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Publications

by members of

William E. Simon Graduate School of Business Administration
University of Rochester
Rochester, 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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

2021

  1. Peter M. DeMarzo & Ron Kaniel, 2021. "Contracting in Peer Networks," NBER Working Papers 28378, National Bureau of Economic Research, Inc.

2020

  1. Vincent Glode & Christian C. Opp & Ruslan Sverchkov, 2020. "To Pool or Not to Pool? Security Design in OTC Markets," NBER Working Papers 27361, National Bureau of Economic Research, Inc.
  2. Jules H. van Binsbergen & Christian C. Opp, 2020. "The Effectiveness of Life-Preserving Investments in Times of COVID-19," NBER Working Papers 27382, National Bureau of Economic Research, Inc.
  3. Milton Harris & Christian Opp & Marcus Opp, 2020. "The Aggregate Demand for Bank Capital," NBER Working Papers 27858, National Bureau of Economic Research, Inc.
  4. Vincent Glode & Christian Opp, 2020. "Renegotiation in Debt Chains," NBER Working Papers 27883, National Bureau of Economic Research, Inc.
  5. G. William Schwert, 2020. "The Remarkable Growth in Financial Economics, 1974-2020," NBER Working Papers 28198, National Bureau of Economic Research, Inc.
  6. Kaniel, Ron & Orlov, Dmitry, 2020. "Intermediated Asymmetric Information, Compensation, and Career Prospects," CEPR Discussion Papers 14586, C.E.P.R. Discussion Papers.
  7. Israeli, Doron & Kaniel, Ron & Sridharan, Suhas A., 2020. "The Real Side of the High-Volume Return Premium," CEPR Discussion Papers 14587, C.E.P.R. Discussion Papers.

2017

  1. Jules H. van Binsbergen & Christian C. Opp, 2017. "Real Anomalies," NBER Working Papers 23238, National Bureau of Economic Research, Inc.
  2. Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2017. "Are Mutual Fund Managers Paid For Investment Skill?," NBER Working Papers 23373, National Bureau of Economic Research, Inc.
  3. Kaniel, Ron & tompaidis, stathis & Zhou, Ti, 2017. "Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows," CEPR Discussion Papers 12285, C.E.P.R. Discussion Papers.

2016

  1. Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2016. "The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies," Staff Working Papers 16-38, Bank of Canada.
  2. Gregory Bauer & Eleonora Granziera, 2016. "Monetary Policy, Private Debt and Financial Stability Risks," Staff Working Papers 16-59, Bank of Canada.
  3. Wenxin Du & Salil Gadgil & Michael B. Gordy & Clara Vega, 2016. "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market," Finance and Economics Discussion Series 2016-087, Board of Governors of the Federal Reserve System (U.S.).
  4. Christian Opp & Vincent Glode, 2016. "(De)centralizing Trade," 2016 Meeting Papers 1591, Society for Economic Dynamics.
  5. DeMarzo, Peter & Kaniel, Ron, 2016. "Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts," CEPR Discussion Papers 11538, C.E.P.R. Discussion Papers.

2015

  1. Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
  2. Gallaher, Steven & Kaniel, Ron & Starks, Laura T, 2015. "Advertising and Mutual Funds: From Families to Individual Funds," CEPR Discussion Papers 10329, C.E.P.R. Discussion Papers.
  3. Carlson, Murray & Chapman, David A. & Kaniel, Ron & Yan, Hong, 2015. "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," CEPR Discussion Papers 10328, C.E.P.R. Discussion Papers.
  4. Kaniel, Ron & Parham, Robert, 2015. "WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions," CEPR Discussion Papers 10923, C.E.P.R. Discussion Papers.

2014

  1. Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014. "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers 14-42, Bank of Canada.
  2. Gregory Bauer, 2014. "International House Price Cycles, Monetary Policy and Risk Premiums," Staff Working Papers 14-54, Bank of Canada.
  3. Barrot, Jean-Noël & Kaniel, Ron & Sraer, David, 2014. "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers 10285, C.E.P.R. Discussion Papers.

2013

  1. Peter Arcidiacono & Paul B. Ellickson & Peter Landry & David B. Ridley, 2013. "Pharmaceutical Followers," NBER Working Papers 19522, National Bureau of Economic Research, Inc.
  2. Vincent Glode & Christian Opp, 2013. "Intermediating Adverse Selection," 2013 Meeting Papers 119, Society for Economic Dynamics.
  3. Minjae Song, 2013. "Estimating Platform Market Power in Two-Sided Markets with an Application to Magazine Advertising," 2013 Meeting Papers 1264, Society for Economic Dynamics.

2012

  1. Gregory Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers 12-5, Bank of Canada.
  2. Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson, 2012. "Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition," NBER Working Papers 18449, National Bureau of Economic Research, Inc.
  3. Alt, Aydogan & Kaniel, Ron & Yoeli, Uzi, 2012. "Why Do Institutional Investors Chase Return Trends?," CEPR Discussion Papers 8773, C.E.P.R. Discussion Papers.

2011

  1. Ellickson, Paul B. & Misra, Sanjog & Nair, Harikesh S., 2011. "Repositioning Dynamics and Pricing Strategy," Research Papers 2075, Stanford University, Graduate School of Business.
  2. G. William Schwert, 2011. "Stock Volatility During the Recent Financial Crisis," NBER Working Papers 16976, National Bureau of Economic Research, Inc.
  3. Kaniel, Ron & Liu, Shuming & Saar, Gideon & Titman, Sheridan, 2011. "Individual Investor Trading and Return Patterns around Earnings Announcements," CEPR Discussion Papers 8259, C.E.P.R. Discussion Papers.
  4. Kaniel, Ron & Kondor, Péter, 2011. "The delegated Lucas tree," CEPR Discussion Papers 8578, C.E.P.R. Discussion Papers.

2010

  1. Paul B. Ellickson & Stephanie Houghton & Christopher Timmins, 2010. "Estimating Network Economies in Retail Chains: A Revealed Preference Approach," NBER Working Papers 15832, National Bureau of Economic Research, Inc.
  2. Peter Arcidiacono & Patrick J. Bayer & Jason R. Blevins & Paul Ellickson, 2010. "Estimation of Dynamic Discrete Choice Models in Continuous Time," Working Papers 10-49, Duke University, Department of Economics.
  3. Claudio Lucarelli & Sean Nicholson & Minjae Song, 2010. "Bundling Among Rivals: A Case of Pharmaceutical Cocktails," NBER Working Papers 16321, National Bureau of Economic Research, Inc.
  4. Miklos-Thal, Jeanine & Ullrich, Hannes, 2010. "Effort in Nomination Contests: Evidence from Professional Soccer," MPRA Paper 24340, University Library of Munich, Germany.
  5. Ron Kaniel & Cade Massey & David T. Robinson, 2010. "The Importance of Being an Optimist: Evidence from Labor Markets," NBER Working Papers 16328, National Bureau of Economic Research, Inc.

2009

  1. Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega, 2009. "Rise of the machines: algorithmic trading in the foreign exchange market," International Finance Discussion Papers 980, Board of Governors of the Federal Reserve System (U.S.).
  2. Miklós-Thal, Jeanine & Ullrich, Hannes, 2009. "Nomination contests: theory and empirical evidence from professional soccer," ZEW Discussion Papers 09-027, ZEW - Leibniz Centre for European Economic Research.
  3. Cuoco, Domenico & Kaniel, Ron, 2009. "Equilibrium Prices in the Presence of Delegated Portfolio Management," CEPR Discussion Papers 7453, C.E.P.R. Discussion Papers.

2008

  1. Elizabeth Demers & Clara Vega, 2008. "Soft information in earnings announcements: news or noise?," International Finance Discussion Papers 951, Board of Governors of the Federal Reserve System (U.S.).
  2. John Ammer & Clara Vega & Jon Wongswan, 2008. "Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level," International Finance Discussion Papers 952, Board of Governors of the Federal Reserve System (U.S.).
  3. Kilian, Lutz & Vega, Clara, 2008. "Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices," CEPR Discussion Papers 7015, C.E.P.R. Discussion Papers.
  4. Minjae Song, 2008. "A Hybrid Discrete Choice Model of Differentiated Product Demand with an Application to Personal Computers," 2008 Meeting Papers 905, Society for Economic Dynamics.
  5. Miklos-Thal, Jeanine & Rey, Patrick & Vergé, Thibaud, 2008. "Buyer Power and Intraband Coordination," IDEI Working Papers 500, Institut d'Économie Industrielle (IDEI), Toulouse.
  6. Miklos-Thal, Jeanine, 2008. "Optimal Collusion under Cost Asymmetry," MPRA Paper 11044, University Library of Munich, Germany.
  7. Miklos-Thal, Jeanine, 2008. "Linking Reputations: The Signaling and Feedback Effects of Umbrella Branding," MPRA Paper 11045, University Library of Munich, Germany.

2007

  1. Gregory Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," Staff Working Papers 07-20, Bank of Canada.

2006

  1. Ellickson, Paul & Misra, Sanjog, 2006. "Supermarket Pricing Strategies," Working Papers 06-02, Duke University, Department of Economics.
  2. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006. "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers 871, Board of Governors of the Federal Reserve System (U.S.).
  3. Paolo Pasquariello & Clara Vega, 2006. "Informed and strategic order flow in the bond markets," International Finance Discussion Papers 874, Board of Governors of the Federal Reserve System (U.S.).
  4. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers.
  5. Friebel, Guido & Raith, Michael, 2006. "Resource Allocation and Firm Scope," IZA Discussion Papers 2249, Institute of Labor Economics (IZA).
  6. Michelle Lowry & Micah S. Officer & G. William Schwert, 2006. "The Variability of IPO Initial Returns," NBER Working Papers 12295, National Bureau of Economic Research, Inc.
  7. Minjae Song, 2006. "A Dynamic Analysis of Cooperative Research in the Semiconductor Industry," 2006 Meeting Papers 468, Society for Economic Dynamics.
  8. Jeanine Thal, 2006. "Delivered Pricing and the Effect of Horizontal Differentiation on Optimal Collusion," Working Papers 2006-22, Center for Research in Economics and Statistics.
  9. Patrick Rey & Jeanine Thal & Thibaud Vergé, 2006. "Slotting Allowances and Conditional Payments," Working Papers 2006-23, Center for Research in Economics and Statistics.

2005

  1. Albuquerque, Rui & Bauer, Gregory & Schneider, Martin, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers.
  2. Paul Ellickson & Beresteanu Arie, 2005. "The Dynamics of Retail Oligopolies," 2005 Meeting Papers 829, Society for Economic Dynamics.
  3. Ellickson, Paul, 2005. "Supermarkets as a Natural Oligopoly," Working Papers 05-04, Duke University, Department of Economics.
  4. Ellickson, Paul, 2005. "Does Sutton Apply to Supermarkets?," Working Papers 05-05, Duke University, Department of Economics.

2004

  1. Gregory Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers 04-47, Bank of Canada.
  2. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, University Library of Munich, Germany.
  3. Raith, Michael, 2004. "Specific Knowledge and Performance Measurement," CEPR Discussion Papers 4262, C.E.P.R. Discussion Papers.

2003

  1. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," PIER Working Paper Archive 04-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Jun 2004.
  2. Sean Cleary & Paul Povel & Michael Raith, 2003. "The U-shaped Investment Curve: Theory and Evidence," Finance 0311010, University Library of Munich, Germany.

2002

  1. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers 02-16, Duke University, Department of Economics.
  2. G. William Schwert, 2002. "Anomalies and Market Efficiency," NBER Working Papers 9277, National Bureau of Economic Research, Inc.

2001

  1. Fingleton, John & Raith, Michael, 2001. "Open Covenants, Privately Arrived At," CEPR Discussion Papers 2709, C.E.P.R. Discussion Papers.
  2. G. William Schwert, 2001. "Stock Volatility in the New Millennium: How Wacky Is Nasdaq?," NBER Working Papers 8436, National Bureau of Economic Research, Inc.
  3. Michelle Lowry & G. William Schwert, 2001. "Biases in the IPO Pricing Process," NBER Working Papers 8586, National Bureau of Economic Research, Inc.
  4. Robert C. Apfel & John E. Parsons & G. William Schwert & Geoffrey S. Stewart, 2001. "Short Sales, Damages and Class Certification in 10b-5 Actions," NBER Working Papers 8618, National Bureau of Economic Research, Inc.

2000

  1. Povel, Paul E M & Raith, Michael, 2000. "Liquidity Constraints, Production Costs And Output Decisions," CEPR Discussion Papers 2458, C.E.P.R. Discussion Papers.
  2. Friebel, Guido & Raith, Michael, 2000. "Strategic Recruiting And The Chain Of Command," CEPR Discussion Papers 2429, C.E.P.R. Discussion Papers.
  3. Michelle Lowry & G. William Schwert, 2000. "IPO Market Cycles: Bubbles or Sequential Learning?," NBER Working Papers 7935, National Bureau of Economic Research, Inc.

1999

  1. Paul Ellickson & Scott Stern & Manuel Trajtenberg, 1999. "Patient Welfare and Patient Compliance: An Empirical Framework for Measuring the Benefits from Pharmaceutical Innovation," NBER Working Papers 6890, National Bureau of Economic Research, Inc.
  2. Povel, Paul & Raith, Michael, 1999. "Endogenous Debt Contracts With Undistorted Incentives," Sonderforschungsbereich 504 Publications 99-61, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  3. G. William Schwert, 1999. "Hostility in Takeovers: In the Eyes of the Beholder?," NBER Working Papers 7085, National Bureau of Economic Research, Inc.

1997

  1. G. William Schwert, 1997. "Stock Market Volatility: Ten Years After the Crash," Center for Financial Institutions Working Papers 97-51, Wharton School Center for Financial Institutions, University of Pennsylvania.

1996

  1. Ethan S. Harris & Clara Vega, 1996. "What do chain store sales tell us about consumer spending?," Research Paper 9614, Federal Reserve Bank of New York.
  2. Michael A. Raith, 1996. "Product Differentiation, Uncertainty and the Stability of Collusion," STICERD - Economics of Industry Papers 16, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

1994

  1. Schwert, G.W., 1994. "Mark-up Pricing in Mergers and Acquisitions," Papers 95-01, Rochester, Business - Financial Research and Policy Studies.

1993

  1. Robert Comment & G. William Schwert, 1993. "Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures," NBER Working Papers 4316, National Bureau of Economic Research, Inc.

1990

  1. G. William Schwert, 1990. "Stock Returns and Real Activity: A Century of Evidence," NBER Working Papers 3296, National Bureau of Economic Research, Inc.

1989

  1. Pagan, A.R. & Schwert, G.W., 1989. "Alternative Models For Conditional Stock Volatility," Papers 89-02, Rochester, Business - General.
  2. Schwert, G.W., 1989. "Stock Volatility And The Crash Of '87," Papers 89-01, Rochester, Business - General.
  3. Schwert, G.W., 1989. "Indexes Of United States Stock Prices From 1802-1987," Papers 89-04, Rochester, Business - General.
  4. Schwert, C.W., 1989. "Margin Requirements And Stock Volatility," Papers t6, Columbia - Center for Futures Markets.

1988

  1. Schwert, G.W. & Seguin, P.J., 1988. "Heteroskedasticity In Stock Returns," Papers bc_88-02, Rochester, Business - General.
  2. G. William Schwert, 1988. "Tests For Unit Roots: A Monte Carlo Investigation," NBER Technical Working Papers 0073, National Bureau of Economic Research, Inc.
  3. Schwert, G.W., 1988. "Business Cycles, Financial Crises And Stock Volatility," Papers 88-06, Rochester, Business - General.
  4. G. William Schwert, 1988. "Why Does Stock Market Volatility Change Over Time?," NBER Working Papers 2798, National Bureau of Economic Research, Inc.

Undated

  1. Mark M. Carhart & Ron Kaniel & David K. Musto & Adam Reed, "undated". "Mutual Fund Returns and Market Microstructure," Rodney L. White Center for Financial Research Working Papers 11-99, Wharton School Rodney L. White Center for Financial Research.
  2. Michael Gallmeyer & Ron Kaniel & Stathis Tompaidis, "undated". "Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales," GSIA Working Papers 2001-E21, Carnegie Mellon University, Tepper School of Business.
  3. Eitan Goldman & Christopher S. Jones & Ron Kaniel, "undated". "Free Cash Flow, Optimal Contracting, and Takeovers," Rodney L. White Center for Financial Research Working Papers 3-97, Wharton School Rodney L. White Center for Financial Research.
  4. Simon Gervais & Ron Kaniel & Dan Mingelgrin, "undated". "The High Volume Return Premium," Rodney L. White Center for Financial Research Working Papers 01-99, Wharton School Rodney L. White Center for Financial Research.
  5. Ron Kaniel & Hong Liu, "undated". "Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?," Rodney L. White Center for Financial Research Working Papers 16-98, Wharton School Rodney L. White Center for Financial Research.

Journal articles

2020

  1. Vincent Glode & Christian C Opp, 2020. "Over-the-Counter versus Limit-Order Markets: The Role of Traders’ Expertise," Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 866-915.

2019

  1. Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2019. "On the efficiency of long intermediation chains," Journal of Financial Intermediation, Elsevier, vol. 38(C), pages 11-18.
  2. JULES H. van BINSBERGEN & CHRISTIAN C. OPP, 2019. "Real Anomalies," Journal of Finance, American Finance Association, vol. 74(4), pages 1659-1706, August.
  3. Christian C Opp, 2019. "Venture Capital and the Macroeconomy," Review of Financial Studies, Society for Financial Studies, vol. 32(11), pages 4387-4446.

2018

  1. Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018. "The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies," Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 81-99, June.
  2. Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2018. "Voluntary disclosure in bilateral transactions," Journal of Economic Theory, Elsevier, vol. 175(C), pages 652-688.
  3. Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2018. "Are Mutual Fund Managers Paid for Investment Skill?," Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 715-772.

2017

  1. Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
  2. Gregory H. Bauer & Eleonora Granziera, 2017. "Monetary Policy, Private Debt, and Financial Stability Risks," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 337-373, September.
  3. Minjae Song & Sean Nicholson & Claudio Lucarelli, 2017. "Mergers with interfirm bundling: a case of pharmaceutical cocktails," RAND Journal of Economics, RAND Corporation, vol. 48(3), pages 810-834, August.
  4. Kaniel, Ron & Parham, Robert, 2017. "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, vol. 123(2), pages 337-356.
  5. Weidong Tian & Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan, 2017. "Specification Error, Estimation Risk, and Conditional Portfolio Rules," International Review of Finance, International Review of Finance Ltd., vol. 17(2), pages 263-288, June.

2016

  1. Vincent Glode & Christian Opp, 2016. "Asymmetric Information and Intermediation Chains," American Economic Review, American Economic Association, vol. 106(9), pages 2699-2721, September.
  2. Song, Minjae & Park, Eunho & Yoo, Byungjoon & Jeon, Seongmin, 2016. "Is the Daily Deal Social Shopping?: An Empirical Analysis of Customer Panel Data," Journal of Interactive Marketing, Elsevier, vol. 33(C), pages 57-76.
  3. Li, Edward & Wasley, Charles & Zimmerman, Jerold, 2016. "The Disclose or Abstain Incentive to Issue Management Guidance," Journal of Law, Finance, and Accounting, now publishers, vol. 1(1), pages 187-233, April.
  4. Jerold L. Zimmerman, 2016. "Private Equity, the Rise of Unicorns, and the Reincarnation of Control-based Accounting," Journal of Applied Corporate Finance, Morgan Stanley, vol. 28(3), pages 56-67, September.
  5. Barrot, Jean-Noel & Kaniel, Ron & Sraer, David, 2016. "Are retail traders compensated for providing liquidity?," Journal of Financial Economics, Elsevier, vol. 120(1), pages 146-168.

2015

  1. S. Sriram & Puneet Manchanda & Mercedes Bravo & Junhong Chu & Liye Ma & Minjae Song & Scott Shriver & Upender Subramanian, 2015. "Platforms: a multiplicity of research opportunities," Marketing Letters, Springer, vol. 26(2), pages 141-152, June.
  2. Jerold L. Zimmerman, 2015. "The role of accounting in the twenty-first century firm," Accounting and Business Research, Taylor & Francis Journals, vol. 45(4), pages 485-509, June.
  3. Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan, 2015. "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-45.

2013

  1. Opp, Christian C. & Opp, Marcus M. & Harris, Milton, 2013. "Rating agencies in the face of regulation," Journal of Financial Economics, Elsevier, vol. 108(1), pages 46-61.
  2. Miklós-Thal, Jeanine & Schumacher, Heiner, 2013. "The value of recommendations," Games and Economic Behavior, Elsevier, vol. 79(C), pages 132-147.
  3. Anzhela Knyazeva & Diana Knyazeva & Ronald W. Masulis, 2013. "The Supply of Corporate Directors and Board Independence," Review of Financial Studies, Society for Financial Studies, vol. 26(6), pages 1561-1605.
  4. Knyazeva, Anzhela & Knyazeva, Diana & Stiglitz, Joseph E., 2013. "Ownership change, institutional development and performance," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2605-2627.
  5. Ron Kaniel & Péter Kondor, 2013. "The Delegated Lucas Tree," Review of Financial Studies, Society for Financial Studies, vol. 26(4), pages 929-984.

2012

  1. Gregory Bauer & Antonio Diez de los Rios, 2012. "Global Risk Premiums and the Transmission of Monetary Policy," Bank of Canada Review, Bank of Canada, vol. 2012(Summer), pages 12-20.
  2. Jeanine Miklós-Thal, 2012. "Linking reputations through umbrella branding," Quantitative Marketing and Economics (QME), Springer, vol. 10(3), pages 335-374, September.
  3. Salvatore Piccolo & Jeanine Miklós-Thal, 2012. "Colluding through suppliers," RAND Journal of Economics, RAND Corporation, vol. 43(3), pages 492-513, September.
  4. Knyazeva, Anzhela & Knyazeva, Diana, 2012. "Does being your bank’s neighbor matter?," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1194-1209.
  5. Ron Kaniel & Shuming Liu & Gideon Saar & Sheridan Titman, 2012. "Individual Investor Trading and Return Patterns around Earnings Announcements," Journal of Finance, American Finance Association, vol. 67(2), pages 639-680, April.
  6. Kaniel, Ron & Ozoguz, Arzu & Starks, Laura, 2012. "The high volume return premium: Cross-country evidence," Journal of Financial Economics, Elsevier, vol. 103(2), pages 255-279.
  7. Altı, Aydoğan & Kaniel, Ron & Yoeli, Uzi, 2012. "Why do institutional investors chase return trends?," Journal of Financial Intermediation, Elsevier, vol. 21(4), pages 694-721.

2011

  1. Bauer, Gregory H. & Vorkink, Keith, 2011. "Forecasting multivariate realized stock market volatility," Journal of Econometrics, Elsevier, vol. 160(1), pages 93-101, January.
  2. G. William Schwert, 2011. "Stock Volatility during the Recent Financial Crisis," European Financial Management, European Financial Management Association, vol. 17(5), pages 789-805, November.
  3. Minjae Song, 2011. "A Dynamic Analysis Of Cooperative Research In The Semiconductor Industry," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1157-1177, November.
  4. Jeanine Miklós-Thal, 2011. "Optimal collusion under cost asymmetry," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(1), pages 99-125, January.
  5. Jeanine Miklós‐Thal & Patrick Rey & Thibaud Vergé, 2011. "Buyer Power And Intrabrand Coordination," Journal of the European Economic Association, European Economic Association, vol. 9(4), pages 721-741, August.
  6. Heitzman, Shane, 2011. "Equity grants to target CEOs during deal negotiations," Journal of Financial Economics, Elsevier, vol. 102(2), pages 251-271.
  7. John, Kose & Knyazeva, Anzhela & Knyazeva, Diana, 2011. "Does geography matter? Firm location and corporate payout policy," Journal of Financial Economics, Elsevier, vol. 101(3), pages 533-551, September.
  8. Cuoco, Domenico & Kaniel, Ron, 2011. "Equilibrium prices in the presence of delegated portfolio management," Journal of Financial Economics, Elsevier, vol. 101(2), pages 264-296, August.

2010

  1. Patrick Bayer & Bryan Ellickson & Paul B. Ellickson, 2010. "Dynamic Asset Pricing in a System of Local Housing Markets," American Economic Review, American Economic Association, vol. 100(2), pages 368-372, May.
  2. Michelle Lowry & Micah S. Officer & G. William Schwert, 2010. "The Variability of IPO Initial Returns," Journal of Finance, American Finance Association, vol. 65(2), pages 425-465, April.
  3. Song, Minjae, 2010. "The Quality Adjusted Price Index in the Pure Characteristics Demand Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 190-199.
  4. Heitzman, Shane & Wasley, Charles & Zimmerman, Jerold, 2010. "The joint effects of materiality thresholds and voluntary disclosure incentives on firms' disclosure decisions," Journal of Accounting and Economics, Elsevier, vol. 49(1-2), pages 109-132, February.
  5. Miklós-Thal, Jeanine & Rey, Patrick & Vergé, Thibaud, 2010. "Vertical relations," International Journal of Industrial Organization, Elsevier, vol. 28(4), pages 345-349, July.
  6. Hanlon, Michelle & Heitzman, Shane, 2010. "A review of tax research," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 127-178, December.

2009

  1. Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009. "Global private information in international equity markets," Journal of Financial Economics, Elsevier, vol. 94(1), pages 18-46, October.
  2. Kaiser, Ulrich & Song, Minjae, 2009. "Do media consumers really dislike advertising? An empirical assessment of the role of advertising in print media markets," International Journal of Industrial Organization, Elsevier, vol. 27(2), pages 292-301, March.
  3. Feng Gao & Joanna Shuang Wu & Jerold Zimmerman, 2009. "Unintended Consequences of Granting Small Firms Exemptions from Securities Regulation: Evidence from the Sarbanes‐Oxley Act," Journal of Accounting Research, Wiley Blackwell, vol. 47(2), pages 459-506, May.
  4. James Brickley & Clifford Smith & Jerold Zimmerman & Janice Willett, 2009. "Using Organizational Architecture to Lead Change," Journal of Applied Corporate Finance, Morgan Stanley, vol. 21(2), pages 58-66, March.
  5. Dhaliwal, Dan & Erickson, Merle & Heitzman, Shane, 2009. "Taxes and the backdating of stock option exercise dates," Journal of Accounting and Economics, Elsevier, vol. 47(1-2), pages 27-49, March.
  6. Knyazeva, Anzhela & Knyazeva, Diana & Stiglitz, Joseph, 2009. "Ownership changes and access to external financing," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1804-1816, October.
  7. Snehal Banerjee & Ron Kaniel & Ilan Kremer, 2009. "Price Drift as an Outcome of Differences in Higher-Order Beliefs," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3707-3734, September.

2008

  1. Paul B. Ellickson & Sanjog Misra, 2008. "Supermarket Pricing Strategies," Marketing Science, INFORMS, vol. 27(5), pages 811-828, 09-10.
  2. Michaela Draganska & Sanjog Misra & Victor Aguirregabiria & Pat Bajari & Liran Einav & Paul Ellickson & Dan Horsky & Sridhar Narayanan & Yesim Orhun & Peter Reiss & Katja Seim & Vishal Singh & Raphael, 2008. "Discrete choice models of firms’ strategic decisions," Marketing Letters, Springer, vol. 19(3), pages 399-416, December.
  3. Michael Raith, 2008. "Specific knowledge and performance measurement," RAND Journal of Economics, RAND Corporation, vol. 39(4), pages 1059-1079, December.
  4. Miklós-Thal, Jeanine, 2008. "Delivered pricing and the impact of spatial differentiation on cartel stability," International Journal of Industrial Organization, Elsevier, vol. 26(6), pages 1365-1380, November.
  5. Ron Kaniel & Gideon Saar & Sheridan Titman, 2008. "Individual Investor Trading and Stock Returns," Journal of Finance, American Finance Association, vol. 63(1), pages 273-310, February.
  6. Peter M. DeMarzo & Ron Kaniel & Ilan Kremer, 2008. "Relative Wealth Concerns and Financial Bubbles," Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 19-50, January.
  7. Ron Kaniel & Stathis Tompaidis & Alexander Zemlianov, 2008. "Efficient Computation of Hedging Parameters for Discretely Exercisable Options," Operations Research, INFORMS, vol. 56(4), pages 811-826, August.

2007

  1. Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2007. "International Equity Flows and Returns: A Quantitative Equilibrium Approach -super-1," Review of Economic Studies, Oxford University Press, vol. 74(1), pages 1-30.
  2. Paolo Pasquariello & Clara Vega, 2007. "Informed and Strategic Order Flow in the Bond Markets," Review of Financial Studies, Society for Financial Studies, vol. 20(6), pages 1975-2019, November.
  3. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007. "Real-time price discovery in global stock, bond and foreign exchange markets," Journal of International Economics, Elsevier, vol. 73(2), pages 251-277, November.
  4. Cleary, Sean & Povel, Paul & Raith, Michael, 2007. "The U-Shaped Investment Curve: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 1-39, March.
  5. Minjae Song, 2007. "Measuring consumerwelfareinthe CPU market: anapplication of the pure-characteristics demand model," RAND Journal of Economics, RAND Corporation, vol. 38(2), pages 429-446, June.
  6. DeMarzo, Peter & Kaniel, Ron & Kremer, Ilan, 2007. "Technological innovation and real investment booms and busts," Journal of Financial Economics, Elsevier, vol. 85(3), pages 735-754, September.

2006

  1. Gregory Bauer & Scott Hendry, 2006. "A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3-4 May 2006," Bank of Canada Review, Bank of Canada, vol. 2006(Winter), pages 27-36.
  2. Ellickson, Paul B., 2006. "Quality competition in retailing: A structural analysis," International Journal of Industrial Organization, Elsevier, vol. 24(3), pages 521-540, May.
  3. Vega, Clara, 2006. "Stock price reaction to public and private information," Journal of Financial Economics, Elsevier, vol. 82(1), pages 103-133, October.
  4. Dan Dhaliwal & Shane Heitzman & Oliver Zhen Li, 2006. "Taxes, Leverage, and the Cost of Equity Capital," Journal of Accounting Research, Wiley Blackwell, vol. 44(4), pages 691-723, September.
  5. Gallmeyer, Michael F. & Kaniel, Ron & Tompaidis, Stathis, 2006. "Tax management strategies with multiple risky assets," Journal of Financial Economics, Elsevier, vol. 80(2), pages 243-291, May.
  6. Ron Kaniel & Hong Liu, 2006. "So What Orders Do Informed Traders Use?," The Journal of Business, University of Chicago Press, vol. 79(4), pages 1867-1914, July.

2005

  1. John Fingleton, 2005. "Career Concerns of Bargainers," Journal of Law, Economics, and Organization, Oxford University Press, vol. 21(1), pages 179-204, April.

2004

  1. Povel, Paul & Raith, Michael, 2004. "Financial constraints and product market competition: ex ante vs. ex post incentives," International Journal of Industrial Organization, Elsevier, vol. 22(7), pages 917-949, September.
  2. Paul Povel & Michael Raith, 2004. "Optimal Debt with Unobservabable Investments," RAND Journal of Economics, The RAND Corporation, vol. 35(3), pages 599-616, Autumn.
  3. Guido Friebel & Michael Raith, 2004. "Abuse of Authority and Hierarchical Communication," RAND Journal of Economics, The RAND Corporation, vol. 35(2), pages 224-244, Summer.
  4. Lowry, Michelle & Schwert, G. William, 2004. "Is the IPO pricing process efficient?," Journal of Financial Economics, Elsevier, vol. 71(1), pages 3-26, January.

2003

  1. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, vol. 93(1), pages 38-62, March.
  2. Michael Raith, 2003. "Competition, Risk, and Managerial Incentives," American Economic Review, American Economic Association, vol. 93(4), pages 1425-1436, September.
  3. James A. Brickley & Clifford W. Smith & Jerold L. Zimmerman, 2003. "Corporate Governance, Ethics, And Organizational Architecture," Journal of Applied Corporate Finance, Morgan Stanley, vol. 15(3), pages 34-45, March.

2002

  1. William Schwert, G., 2002. "Stock volatility in the new millennium: how wacky is Nasdaq?," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 3-26, January.
  2. Michelle Lowry & G. William Schwert, 2002. "IPO Market Cycles: Bubbles or Sequential Learning?," Journal of Finance, American Finance Association, vol. 57(3), pages 1171-1200, June.
  3. Watts, Ross L. & Zimmerman, Jerold L. & Kothari, S. P. & Lys, Thomas Z. & Skinner, Douglas J., 2002. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 33(1), pages 1-1, February.
  4. Watts, Ross L. & Zimmerman, Jerold L. & Kothari, S. P. & Lys, Thomas Z. & Skinner, Douglas J., 2002. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 33(2), pages 143-143, June.
  5. Brickley, James A. & Smith Jr., Clifford W. & Zimmerman, Jerold L., 2002. "Business ethics and organizational architecture," Journal of Banking & Finance, Elsevier, vol. 26(9), pages 1821-1835, September.
  6. Watts, Ross L. & Zimmerman, Jerold L. & Kothari, S. P. & Lys, Thomas Z. & Skinner, Douglas J., 2002. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 33(3), pages 277-277, August.

2001

  1. Watts, Ross L. & Zimmerman, Jerold L. & Kothari, S. P. & Lys, Thomas Z. & Skinner, Douglas J., 2001. "Editorial Data," Journal of Accounting and Economics, Elsevier, vol. 32(1-3), pages 1-1, December.
  2. Brickley, James A. & Zimmerman, Jerold L., 2001. "Changing incentives in a multitask environment: evidence from a top-tier business school," Journal of Corporate Finance, Elsevier, vol. 7(4), pages 367-396, December.
  3. Watts, Ross L. & Zimmerman, Jerold L. & Kothari, S. P. & Lys, Thomas Z. & Skinner, Douglas J., 2001. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 1-1, September.
  4. Zimmerman, Jerold L., 2001. "Conjectures regarding empirical managerial accounting research," Journal of Accounting and Economics, Elsevier, vol. 32(1-3), pages 411-427, December.
  5. Simon Gervais & Ron Kaniel & Dan H. Mingelgrin, 2001. "The High‐Volume Return Premium," Journal of Finance, American Finance Association, vol. 56(3), pages 877-919, June.

2000

  1. G. William Schwert, 2000. "Hostility in Takeovers: In the Eyes of the Beholder?," Journal of Finance, American Finance Association, vol. 55(6), pages 2599-2640, December.
  2. Kothari, S. P. & Watts, Ross L. & Zimmerman, Jerold L. & Lys, Thomas Z. & Skinner, Douglas J., 2000. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 29(2), pages 1-1, April.
  3. Kothari, S. P. & Watts, Ross L. & Zimmerman, Jerold L. & Lys, Thomas Z. & Skinner, Douglas J., 2000. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 29(3), pages 1-1, June.
  4. Watts, Ross L. & Zimmerman, Jerold L. & Kothari, S. P. & Lys, Thomas Z. & Skinner, Douglas J., 2000. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 30(3), pages 243-243, December.
  5. Watts, Ross L. & Zimmerman, Jerold L. & Kothari, S. P. & Lys, Thomas Z. & Skinner, Douglas J., 2000. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 30(2), pages 123-123, October.
  6. James Brickley & Clifford Smith & Jerold Zimmerman, 2000. "An Introduction To Game Theory And Business Strategy," Journal of Applied Corporate Finance, Morgan Stanley, vol. 13(2), pages 84-98, June.

1999

  1. Keating, A. Scott & L. Zimmerman, Jerold, 1999. "Depreciation-policy changes: tax, earnings management, and investment opportunity incentives," Journal of Accounting and Economics, Elsevier, vol. 28(3), pages 359-389, December.

1997

  1. Schwert, G. William, 1997. "Symposium on market microstructure: Focus on Nasdaq," Journal of Financial Economics, Elsevier, vol. 45(1), pages 3-8, July.
  2. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1997. "Five year report on the Journal of Accounting and Economics," Journal of Accounting and Economics, Elsevier, vol. 23(1), pages 3-6, May.
  3. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1997. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 23(1), pages 1-1, May.
  4. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L. & Kothari, S. P. & Holthausen, Robert W., 1997. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 23(3), pages 223-223, November.
  5. Kothari, S. P. & Holthausen, Robert W. & Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1997. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 23(2), pages 113-113, July.
  6. Ball, Ray & Watts, Ross L. & Zimmerman, ]Jerold L. & Kothari, S. P. & Holthausen, Robert W., 1997. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 24(1), pages 1-1, December.
  7. Jerold L. Zimmerman, 1997. "Eva And Divisional Performance Measurement: Capturing Synergies And Other Issues," Journal of Applied Corporate Finance, Morgan Stanley, vol. 10(2), pages 98-109, June.
  8. James A. Brickley & Clifford W. Smith & Jerold L. Zimmerman, 1997. "Management Fads And Organizational Architecture," Journal of Applied Corporate Finance, Morgan Stanley, vol. 10(2), pages 24-39, June.

1996

  1. Ethan S. Harris & Clara Vega, 1996. "What do chain store sales tell us about consumer spending?," Economic Policy Review, Federal Reserve Bank of New York, vol. 2(Oct), pages 15-35.
  2. Raith, Michael, 1996. "A General Model of Information Sharing in Oligopoly," Journal of Economic Theory, Elsevier, vol. 71(1), pages 260-288, October.
  3. Raith, Michael, 1996. "Spatial retail markets with commuting consumers," International Journal of Industrial Organization, Elsevier, vol. 14(4), pages 447-463, June.
  4. Schwert, G. William, 1996. "Markup pricing in mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 41(2), pages 153-192, June.
  5. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1996. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 22(1-3), pages 1-1, October.
  6. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1996. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 21(1), pages 1-1, February.
  7. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1996. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 21(2), pages 159-159, April.
  8. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1996. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 21(3), pages 277-277, June.

1995

  1. Comment, Robert & Schwert, G. William, 1995. "Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures," Journal of Financial Economics, Elsevier, vol. 39(1), pages 3-43, September.
  2. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1995. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 19(1), pages 1-1, February.
  3. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1995. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 19(2-3), pages 175-175, April.
  4. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1995. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 20(1), pages 1-1, July.
  5. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1995. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 20(3), pages 227-227, December.
  6. Kothari, S. P. & Zimmerman, Jerold L., 1995. "Price and return models," Journal of Accounting and Economics, Elsevier, vol. 20(2), pages 155-192, September.
  7. James Brickley & Clifford Smith & Jerold Zimmerman, 1995. "The Economics Of Organizational Architecture," Journal of Applied Corporate Finance, Morgan Stanley, vol. 8(2), pages 19-31, June.
  8. James Brickley & Clifford Smith & Jerold Zimmerman, 1995. "Transfer Pricing And The Control Of Internal Corporate Transactions," Journal of Applied Corporate Finance, Morgan Stanley, vol. 8(2), pages 60-67, June.

1994

  1. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1994. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 18(1), pages 1-1, July.
  2. James Brickley & Clifford W. Smith & Jerold L. Zimmerman, 1994. "Ethics, Incentives, And Organizational Design," Journal of Applied Corporate Finance, Morgan Stanley, vol. 7(2), pages 20-30, June.

1993

  1. Schwert, G. William, 1993. "The journal of financial economics*1: A retrospective evaluation (1974-1991)," Journal of Financial Economics, Elsevier, vol. 33(3), pages 369-424, June.
  2. Murphy, Kevin J. & Zimmerman, Jerold L., 1993. "Financial performance surrounding CEO turnover," Journal of Accounting and Economics, Elsevier, vol. 16(1-3), pages 273-315, April.
  3. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1993. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 16(1-3), pages 1-1, April.
  4. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1993. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 16(4), pages 381-381, October.

1992

  1. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1992. "Five year report on the journal of accounting & economics," Journal of Accounting and Economics, Elsevier, vol. 15(1), pages 3-6, March.
  2. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1992. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 15(1), pages 1-1, March.
  3. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1992. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 15(4), pages 443-443, December.
  4. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1992. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 115-115, August.

1991

  1. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1991. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 14(3), pages 215-215, September.
  2. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1991. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 14(2), pages 115-115, June.
  3. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1991. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 14(1), pages 1-1, March.
  4. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1991. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 14(4), pages 321-321, December.

1990

  1. Schwert, G William, 1990. "Stock Volatility and the Crash of '87," Review of Financial Studies, Society for Financial Studies, vol. 3(1), pages 77-102.
  2. Jensen, Michael C. & Long, John Jr. & Ruback, Richard S. & Schwert, G. William & Smith, Clifford Jr. & Warner, Jerold B. & Fama, Eugene F., 1990. "Editorial," Journal of Financial Economics, Elsevier, vol. 28(1-2), pages 3-5.
  3. Schwert, G William, 1990. "Indexes of U.S. Stock Prices from 1802 to 1987," The Journal of Business, University of Chicago Press, vol. 63(3), pages 399-426, July.
  4. Pagan, Adrian R. & Schwert, G. William, 1990. "Testing for covariance stationarity in stock market data," Economics Letters, Elsevier, vol. 33(2), pages 165-170, June.
  5. Pagan, Adrian R. & Schwert, G. William, 1990. "Alternative models for conditional stock volatility," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 267-290.
  6. Schwert, G William & Seguin, Paul J, 1990. "Heteroskedasticity in Stock Returns," Journal of Finance, American Finance Association, vol. 45(4), pages 1129-1155, September.
  7. Schwert, G William, 1990. "Stock Returns and Real Activity: A Century of Evidence," Journal of Finance, American Finance Association, vol. 45(4), pages 1237-1257, September.
  8. Ball, Ray & L. Watts, Ross & Zimmerman, Jerold L., 1990. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 13(4), pages 303-303, December.
  9. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1990. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 13(3), pages 189-189, October.
  10. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1990. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 13(2), pages 91-91, July.
  11. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1990. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 12(1-3), pages 1-1, January.
  12. Ball Ray & Watts Ross L. & Zimmerman Jerold L., 1990. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 12(4), pages 339-339, March.

1989

  1. Schwert, G William, 1989. "Tests for Unit Roots: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(2), pages 147-159, April.
  2. Jensen, Michael C. & Fama, Eugene F. & Long, John Jr. & Ruback, Richard S. & Schwert, G. William & Smith, Clifford Jr. & Warner, Jerold, 1989. "Clinical papers and their role in the development of financial economics," Journal of Financial Economics, Elsevier, vol. 24(1), pages 3-6, September.
  3. Schwert, G. William, 1989. "Business cycles, financial crises, and stock volatility," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 83-125, January.
  4. William Schwert, G., 1989. "Business cycles, financial crises, and stock volatility : Reply to Shiller," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 133-137, January.
  5. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1989. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 11(4), pages 293-293, November.
  6. Ball, Ray & Watts, Rose L. & Zimmerman, Jerold L., 1989. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 11(2-3), pages 107-107, July.

1988

  1. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1988. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 10(2), pages 87-87, April.
  2. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1988. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 10(4), pages 275-275, December.
  3. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1988. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 10(1), pages 1-1, January.

1987

  1. Schwert, G. William, 1987. "Effects of model specification on tests for unit roots in macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 20(1), pages 73-103, July.
  2. French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
  3. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1987. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 9(3), pages 229-229, December.
  4. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1987. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 9(2), pages 109-109, July.
  5. Ball, Ray & Watts, Ross L. & Zimmerman, Jerold L., 1987. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 9(1), pages 1-1, April.

1986

  1. Schwert, G. William, 1986. "The time series behavior of real interest rates A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 24(1), pages 275-287, January.
  2. Watts, Ross L. & Zimmerman, Jerold L., 1986. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 8(3), pages 173-173, October.
  3. Watts, Ross L. & Zimmerman, Jerold L., 1986. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 8(2), pages 91-91, June.
  4. Watts, Ross L. & Zimmerman, Jerold L., 1986. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 8(1), pages 1-1, March.

1985

  1. Huberman, Gur & Schwert, G William, 1985. "Information Aggregation, Inflation, and the Pricing of Indexed Bonds," Journal of Political Economy, University of Chicago Press, vol. 93(1), pages 92-114, February.
  2. William Schwert, G., 1985. "A discussion of CEO deaths and the reaction of stock prices," Journal of Accounting and Economics, Elsevier, vol. 7(1-3), pages 175-178, April.
  3. Watts, Ross L. & Zimmerman, Jerold L., 1985. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 7(1-3), pages 1-1, April.

1984

  1. Watts, Ross L. & Zimmerman, Jerold L., 1984. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 6(2), pages 99-99, August.
  2. Watts, Ross L. & Zimmerman, Jerold L., 1984. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 6(1), pages 1-1, April.

1983

  1. French, Kenneth R & Ruback, Richard S & Schwert, G William, 1983. "Effects of Nominal Contracting on Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 70-96, February.
  2. Schwert, G. William, 1983. "Size and stock returns, and other empirical regularities," Journal of Financial Economics, Elsevier, vol. 12(1), pages 3-12, June.
  3. Watts, Ross L & Zimmerman, Jerold L, 1983. "Agency Problems, Auditing, and the Theory of the Firm: Some Evidence," Journal of Law and Economics, University of Chicago Press, vol. 26(3), pages 613-633, October.
  4. Watts, Ross L. & Zimmerman, Jerold L., 1983. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 5(1), pages 75-75, April.

1982

  1. Plosser, Charles I & Schwert, G William & White, Halbert, 1982. "Differencing as a Test of Specification," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 535-552, October.
  2. L. Watts, Ross & Zimmerman, Jerold L., 1982. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 4(3), pages 143-143, December.
  3. Watts, Ross L. & Zimmerman, Jerold L., 1982. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 4(1), pages 1-1, July.
  4. Watts, Ross L. & Zimmerman, Jerold L., 1982. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 4(2), pages 55-55, October.

1981

  1. Schwert, G William, 1981. "Using Financial Data to Measure Effects of Regulation," Journal of Law and Economics, University of Chicago Press, vol. 24(1), pages 121-158, April.
  2. Schwert, G William, 1981. "The Adjustment of Stock Prices to Information about Inflation," Journal of Finance, American Finance Association, vol. 36(1), pages 15-29, March.
  3. Watts, Ross L. & Zimmerman, Jerold L., 1981. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 3(3), pages 181-181, December.
  4. Watts, Ross L. & Zimmerman, Jerold L., 1981. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 3(2), pages 111-111, August.
  5. Watts, Ross L. & Zimmerman, Jerold L., 1981. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 3(1), pages 1-1, March.

1980

  1. Zimmerman, Jerold L, 1980. "Discussion [Corporate Capital Investment, Accounting Methods and Earnings: A Test of the Control Hypothesis]," Journal of Finance, American Finance Association, vol. 35(2), pages 565-568, May.
  2. Watts, Ross L. & Zimmerman, Jerold L., 1980. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 2(2), pages 93-93, August.

1979

  1. Fama, Eugene F & Schwert, G William, 1979. "Inflation, Interest, and Relative Prices," The Journal of Business, University of Chicago Press, vol. 52(2), pages 183-209, April.
  2. Plosser, Charles I. & Schwert, G. William, 1979. "Potential GNP: Its measurement and significance : A dissenting opinion," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 179-186, January.
  3. William Schwert, G., 1979. "Tests of causality : The message in the innovations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 55-96, January.
  4. Watts, Ross L. & Zimmerman, Jerold L., 1979. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 1(2), pages 91-91, August.
  5. Watts, Ross L. & Zimmerman, Jerold L., 1979. "Editorial data," Journal of Accounting and Economics, Elsevier, vol. 1(3), pages 163-163, December.

1978

  1. Plosser, Charles I. & Schwert*, G. William, 1978. "Money, income, and sunspots: Measuring economic relationships and the effects of differencing," Journal of Monetary Economics, Elsevier, vol. 4(4), pages 637-660, November.

1977

  1. G. William Schwert, 1977. "Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis," Bell Journal of Economics, The RAND Corporation, vol. 8(1), pages 128-150, Spring.
  2. Nelson, Charles R & Schwert, G William, 1977. "Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant," American Economic Review, American Economic Association, vol. 67(3), pages 478-486, June.
  3. Plosser, Charles I. & Schwert, G. William, 1977. "Estimation of a non-invertible moving average process : The case of overdifferencing," Journal of Econometrics, Elsevier, vol. 6(2), pages 199-224, September.
  4. Fama, Eugene F. & Schwert, G. William, 1977. "Asset returns and inflation," Journal of Financial Economics, Elsevier, vol. 5(2), pages 115-146, November.
  5. Schwert, G. William, 1977. "Stock exchange seats as capital assets," Journal of Financial Economics, Elsevier, vol. 4(1), pages 51-78, January.
  6. Fama, Eugene F. & Schwert, G. William, 1977. "Human capital and capital market equilibrium," Journal of Financial Economics, Elsevier, vol. 4(1), pages 95-125, January.
  7. Gaver, Kenneth M & Zimmerman, Jerold L, 1977. "An Analysis of Competitive Bidding on BART Contracts," The Journal of Business, University of Chicago Press, vol. 50(3), pages 279-295, July.
  8. Jerold L. Zimmerman, 1977. "Decision Models for Individual Scientists Involved in Basic Research," Management Science, INFORMS, vol. 23(10), pages 1109-1116, June.
  9. Zimmerman, Jl, 1977. "Municipal Accounting Maze - Analysis Of Political Incentives," Journal of Accounting Research, Wiley Blackwell, vol. 15, pages 107-155.

1974

  1. Zimmerman, J, 1974. "Price-Level Restatements - Technical Note," Journal of Accounting Research, Wiley Blackwell, vol. 12(2), pages 372-382.

Chapters

2021

  1. Hedi Benamar & Thierry Foucault & Clara Vega, 2021. "Demand for Information, Uncertainty, and the Response of US Treasury Securities to News," NBER Chapters, in: Big Data: Long-Term Implications for Financial Markets and Firms, pages 3403-3455, National Bureau of Economic Research, Inc.

2003

  1. Schwert, G. William, 2003. "Anomalies and market efficiency," 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 15, pages 939-974, Elsevier.

2001

  1. Paul Ellickson & Scott Stern & Manuel Trajtenberg, 2001. "Patient Welfare and Patient Compliance -- An Empirical Framework for Measuring the Benefits from Pharmaceutical Innovation," NBER Chapters, in: Medical Care Output and Productivity, pages 539-564, National Bureau of Economic Research, Inc.

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