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Publications

by members of

Jesse H. Jones Graduate School of Business
Rice University
Houston, Texas (United States)

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

Working papers

2024

  1. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2024. "Procyclical Stocks Earn Higher Returns," NBER Working Papers 32509, National Bureau of Economic Research, Inc.
  2. Jason Allen & Michael Boutros & Benedict Guttman-Kenney, 2024. "Credit Card Minimum Payment Restrictions," Staff Working Papers 24-26, Bank of Canada.
  3. Christa N. Gibbs & Benedict Guttman-Kenney & Donghoon Lee & Scott Nelson & Wilbert Van der Klaauw & Jialan Wang, 2024. "Consumer Credit Reporting Data," Staff Reports 1114, Federal Reserve Bank of New York.

2023

  1. Benedict Guttman-Kenney & Jesse Leary & Neil Stewart, 2023. "Weighing Anchor on Credit Card Debt," Papers 2305.11375, arXiv.org.
  2. Benedict Guttman-Kenney & Paul D. Adams & Stefan Hunt & David Laibson & Neil Stewart & Jesse Leary, 2023. "The Semblance of Success in Nudging Consumers to Pay Down Credit Card Debt," NBER Working Papers 31926, National Bureau of Economic Research, Inc.
  3. Yael Hochberg & Ali Kakhbod & Peiyao Li & Kunal Sachdeva, 2023. "Inventor Gender and Patent Undercitation: Evidence from Causal Text Estimation," NBER Working Papers 31592, National Bureau of Economic Research, Inc.

2022

  1. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2022. "Evidence on Retrieved Context: How History Matters," NBER Working Papers 29849, National Bureau of Economic Research, Inc.
  2. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2022. "Cohort Effects on Expected Co-Movement," NBER Working Papers 29949, National Bureau of Economic Research, Inc.
  3. Benedict Guttman-Kenney & Christopher Firth & John Gathergood, 2022. "Buy Now, Pay Later (BNPL)...On Your Credit Card," Papers 2201.01758, arXiv.org, revised Jan 2023.
  4. Adams, Paul & Guttman-Kenney, Benedict & Hayes, Lucy & Hunt, Stefan & Laibson, David & Stewart, Neil, 2022. "Do nudges reduce borrowing and consumer confusion in the credit card market?," LSE Research Online Documents on Economics 115093, London School of Economics and Political Science, LSE Library.

2020

  1. Alexander W. Butler & Bruce I. Carlin & Alan D. Crane & Boyang Liu & James P. Weston, 2020. "The Value of Social Status," NBER Working Papers 27979, National Bureau of Economic Research, Inc.
  2. Scott R. Baker & Stephanie G. Johnson & Lorenz Kueng, 2020. "Financial Returns to Household Inventory Management," NBER Working Papers 27740, National Bureau of Economic Research, Inc.
  3. John Gathergood & Benedict Guttman-Kenney, 2020. "The English Patient: Evaluating Local Lockdowns Using Real-Time COVID-19 & Consumption Data," Papers 2010.04129, arXiv.org, revised Jan 2021.
  4. John Gathergood & Fabian Gunzinger & Benedict Guttman-Kenney & Edika Quispe-Torreblanca & Neil Stewart, 2020. "Levelling Down and the COVID-19 Lockdowns: Uneven Regional Recovery in UK Consumer Spending," Papers 2012.09336, arXiv.org, revised Dec 2020.

2019

  1. Arpit Gupta & Kunal Sachdeva, 2019. "Skin or Skim? Inside Investment and Hedge Fund Performance," NBER Working Papers 26113, National Bureau of Economic Research, Inc.

2017

  1. Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2017. "Shopping for Lower Sales Tax Rates," NBER Working Papers 23665, National Bureau of Economic Research, Inc.
  2. Stephanie Johnson & John Mondragon & Anthony DeFusco, 2017. "Regulating Household Leverage," 2017 Meeting Papers 327, Society for Economic Dynamics.
  3. Andreas Fuster & Eilidh Geddes & Benedict Guttman-Kenney & Andrew F. Haughwout, 2017. "How Resilient Is the U.S. Housing Market Now?," Liberty Street Economics 20170213, Federal Reserve Bank of New York.

2016

  1. Andreas Fuster & Benedict Guttman-Kenney & Andrew F. Haughwout, 2016. "Tracking and stress-testing U.S. household leverage," Staff Reports 787, Federal Reserve Bank of New York.

2013

  1. Kerry Back & Tao Li & Alexander Ljungqvist, 2013. "Liquidity and Governance," NBER Working Papers 19669, National Bureau of Economic Research, Inc.

2003

  1. Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers 9470, National Bureau of Economic Research, Inc.
  2. Masahiro Watanabe, 2003. "A Model of Stochastic Liquidity," Yale School of Management Working Papers ysm385, Yale School of Management.

2002

  1. Mitchell Berlin & Alexander W. Butler, 2002. "Collateral and competition," Working Papers 02-22, Federal Reserve Bank of Philadelphia.
  2. Zhiwu Chen & Werner Stanzl & Masahiro Watanabe, 2002. "Price Impact Costs and the Limit of Arbitrage," Yale School of Management Working Papers ysm251, Yale School of Management, revised 08 Jun 2006.
  3. Masahiro Watanabe, 2002. "Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets," Yale School of Management Working Papers ysm267, Yale School of Management.

1996

  1. Mitchell Berlin & Alexander W. Butler, 1996. "Public versus private debt: confidentiality, control, and product markets," Working Papers 96-17, Federal Reserve Bank of Philadelphia.

1995

  1. Kerry Back & Hal Pedersen, 1995. "Long-Lived Information and Intraday Patterns," Finance 9507008, University Library of Munich, Germany.

1986

  1. Kerry Back, 1986. "Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces," Discussion Papers 633, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  2. Kerry Back, 1986. "Securities Market Equilibrium Without Bankruptcy: Contingent ClaimValuation and the Martingale Property," Discussion Papers 683, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  3. Kerry Back & Stanley R. Pliska, 1986. "The Shadow Price of Information in Continuous Time Decision Problems," Discussion Papers 690, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  4. Kerry Back & Stanley R. Pliska, 1986. "Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints," Discussion Papers 700, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

1985

  1. Kerry Back, 1985. "On Neighboring Consumers," Discussion Papers 649, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

1983

  1. Kerry Back, 1983. "Continuity of the Fenchel Transform of Convex Functions," Discussion Papers 631, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  2. Kerry Back, 1983. "Continuous and Hypograph Convergence of Utilities," Discussion Papers 557, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

Journal articles

2023

  1. Butler, Alexander W. & Gao, Xiang & Uzmanoglu, Cihan, 2023. "Maturity Clienteles and Corporate Bond Maturities," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(3), pages 1263-1294, May.
  2. Guttman-Kenney, Benedict & Firth, Chris & Gathergood, John, 2023. "Buy now, pay later (BNPL) ...on your credit card," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).

2022

  1. Alexander W. Butler & Timothy Falcon Crack, 2022. "A rookie's guide to the academic job market in finance: The labor market for lemons," The Financial Review, Eastern Finance Association, vol. 57(4), pages 775-791, November.
  2. Butler, Alexander W. & Yi, Hanyi, 2022. "Aging and public financing costs: Evidence from U.S. municipal bond markets," Journal of Public Economics, Elsevier, vol. 211(C).
  3. Paul Adams & Benedict Guttman‐Kenney & Lucy Hayes & Stefan Hunt & David Laibson & Neil Stewart, 2022. "Do Nudges Reduce Borrowing and Consumer Confusion in the Credit Card Market?," Economica, London School of Economics and Political Science, vol. 89(S1), pages 178-199, June.

2021

  1. Butler, Alexander W. & Carlin, Bruce I. & Crane, Alan D. & Liu, Boyang & Weston, James P., 2021. "The value of social status," Economics Letters, Elsevier, vol. 206(C).
  2. Berger, Elizabeth A. & Butler, Alexander W. & Hu, Edwin & Zekhnini, Morad, 2021. "Financial integration and credit democratization: Linking banking deregulation to economic growth," Journal of Financial Intermediation, Elsevier, vol. 45(C).
  3. Alexander W. Butler & Xiang Gao & Cihan Uzmanoglu, 2021. "Financial Innovation and Financial Intermediation: Evidence from Credit Default Swaps," Management Science, INFORMS, vol. 67(5), pages 3150-3173, May.

2020

  1. Anthony A Defusco & Stephanie Johnson & John Mondragon, 2020. "Regulating Household Leverage," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(2), pages 914-958.

2019

  1. Butler, Alexander W. & Fauver, Larry & Spyridopoulos, Ioannis, 2019. "Local Economic Spillover Effects of Stock Market Listings," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(3), pages 1025-1050, June.
  2. John Gathergood & Benedict Guttman-Kenney & Stefan Hunt, 2019. "How Do Payday Loans Affect Borrowers? Evidence from the U.K. Market," The Review of Financial Studies, Society for Financial Studies, vol. 32(2), pages 496-523.

2018

  1. Andreas Fuster & Benedict Guttman-Kenney & Andrew F. Haughwout, 2018. "Tracking and stress-testing U.S. household leverage," Economic Policy Review, Federal Reserve Bank of New York, issue 24-1, pages 35-63.

2015

  1. Leo Drollas & Vincent Kaminski & Lutz Kilian & Charles F. Mason & Apostolos Serletis & Adonis Yatchew, 2015. "Recent Evolutions of Oil and Commodity Prices," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, July.
  2. Kerry Back & Kevin Crotty, 2015. "The Informational Role of Stock and Bond Volume," The Review of Financial Studies, Society for Financial Studies, vol. 28(5), pages 1381-1427.

2014

  1. Butler, Alexander W. & Keefe, Michael O'Connor & Kieschnick, Robert, 2014. "Robust determinants of IPO underpricing and their implications for IPO research," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 367-383.
  2. Back, Kerry, 2014. "A characterization of the coskewness–cokurtosis pricing model," Economics Letters, Elsevier, vol. 125(2), pages 219-222.

2013

  1. Kerry Back & Shmuel Baruch, 2013. "Strategic Liquidity Provision in Limit Order Markets," Econometrica, Econometric Society, vol. 81(1), pages 363-392, January.

2012

  1. Umit G. Gurun & Alexander W. Butler, 2012. "Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value," Journal of Finance, American Finance Association, vol. 67(2), pages 561-598, April.
  2. Alexander W. Butler & Umit G. Gurun, 2012. "Educational Networks, Mutual Fund Voting Patterns, and CEO Compensation," The Review of Financial Studies, Society for Financial Studies, vol. 25(8), pages 2533-2562.

2011

  1. Butler, Alexander W. & Cornaggia, Jess & Grullon, Gustavo & Weston, James P., 2011. "Corporate financing decisions, managerial market timing, and real investment," Journal of Financial Economics, Elsevier, vol. 101(3), pages 666-683, September.
  2. Butler, Alexander W. & Cornaggia, Jess, 2011. "Does access to external finance improve productivity? Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 99(1), pages 184-203, January.

2010

  1. Alexander W. Butler & Hong Wan, 2010. "Stock Market Liquidity and the Long-run Stock Performance of Debt Issuers," The Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 3966-3995, November.
  2. Kerry Back, 2010. "Martingale Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 235-250, December.

2009

  1. Alexander W. Butler & Larry Fauver & Sandra Mortal, 2009. "Corruption, Political Connections, and Municipal Finance," The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2673-2705, July.
  2. Kerry Back & Dirk Paulsen, 2009. "Open-Loop Equilibria and Perfect Competition in Option Exercise Games," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4531-4552, November.

2008

  1. Alexander W. Butler, 2008. "Distance Still Matters: Evidence from Municipal Bond Underwriting," The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 763-784, April.
  2. Masahiro Watanabe, 2008. "Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry," Journal of Finance, American Finance Association, vol. 63(1), pages 229-272, February.

2007

  1. Kerry Back & Shmuel Baruch, 2007. "Working Orders in Limit Order Markets and Floor Exchanges," Journal of Finance, American Finance Association, vol. 62(4), pages 1589-1621, August.

2006

  1. Alexander W. Butler & Larry Fauver, 2006. "Institutional Environment and Sovereign Credit Ratings," Financial Management, Financial Management Association International, vol. 35(3), pages 53-79, September.
  2. Alexander W. Butler & Gustavo Grullon & James P. Weston, 2006. "Can Managers Successfully Time the Maturity Structure of Their Debt Issues?," Journal of Finance, American Finance Association, vol. 61(4), pages 1731-1758, August.

2005

  1. Alexander W. Butler & Gustavo Grullon & James P. Weston, 2005. "Can Managers Forecast Aggregate Market Returns?," Journal of Finance, American Finance Association, vol. 60(2), pages 963-986, April.
  2. Butler, Alexander W. & Grullon, Gustavo & Weston, James P., 2005. "Stock Market Liquidity and the Cost of Issuing Equity," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(2), pages 331-348, June.
  3. Altintig, Z. Ayca & Butler, Alexander W., 2005. "Are they still called late? The effect of notice period on calls of convertible bonds," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 337-350, March.
  4. Tom Arnold & Alexander W. Butler & Timothy Falcon Crack & Yan Zhang, 2005. "The Information Content of Short Interest: A Natural Experiment," The Journal of Business, University of Chicago Press, vol. 78(4), pages 1307-1336, July.

2004

  1. Kerry Back & Shmuel Baruch, 2004. "Information in Securities Markets: Kyle Meets Glosten and Milgrom," Econometrica, Econometric Society, vol. 72(2), pages 433-465, March.

2003

  1. Butler, Alexander W. & Huang, Pinghsun, 2003. "On the uniformity of investment banking spreads: the seven percent solution is not unique," Journal of Multinational Financial Management, Elsevier, vol. 13(3), pages 265-272, July.

2002

  1. Alexander W. Butler, 2002. "Revisiting Optimal Call Policy for Convertibles," Financial Analysts Journal, Taylor & Francis Journals, vol. 58(1), pages 50-55, January.

2001

  1. Back, Kerry & Zender, Jaime F., 2001. "Auctions of divisible goods with endogenous supply," Economics Letters, Elsevier, vol. 73(1), pages 29-34, October.

1999

  1. Dybvig, Philip H & Rogers, L C G & Back, Kerry, 1999. "Portfolio Turnpikes," The Review of Financial Studies, Society for Financial Studies, vol. 12(1), pages 165-195.

1998

  1. Back, Kerry & Pedersen, Hal, 1998. "Long-lived information and intraday patterns," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 385-402, September.

1993

  1. Back, Kerry, 1993. "Incomplete Markets and Individual Risks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(1), pages 35-42, January.
  2. Back, Kerry & Brown, David P, 1993. "Implied Probabilities in GMM Estimators," Econometrica, Econometric Society, vol. 61(4), pages 971-975, July.
  3. Back, Kerry & Zender, Jaime F, 1993. "Auctions of Divisible Goods: On the Rationale for the Treasury Experiment," The Review of Financial Studies, Society for Financial Studies, vol. 6(4), pages 733-764.
  4. Back, Kerry, 1993. "Asymmetric Information and Options," The Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 435-472.

1992

  1. Back, Kerry, 1992. "Insider Trading in Continuous Time," The Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 387-409.
  2. Back, Kerry & Brown, David P., 1992. "GMM, maximum likelihood, and nonparametric efficiency," Economics Letters, Elsevier, vol. 39(1), pages 23-28, May.

1991

  1. Back, Kerry & Pliska, Stanley R., 1991. "On the fundamental theorem of asset pricing with an infinite state space," Journal of Mathematical Economics, Elsevier, vol. 20(1), pages 1-18.
  2. Back, Kerry, 1991. "Asset pricing for general processes," Journal of Mathematical Economics, Elsevier, vol. 20(4), pages 371-395.

1988

  1. Back, Kerry, 1988. "Structure of consumption sets and existence of equilibria in infinite-dimensional spaces," Journal of Mathematical Economics, Elsevier, vol. 17(1), pages 89-99, February.

1987

  1. Back, Kerry, 1987. "A compact space of transitive locally non-satiated preference relations," Economics Letters, Elsevier, vol. 24(3), pages 253-256.

1986

  1. Back, Kerry, 1986. "Concepts of similarity for utility functions," Journal of Mathematical Economics, Elsevier, vol. 15(2), pages 129-142, April.

Books

2010

  1. Back, Kerry, 2010. "Asset Pricing and Portfolio Choice Theory," OUP Catalogue, Oxford University Press, number 9780195380613.

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