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Publications

by alumni of

University of Pennsylvania → Wharton School of Business → Finance Department

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

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

| Working papers | Journal articles |

Working papers

2026

  1. Rüdiger Fahlenbrach & Leandro Sanz & René M. Stulz, 2026, "Organization Capital, Large Startups, and the Dearth of IPOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 35191, May.
  2. Lubos Pastor & Taisiya Sikorskaya & Jinrui Wang, 2026, "The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits," Working Papers, Becker Friedman Institute for Research In Economics, number 2026-51.
  3. 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.

2025

  1. Julianna Sterling & Missaka Warusawitharana & Xiangyu Zhang, 2025, "European Energy Import Dependency," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2025-04-16, Apr, DOI: 10.17016/2380-7172.3768.

2024

  1. Davydova, Daria & Fahlenbrach, Rudiger & Sanz, Leandro & Stulz, Rene M., 2024, "Why Do Startups Become Unicorns Instead of Going Public?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-10, Jun.
  2. Fahlenbrach, Rudiger & Ko, Minsu & Stulz, Rene M., 2024, "Bank Payout Policy, Regulation, and Politics," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-11, Jul.
  3. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2024, "Carbon Burden," CEPR Discussion Papers, Centre for Economic Policy Research, number 19668, Nov.
  4. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2024, "Sustainable Investing," CEPR Discussion Papers, Centre for Economic Policy Research, number 19746, Dec.
  5. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2023

  1. Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023, "Machine-Learning the Skill of Mutual Fund Managers," CEPR Discussion Papers, Centre for Economic Policy Research, number 18129, Apr.
  2. Kaniel, Ron & Li, Jennifer & Shi, Donghui & Qi, Zhang, 2023, "Benefits of Partial vs Full Mandatory Mutual Fund Disclosure," CEPR Discussion Papers, Centre for Economic Policy Research, number 18565, Oct.
  3. Fabo, Brian & Jancokova, Martina & Kempf, Elisabeth & Pástor, Luboš, 2023, "Fifty Shades of QE: Robust Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 17998, Mar.
  4. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2023, "Green Tilts," CEPR Discussion Papers, Centre for Economic Policy Research, number 18219, Jun.
  5. Ahmad Rahman & Missaka Warusawitharana, 2023, "Impact of Leverage Ratio Relief Announcement and Expiry on Bank Stock Prices," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2023-06-29, Jun, DOI: 10.17016/2380-7172.3330.

2022

  1. Daria Davydova & Rüdiger Fahlenbrach & Leandro Sanz & René M. Stulz, 2022, "The Unicorn Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-80, Oct.
    • Davydova, Daria & Fahlenbrach, Rudiger & Sanz, Leandro & Stulz, Rene M., 2022, "The Unicorn Puzzle," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-12, Nov, DOI: 10.2139/ssrn.4255165.
  2. Kaniel, Ron & Wang, Pingle, 2022, "Unmasking Mutual Fund Derivative Use," CEPR Discussion Papers, Centre for Economic Policy Research, number 17755, Dec.
  3. Kaniel, Ron & Banerjee, Snehal & Breon-Drish, Bradyn & Kremer, Ilan, 2022, "On the Voluntary Disclosure of Redundant Information," CEPR Discussion Papers, Centre for Economic Policy Research, number 17760, Dec.
  4. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2022, "Dissecting Green Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 16260, Jun.
  5. Koont, Naz & Ma, Yiming & Pástor, Luboš & Zeng, Yao, 2022, "Steering a Ship in Illiquid Waters: Active Management of Passive Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 17283, May.
  6. Vassilis Polimenis, 2022, "The Lepto-Variance of Stock Returns," Papers, arXiv.org, number 2207.04867, Jun, revised Oct 2022.
  7. Missaka Warusawitharana & Francesca Zucchi, 2022, "The Monetization of Innovation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-084, Dec, DOI: 10.17016/FEDS.2022.084.

2021

  1. Rüdiger Fahlenbrach & Alexei V. Ovtchinnikov & Philip Valta, 2021, "Direct democracy, corporate political strategy, and firm value," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-23, Mar.
  2. Rüdiger Fahlenbrach & Eric Jondeau, 2021, "Greening the Swiss National Bank's Portfolio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-59, Aug.
  3. Kaniel, Ron & DeMarzo, Peter, 2021, "Contracting in Peer Networks," CEPR Discussion Papers, Centre for Economic Policy Research, number 16177, May.
  4. Kaniel, Ron & Callen, Jeffrey L & Segal, Dan, 2021, "Filing Speed, Information Leakage, and Price Formation," CEPR Discussion Papers, Centre for Economic Policy Research, number 16476, Aug.
  5. 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.
  6. Alice Maddrey & Elizabeth Duncan & Akos Horvath & Diana A. Iercosan & Bert Loudis & Francis Martinez & Timothy Mooney & Ben Ranish & Ke Wang & Missaka Warusawitharana & Carlo Wix, 2021, "COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-024, Apr, DOI: 10.17016/FEDS.2021.024.

2020

  1. Nayara Aguiar & Indraneel Chakraborty & Vijay Gupta, 2020, "Renewable Power Trades and Network Congestion Externalities," Papers, arXiv.org, number 2006.00916, May, revised Jan 2021.
  2. Rüdiger Fahlenbrach & Kevin Rageth & René M. Stulz, 2020, "How Valuable is Financial Flexibility When Revenue Stops? Evidence from the COVID-19 Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-37, May.
  3. Kaniel, Ron & Orlov, Dmitry, 2020, "Intermediated Asymmetric Information, Compensation, and Career Prospects," CEPR Discussion Papers, Centre for Economic Policy Research, number 14586, Apr.
  4. Kaniel, Ron & Israeli, Doron & Sridharan, Suhas A., 2020, "The Real Side of the High-Volume Return Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 14587, Apr.
  5. Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2020, "Fifty Shades of QE: Conflicts of Interest in Economic Research," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-128.
  6. 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.
  7. Lubos Pastor & M. Blair Vorsatz, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-96.
  8. Kempf, Elisabeth & Fabo, Brian & Jancokova, Martina & Pástor, Luboš, 2020, "Fifty Shades of QE: Comparing Findings of Central Bankers and Academics," CEPR Discussion Papers, Centre for Economic Policy Research, number 15449, Nov.
  9. Vassilis Polimenis, 2020, "Trading on the Floor after Sweeping the Book," Papers, arXiv.org, number 2001.06445, Jan.
  10. Vassilis Polimenis, 2020, "Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks," Papers, arXiv.org, number 2007.08115, Jul.

2019

  1. Rüdiger Fahlenbrach & Marc Frattaroli, 2019, "ICO Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-37, Jul.
  2. Pástor, Luboš & Stambaugh, Robert F., 2019, "Liquidity Risk After 20 Years," CEPR Discussion Papers, Centre for Economic Policy Research, number 13680, Apr.
  3. Vassilis Polimenis & Ioannis Neokosmidis, 2019, "Non-Stationary Dividend-Price Ratios," Papers, arXiv.org, number 1902.06053, Feb.

2018

  1. Rüdiger Fahlenbrach & Hyemin Kim & Angie Low, 2018, "The Importance of Network Recommendations in the Director Labor Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-28, Mar, revised Apr 2018.
  2. Kornelia Fabisik & Rüdiger Fahlenbrach & René M. Stulz & Jérôme Taillard, 2018, "Why Are Firms With More Managerial Ownership Worth Less?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-75, Dec.
  3. Pástor, Luboš & Allen, Franklin, 2018, "The Capital Markets Union: Key Challenges," CEPR Discussion Papers, Centre for Economic Policy Research, number 12761, Feb.
  4. Pástor, Luboš & Veronesi, Pietro, 2018, "Inequality Aversion, Populism, and the Backlash Against Globalization," CEPR Discussion Papers, Centre for Economic Policy Research, number 13107, Aug.
  5. David Hou & Missaka Warusawitharana, 2018, "Effects of Fixed Nominal Thresholds for Enhanced Supervision," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-07-19, Jul, DOI: 10.17016/2380-7172.2183.

2017

  1. Van Nieuwerburgh, Stijn & Vestman, Roine & Kaniel, Ron & Ibert, Markus, 2017, "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers, Centre for Economic Policy Research, number 12010, Apr.
  2. Kaniel, Ron & tompaidis, stathis & Zhou, Ti, 2017, "Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 12285, Sep.
  3. David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2017, "Innovative Originality, Profitability, and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23432, May.
  4. Pástor, Luboš & Veronesi, Pietro, 2017, "Political Cycles and Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 11864, Feb.
  5. 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.
  6. Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017, "Fund Tradeoffs," CEPR Discussion Papers, Centre for Economic Policy Research, number 12513, Dec.
  7. William R. Kuchinski & Rick Ogden & Damian R. Thomas & Missaka Warusawitharana, 2017, "Equity Issuance and Retirement by Nonfinancial Corporations," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-06-16-1, Jun, DOI: 10.17016/2380-7172.2008.
  8. Mark A. Carlson & Molly Shatto & Missaka Warusawitharana, 2017, "Matching Banks by Business Model, Geography and Size : A Dataset," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-08-08, Aug, DOI: 10.17016/2380-7172.2022.

2016

  1. Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz, 2016, "Why Does Fast Loan Growth Predict Poor Performance for Banks?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-24, Mar.
  2. Kaniel, Ron & DeMarzo, Peter, 2016, "Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts," CEPR Discussion Papers, Centre for Economic Policy Research, number 11538, Sep.
  3. Missaka Warusawitharana, 2016, "Time-varying Volatility and the Power Law Distribution of Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-022, Mar, DOI: 10.17016/FEDS.2016.022.
  4. Rick Ogden & Damian R. Thomas & Missaka Warusawitharana, 2016, "Corporate Equities by Issuer in the Financial Accounts of the United States," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2016-03-29, Mar, DOI: 10.17016/2380-7172.1731.

2015

  1. Matthias EFING & Rüdiger FAHLENBRACH & Christoph HERPFER & Philipp KRÜGER, 2015, "How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-65, Dec, revised Jan 2016.
  2. Paul Ehling & Michael Gallmeyer & Christian Heyerdahl-Larsen & Philipp Illeditsch, 2015, "Disagreement about inflation and the yield curve," Working Papers, Banco de España, number 1532, Nov.
  3. Kaniel, Ron & Yan, Hong & Carlson, Murray & Chapman, David A., 2015, "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 10328, Jan.
  4. Kaniel, Ron & Starks, Laura T & Gallaher, Steven, 2015, "Advertising and Mutual Funds: From Families to Individual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 10329, Jan.
  5. Kaniel, Ron & Parham, Robert, 2015, "WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 10923, Nov.
  6. Veronesi, Pietro & Pástor, Luboš, 2015, "Income Inequality and Asset Prices under Redistributive Taxation," CEPR Discussion Papers, Centre for Economic Policy Research, number 10899, Oct.
  7. David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015, "Mapping Heat in the U.S. Financial System," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-59, Jun, DOI: 10.17016/FEDS.2015.059.
  8. David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015, "Mapping Heat in the U.S. Financial System: A Summary," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2015-08-05, Aug, DOI: 10.17016/2380-7172.1574.

2014

  1. Nicole M. Boyson & Rüdiger Fahlenbrach & René M. Stulz, 2014, "Why Don’t All Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-21, Mar, revised Dec 2015.
  2. Boyson, Nicole M. & Fahlenbrach, Rudiger & Stulz, Rene M., 2014, "Why Do Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2014-01, Nov.
  3. Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2014, "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10285, Dec.
  4. 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.
  5. Veronesi, Pietro & Pástor, Luboš & Kelly, Bryan, 2014, "The Price of Political Uncertainty: Theory and Evidence from the Option Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 9822, Feb.
  6. 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.
  7. Oliver Levine & Missaka Warusawitharana, 2014, "Finance and Productivity Growth: Firm-level Evidence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-17, Feb.
  8. Missaka Warusawitharana, 2014, "The Rise in Equity Valuation Ratios," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2014-01-06, Jan, DOI: 10.17016/2380-7172.0006.
  9. Missaka Warusawitharana, 2014, "The Social Discount Rate in Developing Countries," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2014-10-09, Oct, DOI: 10.17016/2380-7172.0029.

2013

  1. Missaka Warusawitharana & Toni M. Whited, 2013, "Equity market misvaluation, financing, and investment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-78.

2012

  1. Holter, Hans A & Chakraborty, Indraneel & Stepanchuk, Serhiy, 2012, "Marriage Stability, Taxation and Aggregate Labor Supply in the U.S. vs. Europe," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics, number 2012:7, May.
  2. Kaniel, Ron & Alt, Aydogan & Yoeli, Uzi, 2012, "Why Do Institutional Investors Chase Return Trends?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8773, Jan.
  3. Missaka Warusawitharana, 2012, "Profitability and the lifecycle of firms," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-63.

2011

  1. Henrik CRONQVIST & Rüdiger FAHLENBRACH, 2011, "CEO Contract Design: How Do Strong Principals Do It?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-14, Mar.
  2. Rüdiger FAHLENBRACH & Robert PRILMEIER & René M. STULZ, 2011, "This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-19, May.
  3. Richard B. EVANS & Rüdiger FAHLENBRACH, 2011, "Institutional Investors and Mutual Fund Governance: Evidence from Retail – Institutional Fund Twins," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-31, Aug.
  4. Titman, Sheridan & Kaniel, Ron & Liu, Shuming & Saar, Gideon, 2011, "Individual Investor Trading and Return Patterns around Earnings Announcements," CEPR Discussion Papers, Centre for Economic Policy Research, number 8259, Feb.
  5. Kaniel, Ron & Kondor, Péter, 2011, "The delegated Lucas tree," CEPR Discussion Papers, Centre for Economic Policy Research, number 8578, Sep.
  6. Veronesi, Pietro & Pástor, Luboš, 2011, "Political Uncertainty and Risk Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 8601, Oct.
  7. Mark A. Carlson & Hui Shan & Missaka Warusawitharana, 2011, "Capital ratios and bank lending: a matched bank approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-34.
  8. 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. Chakraborty, Indraneel, 2010, "Investment and Financing under Reverse Asset Substitution," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-2, Jan.
  2. Rüdiger FAHLENBRACH & Bernadette A. MINTON & Carrie H. PAN, 2010, "Former CEO Directors: Lingering CEOs or Valuable Resources?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-11, Mar.
  3. Rüdiger Fahlenbrach & Angie Low & René M. Stulz, 2010, "The Dark Side of Outside Directors: Do they Quit When They are Most Needed?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-17, Mar.
  4. Ron Kaniel & Cade Massey & David T. Robinson, 2010, "The Importance of Being an Optimist: Evidence from Labor Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16328, Sep.
  5. 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.
  6. Veronesi, Pietro & Pástor, Luboš, 2010, "Uncertainty about Government Policy and Stock Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 7897, Jun.

2009

  1. Rüdiger FAHLENBRACH & René M. STULZ, 2009, "Bank CEO Incentives and the Credit Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-27, Jul.
  2. Philipp Illeditsch & Michael Gallmeyer & Christian Heyerdahl-Larsen & Paul Ehling, 2009, "Beliefs about Inflation and the Term Structure of Interest Rates," 2009 Meeting Papers, Society for Economic Dynamics, number 1223.
  3. Cuoco, Domenico & Kaniel, Ron, 2009, "Equilibrium Prices in the Presence of Delegated Portfolio Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 7453, Sep.
  4. Veronesi, Pietro & Pástor, Luboš, 2009, "Learning in Financial Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 7127, Jan.
  5. 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.

2008

  1. Fahlenbrach, Rudiger & Stulz, Rene, 2008, "Managerial Ownership Dynamics and Firm Value," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-12, Jan.
  2. Fahlenbrach, Rudiger & Low, Angie & Stulz, Rene, 2008, "Why Do Firms Appoint CEOs as Outside Directors?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-10, Jul.
  3. Fahlenbrach, Rudiger, 2008, "Shareholder Rights, Boards, and CEO Compensation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-5, Feb.
  4. Becker, Bo & Cronqvist, Henrik & Fahlenbrach, Rudiger, 2008, "Estimating the Effects of Large Shareholders Using a Geographic Instrument," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-9, Aug.
  5. Stathis Tompaidis & Sanjay Srivastava & Michael Gallmeyer & Paul Ehling, 2008, "Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses," 2008 Meeting Papers, Society for Economic Dynamics, number 769.
  6. Dongmei Li & Lu Zhang, 2008, "Costly External Finance: Implications for Capital Markets Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 14342, Sep.
  7. Missaka Warusawitharana, 2008, "Research and development, profits and firm value: a structural estimation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-52.

2007

  1. Richard Evans & Rüdiger Fahlenbrach, 2007, "The Role of Governance in Retirement Investments: Evidence from Variable Annuities," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2007-20, Jul, revised Oct 2007.
  2. Cronqvist, Henrik & Fahlenbrach, Rudiger, 2007, "Large Shareholders and Corporate Policies," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-14, Dec.
  3. Evans, Richard & Fahlenbrach, Rudiger, 2007, "Do Funds Need Governance? Evidence from Variable Annuity-Mutual Fund Twins," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-17, Nov.
  4. Fahlenbrach, Rudiger & Minton, Bernadette A. & Pan, Carrie H., 2007, "The Market for Comeback CEOs," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-4, Feb.
  5. Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin, 2007, "Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13245, Jul.
  6. Veronesi, Pietro & Pástor, Luboš & Taylor, Lucian, 2007, "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," CEPR Discussion Papers, Centre for Economic Policy Research, number 6061, Jan.
  7. Stambaugh, Robert F. & Pástor, Luboš, 2007, "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers, Centre for Economic Policy Research, number 6076, Feb.
  8. 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.

2006

  1. Fahlenbrach, Rudiger, 2006, "Founder-CEOs, Investment Decisions, and Stock Market Performance," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-20, Sep.
  2. A. Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield, 2006, "Financial Leverage Does Not Cause the Leverage Effect," 2006 Meeting Papers, Society for Economic Dynamics, number 263.
  3. Stephan Dieckmann & Michael Gallmeyer, 2006, "Pricing Rare Event Risk in Emerging Markets," 2006 Meeting Papers, Society for Economic Dynamics, number 305.
  4. Pástor, Luboš & Sinha, Meenakshi & Swaminathan, Bhaskaran, 2006, "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 5462, Jan.

2005

  1. Fahlenbrach, Rudiger & Sandas, Patrik, 2005, "Market Frictions and Seemingly Anomalous Co-movements of Index Options and Index Futures Quotes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-10, Jan.
  2. Dlugos, Jennifer & Fahlenbrach, Rudiger & Gompers, Paul & Metrick, Andrew, 2005, "Large Blocks of Stock: Prevalence, Size, and Measurement," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-9, Jan.
  3. Fahlenbrach, Rudiger & Sandas, Patrik, 2005, "Co-movements of Index Options and Futures Quotes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-2, Nov.
  4. Michael Gallmeyer & Burton Hollifield & Stanley E. Zin, 2005, "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 11276, Apr.
  5. Veronesi, Pietro & Pástor, Luboš, 2005, "Technological Revolutions and Stock Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 5428, Dec.
  6. Christian Gourieroux & Alain Monfort & Vassilis Polimenis, 2005, "Affine Model for Credit Risk Analysis," Working Papers, Center for Research in Economics and Statistics, number 2005-44.

2004

  1. Veronesi, Pietro & Pástor, Luboš, 2004, "Was There A Nasdaq Bubble in the Late 1990s?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4485, Jul.

2003

  1. Coval, Joshua & Pástor, Luboš & Cohen, Randolph, 2003, "Judging Fund Managers by the Company They Keep," CEPR Discussion Papers, Centre for Economic Policy Research, number 3717, Jan.
  2. Veronesi, Pietro & Pástor, Luboš, 2003, "Stock Prices and IPO Waves," CEPR Discussion Papers, Centre for Economic Policy Research, number 4002, Aug.

2002

  1. Claessens, Stijn & Lang, Larry & Fan, Joseph P.H., 2002, "The Benefits and Costs of Group Affiliation: Evidence from East Asia," CEPR Discussion Papers, Centre for Economic Policy Research, number 3364, May.
  2. Veronesi, Pietro & Pástor, Luboš, 2002, "Stock Valuation and Learning about Profitability," CEPR Discussion Papers, Centre for Economic Policy Research, number 3410, Jun.
  3. Stambaugh, Robert F. & Pástor, Luboš, 2002, "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 3494, Aug.
  4. Christian Gourieroux & Alain Monfort & Vassilis Polimenis, 2002, "Affine Term Structure Models," Working Papers, Center for Research in Economics and Statistics, number 2002-49.

2001

  1. Claessens, Stijn & Djankov, Simeon & Fan, Joseph P.H. & Lang, Larry H.P., 2001, "The Benefits and Costs of Internal Markets: Evidence from Asia's Financial Crisis," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2001-15, Sep.

2000

  1. Claessens, Stijn & Djankov, Simeon & Fan, Joseph P.H. & Lang, Larry H.P., 2000, "Expropriation of Minority Shareholders in East Asia," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2000-4, Jul.

1999

  1. Claessens, S. & Djankov, S. & Lang, L.H.P., 1999, "East Asian Corporations. Heroes or Villains?," World Bank - Discussion Papers, World Bank, number 409.
  2. Claessens, Constantijn A. & Djankov, Simeon & Lang, Larry H. P., 1999, "Who controls East Asian corporations ?," Policy Research Working Paper Series, The World Bank, number 2054, Feb.
  3. Claessens, Stijn & Djankov, Simeon & Joseph P. H. Fan & Lang, Larry H. P., 1999, "Expropriation of minority shareholders : evidence from East Asia," Policy Research Working Paper Series, The World Bank, number 2088, Mar.
  4. Claessens, Stijn & Djankov, Simeon & Joseph P. H. Fan & Lang, Larry H. P., 1999, "Corporate diversification in East Asia : the role of ultimate ownership and group affiliation," Policy Research Working Paper Series, The World Bank, number 2089, Mar.

1998

  1. Claessens, Stijn & Djankov, Simeon & Lang, Larry, 1998, "Corporate growth, financing, and risks in the decade before East Asia's financial crisis," Policy Research Working Paper Series, The World Bank, number 2017, Nov.
  2. Claessens, Constantijn A. & Djankov, Simeon & Joseph P. H. Fan & Lang, Larry H. P., 1998, "Diversification and efficiency of investment by East Asian corporations," Policy Research Working Paper Series, The World Bank, number 2033, Dec.

1995

  1. Larry Lang & Eli Ofek & Rene M. Stulz, 1995, "Leverage, Investment, and Firm Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 5165, Jul.

1994

  1. Larry Lang & Annette Poulsen & Rene M. Stulz, 1994, "Asset Sales, Firm Performance, and the Agency Costs of Managerial Discretion," NBER Working Papers, National Bureau of Economic Research, Inc, number 4654, Feb.

1993

  1. Larry H.P. Lang & Rene M. Stulz, 1993, "Tobin's Q, Corporate Diversification and Firm Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 4376, Jun.

1991

  1. Ramon P. DeGennaro & Larry H. Lang & James B. Thomson, 1991, "Troubled savings and loan institutions: voluntary restructuring under insolvency," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9112.

Undated

  1. Indraneel Chakraborty & Michael Ewens, undated, "Does Security Choice Matter in Venture Capital? The Case of Venture Debt," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2012-E35.
  2. Michael Gallmeyer & Burton Hollifield & Duane Seppi, undated, "Liquidity Discovery and Asset Pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-10.
  3. Michael Gallmeyer & Burton Hollifield, undated, "An Examination of Heterogeneous Beliefs with a Short Sale Constraint," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2002-E2.
  4. Michael Gallmeyer & Sanjay Srivastava, undated, "No Arbitrage and the Tax Code," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2003-E37.
  5. A Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield, undated, "Financial leverage and the leverage effect: A market and firm analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2007-E31.
  6. Stephan Dieckmann & Michael Gallmeyer, undated, "The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2003-E36.
  7. Suleyman Basak & Michael Gallmeyer, undated, "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-E1.
  8. Michael Gallmeyer & Duane Seppi, undated, "Derivative Security Induced Price Manipulation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E41.
  9. Michael Gallmeyer, undated, "Beliefs and Volatility," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E42.
  10. Michael Gallmeyer & Ron Kaniel & Stathis Tompaidis, undated, "Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2001-E21.
  11. Süleyman Basak & Mike Gallmeyer, undated, "Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 09-98.
  12. Simon Gervais & Ron Kaniel & Dan Mingelgrin, undated, "The High Volume Return Premium," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 01-99.
  13. Eitan Goldman & Christopher S. Jones & Ron Kaniel, undated, "Free Cash Flow, Optimal Contracting, and Takeovers," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 03-97.
  14. Mark M. Carhart & Ron Kaniel & David K. Musto & Adam Reed, undated, "Mutual Fund Returns and Market Microstructure," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-99.
  15. Ron Kaniel & Hong Liu, undated, "Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 16-98.
  16. Larry H.P. Lang & Robert H. Litzenberger, undated, "Trading Volume and Changes in Heterogeneous Expectations," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 06-89.
  17. Larry H.P. Lang & Robert H. Litzenberger & Vicente Madrigal, undated, "How Rational is the Market? Testing Alternative Hypotheses on Financial Market Equilibrium," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 21-90.
  18. Larry Lang, undated, "Managerial Incentives and Capital Structure: A Geometric Note," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 23-87.
  19. Irwin Friend & Larry Lang, undated, "The Size Effect on Stock Returns: It is a Simply a Risk Effect not Adequately Reflected by the Usual Measures?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 24-87.
  20. Irwin Friend & Larry Lang, undated, "Impact of Management and Non-Managerial Principal Stockholders on Capital Structure of Closely-Held and Publicly-Held Corporations?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 25-87.
  21. Irwin Friend & Larry Lang, undated, "Determinants of Capital Structure for Closely-Held Versus Publicly-Held Corporations," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 29-86.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. A. Craig MacKinlay & Lubos Pastor, undated, "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-99.
  27. 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.
  28. Lubo Pástor, undated, "Portfolio Selection and Asset Pricing Models," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 356.
  29. 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.
  30. 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.

Journal articles

2025

  1. Ron Kaniel & Pingle Wang, 2025, "Unmasking Mutual Fund Derivative Use," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 4, pages 1120-1166.
  2. Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2025, "Sustainable Investing," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 321-341, November, DOI: 10.1146/annurev-financial-113023-11.
  3. Pastor, Lubos & Stambaugh, Robert F. & Taylor, Lucian A., 2025, "Green tilts," Journal of Financial Economics, Elsevier, volume 174, issue C, DOI: 10.1016/j.jfineco.2025.104173.
  4. Naz Koont & Yiming Ma & Lubos Pastor & Yao Zeng, 2025, "Steering a Ship in Illiquid Waters: Active Management of Passive Funds," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 10, pages 2887-2935.

2024

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  2. Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2024, "Fifty shades of QE: Robust evidence," Journal of Banking & Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jbankfin.2023.107065.

2023

  1. Chakraborty, Indraneel & Chava, Sudheer & Ganduri, Rohan, 2023, "Credit Default Swaps and Lender Incentives in Bank Debt Renegotiations," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 5, pages 1911-1942, August.
  2. Kim, Hyemin & Fahlenbrach, Rüdiger & Low, Angie, 2023, "CEO networks and the labor market for directors," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 1-21, DOI: 10.1016/j.jempfin.2022.11.001.
  3. Matthias Efing & Rüdiger Fahlenbrach & Christoph Herpfer & Philipp Krueger, 2023, "How Do Investors and Firms React to a Large, Unexpected Currency Appreciation Shock?," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 3, pages 488-538.
  4. Rüdiger Fahlenbrach & Eric Jondeau, 2023, "Greening the Swiss National Bank’s Portfolio," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 4, pages 792-833.
  5. Campbell, T. Colin & Gallmeyer, Michael & Petkevich, Alex, 2023, "The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 5, pages 2190-2227, August.
  6. Banerjee, Snehal & Breon-Drish, Bradyn & Kaniel, Ron & Kremer, Ilan, 2023, "On the voluntary disclosure of redundant information," Journal of Economic Theory, Elsevier, volume 214, issue C, DOI: 10.1016/j.jet.2023.105743.
  7. Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023, "Machine-learning the skill of mutual fund managers," Journal of Financial Economics, Elsevier, volume 150, issue 1, pages 94-138, DOI: 10.1016/j.jfineco.2023.07.004.
  8. Jeffrey L. Callen & Ron Kaniel & Dan Segal, 2023, "Filing speed, information leakage, and price formation," Review of Accounting Studies, Springer, volume 28, issue 3, pages 1618-1656, September, DOI: 10.1007/s11142-022-09673-5.

2022

  1. Doron Israeli & Ron Kaniel & Suhas A. Sridharan, 2022, "The Real Side of the High-Volume Return Premium," Management Science, INFORMS, volume 68, issue 2, pages 1426-1449, February, DOI: 10.1287/mnsc.2020.3886.
  2. 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.
  3. 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.
  4. Catherine Georgiou & Ioannis Neokosmidis & Vassilis Polimenis, 2022, "Modified ratios and the cyclically adjusted price-earnings ratio," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 27, issue 2, pages 209-231.
  5. Duncan, Elizabeth & Horvath, Akos & Iercosan, Diana & Loudis, Bert & Maddrey, Alice & Martinez, Francis & Mooney, Timothy & Ranish, Ben & Wang, Ke & Warusawitharana, Missaka & Wix, Carlo, 2022, "COVID-19 as a stress test: Assessing the bank regulatory framework," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101016.

2021

  1. Fabisik, Kornelia & Fahlenbrach, Rüdiger & Stulz, René M. & Taillard, Jérôme P., 2021, "Why are firms with more managerial ownership worth less?," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 699-725, DOI: 10.1016/j.jfineco.2021.02.008.
  2. Rüdiger Fahlenbrach & Marc Frattaroli, 2021, "ICO investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 1, pages 1-59, March, DOI: 10.1007/s11408-020-00366-0.
  3. Rüdiger Fahlenbrach & Kevin Rageth & René M Stulz, 2021, "How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis
    [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5474-5521.
  4. Ľuboš Pástor & Pietro Veronesi, 2021, "Inequality Aversion, Populism, and the Backlash against Globalization," Journal of Finance, American Finance Association, volume 76, issue 6, pages 2857-2906, December, DOI: 10.1111/jofi.13081.
  5. 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.
  6. Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2021, "Fifty shades of QE: Comparing findings of central bankers and academics," Journal of Monetary Economics, Elsevier, volume 120, issue C, pages 1-20, DOI: 10.1016/j.jmoneco.2021.04.001.
  7. Levine, Oliver & Warusawitharana, Missaka, 2021, "Finance and productivity growth: Firm-level evidence," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 91-107, DOI: 10.1016/j.jmoneco.2019.11.009.

2020

  1. Chakraborty, Indraneel & Goldstein, Itay & MacKinlay, Andrew, 2020, "Monetary stimulus and bank lending," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 189-218, DOI: 10.1016/j.jfineco.2019.09.007.
  2. 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.
  3. Ľuboš Pástor & Pietro Veronesi, 2020, "Political Cycles and Stock Returns," Journal of Political Economy, University of Chicago Press, volume 128, issue 11, pages 4011-4045, DOI: 10.1086/710532.
  4. Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Ulu, 2020, "The Costs and Benefits of Bank Capital—A Review of the Literature," JRFM, MDPI, volume 13, issue 4, pages 1-25, April.

2019

  1. Ron Kaniel & Stathis Tompaidis & Ti Zhou, 2019, "Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows," Management Science, INFORMS, volume 65, issue 7, pages 3174-3195, July, DOI: 10.1287/mnsc.2017.2946.
  2. 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.
  3. Vassilis Polimenis & Ioannis Neokosmidis, 2019, "Non-stationary dividend-price ratios," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 552-567, December, DOI: 10.1057/s41260-019-00143-3.
  4. O. Theodosiadou & V. Polimenis & G. Tsaklidis, 2019, "A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps," Journal of Applied Statistics, Taylor & Francis Journals, volume 46, issue 12, pages 2180-2197, September, DOI: 10.1080/02664763.2019.1581734.

2018

  1. Indraneel Chakraborty & Michael Ewens, 2018, "Managing Performance Signals Through Delay: Evidence from Venture Capital," Management Science, INFORMS, volume 64, issue 6, pages 2875-2900, June, DOI: 10.287/mnsc.2016.2662.
  2. Indraneel Chakraborty & Itay Goldstein & Andrew MacKinlay, 2018, "Housing Price Booms and Crowding-Out Effects in Bank Lending," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2806-2853.
  3. Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz, 2018, "Why Does Fast Loan Growth Predict Poor Performance for Banks?," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 1014-1063.
  4. Ehling, Paul & Gallmeyer, Michael & Heyerdahl-Larsen, Christian & Illeditsch, Philipp, 2018, "Disagreement about inflation and the yield curve," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 459-484, DOI: 10.1016/j.jfineco.2018.01.001.
  5. Paul Ehling & Michael Gallmeyer & Sanjay Srivastava & Stathis Tompaidis & Chunyu Yang, 2018, "Portfolio Tax Trading with Carryover Losses," Management Science, INFORMS, volume 64, issue 9, pages 4156-4176, September, DOI: 10.1287/mnsc.2017.2733.
  6. David A Chapman & Michael F Gallmeyer & J Spencer Martin, 2018, "Aggregate Tail Risk and Expected Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 8, issue 1, pages 36-76.
  7. Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2018, "Are Mutual Fund Managers Paid for Investment Skill?," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 715-772.
  8. Warusawitharana Missaka, 2018, "Profitability and the lifecycle of firms," The B.E. Journal of Macroeconomics, De Gruyter, volume 18, issue 2, pages 1-30, June, DOI: 10.1515/bejm-2017-0124.
  9. Warusawitharana, Missaka, 2018, "Time-varying volatility and the power law distribution of stock returns," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 123-141, DOI: 10.1016/j.jempfin.2018.09.004.

2017

  1. Chakraborty, Indraneel & Hai, Rong & Holter, Hans A. & Stepanchuk, Serhiy, 2017, "The real effects of financial (dis)integration: A multi-country equilibrium analysis of Europe," Journal of Monetary Economics, Elsevier, volume 85, issue C, pages 28-45, DOI: 10.1016/j.jmoneco.2016.11.003.
  2. Siddhartha Biswas & Indraneel Chakraborty & Rong Hai, 2017, "Income Inequality, Tax Policy, and Economic Growth," Economic Journal, Royal Economic Society, volume 0, issue 601, pages 688-727, May.
  3. Schmidt, Cornelius & Fahlenbrach, Rüdiger, 2017, "Do exogenous changes in passive institutional ownership affect corporate governance and firm value?," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 285-306, DOI: 10.1016/j.jfineco.2017.01.005.
  4. Rüdiger Fahlenbrach & Angie Low & René M. Stulz, 2017, "Do Independent Director Departures Predict Future Bad Events?," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 7, pages 2313-2358.
  5. Rüdiger Fahlenbrach & Dirk Hackbarth & Jörg Rocholl & Erik Theissen & Marliese Uhrig-Homburg, 2017, "The Future of Corporate Financing in Europe," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 18, issue 3, pages 179-180, August, DOI: 10.1007/s41464-017-0039-6.
  6. Marcel Fischer & Michael Gallmeyer, 2017, "Taxable and Tax-Deferred Investing with the Limited Use of Losses," Review of Finance, European Finance Association, volume 21, issue 5, pages 1847-1873.
  7. Michael Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley Zin, 2017, "Term Premium Dynamics and the Taylor Rule," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 04, pages 1-39, December, DOI: 10.1142/S2010139217500112.
  8. Weidong Tian & Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan, 2017, "Specification Error, Estimation Risk, and Conditional Portfolio Rules," International Review of Finance, International Review of Finance Ltd., volume 17, issue 2, pages 263-288, June.
  9. Kaniel, Ron & Parham, Robert, 2017, "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 337-356, DOI: 10.1016/j.jfineco.2016.11.003.
  10. 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.
  11. Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2017, "Mapping heat in the U.S. financial system," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 36-64, DOI: 10.1016/j.jbankfin.2017.04.013.

2016

  1. Nicole M. Boyson & Rüdiger Fahlenbrach & René M. Stulz, 2016, "Why Don't All Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust-Preferred Securities," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 7, pages 1821-1859.
  2. Fischer, Marcel & Gallmeyer, Michael F., 2016, "Heuristic portfolio trading rules with capital gain taxes," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 611-625, DOI: 10.1016/j.jfineco.2016.01.024.
  3. Barrot, Jean-Noel & Kaniel, Ron & Sraer, David, 2016, "Are retail traders compensated for providing liquidity?," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 146-168, DOI: 10.1016/j.jfineco.2016.01.005.
  4. Bryan Kelly & Ľuboš Pástor & Pietro Veronesi, 2016, "The Price of Political Uncertainty: Theory and Evidence from the Option Market," Journal of Finance, American Finance Association, volume 71, issue 5, pages 2417-2480, October.
  5. Pástor, Lˇuboš & Veronesi, Pietro, 2016, "Income inequality and asset prices under redistributive taxation," Journal of Monetary Economics, Elsevier, volume 81, issue C, pages 1-20, DOI: 10.1016/j.jmoneco.2016.03.004.
  6. Pastor, Lubos & Veronesi, Pietro, 2016, "Uncertainty and Valuations: A Comment," Critical Finance Review, now publishers, volume 5, issue 1, pages 129-134, May, DOI: 10.1561/104.00000022.
  7. Polimenis, Vassilis & Neokosmidis, Ioannis M., 2016, "The modified dividend–price ratio," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 31-38, DOI: 10.1016/j.irfa.2016.01.019.
  8. Ourania Theodosiadou & Vassilis Polimenis & George Tsaklidis, 2016, "Sensitivity analysis of market and stock returns by considering positive and negative jumps," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 456-472, August, DOI: 10.1108/JRF-01-2016-0008.
  9. Missaka Warusawitharana & Toni M. Whited, 2016, "Equity Market Misvaluation, Financing, and Investment," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 3, pages 603-654.

2015

  1. Chakraborty, Indraneel & Holter, Hans A. & Stepanchuk, Serhiy, 2015, "Marriage stability, taxation and aggregate labor supply in the U.S. vs. Europe," Journal of Monetary Economics, Elsevier, volume 72, issue C, pages 1-20, DOI: 10.1016/j.jmoneco.2015.01.001.
  2. Chava, Sudheer & Gallmeyer, Michael & Park, Heungju, 2015, "Credit conditions and stock return predictability," Journal of Monetary Economics, Elsevier, volume 74, issue C, pages 117-132, DOI: 10.1016/j.jmoneco.2015.06.004.
  3. Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan, 2015, "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-45, DOI: 10.1142/S201013921550010X.
  4. 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.
  5. Wachter, Jessica A. & Warusawitharana, Missaka, 2015, "What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 74-93, DOI: 10.1016/j.jeconom.2014.05.018.
  6. Missaka Warusawitharana, 2015, "Research and development, profits, and firm value: A structural estimation," Quantitative Economics, Econometric Society, volume 6, issue 2, pages 531-565, July.

2014

  1. Vassilis Polimenis & Ioannis Papantonis, 2014, "Jointly estimating jump betas," Journal of Risk Finance, Emerald Group Publishing Limited, volume 15, issue 2, pages 131-148, March, DOI: 10.1108/JRF-07-2013-0052.

2013

  1. Chakraborty, Indraneel & Gantchev, Nickolay, 2013, "Does shareholder coordination matter? Evidence from private placements," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 213-230, DOI: 10.1016/j.jfineco.2012.10.001.
  2. Cronqvist, Henrik & Fahlenbrach, Rüdiger, 2013, "CEO contract design: How do strong principals do it?," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 659-674, DOI: 10.1016/j.jfineco.2013.01.013.
  3. Dieckmann, Stephan & Gallmeyer, Michael, 2013, "Rare event risk and emerging market debt with heterogeneous beliefs," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 163-187, DOI: 10.1016/j.jimonfin.2012.11.017.
  4. Ron Kaniel & Péter Kondor, 2013, "The Delegated Lucas Tree," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 4, pages 929-984.
  5. Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013, "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 632-654, DOI: 10.1016/j.jfineco.2012.09.011.
  6. Pástor, Ľuboš & Veronesi, Pietro, 2013, "Political uncertainty and risk premia," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 520-545, DOI: 10.1016/j.jfineco.2013.08.007.
  7. Warusawitharana, Missaka, 2013, "The expected real return to equity," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1929-1946, DOI: 10.1016/j.jedc.2013.04.003.
  8. Carlson, Mark & Shan, Hui & Warusawitharana, Missaka, 2013, "Capital ratios and bank lending: A matched bank approach," Journal of Financial Intermediation, Elsevier, volume 22, issue 4, pages 663-687, DOI: 10.1016/j.jfi.2013.06.003.

2012

  1. Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz, 2012, "This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis," Journal of Finance, American Finance Association, volume 67, issue 6, pages 2139-2185, December, DOI: j.1540-6261.2012.01783.x.
  2. Richard B. Evans & Rüdiger Fahlenbrach, 2012, "Institutional Investors and Mutual Fund Governance: Evidence from Retail--Institutional Fund Twins," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 12, pages 3530-3571.
  3. Ron Kaniel & Shuming Liu & Gideon Saar & Sheridan Titman, 2012, "Individual Investor Trading and Return Patterns around Earnings Announcements," Journal of Finance, American Finance Association, volume 67, issue 2, pages 639-680, April, DOI: j.1540-6261.2012.01727.x.
  4. Kaniel, Ron & Ozoguz, Arzu & Starks, Laura, 2012, "The high volume return premium: Cross-country evidence," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 255-279, DOI: 10.1016/j.jfineco.2011.08.012.
  5. Altı, Aydoğan & Kaniel, Ron & Yoeli, Uzi, 2012, "Why do institutional investors chase return trends?," Journal of Financial Intermediation, Elsevier, volume 21, issue 4, pages 694-721, DOI: 10.1016/j.jfi.2012.05.002.
  6. 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.
  7. Lubos Pástor & Pietro Veronesi, 2012, "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, volume 67, issue 4, pages 1219-1264, August, DOI: j.1540-6261.2012.01746.x.
  8. 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.
  9. Nikolas L. Hourvouliades & Vassilis Polimenis, 2012, "Day-of-the-week effect around the 2008 financial crisis," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 14, issue 4, pages 283-307.

2011

  1. Becker, Bo & Cronqvist, Henrik & Fahlenbrach, Rüdiger, 2011, "Estimating the Effects of Large Shareholders Using a Geographic Instrument," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 4, pages 907-942, August.
  2. Fahlenbrach, Rüdiger & Stulz, René M., 2011, "Bank CEO incentives and the credit crisis," Journal of Financial Economics, Elsevier, volume 99, issue 1, pages 11-26, January.
  3. Rüdiger Fahlenbrach & Bernadette A. Minton & Carrie H. Pan, 2011, "Former CEO Directors: Lingering CEOs or Valuable Resources?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 10, pages 3486-3518.
  4. Campbell, T. Colin & Gallmeyer, Michael & Johnson, Shane A. & Rutherford, Jessica & Stanley, Brooke W., 2011, "CEO optimism and forced turnover," Journal of Financial Economics, Elsevier, volume 101, issue 3, pages 695-712, September.
  5. Cuoco, Domenico & Kaniel, Ron, 2011, "Equilibrium prices in the presence of delegated portfolio management," Journal of Financial Economics, Elsevier, volume 101, issue 2, pages 264-296, August.
  6. Dongmei Li, 2011, "Financial Constraints, R&D Investment, and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 9, pages 2974-3007.
  7. Chung, Y. Peter & Johnson, Herb & Polimenis, Vassilis, 2011, "The critical stock price for the American put option," Finance Research Letters, Elsevier, volume 8, issue 1, pages 8-14, March.

2010

  1. Fahlenbrach, Rüdiger & Sandås, Patrik, 2010, "Does information drive trading in option strategies?," Journal of Banking & Finance, Elsevier, volume 34, issue 10, pages 2370-2385, October.
  2. Fahlenbrach, Rüdiger & Low, Angie & Stulz, René M., 2010, "Why do firms appoint CEOs as outside directors?," Journal of Financial Economics, Elsevier, volume 97, issue 1, pages 12-32, July.
  3. Li, Dongmei & Zhang, Lu, 2010, "Does q-theory with investment frictions explain anomalies in the cross section of returns?," Journal of Financial Economics, Elsevier, volume 98, issue 2, pages 297-314, November.
  4. Chin Alycia & Warusawitharana Missaka, 2010, "Financial Market Shocks during the Great Depression," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-27, September, DOI: 10.2202/1935-1690.2086.

2009

  1. Fahlenbrach, Rüdiger, 2009, "Founder-CEOs, Investment Decisions, and Stock Market Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 44, issue 2, pages 439-466, April.
  2. Fahlenbrach, Rüdiger & Sandås, Patrik, 2009, "Co-movements of index options and futures quotes," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 151-163, January.
  3. Fahlenbrach, Rüdiger & Stulz, René M., 2009, "Managerial ownership dynamics and firm value," Journal of Financial Economics, Elsevier, volume 92, issue 3, pages 342-361, June.
  4. Rüdiger Fahlenbrach, 2009, "Shareholder Rights, Boards, and CEO Compensation," Review of Finance, European Finance Association, volume 13, issue 1, pages 81-113.
  5. Henrik Cronqvist & Rüdiger Fahlenbrach, 2009, "Large Shareholders and Corporate Policies," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 10, pages 3941-3976, October.
  6. Snehal Banerjee & Ron Kaniel & Ilan Kremer, 2009, "Price Drift as an Outcome of Differences in Higher-Order Beliefs," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3707-3734, September.
  7. Lubo? P?tor & Pietro Veronesi, 2009, "Technological Revolutions and Stock Prices," American Economic Review, American Economic Association, volume 99, issue 4, pages 1451-1483, September, DOI: 10.1257/aer.99.4.1451.
  8. Lubos Pastor & Pietro Veronesi, 2009, "Learning in Financial Markets," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 361-381, November.
  9. 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.
  10. &Lubos Pástor & Lucian A. Taylor & Pietro Veronesi, 2009, "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 8, pages 3005-3046, August.
  11. Ray Sugata & Warusawitharana Missaka, 2009, "An Efficiency Perspective on the Gains from Mergers and Asset Purchases," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 9, issue 1, pages 1-27, October, DOI: 10.2202/1935-1682.2135.
  12. 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. Michael Gallmeyer & Burton Hollifield, 2008, "An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy," Review of Finance, European Finance Association, volume 12, issue 2, pages 323-364.
  2. Ron Kaniel & Gideon Saar & Sheridan Titman, 2008, "Individual Investor Trading and Stock Returns," Journal of Finance, American Finance Association, volume 63, issue 1, pages 273-310, February, DOI: 10.1111/j.1540-6261.2008.01316.x.
  3. Ron Kaniel & Stathis Tompaidis & Alexander Zemlianov, 2008, "Efficient Computation of Hedging Parameters for Discretely Exercisable Options," Operations Research, INFORMS, volume 56, issue 4, pages 811-826, August, DOI: 10.1287/opre.1080.0557.
  4. Peter M. DeMarzo & Ron Kaniel & Ilan Kremer, 2008, "Relative Wealth Concerns and Financial Bubbles," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 1, pages 19-50, January.
  5. Victor Dorofeenko & Larry Lang & Klaus Ritzberger & Jamsheed Shorish, 2008, "Who controls Allianz?," Annals of Finance, Springer, volume 4, issue 1, pages 75-103, January, DOI: 10.1007/s10436-006-0069-4.
  6. Ľuboš Pástor & Meenakshi Sinha & Bhaskaran Swaminathan, 2008, "Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2859-2897, December, DOI: 10.1111/j.1540-6261.2008.01415.x.
  7. Jakša Cvitanić & Vassilis Polimenis & Fernando Zapatero, 2008, "Optimal portfolio allocation with higher moments," Annals of Finance, Springer, volume 4, issue 1, pages 1-28, January, DOI: 10.1007/s10436-007-0071-5.
  8. Warusawitharana, Missaka, 2008, "Corporate asset purchases and sales: Theory and evidence," Journal of Financial Economics, Elsevier, volume 87, issue 2, pages 471-497, February.

2007

  1. Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin, 2007, "Arbitrage-free bond pricing with dynamic macroeconomic models," Review, Federal Reserve Bank of St. Louis, volume 89, issue Jul, pages 305-326.
  2. DeMarzo, Peter & Kaniel, Ron & Kremer, Ilan, 2007, "Technological innovation and real investment booms and busts," Journal of Financial Economics, Elsevier, volume 85, issue 3, pages 735-754, September.

2006

  1. Dlugosz, Jennifer & Fahlenbrach, Rudiger & Gompers, Paul & Metrick, Andrew, 2006, "Large blocks of stock: Prevalence, size, and measurement," Journal of Corporate Finance, Elsevier, volume 12, issue 3, pages 594-618, June.
  2. Gallmeyer, Michael F. & Kaniel, Ron & Tompaidis, Stathis, 2006, "Tax management strategies with multiple risky assets," Journal of Financial Economics, Elsevier, volume 80, issue 2, pages 243-291, May.
  3. Ron Kaniel & Hong Liu, 2006, "So What Orders Do Informed Traders Use?," The Journal of Business, University of Chicago Press, volume 79, issue 4, pages 1867-1914, July, DOI: 10.1086/503651.
  4. Claessens, Stijn & Fan, Joseph P.H. & Lang, Larry H.P., 2006, "The benefits and costs of group affiliation: Evidence from East Asia," Emerging Markets Review, Elsevier, volume 7, issue 1, pages 1-26, March.
  5. Attig, Najah & Fong, Wai-Ming & Gadhoum, Yoser & Lang, Larry H.P., 2006, "Effects of large shareholding on information asymmetry and stock liquidity," Journal of Banking & Finance, Elsevier, volume 30, issue 10, pages 2875-2892, October.
  6. Pastor, Lubos & Veronesi, Pietro, 2006, "Was there a Nasdaq bubble in the late 1990s?," Journal of Financial Economics, Elsevier, volume 81, issue 1, pages 61-100, July.
  7. C. Gourieroux & A. Monfort & V. Polimenis, 2006, "Affine Models for Credit Risk Analysis," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 3, pages 494-530.

2005

  1. Dieckmann, Stephan & Gallmeyer, Michael, 2005, "The equilibrium allocation of diffusive and jump risks with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 9, pages 1547-1576, September.
  2. Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E., 2005, "Taylor rules, McCallum rules and the term structure of interest rates," Journal of Monetary Economics, Elsevier, volume 52, issue 5, pages 921-950, July.
  3. Randolph B. Cohen & Joshua D. Coval & Ľuboš Pástor, 2005, "Judging Fund Managers by the Company They Keep," Journal of Finance, American Finance Association, volume 60, issue 3, pages 1057-1096, June, DOI: 10.1111/j.1540-6261.2005.00756.x.
  4. Ľuboš Pástor & Pietro Veronesi, 2005, "Rational IPO Waves," Journal of Finance, American Finance Association, volume 60, issue 4, pages 1713-1757, August, DOI: 10.1111/j.1540-6261.2005.00778.x.
  5. Polimenis, Vassilis, 2005, "Slow and fast markets," Journal of Economics and Business, Elsevier, volume 57, issue 6, pages 576-593.
  6. Vassilis Polimenis, 2005, "A realistic model of market liquidity and depth," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 25, issue 5, pages 443-464, May.

2003

  1. Suleyman Basak & Michael Gallmeyer, 2003, "Capital Market Equilibrium with Differential Taxation," Review of Finance, European Finance Association, volume 7, issue 2, pages 121-159.
  2. Claessens, Stijn & Djankov, Simeon & Fan, Joseph P. H. & Lang, Larry H. P., 2003, "When does corporate diversification matter to productivity and performance? Evidence from East Asia," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 3, pages 365-392, July.
  3. Ľuboš Pástor & Veronesi Pietro, 2003, "Stock Valuation and Learning about Profitability," Journal of Finance, American Finance Association, volume 58, issue 5, pages 1749-1789, October, DOI: 10.1111/1540-6261.00587.
  4. 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.

2002

  1. Mark M. Carhart & Ron Kaniel & David K. Musto & Adam V. Reed, 2002, "Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds," Journal of Finance, American Finance Association, volume 57, issue 2, pages 661-693, April, DOI: 10.1111/1540-6261.00438.
  2. Faccio, Mara & Lang, Larry H. P., 2002, "The ultimate ownership of Western European corporations," Journal of Financial Economics, Elsevier, volume 65, issue 3, pages 365-395, September.
  3. 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.
  4. Pastor, Lubos & Stambaugh, Robert F., 2002, "Investing in equity mutual funds," Journal of Financial Economics, Elsevier, volume 63, issue 3, pages 351-380, March.

2001

  1. Simon Gervais & Ron Kaniel & Dan H. Mingelgrin, 2001, "The High‐Volume Return Premium," Journal of Finance, American Finance Association, volume 56, issue 3, pages 877-919, June, DOI: 10.1111/0022-1082.00349.
  2. Larry H. P. Lang & Mara Faccio & Leslie Young, 2001, "Dividends and Expropriation," American Economic Review, American Economic Association, volume 91, issue 1, pages 54-78, March.
  3. 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.

2000

  1. Claessens, Stijn & Djankov, Simeon & Lang, Larry H. P., 2000, "The separation of ownership and control in East Asian Corporations," Journal of Financial Economics, Elsevier, volume 58, issue 1-2, pages 81-112.
  2. Fan, Joseph P H & Lang, Larry H P, 2000, "The Measurement of Relatedness: An Application to Corporate Diversification," The Journal of Business, University of Chicago Press, volume 73, issue 4, pages 629-660, October, DOI: 10.1086/209657.
  3. Ľuboš Pástor, 2000, "Portfolio Selection and Asset Pricing Models," Journal of Finance, American Finance Association, volume 55, issue 1, pages 179-223, February, DOI: 10.1111/0022-1082.00204.
  4. 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.
  5. MacKinlay, A Craig & Pastor, Lubos, 2000, "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," The Review of Financial Studies, Society for Financial Studies, volume 13, issue 4, pages 883-916.

1999

  1. Suleyman Basak & Michael Gallmeyer, 1999, "Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium," Mathematical Finance, Wiley Blackwell, volume 9, issue 1, pages 1-30, January, DOI: 10.1111/1467-9965.00061.
  2. Doukas, John & Hall, Patricia H. & Lang, Larry H. P., 1999, "The pricing of currency risk in Japan," Journal of Banking & Finance, Elsevier, volume 23, issue 1, pages 1-20, January.
  3. Lang, Larry H. P. & Lee, Yi Tsung, 1999, "Performance of various transaction frequencies under call markets: The case of Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 7, issue 1, pages 23-39, February.
  4. 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.

1998

  1. Lang, Larry H. P. & Litzenberger, Robert H. & Luchuan Liu, Andy, 1998, "Determinants of interest rate swap spreads," Journal of Banking & Finance, Elsevier, volume 22, issue 12, pages 1507-1532, December.
  2. Larry Lang, 1998, "Association of Financial Economists 17th Annual Meeting, Boston, MA, January 7-9, 2000," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 19, issue 6, pages 385-385, DOI: 10.1002/(SICI)1099-1468(199809)19:6.

1997

  1. Arshanapalli, Bala & Doukas, John & Lang, Larry H. P., 1997, "Common volatility in the industrial structure of global capital markets," Journal of International Money and Finance, Elsevier, volume 16, issue 2, pages 189-209, April.

1996

  1. Chan, K C & Foresi, Silverio & Lang, Larry H P, 1996, "Does Money Explain Asset Returns? Theory and Empirical Analysis," Journal of Finance, American Finance Association, volume 51, issue 1, pages 345-361, March.
  2. Lang, Larry & Ofek, Eli & Stulz, Rene M., 1996, "Leverage, investment, and firm growth," Journal of Financial Economics, Elsevier, volume 40, issue 1, pages 3-29, January.

1995

  1. Lang, Larry & Poulsen, Annette & Stulz, Rene, 1995, "Asset sales, firm performance, and the agency costs of managerial discretion," Journal of Financial Economics, Elsevier, volume 37, issue 1, pages 3-37, January.
  2. Arshanapalli, Bala & Doukas, John & Lang, Larry H. P., 1995, "Pre and post-October 1987 stock market linkages between U.S. and Asian markets," Pacific-Basin Finance Journal, Elsevier, volume 3, issue 1, pages 57-73, May.

1994

  1. Lang, Larry H P & Stulz, Rene M, 1994, "Tobin's q, Corporate Diversification, and Firm Performance," Journal of Political Economy, University of Chicago Press, volume 102, issue 6, pages 1248-1280, December, DOI: 10.1086/261970.

1993

  1. Ramon P. DeGennaro & Larry H.P. Lang & James B. Thomson, 1993, "Troubled Savings and Loan Institutions: Turnaround Strategies Under Insolvency," Financial Management, Financial Management Association, volume 22, issue 3, Fall.

1992

  1. John, Kose & Lang, Larry H P & Netter, Jeffry, 1992, "The Voluntary Restructuring of Large Firms in Response to Performance Decline," Journal of Finance, American Finance Association, volume 47, issue 3, pages 891-917, July.
  2. Lang, Larry H P & Litzenberger, Robert H & Madrigal, Vicente, 1992, "Testing Financial Market Equilibrium under Asymmetric Information," Journal of Political Economy, University of Chicago Press, volume 100, issue 2, pages 317-348, April, DOI: 10.1086/261820.

1991

  1. John, Kose & Lang, Larry H P, 1991, "Insider Trading around Dividend Announcements: Theory and Evidence," Journal of Finance, American Finance Association, volume 46, issue 4, pages 1361-1389, September.
  2. Lang, Larry H. P. & Stulz, ReneM. & Walkling, Ralph A., 1991, "A test of the free cash flow hypothesis*1: The case of bidder returns," Journal of Financial Economics, Elsevier, volume 29, issue 2, pages 315-335, October.

1990

  1. Gilson, Stuart C. & John, Kose & Lang, Larry H. P., 1990, "Troubled debt restructurings*1: An empirical study of private reorganization of firms in default," Journal of Financial Economics, Elsevier, volume 27, issue 2, pages 315-353, October.

1989

  1. Lang, Larry H. P. & Stulz, ReneM. & Walkling, Ralph A., 1989, "Managerial performance, Tobin's Q, and the gains from successful tender offers," Journal of Financial Economics, Elsevier, volume 24, issue 1, pages 137-154, September.

1988

  1. Friend, Irwin & Lang, Larry H. P., 1988, "The size effect on stock returns : Is it simply a risk effect not adequately reflected by the usual measures?," Journal of Banking & Finance, Elsevier, volume 12, issue 1, pages 13-30, March.

Undated

  1. Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0, "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 791-833.

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