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Publications

by members of

Cornell University → SC Johnson College of Business

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. Pietro Bini & Lin William Cong & Xing Huang & Lawrence J. Jin, 2026, "Behavioral Economics of AI: LLM Biases and Corrections," NBER Working Papers, National Bureau of Economic Research, Inc, number 34745, Jan.
  2. Lin William Cong & Guanhao Feng & Jingyu He & Yuanzhi Wang, 2026, "Mosaics of Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 35158, Apr.
  3. Lin William Cong & Ke Tang & Jingyuan Wang, 2026, "AlphaPortfolio: Goal-Oriented Investment Management Through Deep Reinforcement Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 35195, May.
  4. Minhao Chen & Lin William Cong & Haoyu Gao & Andrew Karolyi & Hui Wang, 2026, "The Scientific Return of Biodiversity Conservation: Evidence from Fishing Bans Along the Yangtze River," NBER Working Papers, National Bureau of Economic Research, Inc, number 35535, Jul.
  5. David B. Huffman & Lamar Pierce & Alex Rees-Jones & Germán J. Reyes, 2026, "Competition and Anomalies Redux: Evidence from U.S. Auto Dealers," NBER Working Papers, National Bureau of Economic Research, Inc, number 35454, Jul.
  6. Robert A. Jarrow & Simon S. Kwok, 2026, "P-Bubbles, Q-Bubbles, and Risk Premia," Papers, arXiv.org, number 2608.01554, Aug.
  7. Robert Jarrow & Jayen Tan, 2026, "Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model," Papers, arXiv.org, number 2608.03925, Aug.

2025

  1. Matthew Baron & Luc Laeven & Julien Pénasse & Yevhenii Usenko, 2025, "Permanent Capital Losses after Banking Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 34288, Sep.
  2. Lin William Cong & Simon Mayer, 2025, "Strategic Digitization in Currency and Payment Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 33593, Mar.
  3. Lin William Cong & Eswar S. Prasad & Daniel Rabetti, 2025, "Financial and Informational Integration Through Oracle Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 33639, Apr.
  4. Lin William Cong & Zhiheng He & Ke Tang, 2025, "The Tokenomics of Staking," NBER Working Papers, National Bureau of Economic Research, Inc, number 33640, Apr.
  5. Lin William Cong & Stephen Q. Yang, 2025, "Understanding Patenting Disparities via Causal Human+Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 34197, Sep.
  6. Lin William Cong & Yao Lu & Hanqing Shi & Wu Zhu, 2025, "Automation-Induced Innovation Shift," NBER Working Papers, National Bureau of Economic Research, Inc, number 34240, Sep.
  7. Daniel J. Benjamin & Kristen B. Cooper & Ori Heffetz & Miles S. Kimball & Tushar Kundu, 2025, "What Do People Want?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33846, May.
  8. Ori Heffetz & Yehonatan Caspi, 2025, "Measuring Self-Reported Well-Being," NBER Working Papers, National Bureau of Economic Research, Inc, number 33847, May.
  9. Karen Grigorian & Robert Jarrow, 2025, "Differential Beliefs in Financial Markets Under Information Constraints: A Modeling Perspective," Papers, arXiv.org, number 2511.01486, Nov, revised Nov 2025.
  10. Craig Doidge & G. Andrew Karolyi & Kris Shen & René M. Stulz, 2025, "Are there too Few Publicly Listed Firms in the US?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33556, Mar.
  11. Carvalho, Leandro & de Walque, Damien B. C. M. & Lund, Crick & Schofield, Heather & Somville, Vincent & Wei, Jingyao, 2025, "Psychological Barriers to Participation in the Labor Market : Evidence from Rural Ghana," Policy Research Working Paper Series, The World Bank, number 11271, Dec.

2024

  1. Lin William Cong & Shiyang Huang & Douglas Xu, 2024, "The Rise of Factor Investing: "Passive" Security Design and Market Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 32016, Jan.
  2. Fukang Chen & Minhao Chen & Lin William Cong & Haoyu Gao & Jacopo Ponticelli, 2024, "Pricing the Priceless: The Financial Cost of Biodiversity Conservation," NBER Working Papers, National Bureau of Economic Research, Inc, number 32743, Jul.
  3. Sean S. Cao & Lin William Cong & Baozhong Yang, 2024, "Distributed Ledgers and Secure Multi-Party Computation for Financial Reporting and Auditing," NBER Working Papers, National Bureau of Economic Research, Inc, number 32763, Aug.
  4. Lin William Cong & Xiaohong Huang & Siguang Li & Jian Ni, 2024, "Cournot Competition, Informational Feedback, and Real Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 32944, Sep.
  5. Lin William Cong & Pulak Ghosh & Jiasun Li & Qihong Ruan, 2024, "Inflation Expectation and Cryptocurrency Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 32945, Sep.
  6. Lin William Cong & Tengyuan Liang & Xiao Zhang & Wu Zhu, 2024, "Textual Factors: A Scalable, Interpretable, and Data-driven Approach to Analyzing Unstructured Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 33168, Nov.
  7. Lin William Cong & Ke Tang & Danxia Xie & Weiyi Zhao, 2024, "FinTech Platforms and Asymmetric Network Effects: Theory and Evidence from Marketplace Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 33173, Nov.
  8. Wenlong Bian & Lin William Cong & Yang Ji, 2024, "The Rise of E-Wallet Super-Apps and Buy-Now-Pay-Later," NBER Working Papers, National Bureau of Economic Research, Inc, number 33178, Nov.
  9. Inbal Dekel & Rachel Cummings & Ori Heffetz & Katrina Ligett, 2024, "Privacy Elasticity: A (Hopefully) Useful New Concept," NBER Working Papers, National Bureau of Economic Research, Inc, number 32903, Sep.
  10. Ori Heffetz & Guy Lichtinger & Daniel B. Reeves, 2024, "Assessing Nonresponse Bias in Macro Indicators by Combining Para-, Administrative, and Survey Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 32935, Sep.
  11. Yannai A. Gonczarowski & Ori Heffetz & Guy Ishai & Clayton Thomas, 2024, "Describing Deferred Acceptance and Strategyproofness to Participants: Experimental Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 33020, Oct.
  12. Yi Chen & Adam Dearing & Michael Waldman, 2024, "Overcoming Discrimination: Harassment and Discrimination Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 33065, Oct.

2023

  1. Nir Chemaya & Lin William Cong & Emma Jorgensen & Dingyue Liu & Luyao Zhang, 2023, "A Dataset of Uniswap daily transaction indices by network," Papers, arXiv.org, number 2312.02660, Dec, revised Sep 2024.
  2. Lin William Cong & Yizhou Xiao, 2023, "Information Cascades and Threshold Implementation: Theory and An Application to Crowdfunding," NBER Working Papers, National Bureau of Economic Research, Inc, number 30820, Jan.
  3. Lin William Cong & Campbell R. Harvey & Daniel Rabetti & Zong-Yu Wu, 2023, "An Anatomy of Crypto-Enabled Cybercrimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 30834, Jan.
  4. Lin William Cong & Simon Mayer, 2023, "Data Union and Regulation in a Data Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 30881, Jan.
  5. Lin William Cong & Xiang Hui & Catherine Tucker & Luofeng Zhou, 2023, "Scaling Smart Contracts via Layer-2 Technologies: Some Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 30912, Feb.
  6. Lin William Cong & Ke Tang & Yanxin Wang & Xi Zhao, 2023, "Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem," NBER Working Papers, National Bureau of Economic Research, Inc, number 30949, Feb.
  7. Lin William Cong & Nathan Darden George & Guojun Wang, 2023, "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers, National Bureau of Economic Research, Inc, number 30967, Feb.
  8. Wenlong Bian & Lin William Cong & Yang Ji, 2023, "The Rise of E-Wallets and Buy-Now-Pay-Later: Payment Competition, Credit Expansion, and Consumer Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 31202, May.
  9. Lin William Cong & Siguang Li, 2023, "A Model of Influencer Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 31243, May.
  10. Qing Chang & Lin William Cong & Liyong Wang & Longtian Zhang, 2023, "Production, Trade, and Cross-Border Data Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 31416, Jun.
  11. Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023, "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31424, Jul.
  12. Chemaya, Nir & Cong, Lin William & Joergensen, Emma & Liu, Dingyue & Zhang, Luyao, 2023, "Uniswap Daily Transaction Indices by Network," OSF Preprints, Center for Open Science, number ube2z, Dec, DOI: 10.31219/osf.io/ube2z.
  13. Yannai A. Gonczarowski & Ori Heffetz & Clayton Thomas, 2023, "Strategyproofness-Exposing Descriptions of Matching Mechanisms," NBER Working Papers, National Bureau of Economic Research, Inc, number 31506, Jul.
  14. Daniel J. Benjamin & Kristen Cooper & Ori Heffetz & Miles S. Kimball, 2023, "From Happiness Data to Economic Conclusions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31727, Sep.
  15. Daniel J. Benjamin & Kristen Cooper & Ori Heffetz & Miles S. Kimball & Jiannan Zhou, 2023, "Adjusting for Scale-Use Heterogeneity in Self-Reported Well-Being," NBER Working Papers, National Bureau of Economic Research, Inc, number 31728, Sep.
  16. Johannes Abeler & David Huffman & Collin Raymond & David B. Huffman, 2023, "Incentive Complexity, Bounded Rationality and Effort Provision," CESifo Working Paper Series, CESifo, number 10541.
  17. Karen Grigorian & Robert A. Jarrow, 2023, "Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples," Papers, arXiv.org, number 2303.03573, Mar.
  18. Karen Grigorian & Robert Jarrow, 2023, "Filtration Reduction and Completeness in Jump-Diffusion Models," Papers, arXiv.org, number 2304.06202, Apr, revised Nov 2025.

2022

  1. Ziqiao Ao & Lin William Cong & Gergely Horvath & Luyao Zhang, 2022, "Is Decentralized Finance Actually Decentralized? An Interdisciplinary Framework Integrating Network Theory, Agent-Based Simulation, and Longitudinal Evidence from Aave, GHO Issuance, and Cross-Chain Expansion," Papers, arXiv.org, number 2206.08401, Jun, revised Aug 2026.
  2. Lin William Cong & Wayne Landsman & Edward Maydew & Daniel Rabetti, 2022, "Tax-Loss Harvesting with Cryptocurrencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 30716, Dec.
  3. Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022, "Growing the Efficient Frontier on Panel Trees," NBER Working Papers, National Bureau of Economic Research, Inc, number 30805, Dec.
  4. Inbal Dekel & Rachel Cummings & Ori Heffetz & Katrina Ligett, 2022, "The Privacy Elasticity of Behavior: Conceptualization and Application," NBER Working Papers, National Bureau of Economic Research, Inc, number 30215, Jul.
  5. Ori Heffetz & Matthew Rabin, 2022, "Estimating Perceptions of the Relative COVID Risk of Different Social-Distancing Behaviors from Respondents' Pairwise Assessments," NBER Working Papers, National Bureau of Economic Research, Inc, number 30493, Sep.
  6. Bnaya Dreyfuss & Ofer Glicksohn & Ori Heffetz & Assaf Romm, 2022, "Deferred Acceptance with News Utility," NBER Working Papers, National Bureau of Economic Research, Inc, number 30635, Nov.
  7. Christina L. Brown & Supreet Kaur & Geeta Kingdon & Heather Schofield, 2022, "Cognitive Endurance as Human Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 30133, Jun.

2021

  1. Laeven, Luc & Baron, Matthew & Penasse, Julien & Usenko, Yevhenii, 2021, "Investing in Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 15858, Feb.
  2. Lin William Cong & Ke Tang & Jingyuan Wang & Yang Zhang, 2021, "Deep Sequence Modeling: Development and Applications in Asset Pricing," Papers, arXiv.org, number 2108.08999, Aug.
  3. Lin William Cong & Charles M. C. Lee & Yuanyu Qu & Tao Shen, 2021, "Financing Entrepreneurship and Innovation in China," Papers, arXiv.org, number 2108.10982, Aug.
  4. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021, "Crypto Wash Trading," Papers, arXiv.org, number 2108.10984, Aug.
  5. Lin William Cong & Ke Tang & Bing Wang & Jingyuan Wang, 2021, "An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States," Papers, arXiv.org, number 2109.10009, Sep.
  6. Lin William Cong & Wenshi Wei & Danxia Xie & Longtian Zhang, 2021, "Endogenous Growth Under Multiple Uses of Data," Papers, arXiv.org, number 2109.10027, Sep.
  7. Lin William Cong & Danxia Xie & Longtian Zhang, 2021, "Knowledge Accumulation, Privacy, and Growth in a Data Economy," Papers, arXiv.org, number 2109.10028, Sep.
  8. Lin William Cong & Xiaohan Yang & Xiaobo Zhang, 2021, "Small and Medium Enterprises Amidst the Pandemic and Reopening: Digital Edge and Transformation," Working Papers, Center for Global Development, number 599, Dec.
  9. Daniel J. Benjamin & Jakina Debnam Guzman & Marc Fleurbaey & Ori Heffetz & Miles S. Kimball, 2021, "What Do Happiness Data Mean? Theory and Survey Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 28438, Feb.
  10. Ori Heffetz & Guy Ishai, 2021, "Which Beliefs? Behavior-Predictive Beliefs are Inconsistent with Information-Based Beliefs: Evidence from COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 29452, Nov.
  11. Björn Bartling & Ernst Fehr & David Huffman & Nick Netzer, 2021, "The complementarity between trust and contract enforcement," ECON - Working Papers, Department of Economics - University of Zurich, number 377, Jan, revised Oct 2024.
  12. Robert Jarrow & Philip Protter & Alejandra Quintos, 2021, "Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk," Papers, arXiv.org, number 2110.10936, Oct, revised Dec 2022.
  13. Thomas Jungbauer & Sean Nicholson & June Pan & Michael Waldman & Lucy Xiaolu Wang, 2021, "The Organization of Innovation: Incomplete Contracts and the Outsourcing Decision," NBER Working Papers, National Bureau of Economic Research, Inc, number 28379, Jan.

2020

  1. Matthew Baron & Emil Verner & Wei Xiong, 2020, "Banking Crises without Panics," NBER Working Papers, National Bureau of Economic Research, Inc, number 26908, Mar.
  2. Ori Heffetz & Daniel Reeves, 2020, "Measuring Unemployment in Crisis: Effects of COVID-19 on Potential Biases in the CPS," NBER Working Papers, National Bureau of Economic Research, Inc, number 28310, Dec.
  3. Naomi Feldman & Ori Heffetz, 2020, "A Grant to Every Citizen: Survey Evidence of the Impact of a Direct Government Payment in Israel," NBER Working Papers, National Bureau of Economic Research, Inc, number 28312, Dec.
  4. Uwe Sunde & Thomas Dohmen & Benjamin Enke & Armin Falk & David Huffman, 2020, "Patience and Comparative Development," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 035, Aug.
  5. Robert A. Jarrow & Rinald Murataj & Martin T. Wells & Liao Zhu, 2020, "The Low-volatility Anomaly and the Adaptive Multi-Factor Model," Papers, arXiv.org, number 2003.08302, Mar, revised Apr 2021.
  6. Liao Zhu & Robert A. Jarrow & Martin T. Wells, 2020, "Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model," Papers, arXiv.org, number 2011.04171, Nov, revised Apr 2021.
  7. Jarrow, Robert A. & Kwok, Simon S., 2020, "Inferring Financial Bubbles from Option Data," Working Papers, University of Sydney, School of Economics, number 2020-04, Apr, revised Jun 2021.
  8. Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2020, "The US Equity Valuation Premium, Globalization, and Climate Change Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 27022, Apr.
  9. Pedro Bessone & Gautam Rao & Frank Schilbach & Heather Schofield & Mattie Toma, 2020, "The Economic Consequences of Increasing Sleep Among the Urban Poor," NBER Working Papers, National Bureau of Economic Research, Inc, number 26746, Feb.

2019

  1. Cong, Lin W. & Li, Ye & Wang, Neng, 2019, "Token-Based Platform Finance," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-28, Nov.
  2. Lin William Cong & Zhiguo He & Jiasun Li, 2019, "Decentralized Mining in Centralized Pools," NBER Working Papers, National Bureau of Economic Research, Inc, number 25592, Feb.
  3. Bnaya Dreyfuss & Ori Heffetz & Matthew Rabin, 2019, "Expectations-Based Loss Aversion May Help Explain Seemingly Dominated Choices in Strategy-Proof Mechanisms," NBER Working Papers, National Bureau of Economic Research, Inc, number 26394, Oct.

2018

  1. Cong, Lin William & Li, Ye & Wang, Neng, 2018, "Tokenomics: Dynamic Adoption and Valuation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-15, Mar.
  2. Cong, Lin William & Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao, 2018, "Financing Entrepreneurship and Innovation in China: A Public Policy Perspective," Research Papers, Stanford University, Graduate School of Business, number 3733, Aug.
  3. Lin William Cong & Zhiguo He, 2018, "Blockchain Disruption and Smart Contracts," NBER Working Papers, National Bureau of Economic Research, Inc, number 24399, Mar.
  4. Lin William Cong & Sabrina T. Howell, 2018, "Policy Uncertainty and Innovation: Evidence from IPO Interventions in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 24657, May.
  5. Ori Heffetz, 2018, "Are Reference Points Merely Lagged Beliefs Over Probabilities?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24721, Jun.
  6. Ori Heffetz, 2018, "Expenditure Visibility and Consumer Behavior: New Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 25161, Oct.
  7. Armin Falk & Anke Becker & Thomas Dohmen & Benjamin Enke & David Huffman & Uwe Sunde, 2018, "Global Evidence on Economic Preferences," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_005, Mar.
  8. Björn Bartling & Ernst Fehr & David B. Huffman & Nick Netzer, 2018, "The Causal Effect of Trust," CESifo Working Paper Series, CESifo, number 7324.
  9. Huffman, David B. & Bognanno, Michael L., 2018, "High-Powered Performance Pay and Crowding out of Non-Monetary Motives," IZA Discussion Papers, IZA Network @ LISER, number 11920, Oct.
  10. Dohmen, Thomas & Falk, Armin & Huffman, David & Sunde, Uwe, 2018, "On the Relationship between Cognitive Ability and Risk Preference," Munich Reprints in Economics, University of Munich, Department of Economics, number 62830.
  11. Liao Zhu & Sumanta Basu & Robert A. Jarrow & Martin T. Wells, 2018, "High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model," Papers, arXiv.org, number 1804.08472, Apr, revised Dec 2021.
  12. Craig Doidge & Kathleen M. Kahle & G. Andrew Karolyi & René M. Stulz, 2018, "Eclipse of the Public Corporation or Eclipse of the Public Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24265, Jan.

2017

  1. Matthew Baron & Björn Hagströmer & Andrei Kirilenko, 2017, "Risk and Return in High-Frequency Trading," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_018, Dec.
  2. Cong, Lin William & Grenadier, Steven & Hu, Yunzhi, 2017, "Dynamic Interventions and Informational Linkages," Research Papers, Stanford University, Graduate School of Business, number 3398, Jun.
  3. Daniel J. Benjamin & Kristen Cooper & Ori Heffetz & Miles S. Kimball, 2017, "Challenges in Constructing a Survey-Based Well-Being Index," NBER Working Papers, National Bureau of Economic Research, Inc, number 23111, Jan.

2016

  1. Matthew Baron & Wei Xiong, 2016, "Credit Expansion and Neglected Crash Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 22695, Sep.
  2. Ori Heffetz & Daniel B. Reeves, 2016, "Difficulty to Reach Respondents and Nonresponse Bias: Evidence from Large Government Surveys," NBER Working Papers, National Bureau of Economic Research, Inc, number 22333, Jun.
  3. Ori Heffetz & Ted O'Donoghue & Henry S. Schneider, 2016, "Forgetting and Heterogeneity in Task Delay: Evidence from New York City Parking-Ticket Recipients," NBER Working Papers, National Bureau of Economic Research, Inc, number 23012, Dec.
  4. Armin Falk & Anke Becker & Thomas Dohmen & David Huffman & Uwe Sunde, 2016, "The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences," Working Papers, Human Capital and Economic Opportunity Working Group, number 2016-003, Feb.
  5. Thomas Dohmen & Benjamin Enke & Armin Falk & David Huffman & Uwe Sunde, 2016, "Patience and the Wealth of Nations," Working Papers, Human Capital and Economic Opportunity Working Group, number 2016-012, Apr.
  6. David Huffman & Raimond Maurer & Olivia S. Mitchell, 2016, "Time Discounting and Economic Decision-making among the Elderly," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp347, Sep.
  7. G. Andrew Karolyi & David T. Ng & Eswar S. PrasadAuthor-Workplace-Name: Cornell University, 2016, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," Working Papers, Hong Kong Institute for Monetary Research, number 042016, Mar.
  8. Michael Waldman & Ian Novos, 2016, "Piracy of Intellectual Property: Past, Present, and Future," Working Papers, eSocialSciences, number id:10575, Apr.

2015

  1. Falk, Armin & Dohmen, Thomas J & Sunde, Uwe & Huffman, David & Enke, Benjamin & Becker, Anke, 2015, "The Nature and Predictive Power of Preferences: Global Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 11006, Dec.
  2. Robert Jarrow & Philip Protter & Sergio Pulido, 2015, "The effect of trading futures on short sale constraints," Post-Print, HAL, number hal-02265269, Apr, DOI: 10.1111/mafi.12013.
  3. Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M., 2015, "The U.S. Listing Gap," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-07, May.

2014

  1. Rossi, Stefano & Grinstein, Yaniv, 2014, "Good Monitoring, Bad Monitoring," CEPR Discussion Papers, Centre for Economic Policy Research, number 9960, May.
  2. Robert A. Jarrow & Martin Larsson, 2014, "Informational Efficiency under Short Sale Constraints," Papers, arXiv.org, number 1401.1851, Jan.
  3. Waldman, Michael & Zax, Ori, 2014, "An exploration of the promotion signaling distortion," MPRA Paper, University Library of Munich, Germany, number 60656, Jul.

2013

  1. Ori Heffetz & John List, 2013, "Is the Endowment Effect an Expectations Effect?," Artefactual Field Experiments, The Field Experiments Website, number 00461.
  2. Daniel J. Benjamin & Ori Heffetz & Miles S. Kimball & Nichole Szembrot, 2013, "Aggregating Local Preferences to Guide Marginal Policy Adjustments," NBER Working Papers, National Bureau of Economic Research, Inc, number 18787, Feb.
  3. Daniel J. Benjamin & Ori Heffetz & Miles S. Kimball & Alex Rees-Jones, 2013, "Can Marginal Rates of Substitution Be Inferred from Happiness Data? Evidence from Residency Choices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18927, Mar.
  4. Ori Heffetz & Katrina Ligett, 2013, "Privacy and Data-Based Research," NBER Working Papers, National Bureau of Economic Research, Inc, number 19433, Sep.
  5. Jarrow, Robert & Kwok, Simon, 2013, "Specification Tests of Calibrated Option Pricing Models," Working Papers, University of Sydney, School of Economics, number 2013-08, May, revised Dec 2014.
  6. G. Andrew Karolyi & David T. Ng & Eswar S. Prasad, 2013, "The Coming Wave," Working Papers, Hong Kong Institute for Monetary Research, number 082013, Jun.
  7. Valerie Smeets & Michael Waldman & Frederic Warzynski, 2013, "Performance, Career Dynamics, and Span of Control," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2013-02, Feb.
  8. Waldman, Michael, 2013, "What Limits Indirect Appropriability?," MPRA Paper, University Library of Munich, Germany, number 44690, Feb.

2012

  1. Daniel J. Benjamin & Ori Heffetz & Miles S. Kimball & Nichole Szembrot, 2012, "Beyond Happiness and Satisfaction: Toward Well-Being Indices Based on Stated Preference," NBER Working Papers, National Bureau of Economic Research, Inc, number 18374, Sep.
  2. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2012, "Interpreting Time Horizon Effects in Inter-Temporal Choice," CESifo Working Paper Series, CESifo, number 3750.
  3. Erin Todd Bronchetti & Thomas S. Dee & David B. Huffman & Ellen Magenheim, 2012, "A Nudge Isn’t Always Enough," Issues in Brief, Center for Retirement Research, number ib2012-21, Dec, revised Dec 2012.
  4. Thomas Vischer & Thomas Dohmen & Armin Falk & David Huffman & Jürgen Schupp & Uwe Sunde & Gert G. Wagner, 2012, "Validating an Ultra-Short Survey Measure of Patience," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 499.
  5. Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M., 2012, "Financial Globalization and the Rise of IPOs outside the U.S," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-13, Jul.
  6. Michael Waldman & Sean Nicholson & Nodir Adilov, 2012, "Positive and Negative Mental Health Consequences of Early Childhood Television Watching," NBER Working Papers, National Bureau of Economic Research, Inc, number 17786, Jan.

2011

  1. Ori Heffetz & John A. List, 2011, "Is the Endowment Effect a Reference Effect?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16715, Jan.
  2. Dohmen, Thomas J. & Falk, Armin & Huffman, David & Sunde, Uwe & Schupp, Jürgen & Wagner, Gert G., 2011, "Individual risk attitudes: Measurement, determinants, and behavioral consequences," Munich Reprints in Economics, University of Munich, Department of Economics, number 20048.
  3. Erin Todd Bronchetti & Thomas S. Dee & David B. Huffman & Ellen Magenheim, 2011, "When a Nudge Isn't Enough: Defaults and Saving Among Low-Income Tax Filers," NBER Working Papers, National Bureau of Economic Research, Inc, number 16887, Mar.
  4. Robert Jarrow & Younes Kchia & Philip Protter, 2011, "Is there a bubble in LinkedIn's stock price?," Papers, arXiv.org, number 1105.5717, May.
  5. Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M., 2011, "The U.S. Left Behind: The Rise of IPO Activity around the World," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-8, Mar.

2010

  1. Daniel J. Benjamin & Ori Heffetz & Miles S. Kimball & Alex Rees-Jones, 2010, "Do People Seek to Maximize Happiness? Evidence from New Surveys," NBER Working Papers, National Bureau of Economic Research, Inc, number 16489, Oct.
  2. Lorenz Goette & David Huffman, 2010, "Do Emotions Improve Labor Market Outcomes?," Working Papers, eSocialSciences, number id:2743, Aug.
  3. Lorenz Goette & David Huffman & Stephan Meier & Matthias Sutter, 2010, "Group Membership, Competition, and Altruistic versus Antisocial Punishment: Evidence from Randomly Assigned Army Groups," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2010-24, Sep.
  4. Altmann, Steffen & Falk, Armin & Huffman, David B., 2010, "Implicit Contracts, Unemployment, and Labor Market Segmentation," IZA Discussion Papers, IZA Network @ LISER, number 5001, Jun.
  5. Xin Guo & Robert A Jarrow & Adrien de Larrard, 2010, "The economic default time and the Arcsine law," Papers, arXiv.org, number 1012.0843, Dec, revised Jan 2011.
  6. G. Andrew Karolyi & Rose C. Liao, 2010, "What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions?," Working Papers, Fondazione Eni Enrico Mattei, number 2010.38, Apr.

2009

  1. Heffetz, Ori & Shayo, Moses, 2009, "How Large Are Non-Budget-Constraint Effects Of Prices On Demand?," Working Papers, American Association of Wine Economists, number 53882, Jul, DOI: 10.22004/ag.econ.53882.
  2. Johannes Abeler & Armin Falk & Lorenz Götte & David Huffman, 2009, "Reference Points and Effort Provision," CESifo Working Paper Series, CESifo, number 2585.
  3. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2009, "Are Risk Aversion and Impatience Related to Cognitive Ability?," CESifo Working Paper Series, CESifo, number 2620.
  4. Thomas Dohmen & Armin Falk & David Huffman & Felix Marklein & Uwe Sunde, 2009, "Biased Probability Judgment: Evidence of Incidence and Relationship to Economic Outcomes From a Representative Sample," Post-Print, HAL, number hal-00723191, Aug, DOI: 10.1016/j.jebo.2009.07.014.
  5. Dohmen, Thomas J. & Falk, Armin & Huffman, David & Sunde, Uwe, 2009, "The intergenerational transmission of attitudes," Munich Reprints in Economics, University of Munich, Department of Economics, number 20054.
  6. Dohmen, Thomas J. & Falk, Armin & Huffman, David & Sunde, Uwe, 2009, "Homo Reciprocans: Survey Evidence on Behavioural Outcomes," Munich Reprints in Economics, University of Munich, Department of Economics, number 20055.
  7. Dohmen, T.J. & Falk, A. & Huffman, D. & Marklein, F. & Sunde, U., 2009, "The non-use of Bayes rule: representative evidence on bounded rationality," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 038, Jan, DOI: 10.26481/umamet.2009038.
  8. Hazer Inaltekin & Robert Jarrow & Mehmet Saglam & Yildiray Yildirim, 2009, "Housing Market Microstructure," Papers, arXiv.org, number 0907.1853, Jul.
  9. Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M., 2009, "Why Do Foreign Firms Leave U.S. Equity Markets?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-3, Apr.

2008

  1. Armin Falk & David Huffman & W. Bentley MacLeod, 2008, "Institutions and Contract Enforcement," CESifo Working Paper Series, CESifo, number 2284.
  2. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2008, "The Intergenerational Transmission of Risk and Trust Attitudes," CESifo Working Paper Series, CESifo, number 2307.
  3. Dohmen, Thomas J. & Falk, Armin & Huffman, David & Sunde, Uwe, 2008, "Representative trust and reciprocity: Prevalence and determinants," Munich Reprints in Economics, University of Munich, Department of Economics, number 20057.
  4. Borghans, L. & ter Weel, B.J., 2008, "Understanding the technology of computer technology diffusion: explaining computer adoption patterns and implications for the wage structure," ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA), number 008, Jan, DOI: 10.26481/umaror.2008008.
  5. Dohmen, T.J. & Falk, A. & Huffman, D. & Marklein, F. & Sunde, U., 2008, "Biased probability judgment: representative evidence for pervasiveness and economic outcomes," ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA), number 009, Jan, DOI: 10.26481/umaror.2008009.
  6. Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene, 2008, "Why Do Foreign Firms Leave U.S. Equity Markets? An Analysis of Deregistrations under SEC Exchange Act Rule 12h-6," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-14, Aug.
  7. Karolyi, G. Andrew, 2008, "Discussion of 'A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002'," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-23, Nov.
  8. Dennis W. Carlton & Michael Waldman, 2008, "Safe Harbors for Quantity Discounts and Bundling," EAG Discussions Papers, Department of Justice, Antitrust Division, number 200801, Jan.
  9. Dennis W. Carlton & Patrick Greenlee & Michael Waldman, 2008, "Assessing the Anticompetitive Effects of Multiproduct Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 14199, Jul.

2007

  1. Nicholas Barberis & Ming Huang, 2007, "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 12936, Feb.
  2. David A. Jaeger & Holger Bonin & Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2007, "Direct Evidence on Risk Attitudes and Migration," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 0703, Mar.
  3. Gagnon, Louis & Karolyi, G. Andrew, 2007, "Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-11, Jan.
  4. Karolyi, G. Andrew, 2007, "An Assessment of Terrorism-Related Investing Strategies," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-15, Jul.
  5. Karolyi, G. Andrew & Lee, Kuan Hui & van Dijk, Mathijs A., 2007, "Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-16, Sep.
  6. Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene, 2007, "Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices over Time," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-9, Jul.
  7. Dennis W. Carlton & Joshua S. Gans & Michael Waldman, 2007, "Why Tie A Product Consumers Do Not Use?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13339, Aug.
  8. Waldman, Michael, 2007, "Theory and evidence in internal labor markets," MPRA Paper, University Library of Munich, Germany, number 5113, Oct.

2006

  1. Lucian A. Bebchuk & Yaniv Grinstein & Urs Peyer, 2006, "Lucky CEOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 12771, Dec.
  2. Lucian A. Bebchuk & Yaniv Grinstein & Urs Peyer, 2006, "Lucky Directors," NBER Working Papers, National Bureau of Economic Research, Inc, number 12811, Dec.
  3. Nicholas Barberis & Ming Huang, 2006, "The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 12378, Jul.
  4. Wagner, Gert Georg & Falk, Armin & Dohmen, Thomas J & Sunde, Uwe & Schupp, Jürgen & Huffman, David, 2006, "Individual Risk Attitudes: New Evidence from a Large, Representative, Experimentally-Validated Survey," CEPR Discussion Papers, Centre for Economic Policy Research, number 5517, Feb.
  5. Falk, Armin & Dohmen, Thomas J & Sunde, Uwe & Huffman, David, 2006, "Homo Reciprocans: Survey Evidence on Prevalence, Behaviour and Success," CEPR Discussion Papers, Centre for Economic Policy Research, number 5789, Aug.
  6. Falk, Armin & Dohmen, Thomas J & Sunde, Uwe & Huffman, David, 2006, "Seemingly Irrelevant Events Affect Perceptions and Expectations - The FIFA World Cup 2006 as a Natural Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 5851, Sep.
  7. Lorenz Goette & David Huffman & Stephan Meier, 2006, "The impact of group membership on cooperation and norm enforcement: evidence using random assignment to real social groups," Working Papers, Federal Reserve Bank of Boston, number 06-7.
  8. Bonin, Holger & Dohmen, Thomas & Falk, Armin & Huffman, David B. & Sunde, Uwe, 2006, "Cross-sectional Earnings Risk and Occupational Sorting: The Role of Risk Attitudes," IZA Discussion Papers, IZA Network @ LISER, number 1930, Jan.
  9. Dohmen, Thomas & Falk, Armin & Huffman, David B. & Sunde, Uwe, 2006, "Seemingly Irrelevant Events Affect Economic Perceptions and Expectations: The FIFA World Cup 2006 as a Natural Experiment," IZA Discussion Papers, IZA Network @ LISER, number 2275, Aug.
  10. Falk, Armin & Huffman, David B., 2006, "Studying Labor Market Institutions in the Lab: Minimum Wages, Employment Protection and Workfare," IZA Discussion Papers, IZA Network @ LISER, number 2310, Sep.
  11. Götte, Lorenz & Huffman, David B., 2006, "Incentives and the Allocation of Effort Over Time: The Joint Role of Affective and Cognitive Decision Making," IZA Discussion Papers, IZA Network @ LISER, number 2400, Oct.
  12. Falk, Armin & Huffman, David B. & Sunde, Uwe, 2006, "Self-Confidence and Search," IZA Discussion Papers, IZA Network @ LISER, number 2525, Dec.
  13. Falk, Armin & Huffman, David B. & Sunde, Uwe, 2006, "Do I Have What It Takes? Equilibrium Search with Type Uncertainty and Non-Participation," IZA Discussion Papers, IZA Network @ LISER, number 2531, Dec.
  14. Antje Berndt & Robert Jarrow & ChoongOh Kang, 2006, "Restructuring Risk in Credit Default Swaps: An Empirical Analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2006-E30, Dec.
  15. Gagnon, Louis & Karolyi, G. Andrew, 2006, "Price and Volatility Transmission across Borders," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-5, May.
  16. Karolyi, G. Andrew, 2006, "The Consequences of Terrorism for Financial Markets: What Do We Know?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-6, May.
  17. Hou, Kewei & Karolyi, G. Andrew & Kho, Bong Chan, 2006, "What Factors Drive Global Stock Returns?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-9, May.
  18. Michael Waldman & Sean Nicholson & Nodir Adilov, 2006, "Does Television Cause Autism?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12632, Oct.
  19. Morita, Hodaka & Waldman, Michael, 2006, "Competition, Monopoly Maintenance, and Consumer Switching Costs," MPRA Paper, University Library of Munich, Germany, number 1426, Nov.
  20. DeVaro, Jed & Waldman, Michael, 2006, "The signaling role of promotions: Further theory and empirical evidence," MPRA Paper, University Library of Munich, Germany, number 1550, Dec.
  21. Adilov, Nodir & Waldman, Michael, 2006, "Optimal copyright length and ex post investment: a Mickey Mouse approach," MPRA Paper, University Library of Munich, Germany, number 1551, Aug.

2005

  1. Lucian Bebchuk & Yaniv Grinstein, 2005, "Firm Expansion and CEO Pay," NBER Working Papers, National Bureau of Economic Research, Inc, number 11886, Dec.
  2. Lucian Bebchuk & Yaniv Grinstein, 2005, "The Growth of Executive Pay," NBER Working Papers, National Bureau of Economic Research, Inc, number 11443, Jun.
  3. Götte, Lorenz & Huffman, David B., 2005, "Affect as a Source of Motivation in the Workplace: A New Model of Labor Supply, and New Field Evidence on Income Targeting and the Goal Gradient," IZA Discussion Papers, IZA Network @ LISER, number 1890, Dec.
  4. Karolyi, G. Andrew & Martell, Rodolfo, 2005, "Terrorism and the Stock Market," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-19, Nov.
  5. Doidge, Craig & Karolyi, G. Andrew & Lins, Karl V. & Millers, Darius P. & Stulz, Rene M., 2005, "Private Benefits of Control, Ownership, and the Cross-Listing Decision," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-2, Feb.
  6. Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005, "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-4, Feb.
  7. Dennis W. Carlton & Michael Waldman, 2005, "Tying, Upgrades, and Switching Costs in Durable-Goods Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11407, Jun.

2004

  1. Huffman, David B. & Barenstein, Matias, 2004, "Riches to Rags Every Month? The Fall in Consumption Expenditures Between Paydays," IZA Discussion Papers, IZA Network @ LISER, number 1430, Dec.
  2. Umut Cetin & Robert Jarrow & Philip Protter & Yildiray Yildirim, 2004, "Modeling Credit Risk with Partial Information," Papers, arXiv.org, number math/0407060, Jul.
  3. Feng Zhao & Robert Jarrow & Haitao Li, 2004, "Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 431, Aug.
  4. Goto, Mika & Karolyi, G. Andrew, 2004, "Understanding Electricity Price Volatility within and across Markets," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-12, Jul.
  5. Karolyi, G. Andrew, 2004, "The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-14, Aug.
  6. Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M., 2004, "Why Do Countries Matter So Much for Corporate Governance?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-16, Aug.
  7. Bailey, Warren & Karolyi, G. Andrew & Salva, Carolina, 2004, "The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-7, Jun.
  8. Gagnon, Louis & Karolyi, G. Andrew, 2004, "Multi-market Trading and Arbitrage," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-9, Jun.
  9. Bartram, Sohnke M. & Karolyi, G. Andrew, 2004, "The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-3, Sep.
  10. Michael Waldman, 2004, "Antitrust Perspectives for Durable-Goods Markets," CESifo Working Paper Series, CESifo, number 1306.
  11. Suman Ghosh & Michael Waldman, 2004, "Standard Promotion Practices vs Up-Or-Out Contracts," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 132, Sep.

2003

  1. Nicholas Barberis & Ming Huang & Richard Thaler, 2003, "Individual Preferences, Monetary Gambles and the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 9997, Sep.
  2. Götte, Lorenz & Huffman, David B. & Fehr, Ernst, 2003, "Loss Aversion and Labor Supply," IZA Discussion Papers, IZA Network @ LISER, number 927, Nov.
  3. Anthony Sanders & Bond Shaun & Karolyi Andrew, 2003, "International Real Estate Returns: A Multifactor, Multicountry Approach," ERES, European Real Estate Society (ERES), number eres2003_255, Jun.
  4. Gibbons, Robert & Waldman, Michael, 2003, "Enriching a Theory of Wage and Promotion Dynamics Inside Firms," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4324-03, Aug.

2002

  1. Huffman, David & Quigley, John M., 2002, "The Role of the University in Attracting High Tech Entrepreneurship: A Silicon Valley Tale," Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy, number qt39p8c937, May.
  2. G. Andrew Karolyi & Rene M. Stulz, 2002, "Are Financial Assets Priced Locally or Globally?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8994, Jun.

2001

  1. Nicholas Barberis & Ming Huang, 2001, "Mental Accounting, Loss Aversion, and Individual Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 8190, Mar.
  2. Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2001, "A new approach to measuring financial contagion," Proceedings, Federal Reserve Bank of Chicago, number 743.
  3. Craig Doidge & G. Andrew Karolyi & Rene M. Stulz, 2001, "Why are Foreign Firms Listed in the U.S. Worth More?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8538, Oct.
  4. Dennis W. Carlton & Michael Waldman, 2001, "Competition, Monopoly, and Aftermarkets," NBER Working Papers, National Bureau of Economic Research, Inc, number 8086, Jan.

1998

  1. Robert Gibbons & Michael Waldman, 1998, "A Theory of Wage and Promotion Dynamics in Internal Labor Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 6454, Mar.
  2. Dennis W. Carlton & Michael Waldman, 1998, "The Strategic Use of Tying to Preserve and Create Market Power in Evolving Industries," NBER Working Papers, National Bureau of Economic Research, Inc, number 6831, Dec.

1996

  1. Jeremy Bulow & Ming Huang & Paul Klemperer, 1996, "Toeholds and Takeovers," Finance, University Library of Munich, Germany, number 9608001, Aug.
  2. Eric Jacquier & Robert Jarrow, 1996, "Model Error in Contingent Claim Models Dynamic Evaluation," CIRANO Working Papers, CIRANO, number 96s-12, Mar.
  3. Robert Jarrow & Stuart Turnbull, 1996, "An Integrated Approach to Hedging and Pricing Eurodollar Derivatives," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-25, May.

1992

  1. K.C. Chan & G. Andrew Karolyi & Rene M. Stulz, 1992, "Global Financial Markets and the Risk Premium on U.S. Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 4074, May.

1991

  1. Laurence K. Eisenberg & Robert A. Jarrow, 1991, "Option pricing with random volatilities in complete markets," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 91-16.

1990

  1. Michael Waldman, 1990, "A Signalling Explanation for Seniority Based Promotions and Other Labor Market Puzzles," UCLA Economics Working Papers, UCLA Department of Economics, number 599, Dec.
  2. Oh, S. & Waldman, M., 1990, "The Macroeconomic Effects Of False Announcements," Papers, California Los Angeles - Applied Econometrics, number 17.
  3. Oh, S. & Waldman, M., 1990, "Aggregate Fluctuations And False Announcements: The Role Of Expectations," Papers, California Los Angeles - Applied Econometrics, number 30.

1989

  1. Michael Waldman, 1989, "Up-or-Out Contracts: A Signaling Perspective," UCLA Economics Working Papers, UCLA Department of Economics, number 556, Apr.
  2. Seongwan Oh & Michael Waldman, 1989, "The New Perspective on Keynesian Coordination Failure: Theory and Evidence," UCLA Economics Working Papers, UCLA Department of Economics, number 559, May.
  3. Seonghwan Oh & Michael Waldman, 1989, "Keynesian Coordination Failure and Persistence," UCLA Economics Working Papers, UCLA Department of Economics, number 570, Aug.

1988

  1. Michael Waldman, 1988, "What Would Darwin Say About Rational Expectations?," UCLA Economics Working Papers, UCLA Department of Economics, number 478, May.
  2. Michael Waldman, 1988, "Interpreting Evidence on Returns to Tenure: The Significance of Quasi-Specific Human Capital," UCLA Economics Working Papers, UCLA Department of Economics, number 479, May.
  3. Michael Waldman, 1988, "The Simple Case of Entry Deterrence Reconsidered," UCLA Economics Working Papers, UCLA Department of Economics, number 517, Sep.
  4. Neil Bruce & Michael Waldman, 1988, "Transfers in Kind: Why They Can Be Efficient and Non-Paternalistic," UCLA Economics Working Papers, UCLA Department of Economics, number 532, Nov.

1987

  1. Sule Ozler & Michael Waldman, 1987, "Border Enforcement Versus Internal Enforcement: A Study in the Economics of Illegal Migration," UCLA Economics Working Papers, UCLA Department of Economics, number 443, May.
  2. Michael Waldman, 1987, "Underinvestment in Entry Deterrence: When and Why," UCLA Economics Working Papers, UCLA Department of Economics, number 456, Oct.

1986

  1. John Haltiwanger & Michael Waldman, 1986, "Limited Rationality and Synergism: The IMplications for Macroeconomics," UCLA Economics Working Papers, UCLA Department of Economics, number 389, Apr.
  2. John Haltiwanger & Michael Waldman, 1986, "The Role of Altruism in Economic Interaction," UCLA Economics Working Papers, UCLA Department of Economics, number 391, Feb.
  3. Neil Bruce & Michael Waldman, 1986, "The Rotten-Kid Theorem Meets the Samaritan's Dilemma," UCLA Economics Working Papers, UCLA Department of Economics, number 402, May.
  4. Ian E. Novos & Michael Waldman, 1986, "Complementarity and Partial Nonexcludability: An Analysis of the Software/Computer Market," UCLA Economics Working Papers, UCLA Department of Economics, number 403, May.
  5. Ian E. Novos & Michael Waldman, 1986, "The Emergence of Copying Technologies: What Have We Learned," UCLA Economics Working Papers, UCLA Department of Economics, number 408, Jun.

1985

  1. John Haltiwanger & Michael Waldman, 1985, "Rational Expectations in the Aggregate," UCLA Economics Working Papers, UCLA Department of Economics, number 327, Apr.
  2. John Haltiwanger & Michael Waldman, 1985, "The Pros and Cons of Renegotiation," UCLA Economics Working Papers, UCLA Department of Economics, number 338, Jul.
  3. Michael Waldman, 1985, "Noncooperative Entry Deterrence, Uncertainty, and the Free Rider Problem," UCLA Economics Working Papers, UCLA Department of Economics, number 364, Sep.
  4. John Haltiwanger & Michael Waldman, 1985, "Insurance and Labor Market Contracting: An Analysis of the Capital Market Assumption," UCLA Economics Working Papers, UCLA Department of Economics, number 370, Jun.
  5. Michael Waldman, 1985, "Information on Worker Ability: An Analysis of Inverstment Within the Firm," UCLA Economics Working Papers, UCLA Department of Economics, number 375, Jul.

1984

  1. John Haltiwanger & Michael Waldman, 1984, "Insurance Aspects of Labor Market Contracting: An Overview," UCLA Economics Working Papers, UCLA Department of Economics, number 348, Oct.
  2. Michael Waldman, 1984, "The Role of Integrity in Economic Interaction," UCLA Economics Working Papers, UCLA Department of Economics, number 350, Oct.

1983

  1. Michael Waldman, 1983, "Optimal Pricing Given Transaction Costs: The Case of Reserve Versus General Admission Seating," UCLA Economics Working Papers, UCLA Department of Economics, number 284, May.
  2. Michael Waldman, 1983, "Job Assignments, Signalling nad Efficiency," UCLA Economics Working Papers, UCLA Department of Economics, number 286, Feb.
  3. John Haltiwanger & Michael Waldman, 1983, "Interpreting Real World Contracts: An Investigation of Ex Post Mutually Beneficial Agreements," UCLA Economics Working Papers, UCLA Department of Economics, number 290, Apr.
  4. Ian Novos & Michael Waldman, 1983, "The Social Welfare Consequences of Limiting Nonexcludability: An Analytical Approach," UCLA Economics Working Papers, UCLA Department of Economics, number 295, Jun.
  5. John Haltiwanger & Michael Waldman, 1983, "Why Bad Wokers Receive Raises," UCLA Economics Working Papers, UCLA Department of Economics, number 301, Sep.
  6. John Haltiwanger & Michael Waldman, 1983, "Rational Expectations and the Limits of Rationality: An Analysis of Heterogeneity," UCLA Economics Working Papers, UCLA Department of Economics, number 303, Dec.
  7. Michael Waldman, 1983, "Limited Collusion and Entry Deterence," UCLA Economics Working Papers, UCLA Department of Economics, number 306, Oct.

Undated

  1. Cong, Lin William & Yang, Xiaohan & Zhang, Xiaobo, undated, "SMEs Amidst the Pandemic and Reopening: Digital Edge and Transformation," Applied Economics and Policy Working Paper Series, Cornell University, Department of Applied Economics and Management, number 317045, DOI: 10.22004/ag.econ.317045.
  2. Cong, Lin William & Mayer, Simon, undated, "The Coming Battle of Digital Currencies," Applied Economics and Policy Working Paper Series, Cornell University, Department of Applied Economics and Management, number 320020, DOI: 10.22004/ag.econ.320020.
  3. Nicholas Barberis & Ming Huang & Tano Santos, undated, "Prospect Theory and Asset Prices," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 494.
  4. G. Andrew Karolyi & Rene Stulz, undated, "Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS," Research in Financial Economics, Ohio State University, number 9501.
  5. Stephen A. Buser & G. Andrew Karolyi & Anthony B. Sanders, undated, "Adjusted Forward Rates as Predictors of Future Spot Rates," Research in Financial Economics, Ohio State University, number 9605.
  6. Stephen R. Foerster & G. Andrew Karolyi, undated, "The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US," Research in Financial Economics, Ohio State University, number 9606.
  7. John M. Griffin & G. Andrew Karolyi, undated, "Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies," Research in Financial Economics, Ohio State University, number 9608.
  8. Ari Gerstle & Michael Waldman, undated, "Mergers In Durable-Goods Industries: A Re-Examination Of Market Power And Welfare Effects," American Law & Economics Association Annual Meetings, American Law & Economics Association, number 1038.

Journal articles

2026

  1. Matthew Baron & Luc Laeven & Julien Pénasse & Yevhenii Usenko, 2026, "Permanent Capital Losses after Banking Crises," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 141, issue 1, pages 667-732.
  2. Carvalho, Leandro & de Walque, Damien & Lund, Crick & Schofield, Heather & Somville, Vincent & Wei, Jingyao, 2026, "Psychological barriers to participation in the labor market: Evidence from rural Ghana," Journal of Development Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.jdeveco.2026.103734.
  3. Barrett, Christopher B. & Schofield, Heather, 2026, "On risk-based poverty traps," World Development, Elsevier, volume 201, issue C, DOI: 10.1016/j.worlddev.2026.107317.

2025

  1. Matthew Baron & Emil Verner & Wei Xiong, 2025, "Banking Crises Without Panics," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 136, issue 1, pages 51-113.
  2. Johannes Abeler & David Huffman & Collin Raymond, 2025, "Incentive Complexity, Bounded Rationality, and Effort Provision," American Economic Review, American Economic Association, volume 115, issue 12, pages 4404-4437, December, DOI: 10.1257/aer.20230751.
  3. Huffman, David & Kohno, Garrett & Madiès, Pauline & Vogrinec, Spencer & Wang, Stephanie W. & Yagnaraman, Dhwani, 2025, "Measuring social norm variation across contexts: Replication and comparison to alternative methods," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105097.
  4. Hilscher, Jens & Jarrow, Robert A. & van Deventer, Donald R., 2025, "The Valuation of Corporate Coupon Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 5, pages 2259-2292, August.
  5. Karen Grigorian & Robert A. Jarrow, 2025, "No arbitrage for a special class of filtration expansions," Annals of Finance, Springer, volume 21, issue 1, pages 45-68, March, DOI: 10.1007/s10436-024-00458-1.
  6. Robert A. Jarrow, 2025, "Digital assets, bubbles, and derivative prices," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-16, October, DOI: 10.1007/s11147-025-09220-9.
  7. Nicola Fusari & Robert Jarrow & Sujan Lamichhane, 2025, "Testing for Asset Price Bubbles Using Options Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 4, pages 807-821, October, DOI: 10.1080/07350015.2024.2429470.
  8. David Wu & Robert Jarrow, 2025, "The Treasury — SOFR Swap Spread Puzzle Explained," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-32, December, DOI: 10.1142/S2010139226500011.
  9. Yao Lu, 2025, "The Spillover Effect of Liquidity Transparency on Liquidity Holdings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 63, issue 4, pages 1583-1627, September, DOI: 10.1111/1475-679X.12602.
  10. Christina Brown & Supreet Kaur & Geeta Kingdon & Heather Schofield, 2025, "Cognitive Endurance as Human Capital," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 140, issue 2, pages 943-1002.
  11. Jungbauer, Thomas & Waldman, Michael, 2025, "Actions and signals," Journal of Economic Theory, Elsevier, volume 230, issue C, DOI: 10.1016/j.jet.2025.106100.
  12. 森田, 穂高 & MORITA, Hodaka & 石川, 城太 & ISHIKAWA, Jota & 椋, 寛 & MUKUNOKI, Hiroshi & ウォルドマン, マイケル & WALDMAN, Michael & 荒, 知宏 & ARA, Tomohiro, 2025, "生産後サービスの経済分析, Economic Analyses of Post-Production Services," Economic Review, Hitotsubashi University, volume 76, issue 1, pages 1-1, April.
  13. Michael Waldman & Zhenda Yin, 2025, "Promotions, Adverse Selection, and Efficiency," Journal of Labor Economics, University of Chicago Press, volume 43, issue 1, pages 121-159, DOI: 10.1086/726065.

2024

  1. Agarwal, Isha & Baron, Matthew, 2024, "Inflation and Disintermediation," Journal of Financial Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jfineco.2024.103902.
  2. Lin William Cong & Yizhou Xiao, 2024, "Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding," Journal of Finance, American Finance Association, volume 79, issue 1, pages 579-629, February, DOI: 10.1111/jofi.13294.
  3. Claessens, Stijn & Cong, Lin William & Moshirian, Fariborz & Park, Cyn-Young, 2024, "Opportunities and challenges associated with the development of FinTech and Central Bank Digital Currency," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101280.
  4. Yao Zhong & Tengbin Li & Krzysztof Przystupa & Cong Lin & Guangrun Yang & Sen Yang & Orest Kochan & Jarosław Sikora, 2024, "Spatiotemporal Correlation Analysis for Predicting Current Transformer Errors in Smart Grids," Energies, MDPI, volume 17, issue 7, pages 1-14, March.
  5. Lin William Cong & Xiaohan Yang & Xiaobo Zhang, 2024, "Small and Medium Enterprises Amidst the Pandemic and Reopening: Digital Edge and Transformation," Management Science, INFORMS, volume 70, issue 7, pages 4564-4582, July, DOI: 10.1287/mnsc.2023.02424.
  6. Lin William Cong & Kay Giesecke & Cami Kuhnen, 2024, "Call for Papers— Management Science Virtual Special Issue on Digital Finance," Management Science, INFORMS, volume 70, issue 8, pages 1-1, August, DOI: 10.1287/mnsc.2024.call.v70.n8.
  7. Robert Jarrow & Philip Protter & Alejandra Quintos, 2024, "Computing the probability of a financial market failure: a new measure of systemic risk," Annals of Operations Research, Springer, volume 336, issue 1, pages 481-503, May, DOI: 10.1007/s10479-022-05146-9.
  8. Robert A. Jarrow & Simon S. Kwok, 2024, "A study on asset price bubble dynamics: explosive trend or quadratic variation?," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 5, pages 613-626, May, DOI: 10.1080/14697688.2024.2342897.
  9. David Wu & Robert Jarrow, 2024, "Fitting Dynamically Consistent Forward Rate Curves: Algorithm And Comparison," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 05n06, pages 1-23, September, DOI: 10.1142/S0219024924500213.
  10. Karen Grigorian & Robert A. jarrow, 2024, "Option Pricing in an Incomplete Market," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 1-16, September, DOI: 10.1142/S2010139224500095.
  11. Robert A. Jarrow, 2024, "A Credit Spread Decomposition: A Resolution of the Credit Spread Puzzle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 1-14, December, DOI: 10.1142/S2010139224500162.

2023

  1. Cong, Lin William & Landsman, Wayne & Maydew, Edward & Rabetti, Daniel, 2023, "Tax-loss harvesting with cryptocurrencies," Journal of Accounting and Economics, Elsevier, volume 76, issue 2, DOI: 10.1016/j.jacceco.2023.101607.
  2. Cong, Lin William & George, Nathan Darden & Wang, Guojun, 2023, "RIM-based value premium and factor pricing using value-price divergence," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106812.
  3. Bruno Biais & Agostino Capponi & Lin William Cong & Vishal Gaur & Kay Giesecke, 2023, "Advances in Blockchain and Crypto Economics," Management Science, INFORMS, volume 69, issue 11, pages 6417-6426, November, DOI: 10.1287/mnsc.2023.intro.v69.n11.
  4. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2023, "Crypto Wash Trading," Management Science, INFORMS, volume 69, issue 11, pages 6427-6454, November, DOI: 10.1287/mnsc.2021.02709.
  5. Lin William Cong & Xiang Hui & Catherine Tucker & Luofeng Zhou, 2023, "Scaling Smart Contracts via Layer-2 Technologies: Some Empirical Evidence," Management Science, INFORMS, volume 69, issue 12, pages 7306-7316, December, DOI: 10.1287/mnsc.2023.00281.
  6. Fan, Sijia & Ge, Qi & Ho, Benjamin & Ma, Lirong, 2023, "Sorry Doesn't Cut It, or Does It? Insights from Stock Market Responses to Corporate Apologies," Journal of Economic Behavior & Organization, Elsevier, volume 205, issue C, pages 68-86, DOI: 10.1016/j.jebo.2022.11.004.
  7. Armin Falk & Anke Becker & Thomas Dohmen & David Huffman & Uwe Sunde, 2023, "The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences," Management Science, INFORMS, volume 69, issue 4, pages 1935-1950, April, DOI: 10.1287/mnsc.2022.4455.
  8. David Huffman, 2023, "Relational Contracting: Complementarities with Behavioral and Experimental Economics," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 179, issue 3-4, pages 701-717, DOI: 10.1628/jite-2023-0049.
  9. Robert A. Jarrow & Yildiray Yildirim, 2023, "Inflation-Adjusted Bonds, Swaps, and Derivatives," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 449-471, November, DOI: 10.1146/annurev-financial-110921-11.
  10. Jarrow, Robert & Van Deventer, Donald R., 2023, "A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 16, issue 3, pages 237-255, June.
  11. Robert A. Jarrow & Simon S. Kwok, 2023, "An explosion time characterization of asset price bubbles," International Review of Finance, International Review of Finance Ltd., volume 23, issue 2, pages 469-479, June, DOI: 10.1111/irfi.12404.
  12. Jarrow, Robert A. & Kwok, Simon S., 2023, "Futures contract collateralization and its implications," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101422.
  13. Robert A. Jarrow, 2023, "The no-arbitrage pricing of non-traded assets," Annals of Finance, Springer, volume 19, issue 3, pages 401-418, September, DOI: 10.1007/s10436-023-00434-1.
  14. Robert Jarrow & Siguang Li, 2023, "Interest rate swaps: a comparison of compounded daily versus discrete reference rates," Review of Derivatives Research, Springer, volume 26, issue 1, pages 1-21, April, DOI: 10.1007/s11147-022-09191-1.
  15. Robert Jarrow & Siguang Li, 2023, "Media trading groups and short selling manipulation," Quantitative Finance, Taylor & Francis Journals, volume 23, issue 7-8, pages 1035-1052, August, DOI: 10.1080/14697688.2023.2222751.
  16. Robert A. Jarrow & Rinald Murataj & Martin T. Wells & Liao Zhu, 2023, "The Low-Volatility Anomaly And The Adaptive Multi-Factor Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 04n05, pages 1-33, August, DOI: 10.1142/S0219024923500206.
  17. Thomas Jungbauer & Michael Waldman, 2023, "Self-Reported Signaling," American Economic Journal: Microeconomics, American Economic Association, volume 15, issue 3, pages 78-117, August, DOI: 10.1257/mic.20210204.

2022

  1. Matthew Baron & Tyler Muir, 2022, "Intermediaries and Asset Prices: International Evidence since 1870," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2144-2189.
  2. Soon Hyeok Choi & Robert A. Jarrow, 2022, "Applying The Local Martingale Theory Of Bubbles To Cryptocurrencies," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 03, pages 1-25, May, DOI: 10.1142/S0219024922500133.
  3. Cong, Lin William & Wei, Wenshi & Xie, Danxia & Zhang, Longtian, 2022, "Endogenous growth under multiple uses of data," Journal of Economic Dynamics and Control, Elsevier, volume 141, issue C, DOI: 10.1016/j.jedc.2022.104395.
  4. Cong, Lin William & Li, Ye & Wang, Neng, 2022, "Token-based platform finance," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 972-991, DOI: 10.1016/j.jfineco.2021.10.002.
  5. Lin William Cong & Yizhou Xiao, 2022, "Persistent Blessings of Luck: Theory and an Application to Venture Capital," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1183-1221.
  6. David Huffman & Collin Raymond & Julia Shvets, 2022, "Persistent Overconfidence and Biased Memory: Evidence from Managers," American Economic Review, American Economic Association, volume 112, issue 10, pages 3141-3175, October, DOI: 10.1257/aer.20190668.
  7. Uwe Sunde & Thomas Dohmen & Benjamin Enke & Armin Falkbriq & David Huffman & Gerrit Meyerheim, 2022, "Patience and Comparative Development," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 5, pages 2806-2840.
  8. Jarrow, Robert A., 2022, "High frequency trading and standard asset pricing models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103119.
  9. Jarrow, Robert & Lamichhane, Sujan, 2022, "Risk premia, asset price bubbles, and monetary policy," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101005.
  10. Robert Jarrow & Sujan Lamichhane, 2022, "Funding shortages, expectations, and forward rate risk premium," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 7, pages 1321-1341, July, DOI: 10.1080/14697688.2022.2057352.
  11. Robert Jarrow & Siguang Li, 2022, "Index Design: Hedging and Manipulation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-36, June, DOI: 10.1142/S2010139222500057.
  12. Qiao, Kunyuan & Dowell, Glen, 2022, "Environmental concerns, income inequality, and purchase of environmentally-friendly products: A longitudinal study of U.S. counties (2010-2017)," Research Policy, Elsevier, volume 51, issue 4, DOI: 10.1016/j.respol.2021.104443.
  13. Kevin F. Hallock & Xin Jin & Michael Waldman, 2022, "The total compensation gap, wage gap and benefit gap between workers with and without a disability," British Journal of Industrial Relations, London School of Economics, volume 60, issue 1, pages 3-31, March, DOI: 10.1111/bjir.12607.

2021

  1. Bruno Biais & Agostino Capponi & Lin William Cong & Vishal Gaur & Kay Giesecke, 2021, "Call for Papers— Management Science Special Issue on Blockchains and Crypto Economics," Management Science, INFORMS, volume 67, issue 1, pages 6-7, January, DOI: 10.1287/mnsc.2020.3888.
  2. Lin William Cong & Danxia Xie & Longtian Zhang, 2021, "Knowledge Accumulation, Privacy, and Growth in a Data Economy," Management Science, INFORMS, volume 67, issue 10, pages 6480-6492, October, DOI: 10.1287/mnsc.2021.3986.
  3. Lin William Cong & Sabrina T. Howell, 2021, "Policy Uncertainty and Innovation: Evidence from Initial Public Offering Interventions in China," Management Science, INFORMS, volume 67, issue 11, pages 7238-7261, November, DOI: 10.1287/mnsc.2020.3807.
  4. Lin William Cong & Ye Li & Neng Wang, 2021, "Tokenomics: Dynamic Adoption and Valuation
    [The demand of liquid assets with uncertain lumpy expenditures]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1105-1155.
  5. Lin William Cong & Zhiguo He & Jiasun Li & Wei Jiang, 2021, "Decentralized Mining in Centralized Pools
    [Concentrating on the fall of the labor share]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1191-1235.
  6. Robert A. Jarrow, 2021, "The Economics of Insurance: A Derivatives-Based Approach," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 79-110, November, DOI: 10.1146/annurev-financial-040721-07.
  7. Robert A. Jarrow & Pierre Patie & Anna Srapionyan & Yixuan Zhao, 2021, "Risk‐neutral pricing techniques and examples," Mathematical Finance, Wiley Blackwell, volume 31, issue 3, pages 857-884, July, DOI: 10.1111/mafi.12307.
  8. Jarrow, Robert & Li, Siguang, 2021, "Endogenous liquidity risk and dealer market structure," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 449-453, DOI: 10.1016/j.qref.2020.10.025.
  9. Robert Jarrow & Siguang Li, 2021, "Concavity, stochastic utility, and risk aversion," Finance and Stochastics, Springer, volume 25, issue 2, pages 311-330, April, DOI: 10.1007/s00780-021-00448-5.
  10. Robert A. Jarrow & Simon S. Kwok, 2021, "Inferring financial bubbles from option data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 7, pages 1013-1046, November, DOI: 10.1002/jae.2862.
  11. Liao Zhu & Robert A. Jarrow & Martin T. Wells, 2021, "Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 04, pages 1-30, December, DOI: 10.1142/S2010139221500191.
  12. Heather Schofield & Atheendar S. Venkataramani, 2021, "Poverty-related bandwidth constraints reduce the value of consumption," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, volume 118, issue 35, pages 2102794118-, August.
  13. Pedro Bessone & Gautam Rao & Frank Schilbach & Heather Schofield & Mattie Toma, 2021, "The Economic Consequences of Increasing Sleep Among the Urban Poor," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 136, issue 3, pages 1887-1941.
  14. Cooper, Kristen & Schneider, Henry & Waldman, Michael, 2021, "Limited rationality and the strategic environment: Further evidence from a pricing game," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 90, issue C, DOI: 10.1016/j.socec.2020.101632.

2020

  1. Matthew Baron & Itay Goldstein, 2020, "Countercyclical Bank Equity Issuance," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 9, pages 4186-4230.
  2. Cong, Lin William & Grenadier, Steven R. & Hu, Yunzhi, 2020, "Dynamic interventions and informational linkages," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 1-15, DOI: 10.1016/j.jfineco.2019.05.011.
  3. Azarmsa, Ehsan & Cong, Lin William, 2020, "Persuasion in relationship finance," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 818-837, DOI: 10.1016/j.jfineco.2020.06.018.
  4. Lin William Cong, 2020, "Timing of Auctions of Real Options," Management Science, INFORMS, volume 66, issue 9, pages 3956-3976, September, DOI: 10.287/mnsc.2019.3374.
  5. Cong, Lin William & Lee, Charles M.C. & Qu, Yuanyu & Tao, Shen, 2020, "Financing Entrepreneurship and Innovation in China," Foundations and Trends(R) in Entrepreneurship, now publishers, volume 16, issue 1, pages 1-64, January, DOI: 10.1561/0300000095.
  6. Robert Jarrow & Philip Protter, 2020, "Credit Risk, Liquidity, and Bubbles," International Review of Finance, International Review of Finance Ltd., volume 20, issue 3, pages 737-746, September, DOI: 10.1111/irfi.12239.
  7. Robert Jarrow & Sujan Lamichhane, 2020, "The Effects of Yield Control Monetary Policy: A Helicopter Money Drop to Financial Institutions," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-38, March, DOI: 10.1142/S2010139220500044.
  8. Liao Zhu & Sumanta Basu & Robert A. Jarrow & Martin T. Wells, 2020, "High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 04, pages 1-52, December, DOI: 10.1142/S2010139220500172.
  9. Zhang, Jianjun & Sun, Pei & Qiao, Kunyuan, 2020, "Wining and Dining Government Officials: What Drives Political Networking in Chinese Private Ventures?," Management and Organization Review, Cambridge University Press, volume 16, issue 5, pages 1084-1113, December.
  10. Michael Waldman & Ori Zax, 2020, "Promotion Signaling and Human Capital Investments," American Economic Journal: Microeconomics, American Economic Association, volume 12, issue 1, pages 125-155, February, DOI: 10.1257/mic.20180285.
  11. Xin Jin & Michael Waldman, 2020, "Lateral Moves, Promotions, and Task-Specific Human Capital: Theory and Evidence," The Journal of Law, Economics, and Organization, Oxford University Press, volume 36, issue 1, pages 1-46.

2019

  1. Baron, Matthew & Brogaard, Jonathan & Hagströmer, Björn & Kirilenko, Andrei, 2019, "Risk and Return in High-Frequency Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 3, pages 993-1024, June.
  2. Lin William Cong & Zhiguo He, 2019, "Blockchain Disruption and Smart Contracts," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 5, pages 1754-1797.
  3. Lin William Cong & Haoyu Gao & Jacopo Ponticelli & Xiaoguang Yang, 2019, "Credit Allocation Under Economic Stimulus: Evidence from China," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 9, pages 3412-3460.
  4. Daniel J. Benjamin & Kristen B. Cooper & Ori Heffetz & Miles Kimball, 2019, "A Well-Being Snapshot in a Changing World," AEA Papers and Proceedings, American Economic Association, volume 109, pages 344-349, May.
  5. Ori Heffetz & Daniel B. Reeves, 2019, "Difficulty of Reaching Respondents and Nonresponse Bias: Evidence from Large Government Surveys," The Review of Economics and Statistics, MIT Press, volume 101, issue 1, pages 176-191, March.
  6. Robert Jarrow & Philip Protter, 2019, "Fair Microfinance Loan Rates," International Review of Finance, International Review of Finance Ltd., volume 19, issue 4, pages 909-918, December, DOI: 10.1111/irfi.12195.
  7. Robert Jarrow & Philip Protter, 2019, "A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory," Mathematical Finance, Wiley Blackwell, volume 29, issue 4, pages 1157-1170, October, DOI: 10.1111/mafi.12207.
  8. PeiLin Hsieh & Robert Jarrow, 2019, "Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market," Management Science, INFORMS, volume 65, issue 4, pages 1833-1854, April, DOI: 10.1287/mnsc.2017.2867.
  9. Robert Jarrow & Haitao Li & Xiaoxia Ye & May Hu, 2019, "Exploring Mispricing in the Term Structure of CDS Spreads," Review of Finance, European Finance Association, volume 23, issue 1, pages 161-198.
  10. Emre Ekinci & Antti Kauhanen & Michael Waldman, 2019, "Bonuses and Promotion Tournaments: Theory and Evidence," The Economic Journal, Royal Economic Society, volume 129, issue 622, pages 2342-2389.
  11. Valerie Smeets & Michael Waldman & Frederic Warzynski, 2019, "Performance, Career Dynamics, and Span of Control," Journal of Labor Economics, University of Chicago Press, volume 37, issue 4, pages 1183-1213, DOI: 10.1086/703147.

2018

  1. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2018, "On the Relationship between Cognitive Ability and Risk Preference," Journal of Economic Perspectives, American Economic Association, volume 32, issue 2, pages 115-134, Spring.
  2. David Huffman & Michael Bognanno, 2018, "High-Powered Performance Pay and Crowding Out of Nonmonetary Motives," Management Science, INFORMS, volume 64, issue 10, pages 4669-4680, October, DOI: 10.287/mnsc.2017.2846.
  3. Armin Falk & Anke Becker & Thomas Dohmen & Benjamin Enke & David Huffman & Uwe Sunde, 2018, "Global Evidence on Economic Preferences," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 133, issue 4, pages 1645-1692.
  4. Robert Jarrow & Andrey Krishenik & Andreea Minca, 2018, "Optimal cash holdings under heterogeneous beliefs," Mathematical Finance, Wiley Blackwell, volume 28, issue 2, pages 712-747, April, DOI: 10.1111/mafi.12148.
  5. Christopoulos, Andreas D. & Jarrow, Robert A., 2018, "CMBS market efficiency: The crisis and the recovery," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 159-186, DOI: 10.1016/j.jfs.2018.02.011.
  6. Jarrow, Robert & Larsson, Martin, 2018, "On aggregation and representative agent equilibria," Journal of Mathematical Economics, Elsevier, volume 74, issue C, pages 119-127, DOI: 10.1016/j.jmateco.2017.11.006.
  7. Thomas Emmerling & Robert Jarrow & Yildiray Yildirim, 2018, "Portfolio balance effects and the Federal Reserve’s large-scale asset purchases," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 2-24, March, DOI: 10.1108/SEF-10-2017-0284.
  8. Robert Jarrow, 2018, "Asset market equilibrium with liquidity risk," Annals of Finance, Springer, volume 14, issue 2, pages 253-288, May, DOI: 10.1007/s10436-017-0316-x.
  9. Robert Jarrow & Scott Fung & Shih-Chuan Tsai, 2018, "An empirical investigation of large trader market manipulation in derivatives markets," Review of Derivatives Research, Springer, volume 21, issue 3, pages 331-374, October, DOI: 10.1007/s11147-018-9143-0.
  10. Robert Jarrow, 2018, "An Equilibrium Capital Asset Pricing Model in Markets with Price Jumps and Price Bubbles," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 1-33, June, DOI: 10.1142/S2010139218500052.
  11. Robert Bloomfield & Kristina Rennekamp & Blake Steenhoven, 2018, "No System Is Perfect: Understanding How Registration‐Based Editorial Processes Affect Reproducibility and Investment in Research Quality," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 56, issue 2, pages 313-362, May, DOI: 10.1111/1475-679X.12208.

2017

  1. Matthew Baron & Wei Xiong, 2017, "Credit Expansion and Neglected Crash Risk," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 2, pages 713-764.
  2. Daniel J. Benjamin & Kristen B. Cooper & Ori Heffetz & Miles Kimball, 2017, "Challenges in Constructing a Survey-Based Well-Being Index," American Economic Review, American Economic Association, volume 107, issue 5, pages 81-85, May.
  3. Daniel Benjamin & Ori Heffetz & Miles Kimball & Derek Lougee, 2017, "The relationship between the normalized gradient addition mechanism and quadratic voting," Public Choice, Springer, volume 172, issue 1, pages 233-263, July, DOI: 10.1007/s11127-017-0414-3.
  4. Thomas Dohmen & Armin Falk & Bart H. H. Golsteyn & David Huffman & Uwe Sunde, 2017, "Risk Attitudes Across The Life Course," Economic Journal, Royal Economic Society, volume 127, issue 605, pages 95-116, October, DOI: 10.1111/ecoj.12322.
  5. Robert Jarrow, 2017, "A Capm With Trading Constraints And Price Bubbles," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 08, pages 1-39, December, DOI: 10.1142/S0219024917500534.
  6. Cooper, Kristen B. & Schneider, Henry S. & Waldman, Michael, 2017, "Limited rationality and the strategic environment: Further theory and experimental evidence," Games and Economic Behavior, Elsevier, volume 106, issue C, pages 188-208, DOI: 10.1016/j.geb.2017.09.014.

2016

  1. Roseline Bilina Falafala & Robert A. Jarrow & Philip Protter, 2016, "Relative asset price bubbles," Annals of Finance, Springer, volume 12, issue 2, pages 135-160, May, DOI: 10.1007/s10436-016-0274-8.
  2. Robert Jarrow, 2016, "Bubbles And Multiple-Factor Asset Pricing Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 1-19, February, DOI: 10.1142/S0219024916500072.
  3. Karolyi, G. Andrew, 2016, "The gravity of culture for finance," Journal of Corporate Finance, Elsevier, volume 41, issue C, pages 610-625, DOI: 10.1016/j.jcorpfin.2016.07.003.
  4. G. Andrew Karolyi, 2016, "Home Bias, an Academic Puzzle," Review of Finance, European Finance Association, volume 20, issue 6, pages 2049-2078.
  5. G. Andrew Karolyi, 2016, "The Cross-Section of Expected Returns: Where We Stand Today," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 1, pages 2-4.
  6. Jianjun Zhang & Christopher Marquis & Kunyuan Qiao, 2016, "Do Political Connections Buffer Firms from or Bind Firms to the Government? A Study of Corporate Charitable Donations of Chinese Firms," Organization Science, INFORMS, volume 27, issue 5, pages 1307-1324, October, DOI: 10.1287/orsc.2016.1084.
  7. Frank Schilbach & Heather Schofield & Sendhil Mullainathan, 2016, "The Psychological Lives of the Poor," American Economic Review, American Economic Association, volume 106, issue 5, pages 435-440, May.
  8. Waldman, Michael, 2016, "The dual avenues of labor market signaling," Labour Economics, Elsevier, volume 41, issue C, pages 120-134, DOI: 10.1016/j.labeco.2016.05.001.
  9. Gerstle, Ari D. & Waldman, Michael, 2016, "Mergers in durable-goods industries: A re-examination of market power and welfare effects," Research in Economics, Elsevier, volume 70, issue 4, pages 677-692, DOI: 10.1016/j.rie.2016.07.007.
  10. Michael Waldman & Ori Zax, 2016, "An Exploration of the Promotion Signaling Distortion," The Journal of Law, Economics, and Organization, Oxford University Press, volume 32, issue 1, pages 119-149.

2015

  1. David De Angelis & Yaniv Grinstein, 2015, "Performance Terms in CEO Compensation Contracts," Review of Finance, European Finance Association, volume 19, issue 2, pages 619-651.
  2. Bronchetti, Erin Todd & Huffman, David B. & Magenheim, Ellen, 2015, "Attention, intentions, and follow-through in preventive health behavior: Field experimental evidence on flu vaccination," Journal of Economic Behavior & Organization, Elsevier, volume 116, issue C, pages 270-291, DOI: 10.1016/j.jebo.2015.04.003.
  3. Armin Falk & David Huffman & W. Bentley Macleod, 2015, "Institutions and Contract Enforcement," Journal of Labor Economics, University of Chicago Press, volume 33, issue 3, pages 571-590, DOI: 10.1086/679673.
  4. Robert A. Jarrow, 2015, "Asset Price Bubbles," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 201-218, December, DOI: 10.1146/annurev-financial-030215-03.
  5. Jarrow, Robert A. & Van Deventer, Donald R., 2015, "Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 8, issue 4, pages 332-346, October.
  6. Robert Jarrow & Philip Protter & Sergio Pulido, 2015, "The Effect Of Trading Futures On Short Sale Constraints," Mathematical Finance, Wiley Blackwell, volume 25, issue 2, pages 311-338, April.
  7. Jarrow, Robert & Kwok, Simon Sai Man, 2015, "Specification tests of calibrated option pricing models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 397-414, DOI: 10.1016/j.jeconom.2015.03.032.
  8. Jarrow, Robert & Xu, Liheng, 2015, "Bank runs and self-insured bank deposits," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 180-189, DOI: 10.1016/j.qref.2015.02.006.
  9. Lin Sun & Calum G. Turvey & Robert A. Jarrow, 2015, "Designing catastrophic bonds for catastrophic risks in agriculture," Agricultural Finance Review, Emerald Group Publishing Limited, volume 75, issue 1, pages 47-62, May, DOI: 10.1108/AFR-02-2015-0010.
  10. Robert Jarrow & Hao Li, 2015, "The Impact of a Central Bank's Bond Market Intervention on Foreign Exchange Rates," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-34, DOI: 10.1142/S2010139215500093.
  11. G. Andrew Karolyi & Alvaro G. Taboada, 2015, "Regulatory Arbitrage and Cross‐Border Bank Acquisitions," Journal of Finance, American Finance Association, volume 70, issue 6, pages 2395-2450, December, DOI: 10.1111/jofi.12262.
  12. Schofield, Heather & Loewenstein, George & Kopsic, Jessica & Volpp, Kevin G., 2015, "Comparing the effectiveness of individualistic, altruistic, and competitive incentives in motivating completion of mental exercises," Journal of Health Economics, Elsevier, volume 44, issue C, pages 286-299, DOI: 10.1016/j.jhealeco.2015.09.007.

2014

  1. K. J. Martijn Cremers & Yaniv Grinstein, 2014, "Does the Market for CEO Talent Explain Controversial CEO Pay Practices?," Review of Finance, European Finance Association, volume 18, issue 3, pages 921-960.
  2. Daniel J. Benjamin & Ori Heffetz & Miles S. Kimball & Alex Rees-Jones, 2014, "Can Marginal Rates of Substitution Be Inferred from Happiness Data? Evidence from Residency Choices," American Economic Review, American Economic Association, volume 104, issue 11, pages 3498-3528, November.
  3. Daniel J. Benjamin & Ori Heffetz & Miles S. Kimball & Nichole Szembrot, 2014, "Beyond Happiness and Satisfaction: Toward Well-Being Indices Based on Stated Preference," American Economic Review, American Economic Association, volume 104, issue 9, pages 2698-2735, September.
  4. Ori Heffetz & Katrina Ligett, 2014, "Privacy and Data-Based Research," Journal of Economic Perspectives, American Economic Association, volume 28, issue 2, pages 75-98, Spring.
  5. Ori Heffetz, 2014, "Beyond GDP . By Marc Fleurbaey and Didier Blanchet . Oxford University Press , Oxford . 2013 . xvi + 306 pp. £32.50," Economica, London School of Economics and Political Science, volume 81, issue 324, pages 788-789, October.
  6. Ori Heffetz & John A. List, 2014, "Is The Endowment Effect An Expectations Effect?," Journal of the European Economic Association, European Economic Association, volume 12, issue 5, pages 1396-1422, October.
  7. Steffen Altmann & Armin Falk & Andreas Grunewald & David Huffman, 2014, "Contractual Incompleteness, Unemployment, and Labour Market Segmentation," The Review of Economic Studies, Review of Economic Studies Ltd, volume 81, issue 1, pages 30-56.
  8. Robert A. Jarrow, 2014, "Forward Rate Curve Smoothing," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 443-458, December.
  9. Marius Ascheberg & Robert A. Jarrow & Holger Kraft & Yildiray Yildirim, 2014, "Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices," Real Estate Economics, American Real Estate and Urban Economics Association, volume 42, issue 3, pages 627-661, September.
  10. Jarrow, Robert, 2014, "Computing present values: Capital budgeting done correctly," Finance Research Letters, Elsevier, volume 11, issue 3, pages 183-193, DOI: 10.1016/j.frl.2014.05.001.
  11. Jarrow, Robert A., 2014, "Financial crises and economic growth," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 2, pages 194-207, DOI: 10.1016/j.qref.2013.12.001.
  12. Robert Jarrow & Hao Li, 2014, "The impact of quantitative easing on the US term structure of interest rates," Review of Derivatives Research, Springer, volume 17, issue 3, pages 287-321, October, DOI: 10.1007/s11147-014-9099-7.
  13. Xin Guo & Robert A. Jarrow & Adrien de Larrard, 2014, "The economic default time and the arcsine law," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 1-18, DOI: 10.1142/S2345768614500251.
  14. Dennis W. Carlton & Michael Waldman, 2014, "Robert Bork's Contributions to Antitrust Perspectives on Tying Behavior," Journal of Law and Economics, University of Chicago Press, volume 57, issue S3, pages 121-144, DOI: 10.1086/675861.
  15. Justin P. Johnson & Henry S. Schneider & Michael Waldman, 2014, "The Role and Growth of New-Car Leasing: Theory and Evidence," Journal of Law and Economics, University of Chicago Press, volume 57, issue 3, pages 665-698, DOI: 10.1086/679338.

2013

  1. Daniel J. Benjamin & Ori Heffetz & Miles S. Kimball & Nichole Szembrot, 2013, "Aggregating Local Preferences to Guide Marginal Policy Adjustments," American Economic Review, American Economic Association, volume 103, issue 3, pages 605-610, May, DOI: 10.1257/aer.103.3.605.
  2. Ori Heffetz & Matthew Rabin, 2013, "Conclusions Regarding Cross-Group Differences in Happiness Depend on Difficulty of Reaching Respondents," American Economic Review, American Economic Association, volume 103, issue 7, pages 3001-3021, December.
  3. Vischer, Thomas & Dohmen, Thomas & Falk, Armin & Huffman, David & Schupp, Jürgen & Sunde, Uwe & Wagner, Gert G., 2013, "Validating an ultra-short survey measure of patience," Economics Letters, Elsevier, volume 120, issue 2, pages 142-145, DOI: 10.1016/j.econlet.2013.04.007.
  4. Jarrow, Robert A., 2013, "The zero-lower bound on interest rates: Myth or reality?," Finance Research Letters, Elsevier, volume 10, issue 4, pages 151-156, DOI: 10.1016/j.frl.2013.08.003.
  5. Jarrow, Robert, 2013, "A leverage ratio rule for capital adequacy," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 973-976, DOI: 10.1016/j.jbankfin.2012.10.009.
  6. Robert Jarrow, 2013, "Capital adequacy rules, catastrophic firm failure, and systemic risk," Review of Derivatives Research, Springer, volume 16, issue 3, pages 219-231, October, DOI: 10.1007/s11147-013-9088-2.
  7. Robert Jarrow & Younes Kchia & Martin Larsson & Philip Protter, 2013, "Discretely sampled variance and volatility swaps versus their continuous approximations," Finance and Stochastics, Springer, volume 17, issue 2, pages 305-324, April, DOI: 10.1007/s00780-012-0183-2.
  8. Robert Jarrow & Hao Li, 2013, "Abnormal Profit Opportunities and the Informational Advantage of High Frequency Trading," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 1-12, DOI: 10.1142/S2010139213500122.
  9. Doidge, Craig & Karolyi, G. Andrew & Stulz, René M., 2013, "The U.S. left behind? Financial globalization and the rise of IPOs outside the U.S," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 546-573, DOI: 10.1016/j.jfineco.2013.08.008.
  10. Kunyuan Qiao, 2013, "Consumption Inequality in China: Theory and Evidence from the China Health and Nutrition Survey," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 1, pages 91-112, March.
  11. Nodir Adilov & Michael Waldman, 2013, "Optimal Copyright Length And Ex Post Investment: A Mickey Mouse Approach," Economic Inquiry, Western Economic Association International, volume 51, issue 2, pages 1101-1122, April, DOI: j.1465-7295.2011.00434.x.
  12. Waldman, Michael, 2013, "Classic promotion tournaments versus market-based tournaments," International Journal of Industrial Organization, Elsevier, volume 31, issue 3, pages 198-210, DOI: 10.1016/j.ijindorg.2012.02.003.

2012

  1. Daniel J. Benjamin & Ori Heffetz & Miles S. Kimball & Alex Rees-Jones, 2012, "What Do You Think Would Make You Happier? What Do You Think You Would Choose?," American Economic Review, American Economic Association, volume 102, issue 5, pages 2083-2110, August.
  2. Heffetz, Ori, 2012, "Who sees what? Demographics and the visibility of consumer expenditures," Journal of Economic Psychology, Elsevier, volume 33, issue 4, pages 801-818, DOI: 10.1016/j.joep.2012.02.005.
  3. Lorenz Goette & David Huffman & Stephan Meier, 2012, "The Impact of Social Ties on Group Interactions: Evidence from Minimal Groups and Randomly Assigned Real Groups," American Economic Journal: Microeconomics, American Economic Association, volume 4, issue 1, pages 101-115, February.
  4. Lorenz Goette & David Huffman & Stephan Meier & Matthias Sutter, 2012, "Competition Between Organizational Groups: Its Impact on Altruistic and Antisocial Motivations," Management Science, INFORMS, volume 58, issue 5, pages 948-960, May, DOI: 10.1287/mnsc.1110.1466.
  5. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2012, "The Intergenerational Transmission of Risk and Trust Attitudes," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 2, pages 645-677.
  6. Jarrow, Robert & Protter, Philip, 2012, "Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory," Finance Research Letters, Elsevier, volume 9, issue 2, pages 58-62, DOI: 10.1016/j.frl.2012.03.002.
  7. Jarrow, Robert & Teo, Melvyn & Tse, Yiu Kuen & Warachka, Mitch, 2012, "An improved test for statistical arbitrage," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 47-80, DOI: 10.1016/j.finmar.2011.08.003.
  8. Robert A. Jarrow, 2012, "Hedging derivatives with model error," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 6, pages 855-863, February, DOI: 10.1080/14697688.2011.564201.
  9. Robert A. Jarrow & Philip Protter & Alexandre F. Roch, 2012, "A liquidity-based model for asset price bubbles," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 9, pages 1339-1349, August, DOI: 10.1080/14697688.2011.620976.
  10. Robert Jarrow, 2012, "The Third Fundamental Theorem Of Asset Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 02, pages 1-11, DOI: 10.1142/S2010495212500078.
  11. Nicolas Diener & Robert Jarrow & Philip Protter, 2012, "Relating Top-Down With Bottom-Up Approaches In The Evaluation Of Abs With Large Collateral Pools," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-20, DOI: 10.1142/S0219024912500112.
  12. Robert A. Jarrow & Philip Protter, 2012, "A Dysfunctional Role Of High Frequency Trading In Electronic Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-15, DOI: 10.1142/S0219024912500227.
  13. Karolyi, G. Andrew, 2012, "Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 516-547, DOI: 10.1016/j.ememar.2012.08.001.
  14. Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A., 2012, "Understanding commonality in liquidity around the world," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 82-112, DOI: 10.1016/j.jfineco.2011.12.008.
  15. Dennis W. Carlton & Michael Waldman, 2012, "Upgrades, Switching Costs and the Leverage Theory of Tying," Economic Journal, Royal Economic Society, volume 122, issue 561, pages 675-706, June, DOI: j.1468-0297.2011.02481.x.
  16. Jed DeVaro & Michael Waldman, 2012, "The Signaling Role of Promotions: Further Theory and Empirical Evidence," Journal of Labor Economics, University of Chicago Press, volume 30, issue 1, pages 91-147, DOI: 10.1086/662072.

2011

  1. Ori Heffetz, 2011, "A Test of Conspicuous Consumption: Visibility and Income Elasticities," The Review of Economics and Statistics, MIT Press, volume 93, issue 4, pages 1101-1117, November.
  2. Johannes Abeler & Armin Falk & Lorenz Goette & David Huffman, 2011, "Reference Points and Effort Provision," American Economic Review, American Economic Association, volume 101, issue 2, pages 470-492, April.
  3. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde & Jürgen Schupp & Gert G. Wagner, 2011, "Individual Risk Attitudes: Measurement, Determinants, And Behavioral Consequences," Journal of the European Economic Association, European Economic Association, volume 9, issue 3, pages 522-550, June, DOI: j.1542-4774.2011.01015.x.
  4. Robert A. Jarrow, 2011, "The Economics of Credit Default Swaps," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 235-257, December.
  5. Robert A. Jarrow & Siegfried Trautmann, 2011, "A Reduced‐Form Model for Warrant Valuation," The Financial Review, Eastern Finance Association, volume 46, issue 3, pages 413-425, August.
  6. Jarrow, Robert A., 2011, "Credit market equilibrium theory and evidence: Revisiting the structural versus reduced form credit risk model debate," Finance Research Letters, Elsevier, volume 8, issue 1, pages 2-7, March.
  7. İnaltekin, Hazer & Jarrow, Robert A. & Sağlam, Mehmet & Yıldırım, Yıldıray, 2011, "Housing prices and the optimal time-on-the-market decision," Finance Research Letters, Elsevier, volume 8, issue 4, pages 171-179, DOI: 10.1016/j.frl.2011.06.001.
  8. Robert Jarrow & Philip Protter, 2011, "Foreign currency bubbles," Review of Derivatives Research, Springer, volume 14, issue 1, pages 67-83, April, DOI: 10.1007/s11147-010-9055-0.
  9. G. Andrew Karolyi, 2011, "The Ultimate Irrelevance Proposition in Finance?," The Financial Review, Eastern Finance Association, volume 46, issue 4, pages 485-512, November, DOI: j.1540-6288.2011.00309.x.
  10. Kewei Hou & G. Andrew Karolyi & Bong-Chan Kho, 2011, "What Factors Drive Global Stock Returns?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 8, pages 2527-2574.

2010

  1. Lucian A. Bebchuk & Yaniv Grinstein & Urs Peyer, 2010, "Lucky CEOs and Lucky Directors," Journal of Finance, American Finance Association, volume 65, issue 6, pages 2363-2401, December, DOI: 10.1111/j.1540-6261.2010.01618.x.
  2. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2010, "Are Risk Aversion and Impatience Related to Cognitive Ability?," American Economic Review, American Economic Association, volume 100, issue 3, pages 1238-1260, June.
  3. David A. Jaeger & Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde & Holger Bonin, 2010, "Direct Evidence on Risk Attitudes and Migration," The Review of Economics and Statistics, MIT Press, volume 92, issue 3, pages 684-689, August.
  4. Robert A. Jarrow, 2010, "On Model Testing in Financial Economics," The Financial Review, Eastern Finance Association, volume 45, issue 2, pages 277-285, May, DOI: 10.1111/j.1540-6288.2010.00247.x.
  5. Jarrow, Robert A., 2010, "Hedging in a HJM model," Finance Research Letters, Elsevier, volume 7, issue 1, pages 8-13, March.
  6. Jarrow, Robert A., 2010, "A simple robust model for Cat bond valuation," Finance Research Letters, Elsevier, volume 7, issue 2, pages 72-79, June.
  7. Jarrow, Robert A., 2010, "Understanding the risk of leveraged ETFs," Finance Research Letters, Elsevier, volume 7, issue 3, pages 135-139, September.
  8. Jarrow, Robert & Li, Haitao & Liu, Sheen & Wu, Chunchi, 2010, "Reduced-form valuation of callable corporate bonds: Theory and evidence," Journal of Financial Economics, Elsevier, volume 95, issue 2, pages 227-248, February.
  9. Robert Jarrow, 2010, "Convenience yields," Review of Derivatives Research, Springer, volume 13, issue 1, pages 25-43, April, DOI: 10.1007/s11147-009-9042-5.
  10. Robert Jarrow & Jeff Oxman & Yildiray Yildirim, 2010, "The cost of operational risk loss insurance," Review of Derivatives Research, Springer, volume 13, issue 3, pages 273-295, October, DOI: 10.1007/s11147-010-9054-1.
  11. Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2010, "Why Do Foreign Firms Leave U.S. Equity Markets?," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1507-1553, August, DOI: 10.1111/j.1540-6261.2010.01577.x.
  12. Gagnon, Louis & Andrew Karolyi, G., 2010, "Multi-market trading and arbitrage," Journal of Financial Economics, Elsevier, volume 97, issue 1, pages 53-80, July.
  13. Hodaka Morita & Michael Waldman, 2010, "Competition, Monopoly Maintenance, and Consumer Switching Costs," American Economic Journal: Microeconomics, American Economic Association, volume 2, issue 1, pages 230-255, February.
  14. Dennis W. Carlton & Joshua S. Gans & Michael Waldman, 2010, "Why Tie a Product Consumers Do Not Use?," American Economic Journal: Microeconomics, American Economic Association, volume 2, issue 3, pages 85-105, August.
  15. Suman Ghosh & Michael Waldman, 2010, "Standard promotion practices versus up‐or‐out contracts," RAND Journal of Economics, RAND Corporation, volume 41, issue 2, pages 301-325, June, DOI: 10.1111/j.1756-2171.2010.00101.x.
  16. Michael Waldman, 2010, "Competition, Monopoly, and Aftermarkets," The Journal of Law, Economics, and Organization, Oxford University Press, volume 26, issue 1, pages 54-91, April.
  17. Justin P. Johnson & Michael Waldman, 2010, "Leasing, Lemons, and Moral Hazard," Journal of Law and Economics, University of Chicago Press, volume 53, issue 2, pages 307-328, May, DOI: 10.1086/648384.

2009

  1. Vidhi Chhaochharia & Yaniv Grinstein, 2009, "CEO Compensation and Board Structure," Journal of Finance, American Finance Association, volume 64, issue 1, pages 231-261, February, DOI: 10.1111/j.1540-6261.2008.01433.x.
  2. Ori Heffetz & Moses Shayo, 2009, "How Large Are Non-Budget-Constraint Effects of Prices on Demand?," American Economic Journal: Applied Economics, American Economic Association, volume 1, issue 4, pages 170-199, October.
  3. Barberis, Nicholas & Huang, Ming, 2009, "Preferences with frames: A new utility specification that allows for the framing of risks," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 8, pages 1555-1576, August.
  4. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2009, "The Intergenerational Transmission of Attitudes," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 7, issue 01, pages 8-12, April.
  5. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2009, "Homo Reciprocans: Survey Evidence on Behavioural Outcomes," Economic Journal, Royal Economic Society, volume 119, issue 536, pages 592-612, March.
  6. Dohmen, Thomas & Falk, Armin & Huffman, David & Marklein, Felix & Sunde, Uwe, 2009, "Biased probability judgment: Evidence of incidence and relationship to economic outcomes from a representative sample," Journal of Economic Behavior & Organization, Elsevier, volume 72, issue 3, pages 903-915, December.
  7. Robert A. Jarrow, 2009, "Credit Risk Models," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 37-68, November.
  8. Robert A. Jarrow, 2009, "The Term Structure of Interest Rates," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 69-96, November.
  9. Xin Guo & Robert A. Jarrow & Yan Zeng, 2009, "Modeling The Recovery Rate In A Reduced Form Model," Mathematical Finance, Wiley Blackwell, volume 19, issue 1, pages 73-97, January, DOI: 10.1111/j.1467-9965.2008.00358.x.
  10. Robert A. Jarrow & Philip Protter, 2009, "Forward And Futures Prices With Bubbles," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 07, pages 901-924, DOI: 10.1142/S0219024909005518.
  11. Craig Doidge & G. Andrew Karolyi & Karl V. Lins & Darius P. Miller & René M. Stulz, 2009, "Private Benefits of Control, Ownership, and the Cross‐listing Decision," Journal of Finance, American Finance Association, volume 64, issue 1, pages 425-466, February, DOI: 10.1111/j.1540-6261.2008.01438.x.
  12. G. Andrew Karolyi, 2009, "Discussion of A Lobbying Approach to Evaluating the Sarbanes‐Oxley Act of 2002," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 47, issue 2, pages 585-595, May, DOI: 10.1111/j.1475-679X.2009.00322.x.
  13. Gagnon, Louis & Karolyi, G. Andrew, 2009, "Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 44, issue 4, pages 953-986, August.
  14. Doidge, Craig & Andrew Karolyi, G. & Stulz, Ren M., 2009, "Has New York become less competitive than London in global markets? Evaluating foreign listing choices over time," Journal of Financial Economics, Elsevier, volume 91, issue 3, pages 253-277, March.
  15. G. Andrew Karolyi & Lianfa Li & Rose Liao, 2009, "A (partial) resolution of the Chinese discount puzzle," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 1, issue 1, pages 80-106, April, DOI: 10.1108/17576380910962394.

2008

  1. Nicholas Barberis & Ming Huang, 2008, "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," American Economic Review, American Economic Association, volume 98, issue 5, pages 2066-2100, December, DOI: 10.1257/aer.98.5.2066.
  2. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2008, "Representative Trust And Reciprocity: Prevalence And Determinants," Economic Inquiry, Western Economic Association International, volume 46, issue 1, pages 84-90, January, DOI: 10.1111/j.1465-7295.2007.00082.x.
  3. Andreas D. Christopoulos & Robert A. Jarrow & Yildiray Yildirim, 2008, "Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information," Real Estate Economics, American Real Estate and Urban Economics Association, volume 36, issue 3, pages 441-498, September, DOI: 10.1111/j.1540-6229.2008.00219.x.
  4. Chava, Sudheer & Jarrow, Robert, 2008, "Modeling loan commitments," Finance Research Letters, Elsevier, volume 5, issue 1, pages 11-20, March.
  5. Jarrow, Robert A., 2008, "Operational risk," Journal of Banking & Finance, Elsevier, volume 32, issue 5, pages 870-879, May.
  6. Xin Guo & Robert Jarrow & Haizhi Lin, 2008, "Distressed debt prices and recovery rate estimation," Review of Derivatives Research, Springer, volume 11, issue 3, pages 171-204, October, DOI: 10.1007/s11147-009-9029-2.

2007

  1. Vidhi Chhaochharia & Yaniv Grinstein, 2007, "Corporate Governance and Firm Value: The Impact of the 2002 Governance Rules," Journal of Finance, American Finance Association, volume 62, issue 4, pages 1789-1825, August, DOI: 10.1111/j.1540-6261.2007.01257.x.
  2. Vidhi Chhaochharia & Yaniv Grinstein, 2007, "The Changing Structure of US Corporate Boards: 1997–2003," Corporate Governance: An International Review, Wiley Blackwell, volume 15, issue 6, pages 1215-1223, November, DOI: 10.1111/j.1467-8683.2007.00642.x.
  3. Bonin, Holger & Dohmen, Thomas & Falk, Armin & Huffman, David & Sunde, Uwe, 2007, "Cross-sectional earnings risk and occupational sorting: The role of risk attitudes," Labour Economics, Elsevier, volume 14, issue 6, pages 926-937, December.
  4. Armin Falk & David Huffman, 2007, "Studying Labor Market Institutions in the Lab: Minimum Wages, Employment Protection, and Workfare," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 163, issue 1, pages 30-45, March.
  5. Robert Jarrow & Haitao Li & Feng Zhao, 2007, "Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile?," Journal of Finance, American Finance Association, volume 62, issue 1, pages 345-382, February, DOI: 10.1111/j.1540-6261.2007.01209.x.
  6. Berndt, Antje & Jarrow, Robert A. & Kang, ChoongOh, 2007, "Restructuring risk in credit default swaps: An empirical analysis," Stochastic Processes and their Applications, Elsevier, volume 117, issue 11, pages 1724-1749, November.
  7. Robert Jarrow, 2007, "A Critique of Revised Basel II," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 1, pages 1-16, October, DOI: 10.1007/s10693-007-0006-3.
  8. R. Jarrow & A. Purnanandam, 2007, "The valuation of a firm’s investment opportunities: a reduced form credit risk perspective," Review of Derivatives Research, Springer, volume 10, issue 1, pages 39-58, January, DOI: 10.1007/s11147-007-9012-8.
  9. Robert Jarrow & Vikrant Tyagi, 2007, "Tax liens: a novel application of asset pricing theory," Review of Derivatives Research, Springer, volume 10, issue 2, pages 181-204, May, DOI: 10.1007/s11147-008-9019-9.
  10. Robert Jarrow & Philip Protter & A. Sezer, 2007, "Information reduction via level crossings in a credit risk model," Finance and Stochastics, Springer, volume 11, issue 2, pages 195-212, April, DOI: 10.1007/s00780-006-0033-1.
  11. Shmuel Baruch & G. Andrew Karolyi & Michael L. Lemmon, 2007, "Multimarket Trading and Liquidity: Theory and Evidence," Journal of Finance, American Finance Association, volume 62, issue 5, pages 2169-2200, October, DOI: 10.1111/j.1540-6261.2007.01272.x.
  12. Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007, "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, volume 14, issue 4, pages 546-563, September.
  13. Doidge, Craig & Andrew Karolyi, G. & Stulz, Rene M., 2007, "Why do countries matter so much for corporate governance?," Journal of Financial Economics, Elsevier, volume 86, issue 1, pages 1-39, October.

2006

  1. Grinstein, Yaniv, 2006, "The disciplinary role of debt and equity contracts: Theory and tests," Journal of Financial Intermediation, Elsevier, volume 15, issue 4, pages 419-443, October.
  2. Nicholas Barberis & Ming Huang & Richard H. Thaler, 2006, "Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing," American Economic Review, American Economic Association, volume 96, issue 4, pages 1069-1090, September, DOI: 10.1257/aer.96.4.1069.
  3. Lorenz Goette & David Huffman & Stephan Meier, 2006, "The Impact of Group Membership on Cooperation and Norm Enforcement: Evidence Using Random Assignment to Real Social Groups," American Economic Review, American Economic Association, volume 96, issue 2, pages 212-216, May, DOI: 10.1257/000282806777211658.
  4. Robert Jarrow & Feng Zhao, 2006, "Downside Loss Aversion and Portfolio Management," Management Science, INFORMS, volume 52, issue 4, pages 558-566, April, DOI: 10.1287/mnsc.1050.0486.
  5. U. Çetin & R. Jarrow & P. Protter & M. Warachka, 2006, "Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 2, pages 493-529.
  6. Bartram, Sohnke M. & Karolyi, G. Andrew, 2006, "The impact of the introduction of the Euro on foreign exchange rate risk exposures," Journal of Empirical Finance, Elsevier, volume 13, issue 4-5, pages 519-549, October.
  7. Bailey, Warren & Andrew Karolyi, G. & Salva, Carolina, 2006, "The economic consequences of increased disclosure: Evidence from international cross-listings," Journal of Financial Economics, Elsevier, volume 81, issue 1, pages 175-213, July.
  8. G. Andrew Karolyi, 2006, "The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom," Review of Finance, European Finance Association, volume 10, issue 1, pages 99-152.
  9. Robert Gibbons & Michael Waldman, 2006, "Enriching a Theory of Wage and Promotion Dynamics inside Firms," Journal of Labor Economics, University of Chicago Press, volume 24, issue 1, pages 59-108, January, DOI: 10.1086/497819.

2005

  1. Yaniv Grinstein & Roni Michaely, 2005, "Institutional Holdings and Payout Policy," Journal of Finance, American Finance Association, volume 60, issue 3, pages 1389-1426, June, DOI: 10.1111/j.1540-6261.2005.00765.x.
  2. Lucian Bebchuk, 2005, "The Growth of Executive Pay," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 21, issue 2, pages 283-303, Summer.
  3. Hong, Harrison & Huang, Ming, 2005, "Talking up liquidity: insider trading and investor relations," Journal of Financial Intermediation, Elsevier, volume 14, issue 1, pages 1-31, January.
  4. Jana Hranaiova & Robert A. Jarrow & William G. Tomek, 2005, "Estimating The Value Of Delivery Options In Futures Contracts," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 28, issue 3, pages 363-383, September, DOI: 10.1111/j.1475-6803.2005.00129.x.
  5. Robert A. Jarrow & David Lando & Fan Yu, 2005, "Default Risk And Diversification: Theory And Empirical Implications," Mathematical Finance, Wiley Blackwell, volume 15, issue 1, pages 1-26, January, DOI: 10.1111/j.0960-1627.2005.00208.x.
  6. Jarrow, Robert A. & Purnanandam, Amiyatosh K., 2005, "A generalized coherent risk measure: The firm's perspective," Finance Research Letters, Elsevier, volume 2, issue 1, pages 23-29, March.
  7. Jarrow, Robert & Protter, Philip, 2005, "Large traders, hidden arbitrage, and complete markets," Journal of Banking & Finance, Elsevier, volume 29, issue 11, pages 2803-2820, November.
  8. Seonghwan Oh & Michael Waldman, 2005, "The Index of Leading Economic Indicators as a Source of Expectational Shocks," Eastern Economic Journal, Eastern Economic Association, volume 31, issue 1, pages 75-95, Winter.

2004

  1. Grinstein, Yaniv & Hribar, Paul, 2004, "CEO compensation and incentives: Evidence from M&A bonuses," Journal of Financial Economics, Elsevier, volume 73, issue 1, pages 119-143, July.
  2. Joseph Chen & Harrison Hong & Ming Huang & Jeffrey D. Kubik, 2004, "Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization," American Economic Review, American Economic Association, volume 94, issue 5, pages 1276-1302, December.
  3. Lorenz Goette & David Huffman & Ernst Fehr, 2004, "Loss Aversion and Labor Supply," Journal of the European Economic Association, MIT Press, volume 2, issue 2-3, pages 216-228, 04/05.
  4. Jarrow, Robert & Ruppert, David & Yu, Yan, 2004, "Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model," Journal of the American Statistical Association, American Statistical Association, volume 99, pages 57-66, January.
  5. Jarrow, Robert A., 2004, "Risky coupon bonds as a portfolio of zero-coupon bonds," Finance Research Letters, Elsevier, volume 1, issue 2, pages 100-105, June.
  6. Hogan, Steve & Jarrow, Robert & Teo, Melvyn & Warachka, Mitch, 2004, "Testing market efficiency using statistical arbitrage with applications to momentum and value strategies," Journal of Financial Economics, Elsevier, volume 73, issue 3, pages 525-565, September.
  7. Joseph A. Cherian & Eric Jacquier & Robert A. Jarrow, 2004, "A Model of the Convenience Yields in On-the-Run Treasuries," Review of Derivatives Research, Springer, volume 7, issue 2, pages 79-97, August.
  8. Sudheer Chava & Robert A. Jarrow, 2004, "Bankruptcy Prediction with Industry Effects," Review of Finance, European Finance Association, volume 8, issue 4, pages 537-569.
  9. Umut Çetin & Robert Jarrow & Philip Protter, 2004, "Liquidity risk and arbitrage pricing theory," Finance and Stochastics, Springer, volume 8, issue 3, pages 311-341, August, DOI: 10.1007/s00780-004-0123-x.
  10. G. Andrew Karolyi, 2004, "Does International Financial Contagion Really Exist?," Journal of Applied Corporate Finance, Morgan Stanley, volume 16, issue 2‐3, pages 136-146, March, DOI: 10.1111/j.1745-6622.2004.tb00545.x.
  11. Karolyi, G. Andrew & Kho, Bong-Chan, 2004, "Momentum strategies: some bootstrap tests," Journal of Empirical Finance, Elsevier, volume 11, issue 4, pages 509-536, September.
  12. Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M., 2004, "Why are foreign firms listed in the U.S. worth more?," Journal of Financial Economics, Elsevier, volume 71, issue 2, pages 205-238, February.
  13. G. Andrew Karolyi, 2004, "The Role of American Depositary Receipts in the Development of Emerging Equity Markets," The Review of Economics and Statistics, MIT Press, volume 86, issue 3, pages 670-690, August.
  14. Robert Gibbons & Michael Waldman, 2004, "Task-Specific Human Capital," American Economic Review, American Economic Association, volume 94, issue 2, pages 203-207, May, DOI: 10.1257/0002828041301579.
  15. Hodaka Morita & Michael Waldman, 2004, "Durable Goods, Monopoly Maintenance, and Time Inconsistency," Journal of Economics & Management Strategy, Wiley Blackwell, volume 13, issue 2, pages 273-302, June, DOI: 10.1111/j.1530-9134.2004.00011.x.

2003

  1. Huang, Ming, 2003, "Liquidity shocks and equilibrium liquidity premia," Journal of Economic Theory, Elsevier, volume 109, issue 1, pages 104-129, March.
  2. Jarrow, Robert & Yildirim, Yildiray, 2003, "Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 38, issue 2, pages 337-358, June.
  3. Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2003, "Market Pricing of Deposit Insurance," Journal of Financial Services Research, Springer;Western Finance Association, volume 24, issue 2, pages 93-119, October, DOI: 10.1023/B:FINA.0000003319.53270.73.
  4. Shaun A. Bond & G. Andrew Karolyi & Anthony B. Sanders, 2003, "International Real Estate Returns: A Multifactor, Multicountry Approach," Real Estate Economics, American Real Estate and Urban Economics Association, volume 31, issue 3, pages 481-500, September, DOI: 10.1111/1540-6229.00074.
  5. Karolyi, G. Andrew, 2003, "DaimlerChrysler AG, the first truly global share," Journal of Corporate Finance, Elsevier, volume 9, issue 4, pages 409-430, September.
  6. Kee-Hong Bae & G. Andrew Karolyi & René M. Stulz, 2003, "A New Approach to Measuring Financial Contagion," The Review of Financial Studies, Society for Financial Studies, volume 16, issue 3, pages 717-763, July.
  7. Michael Waldman, 2003, "Durable Goods Theory for Real World Markets," Journal of Economic Perspectives, American Economic Association, volume 17, issue 1, pages 131-154, Winter.
  8. Michael Waldman, 2003, "Ex Ante versus Ex Post Optimal Promotion Rules: The Case of Internal Promotion," Economic Inquiry, Western Economic Association International, volume 41, issue 1, pages 27-41, January.
  9. Johnson, Justin P & Waldman, Michael, 2003, "Leasing, Lemons, and Buybacks," RAND Journal of Economics, The RAND Corporation, volume 34, issue 2, pages 247-265, Summer.

2002

  1. David Huffman & John M. Quigley, 2002, "The role of the university in attracting high tech entrepreneurship: A Silicon Valley tale," The Annals of Regional Science, Springer;Western Regional Science Association, volume 36, issue 3, pages 403-419.
  2. Robert Jarrow, 2002, "Put Option Premiums and Coherent Risk Measures," Mathematical Finance, Wiley Blackwell, volume 12, issue 2, pages 135-142, April, DOI: 10.1111/1467-9965.02003.
  3. Karolyi, G. Andrew, 2002, "Did the Asian financial crisis scare foreign investors out of Japan?," Pacific-Basin Finance Journal, Elsevier, volume 10, issue 4, pages 411-442, September.
  4. Chan, K. & Karolyi, G. A. & Rhee, S. G., 2002, "A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002," Pacific-Basin Finance Journal, Elsevier, volume 10, issue 5, pages 497-516, November.
  5. Dennis W. Carlton & Michael Waldman, 2002, "The Strategic Use of Tying to Preserve and Create Market Power in Evolving Industries," RAND Journal of Economics, The RAND Corporation, volume 33, issue 2, pages 194-220, Summer.

2001

  1. Robert A. Jarrow & Fan Yu, 2001, "Counterparty Risk and the Pricing of Defaultable Securities," Journal of Finance, American Finance Association, volume 56, issue 5, pages 1765-1799, October, DOI: 10.1111/0022-1082.00389.
  2. Ajay Subramanian & Robert A. Jarrow, 2001, "The Liquidity Discount," Mathematical Finance, Wiley Blackwell, volume 11, issue 4, pages 447-474, October, DOI: 10.1111/1467-9965.00124.
  3. Robert Jarrow, 2001, "Default Parameter Estimation Using Market Prices," Financial Analysts Journal, Taylor & Francis Journals, volume 57, issue 5, pages 75-92, September, DOI: 10.2469/faj.v57.n5.2483.

2000

  1. Jacquier, Eric & Jarrow, Robert, 2000, "Bayesian analysis of contingent claim model error," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 145-180.
  2. Jarrow, Robert A. & Turnbull, Stuart M., 2000, "The intersection of market and credit risk," Journal of Banking & Finance, Elsevier, volume 24, issue 1-2, pages 271-299, January.
  3. Foerster, Stephen R. & Karolyi, G. Andrew, 2000, "The Long-Run Performance of Global Equity Offerings," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 35, issue 4, pages 499-528, December.
  4. Chan, Kalok & Karolyi, Andrew & Rhee, S. Ghon, 2000, "Preface," Pacific-Basin Finance Journal, Elsevier, volume 8, issue 2, pages 1-1, May.

1999

  1. Jeremy Bulow & Ming Huang & Paul Klemperer, 1999, "Toeholds and Takeovers," Journal of Political Economy, University of Chicago Press, volume 107, issue 3, pages 427-454, June, DOI: 10.1086/250068.
  2. Robert A. Jarrow, 1999, "In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World," Journal of Economic Perspectives, American Economic Association, volume 13, issue 4, pages 229-248, Fall.
  3. Robert A. Jarrow & Xing Jin & Dilip B. Madan, 1999, "The Second Fundamental Theorem of Asset Pricing," Mathematical Finance, Wiley Blackwell, volume 9, issue 3, pages 255-273, July, DOI: 10.1111/1467-9965.00070.
  4. Battig, Robert J & Jarrow, Robert A, 1999, "The Second Fundamental Theorem of Asset Pricing: A New Approach," The Review of Financial Studies, Society for Financial Studies, volume 12, issue 5, pages 1219-1235.
  5. Robert Jarrow & Dilip B. Madan, 1999, "Hedging contingent claims on semimartingales," Finance and Stochastics, Springer, volume 3, issue 1, pages 111-134.
  6. Robert Gibbons & Michael Waldman, 1999, "A Theory of Wage and Promotion Dynamics Inside Firms," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 114, issue 4, pages 1321-1358.

1998

  1. Chatterjea, Arkadev & Jarrow, Robert A., 1998, "Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 33, issue 2, pages 255-289, June.
  2. Jarrow, Robert A. & van Deventer, Donald R., 1998, "The arbitrage-free valuation and hedging of demand deposits and credit card loans," Journal of Banking & Finance, Elsevier, volume 22, issue 3, pages 249-272, March.
  3. Jarrow, Robert A & Turnbull, Stuart M, 1998, "A Unified Approach for Pricing Contingent Claims on Multiple Term Structures," Review of Quantitative Finance and Accounting, Springer, volume 10, issue 1, pages 5-19, January.
  4. G. Andrew Karolyi, 1998, "Sourcing Equity Internationally With Depositary Receipt Offerings: Two Exceptions That Prove The Rule," Journal of Applied Corporate Finance, Morgan Stanley, volume 10, issue 4, pages 90-101, January, DOI: 10.1111/j.1745-6622.1998.tb00312.x.
  5. Foerster, Stephen R. & Karolyi, G. Andrew, 1998, "Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 8, issue 3-4, pages 393-412, December.
  6. Griffin, John M. & Andrew Karolyi, G., 1998, "Another look at the role of the industrial structure of markets for international diversification strategies," Journal of Financial Economics, Elsevier, volume 50, issue 3, pages 351-373, December.
  7. Karolyi, G Andrew & Sanders, Anthony B, 1998, "The Variation of Economic Risk Premiums in Real Estate Returns," The Journal of Real Estate Finance and Economics, Springer, volume 17, issue 3, pages 245-262, November.

1997

  1. Robert Jarrow, 1997, "Review of John E. Gilster, Jr. "Option Pricing Theory: Is "Risk Free" Hedging Feasible?," Financial Management, Financial Management Association, volume 26, issue 1, Spring.
  2. Robert A. Jarrow & Dilip B. Madan, 1997, "Is Mean-Variance Analysis Vacuous: Or was Beta Still Born?," Review of Finance, European Finance Association, volume 1, issue 1, pages 15-30.
  3. Jarrow, Robert A & Lando, David & Turnbull, Stuart M, 1997, "A Markov Model for the Term Structure of Credit Risk Spreads," The Review of Financial Studies, Society for Financial Studies, volume 10, issue 2, pages 481-523.
  4. Ian E. Novos & Michael Waldman, 1997, "Returns to Tenure; Conceptual and Empirical Issues," Eastern Economic Journal, Eastern Economic Association, volume 23, issue 3, pages 337-345, Summer.
  5. Waldman, Michael, 1997, "Eliminating the Market for Secondhand Goods: An Alternative Explanation for Leasing," Journal of Law and Economics, University of Chicago Press, volume 40, issue 1, pages 61-92, April, DOI: 10.1086/467366.

1996

  1. Duffie, Darrell & Huang, Ming, 1996, "Swap Rates and Credit Quality," Journal of Finance, American Finance Association, volume 51, issue 3, pages 921-949, July.
  2. Karolyi, G Andrew & Stulz, Rene M, 1996, "Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements," Journal of Finance, American Finance Association, volume 51, issue 3, pages 951-986, July.
  3. Waldman, Michael, 1996, "Asymmetric learning and the wage/productivity relationship," Journal of Economic Behavior & Organization, Elsevier, volume 31, issue 3, pages 419-429, December.
  4. Michael Waldman, 1996, "Planned Obsolescence and the R&D Decision," RAND Journal of Economics, The RAND Corporation, volume 27, issue 3, pages 583-595, Autumn.
  5. Waldman, Michael, 1996, "Durable Goods Pricing When Quality Matters," The Journal of Business, University of Chicago Press, volume 69, issue 4, pages 489-510, October, DOI: 10.1086/209702.

1995

  1. Jarrow, Robert A & Turnbull, Stuart M, 1995, "Pricing Derivatives on Financial Securities Subject to Credit Risk," Journal of Finance, American Finance Association, volume 50, issue 1, pages 53-85, March.
  2. Robert Jarrow & Dilip Madan, 1995, "Option Pricing Using The Term Structure Of Interest Rates To Hedge Systematic Discontinuities In Asset Returns1," Mathematical Finance, Wiley Blackwell, volume 5, issue 4, pages 311-336, October, DOI: 10.1111/j.1467-9965.1995.tb00070.x.
  3. Karolyi, G Andrew, 1995, "A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada," Journal of Business & Economic Statistics, American Statistical Association, volume 13, issue 1, pages 11-25, January.

1994

  1. Jarrow, Robert A., 1994, "Derivative Security Markets, Market Manipulation, and Option Pricing Theory," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 29, issue 2, pages 241-261, June.
  2. Robert Jarrow & Stuart Turnbull, 1994, "Delta, gamma and bucket hedging of interest rate derivatives," Applied Mathematical Finance, Taylor & Francis Journals, volume 1, issue 1, pages 21-48, DOI: 10.1080/13504869400000002.
  3. Bae, Kee-Hong & Andrew Karolyi, G., 1994, "Good news, bad news and international spillovers of stock return volatility between Japan and the U.S," Pacific-Basin Finance Journal, Elsevier, volume 2, issue 4, pages 405-438, December.
  4. Waldman, Michael, 1994, "Systematic Errors and the Theory of Natural Selection," American Economic Review, American Economic Association, volume 84, issue 3, pages 482-497, June.
  5. Oh, Seonghwan & Waldman, Michael, 1994, "Strategic Complementarity Slows Macroeconomic Adjustment to Temporary Shocks," Economic Inquiry, Western Economic Association International, volume 32, issue 2, pages 318-329, April.

1993

  1. Arkadev Chatterjea & Joseph A. Cherian & Robert A. Jarrow, 1993, "Market Manipulation and Corporate Finance: A New Perspective," Financial Management, Financial Management Association, volume 22, issue 2, Summer.
  2. Karolyi, G. Andrew, 1993, "A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 28, issue 4, pages 579-594, December.
  3. Stephen R Foerster & G Andrew Karolyi, 1993, "International Listings of Stocks: The Case of Canada and the U.S," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 24, issue 4, pages 763-784, December.
  4. Haltiwanger, John & Waldman, Michael, 1993, "The role of altruism in economic interaction," Journal of Economic Behavior & Organization, Elsevier, volume 21, issue 1, pages 1-15, May.
  5. Michael Waldman, 1993, "A New Perspective on Planned Obsolescence," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 108, issue 1, pages 273-283.

1992

  1. Peter Carr & Robert Jarrow & Ravi Myneni, 1992, "Alternative Characterizations Of American Put Options," Mathematical Finance, Wiley Blackwell, volume 2, issue 2, pages 87-106, April, DOI: 10.1111/j.1467-9965.1992.tb00040.x.
  2. Kaushik I. Amin & Robert A. Jarrow, 1992, "Pricing Options On Risky Assets In A Stochastic Interest Rate Economy1," Mathematical Finance, Wiley Blackwell, volume 2, issue 4, pages 217-237, October, DOI: 10.1111/j.1467-9965.1992.tb00030.x.
  3. Jarrow, Robert A., 1992, "Market Manipulation, Bubbles, Corners, and Short Squeezes," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 27, issue 3, pages 311-336, September.
  4. Heath, David & Jarrow, Robert & Morton, Andrew, 1992, "Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation," Econometrica, Econometric Society, volume 60, issue 1, pages 77-105, January.
  5. Chan, K C, et al, 1992, "An Empirical Comparison of Alternative Models of the Short-Term Interest Rate," Journal of Finance, American Finance Association, volume 47, issue 3, pages 1209-1227, July.
  6. Chan, K. C. & Karolyi, G. Andrew & Stulz, ReneM., 1992, "Global financial markets and the risk premium on U.S. equity," Journal of Financial Economics, Elsevier, volume 32, issue 2, pages 137-167, October.
  7. G. Andrew Karolyi, 1992, "Predicting Risk: Some New Generalizations," Management Science, INFORMS, volume 38, issue 1, pages 57-74, January, DOI: 10.1287/mnsc.38.1.57.
  8. Michael Waldman, 1992, "Book Review: Human Resources, Personnel, and Organizational Behavior: The Firm as a Nexus of Treaties," ILR Review, Cornell University, ILR School, volume 46, issue 1, pages 206-207, October.

1991

  1. Robert A. Jarrow & Dilip B. Madan, 1991, "A Characterization of Complete Security Markets On A Brownian Filtration1," Mathematical Finance, Wiley Blackwell, volume 1, issue 3, pages 31-43, July, DOI: 10.1111/j.1467-9965.1991.tb00014.x.
  2. Jarrow, Robert A. & Leach, J. Chris, 1991, "The Relevance of Fiduciary Conflict-of-Interests in Control versus Issue Proxy Contests," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 26, issue 4, pages 533-547, December.
  3. Amin, Kaushik I. & Jarrow, Robert A., 1991, "Pricing foreign currency options under stochastic interest rates," Journal of International Money and Finance, Elsevier, volume 10, issue 3, pages 310-329, September.
  4. Chan, Kalok & Chan, K C & Karolyi, G Andrew, 1991, "Intraday Volatility in the Stock Index and Stock Index Futures Markets," The Review of Financial Studies, Society for Financial Studies, volume 4, issue 4, pages 657-684.
  5. Bruce, Neil & Waldman, Michael, 1991, "Transfers in Kind: Why They Can Be Efficient and Nonpaternalistic," American Economic Review, American Economic Association, volume 81, issue 5, pages 1345-1351, December.
  6. Haltiwanger, John & Waldman, Michael, 1991, "Responders versus Non-responders: A New Perspective on Heterogeneity," Economic Journal, Royal Economic Society, volume 101, issue 408, pages 1085-1102, September.
  7. Michael Waldman, 1991, "The Role of Multiple Potential Entrants/Sequential Entry in Noncooperative Entry Deterrence," RAND Journal of Economics, The RAND Corporation, volume 22, issue 3, pages 446-453, Autumn.

1990

  1. Heath, David & Jarrow, Robert & Morton, Andrew, 1990, "Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 25, issue 4, pages 419-440, December.
  2. Carr, Peter P & Jarrow, Robert A, 1990, "The Stop-Loss Start-Gain Paradox and Option Valuation: A New Decomposition into Intrinsic and Time Value," The Review of Financial Studies, Society for Financial Studies, volume 3, issue 3, pages 469-492.
  3. Neil Bruce & Michael Waldman, 1990, "The Rotten-Kid Theorem Meets the Samaritan's Dilemma," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 105, issue 1, pages 155-165.
  4. Seonghwan Oh & Michael Waldman, 1990, "The Macroeconomic Effects of False Announcements," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 105, issue 4, pages 1017-1034.
  5. Waldman, Michael, 1990, "Up-or-Out Contracts: A Signaling Perspective," Journal of Labor Economics, University of Chicago Press, volume 8, issue 2, pages 230-250, April, DOI: 10.1086/298221.

1989

  1. Jarrow, Robert A & Wiggins, James B, 1989, "Option Pricing and Implicit Volatilities," Journal of Economic Surveys, Wiley Blackwell, volume 3, issue 1, pages 59-81.
  2. Waldman, Michael, 1989, "Information on worker ability : An analysis of investment within the firm," Information Economics and Policy, Elsevier, volume 4, issue 1, pages 57-80.
  3. Haltiwanger, John C & Waldman, Michael, 1989, "Rational Expectations in the Aggregate," Economic Inquiry, Western Economic Association International, volume 27, issue 4, pages 619-636, October.
  4. John Haltiwanger & Michael Waldman, 1989, "Limited Rationality and Strategic Complements: The Implications for Macroeconomics," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 104, issue 3, pages 463-483.

1988

  1. Robert A. Jarrow, 1988, "Preferences, Continuity, and the Arbitrage Pricing Theory," The Review of Financial Studies, Society for Financial Studies, volume 1, issue 2, pages 159-172.
  2. Heath, David C & Jarrow, Robert A, 1988, "Ex-dividend Stock Price Behavior and Arbitrage Opportunities," The Journal of Business, University of Chicago Press, volume 61, issue 1, pages 95-108, January, DOI: 10.1086/296421.

1987

  1. Heath, David C & Jarrow, Robert A, 1987, "Arbitrage, Continuous Trading, and Margin Requirements," Journal of Finance, American Finance Association, volume 42, issue 5, pages 1129-1142, December.
  2. Jarrow, Robert, 1987, "Beliefs and arbitrage pricing," Economics Letters, Elsevier, volume 24, issue 2, pages 165-169.
  3. Green, Richard C. & Jarrow, Robert A., 1987, "Spanning and completeness in markets with contingent claims," Journal of Economic Theory, Elsevier, volume 41, issue 1, pages 202-210, February.
  4. Michael Waldman, 1987, "Noncooperative Entry Deterrence, Uncertainty, and the Free Rider Problem," The Review of Economic Studies, Review of Economic Studies Ltd, volume 54, issue 2, pages 301-310.

1986

  1. Jarrow, Robert, 1986, "The Relationship between Arbitrage and First Order Stochastic Dominance," Journal of Finance, American Finance Association, volume 41, issue 4, pages 915-921, September.
  2. Jarrow, Robert A., 1986, "A characterization theorem for unique risk neutral probability measures," Economics Letters, Elsevier, volume 22, issue 1, pages 61-65.
  3. Haltiwanger, John & Waldman, Michael, 1986, "Insurance and Labor Market Contracting: An Analysis of the Capital Market Assumption," Journal of Labor Economics, University of Chicago Press, volume 4, issue 3, pages 355-375, July, DOI: 10.1086/298115.

1985

  1. Haltiwanger, John & Waldman, Michael, 1985, "Rational Expectations and the Limits of Rationality: An Analysis of Heterogeneity," American Economic Review, American Economic Association, volume 75, issue 3, pages 326-340, June.

1984

  1. Jarrow, Robert, 1984, "The error learning hypothesis: The evidence reexamined," Journal of Economics and Business, Elsevier, volume 36, issue 2, pages 177-188, May.
  2. Jarrow, Robert A & Rosenfeld, Eric R, 1984, "Jump Risks and the Intertemporal Capital Asset Pricing Model," The Journal of Business, University of Chicago Press, volume 57, issue 3, pages 337-351, July, DOI: 10.1086/296267.
  3. Michael Waldman, 1984, "Worker Allocation, Hierarchies and the Wage Distribution," The Review of Economic Studies, Review of Economic Studies Ltd, volume 51, issue 1, pages 95-109.
  4. Michael Waldman, 1984, "Job Assignments, Signalling, and Efficiency," RAND Journal of Economics, The RAND Corporation, volume 15, issue 2, pages 255-267, Summer.
  5. Novos, Ian E & Waldman, Michael, 1984, "The Effects of Increased Copyright Protection: An Analytic Approach," Journal of Political Economy, University of Chicago Press, volume 92, issue 2, pages 236-246, April, DOI: 10.1086/261222.

1983

  1. Easley, David & Jarrow, Robert A, 1983, "Consensus Beliefs Equilibrium and Market Efficiency," Journal of Finance, American Finance Association, volume 38, issue 3, pages 903-911, June.
  2. Jarrow, Robert & Rudd, Andrew, 1983, "A comparison of the APT and CAPM a note," Journal of Banking & Finance, Elsevier, volume 7, issue 2, pages 295-303, June.

1982

  1. Jarrow, Robert & Rudd, Andrew, 1982, "Approximate option valuation for arbitrary stochastic processes," Journal of Financial Economics, Elsevier, volume 10, issue 3, pages 347-369, November.

1981

  1. Jarrow, Robert A. & Oldfield, George S., 1981, "Forward contracts and futures contracts," Journal of Financial Economics, Elsevier, volume 9, issue 4, pages 373-382, December.

1980

  1. Jarrow, Robert A, 1980, "Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices," Journal of Finance, American Finance Association, volume 35, issue 5, pages 1105-1113, December.

1978

  1. Jarrow, Robert A, 1978, "The Relationship between Yield, Risk and Return of Corporate Bonds," Journal of Finance, American Finance Association, volume 33, issue 4, pages 1235-1240, September.

1977

  1. Oldfield, George Jr. & Rogalski, Richard J. & Jarrow, Robert A., 1977, "An autoregressive jump process for common stock returns," Journal of Financial Economics, Elsevier, volume 5, issue 3, pages 389-418, December.

Books

2024

  1. Robert A Jarrow & Arkadev Chatterjea, 2024, "An Introduction to Derivative Securities, Financial Markets, and Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13797, ISBN: ARRAY(0x78346138).

2023

  1. Robert A Jarrow & Dilip B Madan (ed.), 2023, "Peter Carr Gedenkschrift:Research Advances in Mathematical Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13491, ISBN: ARRAY(0x78d91f30).

2021

  1. Robert A. Jarrow, 2021, "Continuous-Time Asset Pricing Theory," Springer Finance, Springer, number 978-3-030-74410-6, edition 2, ISBN: ARRAY(0x7f2f03b8), October, DOI: 10.1007/978-3-030-74410-6.

2017

  1. Robert Jarrow, 2017, "The Economic Foundations of Risk Management:Theory, Practice, and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10221, ISBN: ARRAY(0x77f9b6b8).
  2. Michael Waldman (ed.), 2017, "Learning in Labour Markets," Books, Edward Elgar Publishing, number 17336, ISBN: ARRAY(0x9570ebe0).

2015

  1. Karolyi, G. Andrew, 2015, "Cracking the Emerging Markets Enigma," OUP Catalogue, Oxford University Press, number 9780199336623, ISBN: ARRAY(0x810ab6d0).

2008

  1. Robert A Jarrow, 2008, "Financial Derivatives Pricing:Selected Works of Robert Jarrow," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6911, ISBN: ARRAY(0x7978ab40).

2007

  1. Michael Waldman (ed.), 2007, "Pricing Tactics, Strategies, and Outcomes," Books, Edward Elgar Publishing, number 3898, ISBN: ARRAY(0x96997d58).

2003

  1. G. A. Karolyi & Rene M. Stulz (ed.), 2003, "International Capital Markets," Books, Edward Elgar Publishing, number 2453, ISBN: ARRAY(0x99cfc728).

Chapters

2026

  1. Inbal Dekel & Rachel Cummings & Ori Heffetz & Katrina Ligett, 2026, "Privacy Elasticity: Modeling Responses to Quantifiable Privacy Changes," NBER Chapters, National Bureau of Economic Research, Inc, "Data Privacy Protection and the Conduct of Applied Research: Methods, Approaches and New Findings".

2024

  1. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Derivatives and Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  2. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Interest Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  3. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  4. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Forwards and Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  5. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  6. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Arbitrage and Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  7. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Financial Engineering and Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  8. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Forwards and Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  9. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Futures Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  10. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Futures Regulations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  11. Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Cost-of-Carry Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  12. Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Extended Cost-of-Carry Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  13. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Futures Hedging," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  14. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Options Markets and Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  15. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Option Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  16. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Option Relations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  17. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Single-Period Binomial Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  18. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Multiperiod Binomial Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  19. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Using the Black–Scholes–Merton Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  20. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Yields and Forward Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  21. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Interest Rate Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  22. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Single-Period Binomial Heath–Jarrow–Morton Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  23. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Multiperiod Binomial HJM Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  24. Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Heath–Jarrow–Morton Libor Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
  25. Robert A. Jarrow & Arkadev Chatterjea, 2024, "Risk Management Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".

2023

  1. Robert A. Jarrow & Yuxuan Liu, 2023, "Asset Price Bubbles, Wealth Preserving, Dominating and Replicating Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Robert A Jarrow & Dilip B Madan, "Peter Carr Gedenkschrift Research Advances in Mathematical Finance".

2022

  1. Robert A. Jarrow, 2022, "Correction to: Continuous-Time Asset Pricing Theory," Springer Finance, Springer, chapter 24, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_24.

2021

  1. Lin William Cong & Yizhou Xiao, 2021, "Categories and Functions of Crypto-Tokens," Springer Books, Springer, chapter 0, in: Maurizio Pompella & Roman Matousek, "The Palgrave Handbook of FinTech and Blockchain", DOI: 10.1007/978-3-030-66433-6_12.
  2. Lin William Cong & Beibei Li & Qingquan Tony Zhang, 2021, "Alternative Data in FinTech and Business Intelligence," Springer Books, Springer, chapter 0, in: Maurizio Pompella & Roman Matousek, "The Palgrave Handbook of FinTech and Blockchain", DOI: 10.1007/978-3-030-66433-6_9.
  3. Robert A. Jarrow, 2021, "Stochastic Processes," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_1.
  4. Robert A. Jarrow, 2021, "Complete Markets (Utility Over Terminal Wealth)," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_10.
  5. Robert A. Jarrow, 2021, "Incomplete Markets (Utility Over Intermediate Consumption and Terminal Wealth)," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_12.
  6. Robert A. Jarrow, 2021, "Equilibrium," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_13.
    • Robert A. Jarrow, 2021, "Equilibrium," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_23.
  7. Robert A. Jarrow, 2021, "A Representative Trader Economy," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_14.
  8. Robert A. Jarrow, 2021, "Characterizing the Equilibrium," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_15.
  9. Robert A. Jarrow, 2021, "Market Informational Efficiency," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_16.
  10. Robert A. Jarrow, 2021, "Epilogue (The Fundamental Theorems and the CAPM)," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_17.
  11. Robert A. Jarrow, 2021, "The Trading Constrained Market," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_18.
  12. Robert A. Jarrow, 2021, "Arbitrage Pricing Theory," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_19.
  13. Robert A. Jarrow, 2021, "The Fundamental Theorems," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_2.
  14. Robert A. Jarrow, 2021, "The Auxiliary Markets," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_20.
  15. Robert A. Jarrow, 2021, "Super- and Sub-Replication," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_21.
  16. Robert A. Jarrow, 2021, "Portfolio Optimization," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_22.
  17. Robert A. Jarrow, 2021, "Asset Price Bubbles," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_3.
  18. Robert A. Jarrow, 2021, "Basis Assets, Multiple-Factor Beta Models, and Systematic Risk," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_4.
  19. Robert A. Jarrow, 2021, "The Black Scholes Merton Model," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_5.
  20. Robert A. Jarrow, 2021, "The Heath Jarrow Morton Model," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_6.
  21. Robert A. Jarrow, 2021, "Reduced Form Credit Risk Models," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_7.
  22. Robert A. Jarrow, 2021, "Incomplete Markets," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_8.
  23. Robert A. Jarrow, 2021, "Utility Functions," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_9.

2020

  1. Long Chen & Lin William Cong & Yizhou Xiao, 2020, "A Brief Introduction to Blockchain Economics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Kashi R Balachandran, "Information for Efficient Decision Making Big Data, Blockchain and Relevance".
  2. Lin William Cong & Tengyuan Liang & Baozhong Yang & Xiao Zhang, 2020, "Analyzing Textual Information at Scale," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Kashi R Balachandran, "Information for Efficient Decision Making Big Data, Blockchain and Relevance".

2018

  1. Franklin Allen & Elena Carletti & Yaniv Grinstein, 2018, "International Evidence on Firm Level Decisions in Response to the Crisis: Shareholders vs. Other Stakeholders," NBER Chapters, National Bureau of Economic Research, Inc, "Corporate Governance (NBER-TCER-CEPR Conference)".
  2. Benjamin Ho & David Huffman, 2018, "Trust and the law," Chapters, Edward Elgar Publishing, chapter 11, in: Joshua C. Teitelbaum & Kathryn Zeiler, "Research Handbook on Behavioral Law and Economics".

2017

  1. Robert Jarrow, 2017, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  2. Robert Jarrow, 2017, "Primary Assets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  3. Robert Jarrow, 2017, "Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  4. Robert Jarrow, 2017, "Market Risk (Equities, FX, Commodities)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  5. Robert Jarrow, 2017, "Market Risk (Interest Rates)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  6. Robert Jarrow, 2017, "Credit Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  7. Robert Jarrow, 2017, "Liquidity Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  8. Robert Jarrow, 2017, "Operational Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  9. Robert Jarrow, 2017, "Trading Constraints," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  10. Robert Jarrow, 2017, "Individuals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  11. Robert Jarrow, 2017, "Firms," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  12. Robert Jarrow, 2017, "Banks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  13. Robert Jarrow, 2017, "Diversification," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  14. Robert Jarrow, 2017, "Static Hedging," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  15. Robert Jarrow, 2017, "Dynamic Hedging," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  16. Robert Jarrow, 2017, "Penn Square Bank (1982)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  17. Robert Jarrow, 2017, "Metallgesellschaft (1993)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  18. Robert Jarrow, 2017, "Orange County (1994)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  19. Robert Jarrow, 2017, "Barings Bank (1995)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  20. Robert Jarrow, 2017, "Long Term Capital Management (1998)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  21. Robert Jarrow, 2017, "The Credit Crisis (2007)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  22. Robert Jarrow, 2017, "Washington Mutual (2008)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications".
  23. Emma Boswell Dean & Frank Schilbach & Heather Schofield, 2017, "Poverty and Cognitive Function," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Poverty Traps".

2014

  1. Michael Waldman, 2014, "What limits indirect appropriability?," Chapters, Edward Elgar Publishing, chapter 2, in: Richard Watt, "Handbook on the Economics of Copyright".

2012

  1. Michael Waldman, 2012, "Theory and Evidence in Internal LaborMarkets
    [The Handbook of Organizational Economics]    ," Introductory Chapters, Princeton University Press, in: Robert Gibbons & John Roberts.

2008

  1. Robert JARROW & Andrew RUDD, 2008, "Approximate Option Valuation For Arbitrary Stochastic Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  2. David C. Heath & Robert A. Jarrow, 2008, "Arbitrage, Continuous Trading, and Margin Requirements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  3. David C. Heath & Robert A. Jarrow, 2008, "Ex-Dividend Stock Price Behavior and Arbitrage Opportunities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  4. Peter P. Carr & Robert A. Jarrow, 2008, "The Stop-Loss Start-Gain Paradox and Option Valuation: A new Decomposition into Intrinsic and Time Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  5. Peter Carr & Robert Jarrow & Ravi Myneni, 2008, "Alternative Characterizations Of American Put Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  6. Robert A. Jarrow, 2008, "Market Manipulation, Bubbles, Corners, and Short Squeezes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  7. Robert A. Jarrow, 2008, "Derivative Security Markets, Market Manipulation, and Option Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  8. Umut Çetin & Robert A. Jarrow & Philip Protter, 2008, "Liquidity risk and arbitrage pricing theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  9. U. Çetin & R. Jarrow & P. Protter & M. Warachka, 2008, "Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  10. Robert A. JARROW, 2008, "Liquidity Premiums And The Expectations Hypothesis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  11. Robert A. JARROW & George S. OLDFIELD, 2008, "Forward Contracts And Futures Contracts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  12. Robert A. Jarrow, 2008, "The Pricing Of Commodity Options With Stochastic Interest Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  13. David Heath & Robert Jarrow & Andrew Morton, 2008, "Bond Pricing And The Term Structure Of Interest Rates: A New Methodology For Contingent Claims Valuation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  14. Kaushik I. Amin & Robert A. Jarrow, 2008, "Pricing foreign currency options under stochastic interest rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  15. Kaushik I. Amin & Robert A. Jarrow, 2008, "Pricing Options On Risky Assets In A Stochastic Interest Rate Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  16. Robert Jarrow & Yildiray Yildirim, 2008, "Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  17. Robert A. Jarrow & Stuart M. Turnbull, 2008, "Pricing Derivatives on Financial Securities Subject to Credit Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  18. Robert A. Jarrow & David Lando & Stuart M. Turnbull, 2008, "A Markov Model for the Term Structure of Credit Risk Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  19. Robert A. Jarrow & David Lando & Fan Yu, 2008, "Default Risk And Diversification: Theory And Empirical Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  20. Robert A. Jarrow & Fan Yu, 2008, "Counterparty Risk and the Pricing of Defaultable Securities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  21. Sudheer Chava & Robert A. Jarrow, 2008, "Bankruptcy Prediction with Industry Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  22. Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2008, "Market Pricing of Deposit Insurance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  23. Umut Çetin & Robert Jarrow & Philip Protter & Yildiray Yildirim, 2008, "Modeling Credit Risk With Partial Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
  24. Heather Schofield & Sendhil Mullainathan, 2008, "The psychology of nutrition messages," Advances in Health Economics and Health Services Research, Emerald Group Publishing Limited, "Beyond Health Insurance: Public Policy to Improve Health", DOI: 10.1016/S0731-2199(08)19007-0.

2003

  1. Karolyi, G. Andrew & Stulz, Rene M., 2003, "Are financial assets priced locally or globally?," Handbook of the Economics of Finance, Elsevier, chapter 16, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance".

1999

  1. Gibbons, Robert & Waldman, Michael, 1999, "Careers in organizations: Theory and evidence," Handbook of Labor Economics, Elsevier, chapter 36, in: O. Ashenfelter & D. Card, "Handbook of Labor Economics".

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