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Publications

by members of

Rice University → Jesse H. Jones Graduate School of Business

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

Working papers

2026

  1. Shan Ge & Stephanie Johnson & Nitzan Tzur-Ilan, 2026, "Home insurance premiums influence mortgage delinquencies, relocations," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 102962, Mar.

2025

  1. Shan Ge & Stephanie Johnson & Nitzan Tzur-Ilan, 2025, "Climate Risk, Insurance Premiums and the Effects on Mortgage and Credit Outcomes," Working Papers, Federal Reserve Bank of Dallas, number 2505, Jan, DOI: 10.24149/wp2505.
  2. Stephanie Johnson & Nitzan Tzur-Ilan, 2025, "Credit and Housing Price Effects of Automated Underwriting Adoption," Working Papers, Federal Reserve Bank of Dallas, number 2506, Jan, revised 04 May 2026, DOI: 10.24149/wp2506r2.
  3. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2025, "GDP Growth Expectations and Cash-flow Risk Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 34402, Oct.

2024

  1. Jason Allen & Michael Boutros & Benedict Guttman-Kenney, 2024, "Credit Card Minimum Payment Restrictions," Staff Working Papers, Bank of Canada, number 24-26, Jul, DOI: 10.34989/swp-2024-26.
  2. Christa N. Gibbs & Benedict Guttman-Kenney & Donghoon Lee & Scott Nelson & Wilbert Van der Klaauw & Jialan Wang, 2024, "Consumer Credit Reporting Data," Staff Reports, Federal Reserve Bank of New York, number 1114, Aug, DOI: 10.59576/sr.1114.
  3. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2024, "Procyclical Stocks Earn Higher Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 32509, May.

2023

  1. Benedict Guttman-Kenney & Jesse Leary & Neil Stewart, 2023, "Weighing Anchor on Credit Card Debt," Papers, arXiv.org, number 2305.11375, May.
  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, National Bureau of Economic Research, Inc, number 31926, Dec.

2022

  1. Benedict Guttman-Kenney & Christopher Firth & John Gathergood, 2022, "Buy Now, Pay Later (BNPL)...On Your Credit Card," Papers, arXiv.org, number 2201.01758, Jan, revised Jan 2023.
  2. 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, London School of Economics and Political Science, LSE Library, number 115093, Jun.
  3. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2022, "Evidence on Retrieved Context: How History Matters," NBER Working Papers, National Bureau of Economic Research, Inc, number 29849, Mar.
  4. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2022, "Cohort Effects on Expected Co-Movement," NBER Working Papers, National Bureau of Economic Research, Inc, number 29949, Apr.

2021

  1. Cirenia Chávez & Marcela Aguilar & UNICEF Office of Research - Innocenti, 2021, "The Impact of Community Violence on Educational Outcomes: A review of the literature," Papers, Innocenti Working Papers, number inwopa1184.

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, National Bureau of Economic Research, Inc, number 27979, Oct.
  2. John Gathergood & Benedict Guttman-Kenney, 2020, "The English Patient: Evaluating Local Lockdowns Using Real-Time COVID-19 & Consumption Data," Papers, arXiv.org, number 2010.04129, Oct, revised Jan 2021.
  3. 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, arXiv.org, number 2012.09336, Dec, revised Dec 2020.
  4. Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020, "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-114, Oct.

2017

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

2016

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

2013

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

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, National Bureau of Economic Research, Inc, number 9470, Feb.
  2. Masahiro Watanabe, 2003, "A Model of Stochastic Liquidity," Yale School of Management Working Papers, Yale School of Management, number ysm385, Jun.

2002

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

1996

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

1995

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

1986

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

1985

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

1983

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

Journal articles

2025

  1. Benedict Guttman-Kenney & Paul Adams & Stefan Hunt & David Laibson & Neil Stewart & Jesse Leary, 2025, "The Semblance of Success in Nudging Consumers to Pay Down Credit Card Debt," American Economic Journal: Economic Policy, American Economic Association, volume 17, issue 4, pages 72-105, November, DOI: 10.1257/pol.20230568.
  2. Christa Gibbs & Benedict Guttman-Kenney & Donghoon Lee & Scott Nelson & Wilbert van der Klaauw & Jialan Wang, 2025, "Consumer Credit Reporting Data," Journal of Economic Literature, American Economic Association, volume 63, issue 2, pages 598-636, June, DOI: 10.1257/jel.20241737.
    • Christa N. Gibbs & Benedict Guttman-Kenney & Donghoon Lee & Scott Nelson & Wilbert Van der Klaauw & Jialan Wang, 2024, "Consumer Credit Reporting Data," Staff Reports, Federal Reserve Bank of New York, number 1114, Aug, DOI: 10.59576/sr.1114.
    • Christa N. Gibbs & Benedict Guttman-Kenney & Donghoon Lee & Scott T. Nelson & Wilbert H. van der Klaauw & Jialan Wang, 2024, "Consumer Credit Reporting Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 32791, Aug.

2024

  1. Anthony Zdrojewski & Alexander W. Butler, 2024, "Are Two-Way Fixed-Effect Difference-In-Differences Estimates Blowing Smoke? A Cautionary Tale from State-Level Bank Branching Deregulation," Critical Finance Review, now publishers, volume 13, issue 3-4, pages 501-529, August, DOI: 10.1561/104.00000147.

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, volume 58, issue 3, pages 1263-1294, May.
  2. Alexander W Butler & Erik J Mayer & James P Weston, 2023, "Racial Disparities in the Auto Loan Market," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 1, pages 1-41.
  3. Guttman-Kenney, Benedict & Firth, Chris & Gathergood, John, 2023, "Buy now, pay later (BNPL) ...on your credit card," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2023.100788.

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, volume 57, issue 4, pages 775-791, November, DOI: 10.1111/fire.12317.
  2. Butler, Alexander W. & Yi, Hanyi, 2022, "Aging and public financing costs: Evidence from U.S. municipal bond markets," Journal of Public Economics, Elsevier, volume 211, issue C, DOI: 10.1016/j.jpubeco.2022.104665.
  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, volume 89, issue S1, pages 178-199, June, DOI: 10.1111/ecca.12427.

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, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109966.
  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, volume 45, issue C, DOI: 10.1016/j.jfi.2020.100857.
  3. Alexander W. Butler & Xiang Gao & Cihan Uzmanoglu, 2021, "Financial Innovation and Financial Intermediation: Evidence from Credit Default Swaps," Management Science, INFORMS, volume 67, issue 5, pages 3150-3173, May, DOI: 10.1287/mnsc.2019.3560.

2020

  1. Anthony A Defusco & Stephanie Johnson & John Mondragon, 2020, "Regulating Household Leverage," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 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, volume 54, issue 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, volume 32, issue 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. Kerry Back & Kevin Crotty, 2015, "The Informational Role of Stock and Bond Volume," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 5, pages 1381-1427.
  2. 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.

2014

  1. Back, Kerry, 2014, "A characterization of the coskewness–cokurtosis pricing model," Economics Letters, Elsevier, volume 125, issue 2, pages 219-222, DOI: 10.1016/j.econlet.2014.09.008.
  2. 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, volume 27, issue C, pages 367-383, DOI: 10.1016/j.jcorpfin.2014.06.002.

2013

  1. Kerry Back & Shmuel Baruch, 2013, "Strategic Liquidity Provision in Limit Order Markets," Econometrica, Econometric Society, volume 81, issue 1, pages 363-392, January, DOI: ECTA10018.

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, volume 67, issue 2, pages 561-598, April, DOI: j.1540-6261.2012.01725.x.
  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, volume 25, issue 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, volume 101, issue 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, volume 99, issue 1, pages 184-203, January.

2010

  1. Kerry Back, 2010, "Martingale Pricing," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 235-250, December.
  2. 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, volume 23, issue 11, pages 3966-3995, November.

2009

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

2008

  1. Alexander W. Butler, 2008, "Distance Still Matters: Evidence from Municipal Bond Underwriting," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 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, volume 63, issue 1, pages 229-272, February, DOI: 10.1111/j.1540-6261.2008.01315.x.

2007

  1. Kerry Back & Shmuel Baruch, 2007, "Working Orders in Limit Order Markets and Floor Exchanges," Journal of Finance, American Finance Association, volume 62, issue 4, pages 1589-1621, August, DOI: 10.1111/j.1540-6261.2007.01252.x.

2006

  1. Alexander W. Butler & Larry Fauver, 2006, "Institutional Environment and Sovereign Credit Ratings," Financial Management, Financial Management Association International, volume 35, issue 3, pages 53-79, September, DOI: 10.1111/j.1755-053X.2006.tb00147.x.
  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, volume 61, issue 4, pages 1731-1758, August, DOI: 10.1111/j.1540-6261.2006.00888.x.

2005

  1. Alexander W. Butler & Gustavo Grullon & James P. Weston, 2005, "Can Managers Forecast Aggregate Market Returns?," Journal of Finance, American Finance Association, volume 60, issue 2, pages 963-986, April, DOI: 10.1111/j.1540-6261.2005.00752.x.
  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, volume 40, issue 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, volume 11, issue 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, volume 78, issue 4, pages 1307-1336, July, DOI: 10.1086/430861.

2004

  1. Kerry Back & Shmuel Baruch, 2004, "Information in Securities Markets: Kyle Meets Glosten and Milgrom," Econometrica, Econometric Society, volume 72, issue 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, volume 13, issue 3, pages 265-272, July.

2002

  1. Alexander W. Butler, 2002, "Revisiting Optimal Call Policy for Convertibles," Financial Analysts Journal, Taylor & Francis Journals, volume 58, issue 1, pages 50-55, January, DOI: 10.2469/faj.v58.n1.2509.

2001

  1. Back, Kerry & Zender, Jaime F., 2001, "Auctions of divisible goods with endogenous supply," Economics Letters, Elsevier, volume 73, issue 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, volume 12, issue 1, pages 165-195.

1998

  1. Back, Kerry & Pedersen, Hal, 1998, "Long-lived information and intraday patterns," Journal of Financial Markets, Elsevier, volume 1, issue 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), volume 3, issue 1, pages 35-42, January.
  2. Back, Kerry & Brown, David P, 1993, "Implied Probabilities in GMM Estimators," Econometrica, Econometric Society, volume 61, issue 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, volume 6, issue 4, pages 733-764.
  4. Back, Kerry, 1993, "Asymmetric Information and Options," The Review of Financial Studies, Society for Financial Studies, volume 6, issue 3, pages 435-472.

1992

  1. Back, Kerry, 1992, "Insider Trading in Continuous Time," The Review of Financial Studies, Society for Financial Studies, volume 5, issue 3, pages 387-409.
  2. Back, Kerry & Brown, David P., 1992, "GMM, maximum likelihood, and nonparametric efficiency," Economics Letters, Elsevier, volume 39, issue 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, volume 20, issue 1, pages 1-18.
  2. Back, Kerry, 1991, "Asset pricing for general processes," Journal of Mathematical Economics, Elsevier, volume 20, issue 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, volume 17, issue 1, pages 89-99, February.

1987

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

1986

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

Books

2010

  1. Back, Kerry, 2010, "Asset Pricing and Portfolio Choice Theory," OUP Catalogue, Oxford University Press, number 9780195380613, ISBN: ARRAY(0x80d3d7c8).

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