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Publications

by members of

Jesse H. Jones Graduate School of Management
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

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.

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.

2013

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

2003

  1. Masahiro Watanabe, 2003. "A Model of Stochastic Liquidity," Yale School of Management Working Papers ysm385, Yale School of Management.
  2. 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.

2002

  1. Mitchell Berlin & Alexander W. Butler, 2002. "Collateral and competition," Working Papers 02-22, Federal Reserve Bank of Philadelphia.
  2. Masahiro Watanabe, 2002. "Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets," Yale School of Management Working Papers ysm267, Yale School of Management.
  3. 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.

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

2021

  1. 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).

2020

  1. Anthony A Defusco & Stephanie Johnson & John Mondragon, 2020. "Regulating Household Leverage," Review of Economic Studies, Oxford University Press, 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.

2017

  1. Alexander W. Butler & Jess Cornaggia & Umit G. Gurun, 2017. "Do Local Capital Market Conditions Affect Consumers’ Borrowing Decisions?," Management Science, INFORMS, vol. 63(12), pages 4175-4187, December.

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," 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," Review of Financial Studies, Society for Financial Studies, vol. 25(8), pages 2533-2562.

2011

  1. 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.
  2. 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.

2010

  1. Alexander W. Butler & Hong Wan, 2010. "Stock Market Liquidity and the Long-run Stock Performance of Debt Issuers," 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," 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," 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," 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, vol. 35(3), Autumn.
  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. 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.
  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. 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.

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.

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," 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," Review of Financial Studies, Society for Financial Studies, vol. 6(4), pages 733-764.
  4. Back, Kerry, 1993. "Asymmetric Information and Options," Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 435-472.

1992

  1. Back, Kerry, 1992. "Insider Trading in Continuous Time," 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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