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Publications

by members of

Johnson Graduate School of Management
Cornell University
Ithaca, New York (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

2015

  1. Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2015. "The U.S. listing gap," NBER Working Papers 21181, National Bureau of Economic Research, Inc.

2014

  1. Robert A. Jarrow & Martin Larsson, 2014. "Informational Efficiency under Short Sale Constraints," Papers 1401.1851, arXiv.org.
  2. Waldman, Michael & Zax, Ori, 2014. "An exploration of the promotion signaling distortion," MPRA Paper 60656, University Library of Munich, Germany.
  3. Grinstein, Yaniv & Rossi, Stefano, 2014. "Good Monitoring, Bad Monitoring," CEPR Discussion Papers 9960, C.E.P.R. Discussion Papers.

2013

  1. Valerie Smeets & Michael Waldman & Frederic Warzynski, 2013. "Performance, Career Dynamics, and Span of Control," Economics Working Papers 2013-02, School of Economics and Management, University of Aarhus.
  2. Waldman, Michael, 2013. "What Limits Indirect Appropriability?," MPRA Paper 44690, University Library of Munich, Germany.
  3. C. Kirabo Jackson & Henry S. Schneider, 2013. "Reducing Moral Hazard in Employment Relationships: Experimental Evidence on Managerial Control and Performance Pay," NBER Working Papers 19645, National Bureau of Economic Research, Inc.
  4. Matthew R. Backus & Joseph Uri Podwol & Henry S. Schneider, 2013. "Search Costs and Equilibrium Price Dispersion in Auction Markets," EAG Discussions Papers 201302, Department of Justice, Antitrust Division.

2012

  1. Michael Waldman & Sean Nicholson & Nodir Adilov, 2012. "Positive and Negative Mental Health Consequences of Early Childhood Television Watching," NBER Working Papers 17786, National Bureau of Economic Research, Inc.

2011

  1. Robert Jarrow & Younes Kchia & Philip Protter, 2011. "Is there a bubble in LinkedIn's stock price?," Papers 1105.5717, arXiv.org.
  2. Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2011. "The U.S. Left Behind: The Rise of IPO Activity Around the World," NBER Working Papers 16916, National Bureau of Economic Research, Inc.

2010

  1. Xin Guo & Robert A Jarrow & Adrien de Larrard, 2010. "The economic default time and the Arcsine law," Papers 1012.0843, arXiv.org, revised Jan 2011.
  2. G. Andrew Karolyi & Rose C. Liao, 2010. "What is Different about Government-Controlled Acquirers in Cross-Border Acquisitions?," Working Papers 2010.38, Fondazione Eni Enrico Mattei.
  3. C. Kirabo Jackson & Henry S. Schneider, 2010. "Do Social Connections Reduce Moral Hazard? Evidence from the New York City Taxi Industry," NBER Working Papers 16279, National Bureau of Economic Research, Inc.

2009

  1. Hazer Inaltekin & Robert Jarrow & Mehmet Saglam & Yildiray Yildirim, 2009. "Housing Market Microstructure," Papers 0907.1853, arXiv.org.
  2. Martijn Cremers & Yaniv Grinstein, 2009. "The Market for CEO Talent: Implications for CEO Compensation," Yale School of Management Working Papers amz2385, Yale School of Management, revised 01 Sep 2009.

2008

  1. Dennis W. Carlton & Patrick Greenlee & Michael Waldman, 2008. "Assessing the Anticompetitive Effects of Multiproduct Pricing," NBER Working Papers 14199, National Bureau of Economic Research, Inc.
  2. Dennis W. Carlton & Michael Waldman, 2008. "Safe Harbors for Quantity Discounts and Bundling," EAG Discussions Papers 200801, Department of Justice, Antitrust Division.
  3. 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 2008-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  4. Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2008. "Why Do Foreign Firms Leave U.S. Equity Markets?," NBER Working Papers 14245, National Bureau of Economic Research, Inc.
  5. Karolyi, G. Andrew, 2008. "Discussion of 'A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002'," Working Paper Series 2008-23, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

2007

  1. Dennis W. Carlton & Joshua S. Gans & Michael Waldman, 2007. "Why Tie A Product Consumers Do Not Use?," NBER Working Papers 13339, National Bureau of Economic Research, Inc.
  2. Waldman, Michael, 2007. "Theory and evidence in internal labor markets," MPRA Paper 5113, University Library of Munich, Germany.
  3. Craig Doidge & G. Andrew Karolyi & Rene M. Stulz, 2007. "Has New York Become Less Competitive in Global Markets? Evaluating Foreign Listing Choices Over Time," NBER Working Papers 13079, National Bureau of Economic Research, Inc.
  4. Gagnon, Louis & Karolyi, G. Andrew, 2007. "Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks," Working Paper Series 2006-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  5. Karolyi, G. Andrew, 2007. "An Assessment of Terrorism-Related Investing Strategies," Working Paper Series 2007-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  6. 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 2007-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  7. Nicholas Barberis & Ming Huang, 2007. "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," NBER Working Papers 12936, National Bureau of Economic Research, Inc.

2006

  1. Antje Berndt & Robert Jarrow & ChoongOh Kang, 2006. "Restructuring Risk in Credit Default Swaps: An Empirical Analysis," GSIA Working Papers 2006-E30, Carnegie Mellon University, Tepper School of Business.
  2. Michael Waldman & Sean Nicholson & Nodir Adilov, 2006. "Does Television Cause Autism?," NBER Working Papers 12632, National Bureau of Economic Research, Inc.
  3. Suman Ghosh & Michael Waldman, 2006. "Standard Promotion Practices Versus Up-Or-Out Contracts," Working Papers 06007, Department of Economics, College of Business, Florida Atlantic University.
  4. Morita, Hodaka & Waldman, Michael, 2006. "Competition, Monopoly Maintenance, and Consumer Switching Costs," MPRA Paper 1426, University Library of Munich, Germany.
  5. DeVaro, Jed & Waldman, Michael, 2006. "The signaling role of promotions: Further theory and empirical evidence," MPRA Paper 1550, University Library of Munich, Germany.
  6. Adilov, Nodir & Waldman, Michael, 2006. "Optimal copyright length and ex post investment: a Mickey Mouse approach," MPRA Paper 1551, University Library of Munich, Germany.
  7. Lucian A. Bebchuk & Yaniv Grinstein & Urs Peyer, 2006. "Lucky CEOs," NBER Working Papers 12771, National Bureau of Economic Research, Inc.
  8. Lucian A. Bebchuk & Yaniv Grinstein & Urs Peyer, 2006. "Lucky Directors," NBER Working Papers 12811, National Bureau of Economic Research, Inc.
  9. Gagnon, Louis & Karolyi, G. Andrew, 2006. "Price and Volatility Transmission across Borders," Working Paper Series 2006-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  10. Hou, Kewei & Karolyi, G. Andrew & Kho, Bong Chan, 2006. "What Factors Drive Global Stock Returns?," Working Paper Series 2006-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  11. Karolyi, G. Andrew, 2006. "The Consequences of Terrorism for Financial Markets: What Do We Know?," Working Paper Series 2006-6, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  12. Nicholas Barberis & Ming Huang, 2006. "The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle," NBER Working Papers 12378, National Bureau of Economic Research, Inc.

2005

  1. Dennis W. Carlton & Michael Waldman, 2005. "Tying, Upgrades, and Switching Costs in Durable-Goods Markets," NBER Working Papers 11407, National Bureau of Economic Research, Inc.
  2. Lucian Bebchuk & Yaniv Grinstein, 2005. "Firm Expansion and CEO Pay," NBER Working Papers 11886, National Bureau of Economic Research, Inc.
  3. Lucian Bebchuk & Yaniv Grinstein, 2005. "The Growth of Executive Pay," NBER Working Papers 11443, National Bureau of Economic Research, Inc.
  4. Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series rp135, International Center for Financial Asset Management and Engineering.
  5. Craig Doidge & G. Andrew Karolyi & Karl V. Lins & Darius P. Miller & Rene M. Stulz, 2005. "Private Benefits of Control, Ownership, and the Cross-Listing Decision," NBER Working Papers 11162, National Bureau of Economic Research, Inc.
  6. Karolyi, G. Andrew & Martell, Rodolfo, 2005. "Terrorism and the Stock Market," Working Paper Series 2005-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

2004

  1. 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 431, Econometric Society.
  2. Umut Cetin & Robert Jarrow & Philip Protter & Yildiray Yildirim, 2004. "Modeling Credit Risk with Partial Information," Papers math/0407060, arXiv.org.
  3. Suman Ghosh & Michael Waldman, 2004. "Standard Promotion Practices vs Up-Or-Out Contracts," Royal Economic Society Annual Conference 2004 132, Royal Economic Society.
  4. Michael Waldman, 2004. "Antitrust Perspectives for Durable-Goods Markets," CESifo Working Paper Series 1306, CESifo Group Munich.
  5. Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael Roberts, 2004. "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," NBER Working Papers 10651, National Bureau of Economic Research, Inc.
  6. Rene M. Stulz & Craig Doidge & Andrew Karolyi, 2004. "Why Do Countries Matter So Much for Corporate Governance?," NBER Working Papers 10726, National Bureau of Economic Research, Inc.
  7. Goto, Mika & Karolyi, G. Andrew, 2004. "Understanding Electricity Price Volatility within and across Markets," Working Paper Series 2004-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  8. Bailey, Warren & Karolyi, G. Andrew & Salva, Carolina, 2004. "The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings," Working Paper Series 2004-7, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  9. Karolyi, G. Andrew, 2004. "The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom," Working Paper Series 2004-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  10. Gagnon, Louis & Karolyi, G. Andrew, 2004. "Multi-market Trading and Arbitrage," Working Paper Series 2004-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

2003

  1. Robert Gibbons & Michael Waldman, 2003. "Enriching a Theory of Wage and Promotion Dynamics Inside Firms," NBER Working Papers 9849, National Bureau of Economic Research, Inc.
  2. Alon Brav & John R. Graham & Campbell R. Harvey & Roni Michaely, 2003. "Payout Policy in the 21st Century," NBER Working Papers 9657, National Bureau of Economic Research, Inc.
  3. Nicholas Barberis & Ming Huang & Richard Thaler, 2003. "Individual Preferences, Monetary Gambles and the Equity Premium," NBER Working Papers 9997, National Bureau of Economic Research, Inc.

2002

  1. Franklin Allen & Roni Michaely, 2002. "Payout Policy," Center for Financial Institutions Working Papers 01-21, Wharton School Center for Financial Institutions, University of Pennsylvania.
    • Allen, Franklin & Michaely, Roni, 2003. "Payout policy," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 7, pages 337-429 Elsevier.
  2. Sohnke M. Bartram & G. Andrew Karolyi, 2002. "The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures," Finance 0207005, EconWPA, revised 16 Sep 2002.
  3. G. Andrew Karolyi & Rene M. Stulz, 2002. "Are Financial Assets Priced Locally or Globally?," NBER Working Papers 8994, National Bureau of Economic Research, Inc.

2001

  1. Dennis W. Carlton & Michael Waldman, 2001. "Competition, Monopoly, and Aftermarkets," NBER Working Papers 8086, National Bureau of Economic Research, Inc.
  2. Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang, 2001. "Dynamic Volume-Return Relation of Individual Stocks," NBER Working Papers 8312, National Bureau of Economic Research, Inc.
  3. Craig Doidge & G. Andrew Karolyi & Rene M. Stulz, 2001. "Why are Foreign Firms Listed in the U.S. Worth More?," NBER Working Papers 8538, National Bureau of Economic Research, Inc.
  4. Nicholas Barberis & Ming Huang, 2001. "Mental Accounting, Loss Aversion, and Individual Stock Returns," NBER Working Papers 8190, National Bureau of Economic Research, Inc.

2000

  1. Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2000. "A New Approach to Measuring Financial Contagion," NBER Working Papers 7913, National Bureau of Economic Research, Inc.

1998

  1. Dennis W. Carlton & Michael Waldman, 1998. "The Strategic Use Of Tying To Preserve And Create Market Power In Evolving Industries," University of Chicago - George G. Stigler Center for Study of Economy and State 145, Chicago - Center for Study of Economy and State.
  2. Robert Gibbons & Michael Waldman, 1998. "A Theory of Wage and Promotion Dynamics in Internal Labor Markets," NBER Working Papers 6454, National Bureau of Economic Research, Inc.

1997

  1. Shlomo Benartzi & Roni Michaely & Richard Thaler, 1997. "Do Changes in Dividends Signal the Future or the Past?," CRSP working papers 455, Center for Research in Security Prices, Graduate School of Business, University of Chicago.

1996

  1. Robert Jarrow & Stuart Turnbull, 1996. "An Integrated Approach to Hedging and Pricing Eurodollar Derivatives," Center for Financial Institutions Working Papers 96-25, Wharton School Center for Financial Institutions, University of Pennsylvania.
  2. Jeremy Bulow & Ming Huang & Paul Klemperer, 1996. "Toeholds and Takeovers," Finance 9608001, EconWPA.

1994

  1. Roni Michaely & Richard H. Thaler & Kent Womack, 1994. "Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," NBER Working Papers 4778, National Bureau of Economic Research, Inc.

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 4074, National Bureau of Economic Research, Inc.

1991

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

1990

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

1989

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

1988

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

1987

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

1986

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

1985

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

1984

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

1983

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

Undated

  1. Eric Jacquier & Robert Jarrow, . "Model Error in Contingent Claim Models (Dynamic Evaluation)," Rodney L. White Center for Financial Research Working Papers 7-96, Wharton School Rodney L. White Center for Financial Research.
  2. Jarrow, Robert & Kwok, Simon, . "Specification Tests of Calibrated Option Pricing Models," Working Papers 2013-08, University of Sydney, School of Economics.
  3. Ari Gerstle & Michael Waldman, . "Mergers In Durable-Goods Industries: A Re-Examination Of Market Power And Welfare Effects," American Law & Economics Association Annual Meetings 1038, American Law & Economics Association.
  4. Franklin Allen & Roni Michaely, . "Dividend Policy (Reprint 050)," Rodney L. White Center for Financial Research Working Papers 14-94, Wharton School Rodney L. White Center for Financial Research.
  5. Stephen A. Buser & G. Andrew Karolyi & Anthony B. Sanders, . "Adjusted Forward Rates as Predictors of Future Spot Rates," Research in Financial Economics 9605, Ohio State University.
  6. Stephen R. Foerster & G. Andrew Karolyi, . "The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US," Research in Financial Economics 9606, Ohio State University.
  7. John M. Griffin & G. Andrew Karolyi, . "Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies," Research in Financial Economics 9608, Ohio State University.
  8. G. Andrew Karolyi & Rene Stulz, . "Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS," Research in Financial Economics 9501, Ohio State University.
  9. Nicholas Barberis & Ming Huang & Tano Santos, . "Prospect Theory and Asset Prices," CRSP working papers 494, Center for Research in Security Prices, Graduate School of Business, University of Chicago.

Journal articles

2014

  1. Jarrow, Robert A., 2014. "Financial crises and economic growth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 194-207.
  2. Jarrow, Robert, 2014. "Computing present values: Capital budgeting done correctly," Finance Research Letters, Elsevier, vol. 11(3), pages 183-193.
  3. 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, vol. 42(3), pages 627-661, 09.
  4. Robert Jarrow & Hao Li, 2014. "The impact of quantitative easing on the US term structure of interest rates," Review of Derivatives Research, Springer, vol. 17(3), pages 287-321, October.
  5. Robert A. Jarrow, 2014. "Forward Rate Curve Smoothing," Annual Review of Financial Economics, Annual Reviews, vol. 6(1), pages 443-458, December.
  6. 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, vol. 57(3), pages 665 - 698.
  7. Jonathan R. Peterson & Henry S. Schneider, 2014. "Adverse selection in the used-car market: evidence from purchase and repair patterns in the Consumer Expenditure Survey," RAND Journal of Economics, RAND Corporation, vol. 45(1), pages 140-154, 03.
  8. Backus, Matthew R. & Podwol, Joseph Uri & Schneider, Henry S., 2014. "Search costs and equilibrium price dispersion in auction markets," European Economic Review, Elsevier, vol. 71(C), pages 173-192.

2013

  1. Jarrow, Robert, 2013. "A leverage ratio rule for capital adequacy," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 973-976.
  2. Robert Jarrow & Younes Kchia & Martin Larsson & Philip Protter, 2013. "Discretely sampled variance and volatility swaps versus their continuous approximations," Finance and Stochastics, Springer, vol. 17(2), pages 305-324, April.
  3. Robert Jarrow, 2013. "Capital adequacy rules, catastrophic firm failure, and systemic risk," Review of Derivatives Research, Springer, vol. 16(3), pages 219-231, October.
  4. Jarrow, Robert A., 2013. "The zero-lower bound on interest rates: Myth or reality?," Finance Research Letters, Elsevier, vol. 10(4), pages 151-156.
  5. 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., vol. 3(02), pages 1350012-1-1.
  6. Nodir Adilov & Michael Waldman, 2013. "Optimal Copyright Length And Ex Post Investment: A Mickey Mouse Approach," Economic Inquiry, Western Economic Association International, vol. 51(2), pages 1101-1122, 04.
  7. Waldman, Michael, 2013. "Classic promotion tournaments versus market-based tournaments," International Journal of Industrial Organization, Elsevier, vol. 31(3), pages 198-210.

2012

  1. 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., vol. 15(02), pages 1250011-1-1.
  2. 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., vol. 15(03), pages 1250022-1-1.
  3. Jarrow, Robert & Protter, Philip, 2012. "Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory," Finance Research Letters, Elsevier, vol. 9(2), pages 58-62.
  4. Jarrow, Robert & Teo, Melvyn & Tse, Yiu Kuen & Warachka, Mitch, 2012. "An improved test for statistical arbitrage," Journal of Financial Markets, Elsevier, vol. 15(1), pages 47-80.
  5. Robert A. Jarrow, 2012. "Hedging derivatives with model error," Quantitative Finance, Taylor & Francis Journals, vol. 12(6), pages 855-863, February.
  6. Robert A. Jarrow & Philip Protter & Alexandre F. Roch, 2012. "A liquidity-based model for asset price bubbles," Quantitative Finance, Taylor & Francis Journals, vol. 12(9), pages 1339-1349, August.
  7. Robert Jarrow, 2012. "The Third Fundamental Theorem Of Asset Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 1250007-1-1.
  8. Jed DeVaro & Michael Waldman, 2012. "The Signaling Role of Promotions: Further Theory and Empirical Evidence," Journal of Labor Economics, University of Chicago Press, vol. 30(1), pages 91 - 147.
  9. Dennis W. Carlton & Michael Waldman, 2012. "Upgrades, Switching Costs and the Leverage Theory of Tying," Economic Journal, Royal Economic Society, vol. 122(561), pages 675-706, 06.
  10. Henry S. Schneider, 2012. "Agency Problems and Reputation in Expert Services: Evidence from Auto Repair," Journal of Industrial Economics, Wiley Blackwell, vol. 60(3), pages 406-433, 09.

2011

  1. Jarrow, Robert A., 2011. "Credit market equilibrium theory and evidence: Revisiting the structural versus reduced form credit risk model debate," Finance Research Letters, Elsevier, vol. 8(1), pages 2-7, March.
  2. Robert Jarrow & Philip Protter, 2011. "Foreign currency bubbles," Review of Derivatives Research, Springer, vol. 14(1), pages 67-83, April.
  3. Robert A. Jarrow & Siegfried Trautmann, 2011. "A Reduced‐Form Model for Warrant Valuation," The Financial Review, Eastern Finance Association, vol. 46(3), pages 413-425, 08.
  4. İnaltekin, Hazer & Jarrow, Robert A. & Sağlam, Mehmet & Yıldırım, Yıldıray, 2011. "Housing prices and the optimal time-on-the-market decision," Finance Research Letters, Elsevier, vol. 8(4), pages 171-179.
  5. Robert A. Jarrow, 2011. "The Economics of Credit Default Swaps," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 235-257, December.
  6. C. Kirabo Jackson & Henry S. Schneider, 2011. "Do Social Connections Reduce Moral Hazard? Evidence from the New York City Taxi Industry," American Economic Journal: Applied Economics, American Economic Association, vol. 3(3), pages 244-67, July.

2010

  1. Jarrow, Robert & Li, Haitao & Liu, Sheen & Wu, Chunchi, 2010. "Reduced-form valuation of callable corporate bonds: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 95(2), pages 227-248, February.
  2. Jarrow, Robert A., 2010. "Hedging in a HJM model," Finance Research Letters, Elsevier, vol. 7(1), pages 8-13, March.
  3. Jarrow, Robert A., 2010. "A simple robust model for Cat bond valuation," Finance Research Letters, Elsevier, vol. 7(2), pages 72-79, June.
  4. Robert Jarrow & Jeff Oxman & Yildiray Yildirim, 2010. "The cost of operational risk loss insurance," Review of Derivatives Research, Springer, vol. 13(3), pages 273-295, October.
  5. Robert A. Jarrow, 2010. "On Model Testing in Financial Economics," The Financial Review, Eastern Finance Association, vol. 45(2), pages 277-285, 05.
  6. Jarrow, Robert A., 2010. "Understanding the risk of leveraged ETFs," Finance Research Letters, Elsevier, vol. 7(3), pages 135-139, September.
  7. Robert Jarrow, 2010. "Convenience yields," Review of Derivatives Research, Springer, vol. 13(1), pages 25-43, April.
  8. Hodaka Morita & Michael Waldman, 2010. "Competition, Monopoly Maintenance, and Consumer Switching Costs," American Economic Journal: Microeconomics, American Economic Association, vol. 2(1), pages 230-55, February.
  9. Michael Waldman, 2010. "Competition, Monopoly, and Aftermarkets," Journal of Law, Economics and Organization, Oxford University Press, vol. 26(1), pages 54-91, April.
  10. Dennis W. Carlton & Joshua S. Gans & Michael Waldman, 2010. "Why Tie a Product Consumers Do Not Use?," American Economic Journal: Microeconomics, American Economic Association, vol. 2(3), pages 85-105, August.
  11. Justin P. Johnson & Michael Waldman, 2010. "Leasing, Lemons, and Moral Hazard," Journal of Law and Economics, University of Chicago Press, vol. 53(2), pages 307-328, 05.
  12. Suman Ghosh & Michael Waldman, 2010. "Standard promotion practices versus up-or-out contracts," RAND Journal of Economics, RAND Corporation, vol. 41(2), pages 301-325.
  13. Lucian A. Bebchuk & Yaniv Grinstein & Urs Peyer, 2010. "Lucky CEOs and Lucky Directors," Journal of Finance, American Finance Association, vol. 65(6), pages 2363-2401, December.
  14. Gagnon, Louis & Andrew Karolyi, G., 2010. "Multi-market trading and arbitrage," Journal of Financial Economics, Elsevier, vol. 97(1), pages 53-80, July.
  15. Henry Schneider, 2010. "Moral Hazard in Leasing Contracts: Evidence from the New York City Taxi Industry," Journal of Law and Economics, University of Chicago Press, vol. 53(4), pages 783 - 805.

2009

  1. Xin Guo & Robert A. Jarrow & Yan Zeng, 2009. "Modeling The Recovery Rate In A Reduced Form Model," Mathematical Finance, Wiley Blackwell, vol. 19(1), pages 73-97.
  2. 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., vol. 12(07), pages 901-924.
  3. Robert A. Jarrow, 2009. "The Term Structure of Interest Rates," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 69-96, November.
  4. Robert A. Jarrow, 2009. "Credit Risk Models," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 37-68, November.
  5. Alon Brav & Roni Michaely & Michael Roberts & Rebecca Zarutskie, 2009. "Evidence on the Trade-Off between Risk and Return for IPO and SEO Firms," Financial Management, Financial Management Association International, vol. 38(2), pages 221-252, 06.
  6. William C. Weld & Roni Michaely & Richard H. Thaler & Shlomo Benartzi, 2009. "The Nominal Share Price Puzzle," Journal of Economic Perspectives, American Economic Association, vol. 23(2), pages 121-42, Spring.
  7. Vidhi Chhaochharia & Yaniv Grinstein, 2009. "CEO Compensation and Board Structure," Journal of Finance, American Finance Association, vol. 64(1), pages 231-261, 02.
  8. 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, vol. 64(1), pages 425-466, 02.
  9. 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, vol. 44(04), pages 953-986, August.
  10. 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, vol. 91(3), pages 253-277, March.
  11. G. Andrew Karolyi, 2009. "Discussion of A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002," Journal of Accounting Research, Wiley Blackwell, vol. 47(2), pages 585-595, 05.
  12. G Andrew Karolyi & Lianfa Li & Rose Liao, 2009. "A (partial) resolution of the Chinese discount puzzle: The 2001 deregulation of the B-share market," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 1(1), pages 80-106, April.
  13. 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, vol. 33(8), pages 1555-1576, August.

2008

  1. Jarrow, Robert A., 2008. "Operational risk," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 870-879, May.
  2. Chava, Sudheer & Jarrow, Robert, 2008. "Modeling loan commitments," Finance Research Letters, Elsevier, vol. 5(1), pages 11-20, March.
  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, vol. 36(3), pages 441-498, 09.
  4. Xin Guo & Robert Jarrow & Haizhi Lin, 2008. "Distressed debt prices and recovery rate estimation," Review of Derivatives Research, Springer, vol. 11(3), pages 171-204, October.
  5. Alon Brav & John R. Graham & Campbell R. Harvey & Roni Michaely, 2008. "Managerial Response to the May 2003 Dividend Tax Cut," Financial Management, Financial Management Association International, vol. 37(4), pages 611-624, December.
  6. Nicholas Barberis & Ming Huang, 2008. "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," American Economic Review, American Economic Association, vol. 98(5), pages 2066-2100, December.

2007

  1. 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, vol. 62(1), pages 345-382, 02.
  2. Robert Jarrow, 2007. "A Critique of Revised Basel II," Journal of Financial Services Research, Springer, vol. 32(1), pages 1-16, October.
  3. R. Jarrow & A. Purnanandam, 2007. "The valuation of a firm’s investment opportunities: a reduced form credit risk perspective," Review of Derivatives Research, Springer, vol. 10(1), pages 39-58, January.
  4. Robert Jarrow & Vikrant Tyagi, 2007. "Tax liens: a novel application of asset pricing theory," Review of Derivatives Research, Springer, vol. 10(2), pages 181-204, May.
  5. Robert Jarrow & Philip Protter & A. Sezer, 2007. "Information reduction via level crossings in a credit risk model," Finance and Stochastics, Springer, vol. 11(2), pages 195-212, April.
  6. Berndt, Antje & Jarrow, Robert A. & Kang, ChoongOh, 2007. "Restructuring risk in credit default swaps: An empirical analysis," Stochastic Processes and their Applications, Elsevier, vol. 117(11), pages 1724-1749, November.
  7. Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael R. Roberts, 2007. "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," Journal of Finance, American Finance Association, vol. 62(2), pages 877-915, 04.
  8. Vidhi Chhaochharia & Yaniv Grinstein, 2007. "Corporate Governance and Firm Value: The Impact of the 2002 Governance Rules," Journal of Finance, American Finance Association, vol. 62(4), pages 1789-1825, 08.
  9. Vidhi Chhaochharia & Yaniv Grinstein, 2007. "The Changing Structure of US Corporate Boards: 1997-2003," Corporate Governance: An International Review, Wiley Blackwell, vol. 15(6), pages 1215-1223, November.
  10. Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
  11. Shmuel Baruch & G. Andrew Karolyi & Michael L. Lemmon, 2007. "Multimarket Trading and Liquidity: Theory and Evidence," Journal of Finance, American Finance Association, vol. 62(5), pages 2169-2200, October.
  12. Doidge, Craig & Andrew Karolyi, G. & Stulz, Rene M., 2007. "Why do countries matter so much for corporate governance?," Journal of Financial Economics, Elsevier, vol. 86(1), pages 1-39, October.

2006

  1. U. �etin & R. Jarrow & P. Protter & M. Warachka, 2006. "Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence," Review of Financial Studies, Society for Financial Studies, vol. 19(2), pages 493-529.
  2. Robert Jarrow & Feng Zhao, 2006. "Downside Loss Aversion and Portfolio Management," Management Science, INFORMS, vol. 52(4), pages 558-566, April.
  3. Robert Gibbons & Michael Waldman, 2006. "Enriching a Theory of Wage and Promotion Dynamics inside Firms," Journal of Labor Economics, University of Chicago Press, vol. 24(1), pages 59-108, January.
  4. Grinstein, Yaniv, 2006. "The disciplinary role of debt and equity contracts: Theory and tests," Journal of Financial Intermediation, Elsevier, vol. 15(4), pages 419-443, October.
  5. 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, vol. 13(4-5), pages 519-549, October.
  6. Bailey, Warren & Andrew Karolyi, G. & Salva, Carolina, 2006. "The economic consequences of increased disclosure: Evidence from international cross-listings," Journal of Financial Economics, Elsevier, vol. 81(1), pages 175-213, July.
  7. G. Andrew Karolyi, 2006. "The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom," Review of Finance, European Finance Association, vol. 10(1), pages 99-152.
  8. 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, vol. 96(4), pages 1069-1090, September.

2005

  1. Jarrow, Robert A. & Purnanandam, Amiyatosh K., 2005. "A generalized coherent risk measure: The firm's perspective," Finance Research Letters, Elsevier, vol. 2(1), pages 23-29, March.
  2. Jarrow, Robert & Protter, Philip, 2005. "Large traders, hidden arbitrage, and complete markets," Journal of Banking & Finance, Elsevier, vol. 29(11), pages 2803-2820, November.
  3. Robert A. Jarrow & David Lando & Fan Yu, 2005. "Default Risk And Diversification: Theory And Empirical Implications," Mathematical Finance, Wiley Blackwell, vol. 15(1), pages 1-26.
  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, vol. 28(3), pages 363-383.
  5. Seonghwan Oh & Michael Waldman, 2005. "The Index of Leading Economic Indicators as a Source of Expectational Shocks," Eastern Economic Journal, Eastern Economic Association, vol. 31(1), pages 75-95, Winter.
  6. Yaniv Grinstein & Roni Michaely, 2005. "Institutional Holdings and Payout Policy," Journal of Finance, American Finance Association, vol. 60(3), pages 1389-1426, 06.
  7. Brav, Alon & Graham, John R. & Harvey, Campbell R. & Michaely, Roni, 2005. "Payout policy in the 21st century," Journal of Financial Economics, Elsevier, vol. 77(3), pages 483-527, September.
  8. Gustavo Grullon & Roni Michaely & Shlomo Benartzi & Richard H. Thaler, 2005. "Dividend Changes Do Not Signal Changes in Future Profitability," The Journal of Business, University of Chicago Press, vol. 78(5), pages 1659-1682, September.
  9. Alon Brav & Reuven Lehavy & Roni Michaely, 2005. "Using Expectations to Test Asset Pricing Models," Financial Management, Financial Management Association, vol. 34(3), Fall.
  10. Hong, Harrison & Huang, Ming, 2005. "Talking up liquidity: insider trading and investor relations," Journal of Financial Intermediation, Elsevier, vol. 14(1), pages 1-31, January.

2004

  1. 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, vol. 73(3), pages 525-565, September.
  2. Jarrow, Robert A., 2004. "Risky coupon bonds as a portfolio of zero-coupon bonds," Finance Research Letters, Elsevier, vol. 1(2), pages 100-105, June.
  3. 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, vol. 7(2), pages 79-97, 08.
  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, vol. 99, pages 57-66, January.
  5. Umut Çetin & Robert Jarrow & Philip Protter, 2004. "Liquidity risk and arbitrage pricing theory," Finance and Stochastics, Springer, vol. 8(3), pages 311-341, 08.
  6. Hodaka Morita & Michael Waldman, 2004. "Durable Goods, Monopoly Maintenance, and Time Inconsistency," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 13(2), pages 273-302, 06.
  7. Robert Gibbons & Michael Waldman, 2004. "Task-Specific Human Capital," American Economic Review, American Economic Association, vol. 94(2), pages 203-207, May.
  8. Gustavo Grullon & Roni Michaely, 2004. "The Information Content of Share Repurchase Programs," Journal of Finance, American Finance Association, vol. 59(2), pages 651-680, 04.
  9. Robert Bloomfield & Roni Michaely, 2004. "Risk or Mispricing? From the Mouths of Professionals," Financial Management, Financial Management Association, vol. 33(3), Fall.
  10. Grinstein, Yaniv & Hribar, Paul, 2004. "CEO compensation and incentives: Evidence from M&A bonuses," Journal of Financial Economics, Elsevier, vol. 73(1), pages 119-143, July.
  11. 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, vol. 86(3), pages 670-690, August.
  12. Karolyi, G. Andrew & Kho, Bong-Chan, 2004. "Momentum strategies: some bootstrap tests," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 509-536, September.
  13. 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, vol. 71(2), pages 205-238, February.
  14. 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, vol. 94(5), pages 1276-1302, December.

2003

  1. Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2003. "Market Pricing of Deposit Insurance," Journal of Financial Services Research, Springer, vol. 24(2), pages 93-119, October.
  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, vol. 38(02), pages 337-358, June.
  3. Michael Waldman, 2003. "Durable Goods Theory for Real World Markets," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 131-154, Winter.
  4. Michael Waldman, 2003. "Ex Ante versus Ex Post Optimal Promotion Rules: The Case of Internal Promotion," Economic Inquiry, Western Economic Association International, vol. 41(1), pages 27-41, January.
  5. Johnson, Justin P & Waldman, Michael, 2003. " Leasing, Lemons, and Buybacks," RAND Journal of Economics, The RAND Corporation, vol. 34(2), pages 247-65, Summer.
  6. John R. Graham & Roni Michaely & Michael R. Roberts, 2003. "Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex-Dividend Pricing before and after Decimalization," Journal of Finance, American Finance Association, vol. 58(6), pages 2611-2636, December.
  7. Kee-Hong Bae & G. Andrew Karolyi & René M. Stulz, 2003. "A New Approach to Measuring Financial Contagion," Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 717-763, July.
  8. Karolyi, G. Andrew, 2003. "DaimlerChrysler AG, the first truly global share," Journal of Corporate Finance, Elsevier, vol. 9(4), pages 409-430, September.
  9. Karolyi, G Andrew, 2003. "Does International Financial Contagion Really Exist?," International Finance, Wiley Blackwell, vol. 6(2), pages 179-99, Summer.
  10. 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, vol. 31(3), pages 481-500, 09.
  11. Huang, Ming, 2003. "Liquidity shocks and equilibrium liquidity premia," Journal of Economic Theory, Elsevier, vol. 109(1), pages 104-129, March.

2002

  1. Robert Jarrow, 2002. "Put Option Premiums and Coherent Risk Measures," Mathematical Finance, Wiley Blackwell, vol. 12(2), pages 135-142.
  2. 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, vol. 33(2), pages 194-220, Summer.
  3. Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang, 2002. "Dynamic Volume-Return Relation of Individual Stocks," Review of Financial Studies, Society for Financial Studies, vol. 15(4), pages 1005-1047.
  4. Gustavo Grullon & Roni Michaely & Bhaskaran Swaminathan, 2002. "Are Dividend Changes a Sign of Firm Maturity?," The Journal of Business, University of Chicago Press, vol. 75(3), pages 387-424, July.
  5. Gustavo Grullon & Roni Michaely, 2002. "Dividends, Share Repurchases, and the Substitution Hypothesis," Journal of Finance, American Finance Association, vol. 57(4), pages 1649-1684, 08.
  6. Katrina Ellis & Roni Michaely & Maureen O'Hara, 2002. "The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks," Journal of Finance, American Finance Association, vol. 57(5), pages 2289-2316, October.
  7. Karolyi, G. Andrew, 2002. "Did the Asian financial crisis scare foreign investors out of Japan?," Pacific-Basin Finance Journal, Elsevier, vol. 10(4), pages 411-442, September.
  8. 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, vol. 10(5), pages 497-516, November.

2001

  1. Robert A. Jarrow, 2001. "Counterparty Risk and the Pricing of Defaultable Securities," Journal of Finance, American Finance Association, vol. 56(5), pages 1765-1799, October.
  2. Ajay Subramanian & Robert A. Jarrow, 2001. "The Liquidity Discount," Mathematical Finance, Wiley Blackwell, vol. 11(4), pages 447-474.
  3. Joseph Tracy & Henry Schneider, 2001. "Stocks in the household portfolio: a look back at the 1990s," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 7(Apr).
  4. Nicholas Barberis & Ming Huang & Tano Santos, 2001. "Prospect Theory And Asset Prices," The Quarterly Journal of Economics, MIT Press, vol. 116(1), pages 1-53, February.

2000

  1. Jacquier, Eric & Jarrow, Robert, 2000. "Bayesian analysis of contingent claim model error," Journal of Econometrics, Elsevier, vol. 94(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, vol. 24(1-2), pages 271-299, January.
  3. Koski, Jennifer Lynch & Michaely, Roni, 2000. "Prices, Liquidity, and the Information Content of Trades," Review of Financial Studies, Society for Financial Studies, vol. 13(3), pages 659-96.
  4. Katrina Ellis & Roni Michaely & Maureen O'Hara, 2000. "When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket," Journal of Finance, American Finance Association, vol. 55(3), pages 1039-1074, 06.
  5. Avner Kalay & Roni Michaely, 2000. "Dividends and Taxes: A Re-Examination," Financial Management, Financial Management Association, vol. 29(2), Summer.
  6. Ellis, Katrina & Michaely, Roni & O'Hara, Maureen, 2000. "The Accuracy of Trade Classification Rules: Evidence from Nasdaq," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(04), pages 529-551, December.
  7. Chan, Kalok & Karolyi, Andrew & Rhee, S. Ghon, 2000. "Preface," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages vii-vii, May.
  8. Foerster, Stephen R. & Karolyi, G. Andrew, 2000. "The Long-Run Performance of Global Equity Offerings," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(04), pages 499-528, December.

1999

  1. 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, vol. 13(4), pages 229-248, Fall.
  2. Battig, Robert J & Jarrow, Robert A, 1999. "The Second Fundamental Theorem of Asset Pricing: A New Approach," Review of Financial Studies, Society for Financial Studies, vol. 12(5), pages 1219-35.
  3. Robert Jarrow & Dilip B. Madan, 1999. "Hedging contingent claims on semimartingales," Finance and Stochastics, Springer, vol. 3(1), pages 111-134.
  4. Robert A. Jarrow & Xing Jin & Dilip B. Madan, 1999. "The Second Fundamental Theorem of Asset Pricing," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 255-273.
  5. Robert Gibbons & Michael Waldman, 1999. "A Theory Of Wage And Promotion Dynamics Inside Firms," The Quarterly Journal of Economics, MIT Press, vol. 114(4), pages 1321-1358, November.
  6. Michaely, Roni & Womack, Kent L, 1999. "Conflict of Interest and the Credibility of Underwriter Analyst Recommendations," Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 653-86.
  7. Stephen R. Foerster & G. Andrew Karolyi, 1999. "The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States," Journal of Finance, American Finance Association, vol. 54(3), pages 981-1013, 06.
  8. Joseph Tracy & Henry Schneider & Sewin Chan, 1999. "Are stocks overtaking real estate in household portfolios?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 5(Apr).
  9. Jeremy Bulow & Ming Huang & Paul Klemperer, 1999. "Toeholds and Takeovers," Journal of Political Economy, University of Chicago Press, vol. 107(3), pages 427-454, June.

1998

  1. 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, vol. 22(3), pages 249-272, March.
  2. 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, vol. 10(1), pages 5-19, January.
  3. 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, vol. 33(02), pages 255-289, June.
  4. Linda Canina & Roni Michaely & Richard Thaler & Kent Womack, 1998. "Caveat Compounder: A Warning about Using the Daily CRSP Equal-Weighted Index to Compute Long-Run Excess Returns," Journal of Finance, American Finance Association, vol. 53(1), pages 403-416, 02.
  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, vol. 8(3-4), pages 393-412, December.
  6. 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, vol. 17(3), pages 245-62, November.
  7. 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, vol. 50(3), pages 351-373, December.
  8. G. Andrew Karolyi, 1998. "Sourcing Equity Internationally With Depositary Receipt Offerings: Two Exceptions That Prove The Rule," Journal of Applied Corporate Finance, Morgan Stanley, vol. 10(4), pages 90-101.

1997

  1. Jarrow, Robert A & Lando, David & Turnbull, Stuart M, 1997. "A Markov Model for the Term Structure of Credit Risk Spreads," Review of Financial Studies, Society for Financial Studies, vol. 10(2), pages 481-523.
  2. Robert Jarrow, 1997. "Review of John E. Gilster, Jr. "Option Pricing Theory: Is "Risk Free" Hedging Feasible?," Financial Management, Financial Management Association, vol. 26(1), Spring.
  3. Waldman, Michael, 1997. "Eliminating the Market for Secondhand Goods: An Alternative Explanation for Leasing," Journal of Law and Economics, University of Chicago Press, vol. 40(1), pages 61-92, April.
  4. Ian E. Novos & Michael Waldman, 1997. "Returns to Tenure; Conceptual and Empirical Issues," Eastern Economic Journal, Eastern Economic Association, vol. 23(3), pages 337-345, Summer.
  5. Benartzi, Shlomo & Michaely, Roni & Thaler, Richard H, 1997. " Do Changes in Dividends Signal the Future or the Past?," Journal of Finance, American Finance Association, vol. 52(3), pages 1007-34, July.
  6. Gustavo Grullon & Roni Michaely & Itzhak Swary, 1997. "Capital Adequacy, Bank Mergers, and the Medium of Payment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(1), pages 97-124.
  7. Hubbard, Jeff & Michaely, Roni, 1997. "Do Investors Ignore Dividend Taxation? A Reexamination of the Citizens Utilities Case," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(01), pages 117-135, March.

1996

  1. Michael Waldman, 1996. "Planned Obsolescence and the R&D Decision," RAND Journal of Economics, The RAND Corporation, vol. 27(3), pages 583-595, Autumn.
  2. Waldman, Michael, 1996. "Durable Goods Pricing When Quality Matters," The Journal of Business, University of Chicago Press, vol. 69(4), pages 489-510, October.
  3. Waldman, Michael, 1996. "Asymmetric learning and the wage/productivity relationship," Journal of Economic Behavior & Organization, Elsevier, vol. 31(3), pages 419-429, December.
  4. Michaely, Roni & Vila, Jean-Luc & Wang, Jiang, 1996. "A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs," Journal of Financial Intermediation, Elsevier, vol. 5(4), pages 340-371, October.
  5. Michaely, Roni & Vila, Jean-Luc, 1996. "Trading Volume with Private Valuation: Evidence from the Ex-dividend Day," Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 471-509.
  6. 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, vol. 51(3), pages 951-86, July.
  7. Duffie, Darrell & Huang, Ming, 1996. " Swap Rates and Credit Quality," Journal of Finance, American Finance Association, vol. 51(3), pages 921-49, July.

1995

  1. Jarrow, Robert A & Turnbull, Stuart M, 1995. " Pricing Derivatives on Financial Securities Subject to Credit Risk," Journal of Finance, American Finance Association, vol. 50(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 Returns," Mathematical Finance, Wiley Blackwell, vol. 5(4), pages 311-336.
  3. Michaely, Roni & Murgia, Maurizio, 1995. "The Effect of Tax Heterogeneity on Prices and Volume around the Ex-dividend Day: Evidence from the Milan Stock Exchange," Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 369-99.
  4. Michaely, Roni & Thaler, Richard H & Womack, Kent L, 1995. " Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," Journal of Finance, American Finance Association, vol. 50(2), pages 573-608, June.
  5. Roni Michaely & Wayne H. Shaw, 1995. "The Choice of Going Public: Spin-offs vs. Carve-outs," Financial Management, Financial Management Association, vol. 24(3), Fall.
  6. Roni Michaely & Wayne H. Shaw, 1995. "Does the Choice of Auditor Convey Quality in an Initial Public Offering?," Financial Management, Financial Management Association, vol. 24(4), Winter.
  7. Michaely, Roni & Vila, Jean-Luc, 1995. "Investors' Heterogeneity, Prices, and Volume around the Ex-Dividend Day," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(02), pages 171-198, June.
  8. 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, vol. 13(1), pages 11-25, January.
  9. Bae, Kee-Hong & Andrew Karolyi, G., 1995. "Good news, band news and international spilovers of stock return volatility between Japan and the U.S," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 144-144, May.

1994

  1. Jarrow, Robert A., 1994. "Derivative Security Markets, Market Manipulation, and Option Pricing Theory," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(02), 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, vol. 1(1), pages 21-48.
  3. Waldman, Michael, 1994. "Systematic Errors and the Theory of Natural Selection," American Economic Review, American Economic Association, vol. 84(3), pages 482-97, June.
  4. Oh, Seonghwan & Waldman, Michael, 1994. "Strategic Complementarity Slows Macroeconomic Adjustment to Temporary Shocks," Economic Inquiry, Western Economic Association International, vol. 32(2), pages 318-29, April.
  5. Michaely, Roni & Shaw, Wayne H, 1994. "The Pricing of Initial Public Offerings: Tests of Adverse-Selection and Signaling Theories," Review of Financial Studies, Society for Financial Studies, vol. 7(2), pages 279-319.

1993

  1. Arkadev Chatterjea & Joseph A. Cherian & Robert A. Jarrow, 1993. "Market Manipulation and Corporate Finance: A New Perspective," Financial Management, Financial Management Association, vol. 22(2), Summer.
  2. Waldman, Michael, 1993. "A New Perspective on Planned Obsolescence," The Quarterly Journal of Economics, MIT Press, vol. 108(1), pages 273-83, February.
  3. Haltiwanger, John & Waldman, Michael, 1993. "The role of altruism in economic interaction," Journal of Economic Behavior & Organization, Elsevier, vol. 21(1), pages 1-15, May.
  4. 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, vol. 24(4), pages 763-784, December.
  5. Karolyi, G. Andrew, 1993. "A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(04), pages 579-594, December.

1992

  1. 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, vol. 60(1), pages 77-105, January.
  2. Jarrow, Robert A., 1992. "Market Manipulation, Bubbles, Corners, and Short Squeezes," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(03), pages 311-336, September.
  3. Peter Carr & Robert Jarrow & Ravi Myneni, 1992. "Alternative Characterizations Of American Put Options," Mathematical Finance, Wiley Blackwell, vol. 2(2), pages 87-106.
  4. Kaushik I. Amin & Robert A. Jarrow, 1992. "Pricing Options On Risky Assets In A Stochastic Interest Rate Economy," Mathematical Finance, Wiley Blackwell, vol. 2(4), pages 217-237.
  5. 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, vol. 32(2), pages 137-167, October.
  6. Chan, K C, et al, 1992. " An Empirical Comparison of Alternative Models of the Short-Term Interest Rate," Journal of Finance, American Finance Association, vol. 47(3), pages 1209-27, July.

1991

  1. Amin, Kaushik I. & Jarrow, Robert A., 1991. "Pricing foreign currency options under stochastic interest rates," Journal of International Money and Finance, Elsevier, vol. 10(3), pages 310-329, September.
  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, vol. 26(04), pages 533-547, December.
  3. Robert A. Jarrow & Dilip B. Madan, 1991. "A Characterization of Complete Security Markets On A Brownian Filtration," Mathematical Finance, Wiley Blackwell, vol. 1(3), pages 31-43.
  4. Bruce, Neil & Waldman, Michael, 1991. "Transfers in Kind: Why They Can Be Efficient and Nonpaternalistic," American Economic Review, American Economic Association, vol. 81(5), pages 1345-51, December.
  5. Haltiwanger, John & Waldman, Michael, 1991. "Responders versus Non-responders: A New Perspective on Heterogeneity," Economic Journal, Royal Economic Society, vol. 101(408), pages 1085-1102, September.
  6. Michael Waldman, 1991. "The Role of Multiple Potential Entrants/Sequential Entry in Noncooperative Entry Deterrence," RAND Journal of Economics, The RAND Corporation, vol. 22(3), pages 446-453, Autumn.
  7. Michaely, Roni, 1991. " Ex-dividend Day Stock Price Behavior: The Case of the 1986 Tax Reform Act," Journal of Finance, American Finance Association, vol. 46(3), pages 845-59, July.
  8. Chan, Kalok & Chan, K C & Karolyi, G Andrew, 1991. "Intraday Volatility in the Stock Index and Stock Index Futures Markets," Review of Financial Studies, Society for Financial Studies, vol. 4(4), pages 657-84.

1990

  1. Carr, Peter P & Jarrow, Robert A, 1990. "The Stop-Loss Start-Gain Paradox and Option Valuation: A New Decomposition into Intrinsic and Time Value," Review of Financial Studies, Society for Financial Studies, vol. 3(3), pages 469-92.
  2. 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, vol. 25(04), pages 419-440, December.
  3. Bruce, Neil & Waldman, Michael, 1990. "The Rotten-Kid Theorem Meets the Samaritan's Dilemma," The Quarterly Journal of Economics, MIT Press, vol. 105(1), pages 155-65, February.
  4. Oh, Seonghwan & Waldman, Michael, 1990. "The Macroeconomic Effects of False Announcements," The Quarterly Journal of Economics, MIT Press, vol. 105(4), pages 1017-34, November.
  5. Waldman, Michael, 1990. "Up-or-Out Contracts: A Signaling Perspective," Journal of Labor Economics, University of Chicago Press, vol. 8(2), pages 230-50, April.
  6. Elton, Edwin J & Gruber, Martin J & Michaely, Roni, 1990. " The Structure of Spot Rates and Immunization," Journal of Finance, American Finance Association, vol. 45(2), pages 629-42, June.

1989

  1. Jarrow, Robert A & O'Hara, Maureen, 1989. " Primes and Scores: An Essay on Market Imperfections," Journal of Finance, American Finance Association, vol. 44(5), pages 1263-87, December.
  2. Jarrow, Robert A & Wiggins, James B, 1989. " Option Pricing and Implicit Volatilities," Journal of Economic Surveys, Wiley Blackwell, vol. 3(1), pages 59-81.
  3. Haltiwanger, John C & Waldman, Michael, 1989. "Rational Expectations in the Aggregate," Economic Inquiry, Western Economic Association International, vol. 27(4), pages 619-36, October.
  4. Haltiwanger, John C & Waldman, Michael, 1989. "Limited Rationality and Strategic Complements: The Implications for Macroeconomics," The Quarterly Journal of Economics, MIT Press, vol. 104(3), pages 463-83, August.
  5. Waldman, Michael, 1989. "Information on worker ability : An analysis of investment within the firm," Information Economics and Policy, Elsevier, vol. 4(1), pages 57-80.

1988

  1. Robert A. Jarrow, 1988. "Preferences, Continuity, and the Arbitrage Pricing Theory," Review of Financial Studies, Society for Financial Studies, vol. 1(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, vol. 61(1), pages 95-108, January.
  3. Ho, Thomas S. Y. & Michaely, Roni, 1988. "Information Quality and Market Efficiency," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(01), pages 53-70, March.

1987

  1. Heath, David C & Jarrow, Robert A, 1987. " Arbitrage, Continuous Trading, and Margin Requirements," Journal of Finance, American Finance Association, vol. 42(5), pages 1129-42, December.
  2. Jarrow, Robert, 1987. "Beliefs and arbitrage pricing," Economics Letters, Elsevier, vol. 24(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, vol. 41(1), pages 202-210, February.
  4. Waldman, Michael, 1987. "Noncooperative Entry Deterrence, Uncertainty, and the Free Rider Problem," Review of Economic Studies, Wiley Blackwell, vol. 54(2), pages 301-10, April.

1986

  1. Jarrow, Robert, 1986. " The Relationship between Arbitrage and First Order Stochastic Dominance," Journal of Finance, American Finance Association, vol. 41(4), pages 915-21, September.
  2. Jarrow, Robert A., 1986. "A characterization theorem for unique risk neutral probability measures," Economics Letters, Elsevier, vol. 22(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, vol. 4(3), pages 355-75, July.

1985

  1. Haltiwanger, John & Waldman, Michael, 1985. "Rational Expectations and the Limits of Rationality: An Analysis of Heterogeneity," American Economic Review, American Economic Association, vol. 75(3), pages 326-40, June.

1984

  1. Jarrow, Robert A & Rosenfeld, Eric R, 1984. "Jump Risks and the Intertemporal Capital Asset Pricing Model," The Journal of Business, University of Chicago Press, vol. 57(3), pages 337-51, July.
  2. Jarrow, Robert, 1984. "The error learning hypothesis: The evidence reexamined," Journal of Economics and Business, Elsevier, vol. 36(2), pages 177-188, May.
  3. Waldman, Michael, 1984. "Worker Allocation, Hierarchies and the Wage Distribution," Review of Economic Studies, Wiley Blackwell, vol. 51(1), pages 95-109, January.
  4. Michael Waldman, 1984. "Job Assignments, Signalling, and Efficiency," RAND Journal of Economics, The RAND Corporation, vol. 15(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, vol. 92(2), pages 236-46, April.

1983

  1. Easley, David & Jarrow, Robert A, 1983. " Consensus Beliefs Equilibrium and Market Efficiency," Journal of Finance, American Finance Association, vol. 38(3), pages 903-11, June.
  2. Jarrow, Robert & Rudd, Andrew, 1983. "A comparison of the APT and CAPM a note," Journal of Banking & Finance, Elsevier, vol. 7(2), pages 295-303, June.

1982

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

1981

  1. Jarrow, Robert A. & Oldfield, George S., 1981. "Forward contracts and futures contracts," Journal of Financial Economics, Elsevier, vol. 9(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, vol. 35(5), pages 1105-13, December.

1978

  1. Jarrow, Robert A, 1978. "The Relationship between Yield, Risk and Return of Corporate Bonds," Journal of Finance, American Finance Association, vol. 33(4), pages 1235-40, 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, vol. 5(3), pages 389-418, December.

Chapters

2014

  1. Michael Waldman, 2014. "What limits indirect appropriability?," Chapters, in: Handbook on the Economics of Copyright, chapter 2, pages 26-48 Edward Elgar.

2012

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

2003

  1. Allen, Franklin & Michaely, Roni, 2003. "Payout policy," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 7, pages 337-429 Elsevier.
  2. Karolyi, G. Andrew & Stulz, Rene M., 2003. "Are financial assets priced locally or globally?," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 16, pages 975-1020 Elsevier.

1999

  1. Gibbons, Robert & Waldman, Michael, 1999. "Careers in organizations: Theory and evidence," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 36, pages 2373-2437 Elsevier.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.