modern Primer," Journal of Economic Literature, American Economic Association, volume 54, issue 4, pages 1232-1287, December.
  2. Alex Edmans & Mirko S. Heinle & Chong Huang, 2016, "The Real Costs of Financial Efficiency When Some Information Is Soft," Review of Finance, European Finance Association, volume 20, issue 6, pages 2151-2182.
  3. Francesco Lamperti & Roberto Mavilia & Marco Giometti, 2016, "Persistence of innovation and knowledge flows in Africa: an empirical investigation," Innovation and Development, Taylor & Francis Journals, volume 6, issue 2, pages 235-257, July, DOI: 10.1080/2157930X.2016.1196547.
  4. Vincent Glode & Christian Opp, 2016, "Asymmetric Information and Intermediation Chains," American Economic Review, American Economic Association, volume 106, issue 9, pages 2699-2721, September.
  5. Vincent Glode & Richard Lowery, 2016, "Compensating Financial Experts," Journal of Finance, American Finance Association, volume 71, issue 6, pages 2781-2808, December, DOI: 10.1111/jofi.12372.
  6. João Gomes & Urban Jermann & Lukas Schmid, 2016, "Sticky Leverage," American Economic Review, American Economic Association, volume 106, issue 12, pages 3800-3828, December.
  7. Pavel Savor & Mungo Wilson, 2016, "Earnings Announcements and Systematic Risk," Journal of Finance, American Finance Association, volume 71, issue 1, pages 83-138, February.
  8. Torben Voetmann, 2016, "The Bid-Ask Spread in the Danish Stock Market: Evidence from the 1990s," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 8, issue 9, pages 127-139, September.

2015

  1. Alex Edmans & Itay Goldstein & Wei Jiang, 2015, "Feedback Effects, Asymmetric Trading, and the Limits to Arbitrage," American Economic Review, American Economic Association, volume 105, issue 12, pages 3766-3797, December.
  2. Geczy, Christopher C., 2015, "Financial market assumptions and pension plan models: a comment on PIMS model asset markets assumptions," Journal of Pension Economics and Finance, Cambridge University Press, volume 14, issue 2, pages 127-143, April.
  3. Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015, "Understanding FX Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 11, pages 3073-3108.
  4. Lewis, Karen K. & Liu, Edith X., 2015, "Evaluating international consumption risk sharing gains: An asset return view," Journal of Monetary Economics, Elsevier, volume 71, issue C, pages 84-98, DOI: 10.1016/j.jmoneco.2014.11.010.
  5. Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2015, "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," Journal of Finance, American Finance Association, volume 70, issue 5, pages 1903-1948, October.
  6. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015, "Scale and skill in active management," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 23-45, DOI: 10.1016/j.jfineco.2014.11.008.
  7. Jaffe, Jeffrey & Jindra, Jan & Pedersen, David & Voetmann, Torben, 2015, "Returns to acquirers of public and subsidiary targets," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 246-270, DOI: 10.1016/j.jcorpfin.2015.02.005.

2014

  1. Alex Edmans, 2014, "Blockholders and Corporate Governance," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 23-50, December.
  2. Philip Bond & Vincent Glode, 2014, "Editor's Choice The Labor Market for Bankers and Regulators," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 9, pages 2539-2579.
  3. Elyasiani, Elyas & Mester, Loretta J. & Pagano, Michael S., 2014, "Large capital infusions, investor reactions, and the return and risk-performance of financial institutions over the business cycle," Journal of Financial Stability, Elsevier, volume 11, issue C, pages 62-81, DOI: 10.1016/j.jfs.2013.11.002.
  4. Roussanov, Nikolai, 2014, "Composition of wealth, conditioning information, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 111, issue 2, pages 352-380, DOI: 10.1016/j.jfineco.2013.10.010.
  5. Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien, 2014, "Countercyclical currency risk premia," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 527-553, DOI: 10.1016/j.jfineco.2013.12.005.
  6. Nikolai Roussanov & Pavel Savor, 2014, "Marriage and Managers' Attitudes to Risk," Management Science, INFORMS, volume 60, issue 10, pages 2496-2508, October, DOI: 10.1287/mnsc.2014.1926.
  7. Mark T. Leary & Michael R. Roberts, 2014, "Do Peer Firms Affect Corporate Financial Policy?," Journal of Finance, American Finance Association, volume 69, issue 1, pages 139-178, February.
  8. Savor, Pavel & Wilson, Mungo, 2014, "Asset pricing: A tale of two days," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 171-201, DOI: 10.1016/j.jfineco.2014.04.005.
  9. Robert F. Stambaugh, 2014, "Presidential Address: Investment Noise and Trends," Journal of Finance, American Finance Association, volume 69, issue 4, pages 1415-1453, August.
  10. Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2014, "The long of it: Odds that investor sentiment spuriously predicts anomaly returns," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 613-619, DOI: 10.1016/j.jfineco.2014.07.008.

2013

  1. Lisha Chen & Winston Wei Dou & Zhihua Qiao, 2013, "Ensemble Subsampling for Imbalanced Multivariate Two-Sample Tests," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 504, pages 1308-1323, December, DOI: 10.1080/01621459.2013.800763.
  2. Alex Edmans & Vivian W. Fang & Emanuel Zur, 2013, "The Effect of Liquidity on Governance," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 6, pages 1443-1482.
  3. Jermann, Urban J., 2013, "A production-based model for the term structure," Journal of Financial Economics, Elsevier, volume 109, issue 2, pages 293-306, DOI: 10.1016/j.jfineco.2013.03.001.
  4. Landry, Anthony, 2013, "Borders and Big Macs," Economics Letters, Elsevier, volume 120, issue 2, pages 318-322, DOI: 10.1016/j.econlet.2013.04.045.
  5. Hughes, Joseph P. & Mester, Loretta J., 2013, "Who said large banks don’t experience scale economies? Evidence from a risk-return-driven cost function," Journal of Financial Intermediation, Elsevier, volume 22, issue 4, pages 559-585, DOI: 10.1016/j.jfi.2013.06.004.
  6. Loretta J. Mester & Elif Sen, 2013, "Has job quality been \\"job one\\" in the economic recovery?," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Aug.
  7. Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2013, "Core Measures of Inflation as Predictors of Total Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 2-3, pages 505-519, March, DOI: jmcb.12013.
  8. Kenneth J. Singleton & Bruno Biais & Michael Roberts, 2013, "Report of the Editor of The Journal of Finance for the Year 2012," Journal of Finance, American Finance Association, volume 68, issue 4, pages 1691-1705, August.
  9. Savor, Pavel & Wilson, Mungo, 2013, "How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 2, pages 343-375, April.
  10. Carlos A. Medel & Sergio C. Salgado, 2013, "Does the Bic Estimate and Forecast Better than the Aic?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 28, issue 1, pages 47-64, April.
  11. Jaffe, Jeffrey & Pedersen, David & Voetmann, Torben, 2013, "Skill differences in corporate acquisitions," Journal of Corporate Finance, Elsevier, volume 23, issue C, pages 166-181, DOI: 10.1016/j.jcorpfin.2013.08.007.
  12. Jessica A. Wachter, 2013, "Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?," Journal of Finance, American Finance Association, volume 68, issue 3, pages 987-1035, June.
  13. Lynch, Anthony W. & Wachter, Jessica A., 2013, "Using Samples of Unequal Length in Generalized Method of Moments Estimation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 1, pages 277-307, February.

2012

  1. Philip Bond & Alex Edmans & Itay Goldstein, 2012, "The Real Effects of Financial Markets," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 339-360, October.
  2. Alex Edmans & Itay Goldstein & Wei Jiang, 2012, "The Real Effects of Financial Markets: The Impact of Prices on Takeovers," Journal of Finance, American Finance Association, volume 67, issue 3, pages 933-971, June, DOI: 10.1111/j.1540-6261.2012.01738.x.
  3. Alex Edmans & Xavier Gabaix & Tomasz Sadzik & Yuliy Sannikov, 2012, "Dynamic CEO Compensation," Journal of Finance, American Finance Association, volume 67, issue 5, pages 1603-1647, October, DOI: j.1540-6261.2012.01768.x.
  4. Vincent Glode & Richard C. Green & Richard Lowery, 2012, "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, volume 67, issue 5, pages 1723-1759, October, DOI: j.1540-6261.2012.01771.x.
  5. Urban Jermann & Vincenzo Quadrini, 2012, "Macroeconomic Effects of Financial Shocks," American Economic Review, American Economic Association, volume 102, issue 1, pages 238-271, February.
  6. Anthony Landry & Carlos E. Zarazaga, 2012, "Economic rebounds in U.S. and euro zone: deceivingly similar, strikingly different," Economic Letter, Federal Reserve Bank of Dallas, volume 7, issue 3, February.
  7. Marianne Baxter & Anthony Landry, 2012, "IKEA: product, pricing, and pass-through," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 1-32.
  8. Karen K. Lewis, 2012, "Global stock market linkages reduce potential for diversification," Economic Letter, Federal Reserve Bank of Dallas, volume 7, issue 2, February.
  9. Loretta J. Mester, 2012, "Changes in the use of electronic means of payment: 1995-2010," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 25-36.
  10. Roni Michaely & Michael R. Roberts, 2012, "Corporate Dividend Policies: Lessons from Private Firms," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 3, pages 711-746.
  11. Savor, Pavel G., 2012, "Stock returns after major price shocks: The impact of information," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 635-659, DOI: 10.1016/j.jfineco.2012.06.011.
  12. Krista Schwarz, 2012, "Are speculators informed?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 1, pages 1-23, January.
  13. Ľuboš Pástor & Robert F. Stambaugh, 2012, "Are Stocks Really Less Volatile in the Long Run?," Journal of Finance, American Finance Association, volume 67, issue 2, pages 431-478, April, DOI: j.1540-6261.2012.01722.x.
  14. Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2012, "The short of it: Investor sentiment and anomalies," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 288-302, DOI: 10.1016/j.jfineco.2011.12.001.
  15. Ľuboš Pástor & Robert F. Stambaugh, 2012, "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, volume 120, issue 4, pages 740-781, DOI: 10.1086/667987.

2011

  1. Edmans, Alex, 2011, "Does the stock market fully value intangibles? Employee satisfaction and equity prices," Journal of Financial Economics, Elsevier, volume 101, issue 3, pages 621-640, September.
  2. Edmans, Alex, 2011, "Short-term termination without deterring long-term investment: A theory of debt and buyouts," Journal of Financial Economics, Elsevier, volume 102, issue 1, pages 81-101, October.
  3. Alex Edmans & Qi Liu, 2011, "Inside Debt," Review of Finance, European Finance Association, volume 15, issue 1, pages 75-102.
  4. Jack Bao & Alex Edmans, 2011, "Do Investment Banks Matter for M&A Returns?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 7, pages 2286-2315.
  5. Alex Edmans & Gustavo Manso, 2011, "Governance Through Trading and Intervention: A Theory of Multiple Blockholders," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 7, pages 2395-2428.
  6. Alex Edmans & Xavier Gabaix, 2011, "The Effect of Risk on the CEO Market," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 8, pages 2822-2863.
  7. Alex Edmans & Xavier Gabaix, 2011, "Tractability in Incentive Contracting," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 9, pages 2865-2894.
  8. Glode, Vincent & Green, Richard C., 2011, "Information spillovers and performance persistence for hedge funds," Journal of Financial Economics, Elsevier, volume 101, issue 1, pages 1-17, July.
  9. Glode, Vincent, 2011, "Why mutual funds "underperform"," Journal of Financial Economics, Elsevier, volume 99, issue 3, pages 546-559, March.
  10. Anthony Landry, 2011, "How the U.S. tax system stacks up against other G-7 economies," Economic Letter, Federal Reserve Bank of Dallas, volume 6, issue nov.
  11. Karen K. Lewis, 2011, "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 435-466, December.
  12. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2011, "Common Risk Factors in Currency Markets," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3731-3777.
  13. B. Fingleton & P. Cheshire & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & B. Moore & M. Roberts, 2011, "We Move into Distinguished Company," Spatial Economic Analysis, Taylor & Francis Journals, volume 6, issue 2, pages 133-138, DOI: 10.1080/17421772.2011.564078.
  14. Robert F. Stambaugh, 2011, "Inference about Survivors," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 423-464, DOI: 10.1142/S2010139211000158.
  15. Lettau, Martin & Wachter, Jessica A., 2011, "The term structures of equity and interest rates," Journal of Financial Economics, Elsevier, volume 101, issue 1, pages 90-113, July.

2010

  1. Joao F. Gomes & Lukas Schmid, 2010, "Levered Returns," Journal of Finance, American Finance Association, volume 65, issue 2, pages 467-494, April, DOI: 10.1111/j.1540-6261.2009.01541.x.
  2. Jermann, Urban J., 2010, "The equity premium implied by production," Journal of Financial Economics, Elsevier, volume 98, issue 2, pages 279-296, November.
  3. Michele Cavallo & Anthony Landry, 2010, "The Quantitative Role of Capital Goods Imports in US Growth," American Economic Review, American Economic Association, volume 100, issue 2, pages 78-82, May, DOI: 10.1257/aer.100.2.78.
  4. Anthony Landry, 2010, "The globalization of ideas," Economic Letter, Federal Reserve Bank of Dallas, volume 5, issue nov.
  5. Landry, Anthony, 2010, "State-dependent pricing, local-currency pricing, and exchange rate pass-through," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 1859-1871, October.
  6. Nikolai Roussanov, 2010, "Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status," Journal of Finance, American Finance Association, volume 65, issue 5, pages 1755-1788, October, DOI: 10.1111/j.1540-6261.2010.01593.x.
  7. Leary, Mark T. & Roberts, Michael R., 2010, "The pecking order, debt capacity, and information asymmetry," Journal of Financial Economics, Elsevier, volume 95, issue 3, pages 332-355, March.
  8. Lemmon, Michael & Roberts, Michael R., 2010, "The Response of Corporate Financing and Investment to Changes in the Supply of Credit," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 3, pages 555-587, June.
  9. B. Fingleton & P. Cheshire & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & B. Moore & M. Roberts, 2010, "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, volume 5, issue 4, pages 355-361, DOI: 10.1080/17421772.2010.525046.
  10. B Fingleton & P Cheshire & H Garretsen & D Igliori & J Le Gallo & P McCann & John McCombie & V Monastiriotis & B Moore & M Roberts, 2010, "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, volume 5, issue 1, pages 1-7, DOI: 10.1080/17421771003691582.
  11. B. Fingleton & P. Cheshire & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & B. Moore & M. Roberts, 2010, "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, volume 5, issue 3, pages 257-262, DOI: 10.1080/17421772.2010.494008.
  12. B. Fingleton & P. Cheshire & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & B. Moore & M. Roberts, 2010, "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, volume 5, issue 2, pages 121-125, DOI: 10.1080/17421771003748150.
  13. Ronel Elul & Nicholas S. Souleles & Souphala Chomsisengphet & Dennis Glennon & Robert Hunt, 2010, "What "Triggers" Mortgage Default?," American Economic Review, American Economic Association, volume 100, issue 2, pages 490-494, May, DOI: 10.1257/aer.100.2.490.
  14. Jessica A. Wachter, 2010, "Asset Allocation," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 175-206, December.
  15. Baker, Malcolm & Litov, Lubomir & Wachter, Jessica A. & Wurgler, Jeffrey, 2010, "Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 5, pages 1111-1131, October.
  16. Jessica A. Wachter & Motohiro Yogo, 2010, "Why Do Household Portfolio Shares Rise in Wealth?," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 11, pages 3929-3965, November.

2009

  1. Alex Edmans & Xavier Gabaix, 2009, "Is CEO Pay Really Inefficient? A Survey of New Optimal Contracting Theories," European Financial Management, European Financial Management Association, volume 15, issue 3, pages 486-496, June, DOI: 10.1111/j.1468-036X.2009.00500.x.
  2. Alex Edmans, 2009, "Blockholder Trading, Market Efficiency, and Managerial Myopia," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2481-2513, December, DOI: 10.1111/j.1540-6261.2009.01508.x.
  3. Alex Edmans & Xavier Gabaix & Augustin Landier, 2009, "A Multiplicative Model of Optimal CEO Incentives in Market Equilibrium," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 12, pages 4881-4917, December.
  4. Richard B. Evans & Christopher C. Geczy & Adam V. Reed, 2009, "Failure Is an Option: Impediments to Short Selling and Options Prices," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 5, pages 1955-1980, May.
  5. João F. Gomes & Leonid Kogan & Motohiro Yogo, 2009, "Durability of Output and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, volume 117, issue 5, pages 941-986, DOI: 10.1086/648882.
  6. Landry, Anthony, 2009, "Expectations and exchange rate dynamics: A state-dependent pricing approach," Journal of International Economics, Elsevier, volume 78, issue 1, pages 60-71, June.
  7. Loretta J. Mester, 2009, "Changes in the use of electronic means of payment: 1995-2007," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 29-37.
  8. Victoria Ivashina & Vinay B. Nair & Anthony Saunders & Nadia Massoud & Roger Stover, 2009, "Bank Debt and Corporate Governance," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 1, pages 41-77, January.
  9. Augustin Landier & Vinay B. Nair & Julie Wulf, 2009, "Trade-offs in Staying Close: Corporate Decision Making and Geographic Dispersion," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1119-1148, March.
  10. K. J. Martijn Cremers & Vinay B. Nair & Kose John, 2009, "Takeovers and the Cross-Section of Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 4, pages 1409-1445, April.
  11. Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov, 2009, "Conspicuous Consumption and Race," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 124, issue 2, pages 425-467.
  12. Michael R. Roberts & Amir Sufi, 2009, "Control Rights and Capital Structure: An Empirical Investigation," Journal of Finance, American Finance Association, volume 64, issue 4, pages 1657-1695, August, DOI: 10.1111/j.1540-6261.2009.01476.x.
  13. Roberts, Michael R. & Sufi, Amir, 2009, "Renegotiation of financial contracts: Evidence from private credit agreements," Journal of Financial Economics, Elsevier, volume 93, issue 2, pages 159-184, August.
  14. Alon Brav & Roni Michaely & Michael Roberts & Rebecca Zarutskie, 2009, "Evidence on the Trade‐Off between Risk and Return for IPO and SEO Firms," Financial Management, Financial Management Association International, volume 38, issue 2, pages 221-252, June, DOI: 10.1111/j.1755-053X.2009.01034.x.
  15. Michael R. Roberts & Amir Sufi, 2009, "Financial Contracting: A Survey of Empirical Research and Future Directions," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 207-226, November.
  16. B. Fingleton & P. Cheshire & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & B. Moore & M. Roberts, 2009, "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, volume 4, issue 3, pages 243-248, DOI: 10.1080/17421770903138686.
  17. Pavel G. Savor & Qi Lu, 2009, "Do Stock Mergers Create Value for Acquirers?," Journal of Finance, American Finance Association, volume 64, issue 3, pages 1061-1097, June, DOI: 10.1111/j.1540-6261.2009.01459.x.
  18. Ľuboš Pástor & Robert F. Stambaugh, 2009, "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, volume 64, issue 4, pages 1583-1628, August, DOI: 10.1111/j.1540-6261.2009.01474.x.
  19. Wachter, Jessica A. & Warusawitharana, Missaka, 2009, "Predictable returns and asset allocation: Should a skeptical investor time the market?," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 162-178, February.

2008

  1. Anthony Landry, 2008, "The Big Mac: a global-to-local look at pricing," Economic Letter, Federal Reserve Bank of Dallas, volume 3, issue sep.
  2. Mester, Loretta J., 2008, "Introduction," Journal of Economics and Business, Elsevier, volume 60, issue 1-2, pages 1-12.
  3. Lang, William W. & Mester, Loretta J. & Vermilyea, Todd A., 2008, "Competitive effects of Basel II on US bank credit card lending," Journal of Financial Intermediation, Elsevier, volume 17, issue 4, pages 478-508, October.
  4. Loretta J. Mester, 2008, "Financing community development: Learning from the past, looking to the future," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 34-50.
  5. Loretta J. Mester, 2008, "Innovation and regulation in financial markets: A summary of the 2007 Philadelphia Fed Policy Forum," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 35-41.
  6. Iftekhar Hasan & Loretta J Mester, 2008, "Central Bank Institutional Structure and Effective Central Banking: Cross-Country Empirical Evidence," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 50, issue 4, pages 620-645, December.
  7. K. J. Martijn Cremers & Vinay B. Nair & Urs Peyer, 2008, "Takeover Defenses and Competition: The Role of Stakeholders," Journal of Empirical Legal Studies, John Wiley & Sons, volume 5, issue 4, pages 791-818, December, DOI: 10.1111/j.1740-1461.2008.00141.x.
  8. Michael L. Lemmon & Michael R. Roberts & Jaime F. Zender, 2008, "Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure," Journal of Finance, American Finance Association, volume 63, issue 4, pages 1575-1608, August, DOI: 10.1111/j.1540-6261.2008.01369.x.
  9. Sudheer Chava & Michael R. Roberts, 2008, "How Does Financing Impact Investment? The Role of Debt Covenants," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2085-2121, October, DOI: 10.1111/j.1540-6261.2008.01391.x.
  10. B. Fingleton & P. Cheshire & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & B. Moore & M. Roberts, 2008, "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, volume 3, issue 3, pages 269-273, DOI: 10.1080/17421770802506710.

2007

  1. Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2007, "Optimal Inattention to the Stock Market," American Economic Review, American Economic Association, volume 97, issue 2, pages 244-249, May.
  2. Alex Edmans & Diego García & Øyvind Norli, 2007, "Sports Sentiment and Stock Returns," Journal of Finance, American Finance Association, volume 62, issue 4, pages 1967-1998, August, DOI: 10.1111/j.1540-6261.2007.01262.x.
  3. Christopher C. Géczy & Bernadette A. Minton & Catherine M. Schrand, 2007, "Taking a View: Corporate Speculation, Governance, and Compensation," Journal of Finance, American Finance Association, volume 62, issue 5, pages 2405-2443, October, DOI: 10.1111/j.1540-6261.2007.01279.x.
  4. Susan E.K. Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2007, "Vote Trading and Information Aggregation," Journal of Finance, American Finance Association, volume 62, issue 6, pages 2897-2929, December, DOI: 10.1111/j.1540-6261.2007.01296.x.
  5. Jermann, Urban J. & Quadrini, Vincenzo, 2007, "Stock market boom and the productivity gains of the 1990s," Journal of Monetary Economics, Elsevier, volume 54, issue 2, pages 413-432, March.
  6. Loretta J. Mester, 2007, "Some thoughts on the evolution of the banking system and the process of financial intermediation," Economic Review, Federal Reserve Bank of Atlanta, issue Q1-2, pages 67-75.
  7. Loretta J. Mester, 2007, "Economic growth and development: perspectives for policy makers," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 30-39.
  8. Loretta J. Mester & Leonard I. Nakamura & Micheline Renault, 2007, "Transactions Accounts and Loan Monitoring," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 529-556.
  9. K.J. Martijn Cremers & Vinay B. Nair & Chenyang Wei, 2007, "Governance Mechanisms and Bond Prices," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 5, pages 1359-1388, 2007 07.
  10. Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael R. Roberts, 2007, "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," Journal of Finance, American Finance Association, volume 62, issue 2, pages 877-915, April, DOI: 10.1111/j.1540-6261.2007.01226.x.
  11. Sumit Agarwal & Chunlin Liu & Nicholas S. Souleles, 2007, "The Reaction of Consumer Spending and Debt to Tax Rebates-Evidence from Consumer Credit Data," Journal of Political Economy, University of Chicago Press, volume 115, issue 6, pages 986-1019, December, DOI: 10.1086/528721.
  12. Kjetil Storesletten & Chris Telmer & Amir Yaron, 2007, "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 10, issue 4, pages 519-548, October, DOI: 10.1016/j.red.2007.02.004.

2006

  1. João F. Gomes & Amir Yaron & Lu Zhang, 2006, "Asset Pricing Implications of Firms' Financing Constraints," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1321-1356.
  2. Urban J. Jermann & Vincenzo Quadrini, 2006, "Financial innovations and macroeconomic volatility," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  3. Calem, Paul S. & Gordy, Michael B. & Mester, Loretta J., 2006, "Switching costs and adverse selection in the market for credit cards: New evidence," Journal of Banking & Finance, Elsevier, volume 30, issue 6, pages 1653-1685, June.
  4. Loretta J. Mester, 2006, "Changes in the use of electronic means of payment: 1995-2004," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 26-30.
  5. Loretta J. Mester, 2006, "Fiscal imbalance: problems, solutions, and implications," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 31-39.
  6. N. Neil K. Khettry & Loretta J. Mester, 2006, "Core inflation as a predictor of total inflation," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Apr.
  7. Michael Roberts, 2006, "Modeling Strategies for Containing an Invading Infection," Mathematical Population Studies, Taylor & Francis Journals, volume 13, issue 4, pages 205-214, DOI: 10.1080/08898480600950473.
  8. B. Fingleton & P. Cheshire & H. Garretsen & D. Igliori & P. McCann & J. McCombie & V. Monastiriotis & B. Moore & M. Roberts, 2006, "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, volume 1, issue 2, pages 147-153, DOI: 10.1080/17421770601135588.
  9. Nigel Key & Michael Roberts & Erik O'Donoghue, 2006, "Risk and farm operator labour supply," Applied Economics, Taylor & Francis Journals, volume 38, issue 5, pages 573-586, DOI: 10.1080/00036840500369043.
  10. Musto, David K. & Souleles, Nicholas S., 2006, "A portfolio view of consumer credit," Journal of Monetary Economics, Elsevier, volume 53, issue 1, pages 59-84, January.
  11. Nicholas S. Souleles & Jonathan A. Parker & David S. Johnson, 2006, "Household Expenditure and the Income Tax Rebates of 2001," American Economic Review, American Economic Association, volume 96, issue 5, pages 1589-1610, December, DOI: 10.1257/aer.96.5.1589.
  12. Robert F. Stambaugh, 2006, "Report of the Editor of The Journal of Finance for the Year 2005," Journal of Finance, American Finance Association, volume 61, issue 4, pages 2047-2062, August, DOI: 10.1111/j.1540-6261.2006.00897.x.
  13. Wachter, Jessica A., 2006, "A consumption-based model of the term structure of interest rates," Journal of Financial Economics, Elsevier, volume 79, issue 2, pages 365-399, February.
  14. Wachter, Jessica A., 2006, "Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?"," Journal of Monetary Economics, Elsevier, volume 53, issue 1, pages 151-154, January.
  15. Huggett, Mark & Ventura, Gustavo & Yaron, Amir, 2006, "Human capital and earnings distribution dynamics," Journal of Monetary Economics, Elsevier, volume 53, issue 2, pages 265-290, March.

2005

  1. Christoffersen, Susan E.K. & Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2005, "Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada," Journal of Financial Economics, Elsevier, volume 78, issue 1, pages 121-144, October.
  2. Fernando Alvarez & Urban J. Jermann, 2005, "Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth," Econometrica, Econometric Society, volume 73, issue 6, pages 1977-2016, November.
  3. Kavajecz, Kenneth A. & Keim, Donald B., 2005, "Packaging Liquidity: Blind Auctions and Transaction Efficiencies," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 3, pages 465-492, September.
  4. Loretta J. Mester, 2005, "Challenges and opportunities in a global economy: perspectives on outsourcing, exchange rates, and free trade: a summary of the 2004 Philadelphia Fed Policy Forum," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 36-48.
  5. K. J. Martijn Cremers & Vinay B. Nair, 2005, "Governance Mechanisms and Equity Prices," Journal of Finance, American Finance Association, volume 60, issue 6, pages 2859-2894, December, DOI: 10.1111/j.1540-6261.2005.00819.x.
  6. Mark T. Leary & Michael R. Roberts, 2005, "Do Firms Rebalance Their Capital Structures?," Journal of Finance, American Finance Association, volume 60, issue 6, pages 2575-2619, December, DOI: 10.1111/j.1540-6261.2005.00811.x.
  7. Knittel, Christopher R. & Roberts, Michael R., 2005, "An empirical examination of restructured electricity prices," Energy Economics, Elsevier, volume 27, issue 5, pages 791-817, September.
  8. Leonardo Bartolini & Svenja Gudell & R. Spence Hilton & Krista B. Schwarz, 2005, "Intraday trading in the overnight federal funds market," Current Issues in Economics and Finance, Federal Reserve Bank of New York, volume 11, issue Nov.
  9. Robert F. Stambaugh, 2005, "Report of the Editor of The Journal of Finance for the Year 2004," Journal of Finance, American Finance Association, volume 60, issue 4, pages 2125-2139, August, DOI: 10.1111/j.1540-6261.2005.00789.x.
  10. Jan Bo Jakobsen & Torben Voetmann, 2005, "A New Approach for Interpreting Long-Run Returns, Applied to IPO and SEO Stocks," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 337-363, November.
  11. Robert Neumann & Torben Voetmann, 2005, "Top executive turnovers: Separating decision and control rights," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 25-37, DOI: 10.1002/mde.1187.
  12. Wachter, Jessica A., 2005, "Solving models with external habit," Finance Research Letters, Elsevier, volume 2, issue 4, pages 210-226, December.
  13. Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter, 2005, "The declining equity premium: what role does macroeconomic risk play?," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  14. John Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005, "Growth or glamour? fundamentals and systemic risk in stock returns," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  15. Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir, 2005, "Interpretable asset markets?," European Economic Review, Elsevier, volume 49, issue 3, pages 531-560, April.
  16. Jallath-Coria, Eduardo & Mukhopadhyay, Tridas & Yaron, Amir, 2005, "How Well Do Mexican Banks Manage Their Reserves?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 4, pages 623-643, August.

2004

  1. Fernando Alvarez & Urban J. Jermann, 2004, "Using Asset Prices to Measure the Cost of Business Cycles," Journal of Political Economy, University of Chicago Press, volume 112, issue 6, pages 1223-1256, December, DOI: 10.1086/424738.
  2. Berlin, Mitchell & Mester, Loretta J., 2004, "Retail credit risk management and measurement: An introduction to the special issue," Journal of Banking & Finance, Elsevier, volume 28, issue 4, pages 721-725, April.
  3. Berlin, Mitchell & Mester, Loretta J., 2004, "Credit card rates and consumer search," Review of Financial Economics, Elsevier, volume 13, issue 1-2, pages 179-198.
  4. Loretta J. Mester, 2004, "Managing the recovery in uncertain times: a summary of the 2003 Philadelphia Fed Policy Forum," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 44-53.
  5. Loretta J. Mester & William Olney, 2004, "Was job quality “job one” in the tri-state region’s economic recovery?," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Dec.
  6. Souleles, Nicholas S, 2004, "Expectations, Heterogeneous Forecast Errors, and Consumption: Micro Evidence from the Michigan Consumer Sentiment Surveys," Journal of Money, Credit and Banking, Blackwell Publishing, volume 36, issue 1, pages 39-72, February.
  7. Storesletten, Kjetil & Telmer, Christopher I. & Yaron, Amir, 2004, "Consumption and risk sharing over the life cycle," Journal of Monetary Economics, Elsevier, volume 51, issue 3, pages 609-633, April.

2003

  1. Andrew B. Abel, 2003, "The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security," Econometrica, Econometric Society, volume 71, issue 2, pages 551-578, March.
  2. Joao F. Gomes & Amir Yaron & Lu Zhang, 2003, "Asset Prices and Business Cycles with Costly External Finance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 6, issue 4, pages 767-788, October, DOI: 10.1016/S1094-2025(03)00061-9.
  3. Joao Gomes & Leonid Kogan & Lu Zhang, 2003, "Equilibrium Cross Section of Returns," Journal of Political Economy, University of Chicago Press, volume 111, issue 4, pages 693-732, August, DOI: 10.1086/375379.
  4. Hughes, Joseph P. & Lang, William W. & Mester, Loretta J. & Moon, Choon-Geol & Pagano, Michael S., 2003, "Do bankers sacrifice value to build empires? Managerial incentives, industry consolidation, and financial performance," Journal of Banking & Finance, Elsevier, volume 27, issue 3, pages 417-447, March.
  5. Berger, Allen N. & Mester, Loretta J., 2003, "Explaining the dramatic changes in performance of US banks: technological change, deregulation, and dynamic changes in competition," Journal of Financial Intermediation, Elsevier, volume 12, issue 1, pages 57-95, January.
  6. Loretta J. Mester, 2003, "Changes in the use of electronic means of payment: 1995-2001," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 18-28.
  7. Loretta J. Mester, 2003, "Crises, contagion, and coordination: a summary of the 2002 Philadelphia Fed Policy Forum," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 8-15.
  8. John R. Graham & Roni Michaely & Michael R. Roberts, 2003, "Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex‐Dividend Pricing before and after Decimalization," Journal of Finance, American Finance Association, volume 58, issue 6, pages 2611-2636, December, DOI: 10.1046/j.1540-6261.2003.00617.x.
  9. Pastor, Lubos & Stambaugh, Robert F., 2003, "Liquidity Risk and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, volume 111, issue 3, pages 642-685, June, DOI: 10.1086/374184.
  10. Neumann, Robert & Voetmann, Torben, 2003, "Does ownership matter in the presence of strict antiactivism legislation? Evidence from equity transactions in Denmark," International Review of Financial Analysis, Elsevier, volume 12, issue 2, pages 157-171.
  11. Robert Neumann & Torben Voetmann, 2003, "Demand Curves for European Stocks Slope Down Too," Review of Finance, Springer, volume 7, issue 3, pages 437-457.
  12. Jan Bo Jakobsen & Torben Voetmann, 2003, "Post-acquisition performance in the short and long run. Evidence from the Copenhagen Stock Exchange 1993-1997," The European Journal of Finance, Taylor & Francis Journals, volume 9, issue 4, pages 323-342, DOI: 10.1080/1351847031000074475.
  13. Wachter, Jessica A., 2003, "Risk aversion and allocation to long-term bonds," Journal of Economic Theory, Elsevier, volume 112, issue 2, pages 325-333, October.

2002

  1. Abel, Andrew B., 2002, "An exploration of the effects of pessimism and doubt on asset returns," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 7-8, pages 1075-1092, July.
  2. Andrew B. Abel, 2002, "On the Invariance of the Rate of Return to Convex Adjustment Costs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 5, issue 3, pages 586-601, July, DOI: 10.1006/redy.2001.0158.
  3. Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2002, "Stocks are special too: an analysis of the equity lending market," Journal of Financial Economics, Elsevier, volume 66, issue 2-3, pages 241-269.
  4. Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002, "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," Journal of Political Economy, University of Chicago Press, volume 110, issue 4, pages 793-824, August, DOI: 10.1086/340776.
  5. Yongsung Chang & Joao F. Gomes & Frank Schorfheide, 2002, "Learning-by-Doing as a Propagation Mechanism," American Economic Review, American Economic Association, volume 92, issue 5, pages 1498-1520, December.
  6. Jermann, Urban J., 2002, "International portfolio diversification and endogenous labor supply choice," European Economic Review, Elsevier, volume 46, issue 3, pages 507-522, March.
  7. Urban Jermann, 2002, "EconomicDynamics Interviews Urban Jermann on Asset Pricing," EconomicDynamics Newsletter, Review of Economic Dynamics, volume 3, issue 2, April.
  8. Loretta J. Mester, 2002, "Is the personal bankruptcy system bankrupt?," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 31-44.
  9. Loretta J. Mester, 2002, "The Philadelphia Fed Policy Forum: summary of the 2001 Policy Forum and announcement of the 2002 Policy Forum," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 6-15.
  10. Souleles, Nicholas S., 2002, "Consumer response to the Reagan tax cuts," Journal of Public Economics, Elsevier, volume 85, issue 1, pages 99-120, July.
  11. David B. Gross, 2002, "An Empirical Analysis of Personal Bankruptcy and Delinquency," The Review of Financial Studies, Society for Financial Studies, volume 15, issue 1, pages 319-347, March.
  12. Pastor, Lubos & Stambaugh, Robert F., 2002, "Mutual fund performance and seemingly unrelated assets," Journal of Financial Economics, Elsevier, volume 63, issue 3, pages 315-349, March.
  13. Pastor, Lubos & Stambaugh, Robert F., 2002, "Investing in equity mutual funds," Journal of Financial Economics, Elsevier, volume 63, issue 3, pages 351-380, March.
  14. Wachter, Jessica A., 2002, "Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 37, issue 1, pages 63-91, March.
  15. Wachter, Jessica A., 2002, "Comment on: Are behavioral asset-pricing models structural?," Journal of Monetary Economics, Elsevier, volume 49, issue 1, pages 229-233, January.

2001

  1. Andrew B. Abel, 2001, "The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks," American Economic Review, American Economic Association, volume 91, issue 1, pages 128-148, March.
  2. Andrew B. Abel, 2001, "Will Bequests Attenuate The Predicted Meltdown In Stock Prices When Baby Boomers Retire?," The Review of Economics and Statistics, MIT Press, volume 83, issue 4, pages 589-595, November.
  3. Joao F. Gomes, 2001, "Financing Investment," American Economic Review, American Economic Association, volume 91, issue 5, pages 1263-1285, December.
  4. Gomes, Joao & Greenwood, Jeremy & Rebelo, Sergio, 2001, "Equilibrium unemployment," Journal of Monetary Economics, Elsevier, volume 48, issue 1, pages 109-152, August.
  5. Alvarez, Fernando & Jermann, Urban J, 2001, "Quantitative Asset Pricing Implications of Endogenous Solvency Constraints," The Review of Financial Studies, Society for Financial Studies, volume 14, issue 4, pages 1117-1151.
  6. Hughes, Joseph P. & Mester, Loretta J. & Moon, Choon-Geol, 2001, "Are scale economies in banking elusive or illusive?: Evidence obtained by incorporating capital structure and risk-taking into models of bank production," Journal of Banking & Finance, Elsevier, volume 25, issue 12, pages 2169-2208, December.
  7. Berlin, Mitchell & Mester, Loretta J., 2001, "Lender Liability and Large Investors," Journal of Financial Intermediation, Elsevier, volume 10, issue 2, pages 108-137, April.
  8. Loretta J. Mester, 2001, "Changes in the use of electronic means of payment," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 10-12.
  9. Loretta Mester & Anthony Saunders, 2001, "Introduction: Special Issue on the Banking and Finance Workshop," Journal of Financial Services Research, Springer;Western Finance Association, volume 19, issue 2, pages 93-97, April, DOI: 10.1023/A:1011126514094.
  10. Ľluboš Pástor & Robert F. Stambaugh, 2001, "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, volume 56, issue 4, pages 1207-1239, August, DOI: 10.1111/0022-1082.00365.
  11. Jessica A. Wachter, 2001, "Discussion," Journal of Finance, American Finance Association, volume 56, issue 4, pages 1351-1355, August, DOI: 10.1111/0022-1082.00370.
  12. Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2001, "How Important Are Idiosyncratic Shocks? Evidence from Labor Supply," American Economic Review, American Economic Association, volume 91, issue 2, pages 413-417, May.
  13. Storesletten, Kjetil & Telmer, Chris I. & Yaron, Amir, 2001, "The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk," European Economic Review, Elsevier, volume 45, issue 7, pages 1311-1339.

2000

  1. Brav, Alon & Geczy, Christopher & Gompers, Paul A., 2000, "Is the abnormal return following equity issuances anomalous?," Journal of Financial Economics, Elsevier, volume 56, issue 2, pages 209-249, May.
  2. Fernando Alvarez & Urban J. Jermann, 2000, "Efficiency, Equilibrium, and Asset Pricing with Risk of Default," Econometrica, Econometric Society, volume 68, issue 4, pages 775-798, July.
  3. Donald B. Keim & Ananth Madhavan, 2000, "The Relation between Stock Market Movements and NYSE Seat Prices," Journal of Finance, American Finance Association, volume 55, issue 6, pages 2817-2840, December, DOI: 10.1111/0022-1082.00308.
  4. Lewis, Karen K., 2000, "Why do stocks and consumption imply such different gains from international risk sharing?," Journal of International Economics, Elsevier, volume 52, issue 1, pages 1-35, October.
  5. Loretta J. Mester, 2000, "The changing nature of the payments system: should new players mean new rules?," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 3-26.
  6. Joseph Hughes & William Lang & Loretta Mester & Choon-Geol Moon, 2000, "Recovering Risky Technologies Using the Almost Ideal Demand System: An Application to U.S. Banking," Journal of Financial Services Research, Springer;Western Finance Association, volume 18, issue 1, pages 5-27, October, DOI: 10.1023/A:1026554922476.
  7. Souleles, Nicholas S., 2000, "College tuition and household savings and consumption," Journal of Public Economics, Elsevier, volume 77, issue 2, pages 185-207, August.
  8. Pastor, Lubos & Stambaugh, Robert F., 2000, "Comparing asset pricing models: an investment perspective," Journal of Financial Economics, Elsevier, volume 56, issue 3, pages 335-381, June.

1999

  1. Abel, Andrew B., 1999, "Risk premia and term premia in general equilibrium," Journal of Monetary Economics, Elsevier, volume 43, issue 1, pages 3-33, February.
  2. Abel, Andrew B. & Eberly, Janice C., 1999, "The effects of irreversibility and uncertainty on capital accumulation," Journal of Monetary Economics, Elsevier, volume 44, issue 3, pages 339-377, December.
  3. Urban J. Jermann & Marianne Baxter, 1999, "Household Production and the Excess Sensitivity of Consumption to Current Income," American Economic Review, American Economic Association, volume 89, issue 4, pages 902-920, September.
  4. Jermann, Urban J., 1999, "Social security and institutions for intergenerational, intragenerational, and international risk-sharing : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 50, issue 1, pages 205-212, June.
  5. Keim, Donald B., 1999, "An analysis of mutual fund design: the case of investing in small-cap stocks," Journal of Financial Economics, Elsevier, volume 51, issue 2, pages 173-194, February.
  6. Karen K. Lewis, 1999, "Trying to Explain Home Bias in Equities and Consumption," Journal of Economic Literature, American Economic Association, volume 37, issue 2, pages 571-608, June, DOI: 10.1257/jel.37.2.571.
  7. Hughes, Joseph P. & Lang, William W. & Mester, Loretta J. & Moon, Choon-Geol, 1999, "The dollars and sense of bank consolidation," Journal of Banking & Finance, Elsevier, volume 23, issue 2-4, pages 291-324, February.
  8. Loretta J. Mester, 1999, "Banking industry's consolidation: what's a small business to do?," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 3-16.
  9. Berlin, Mitchell & Mester, Loretta J, 1999, "Deposits and Relationship Lending," The Review of Financial Studies, Society for Financial Studies, volume 12, issue 3, pages 579-607.
  10. Nicholas S. Souleles, 1999, "The Response of Household Consumption to Income Tax Refunds," American Economic Review, American Economic Association, volume 89, issue 4, pages 947-958, September.
  11. Ľuboš Pástor & Robert F. Stambaugh, 1999, "Costs of Equity Capital and Model Mispricing," Journal of Finance, American Finance Association, volume 54, issue 1, pages 67-121, February, DOI: 10.1111/0022-1082.00099.
  12. Stambaugh, Robert F., 1999, "Predictive regressions," Journal of Financial Economics, Elsevier, volume 54, issue 3, pages 375-421, December.
  13. Storesletten, Kjetil & Telmer, Chris I. & Yaron, Amir, 1999, "The risk-sharing implications of alternative social security arrangements," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 50, issue 1, pages 213-259, June.

1998

  1. Abel, Andrew B. & Eberly, Janice C., 1998, "The mix and scale of factors with irreversibility and fixed costs of investment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 48, issue 1, pages 101-135, June.
  2. Baxter, Marianne & Jermann, Urban J. & King, Robert G., 1998, "Synthetic returns on NIPA assets: An international comparison," European Economic Review, Elsevier, volume 42, issue 6, pages 1141-1172, June.
  3. Baxter, Marianne & Jermann, Urban J. & King, Robert G., 1998, "Nontraded goods, nontraded factors, and international non-diversification," Journal of International Economics, Elsevier, volume 44, issue 2, pages 211-229, April.
  4. Jermann, Urban J., 1998, "Asset pricing in production economies," Journal of Monetary Economics, Elsevier, volume 41, issue 2, pages 257-275, April.
  5. Berlin, Mitchell & Mester, Loretta J., 1998, "On the profitability and cost of relationship lending," Journal of Banking & Finance, Elsevier, volume 22, issue 6-8, pages 873-897, August.
  6. Mitchell Berlin & Loretta J. Mester, 1998, "Intermediation and vertical integration," Proceedings, Federal Reserve Bank of Cleveland, issue Aug, pages 500-523.
  7. Joseph P. Hughes & Loretta J. Mester, 1998, "Bank Capitalization And Cost: Evidence Of Scale Economies In Risk Management And Signaling," The Review of Economics and Statistics, MIT Press, volume 80, issue 2, pages 314-325, May.
  8. Tullio Jappelli & Jörn-Steffen Pischke & Nicholas S. Souleles, 1998, "Testing For Liquidity Constraints In Euler Equations With Complementary Data Sources," The Review of Economics and Statistics, MIT Press, volume 80, issue 2, pages 251-262, May.

1997

  1. Abel, Andrew B. & Eberly, Janice C., 1997, "An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 4-5, pages 831-852, May.
  2. Geczy, Christopher & Minton, Bernadette A & Schrand, Catherine, 1997, "Why Firms Use Currency Derivatives," Journal of Finance, American Finance Association, volume 52, issue 4, pages 1323-1354, September.
  3. Baxter, Marianne & Jermann, Urban J, 1997, "The International Diversification Puzzle Is Worse Than You Think," American Economic Review, American Economic Association, volume 87, issue 1, pages 170-180, March.
  4. Keim, Donald B. & Madhavan, Ananth, 1997, "Transactions costs and investment style: an inter-exchange analysis of institutional equity trades," Journal of Financial Economics, Elsevier, volume 46, issue 3, pages 265-292, December.
  5. Lewis, Karen K., 1997, "Are countries with official international restrictions 'liquidity constrained'?," European Economic Review, Elsevier, volume 41, issue 6, pages 1079-1109, June.
  6. Mester, Loretta J., 1997, "Measuring efficiency at U.S. banks: Accounting for heterogeneity is important," European Journal of Operational Research, Elsevier, volume 98, issue 2, pages 230-242, April.
  7. Berger, Allen N. & Mester, Loretta J., 1997, "Inside the black box: What explains differences in the efficiencies of financial institutions?," Journal of Banking & Finance, Elsevier, volume 21, issue 7, pages 895-947, July.
  8. Loretta J. Mester, 1997, "What's the point of credit scoring?," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 3-16.
  9. Stambaugh, Robert F., 1997, "Analyzing investments whose histories differ in length," Journal of Financial Economics, Elsevier, volume 45, issue 3, pages 285-331, September.

1996

  1. Keim, Donald B & Madhaven, Ananth, 1996, "The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 1, pages 1-36.
  2. Kaminsky, Graciela L. & Lewis, Karen K., 1996, "Does foreign exchange intervention signal future monetary policy?," Journal of Monetary Economics, Elsevier, volume 37, issue 2-3, pages 285-312, April.
  3. Lewis, Karen K, 1996, "Stochastic Regime Switching and Stabilizing Policies within Regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 1, issue 2, pages 71-85, April.
  4. Lewis, Karen K, 1996, "What Can Explain the Apparent Lack of International Consumption Risk Sharing?," Journal of Political Economy, University of Chicago Press, volume 104, issue 2, pages 267-297, April, DOI: 10.1086/262025.
  5. Mester, Loretta J., 1996, "A study of bank efficiency taking into account risk-preferences," Journal of Banking & Finance, Elsevier, volume 20, issue 6, pages 1025-1045, July.
  6. Joseph P. Hughes & William W. Lang & Loretta J. Mester & Choon-Geol Moon, 1996, "Efficient banking under interstate branching," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 1045-1075.
  7. Loretta J. Mester, 1996, "Repealing Glass-Steagall: the past points the way to the future," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 3-18.
  8. Kandel, Shmuel & Stambaugh, Robert F, 1996, "On the Predictability of Stock Returns: An Asset-Allocation Perspective," Journal of Finance, American Finance Association, volume 51, issue 2, pages 385-424, June.
  9. Hansen, Lars Peter & Heaton, John & Yaron, Amir, 1996, "Finite-Sample Properties of Some Alternative GMM Estimators," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 3, pages 262-280, July.

1995

  1. Keim, Donald B. & Madhavan, Ananth, 1995, "Anatomy of the trading process Empirical evidence on the behavior of institutional traders," Journal of Financial Economics, Elsevier, volume 37, issue 3, pages 371-398, March.
  2. Lewis, Karen K, 1995, "Occasional Interventions to Target Rates," American Economic Review, American Economic Association, volume 85, issue 4, pages 691-715, September.
  3. Evans, Martin D D & Lewis, Karen K, 1995, "Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?," Journal of Finance, American Finance Association, volume 50, issue 1, pages 225-253, March.
  4. Evans, Martin D D & Lewis, Karen K, 1995, "Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?," The Review of Financial Studies, Society for Financial Studies, volume 8, issue 3, pages 709-742.
  5. Lewis, Karen K, 1995, "Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter?," The Journal of Business, University of Chicago Press, volume 68, issue 2, pages 185-214, April, DOI: 10.1086/296660.
  6. Calem, Paul S & Mester, Loretta J, 1995, "Consumer Behavior and the Stickiness of Credit-Card Interest Rates," American Economic Review, American Economic Association, volume 85, issue 5, pages 1327-1336, December.
  7. Mester, Loretta J. & Saunders, Anthony, 1995, "When does the prime rate change?," Journal of Banking & Finance, Elsevier, volume 19, issue 5, pages 743-764, August.
  8. Loretta J. Mester, 1995, "There's more than one way to sell a security: the Treasury's auction experiment," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 3-17.
  9. Kandel, Shmuel & Stambaugh, Robert F, 1995, "Portfolio Inefficiency and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, volume 50, issue 1, pages 157-184, March.
  10. Kandel, Shmuel & McCulloch, Robert & Stambaugh, Robert F, 1995, "Bayesian Inference and Portfolio Efficiency," The Review of Financial Studies, Society for Financial Studies, volume 8, issue 1, pages 1-53.

1994

  1. Abel, Andrew B & Eberly, Janice C, 1994, "A Unified Model of Investment under Uncertainty," American Economic Review, American Economic Association, volume 84, issue 5, pages 1369-1384, December.
  2. Abel Andrew B. & Mailath George J., 1994, "Financing Losers in Competitive Markets," Journal of Financial Intermediation, Elsevier, volume 3, issue 2, pages 139-165, March.
  3. Abel, Andrew B, 1994, "Exact Solutions for Expected Rates of Return under Markov Regime Switching: Implications for the Equity Premium Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, volume 26, issue 3, pages 345-361, August.
  4. Evans, Martin D. D. & Lewis, Karen K., 1994, "Do stationary risk premia explain it all?: Evidence from the term structure," Journal of Monetary Economics, Elsevier, volume 33, issue 2, pages 285-318, April.
  5. Mailath George J. & Mester Loretta J., 1994, "A Positive Analysis of Bank Closure," Journal of Financial Intermediation, Elsevier, volume 3, issue 3, pages 272-299, June.
  6. Loretta J. Mester, 1994, "How efficient are Third District banks?," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 3-18.
  7. Mester, Loretta J, 1994, "Borrower and Neighborhood Racial and Income Characteristics and Financial Institution Mortgage Application Screening: Comments," The Journal of Real Estate Finance and Economics, Springer, volume 9, issue 3, pages 241-243, November.
  8. Mester, Loretta J, 1994, "Further Evidence Concerning Expense Preference and the Fed," Journal of Money, Credit and Banking, Blackwell Publishing, volume 26, issue 1, pages 125-145, February.
  9. Mester, Loretta J, 1994, "Why Are Credit Card Rates Sticky?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 4, issue 4, pages 505-530, May.

1993

  1. Ferson, Wayne E & Foerster, Stephen R & Keim, Donald B, 1993, "General Tests of Latent Variable Models and Mean-Variance Spanning," Journal of Finance, American Finance Association, volume 48, issue 1, pages 131-156, March.
  2. Evans, Martin D. D. & Lewis, Karen K., 1993, "Trends in excess returns in currency and bond markets," European Economic Review, Elsevier, volume 37, issue 5, pages 1005-1019, June.
  3. Klein, Michael W. & Lewis, Karen K., 1993, "Learning about intervention target zones," Journal of International Economics, Elsevier, volume 35, issue 3-4, pages 275-295, November.
  4. Mester, Loretta J., 1993, "Efficiency in the savings and loan industry," Journal of Banking & Finance, Elsevier, volume 17, issue 2-3, pages 267-286, April.
  5. Mester, Loretta J., 1993, "Discussants' comments on Berg . and McAllister and McManus," Journal of Banking & Finance, Elsevier, volume 17, issue 2-3, pages 407-410, April.

1992

  1. Andrew B. Abel, 1992, "Can the government roll over its debt forever?," Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 3-18.
  2. Joseph Gyourko & Donald B. Keim, 1992, "What Does the Stock Market Tell Us About Real Estate Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 20, issue 3, pages 457-485, September, DOI: 10.1111/1540-6229.00591.
  3. Mester, Loretta J., 1992, "Traditional and nontraditional banking: An information-theoretic approach," Journal of Banking & Finance, Elsevier, volume 16, issue 3, pages 545-566, June.
  4. Berlin, Mitchell & Mester, Loretta J., 1992, "Debt covenants and renegotiation," Journal of Financial Intermediation, Elsevier, volume 2, issue 2, pages 95-133, June.
  5. Loretta J. Mester, 1992, "Banking and commerce: a dangerous liaison?," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 17-29.
  6. Loretta J. Mester, 1992, "Perpetual Signalling with Imperfectly Correlated Costs," RAND Journal of Economics, The RAND Corporation, volume 23, issue 4, pages 548-563, Winter.

1991

  1. Abel, Andrew B & Bernheim, B Douglas, 1991, "Fiscal Policy with Impure Intergenerational Altruism," Econometrica, Econometric Society, volume 59, issue 6, pages 1687-1711, November.
  2. Abel, Andrew B., 1991, "Some observations on demographics and saving : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 34, issue 1, pages 157-162, January.
  3. Andrew B. Abel, 1991, "The equity premium puzzle," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 3-14.
  4. Blume, Marshall E & Keim, Donald B & Patel, Sandeep A, 1991, "Returns and Volatility of Low-Grade Bonds: 1977-1989," Journal of Finance, American Finance Association, volume 46, issue 1, pages 49-74, March.
  5. Lewis, Karen K., 1991, "An empirical exploration of exchange-rate target-zones a comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 35, issue 1, pages 67-77, January.
  6. Lewis, Karen K., 1991, "Should the holding period matter for the intertemporal consumption-based CAPM?," Journal of Monetary Economics, Elsevier, volume 28, issue 3, pages 365-389, December.
  7. Lewis, Karen K, 1991, "Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates: 1979-1982?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 32, issue 1, pages 159-173, February.
  8. Lewis, Karen K, 1991, "Why Doesn't Society Minimize Central Bank Secrecy?," Economic Inquiry, Western Economic Association International, volume 29, issue 3, pages 403-415, July.
  9. Mester, Loretta J., 1991, "Agency costs among savings and loans," Journal of Financial Intermediation, Elsevier, volume 1, issue 3, pages 257-278, June.
  10. Kandel, Shmuel & Stambaugh, Robert F., 1991, "Asset returns and intertemporal preferences," Journal of Monetary Economics, Elsevier, volume 27, issue 1, pages 39-71, February.

1990

  1. Abel, Andrew B, 1990, "Asset Prices under Habit Formation and Catching Up with the Joneses," American Economic Review, American Economic Association, volume 80, issue 2, pages 38-42, May.
  2. Lewis, Karen K, 1990, "The Behavior of Eurocurrency Returns across Different Holding Periods and Monetary Regimes," Journal of Finance, American Finance Association, volume 45, issue 4, pages 1211-1236, September.
  3. Loretta J. Mester, 1990, "Curing our ailing deposit-insurance system," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 13-24.
  4. Kandel, Shmuel & Stambaugh, Robert F, 1990, "Expectations and Volatility of Consumption and Asset Returns," The Review of Financial Studies, Society for Financial Studies, volume 3, issue 2, pages 207-232.
  5. Chen, Nai-Fu & Grundy, Bruce & Stambaugh, Robert F, 1990, "Changing Risk, Changing Risk Premiums, and Dividend Yield Effects," The Journal of Business, University of Chicago Press, volume 63, issue 1, pages 51-70, January.

1989

  1. Abel, Andrew B., 1989, "Birth, death and taxes," Journal of Public Economics, Elsevier, volume 39, issue 1, pages 1-15, June.
  2. Keim, Donald B., 1989, "Trading patterns, bid-ask spreads, and estimated security returns : The case of common stocks at calendar turning points," Journal of Financial Economics, Elsevier, volume 25, issue 1, pages 75-97, November.
  3. Lewis, Karen K, 1989, "Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange," American Economic Review, American Economic Association, volume 79, issue 4, pages 621-636, September.
  4. Lewis, Karen K., 1989, "On occasional monetary policy coordinations that fix the exchange rate," Journal of International Economics, Elsevier, volume 26, issue 1-2, pages 139-155, February.
  5. Lewis, Karen K., 1989, "Can learning affect exchange-rate behavior? : The case of the dollar in the early 1980's," Journal of Monetary Economics, Elsevier, volume 23, issue 1, pages 79-100, January.
  6. Mester, Loretta J., 1989, "Viability in multiproduct industries," Economics Letters, Elsevier, volume 31, issue 3, pages 273-276, December.
  7. Loretta J. Mester, 1989, "Owners versus managers: who controls the bank?," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 13-23.
  8. Loretta J. Mester, 1989, "Testing for Expense Preference Behavior: Mutual versus Stock Savings and Loans," RAND Journal of Economics, The RAND Corporation, volume 20, issue 4, pages 483-498, Winter.
  9. Kandel, Shmuel & Stambaugh, Robert F, 1989, "A Mean-Variance Framework for Tests of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, volume 2, issue 2, pages 125-156.

1988

  1. Abel, Andrew B., 1988, "Stock prices under time-varying dividend risk : An exact solution in an infinite-horizon general equilibrium model," Journal of Monetary Economics, Elsevier, volume 22, issue 3, pages 375-393.
  2. Abel, Andrew B & Warshawsky, Mark, 1988, "Specification of the Joy of Giving: Insights from Altruism," The Review of Economics and Statistics, MIT Press, volume 70, issue 1, pages 145-149, February.
  3. Lewis, Karen K., 1988, "Testing the portfolio balance model: A multi-lateral approach," Journal of International Economics, Elsevier, volume 24, issue 1-2, pages 109-127, February.
  4. Lewis, Karen K., 1988, "The persistence of the `peso problem' when policy is noisy," Journal of International Money and Finance, Elsevier, volume 7, issue 1, pages 5-21, March.
  5. Lewis, Karen K., 1988, "Inflation risk and asset market disturbances: The mean-variance model revisited," Journal of International Money and Finance, Elsevier, volume 7, issue 3, pages 273-288, September.
  6. Loretta J. Mester, 1988, "Going, going, gone: setting prices with auctions," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 3-13.
  7. Stambaugh, Robert F, 1988, "Stable Factors in Security Returns: Identification Using Cross-Validation: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 6, issue 1, pages 20-21, January.
  8. Stambaugh, Robert F., 1988, "The information in forward rates : Implications for models of the term structure," Journal of Financial Economics, Elsevier, volume 21, issue 1, pages 41-70, May.

1987

  1. Abel, Andrew B, 1987, "Operative Gift and Bequest Motives," American Economic Review, American Economic Association, volume 77, issue 5, pages 1037-1047, December.
  2. Abel, Andrew B., 1987, "Optimal monetary growth," Journal of Monetary Economics, Elsevier, volume 19, issue 3, pages 437-450, May.
  3. Mester, Loretta J, 1987, "A Multiproduct Cost Study of Savings and Loans," Journal of Finance, American Finance Association, volume 42, issue 2, pages 423-445, June.
  4. Loretta J. Mester, 1987, "Efficient production of financial services: scale and scope economies," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 15-25.
  5. Mester, Loretta J, 1987, "Multiple Market Contact between Savings and Loans: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, volume 19, issue 4, pages 538-549, November.
  6. Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F, 1987, "Mimicking Portfolios and Exact Arbitrage Pricing," Journal of Finance, American Finance Association, volume 42, issue 1, pages 1-9, March.
  7. Ferson, Wayne E & Kandel, Shmuel & Stambaugh, Robert F, 1987, "Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas," Journal of Finance, American Finance Association, volume 42, issue 2, pages 201-220, June.
  8. Kandel, Shmuel & Stambaugh, Robert F., 1987, "On correlations and inferences about mean-variance efficiency," Journal of Financial Economics, Elsevier, volume 18, issue 1, pages 61-90, March.
  9. French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987, "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, volume 19, issue 1, pages 3-29, September.

1986

  1. Abel, Andrew B & Blanchard, Olivier J, 1986, "The Present Value of Profits and Cyclical Movements in Investment," Econometrica, Econometric Society, volume 54, issue 2, pages 249-273, March.
  2. Abel, Andrew B, 1986, "Capital Accumulation and Uncertain Lifetimes with Adverse Selection," Econometrica, Econometric Society, volume 54, issue 5, pages 1079-1097, September.
  3. Abel, Andrew B., 1986, "The failure of Ricardian equivalence under progressive wealth taxation," Journal of Public Economics, Elsevier, volume 30, issue 1, pages 117-128, June.
  4. Abel, Andrew B, 1986, "The Effect of Annuity Insurance and Savings and Inequality: Comment," Journal of Labor Economics, University of Chicago Press, volume 4, issue 3, pages 208-215, July.
  5. Keim, Donald B. & Stambaugh, Robert F., 1986, "Predicting returns in the stock and bond markets," Journal of Financial Economics, Elsevier, volume 17, issue 2, pages 357-390, December.
  6. Stambaugh, Robert F, 1986, "Does the Stock Market Rationally Reflect Fundamental Values? Discussion," Journal of Finance, American Finance Association, volume 41, issue 3, pages 601-602, July.

1985

  1. Abel, Andrew B, 1985, "Precautionary Saving and Accidental Bequests," American Economic Review, American Economic Association, volume 75, issue 4, pages 777-791, September.
  2. Abel, Andrew B., 1985, "Dynamic behavior of capital accumulation in a cash-in-advance model," Journal of Monetary Economics, Elsevier, volume 16, issue 1, pages 55-71, July.
  3. Abel, Andrew B, 1985, "A Stochastic Model of Investment, Marginal q and the Market Value of the Firm," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 26, issue 2, pages 305-322, June.
  4. Keim, Donald B., 1985, "Dividend yields and stock returns: Implications of abnormal January returns," Journal of Financial Economics, Elsevier, volume 14, issue 3, pages 473-489, September.

1984

  1. Abel, Andrew B., 1984, "The effects of uncertainty on investment and the expected long-run capital stock," Journal of Economic Dynamics and Control, Elsevier, volume 7, issue 1, pages 39-53, February.
  2. Keim, Donald B & Stambaugh, Robert F, 1984, "A Further Investigation of the Weekend Effect in Stock Returns," Journal of Finance, American Finance Association, volume 39, issue 3, pages 819-835, July.

1983

  1. Abel, Andrew B, 1983, "Optimal Investment under Uncertainty," American Economic Review, American Economic Association, volume 73, issue 1, pages 228-233, March.
  2. Abel, Andrew B & Blanchard, Olivier J, 1983, "An Intertemporal Model of Saving and Investment," Econometrica, Econometric Society, volume 51, issue 3, pages 675-692, May.
  3. Abel, Andrew B, 1983, "Energy Price Uncertainty and Optimal Factor Intensity: A Mean-Variance Analysis," Econometrica, Econometric Society, volume 51, issue 6, pages 1839-1845, November.
  4. Abel, Andrew B. & Mishkin, Frederic S., 1983, "An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy," Journal of Monetary Economics, Elsevier, volume 11, issue 1, pages 3-24.
  5. Abel, Andrew B & Mishkin, Frederic S, 1983, "On the Econometric Testing of Rationality-Market Efficiency," The Review of Economics and Statistics, MIT Press, volume 65, issue 2, pages 318-323, May.
  6. Keim, Donald B., 1983, "Size-related anomalies and stock return seasonality : Further empirical evidence," Journal of Financial Economics, Elsevier, volume 12, issue 1, pages 13-32, June.
  7. Brown, Philip & Keim, Donald B. & Kleidon, Allan W. & Marsh, Terry A., 1983, "Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence," Journal of Financial Economics, Elsevier, volume 12, issue 1, pages 105-127, June.
  8. Stambaugh, Robert F., 1983, "Testing the CAPM with broader market indexes : A problem of mean-deficiency," Journal of Banking & Finance, Elsevier, volume 7, issue 1, pages 5-16, March.
  9. Stambaugh, Robert F., 1983, "Arbitrage pricing with information," Journal of Financial Economics, Elsevier, volume 12, issue 3, pages 357-369, November.
  10. Blume, Marshall E. & Stambaugh, Robert F., 1983, "Biases in computed returns : An application to the size effect," Journal of Financial Economics, Elsevier, volume 12, issue 3, pages 387-404, November.

1982

  1. Abel, Andrew B., 1982, "Dynamic effects of permanent and temporary tax policies in a q model of investment," Journal of Monetary Economics, Elsevier, volume 9, issue 3, pages 353-373.
  2. Abel, Andrew B., 1982, "Accelerated depreciation and the efficacy of temporary fiscal policy : Implications for an inflationary economy," Journal of Public Economics, Elsevier, volume 19, issue 1, pages 23-47, October.
  3. Stambaugh, Robert F., 1982, "On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis," Journal of Financial Economics, Elsevier, volume 10, issue 3, pages 237-268, November.

1981

  1. Abel, Andrew B, 1981, "Dynamic Adjustment in a Putty-Putty Model: Implications for Testing the Putty-Clay Hypothesis," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 22, issue 1, pages 19-36, February.
  2. Abel, Andrew B, 1981, "Taxes, Inflation, and the Durability of Capital," Journal of Political Economy, University of Chicago Press, volume 89, issue 3, pages 548-560, June, DOI: 10.1086/260985.

1980

  1. Abel, Andrew B., 1980, "Reply to Prescott's comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 12, issue 1, pages 103-106, January.
  2. Abel, Andrew B., 1980, "Empirical investment equations : An integrative framework," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 12, issue 1, pages 39-91, January.

1979

  1. 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.

1978

  1. Abel, Andrew B. & Beleza, Luis Miguel C. P., 1978, "Input-output pricing in a Keynesian model as applied to Portugal," Journal of Development Economics, Elsevier, volume 5, issue 2, pages 125-138, June.

1977

  1. Thell, Henri & Stambaugh, Robert, 1977, "Inequaltty and social status in successive generations," European Economic Review, Elsevier, volume 10, issue 2, pages 125-139.

Books

2021

  1. Edmans,Alex, 2021, "Grow the Pie," Cambridge Books, Cambridge University Press, number 9781009054676.

2008

  1. Landier, Augustin & Nair, Vinay B., 2008, "Investing for Change: Profit from Responsible Investment," OUP Catalogue, Oxford University Press, number 9780195370140, ISBN: ARRAY(0x80eda0a0).

Chapters

2024

  1. Ester Faia & Karen K. Lewis & Haonan Zhou, 2024, "Do Investor Differences Impact Monetary Policy Spillovers to Emerging Markets?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2024".

2023

  1. Alex Edmans, 2023, "The Power of Purposeful Business," Contributions to Economics, Springer, in: Valentina Rotondi & Paolo Santori, "Rethinking Economics Starting from the Commons", DOI: 10.1007/978-3-031-23324-1_7.

2020

  1. Jessica A. Wachter, 2020, "Comment on "Imperfect Expectations: Theory and Evidence"," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2020, volume 35".

2017

  1. Martin D. D. Evans & Karen K. Lewis, 2017, "Trends in Excess Returns in Currency and Bond Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Studies in Foreign Exchange Economics".
  2. Martin D. D. Evans & Karen K. Lewis, 2017, "Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Studies in Foreign Exchange Economics".
  3. Joseph P. Hughes & Loretta J. Mester & Choon-Geol Moon, 2017, "Measuring agency costs and the value of investment opportunities of US bank holding companies with stochastic frontier estimation," Chapters, Edward Elgar Publishing, chapter 11, in: Jacob A. Bikker & Laura Spierdijk, "Handbook of Competition in Banking and Finance".

2016

  1. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2016, "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Itzhak Venezia, "Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?".
  2. Karen K. Lewis & Edith X. Liu, 2016, "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2016".
  3. Joseph P. Hughes & Loretta J. Mester, 2016, "The Future of Large, Internationally Active Banks: Does Scale Define the Winners?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Asli Demirgüç-Kunt & Douglas D Evanoff & George G Kaufman, "The Future of Large, Internationally Active Banks".

2014

  1. Jonathan A. Parker & Nicholas S. Souleles & Christopher D. Carroll, 2014, "The Benefits of Panel Data in Consumer Expenditure Surveys," NBER Chapters, National Bureau of Economic Research, Inc, "Improving the Measurement of Consumer Expenditures".

2013

  1. John R. Graham & Mark T. Leary & Michael R. Roberts, 2013, "A Century of Capital Structure: The Leveraging of Corporate America," NBER Chapters, National Bureau of Economic Research, Inc, "New Perspectives on Corporate Capital Structure".

2011

  1. Yiwei Fang & Iftekhar Hasan & Loretta J. Mester, 2011, "Institutional Structure and Effectiveness of Central Banks during the Financial Crisis: An Empirical Analysis," Chapters, Edward Elgar Publishing, chapter 7, in: Sylvester Eijffinger & Donato Masciandaro, "Handbook of Central Banking, Financial Regulation and Supervision".

2010

  1. Loretta J. Mester, 2010, "Comment on "A New Metric for Banking Integration in Europe"," NBER Chapters, National Bureau of Economic Research, Inc, "Europe and the Euro".

2007

  1. Hansen, Lars Peter & Heaton, John & Lee, Junghoon & Roussanov, Nikolai, 2007, "Intertemporal Substitution and Risk Aversion," Handbook of Econometrics, Elsevier, chapter 61, in: J.J. Heckman & E.E. Leamer, "Handbook of Econometrics".
  2. Gary B. Gorton & Nicholas S. Souleles, 2007, "Special Purpose Vehicles and Securitization," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".

2001

  1. Andrew B. Abel, 2001, "The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation," NBER Chapters, National Bureau of Economic Research, Inc, "Risk Aspects of Investment-Based Social Security Reform".

1998

  1. Michael D. Hurd & Daniel McFadden & Harish Chand & Li Gan & Angela Menill & Michael Roberts, 1998, "Consumption and Savings Balances of the Elderly: Experimental Evidence on Survey Response Bias," NBER Chapters, National Bureau of Economic Research, Inc, "Frontiers in the Economics of Aging".

1995

  1. Lewis, Karen K., 1995, "Puzzles in international financial markets," Handbook of International Economics, Elsevier, chapter 37, in: G. M. Grossman & K. Rogoff, "Handbook of International Economics".

1990

  1. Abel, Andrew B., 1990, "Consumption and investment," Handbook of Monetary Economics, Elsevier, chapter 14, in: B. M. Friedman & F. H. Hahn, "Handbook of Monetary Economics".

1984

  1. Andrew B. Abel, 1984, "R&D and the Market Value of the Firm: A Note," NBER Chapters, National Bureau of Economic Research, Inc, "R&D, Patents, and Productivity".

1975

  1. Andrew B. Abel, 1975, "A Comparison of Three Control Algorithms as Applied to the Monetarist-Fiscalist Debate," NBER Chapters, National Bureau of Economic Research, Inc, "Annals of Economic and Social Measurement, Volume 4, number 2".

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