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Publications

by members of

New York University (NYU) → Stern 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. Find also a compilation of publications from alumni here.

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

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Mert Demirer & John J. Horton & Nicole Immorlica & Brendan Lucier & Peyman Shahidi, 2026, "Chaining Tasks, Redefining Work: A Theory of AI Automation," NBER Working Papers, National Bureau of Economic Research, Inc, number 34859, Feb.
  2. Benjamin S. Manning & John J. Horton, 2026, "General Social Agents," NBER Working Papers, National Bureau of Economic Research, Inc, number 34937, Mar.
  3. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2026, "Credit Crunches and the Great Stagflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 35057, Apr.
  4. Erik Brynjolfsson & J. Frank Li & Javier Miranda & Robert Seamans & Andrew J. Wang, 2026, "Minimum Wages and Rise of the Robots," NBER Working Papers, National Bureau of Economic Research, Inc, number 34895, Feb.
  5. Viral V. Acharya & Guillaume Plantin & Olivier Wang, 2026, "Indebted Supply and Monetary Policy: A Theory of Financial Dominance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34798, Feb.
  6. Olivier Wang, 2026, "Rate Risk and Rate Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 35636, Aug.

2025

  1. Peyman Shahidi & Gili Rusak & Benjamin S. Manning & Andrey Fradkin & John J. Horton, 2025, "The Coasean Singularity? Demand, Supply, and Market Design with AI Agents," NBER Working Papers, National Bureau of Economic Research, Inc, number 34468, Nov.
  2. Zhuoxun Li & Clifford M. Hurvich, 2025, "Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation," Papers, arXiv.org, number 2509.23256, Sep, revised Oct 2025.
  3. Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang, 2025, "Nature Loss and Climate Change: The Twin-Crises Multiplier," CESifo Working Paper Series, CESifo, number 11619.
  4. Viral V. Acharya & Stefano Giglio & Stefano Pastore & Johannes Stroebel & Zhenhao Tan & Tiffany Yong, 2025, "Climate Transition Risks and the Energy Sector," CESifo Working Paper Series, CESifo, number 11646.
  5. Acharya, Viral & Engle, Robert & Wang, Olivier, 2025, "Strategic Commitments to Decarbonize: The Role of Large Firms, Common Ownership, and Governments," CEPR Discussion Papers, Centre for Economic Policy Research, number 20040, Mar.
  6. Giglio, Stefano & Kuchler, Theresa & Ströbel, Johannes & Wang, Olivier, 2025, "Nature and Biodiversity Loss: A Research Agenda for Financial Economics," CEPR Discussion Papers, Centre for Economic Policy Research, number 20662, Sep.

2024

  1. Benjamin S. Manning & Kehang Zhu & John J. Horton, 2024, "Automated Social Science: Language Models as Scientist and Subjects," NBER Working Papers, National Bureau of Economic Research, Inc, number 32381, Apr.
  2. Doron Yeverechyahu & Raveesh Mayya & Gal Oestreicher-Singer, 2024, "The Impact of Large Language Models on Open-source Innovation: Evidence from GitHub Copilot," Papers, arXiv.org, number 2409.08379, Sep, revised May 2026.
  3. Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang, 2024, "The Economics of Biodiversity Loss," NBER Working Papers, National Bureau of Economic Research, Inc, number 32678, Jul.
  4. Maximilian Fuchs & Johannes Stroebel & Julian Terstegge, 2024, "Carbon VIX: Carbon Price Uncertainty and Decarbonization Investments," NBER Working Papers, National Bureau of Economic Research, Inc, number 32937, Sep.

2023

  1. Jonathan V. Hall & John J. Horton & Daniel T. Knoepfle, 2023, "Ride-Sharing Markets Re-Equilibrate," NBER Working Papers, National Bureau of Economic Research, Inc, number 30883, Feb.
  2. Emma Wiles & Zanele T. Munyikwa & John J. Horton, 2023, "Algorithmic Writing Assistance on Jobseekers’ Resumes Increases Hires," NBER Working Papers, National Bureau of Economic Research, Inc, number 30886, Jan.
  3. John J. Horton & Apostolos Filippas & Benjamin S. Manning, 2023, "Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31122, Apr.
  4. Erik Brynjolfsson & John J. Horton & Christos Makridis & Alexandre Mas & Adam Ozimek & Daniel Rock & Hong-Yi TuYe, 2023, "How Many Americans Work Remotely? A Survey of Surveys and Their Measurement Issues," NBER Working Papers, National Bureau of Economic Research, Inc, number 31193, Apr.
  5. Itamar Drechsler & Alexi Savov & Philipp Schnabl & Olivier Wang, 2023, "Deposit Franchise Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 31138, Apr.
    • Itamar Drechsler & Alexi Savov & Philipp Schnabl & Olivier Wang, 2026, "Deposit Franchise Runs," Journal of Finance, American Finance Association, volume 81, issue 3, pages 1573-1617, June, DOI: 10.1111/jofi.70034.
  6. Lihong McPhail & Philipp Schnabl & Bruce Tuckman, 2023, "Do Banks Hedge Using Interest Rate Swaps?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31166, Apr.
  7. Erik Brynjolfsson & Cathy Buffington & Nathan Goldschlag & J. Frank Li & Javier Miranda & Robert Seamans, 2023, "The Characteristics and Geographic Distribution of Robot Hubs in U.S. Manufacturing Establishments," NBER Working Papers, National Bureau of Economic Research, Inc, number 31062, Mar.
  8. Viral V Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023, "Climate Stress Testing," CESifo Working Paper Series, CESifo, number 10345.
    • Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023, "Climate Stress Testing," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 291-326, November, DOI: 10.1146/annurev-financial-110921-10.
    • Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023, "Climate Stress Testing," Staff Reports, Federal Reserve Bank of New York, number 1059, Apr.
    • Viral V. Acharya & Richard Berner & Robert F. Engle III & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023, "Climate Stress Testing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31097, Apr.
  9. Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Zhenhao Tan & Stephen Utkus & Xiao Xu, 2023, "Four Facts About ESG Beliefs and Investor Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 31114, Apr.
  10. Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2023, "Biodiversity Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 31137, Apr.
    • Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2026, "Biodiversity risk," Review of Finance, European Finance Association, volume 30, issue 1, pages 131-161.
    • Giglio, Stefano & Kuchler, Theresa & Ströbel, Johannes & Zeng, Xuran, 2023, "Biodiversity Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 18626, Nov.
    • Giglio, Stefano & Kuchler, Theresa & Stroebel, Johannes & Zeng, Xuran, 2023, "Biodiversity Risk," SocArXiv, Center for Open Science, number n7pbj, Apr, DOI: 10.31235/osf.io/n7pbj.

2022

  1. El Hadi Caoui & Chiara Farronato & John J. Horton & Robert Schultz, 2022, "Consumer Demand with Social Influences: Evidence from an E-Commerce Platform," NBER Working Papers, National Bureau of Economic Research, Inc, number 30351, Aug.
  2. Meng-Chen Hsieh & Clifford Hurvich & Philippe Soulier, 2022, "Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes," Papers, arXiv.org, number 2202.00793, Feb.
  3. Lanfei Shi & Raveesh Mayya & Shun Ye, 2022, "Location Divide in Digital Platforms? Evidence from a Natural Experiment," Working Papers, NET Institute, number 22-02, Sep.
  4. Theresa Kuchler & Johannes Stroebel, 2022, "Social Interactions, Resilience, and Access to Economic Opportunity: A Research Agenda for the Field of Computational Social Science," CESifo Working Paper Series, CESifo, number 9606.
  5. Theresa Kuchler & Monika Piazzesi & Johannes Stroebel, 2022, "Housing Market Expectations," CESifo Working Paper Series, CESifo, number 9665.
  6. Michael Bailey & Drew Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2022, "The Social Integration of International Migrants: Evidence from the Networks of Syrians in Germany," CESifo Working Paper Series, CESifo, number 9680.
  7. Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico González & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022, "Social Capital I: Measurement and Associations with Economic Mobility," NBER Working Papers, National Bureau of Economic Research, Inc, number 30313, Jul.
  8. Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico Gonzalez & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022, "Social Capital II: Determinants of Economic Connectedness," NBER Working Papers, National Bureau of Economic Research, Inc, number 30314, Jul.
    • Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico Gonzalez & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022, "Social capital II: determinants of economic connectedness," Nature, Nature, volume 608, issue 7921, pages 122-134, August, DOI: 10.1038/s41586-022-04997-3.
  9. Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022, "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 30703, Dec.

2021

  1. Apostolos Filippas & John J. Horton & Elliot Lipnowski & Prasanna Parasurama, 2021, "The Production and Consumption of Social Media," NBER Working Papers, National Bureau of Economic Research, Inc, number 28666, Apr.
  2. John J. Horton, 2021, "The Ruble Collapse in an Online Marketplace: Some Lessons for Market Designers," NBER Working Papers, National Bureau of Economic Research, Inc, number 28702, Apr.
  3. John J. Horton & Ramesh Johari & Philipp Kircher, 2021, "Sorting through Cheap Talk: Theory and Evidence from a Labor Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 29445, Nov.
  4. Zhihao Xu & Clifford M. Hurvich, 2021, "A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation," Papers, arXiv.org, number 2108.06093, Aug, revised Jun 2023.
  5. Raveesh Mayya & Zhuoxin Li, 2021, "Growing Platforms by Adding Complementors without Consent: Evidence from On-Demand Food Delivery Platforms," Working Papers, NET Institute, number 21-14, Sep.
  6. Gaffney, Edward & McCann, Fergal & Stroebel, Johannes, 2021, "The economics of mortgage debt relief during a pandemic," Financial Stability Notes, Central Bank of Ireland, number 6/FS/21, Jul.
  7. Sabrina T. Howell & Theresa Kuchler & David Snitkof & Johannes Stroebel & Jun Wong, 2021, "Racial Disparities in Access to Small Business Credit: Evidence from the Paycheck Protection Program," CESifo Working Paper Series, CESifo, number 9345.
  8. Johannes Stroebel & Jeffrey Wurgler, 2021, "What Do You Think about Climate Finance?," CESifo Working Paper Series, CESifo, number 9350.
  9. Sabrina T. Howell & Theresa Kuchler & David Snitkof & Johannes Stroebel & Jun Wong, 2021, "Lender Automation and Racial Disparities in Credit Access," NBER Working Papers, National Bureau of Economic Research, Inc, number 29364, Oct.
  10. Acharya, Viral & Lenzu, Simone & Wang, Olivier, 2021, "Zombie Lending and Policy Traps," CEPR Discussion Papers, Centre for Economic Policy Research, number 16658, Oct.
  11. Thomas Philippon & Olivier Wang, 2021, "Let the Worst One Fail: A Credible Solution to the Too-Big-To-Fail Conundrum," NBER Working Papers, National Bureau of Economic Research, Inc, number 29560, Dec.
  12. Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021, "Monetary Policy and Racial Inequality," Staff Reports, Federal Reserve Bank of New York, number 959, Jan.

2020

  1. Erik Brynjolfsson & John J. Horton & Adam Ozimek & Daniel Rock & Garima Sharma & Hong-Yi TuYe, 2020, "COVID-19 and Remote Work: An Early Look at US Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 27344, Jun.
  2. Derrick Choe & Alexander Oettl & Robert Seamans, 2020, "What’s Driving Entrepreneurship and Innovation in the Transport Sector?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27284, May.
  3. Nicholas Economides & John Kwoka & Thomas Philippon & Robert Seamans & Hal Singer & Marshall Steinbaum & Lawrence J. White, 2020, "State of New York v. Deutsche Telecom AG. Brief of Amici Curiae Nicholas Economides, John Kwoka, Thomas Philippon, Robert Seamans, Hal Singer, Marshall Steinbaum, and Lawrence J. White in Support of Plaintiffs," Working Papers, NET Institute, number 20-01, Jan.
  4. Nicholas Economides & John Kwoka & Thomas Philippon & Robert Seamans & Hal Singer & Marshall Steinbaum & Lawrence J. White, 2020, "Economists’ Tunney Act Reply Comments on the DOJ’s Proposed Remedy in the Sprint/T-Mobile Merger Proceeding," Working Papers, NET Institute, number 20-02, Jan.
  5. Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," Papers, arXiv.org, number 2004.01831, Apr, revised May 2020.
  6. Michael Bailey & Drew Johnston & Theresa Kuchler & Dominic Russel & Bogdan State & Johannes Stroebel, 2020, "Online Appendix & Additional Results for The Determinants of Social Connectedness in Europe," Papers, arXiv.org, number 2007.12177, Jul.
  7. Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020, "The Geographic Spread of Covid-19 Correlates with Structure of Social Networks as Measured by Facebook," CESifo Working Paper Series, CESifo, number 8241.
  8. Michael Bailey & Abhinav Gupta & Sebastian Hillenbrand & Theresa Kuchler & Robert Richmond & Johannes Stroebel, 2020, "International Trade and Social Connectedness," CESifo Working Paper Series, CESifo, number 8248.
  9. Michael Bailey & Theresa Kuchler & Dominic Russel & Bogdan State & Johannes Stroebel, 2020, "The Determinants and Effects of Social Connectedness in Europe," CESifo Working Paper Series, CESifo, number 8310.
  10. Georgij Alekseev & Safaa Amer & Manasa Gopal & Theresa Kuchler & JW Schneider & Johannes Stroebel & Nils Wernerfelt, 2020, "The Effects of Covid-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees," CESifo Working Paper Series, CESifo, number 8578.
  11. Theresa Kuchler & Johannes Stroebel, 2020, "Social Finance," CESifo Working Paper Series, CESifo, number 8658.
  12. Michael Bailey & Drew Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020, "Social Distancing during a Pandemic: The Role of Friends," CESifo Working Paper Series, CESifo, number 8771.
  13. Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2020, "Climate Finance," CESifo Working Paper Series, CESifo, number 8772.
  14. Ströbel, Johannes & Kuchler, Theresa & Li, Yan & Peng, Lin & Zhou, Dexin, 2020, "Social Proximity to Capital: Implications for Investors and Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 14806, May.
  15. Michael Bailey & Drew M. Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020, "Social Networks Shape Beliefs and Behavior: Evidence from Social Distancing During the COVID-19 Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 28234, Dec.
  16. Bailey, Michael & Kuchler, Theresa & Russel, Dominic & State, Bogdan & Stroebel, Johannes, 2020, "Social Connectedness in Europe," SocArXiv, Center for Open Science, number 3wh67, Apr, DOI: 10.31235/osf.io/3wh67.
  17. Wang, Olivier, 2020, "Banks, low interest rates, and monetary policy transmission," Working Paper Series, European Central Bank, number 2492, Nov.
  18. Olivier Wang & Iván Werning, 2020, "Dynamic Oligopoly and Price Stickiness," NBER Working Papers, National Bureau of Economic Research, Inc, number 27536, Jul.

2019

  1. Apostolos Filippas & John J. Horton & Joseph M. Golden, 2019, "Reputation Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 25857, May.
  2. Moshe A. Barach & Joseph M. Golden & John J. Horton, 2019, "Steering in Online Markets: The Role of Platform Incentives and Credibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 25917, Jun.
  3. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2019, "How Monetary Policy Shaped the Housing Boom," NBER Working Papers, National Bureau of Economic Research, Inc, number 25649, Mar.
  4. Nicholas Economides & John Kwoka & Thomas Philippon & Robert Seamans & Hal Singer & Marshall Steinbaum & Lawrence J. White, 2019, "Assessing DOJ’s Proposed Remedy in Sprint/T-Mobile: Can Ex Ante Competitive Conditions in Wireless Markets Be Restored?," Working Papers, NET Institute, number 19-14, Oct.
  5. Robert Engle & Stefano Giglio & Heebum Lee & Bryan Kelly & Johannes Stroebel, 2019, "Hedging climate change news," CESifo Working Paper Series, CESifo, number 7655.
  6. Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019, "Five facts about beliefs and portfolios," CESifo Working Paper Series, CESifo, number 7666.
  7. Michael Bailey & Drew Johnston & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2019, "Peer effects in product adoption," CESifo Working Paper Series, CESifo, number 7685.
  8. Ströbel, Johannes & Bailey, Michael & Kuchler, Theresa & Farrell, Patrick, 2019, "Social Connectedness in Urban Areas," CEPR Discussion Papers, Centre for Economic Policy Research, number 13822, Jun.

2018

  1. Schnabl, Philipp & Savov, Alexi & Drechsler, Itamar, 2018, "Banking on Deposits: Maturity Transformation without Interest Rate Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 12950, May.
  2. Schnabl, Philipp & Vickery, James & Plosser, Matthew, 2018, "The Role of Technology in Mortgage Lending," CEPR Discussion Papers, Centre for Economic Policy Research, number 12961, May.
  3. Catherine Buffington & Javier Miranda & Robert Seamans, 2018, "Development of Survey Questions on Robotics Expenditures and Use in U.S. Manufacturing Establishments," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 18-44, Oct.
  4. Robert Seamans & Manav Raj, 2018, "AI, Labor, Productivity and the Need for Firm-Level Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 24239, Jan.
  5. Jason Furman & Robert Seamans, 2018, "AI and the Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 24689, Jun.
  6. Josef C. Brada & Paul Wachtel, 2018, "Comparative Economic Studies and Comparative Economics: Six Decades and Counting," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 18-29.

2017

  1. John Horton, 2017, "Price Floors and Employer Preferences: Evidence from a Minimum Wage Experiment," CESifo Working Paper Series, CESifo, number 6548.
  2. Moshe A. Barach & John Horton, 2017, "How Do Employers Use Compensation History?: Evidence from a Field Experiment," CESifo Working Paper Series, CESifo, number 6559.
  3. John Horton & William R. Kerr & Christopher Stanton, 2017, "Digital Labor Markets and Global Talent Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 23398, May.
  4. Daniel Paravisini & Veronica Rappoport & Philipp Schnabl, 2017, "Specialization in bank lending: evidence from exporting firms," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1492, Jul.
  5. Geraldo Cerqueiro & María Fabiana Penas & Robert Seamans, 2017, "Personal Bankruptcy Law and Entrepreneurship," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 17-42, Jan.
  6. Ströbel, Johannes & Bailey, Michael & Cao, Ruiqing & Kuchler, Theresa & Wong, Arlene, 2017, "Measuring Social Connectedness," CEPR Discussion Papers, Centre for Economic Policy Research, number 12146, Jul.
  7. Ströbel, Johannes & Kuchler, Theresa & Dávila, Eduardo & Bailey, Michael, 2017, "House Price Beliefs And Mortgage Leverage Choice," CEPR Discussion Papers, Centre for Economic Policy Research, number 12476, Dec.
  8. Schularick, Moritz & Wachtel, Paul & Richter, Björn, 2017, "When to Lean Against the Wind," CEPR Discussion Papers, Centre for Economic Policy Research, number 12188, Jul.
  9. Paul Wachtel, 2017, "Credit Deepening: Precursor to growth or crisis?," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 17-04.

2016

  1. Horton, John J. & Zeckhauser, Richard J., 2016, "Owning, Using and Renting: Some Simple Economics of the "Sharing Economy"," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 16-007, Feb.
  2. Horton, John J. & Zeckhauser, Richard J., 2016, "The Causes of Peer Effects in Production: Evidence from a Series of Field Experiments," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 16-027, Jun.
  3. Chen, Daniel L. & Horton, John J., 2016, "Are Online Labor Markets Spot Markets for Tasks?: A Field Experiment on the Behavioral Response to Wage Cuts," IAST Working Papers, Institute for Advanced Study in Toulouse (IAST), number 16-37, Jul.
  4. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016, "The Deposits Channel of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 22152, Apr.
  5. Michael Bailey & Ruiqing Cao & Theresa Kuchler & Johannes Ströbel & Sam Ruiqing Cao, 2016, "Social Networks and Housing Markets," CESifo Working Paper Series, CESifo, number 5905.
  6. Johannes Stroebel, 2016, "Social Networks and Housing Market Investments," 2016 Meeting Papers, Society for Economic Dynamics, number 485.
  7. Thierno Barry & Amine Tarazi & Paul Wachtel, 2016, "Falling under the control of a different type of owner : risk-taking implications for Banks," Working Papers, HAL, number hal-01333492, Jun.
  8. Peter L. Rousseau & Paul Wachtel, 2016, "Episodes of financial deepening: credit booms or growth generators?," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 16-00013, Jul.
  9. Rainer Haselmann & Paul Wachtel & Jonas Sobott, 2016, "Credit Institutions, Ownership and Bank Lending in Transition Countries," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 16-10.

2015

  1. John J. Horton, 2015, "The Tragedy of Your Upstairs Neighbors: Is the Airbnb Negative Externality Internalized?," Papers, arXiv.org, number 1611.05688, Dec.
  2. Paravisini, Daniel & Rappoport, Veronica & Schnabl, Philipp & Wolfenzon, Daniel, 2015, "Dissecting the effect of credit supply on trade: evidence from matched credit-export data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59575, Jan.
  3. Veronica Rappoport & Philipp Schnabl & Daniel Paravisini, 2015, "Comparative Advantage and Specialization in Bank Lending," 2015 Meeting Papers, Society for Economic Dynamics, number 499.
  4. Evan Rawley & Robert Seamans, 2015, "Intra-Firm Spillovers? The Stock and Flow Effects of Collocation," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 15-01, Jan.
  5. Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Strö & Johannes bel, 2015, "Do Banks Pass Through Credit Expansions? The Marginal Profitability of Consumer Lending During the Great Recession," CESifo Working Paper Series, CESifo, number 5521.
  6. Johannes Ströbel & Joseph Vavra, 2015, "House Prices, Local Demand, and Retail Prices," CESifo Working Paper Series, CESifo, number 5607.
  7. Stefano Giglio & Matteo Maggiori & Johannes Ströbel & Andreas Weber, 2015, "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CESifo Working Paper Series, CESifo, number 5608.
  8. Monika Piazzesi & Martin Schneider & Johannes Stroebel, 2015, "Segmented Housing Search," NBER Working Papers, National Bureau of Economic Research, Inc, number 20823, Jan.
  9. Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2015, "Do Banks Pass Through Credit Expansions to Consumers Who Want to Borrow?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21567, Sep.
  10. Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel & Sumit Agarwal, 2015, "Stimulating Household Borrowing During the Great Recession," 2015 Meeting Papers, Society for Economic Dynamics, number 1489.

2014

  1. Alexander Aue & Lajos Horváth & Clifford M. Hurvich & Philippe Soulier, 2014, "Limit Laws in Transaction-Level Asset Price Models," Post-Print, HAL, number hal-00583372, DOI: 10.1017/S0266466613000406.
  2. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2014, "A Model of Monetary Policy and Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 20141, May.
  3. Abdallah Salami & Robert Seamans, 2014, "The Effect of the Internet on Newspaper Readability," Working Papers, NET Institute, number 14-13, Sep.
  4. Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo, 2014, "No-Bubble Condition: Model-Free Tests in Housing Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 9978, May.
  5. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014, "Very long-run discount rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 182, May, DOI: 10.24149/gwp182.
  6. Pablo Kurlat & Johannes Stroebel, 2014, "Testing for Information Asymmetries in Real Estate Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19875, Jan.
  7. Joe Vavra & Johannes Stroebel, 2014, "House Prices and Retail Prices," 2014 Meeting Papers, Society for Economic Dynamics, number 72.
  8. Behn, Markus & Haselmann, Rainer & Wachtel, Paul, 2014, "Pro-cyclical capital regulation and lending," Discussion Papers, Deutsche Bundesbank, number 32/2014.

2013

  1. Michael Cohen & Marc Rysman, 2013, "Payment choice with consumer panel data," Working Papers, Federal Reserve Bank of Boston, number 13-6.
  2. Andrew T. Ching & Tülin Erdem & Michael P. Keane, 2013, "Learning Models: An Assessment of Progress, Challenges and New Developments," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W07, Jun.
  3. Ajay Agrawal & John Horton & Nicola Lacetera & Elizabeth Lyons, 2013, "Digitization and the Contract Labor Market: A Research Agenda," NBER Working Papers, National Bureau of Economic Research, Inc, number 19525, Oct.
  4. Everett, Craig R. & K., John, 2013, "Private Businesses Predict Limited Growth for 2013," MPRA Paper, University Library of Munich, Germany, number 55528, Jan.
  5. Jason Chan & Anindya Ghose & Robert Seamans, 2013, "The Internet and Hate Crime: Offline Spillovers from Online Access," Working Papers, NET Institute, number 13-02, Oct.
  6. Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2013, "Regulating Consumer Financial Products: Evidence from Credit Cards," NBER Working Papers, National Bureau of Economic Research, Inc, number 19484, Sep.
  7. Paul Wachtel, 2013, "Is Macro Prudential Regulation Possible?," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 13-09.
  8. John Bonin & Iftekhar Hasan & Paul Wachtel, 2013, "Banking in Transition Countries," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2013-008, Oct.

2012

  1. Wen Cao & Clifford Hurvich & Philippe Soulier, 2012, "Drift in Transaction-Level Asset Price Models," Working Papers, HAL, number hal-00756372, Nov, DOI: 10.1111/jtsa.12235.
  2. Acharya, Viral & Schnabl, Philipp & Suarez, Gustavo, 2012, "Securitization Without Risk Transfer," CEPR Discussion Papers, Centre for Economic Policy Research, number 8769, Jan.
  3. Moritz Schularick & Paul Wachtel, 2012, "The Making of America's Imbalances," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 12-09.

2011

  1. Luís Miguel Serra Coelho, 2011, "Gambling on the stock market: the case of bankrupt companies," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2011_03.
  2. Philippon, Thomas & Schnabl, Philipp, 2011, "Informational Rents, Macroeconomic Rents, and Efficient Bailouts," CEPR Discussion Papers, Centre for Economic Policy Research, number 8216, Jan.
  3. Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011, "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 8679, Dec.
  4. Marcin Kacperczyk & Philipp Schnabl, 2011, "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 17321, Aug.
  5. Paul Wachtel, 2011, "Central Banking for the 21st Century: An American Perspective," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 11-02.

2010

  1. Horton, John J. & Rand, David G. & Zeckhauser, Richard, 2010, "The Online Laboratory: Conducting Experiments in a Real Labor Market," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp10-017, Apr.
  2. Viral V. Acharya & Philipp Schnabl, 2010, "Do Global Banks Spread Global Imbalances? The Case of Asset-Backed Commercial Paper During the Financial Crisis of 2007-09," NBER Working Papers, National Bureau of Economic Research, Inc, number 16079, Jun.
  3. Robert Seamans & Feng Zhu, 2010, "Technology Shocks in Multi-Sided Markets: The Impact of Craigslist on Local Newspapers," Working Papers, NET Institute, number 10-11, Sep.

2009

  1. Yannis Bakos & Florencia Marotta-Wurgler & David R. Trossen, 2009, "Does Anyone Read the Fine Print? Testing a Law and Economics Approach to Standard Form Contracts," Working Papers, NET Institute, number 09-04, Aug, revised Aug 2009.
  2. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009, "Trust and Delegation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15529, Nov.
  3. Michael A. Cohen & Marina-Selini Katsaiti, 2009, "Evaluating Health Care Externality Costs Generated by Risky Consumption Goods," Working papers, University of Connecticut, Department of Economics, number 2009-43, Dec.
  4. Hurvich, Clifford & Wang, Yi, 2009, "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper, University Library of Munich, Germany, number 12575, Jan.
  5. Philippon, Thomas & Schnabl, Philipp, 2009, "Efficient Recapitalization," CEPR Discussion Papers, Centre for Economic Policy Research, number 7516, Oct.
  6. Marcin Kacperczyk & Philipp Schnabl, 2009, "When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009," NBER Working Papers, National Bureau of Economic Research, Inc, number 15538, Nov.
  7. Johannes C. Stroebel & John B. Taylor, 2009, "Estimated Impact of the Fed's Mortgage-Backed Securities Purchase Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 15626, Dec.
  8. Theresa Kuchler & Johannes Stroebel, 2009, "Foreclosure and Bankruptcy--Policy Conclusions from the Current Crisis," Discussion Papers, Stanford Institute for Economic Policy Research, number 08-037, Apr.
  9. Peter L. Rousseau & Paul Wachtel, 2009, "What is Happening to the Impact of Financial Deepening on Economic Growth?," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0915, Sep.
  10. Rainer Haselmann & Paul Wachtel, 2009, "Syndicated Loans, Foreign Banking and Capital Market Development," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 09-04.

2008

  1. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008, "Estimating Operational Risk for Hedge Funds: The ?-Score," Yale School of Management Working Papers, Yale School of Management, number amz2559, Jan, revised 11 Sep 2009.
  2. Philipp Schnabl, 2008, "New evidence on the international bank lending channel," Proceedings, Federal Reserve Bank of Chicago, number 1102.
  3. Robert Seamans, 2008, "Pricing and Multi-Market Contact in the Cable TV Industry," Working Papers, NET Institute, number 08-13, Oct.

2007

  1. Rohit Deo & Meng-Chen Hsieh & Clifford M. Hurvich & Philippe Soulier, 2007, "Long Memory in Nonlinear Processes," Papers, arXiv.org, number 0706.1836, Jun.
  2. Ching, Andrew & Erdem, Tulin & Keane, Michael, 2007, "The Price Consideration Model of Brand Choice," MPRA Paper, University Library of Munich, Germany, number 4686, Aug.
  3. Anindya Ghose & Sha Yang, 2007, "An Empirical Analysis of Search Engine Advertising: Sponsored Search and Cross-Selling in Electronic Markets," Working Papers, NET Institute, number 07-35, Sep, revised Sep 2007.
  4. Nikolay Archak & Anindya Ghose & Panagiotis G. Ipeirotis, 2007, "Deriving the Pricing Power of Product Features by Mining Consumer Reviews," Working Papers, NET Institute, number 07-36, Sep.
  5. Kose John & Hamid Mehran & Yiming Qian, 2007, "Regulation, subordinated debt, and incentive features of CEO compensation in the banking industry," Staff Reports, Federal Reserve Bank of New York, number 308.
  6. Ravi Mantena & Ramesh Sankaranarayanan & Siva Viswanathan, 2007, "“Exclusive Licensing in Complementary Network Industries”," Working Papers, NET Institute, number 07-04, Apr, revised Apr 2007.
  7. Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan, 2007, "Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?," Working Papers, NET Institute, number 07-32, Sep, revised Sep 2007.
  8. Paul Wachtel & Iftekhar Hasan & Mingming Zhou, 2007, "Institutional Development, Financial Deepening and Economic Growth: Evidence from China," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-16.
  9. Paul Wachtel & Rainer Haselmann, 2007, "Risk Taking by Banks in the Transition Countries," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-17.

2006

  1. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2006, "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Yale School of Management Working Papers, Yale School of Management, number amz2472, Jul, revised 11 Sep 2009.
  2. Chris Forman & Anindya Ghose & Avi Goldfarb, 2006, "Geography and Electronic Commerce: Measuring Convenience, Selection, and Price," Working Papers, NET Institute, number 06-15, Sep, revised Sep 2006.
  3. Anindya Ghose & Bin Gu, 2006, "Search Costs, Demand Structure and Long Tail in Electronic Markets: Theory and Evidence," Working Papers, NET Institute, number 06-19, Oct, revised Oct 2006.
  4. Victor Ginsburgh & Jianping Mei & Michael Moses, 2006, "On the computation of art indices in art," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/7290.
  5. Knedlik, Tobias & Ströbel, Johannes, 2006, "The role of banking portfolios in the transmission from currency crises to banking crises - potential effects of Basel II," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 21/2006.
  6. Paul Wachtel & Rainer Haselmann, 2006, "Institutions and Bank Behavior," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 06-16.
  7. Paul Wachtel, 2006, "Understanding the Old and New Bretton Woods," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 06-20.

2005

  1. William N. Goetzmann & Stephen J. Brown, 2005, "Performance Persistence," Yale School of Management Working Papers, Yale School of Management, number ysm451, Apr.
  2. Rohit Deo & Clifford Hurvich & Yi Lu, 2005, "Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment," Econometrics, University Library of Munich, Germany, number 0501002, Jan.
  3. Willa Chen & Rohit Deo, 2005, "The Variance Ratio Statistic at large Horizons," Econometrics, University Library of Munich, Germany, number 0501003, Jan.
  4. Willa Chen & Rohit Deo, 2005, "Estimation of mis-specified long memory models," Econometrics, University Library of Munich, Germany, number 0501004, Jan.
  5. Rohit Deo & Mengchen Hsieh & Clifford Hurvich, 2005, "Tracing the Source of Long Memory in Volatility," Econometrics, University Library of Munich, Germany, number 0501005, Jan.
  6. Willa Chen & Rohit Deo, 2005, "GMM Estimation for Long Memory Latent Variable Volatility and Duration Models," Econometrics, University Library of Munich, Germany, number 0501006, Jan.
  7. Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang, 2005, "Propagation of Memory Parameter from Durations to Counts," Econometrics, University Library of Munich, Germany, number 0511010, Nov.
  8. Esther Gal-Or & Anindya Ghose, 2005, "The Economic Incentives for Sharing Security Information," Industrial Organization, University Library of Munich, Germany, number 0503004, Mar.
  9. Anindya Ghose & Arun Sundararajan, 2005, "Versioning and Quality Distortion in Software? Evidence from E-Commerce Panel Data," Working Papers, NET Institute, number 05-14, Oct, revised Oct 2005.
  10. Anindya Ghose, 2005, "Used Good Trade Patterns: A Cross-Country Comparison of Electronic Secondary Markets," Working Papers, NET Institute, number 05-19, Oct, revised Oct 2005.
  11. John, Kose & Acharya, Viral & Sundaram, Rangarajan K, 2005, "Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes," CEPR Discussion Papers, Centre for Economic Policy Research, number 4916, Feb.
  12. Peter L. Rousseau & Paul Wachtel, 2005, "Economic Growth and Financial Depth: Is the Relationship Extinct Already?," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2005-10.

2004

  1. Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004, "Estimating Long Memory in Volatility," Econometrics, University Library of Munich, Germany, number 0412006, Dec.
  2. Willa Chen & Clifford Hurvich, 2004, "Semiparametric Estimation of Fractional Cointegrating Subspaces," Econometrics, University Library of Munich, Germany, number 0412007, Dec.
  3. Yakov Amihud & Clifford Hurvich, 2004, "Predictive Regressions: A Reduced-Bias Estimation Method," Econometrics, University Library of Munich, Germany, number 0412008, Dec.
  4. Mengchen Hsieh & Clifford Hurvich & Philippe Soulier, 2004, "Asymptotics for Duration-Driven Long Range Dependent Processes," Econometrics, University Library of Munich, Germany, number 0412009, Dec.
  5. Yakov Amihud & Clifford Hurvich & Yi Wang, 2004, "Hypothesis Testing in Predictive Regressions," Finance, University Library of Munich, Germany, number 0412022, Dec.
  6. Bernard Yeung & Lubomir Litov & Kose John, 2004, "Corporate Governance and Managerial Risk Taking: Theory and Evidence," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 04-35.
  7. Ramesh Sankaranarayanan & Arun Sundararajan, 2004, "Electronic Markets, Search Costs and Firm Boundaries," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 563, Aug.
  8. Arun Sundararajan, 2004, "Price screening with network effects and entry deterrence," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 576, Aug.
  9. Arun Sundararajan, 2004, "Local Network Effects and Network Structure," Industrial Organization, University Library of Munich, Germany, number 0412011, Dec.
  10. John P. Bonin & Iftekhar Hasan & Paul Wachtel, 2004, "Privatization Matters: Bank Efficiency in Transition Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-679, Apr.
  11. Paul Wachtel & John Bonin, 2004, "Dealing with Financial Fragility in Transition Economies," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 04-31.

2003

  1. Bakos, Yannis & Dellarocas, Chrysanthos, 2003, "Cooperation Without Enforcement? A comparative analysis of litigation and online reputation as quality assurance mechanisms," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4295-03, Apr.
  2. Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003, "Fees on Fees in Funds of Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 9464, Feb.
  3. 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.
  4. Erdem, Tulin & Imai, Susumu & Keane, Michael, 2003, "Brand and Quantity Choice Dynamics Under Price Uncertainty," MPRA Paper, University Library of Munich, Germany, number 52516.
  5. Anindya Ghose & Tridas Mukhopadhyay & Uday Rajan, 2003, "Strategic Benefits of Referral Services," Review of Marketing Science Working Papers, Berkeley Electronic Press, number 2-2-1022, May.
  6. Asokan Anandarajan & Bill Francis & Iftekhar Hasan & Kose John, 2003, "Transparency, legal structure, and value relevance of banks: global evidence," Proceedings, Federal Reserve Bank of Chicago, number 865.
  7. Arun Sundararajan, 2003, "Network Effects, Nonlinear Pricing and Entry Deterrence," Industrial Organization, University Library of Munich, Germany, number 0307002, Jul.
  8. Arun Sundararajan, 2003, "Nonlinear pricing of information goods," Industrial Organization, University Library of Munich, Germany, number 0307003, Jul.
  9. Arun Sundararajan, 2003, "Managing Digital Piracy: Pricing, Protection and Welfare," Law and Economics, University Library of Munich, Germany, number 0307001, Jul.

2002

  1. William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2002, "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers, Yale School of Management, number ysm306, Sep.
  2. Anindya Ghose & Vidyanand Choudhary & Tridas Mukhopadhyay & Uday Rajan, 2002, "Personalized Pricing and Quality Differentiation on the Internet," Review of Marketing Science Working Papers, Berkeley Electronic Press, number 2-1-1005, Dec.
  3. John, Kose & Lynch, Anthony W. & Puri, Manju, 2002, "Credit Ratings, Collateral and Loan Characteristics: Implications for Yield," Research Papers, Stanford University, Graduate School of Business, number 1748, Mar.

2001

  1. Stephen J. Brown & William N. Goetzmann, 2001, "Hedge Funds With Style," NBER Working Papers, National Bureau of Economic Research, Inc, number 8173, Mar.

2000

  1. Sandeep Dahiya & Kose John & Manju Puri & Gabriel G. Ramirez, 2000, "The dynamics of debtor-in-possession financing: bankruptcy resolution and the role of prior lenders," Proceedings, Federal Reserve Bank of Chicago, number 697.
  2. Paul Wachtel & Peter L. Rousseau, 2000, "Inflation, Financial Development and Growth," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 00-10.

1999

  1. Stephen Brown, 1999, "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-077, Jun.
  2. Erdem, Tulin & Broniarczyk, Susan & Charavarti, Dipankar & Kapferer, Jean-Noel & Keane, Michael & Roberts, John & Steenkamp, Jan-Benedict & Swait, Joffre & Zettelmeyer, Florian, 1999, "Brand Equity, Consumer Learning and Choice," MPRA Paper, University Library of Munich, Germany, number 53022.
  3. Zsuzsanna Fluck & Kose John & S. Abraham Ravid, 1999, "Privatization with Political Constraints: Auctions versus Private Negotiations," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-006, Jan.
  4. Viral Acharya & Kose John & Rangarajan K. Sundaram, 1999, "On the Optimality of Resetting Executive Stock Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-087, Dec.
  5. Aswath Damodaran & Kose John & Crocker H. Liu, 1999, "What Motivates Managers? Evidence from Organizational Form Changes," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-079, Nov.
  6. John Bonin & Paul Wachtel, 1999, "Lessons from Bank Privatization in Central Europe," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 245, May.

1998

  1. Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998, "Offshore Hedge Funds: Survival & Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-011, Feb.
  2. Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998, "The Japanese Open-End Fund Puzzle," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-012, Oct.
  3. Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-013, Feb.
  4. Stephen J. Brown & William N. Goetzmann & James M. Park, 1998, "Hedge Funds and the Asian Currency Crisis of 1997," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-014, Jan.
  5. Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 1998, "Positive Portfolio Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 6412, Feb.
  6. William N. Goetzmann & Stephen J. Brown, 1998, "Mutual Fund Styles," Yale School of Management Working Papers, Yale School of Management, number ysm40, Oct.
  7. Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998, "The Open-End Japanese Mutual Fund Puzzle," Yale School of Management Working Papers, Yale School of Management, number ysm89, Apr, revised 01 Apr 2008.
  8. Aswath Damodaran & Kose John & Crocker H. Liu, 1998, "Organizational Form Changes: Increasing Stockholder Wealth or Serving Managerial Interests?," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-023, Feb.
  9. N. K. Chidambaran & John Kose, 1998, "Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-044, Nov.
  10. Kose John & Crocker Liu & R. A. Radhakrishnan, 1998, "Analysis of Senior-Subordinated Structures Backed by Private-Label Mortgages," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-047, Feb.
  11. Viral V. Acharya & Kose John & Rangarajan K. Sundaram, 1998, "Contract Renegotiation and the Optimality of resetting Executive Stock Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-088, Dec.
  12. Peter L. Rousseau & Paul Wachtel, 1998, "Equity Markets and Growth: Cross-Country Evidence on Timing and Outcomes, 1980-1995," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 98-09.
  13. Nouriel Roubini & Paul Wachtel, 1998, "Current Account Sustainability in Transition Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 6468, Mar.
  14. Paul Wachtel, 1998, "Current Account Balances and External Debt in Transition Economies: Lesson for Central Asia," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 98-10.

1997

  1. Yannis Bakos & Erik Brynjolfsson, 1997, "Bundling Information Goods: Pricing, Profits and Efficiency," Working Paper Series, MIT Center for Coordination Science, number 199, Jan.
  2. J. Yannis Bakos & Erik Brynjolfsson, 1997, "From Vendors to Partners: Information Technology and Incomplete Contracts in Buyer-Supplier Relationships," Working Paper Series, MIT Center for Coordination Science, number 154, Jan.
  3. Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997, "Offshore Hedge Funds: Survival and Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-18, Jan.
  4. Stephen J. Brown & Stephen A. Ross, 1997, "Post-Announcement Drift," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-19, Jan.
  5. Kose John & Lemma W. Senbet, 1997, "Corporate Governance and Board Effectiveness," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-045, Oct.
  6. Seidmann, A. & Sundarajan, A., 1997, "Sharing Logistics Information Across Organizations: Technology, Competition and Contracting," Papers, Rochester, Business - Operations Management, number 97-01.

1996

  1. Kose John & Anthony Saunders & Lemma W. Senbet, 1996, "A Theory of Bank Regulation and Management Compensation," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-30, Sep.
  2. Seidmann, A. & Sundararajan, A., 1996, "The Effects of Asymmetry on Business Process Redesign," Papers, Rochester, Business - Computer and Information Systems, number 96-04.

1995

  1. Kose John & April Klein, 1995, "Shareholder Proposals and Corporate Governance," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-046, Mar.
  2. Mitchell Berlin & Kose John & Anthony Saunders, 1995, "Bank equity stakes in borrowing firms and financial distress," Working Papers, Federal Reserve Bank of Philadelphia, number 96-1.
  3. Paul Wachtel, 1995, "Foreign Banking in the Central European Economies in Transition," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 95-19.

1994

  1. Paul Wachtel & Peter Rousseau, 1994, "Financial Intermediation and Economic Growth: A Historical Comparison of the U.S., U.K. and Canada," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 94-04.
  2. Gregory F. Udell & Paul Wachtel, 1994, "Financial System Design for Formerly Planned Economies: Defining the Issues," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 94-27.
  3. Charles W. Calomiris & Charles P. Himmelberg & Paul Wachtel, 1994, "Commercial Paper, Corporate Finance and the Business Cycle: A Microeconomic Perspective," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 94-17.

1993

  1. Bakos, J. Yannis. & Brynjolfsson, Erik., 1993, "When quality matters : information technology and buyer-supplier relationships," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 140. Working paper (Sloan.
  2. Paul Wachtel, 1993, "Higher Education in New York: Portrait of an Industry," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 93-15.

1992

  1. Bakos, J. Yannis & Brynjolfsson, Erik., 1992, "Why information technology hasn't increased the optimal number of suppliers," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 3472-92. CCSTR ; #135..
  2. Martin Evans & Paul Wachtel, 1992, "Were Price Changes during the Great Depression Anticipated? Evidence from Nominal Interest Rates," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 92-12, Mar.

1991

  1. Chemmanur, T.J. & John, K., 1991, "Optimal Incorporation, Structure of Debt Contracts , and Limited-recourse Project Financing," Papers, Columbia - Graduate School of Business, number fb-_91-08.

1990

  1. Martin D. Evans & Paul Wachtel, 1990, "A Modern Look At Asset Pricing and Short-Term Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 3245, Jan.

1987

  1. George Sofianos & Arie Melnik & Paul Wachtel, 1987, "Loan Commitments and Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 2232, May.

1984

  1. Thomas Urich & Paul Wachtel, 1984, "The Effects of Inflation and Money Supply Announcements on Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 1313, Apr.

1983

  1. Thomas Urich & Paul Wachtel, 1983, "The Structure of Expectations of the Weekly Money Supply Announcement," NBER Working Papers, National Bureau of Economic Research, Inc, number 1090, Mar.

1973

  1. Lewis C. Solmon & Paul Wachtel, 1973, "The Effects on Income of Type of College Attended," NBER Working Papers, National Bureau of Economic Research, Inc, number 0014, Oct.

Undated

  1. K. John & A. Koticha & R. Narayanan, undated, "Margin Rules, Informed Trading in Derivatives and Price Dynamics," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-047.

Journal articles

2026

  1. Xu, Zhihao & Hurvich, Clifford M., 2026, "A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 214-229, DOI: 10.1016/j.ecosta.2023.06.006.
  2. Itamar Drechsler & Alexi Savov & Philipp Schnabl & Olivier Wang, 2026, "Deposit Franchise Runs," Journal of Finance, American Finance Association, volume 81, issue 3, pages 1573-1617, June, DOI: 10.1111/jofi.70034.
  3. Sarto, Andrés & Wang, Olivier, 2026, "The secular decline in interest rates and the rise of shadow banks," Journal of Financial Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.jfineco.2025.104228.

2025

  1. René Caldentey & Avi Giloni & Clifford Hurvich & Yichen Zhang, 2025, "Information Design and Sharing in Supply Chains," Mathematics of Operations Research, INFORMS, volume 50, issue 3, pages 1965-1991, August, DOI: 10.1287/moor.2023.0008.
  2. Raveesh Mayya & Zhuoxin Li, 2025, "Growing Platforms by Adding Complementors Without a Contract," Information Systems Research, INFORMS, volume 36, issue 3, pages 1670-1690, September, DOI: 10.1287/isre.2023.0237.
  3. Raveesh Mayya & Peng Huang, 2025, "Startup Accelerators, Information Asymmetry, and Corporate Venture Capital Investments," Management Science, INFORMS, volume 71, issue 11, pages 9123-9144, November, DOI: 10.1287/mnsc.2020.03494.
  4. Raveesh Mayya & Siva Viswanathan, 2025, "Delaying Informed Consent: An Empirical Investigation of Mobile Apps’ Upgrade Decisions," Management Science, INFORMS, volume 71, issue 8, pages 7113-7135, August, DOI: 10.1287/mnsc.2022.00334.
  5. Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2025, "Four facts about ESG beliefs and investor portfolios," Journal of Financial Economics, Elsevier, volume 164, issue C, DOI: 10.1016/j.jfineco.2024.103984.
  6. Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang, 2025, "Nature Loss and Climate Change: The Twin-Crises Multiplier," AEA Papers and Proceedings, American Economic Association, volume 115, pages 409-414, May, DOI: 10.1257/pandp.20251074.
  7. Olivier Wang, 2025, "Banks, Low Interest Rates, and Monetary Policy Transmission," Journal of Finance, American Finance Association, volume 80, issue 3, pages 1379-1416, June, DOI: 10.1111/jofi.13436.

2024

  1. Sabrina T. Howell & Theresa Kuchler & David Snitkof & Johannes Stroebel & Jun Wong, 2024, "Lender Automation and Racial Disparities in Credit Access," Journal of Finance, American Finance Association, volume 79, issue 2, pages 1457-1512, April, DOI: 10.1111/jofi.13303.
  2. Michael Bailey & Drew Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2024, "Social Networks Shape Beliefs and Behavior: Evidence from Social Distancing during the COVID-19 Pandemic," Journal of Political Economy Microeconomics, University of Chicago Press, volume 2, issue 3, pages 463-494, DOI: 10.1086/729533.

2023

  1. Vladimir Kovtun & Avi Giloni & Clifford Hurvich & Sridhar Seshadri, 2023, "Pivot Clustering to Minimize Error in Forecasting Aggregated Demand Streams Each Following an Autoregressive Moving Average Model," Stats, MDPI, volume 6, issue 4, pages 1-28, November.
  2. Colombari, Ruggero & Geuna, Aldo & Helper, Susan & Martins, Raphael & Paolucci, Emilio & Ricci, Riccardo & Seamans, Robert, 2023, "The interplay between data-driven decision-making and digitalization: A firm-level survey of the Italian and U.S. automotive industries," International Journal of Production Economics, Elsevier, volume 255, issue C, DOI: 10.1016/j.ijpe.2022.108718.
  3. Viral V. Acharya & Richard Berner & Robert Engle & Hyeyoon Jung & Johannes Stroebel & Xuran Zeng & Yihao Zhao, 2023, "Climate Stress Testing," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 291-326, November, DOI: 10.1146/annurev-financial-110921-10.
  4. Georgij Alekseev & Safaa Amer & Manasa Gopal & Theresa Kuchler & J. W. Schneider & Johannes Stroebel & Nils Wernerfelt, 2023, "The Effects of COVID-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees," Management Science, INFORMS, volume 69, issue 1, pages 7-24, January, DOI: 10.1287/mnsc.2022.4327.
  5. Thomas Philippon & Olivier Wang, 2023, "Let the Worst One Fail: A Credible Solution to the Too-Big-To-Fail Conundrum," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 138, issue 2, pages 1233-1271.

2022

  1. Turan G. Bali & Stephen J. Brown & Yi Tang, 2022, "Disagreement in economic forecasts and equity returns: risk or mispricing?," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 3, pages 309-341, August, DOI: 10.1108/CFRI-05-2022-0075.
  2. Zhang, Yichen & Hurvich, Clifford M., 2022, "Estimation of α, β and portfolio weights in a pure-jump model with long memory in volatility," Stochastic Processes and their Applications, Elsevier, volume 150, issue C, pages 972-994, DOI: 10.1016/j.spa.2020.09.005.
  3. Rachel M.B. Atkins & Lisa Cook & Robert Seamans, 2022, "Using Technology to Tackle Discrimination in Lending: The Role of Fintechs in the Paycheck Protection Program," AEA Papers and Proceedings, American Economic Association, volume 112, pages 296-298, May, DOI: 10.1257/pandp.20221030.
  4. Bessen, James & Impink, Stephen Michael & Reichensperger, Lydia & Seamans, Robert, 2022, "The role of data for AI startup growth," Research Policy, Elsevier, volume 51, issue 5, DOI: 10.1016/j.respol.2022.104513.
  5. Rachel Atkins & Lisa Cook & Robert Seamans, 2022, "Discrimination in lending? Evidence from the Paycheck Protection Program," Small Business Economics, Springer, volume 58, issue 2, pages 843-865, February, DOI: 10.1007/s11187-021-00533-1.
  6. Michael Bailey & Drew Johnston & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2022, "Peer Effects in Product Adoption," American Economic Journal: Applied Economics, American Economic Association, volume 14, issue 3, pages 488-526, July, DOI: 10.1257/app.20200367.
  7. Theresa Kuchler & Johannes Stroebel, 2022, "The Social Integration of Syrian Refugees in Germany," EconPol Forum, CESifo, volume 23, issue 06, pages 1-42, November.
  8. Kuchler, Theresa & Russel, Dominic & Stroebel, Johannes, 2022, "JUE Insight: The geographic spread of COVID-19 correlates with the structure of social networks as measured by Facebook," Journal of Urban Economics, Elsevier, volume 127, issue C, DOI: 10.1016/j.jue.2020.103314.
  9. Arthur A. Benthem & Edmund Crooks & Stefano Giglio & Eugenie Schwob & Johannes Stroebel, 2022, "The effect of climate risks on the interactions between financial markets and energy companies," Nature Energy, Nature, volume 7, issue 8, pages 690-697, August, DOI: 10.1038/s41560-022-01070-1.
  10. Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico Gonzalez & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022, "Social capital I: measurement and associations with economic mobility," Nature, Nature, volume 608, issue 7921, pages 108-121, August, DOI: 10.1038/s41586-022-04996-4.
  11. Raj Chetty & Matthew O. Jackson & Theresa Kuchler & Johannes Stroebel & Nathaniel Hendren & Robert B. Fluegge & Sara Gong & Federico Gonzalez & Armelle Grondin & Matthew Jacob & Drew Johnston & Martin, 2022, "Social capital II: determinants of economic connectedness," Nature, Nature, volume 608, issue 7921, pages 122-134, August, DOI: 10.1038/s41586-022-04997-3.
  12. Theresa Kuchler & Yan Li & Lin Peng & Johannes Stroebel & Dexin Zhou, 2022, "Social Proximity to Capital: Implications for Investors and Firms," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 6, pages 2743-2789.
  13. Olivier Wang & Iván Werning, 2022, "Dynamic Oligopoly and Price Stickiness," American Economic Review, American Economic Association, volume 112, issue 8, pages 2815-2849, August, DOI: 10.1257/aer.20201739.

2021

  1. Stephen J. Brown & Philip H. Dybvig & William N. Goetzmann & Jonathan E. Ingersoll, 2021, "The Contributions of Stephen A. Ross to Financial Economics," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 1-14, November, DOI: 10.1146/annurev-financial-012921-05.
  2. Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O. & Celiker, Umut, 2021, "Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 6, pages 2136-2169, September.
  3. Jiban Khuntia & Raveesh Mayya & Sunil Mithas & Ritu Agarwal, 2021, "Managing Cellphone Services for Customer Satisfaction: Evidence from the Base‐of‐the‐Pyramid Markets," Production and Operations Management, Production and Operations Management Society, volume 30, issue 2, pages 438-450, February, DOI: 10.1111/poms.13276.
  4. Edward Felten & Manav Raj & Robert Seamans, 2021, "Occupational, industry, and geographic exposure to artificial intelligence: A novel dataset and its potential uses," Strategic Management Journal, Wiley Blackwell, volume 42, issue 12, pages 2195-2217, December, DOI: 10.1002/smj.3286.
  5. Kyeonggook Francis Park & Robert Seamans & Feng Zhu, 2021, "Homing and platform responses to entry: Historical evidence from the U.S. newspaper industry," Strategic Management Journal, Wiley Blackwell, volume 42, issue 4, pages 684-709, April, DOI: 10.1002/smj.3241.
  6. Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021, "Five Facts about Beliefs and Portfolios," American Economic Review, American Economic Association, volume 111, issue 5, pages 1481-1522, May, DOI: 10.1257/aer.20200243.
  7. Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2021, "Climate Finance," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 15-36, November, DOI: 10.1146/annurev-financial-102620-10.
  8. Theresa Kuchler & Johannes Stroebel, 2021, "Social Finance," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 37-55, November, DOI: 10.1146/annurev-financial-101320-06.
  9. Bailey, Michael & Gupta, Abhinav & Hillenbrand, Sebastian & Kuchler, Theresa & Richmond, Robert & Stroebel, Johannes, 2021, "International trade and social connectedness," Journal of International Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.jinteco.2020.103418.
  10. Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021, "The joint dynamics of investor beliefs and trading during the COVID-19 crash," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, volume 118, issue 4, pages 2010316118-, January.
  11. Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021, "Climate Change and Long-Run Discount Rates: Evidence from Real Estate
    [Abrupt climate change]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3527-3571.
  12. Björn Richter & Moritz Schularick & Paul Wachtel, 2021, "When to Lean against the Wind," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 1, pages 5-39, February, DOI: 10.1111/jmcb.12701.

2020

  1. Stephen Brown & Chris Veld & Yulia Veld‐Merkoulova, 2020, "Credit Cards: Transactional Convenience or Debt‐Trap?," International Review of Finance, International Review of Finance Ltd., volume 20, issue 2, pages 295-322, June, DOI: 10.1111/irfi.12228.
  2. Stephen J. Brown, 2020, "The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management," Financial Analysts Journal, Taylor & Francis Journals, volume 76, issue 2, pages 5-14, April, DOI: 10.1080/0015198X.2020.1734375.
  3. Evan Rawley & Robert Seamans, 2020, "Internal agglomeration and productivity: Evidence from microdata," Strategic Management Journal, Wiley Blackwell, volume 41, issue 10, pages 1770-1798, October, DOI: 10.1002/smj.3200.
  4. Monika Piazzesi & Martin Schneider & Johannes Stroebel, 2020, "Segmented Housing Search," American Economic Review, American Economic Association, volume 110, issue 3, pages 720-759, March, DOI: 10.1257/aer.20141772.
  5. Bailey, Michael & Farrell, Patrick & Kuchler, Theresa & Stroebel, Johannes, 2020, "Social connectedness in urban areas," Journal of Urban Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.jue.2020.103264.
  6. Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel, 2020, "Hedging Climate Change News," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1184-1216.
  7. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2020, "Reply to “Rational Bubbles in UK Housing Markets”," Econometrica, Econometric Society, volume 88, issue 4, pages 1767-1770, July, DOI: 10.3982/ECTA18174.
  8. Paul Wachtel & Boris Vujčić, 2020, "Introduction: 25th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 62, issue 2, pages 183-184, June, DOI: 10.1057/s41294-020-00121-4.

2019

  1. Brown, Stephen & Dutordoir, Marie & Veld, Chris & Veld-Merkoulova, Yulia, 2019, "What is the role of institutional investors in corporate capital structure decisions? A survey analysis," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 270-286, DOI: 10.1016/j.jcorpfin.2019.05.001.
  2. Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2019, "Upside potential of hedge funds as a predictor of future performance," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 212-229, DOI: 10.1016/j.jbankfin.2018.11.003.
  3. Stephen J. Brown, 2019, "In Memoriam: John C. Bogle," Financial Analysts Journal, Taylor & Francis Journals, volume 75, issue 2, pages 11-13, April, DOI: 10.1080/0015198X.2019.1587429.
  4. Jun Liu & Rohit Deo & Clifford Hurvich, 2019, "The Slow Convergence of Ordinary Least Squares Estimators of α, β and Portfolio Weights under Long‐Memory Stochastic Volatility," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 4, pages 590-608, July, DOI: 10.1111/jtsa.12445.
  5. Kovtun, Vladimir & Giloni, Avi & Hurvich, Clifford, 2019, "The value of sharing disaggregated information in supply chains," European Journal of Operational Research, Elsevier, volume 277, issue 2, pages 469-478, DOI: 10.1016/j.ejor.2019.02.034.
  6. Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2019, "The Role of Technology in Mortgage Lending," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 5, pages 1854-1899.
  7. Yongwook Paik & Sukhun Kang & Robert Seamans, 2019, "Entrepreneurship, innovation, and political competition: How the public sector helps the sharing economy create value," Strategic Management Journal, Wiley Blackwell, volume 40, issue 4, pages 503-532, April, DOI: 10.1002/smj.2937.
  8. Manav Raj & Robert Seamans, 2019, "Primer on artificial intelligence and robotics," Journal of Organization Design, Springer;Organizational Design Community, volume 8, issue 1, pages 1-14, December, DOI: 10.1186/s41469-019-0050-0.
  9. Jason Furman & Robert Seamans, 2019, "AI and the Economy," Innovation Policy and the Economy, University of Chicago Press, volume 19, issue 1, pages 161-191, DOI: 10.1086/699936.
  10. Geraldo Cerqueiro & María Fabiana Penas & Robert Seamans, 2019, "Debtor Protection and Business Dynamism," Journal of Law and Economics, University of Chicago Press, volume 62, issue 3, pages 521-549, DOI: 10.1086/704956.
  11. Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2019, "House Price Beliefs And Mortgage Leverage Choice," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 6, pages 2403-2452.
  12. Johannes Stroebel, 2019, "Hauspreise und Inflation
    [House prices and inflation]    ," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., volume 5, issue 1, pages 155-160, November, DOI: 10.1365/s41056-019-00039-8.
  13. Johannes Stroebel & Joseph Vavra, 2019, "House Prices, Local Demand, and Retail Prices," Journal of Political Economy, University of Chicago Press, volume 127, issue 3, pages 1391-1436, DOI: 10.1086/701422.
  14. Thierno Amadou Barry & Amine Tarazi & Paul Wachtel, 2019, "Falling under the control of a different type of owner:risk-taking implications for banks," Applied Economics, Taylor & Francis Journals, volume 51, issue 8, pages 831-847, February, DOI: 10.1080/00036846.2018.1524127.
  15. Paul Wachtel, 2019, "Reflections on Transition After 30 Years: Transition vs. Convergence," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 03, pages 03-08, October.
  16. Paul Wachtel, 2019, "Comparative Economic Studies Referees," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 61, issue 2, pages 344-346, June, DOI: 10.1057/s41294-019-00088-x.

2018

  1. Stephen Brown & Yan Lu & Sugata Ray & Melvyn Teo, 2018, "Sensation Seeking and Hedge Funds," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2871-2914, December, DOI: 10.1111/jofi.12723.
  2. Stephen J. Brown, 2018, "2017 Report to Readers," Financial Analysts Journal, Taylor & Francis Journals, volume 74, issue 2, pages 5-8, April, DOI: 10.2469/faj.v74.n2.7.
  3. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018, "Liquidity, Risk Premia, and the Financial Transmission of Monetary Policy," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 309-328, November, DOI: 10.1146/annurev-financial-110217-02.
  4. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018, "A Model of Monetary Policy and Risk Premia," Journal of Finance, American Finance Association, volume 73, issue 1, pages 317-373, February, DOI: 10.1111/jofi.12539.
  5. Edward W. Felten & Manav Raj & Robert Seamans, 2018, "A Method to Link Advances in Artificial Intelligence to Occupational Abilities," AEA Papers and Proceedings, American Economic Association, volume 108, pages 54-57, May.
  6. Timothy Bates & William D. Bradford & Robert Seamans, 2018, "Minority entrepreneurship in twenty-first century America," Small Business Economics, Springer, volume 50, issue 3, pages 415-427, March, DOI: 10.1007/s11187-017-9883-5.
  7. Michael Bailey & Rachel Cao & Theresa Kuchler & Johannes Stroebel & Arlene Wong, 2018, "Social Connectedness: Measurement, Determinants, and Effects," Journal of Economic Perspectives, American Economic Association, volume 32, issue 3, pages 259-280, Summer.
  8. Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2018, "Do Banks Pass through Credit Expansions to Consumers Who want to Borrow?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 133, issue 1, pages 129-190.
  9. Michael Bailey & Ruiqing Cao & Theresa Kuchler & Johannes Stroebel, 2018, "The Economic Effects of Social Networks: Evidence from the Housing Market," Journal of Political Economy, University of Chicago Press, volume 126, issue 6, pages 2224-2276, DOI: 10.1086/700073.
  10. Paul Wachtel & Boris Vujčić, 2018, "Introduction: 2017 Dubrovnik Economic Conferences Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 2, pages 181-182, June, DOI: 10.1057/s41294-018-0066-4.
  11. Paul Wachtel, 2018, "Credit Deepening: Precursor to Growth or Crisis?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 1, pages 34-43, March, DOI: 10.1057/s41294-018-0052-x.
  12. Anders Olofsgård & Paul Wachtel & Charles M. Becker, 2018, "The economics of transition literature," The Economics of Transition, The European Bank for Reconstruction and Development, volume 26, issue 4, pages 827-840, October, DOI: 10.1111/ecot.12196.
  13. Josef C. Brada & Paul Wachtel, 2018, "Comparative Economic Studies and Comparative Economics: Six Decades and Counting," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 4, pages 638-656, December, DOI: 10.1057/s41294-018-0078-0.

2017

  1. Bali, Turan G. & Brown, Stephen J. & Murray, Scott & Tang, Yi, 2017, "A Lottery-Demand-Based Explanation of the Beta Anomaly," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 6, pages 2369-2397, December.
  2. Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong, 2017, "Starting on the wrong foot: Seasonality in mutual fund performance," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 133-150, DOI: 10.1016/j.jbankfin.2017.05.013.
  3. Bali, Turan G. & Brown, Stephen J. & Tang, Yi, 2017, "Is economic uncertainty priced in the cross-section of stock returns?," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 471-489, DOI: 10.1016/j.jfineco.2017.09.005.
  4. Stephen J. Brown & Barbara S. Petitt, 2017, "2016 Report to Readers," Financial Analysts Journal, Taylor & Francis Journals, volume 73, issue 2, pages 6-10, April, DOI: 10.2469/faj.v73.n2.7.
  5. Stephen J. Brown, 2017, "In Memoriam: Stephen A. Ross," Financial Analysts Journal, Taylor & Francis Journals, volume 73, issue 3, pages 5-7, July, DOI: 10.2469/faj.v73.n3.6.
  6. John J. Horton, 2017, "The Effects of Algorithmic Labor Market Recommendations: Evidence from a Field Experiment," Journal of Labor Economics, University of Chicago Press, volume 35, issue 2, pages 345-385, DOI: 10.1086/689213.
  7. Pierre Perron & Eduardo Zorita & Wen Cao & Clifford Hurvich & Philippe Soulier, 2017, "Drift in Transaction-Level Asset Price Models," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 5, pages 769-790, September.
  8. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2017, "The Deposits Channel of Monetary Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 4, pages 1819-1876.
  9. Geraldo Cerqueiro & Deepak Hegde & María Fabiana Penas & Robert C. Seamans, 2017, "Debtor Rights, Credit Supply, and Innovation," Management Science, INFORMS, volume 63, issue 10, pages 3311-3327, October, DOI: 10.1287/mnsc.2016.2509.
  10. Robert Seamans & Feng Zhu, 2017, "Repositioning and Cost-Cutting: The Impact of Competition on Platform Strategies," Strategy Science, INFORMS, volume 2, issue 2, pages 83-99, June, DOI: 10.1287/stsc.2017.0027.
  11. Paul Wachtel & Boris Vujčić, 2017, "22nd Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 59, issue 2, pages 127-128, June, DOI: 10.1057/s41294-017-0026-4.
  12. Paul Wachtel, 2017, "L'expansion du crédit : moteur de croissance ou prélude à la crise ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 95-106.

2016

  1. Stephen J. Brown, 2016, "From the Editor," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 1, pages 5-6, January, DOI: 10.2469/faj.v72.n1.3.
  2. Stephen J. Brown & Barbara S. Petitt, 2016, "2015 Report to Readers," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 3, pages 5-6, May, DOI: 10.2469/faj.v72.n3.6.
  3. Stephen J. Brown, 2016, "Climate Risk," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 3, pages 9-10, May, DOI: 10.2469/faj.v72.n3.5.
  4. Stephen J. Brown, 2016, "In Memoriam: Jack Treynor," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 4, pages 5-6, July, DOI: 10.2469/faj.v72.n4.4.
  5. Stephen J. Brown, 2016, "Why Hedge Funds?," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 6, pages 5-7, November, DOI: 10.2469/faj.v72.n6.6.
  6. Daniel L. Chen & John J. Horton, 2016, "Research Note—Are Online Labor Markets Spot Markets for Tasks? A Field Experiment on the Behavioral Response to Wage Cuts," Information Systems Research, INFORMS, volume 27, issue 2, pages 403-423, June, DOI: 10.1287/isre.2016.0633.
  7. Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2016, "Urban Agglomeration and CEO Compensation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 6, pages 1925-1953, December.
  8. John, Kose & Mateti, Ravi S. & Vasudevan, Gopala & Amira, Khaled, 2016, "Investor protection and firm value: Evidence from PIPE offerings," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 78-89, DOI: 10.1016/j.jfs.2016.07.016.
  9. Itamar Drechsler & Thomas Drechsel & David Marques-Ibanez & Philipp Schnabl, 2016, "Who Borrows from the Lender of Last Resort?," Journal of Finance, American Finance Association, volume 71, issue 5, pages 1933-1974, October.
  10. Johannes Stroebel, 2016, "Asymmetric Information about Collateral Values," Journal of Finance, American Finance Association, volume 71, issue 3, pages 1071-1112, June, DOI: 10.1111/jofi.12288.
  11. Floetotto, Max & Kirker, Michael & Stroebel, Johannes, 2016, "Government intervention in the housing market: Who wins, who loses?," Journal of Monetary Economics, Elsevier, volume 80, issue C, pages 106-123, DOI: 10.1016/j.jmoneco.2016.04.005.
  12. Johannes Stroebel, 2016, "EconomicDynamics Interview: Johannes Stroebel on real estate dynamics," EconomicDynamics Newsletter, Review of Economic Dynamics, volume 17, issue 2, November.
  13. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016, "No‐Bubble Condition: Model‐Free Tests in Housing Markets," Econometrica, Econometric Society, volume 84, issue , pages 1047-1091, May.
  14. Markus Behn & Rainer Haselmann & Paul Wachtel, 2016, "Procyclical Capital Regulation and Lending," Journal of Finance, American Finance Association, volume 71, issue 2, pages 919-956, April.
  15. Paul Wachtel & Boris Vujčić, 2016, "21st Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 58, issue 3, pages 315-316, September, DOI: 10.1057/s41294-016-0006-0.

2015

  1. John, Kose & Knyazeva, Anzhela & Knyazeva, Diana, 2015, "Governance and Payout Precommitment," Journal of Corporate Finance, Elsevier, volume 33, issue C, pages 101-117, DOI: 10.1016/j.jcorpfin.2015.05.004.
  2. John, Kose & Knyazeva, Anzhela & Knyazeva, Diana, 2015, "Employee rights and acquisitions," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 49-69, DOI: 10.1016/j.jfineco.2015.06.001.
  3. Kose John & Joe Shangguan & Ravi Mateti, 2015, "Financing activities after accounting restatements: an examination of SEOs and PIPEs," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 1, pages 139-160, June, DOI: 10.1007/s40822-015-0019-4.
  4. Daniel Paravisini & Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon, 2015, "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 1, pages 333-359.
  5. Victor M. Bennett & Robert Seamans & Feng Zhu, 2015, "Cannibalization and option value effects of secondary markets: Evidence from the US concert industry," Strategic Management Journal, Wiley Blackwell, volume 36, issue 11, pages 1599-1614, November.
  6. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2015, "Editor's Choice Very Long-Run Discount Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 1, pages 1-53.
  7. Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2015, "Regulating Consumer Financial Products: Evidence from Credit Cards," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 1, pages 111-164.
  8. Pablo Kurlat & Johannes Stroebel, 2015, "Testing for Information Asymmetries in Real Estate Markets," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 8, pages 2429-2461.
  9. Paul Wachtel & Boris Vujcic, 2015, "Introduction: 20th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 57, issue 2, pages 203-204, June.

2014

  1. Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2014, "Macroeconomic risk and hedge fund returns," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 1-19, DOI: 10.1016/j.jfineco.2014.06.008.
  2. Aue, Alexander & Horváth, Lajos & Hurvich, Clifford & Soulier, Philippe, 2014, "Limit Laws In Transaction-Level Asset Price Models," Econometric Theory, Cambridge University Press, volume 30, issue 3, pages 536-579, June.
  3. Avi Giloni & Clifford Hurvich & Sridhar Seshadri, 2014, "Forecasting and information sharing in supply chains under ARMA demand," IISE Transactions, Taylor & Francis Journals, volume 46, issue 1, pages 35-54, DOI: 10.1080/0740817X.2012.689122.
  4. Vladimir Kovtun & Avi Giloni & Clifford Hurvich, 2014, "Assessing the value of demand sharing in supply chains," Naval Research Logistics (NRL), John Wiley & Sons, volume 61, issue 7, pages 515-531, October, DOI: 10.1002/nav.21600.
  5. Viral Acharya & Itamar Drechsler & Philipp Schnabl, 2014, "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," Journal of Finance, American Finance Association, volume 69, issue 6, pages 2689-2739, December.
  6. Robert Seamans & Feng Zhu, 2014, "Responses to Entry in Multi-Sided Markets: The Impact of Craigslist on Local Newspapers," Management Science, INFORMS, volume 60, issue 2, pages 476-493, February, DOI: 10.1287/mnsc.2013.1785.
  7. Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel, 2014, "A Simple Framework for Estimating Consumer Benefits from Regulating Hidden Fees," The Journal of Legal Studies, University of Chicago Press, volume 43, issue S2, pages 239-252, DOI: 10.1086/677856.
  8. Paul Wachtel & Boris Vujčiɣ, 2014, "Introduction: 19th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 2, pages 155-156, June.
  9. Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2014, "Institutional development and stock price synchronicity: Evidence from China," Journal of Comparative Economics, Elsevier, volume 42, issue 1, pages 92-108, DOI: 10.1016/j.jce.2013.07.006.
  10. Moritz Schularick & Paul Wachtel, 2014, "Editor's Choice The Making of America’s Imbalances," CESifo Economic Studies, CESifo Group, volume 60, issue 1, pages 62-88.

2013

  1. Stephen J. Brown & Bruce D. Grundy & Craig M. Lewis & Patrick Verwijmeren, 2013, "Hedge Fund Involvement in Convertible Securities," Journal of Applied Corporate Finance, Morgan Stanley, volume 25, issue 4, pages 60-73, December.
  2. Turan G. Bali & Stephen J. Brown & K. Ozgur Demirtas, 2013, "Do Hedge Funds Outperform Stocks and Bonds?," Management Science, INFORMS, volume 59, issue 8, pages 1887-1903, August, DOI: 10.1287/mnsc.1120.1689.
  3. Cheryl J. Flynn & Clifford M. Hurvich & Jeffrey S. Simonoff, 2013, "Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 503, pages 1031-1043, September, DOI: 10.1080/01621459.2013.801775.
  4. John, Kose & Mateti, Ravi S. & Vasudevan, Gopala, 2013, "Resolution of financial distress: A theory of the choice between Chapter 11 and workouts," Journal of Financial Stability, Elsevier, volume 9, issue 2, pages 196-209, DOI: 10.1016/j.jfs.2013.03.004.
  5. Kose John & Ravi S. Mateti & Zhaoyun Shangguan & Gopala Vasudevan, 2013, "Does overvaluation of bidder stock drive acquisitions? The case of public and private targets," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 5, issue 1/2, pages 188-204.
  6. Francis, Bill & Hasan, Iftekhar & John, Kose & Sharma, Zenu, 2013, "Asymmetric benchmarking of pay in firms," Journal of Corporate Finance, Elsevier, volume 23, issue C, pages 39-53, DOI: 10.1016/j.jcorpfin.2013.07.004.
  7. Thomas Philippon & Philipp Schnabl, 2013, "Efficient Recapitalization," Journal of Finance, American Finance Association, volume 68, issue 1, pages 1-42, February, DOI: j.1540-6261.2012.01793.x.
  8. Acharya, Viral V. & Schnabl, Philipp & Suarez, Gustavo, 2013, "Securitization without risk transfer," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 515-536, DOI: 10.1016/j.jfineco.2012.09.004.
  9. Marcin Kacperczyk & Philipp Schnabl, 2013, "How Safe Are Money Market Funds?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 128, issue 3, pages 1073-1122.
  10. Johannes Stroebel & Arthur van Benthem, 2013, "Resource Extraction Contracts Under Threat of Expropriation: Theory and Evidence," The Review of Economics and Statistics, MIT Press, volume 95, issue 5, pages 1622-1639, December.
  11. Sadique, Shibley & In, Francis & Veeraraghavan, Madhu & Wachtel, Paul, 2013, "Soft information and economic activity: Evidence from the Beige Book," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 81-92, DOI: 10.1016/j.jmacro.2013.01.004.
  12. Paul Wachtel & Boris Vujcic, 2013, "18th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 55, issue 2, pages 199-200, June.

2012

  1. Stephen J. Brown, 2012, "Quantitative measures of operational risk: an application to funds management," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 52, issue 4, pages 1001-1011, December, DOI: j.1467-629X.2012.00506.x.
  2. Brown, Stephen J. & Lajbcygier, Paul & Wong, Woon Weng, 2012, "Estimating the cost of capital with basis assets," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 3071-3079, DOI: 10.1016/j.jbankfin.2012.07.002.
  3. Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher, 2012, "Trust and delegation," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 221-234, DOI: 10.1016/j.jfineco.2011.09.004.
  4. Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2012, "Systematic risk and the cross section of hedge fund returns," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 114-131, DOI: 10.1016/j.jfineco.2012.05.005.
  5. Stephen J. Brown & Greg N. Gregoriou & Razvan Pascalau, 2012, "Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 1, pages 89-110.
  6. Stephen J. Brown & Bruce D. Grundy & Craig M. Lewis & Patrick Verwijmeren, 2012, "Convertibles and Hedge Funds as Distributors of Equity Exposure," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 10, pages 3077-3112.
  7. Rebecca J. Sela & Clifford M. Hurvich, 2012, "The averaged periodogram estimator for a power law in coherency," Journal of Time Series Analysis, Wiley Blackwell, volume 33, issue 2, pages 340-363, March, DOI: j.1467-9892.2011.00770.x.
  8. Sris Chatterjee & Kose John & An Yan, 2012, "Takeovers and Divergence of Investor Opinion," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 1, pages 227-277.
  9. AcharYa, V. V. & Drechsler, I. & Schnabl, P., 2012, "A tale of two overhangs:the nexus of fi nancial sector and sovereign credit risks," Financial Stability Review, Banque de France, issue 16, pages 51-56, April.
  10. Chatterji, Aaron K. & Seamans, Robert C., 2012, "Entrepreneurial finance, credit cards, and race," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 182-195, DOI: 10.1016/j.jfineco.2012.04.007.
  11. Robert C. Seamans, 2012, "Fighting City Hall: Entry Deterrence and Technology Upgrades in Cable TV Markets," Management Science, INFORMS, volume 58, issue 3, pages 461-475, March, DOI: 10.1287/mnsc.1110.1440.
  12. Johannes Stroebel & John B. Taylor, 2012, "Estimated Impact of the Federal Reserve’s Mortgage-Backed Securities Purchase Program," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 2, pages 1-42, June.
  13. Paul Wachtel, 2012, "L'évolution du rôle de la Federal Reserve," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 265-280.
  14. Paul Wachtel & Boris Vujcic, 2012, "17th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 54, issue 3, pages 441-442, September.

2011

  1. Stephen J. Brown, 2011, "The efficient markets hypothesis: The demise of the demon of chance?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 51, issue 1, pages 79-95, March.
  2. Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2011, "Do hedge funds' exposures to risk factors predict their future returns?," Journal of Financial Economics, Elsevier, volume 101, issue 1, pages 36-68, July.
  3. Michael A. Cohen & Ronald W. Cotterill, 2011, "Assessing The Impact Of Retailer Store Brand Presence On Manufacturer Brands In An Equilibrium Framework," Journal of Industrial Economics, Wiley Blackwell, volume 59, issue 3, pages 372-395, September, DOI: j.1467-6451.2011.00460.x.
  4. Ron Shachar & Tülin Erdem & Keisha M. Cutright & Gavan J. Fitzsimons, 2011, "Brands: The Opiate of the Nonreligious Masses?," Marketing Science, INFORMS, volume 30, issue 1, pages 92-110, 01-02, DOI: 10.1287/mksc.1100.0591.
  5. Horton, John J., 2011, "The condition of the Turking class: Are online employers fair and honest?," Economics Letters, Elsevier, volume 111, issue 1, pages 10-12, April.
  6. John, Kose & Knyazeva, Anzhela & Knyazeva, Diana, 2011, "Does geography matter? Firm location and corporate payout policy," Journal of Financial Economics, Elsevier, volume 101, issue 3, pages 533-551, September.
  7. Acharya, Viral V. & Sundaram, Rangarajan K. & John, Kose, 2011, "Cross-country variations in capital structures: The role of bankruptcy codes," Journal of Financial Intermediation, Elsevier, volume 20, issue 1, pages 25-54, January.
  8. Bill B. Francis & Iftekhar Hasan & Kose John & Liang Song, 2011, "Corporate Governance and Dividend Payout Policy: A Test Using Antitakeover Legislation," Financial Management, Financial Management Association International, volume 40, issue 1, pages 83-112, March.
  9. Asokan Anandarajan & Bill Francis & Iftekhar Hasan & Kose John, 2011, "Value relevance of banks: global evidence," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 1, pages 33-55, January, DOI: 10.1007/s11156-010-0170-7.
  10. Haselmann, Rainer & Wachtel, Paul, 2011, "Foreign banks in syndicated loan markets," Journal of Banking & Finance, Elsevier, volume 35, issue 10, pages 2679-2689, October.
  11. Paul Wachtel, 2011, "The Evolution of the Finance Growth Nexus," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 53, issue 3, pages 475-488, September.
  12. Peter L. Rousseau & Paul Wachtel, 2011, "What Is Happening To The Impact Of Financial Deepening On Economic Growth?," Economic Inquiry, Western Economic Association International, volume 49, issue 1, pages 276-288, January.
  13. Paul Wachtel & Boris Vujcic, 2011, "16th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 53, issue 2, pages 163-164, June.

2010

  1. Tülin Erdem & Michael Katz & Baohong Sun, 2010, "A simple test for distinguishing between internal reference price theories," Quantitative Marketing and Economics (QME), Springer, volume 8, issue 3, pages 303-332, September, DOI: 10.1007/s11129-010-9087-7.
  2. Hurvich, Clifford M. & Wang, Yi, 2010, "A Pure-Jump Transaction-Level Price Model Yielding Cointegration," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 4, pages 539-558.
  3. Amihud, Yakov & Hurvich, Clifford M. & Wang, Yi, 2010, "Predictive regression with order-p autoregressive predictors," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 513-525, June.
  4. John, Kose & Mehran, Hamid & Qian, Yiming, 2010, "Outside monitoring and CEO compensation in the banking industry," Journal of Corporate Finance, Elsevier, volume 16, issue 4, pages 383-399, September.
  5. Kose John & S. Abraham Ravid & Natalia Reisel, 2010, "The Notching Rule for Subordinated Debt and the Information Content of Debt Rating," Financial Management, Financial Management Association International, volume 39, issue 2, pages 489-513, June, DOI: 10.1111/j.1755-053X.2010.01081.x.
  6. John, Kose & Freund, Steven & Nguyen, Duong & Vasudevan, Gopala K., 2010, "Investor protection and cross-border acquisitions of private and public targets," Journal of Corporate Finance, Elsevier, volume 16, issue 3, pages 259-275, June.
  7. N. Chidambaran & Kose John & Zhaoyun Shangguan & Gopala Vasudevan, 2010, "Hot and cold merger markets," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 3, pages 327-349, April, DOI: 10.1007/s11156-009-0133-z.
  8. Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya, 2010, "The effect of state antitakeover laws on the firm's bondholders," Journal of Financial Economics, Elsevier, volume 96, issue 1, pages 127-154, April.
  9. John, Kose & Reisz, Alexander S., 2010, "Temporal resolution of uncertainty, disclosure policy, and corporate debt yields," Journal of Corporate Finance, Elsevier, volume 16, issue 5, pages 655-678, December.
  10. Marcin Kacperczyk & Philipp Schnabl, 2010, "When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009," Journal of Economic Perspectives, American Economic Association, volume 24, issue 1, pages 29-50, Winter.
  11. Viral V Acharya & Philipp Schnabl, 2010, "Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007–09," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 58, issue 1, pages 37-73, August.
  12. Rainer Haselmann & Paul Wachtel, 2010, "Institutions and Bank Behavior: Legal Environment, Legal Perception, and the Composition of Bank Lending," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 5, pages 965-984, August.
  13. Paul Wachtel & Boris Vujcic, 2010, "15th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 52, issue 2, pages 131-132, June.
  14. Paul Wachtel, 2010, "Central Banking and Monetary Policy in the Asia-Pacific - By Akhand Akhtar Hossain," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 24, issue 2, pages 181-182, November.

2009

  1. Brown, Stephen J. & Hiraki, Takato & Arakawa, Kiyoshi & Ohno, Saburo, 2009, "Risk premia in international equity markets revisited," Pacific-Basin Finance Journal, Elsevier, volume 17, issue 3, pages 295-318, June.
  2. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009, "Estimating Operational Risk for Hedge Funds: The ω-Score," Financial Analysts Journal, Taylor & Francis Journals, volume 65, issue 1, pages 43-53, January, DOI: 10.2469/faj.v65.n1.8.
  3. Stephen Brown & Marcin Kacperczyk & Alexander Ljungqvist & Anthony Lynch & Lasse Pedersen & Matthew Richardson, 2009, "Hedge Funds in the Aftermath of the Financial Crisis," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 18, issue 2, pages 155-156, May, DOI: 10.1111/j.1468-0416.2009.00147_10.x.
  4. Deo, Rohit & Hurvich, Clifford M. & Soulier, Philippe & Wang, Yi, 2009, "Conditions For The Propagation Of Memory Parameter From Durations To Counts And Realized Volatility," Econometric Theory, Cambridge University Press, volume 25, issue 3, pages 764-792, June.
  5. Chen, Willa W. & Deo, Rohit S., 2009, "Bias Reduction And Likelihood-Based Almost Exactly Sized Hypothesis Testing In Predictive Regressions Using The Restricted Likelihood," Econometric Theory, Cambridge University Press, volume 25, issue 5, pages 1143-1179, October.
  6. Willa W. Chen & Rohit S. Deo, 2009, "The restricted likelihood ratio test at the boundary in autoregressive series," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 6, pages 618-630, November, DOI: 10.1111/j.1467-9892.2009.00630.x.
  7. Andrew Ching & Tülin Erdem & Michael Keane, 2009, "The price consideration model of brand choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 393-420, April.
  8. Rebecca J. Sela & Clifford M. Hurvich, 2009, "Computationally efficient methods for two multivariate fractionally integrated models," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 6, pages 631-651, November, DOI: 10.1111/j.1467-9892.2009.00631.x.
  9. Yakov Amihud & Clifford M. Hurvich & Yi Wang, 2009, "Multiple-Predictor Regressions: Hypothesis Testing," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 1, pages 413-434, January.
  10. K. J. Martijn Cremers & Vinay B. Nair & Kose John, 2009, "Takeovers and the Cross-Section of Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 4, pages 1409-1445, April.
  11. Hasan, Iftekhar & Wachtel, Paul & Zhou, Mingming, 2009, "Institutional development, financial deepening and economic growth: Evidence from China," Journal of Banking & Finance, Elsevier, volume 33, issue 1, pages 157-170, January.
  12. Paul Wachtel & Boris Vujcic, 2009, "14th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 51, issue 4, pages 419-420, December.

2008

  1. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008, "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2785-2815, December, DOI: 10.1111/j.1540-6261.2008.01413.x.
  2. Brown, Stephen & Yan Du, Daphne & Rhee, S. Ghon & Zhang, Liang, 2008, "The returns to value and momentum in Asian Markets," Emerging Markets Review, Elsevier, volume 9, issue 2, pages 79-88, June.
  3. Brown, Stephen & Ghon Rhee, S. & Zhang, Liang, 2008, "The return to value in Asian stock markets," Emerging Markets Review, Elsevier, volume 9, issue 3, pages 194-205, September.
  4. Brown, Stephen J., 2008, "Elusive return predictability: Discussion," International Journal of Forecasting, Elsevier, volume 24, issue 1, pages 19-21.
  5. Bart Bronnenberg & Jean Dubé & Carl Mela & Paulo Albuquerque & Tulin Erdem & Brett Gordon & Dominique Hanssens & Guenter Hitsch & Han Hong & Baohong Sun, 2008, "Measuring long-run marketing effects and their implications for long-run marketing decisions," Marketing Letters, Springer, volume 19, issue 3, pages 367-382, December, DOI: 10.1007/s11002-008-9055-0.
  6. Arvind Rangaswamy & James J. Cochran & Tülin Erdem & John R. Hauser & Robert J. Meyer, 2008, "Editorial—Editor-in-Chief Search Committee Report: The Digital Future Is Now," Marketing Science, INFORMS, volume 27, issue 1, pages 1-3, 01-02, DOI: 10.1287/mksc.1070.0344.
  7. Tülin Erdem & Michael P. Keane & Baohong Sun, 2008, "A Dynamic Model of Brand Choice When Price and Advertising Signal Product Quality," Marketing Science, INFORMS, volume 27, issue 6, pages 1111-1125, 11-12, DOI: 10.1287/mksc.1080.0362.
  8. Tülin Erdem & Michael Keane & Baohong Sun, 2008, "The impact of advertising on consumer price sensitivity in experience goods markets," Quantitative Marketing and Economics (QME), Springer, volume 6, issue 2, pages 139-176, June, DOI: 10.1007/s11129-007-9020-x.
  9. Neeraj Arora & Xavier Dreze & Anindya Ghose & James Hess & Raghuram Iyengar & Bing Jing & Yogesh Joshi & V. Kumar & Nicholas Lurie & Scott Neslin & S. Sajeesh & Meng Su & Niladri Syam & Jacquelyn Thom, 2008, "Putting one-to-one marketing to work: Personalization, customization, and choice," Marketing Letters, Springer, volume 19, issue 3, pages 305-321, December, DOI: 10.1007/s11002-008-9056-z.
  10. Kose John & Lubomir Litov & Bernard Yeung, 2008, "Corporate Governance and Risk‐Taking," Journal of Finance, American Finance Association, volume 63, issue 4, pages 1679-1728, August, DOI: 10.1111/j.1540-6261.2008.01372.x.
  11. Gande, Amar & John, Kose & Senbet, Lemma W., 2008, "Bank incentives, economic specialization, and financial crises in emerging economies," Journal of International Money and Finance, Elsevier, volume 27, issue 5, pages 707-732, September.
  12. Paul Wachtel & Boris Vujcic, 2008, "13th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 50, issue 4, pages 535-536, December.

2007

  1. Joffre Swait & Tülin Erdem, 2007, "Brand Effects on Choice and Choice Set Formation Under Uncertainty," Marketing Science, INFORMS, volume 26, issue 5, pages 679-697, 09-10, DOI: 10.1287/mksc.1060.0260.
  2. Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe, 2007, "Asymptotics for duration-driven long range dependent processes," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 913-949, December.
  3. Fluck, Zsuzsanna & John, Kose & Ravid, S. Abraham, 2007, "Privatization as an agency problem: Auctions versus private negotiations," Journal of Banking & Finance, Elsevier, volume 31, issue 9, pages 2730-2750, September.
  4. John, Kose, 2007, "Financial distress and resolution: Introduction to the focused issue," Journal of Financial Stability, Elsevier, volume 3, issue 3, pages 195-197, October.
  5. Ramesh Sankaranarayanan, 2007, "Innovation and the Durable Goods Monopolist: The Optimality of Frequent New-Version Releases," Marketing Science, INFORMS, volume 26, issue 6, pages 774-791, 11-12, DOI: 10.1287/mksc.1070.0289.
  6. Knedlik, Tobias & Ströbel, Johannes, 2007, "Die Rolle von Kredit-Ratings im Rahmen der Bankenregulierung. Kredit-Ratings antizipieren Währungsrisiken unzureichend," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 13, issue 10, pages 380-384.
  7. Knedlik, Tobias & Ströbel, Johannes, 2007, "Führt neues IWF-Instrument zur Prävention von Währungskrisen?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 13, issue 7, pages 269-274.
  8. Knedlik, Tobias & Ströbel, Johannes, 2007, "Bankenregulierung: Die Mindesteigenkapitalvorschriften von Basel II verstärken die Übertragung von Währungskrisen auf Bankenkrisen," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 13, issue 8, pages 317-320.
  9. Paul Wachtel, 2007, "Living Standards and the Wealth of Nations: Successes and Failures in Real Convergence," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 49, issue 2, pages 333-335, June.
  10. Rainer Haselmann & Paul Wachtel, 2007, "Risk Taking by Banks in the Transition Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 49, issue 3, pages 411-429, September.
  11. Paul Wachtel & Boris Vujcic, 2007, "12th Dubrovnik Economic Conference Symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 49, issue 3, pages 337-338, September.

2006

  1. Deo, Rohit & Hurvich, Clifford & Lu, Yi, 2006, "Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 29-58.
  2. Chen, Willa W. & Deo, Rohit S., 2006, "Estimation of mis-specified long memory models," Journal of Econometrics, Elsevier, volume 134, issue 1, pages 257-281, September.
  3. Chen, Willa W. & Deo, Rohit S., 2006, "The Variance Ratio Statistic At Large Horizons," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 206-234, April.
  4. Pradeep Chintagunta & Tülin Erdem & Peter E. Rossi & Michel Wedel, 2006, "Structural Modeling in Marketing: Review and Assessment," Marketing Science, INFORMS, volume 25, issue 6, pages 604-616, 11-12, DOI: 10.1287/mksc.1050.0161.
  5. Chen, Willa W. & Hurvich, Clifford M. & Lu, Yi, 2006, "On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 812-822, June.
  6. John, Kose & John, Teresa A., 2006, "Managerial incentives, derivatives and stability," Journal of Financial Stability, Elsevier, volume 2, issue 1, pages 71-94, April.
  7. Wachtel, Paul, 2006, "Policy issues relevant to transition and emerging market economies: Papers from the 10th Dubrovnik Economic Conference," Journal of Banking & Finance, Elsevier, volume 30, issue 5, pages 1333-1334, May.
  8. Wachtel, Paul & Vujcic, Boris, 2006, "Introduction: Crises, financial stability and macroeconomic policy. Papers from the 11th Dubrovnik Economic Conference," Journal of Banking & Finance, Elsevier, volume 30, issue 12, pages 3257-3258, December.
  9. Korhonen, Iikka & Wachtel, Paul, 2006, "A note on exchange rate pass-through in CIS countries," Research in International Business and Finance, Elsevier, volume 20, issue 2, pages 215-226, June.

2005

  1. Simone Brands & Stephen J. Brown & David R. Gallagher, 2005, "Portfolio Concentration and Investment Manager Performance," International Review of Finance, International Review of Finance Ltd., volume 5, issue 3‐4, pages 149-174, September, DOI: 10.1111/j.1468-2443.2006.00054.x.
  2. Tülin Erdem & Michael Keane & T. Öncü & Judi Strebel, 2005, "Learning About Computers: An Analysis of Information Search and Technology Choice," Quantitative Marketing and Economics (QME), Springer, volume 3, issue 3, pages 207-247, September, DOI: 10.1007/s11129-005-0269-7.
  3. Tülin Erdem & Kannan Srinivasan & Wilfred Amaldoss & Patrick Bajari & Hai Che & Teck Ho & Wes Hutchinson & Michael Katz & Michael Keane & Robert Meyer & Peter Reiss, 2005, "Theory-Driven Choice Models," Marketing Letters, Springer, volume 16, issue 3, pages 225-237, December, DOI: 10.1007/s11002-005-5887-z.
  4. Hurvich, Clifford & Lang, Gabriel & Soulier, Philippe, 2005, "Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 853-871, September.
  5. Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2005, "Estimating Long Memory in Volatility," Econometrica, Econometric Society, volume 73, issue 4, pages 1283-1328, July.
  6. Damodaran, Aswath & John, Kose & Liu, Crocker H., 2005, "What motivates managers?: Evidence from organizational form changes," Journal of Corporate Finance, Elsevier, volume 12, issue 1, pages 1-26, December.
  7. Jianping Mei & Michael Moses, 2005, "Vested Interest and Biased Price Estimates: Evidence from an Auction Market," Journal of Finance, American Finance Association, volume 60, issue 5, pages 2409-2435, October, DOI: 10.1111/j.1540-6261.2005.00803.x.
  8. Wachtel, Paul, 2005, "Introduction to the Symposium Issue," Journal of Banking & Finance, Elsevier, volume 29, issue 1, pages 1-4, January.
  9. Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2005, "Privatization matters: Bank efficiency in transition countries," Journal of Banking & Finance, Elsevier, volume 29, issue 8-9, pages 2155-2178, August.
  10. Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2005, "Bank performance, efficiency and ownership in transition countries," Journal of Banking & Finance, Elsevier, volume 29, issue 1, pages 31-53, January.

2004

  1. Willa W. Chen & Rohit S. Deo, 2004, "Power transformations to induce normality and their applications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 66, issue 1, pages 117-130, February, DOI: 10.1111/j.1467-9868.2004.00435.x.
  2. Chen, Willa W. & Deo, Rohit S., 2004, "A Generalized Portmanteau Goodness-Of-Fit Test For Time Series Models," Econometric Theory, Cambridge University Press, volume 20, issue 2, pages 382-416, April.
  3. Amihud, Yakov & Hurvich, Clifford M., 2004, "Predictive Regressions: A Reduced-Bias Estimation Method," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 4, pages 813-841, December.
  4. Qian, Yiming & John, Kose & John, Teresa A., 2004, "Financial system design and liquidity provision by banks and markets in a dynamic economy," Journal of International Money and Finance, Elsevier, volume 23, issue 3, pages 385-403, April.
  5. Edward Altman & George Benston & Gerald Bierwag & Marshall Blume & Richard Brealey & Willard Carleton & Andrew Chen & Elroy Dimson & Franklin Edwards & Robert Eisenbeis & Wayne Ferson & Mark Flannery , 2004, "The Controversy Over Executive Compensation," Journal of Applied Corporate Finance, Morgan Stanley, volume 16, issue 1, pages 108-111, January, DOI: 10.1111/j.1745-6622.2004.tb00600.x.
  6. Sundararajan, Arun, 2004, "Nonlinear pricing and type-dependent network effects," Economics Letters, Elsevier, volume 83, issue 1, pages 107-113, April.

2003

  1. Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi, 2003, "An analysis of the relative performance of Japanese and foreign money management," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 4, pages 393-412, September.
  2. Deo, Rohit S. & Richardson, Matthew, 2003, "On The Asymptotic Power Of The Variance Ratio Test," Econometric Theory, Cambridge University Press, volume 19, issue 2, pages 231-239, April.
  3. Tülin Erdem & Susumu Imai & Michael Keane, 2003, "Brand and Quantity Choice Dynamics Under Price Uncertainty," Quantitative Marketing and Economics (QME), Springer, volume 1, issue 1, pages 5-64, March, DOI: 10.1023/A:1023536326497.
  4. Chen, Willa W. & Hurvich, Clifford M., 2003, "Semiparametric Estimation of Multivariate Fractional Cointegration," Journal of the American Statistical Association, American Statistical Association, volume 98, pages 629-642, January.
  5. Chen, Willa W. & Hurvich, Clifford M., 2003, "Estimating fractional cointegration in the presence of polynomial trends," Journal of Econometrics, Elsevier, volume 117, issue 1, pages 95-121, November.
  6. Clifford M. Hurvich & Bonnie K. Ray, 2003, "The Local Whittle Estimator of Long-Memory Stochastic Volatility," Journal of Financial Econometrics, Oxford University Press, volume 1, issue 3, pages 445-470.
  7. Kose John & Yiming Qian, 2003, "Incentive features in CEO compensation in the banking industry," Economic Policy Review, Federal Reserve Bank of New York, volume 9, issue Apr, pages 109-121.
  8. Kose John & Anthony W. Lynch & Manju Puri, 2003, "Credit Ratings, Collateral, and Loan Characteristics: Implications for Yield," The Journal of Business, University of Chicago Press, volume 76, issue 3, pages 371-410, July, DOI: 10.1086/375252.
  9. Dahiya, Sandeep & John, Kose & Puri, Manju & Ramirez, Gabriel, 2003, "Debtor-in-possession financing and bankruptcy resolution: Empirical evidence," Journal of Financial Economics, Elsevier, volume 69, issue 1, pages 259-280, July.
  10. Paul Wachtel, 2003, "How much do we really know about growth and finance?," Economic Review, Federal Reserve Bank of Atlanta, volume 88, issue Q1, pages 33-47.
  11. Boris Vujić & Paul Wachtel, 2003, "Editorial," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 45, issue 3, pages 213-214, September.

2002

  1. Deo, Rohit S., 2002, "On testing the adequacy of stable processes under conditional heteroscedasticity," Journal of Empirical Finance, Elsevier, volume 9, issue 2, pages 257-270, March.
  2. Hurvich, Clifford M. & Soulier, Philippe, 2002, "Testing For Long Memory In Volatility," Econometric Theory, Cambridge University Press, volume 18, issue 6, pages 1291-1308, December.
  3. Hurvich, Clifford M., 2002, "Multistep forecasting of long memory series using fractional exponential models," International Journal of Forecasting, Elsevier, volume 18, issue 2, pages 167-179.
  4. Hurvich, Clifford M. & Moulines, Eric & Soulier, Philippe, 2002, "The FEXP estimator for potentially non-stationary linear time series," Stochastic Processes and their Applications, Elsevier, volume 97, issue 2, pages 307-340, February.
  5. Jianping Mei & Michael Moses, 2002, "Art as an Investment and the Underperformance of Masterpieces," American Economic Review, American Economic Association, volume 92, issue 5, pages 1656-1668, December.
  6. Rousseau, Peter L. & Wachtel, Paul, 2002, "Inflation thresholds and the finance-growth nexus," Journal of International Money and Finance, Elsevier, volume 21, issue 6, pages 777-793, November.
  7. Boris Vujcic & Paul Wachtel, 2002, "7th Dubrovnik Economics Conference: Current Issues in Emerging Market Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 44, issue 2-3, pages 1-1, September.

2001

  1. Yannis Bakos, 2001, "The Emerging Landscape for Retail E-Commerce," Journal of Economic Perspectives, American Economic Association, volume 15, issue 1, pages 69-80, Winter.
  2. Stephen J. Brown & William N. Goetzmann & James Park, 2001, "Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry," Journal of Finance, American Finance Association, volume 56, issue 5, pages 1869-1886, October, DOI: 10.1111/0022-1082.00392.
  3. Brown, Stephen J. & Steenbeek, Onno W., 2001, "Doubling: Nick Leeson's trading strategy," Pacific-Basin Finance Journal, Elsevier, volume 9, issue 2, pages 83-99, April.
  4. Brown, Stephen J., 2001, "Hedge funds: Omniscient or just plain wrong," Pacific-Basin Finance Journal, Elsevier, volume 9, issue 4, pages 301-311, August.
  5. Brown, Stephen J & Goetzmann, William N & Hiraki, Takato & Otsuki, Toshiyuki & Shiraishi, Noriyoshi, 2001, "The Japanese Open-End Fund Puzzle," The Journal of Business, University of Chicago Press, volume 74, issue 1, pages 59-77, January, DOI: 10.1086/209663.
  6. Deo, Rohit S. & Hurvich, Clifford M., 2001, "On The Log Periodogram Regression Estimator Of The Memory Parameter In Long Memory Stochastic Volatility Models," Econometric Theory, Cambridge University Press, volume 17, issue 4, pages 686-710, August.
  7. Erdem, Tulin & Sun, Baohong, 2001, "Testing for Choice Dynamics in Panel Data," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 2, pages 142-152, April.
  8. Clifford M. Hurvich & Julia Brodsky, 2001, "Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models," Journal of Time Series Analysis, Wiley Blackwell, volume 22, issue 2, pages 221-249, March, DOI: 10.1111/1467-9892.00220.
  9. Clifford M. Hurvich, 2001, "Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 22, issue 6, pages 679-709, November, DOI: 10.1111/1467-9892.00248.
  10. Thomas Urich & Paul Wachtel, 2001, "Financial Market Responses To Monetary Policy Changes In The 1990s," Contemporary Economic Policy, Western Economic Association International, volume 19, issue 3, pages 254-267, July, DOI: 10.1093/cep/19.3.254.
  11. Paul Wachtel, 2001, "Growth and Finance: What Do We Know and How Do We Know It?," International Finance, Wiley Blackwell, volume 4, issue 3, pages 335-362, DOI: 10.1111/1468-2362.00077.

2000

  1. Deo, Rohit S., 2000, "Spectral tests of the martingale hypothesis under conditional heteroscedasticity," Journal of Econometrics, Elsevier, volume 99, issue 2, pages 291-315, December.
  2. Deo, Rohit S., 2000, "On estimation and testing goodness of fit for m-dependent stable sequences," Journal of Econometrics, Elsevier, volume 99, issue 2, pages 349-372, December.
  3. Clifford M. Hurvich & Willa W. Chen, 2000, "An Efficient Taper for Potentially Overdifferenced Long‐memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 21, issue 2, pages 155-180, March, DOI: 10.1111/1467-9892.00179.
  4. Acharya, Viral V. & John, Kose & Sundaram, Rangarajan K., 2000, "On the optimality of resetting executive stock options," Journal of Financial Economics, Elsevier, volume 57, issue 1, pages 65-101, July.
  5. John, Kose & Saunders, Anthony & Senbet, Lemma W, 2000, "A Theory of Bank Regulation and Management Compensation," The Review of Financial Studies, Society for Financial Studies, volume 13, issue 1, pages 95-125.
  6. Rousseau, P. L. & Wachtel, P., 2000, "Equity markets and growth: Cross-country evidence on timing and outcomes, 1980-1995," Journal of Banking & Finance, Elsevier, volume 24, issue 12, pages 1933-1957, December.

1999

  1. Bakos, Yannis & Brynjolfsson, Erik & Lichtman, Douglas, 1999, "Shared Information Goods," Journal of Law and Economics, University of Chicago Press, volume 42, issue 1, pages 117-155, April, DOI: 10.1086/467420.
  2. Brown, Stephen J & Goetzmann, William N & Ibbotson, Roger G, 1999, "Offshore Hedge Funds: Survival and Performance, 1989-95," The Journal of Business, University of Chicago Press, volume 72, issue 1, pages 91-117, January, DOI: 10.1086/209603.
  3. Clifford M. Hurvich & Rohit S. Deo, 1999, "Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 20, issue 3, pages 331-341, May, DOI: 10.1111/1467-9892.00140.

1998

  1. Erdem, Tulin & Keane, Michael P. & Sun, Baohong, 1998, "Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters," Journal of Econometrics, Elsevier, volume 89, issue 1-2, pages 177-196, November.
  2. Erdem, Tulin & Winer, Russell S., 1998, "Econometric modeling of competition: A multi-category choice-based mapping approach," Journal of Econometrics, Elsevier, volume 89, issue 1-2, pages 159-175, November.
  3. Clifford M. Hurvich & Jeffrey S. Simonoff & Chih‐Ling Tsai, 1998, "Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 60, issue 2, pages 271-293, DOI: 10.1111/1467-9868.00125.
  4. Clifford M. Hurvich & Rohit Deo & Julia Brodsky, 1998, "The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series," Journal of Time Series Analysis, Wiley Blackwell, volume 19, issue 1, pages 19-46, January, DOI: 10.1111/1467-9892.00075.
  5. Rohit S. Deo & Clifford M. Hurvich, 1998, "Linear Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, volume 19, issue 4, pages 379-397, July, DOI: 10.1111/1467-9892.00099.
  6. John, Kose & Senbet, Lemma W., 1998, "Corporate governance and board effectiveness1," Journal of Banking & Finance, Elsevier, volume 22, issue 4, pages 371-403, May.
  7. Rousseau, Peter L & Wachtel, Paul, 1998, "Financial Intermediation and Economic Performance: Historical Evidence from Five Industrialized Countries," Journal of Money, Credit and Banking, Blackwell Publishing, volume 30, issue 4, pages 657-678, November.

1997

  1. Brown, Stephen J. & Goetzmann, William N., 1997, "Mutual fund styles," Journal of Financial Economics, Elsevier, volume 43, issue 3, pages 373-399, March.
  2. Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson & Stephen A. Ross, 1997, "Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias," The Review of Economics and Statistics, MIT Press, volume 79, issue 2, pages 167-170, May.
  3. Deo, R. S., 1997, "Nonparametric regression with long-memory errors," Statistics & Probability Letters, Elsevier, volume 33, issue 1, pages 89-94, April.
  4. John, Kose & Narayanan, Ranga, 1997, "Market Manipulation and the Role of Insider Trading Regulations," The Journal of Business, University of Chicago Press, volume 70, issue 2, pages 217-247, April, DOI: 10.1086/209716.
  5. Damodaran, Aswath & John, Kose & Liu, Crocker H., 1997, "The determinants of organizational form changes: evidence and implications from real estate," Journal of Financial Economics, Elsevier, volume 45, issue 2, pages 169-192, August.
  6. Wachtel, Paul, 1997, "A labor-income based measure of the value of human capital: An application to the states of the US: Comments," Japan and the World Economy, Elsevier, volume 9, issue 2, pages 193-196, May.
  7. Wachtel, Paul, 1997, "A külföldi bankok szerepe a közép-európai átmeneti gazdaságokban I
    [Role of foreign banks in the Central European economies in transition]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 13-30.

1996

  1. Tülin Erdem & Michael P. Keane, 1996, "Decision-Making Under Uncertainty: Capturing Dynamic Brand Choice Processes in Turbulent Consumer Goods Markets," Marketing Science, INFORMS, volume 15, issue 1, pages 1-20, DOI: 10.1287/mksc.15.1.1.
  2. Tülin Erdem, 1996, "A Dynamic Analysis of Market Structure Based on Panel Data," Marketing Science, INFORMS, volume 15, issue 4, pages 359-378, DOI: 10.1287/mksc.15.4.359.
  3. Hurvich, Clifford M. & Tsai, Chih-Ling, 1996, "The impact of unsuspected serial correlations on model selection in linear regression," Statistics & Probability Letters, Elsevier, volume 27, issue 2, pages 115-126, April.
  4. Fluck, Zsuzsanna & John, Kose & Abraham Ravid, S., 1996, "Privatizing in stages and the dynamics of ownership structure," Pacific-Basin Finance Journal, Elsevier, volume 4, issue 2-3, pages 277-296, July.
  5. Chemmanur, Thomas J. & John, Kose, 1996, "Optimal Incorporation, Structure of Debt Contracts, and Limited-Recourse Project Financing," Journal of Financial Intermediation, Elsevier, volume 5, issue 4, pages 372-408, October.
  6. Sundaram, Anant K. & John, Teresa A. & John, Kose, 1996, "An empirical analysis of strategic competition and firm values The case of R&D competition," Journal of Financial Economics, Elsevier, volume 40, issue 3, pages 459-486, March.
  7. Berlin, Mitchell & John, Kose & Saunders, Anthony, 1996, "Bank Equity Stakes in Borrowing Firms and Financial Distress," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 3, pages 889-919.

1995

  1. Brown, Stephen J & Goetzmann, William N, 1995, "Performance Persistence," Journal of Finance, American Finance Association, volume 50, issue 2, pages 679-698, June.
  2. Brown, Stephen J & Goetzmann, William N & Ross, Stephen A, 1995, "Survival," Journal of Finance, American Finance Association, volume 50, issue 3, pages 853-873, July.
  3. Clifford M. Hurvich & Bonnie K. Ray, 1995, "Estimation Of The Memory Parameter For Nonstationary Or Noninvertible Fractionally Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 16, issue 1, pages 17-41, January, DOI: 10.1111/j.1467-9892.1995.tb00221.x.
  4. John, Kose & Saunders, Anthony & Senbet, Lemma W., 1995, "Perspectives on bank capital regulation and managerial compensation," Journal of Banking & Finance, Elsevier, volume 19, issue 3-4, pages 735-737, June.
  5. John, Kose & Ofek, Eli, 1995, "Asset sales and increase in focus," Journal of Financial Economics, Elsevier, volume 37, issue 1, pages 105-126, January.
  6. Calomiris, Charles W. & Himmelberg, Charles P. & Wachtel, Paul, 1995, "Commercial paper, corporate finance, and the business cycle: a microeconomic perspective," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 42, issue 1, pages 203-250, June.

1994

  1. Clifford M. Hurvich & Kaizo I. Beltrao, 1994, "Acknowledgement Of Priority For “Asymptotics For The Low‐Frequency Ordinates Of The Periodogram Of A Long‐Memory Time Series”," Journal of Time Series Analysis, Wiley Blackwell, volume 15, issue 1, pages 64-64, January, DOI: 10.1111/j.1467-9892.1994.tb00177.x.
  2. Clifford M. Hurvich & Kaizo I. Beltrao, 1994, "Automatic Semiparametric Estimation Of The Memory Parameter Of A Long‐Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 15, issue 3, pages 285-302, May, DOI: 10.1111/j.1467-9892.1994.tb00194.x.
  3. Terrin, Norma & Hurvich, Clifford M., 1994, "An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series," Stochastic Processes and their Applications, Elsevier, volume 54, issue 2, pages 297-307, December.
  4. John, Kose & John, Teresa A. & Saunders, Anthony, 1994, "Universal banking and firm risk-taking," Journal of Banking & Finance, Elsevier, volume 18, issue 2, pages 307-323, January.

1993

  1. Brown, Stephen J. & Otsuki, Toshiyuki, 1993, "Risk premia in Pacific-Basin capital markets," Pacific-Basin Finance Journal, Elsevier, volume 1, issue 3, pages 235-261, September.
  2. Clifford M. Hurvich & Chih‐Ling Tsai, 1993, "A Corrected Akaike Information Criterion For Vector Autoregressive Model Selection," Journal of Time Series Analysis, Wiley Blackwell, volume 14, issue 3, pages 271-279, May, DOI: 10.1111/j.1467-9892.1993.tb00144.x.
  3. Clifford M. Hurvich & Kaizo I. Beltrao, 1993, "Asymptotics For The Low‐Frequency Ordinates Of The Periodogram Of A Long‐Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 14, issue 5, pages 455-472, September, DOI: 10.1111/j.1467-9892.1993.tb00157.x.
  4. Kose John, 1993, "Managing Financial Distress and Valuing Distressed Securities: A Survey and a Research Agenda," Financial Management, Financial Management Association, volume 22, issue 3, Fall.
  5. John, Teresa A & John, Kose, 1993, "Top-Management Compensation and Capital Structure," Journal of Finance, American Finance Association, volume 48, issue 3, pages 949-974, July.
  6. Martin Evans & Paul Wachtel, 1993, "Inflation regimes and the sources of inflation uncertainty," Proceedings, Federal Reserve Bank of Cleveland, pages 475-520.
  7. Evans, Martin & Wachtel, Paul, 1993, "Inflation Regimes and the," Journal of Money, Credit and Banking, Blackwell Publishing, volume 25, issue 3, pages 475-511, August.
  8. Evans, Martin & Wachtel, Paul, 1993, "Were price changes during the Great Depression anticipated? : Evidence from nominal interest rates," Journal of Monetary Economics, Elsevier, volume 32, issue 1, pages 3-34, August.
  9. Joseph G. Haubrich & Paul Wachtel, 1993, "Capital requirements and shifts in commercial bank portfolios," Economic Review, Federal Reserve Bank of Cleveland, volume 29, issue Q III, pages 2-15.

1992

  1. Brown, Stephen J, et al, 1992, "Survivorship Bias in Performance Studies," The Review of Financial Studies, Society for Financial Studies, volume 5, issue 4, pages 553-580.
  2. John, Kose & Lang, Larry H P & Netter, Jeffry, 1992, "The Voluntary Restructuring of Large Firms in Response to Performance Decline," Journal of Finance, American Finance Association, volume 47, issue 3, pages 891-917, July.
  3. Evans, Martin & Wachtel, Paul, 1992, "Interpreting the Movements in Short-Term Interest Rates," The Journal of Business, University of Chicago Press, volume 65, issue 3, pages 395-429, July, DOI: 10.1086/296577.

1991

  1. Stephan Morgenthaler & Clifford Hurvich, 1991, "An information-theoretic framework for robustness," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 43, issue 1, pages 131-146, March, DOI: 10.1007/BF00116473.
  2. John, Kose & John, Teresa A. & Senbet, Lemma W., 1991, "Risk-shifting incentives of depository institutions: A new perspective on federal deposit insurance reform," Journal of Banking & Finance, Elsevier, volume 15, issue 4-5, pages 895-915, September.
  3. John, Kose & Lang, Larry H P, 1991, "Insider Trading around Dividend Announcements: Theory and Evidence," Journal of Finance, American Finance Association, volume 46, issue 4, pages 1361-1389, September.
  4. John, Kose & Reisman, Haim, 1991, "Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 26, issue 1, pages 1-10, March.
  5. Kose John & Lemma W. Senbet & Anant K. Sundaram, 1991, "Cross-Border Liability of Multinational Enterprises, Border Taxes, and Capital Structure," Financial Management, Financial Management Association, volume 20, issue 4, Winter.

1990

  1. Clifford M. Hurvich & Kaizô I. Beltrato, 1990, "Cross‐Validatory Choice Of A Spectrum Estimate And Its Connections With Aic," Journal of Time Series Analysis, Wiley Blackwell, volume 11, issue 2, pages 121-137, March, DOI: 10.1111/j.1467-9892.1990.tb00046.x.
  2. Hurvich, Clifford M. & Tsai, Chih-Ling, 1990, "Model selection for least absolute deviations regression in small samples," Statistics & Probability Letters, Elsevier, volume 9, issue 3, pages 259-265, March.
  3. John, Kose & Mishra, Banikanta, 1990, "Information Content of Insider Trading Around Corporate Announcements: The Case of Capital Expenditures," Journal of Finance, American Finance Association, volume 45, issue 3, pages 835-855, July.
  4. Gilson, Stuart C. & John, Kose & Lang, Larry H. P., 1990, "Troubled debt restructurings*1: An empirical study of private reorganization of firms in default," Journal of Financial Economics, Elsevier, volume 27, issue 2, pages 315-353, October.
  5. Sofianos, George & Wachtel, Paul & Melnik, Arie, 1990, "Loan commitments and monetary policy," Journal of Banking & Finance, Elsevier, volume 14, issue 4, pages 677-689, October.

1988

  1. Brown, Stephen J, 1988, "Stable Factors in Security Returns: Identification Using Cross-Validation: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 6, issue 1, pages 1-23, January.
  2. Paul Wachtel, 1988, "The Future Of Stabilization Policy: A Symposium In Memory Of Michael J. Hamburger—Introduction," Contemporary Economic Policy, Western Economic Association International, volume 6, issue 4, pages 1-2, October, DOI: 10.1111/j.1465-7287.1988.tb00539.x.

1987

  1. John, Kose, 1987, "Risk-Shifting Incentives and Signalling through Corporate Capital Structure," Journal of Finance, American Finance Association, volume 42, issue 3, pages 623-641, July.
  2. Ambarish, Ramasastry & John, Kose & Williams, Joseph, 1987, "Efficient Signalling with Dividends and Investments," Journal of Finance, American Finance Association, volume 42, issue 2, pages 321-343, June.
  3. Wachtel, Paul & Young, John, 1987, "Deficit Announcements and Interest Rates," American Economic Review, American Economic Association, volume 77, issue 5, pages 1007-1012, December.

1986

  1. Brown, Stephen J & Dybvig, Philip H, 1986, "The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates," Journal of Finance, American Finance Association, volume 41, issue 3, pages 617-630, July.

1985

  1. Barry, Christopher B. & Brown, Stephen J., 1985, "Differential Information and Security Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 20, issue 4, pages 407-422, December.
  2. Brown, Stephen J. & Warner, Jerold B., 1985, "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, volume 14, issue 1, pages 3-31, March.
  3. Brown, Stephen J. & Weinstein, Mark I., 1985, "Derived factors in event studies," Journal of Financial Economics, Elsevier, volume 14, issue 3, pages 491-495, September.
  4. John, Kose & Nachman, David C, 1985, "Risky Debt, Investment Incentives, and Reputation in a Sequential Equilibrium," Journal of Finance, American Finance Association, volume 40, issue 3, pages 863-878, July.
  5. John, Kose & Williams, Joseph, 1985, "Dividends, Dilution, and Taxes: A Signalling Equilibrium," Journal of Finance, American Finance Association, volume 40, issue 4, pages 1053-1070, September.

1984

  1. Brown, Stephen J & Barry, Christopher B, 1984, "Anomalies in Security Returns and the Specification of the Market Model," Journal of Finance, American Finance Association, volume 39, issue 3, pages 807-815, July.
  2. Brown, Stephen J, 1984, "Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion," Journal of Finance, American Finance Association, volume 39, issue 3, pages 893-894, July.
  3. Klein, Roger W & Brown, Stephen J, 1984, "Model Selection When There Is "Minimal" Prior Information," Econometrica, Econometric Society, volume 52, issue 5, pages 1291-1312, September.
  4. Barry, Christopher B. & Brown, Stephen J., 1984, "Differential information and the small firm effect," Journal of Financial Economics, Elsevier, volume 13, issue 2, pages 283-294, June.
  5. John, Kose, 1984, "Market Resolution and Valuation in Incomplete Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 19, issue 1, pages 29-44, March.
  6. Urich, Thomas J & Wachtel, Paul, 1984, "The Effects of Inflation and Money Supply Announcements on Interest Rates," Journal of Finance, American Finance Association, volume 39, issue 4, pages 1177-1188, September.

1983

  1. Brown, Stephen J & Weinstein, Mark I, 1983, "A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm," Journal of Finance, American Finance Association, volume 38, issue 3, pages 711-743, June.
  2. Chen, Son-Nan & Brown, Stephen J, 1983, "Estimation Risk and Simple Rules for Optimal Portfolio Selection," Journal of Finance, American Finance Association, volume 38, issue 4, pages 1087-1093, September.
  3. John, Kose & Majthay, Antal, 1983, "Structural stability of market models," Mathematical Social Sciences, Elsevier, volume 5, issue 1, pages 89-95, August.
  4. John, Kose & Saunders, Anthony, 1983, "Asymmetry of Information, Regulatory Lags and Optimal Incentive Contracts: Theory and Evidence," Journal of Finance, American Finance Association, volume 38, issue 2, pages 391-404, May.
  5. John, Kose, 1983, "Collective fineness of stock prices and efficiency of financial markets," European Economic Review, Elsevier, volume 23, issue 2, pages 223-230.
  6. Figlewski, Stephen & Wachtel, Paul, 1983, "Rational Expectations, Informational Efficiency, and Tests Using Survey Data: A Reply [The Formation of Inflationary Expectations]," The Review of Economics and Statistics, MIT Press, volume 65, issue 3, pages 529-531, August.

1982

  1. John, Kose & Kalay, Avner, 1982, "Costly Contracting and Optimal Payout Constraints," Journal of Finance, American Finance Association, volume 37, issue 2, pages 457-470, May.
  2. Cukierman, Alex & Wachtel, Paul, 1982, "Inflationary Expectations: Reply and Further Thoughts on Inflation Uncertainty," American Economic Review, American Economic Association, volume 72, issue 3, pages 508-512, June.
  3. Cukierman, Alex & Wachtel, Paul, 1982, "Relative Price Variability and Nonuniform Inflationary Expectations," Journal of Political Economy, University of Chicago Press, volume 90, issue 1, pages 146-157, February, DOI: 10.1086/261043.

1981

  1. John, Kose, 1981, "Efficient Funds in a Financial Market with Options: A New Irrelevance Proposition," Journal of Finance, American Finance Association, volume 36, issue 3, pages 685-695, June.
  2. Fogler, H Russell & John, Kose & Tipton, James, 1981, "Three Factors, Interest Rate Differentials and Stock Groups," Journal of Finance, American Finance Association, volume 36, issue 2, pages 323-335, May.
  3. Urich, Thomas & Wachtel, Paul, 1981, "Market Response to the Weekly Money Supply Announcements in the 1970s," Journal of Finance, American Finance Association, volume 36, issue 5, pages 1063-1072, December.
  4. Figlewski, Stephen & Wachtel, Paul, 1981, "The Formation of Inflationary Expectations," The Review of Economics and Statistics, MIT Press, volume 63, issue 1, pages 1-10, February.

1980

  1. Brown, Stephen J. & Warner, Jerold B., 1980, "Measuring security price performance," Journal of Financial Economics, Elsevier, volume 8, issue 3, pages 205-258, September.
  2. Arditti, Fred D. & John, Kose, 1980, "Spanning the State Space with Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 15, issue 1, pages 1-9, March.
  3. Ronald Rizzuto & Paul Wachtel, 1980, "Census data from 1960 and 1970, augmented with schooling data (expenditures per pupil as well as other measures of school quality) from the various Biennial Surveys of Education, are utilized to analyze the impact of school quality on earnings and to," Journal of Human Resources, University of Wisconsin Press, volume 15, issue 2, pages 240-254.

1979

  1. Brown, S., 1979, "The Effect of Estimation Risk on Capital Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 14, issue 2, pages 215-220, June.
  2. Cukierman, Alex & Wachtel, Paul, 1979, "Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence," American Economic Review, American Economic Association, volume 69, issue 4, pages 595-609, September.

1978

  1. John, Kose, 1978, "Market Efficiency in an Arrow-Debreu Economy: A Closer Look," American Economic Review, American Economic Association, volume 68, issue 3, pages 419-422, June.
  2. Garbade, Kenneth & Wachtel, Paul, 1978, "Time variation in the relationship between inflation and interest rates," Journal of Monetary Economics, Elsevier, volume 4, issue 4, pages 755-765, November.

1977

  1. Brown, Stephen J, 1977, "Heteroscedasticity in the Market Model: A Comment," The Journal of Business, University of Chicago Press, volume 50, issue 1, pages 80-83, January, DOI: 10.1086/295910.

1976

  1. Wachtel, Paul, 1976, "The Effect of Earnings of School and College Investment Expenditures," The Review of Economics and Statistics, MIT Press, volume 58, issue 3, pages 326-331, August.
  2. Wachtel, Paul & Sametz, Arnold & Shuford, Harry, 1976, "Capital Shortages: Myth or Reality?," Journal of Finance, American Finance Association, volume 31, issue 2, pages 269-286, May.

1975

  1. Michael A. Moses, 1975, "Implementation of Analytical Planning Systems," Management Science, INFORMS, volume 21, issue 10, pages 1133-1143, June, DOI: 10.1287/mnsc.21.10.1133.

1974

  1. William F. Hamilton & Michael A. Moses, 1974, "A Computer-Based Corporate Planning System," Management Science, INFORMS, volume 21, issue 2, pages 148-159, October, DOI: 10.1287/mnsc.21.2.148.

1972

  1. Michael Moses, 1972, "Dispatching and Allocating Servers to Stochastically Failing Networks," Management Science, INFORMS, volume 18, issue 6, pages 289-300, February, DOI: 10.1287/mnsc.18.6.B289.
  2. Wachtel, Paul, 1972, "Interrelated Models of Household Behavior: A Summary and an Extension," Journal of Finance, American Finance Association, volume 27, issue 2, pages 503-506, May.
  3. F. Thomas Juster & Paul Wachtel, 1972, "Inflation and the Consumer," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 3, issue 1, pages 71-122.
  4. F. Thomas Juster & Paul Wachtel, 1972, "A Note on Inflation and the Saving Rate," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 3, issue 3, pages 765-778.
  5. Juster, F Thomas & Wachtel, Paul, 1972, "Anticipatory and Objective Models of Durable Goods Demand," American Economic Review, American Economic Association, volume 62, issue 4, pages 564-579, September.

Books

2019

  1. Rousseau,Peter L. & Wachtel,Paul (ed.), 2019, "Financial Systems and Economic Growth," Cambridge Books, Cambridge University Press, number 9781316506264.

2017

  1. Rousseau,Peter L. & Wachtel,Paul (ed.), 2017, "Financial Systems and Economic Growth," Cambridge Books, Cambridge University Press, number 9781107141094.

2008

  1. Sato,Ryuzo & Wachtel,Paul (ed.), 2008, "Trade Friction and Economic Policy," Cambridge Books, Cambridge University Press, number 9780521067058.

1999

  1. Ronald C. Lease, & Kose John, & Avner Kalay, & Uri Loewenstein, & Oded H. Sarig,, 1999, "Dividend Policy:: Its Impact on Firm Value," OUP Catalogue, Oxford University Press, number 9780875844978, ISBN: ARRAY(0x81733900).

1998

  1. John P. Bonin & Kálmán Mizsei & István P. Székely & Paul Wachtel, 1998, "Banking in Transition Economies," Books, Edward Elgar Publishing, number 1286, ISBN: ARRAY(0x94946728).

1986

  1. Brown,Stephen J. & Sibley,David Sumner, 1986, "The Theory of Public Utility Pricing," Cambridge Books, Cambridge University Press, number 9780521314008.

Chapters

2025

  1. Peyman Shahidi & Gili Rusak & Benjamin S. Manning & Andrey Fradkin & John J. Horton, 2025, "The Coasean Singularity? Demand, Supply, and Market Design with AI Agents," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Transformative AI".

2021

  1. Derrick Choe & Alexander Oettl & Rob Seamans, 2021, "What’s Driving Entrepreneurship and Innovation in the Transportation Sector?," NBER Chapters, National Bureau of Economic Research, Inc, "The Role of Innovation and Entrepreneurship in Economic Growth".
  2. Paul Wachtel, 2021, "Are the Transition Economies Still in Transition?," Springer Books, Springer, chapter 16, in: Elodie Douarin & Oleh Havrylyshyn, "The Palgrave Handbook of Comparative Economics", DOI: 10.1007/978-3-030-50888-3_16.

2018

  1. Manav Raj & Robert Seamans, 2018, "Artificial Intelligence, Labor, Productivity, and the Need for Firm-Level Data," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Artificial Intelligence: An Agenda".
  2. Jason Furman & Robert Seamans, 2018, "AI and the Economy," NBER Chapters, National Bureau of Economic Research, Inc, "Innovation Policy and the Economy, Volume 19".

2017

  1. John Horton & William R. Kerr & Christopher Stanton, 2017, "Digital Labor Markets and Global Talent Flows," NBER Chapters, National Bureau of Economic Research, Inc, "High-Skilled Migration to the United States and Its Economic Consequences".

2015

  1. Ajay Agrawal & John Horton & Nicola Lacetera & Elizabeth Lyons, 2015, "Digitization and the Contract Labor Market: A Research Agenda," NBER Chapters, National Bureau of Economic Research, Inc, "Economic Analysis of the Digital Economy".

2013

  1. Stephen J. Brown, 2013, "Current and Future Challenges Faced by Asset Managers," Palgrave Macmillan Books, Palgrave Macmillan, chapter 31, in: Michael Pinedo & Ingo Walter, "Global Asset Management", DOI: 10.1057/9781137328878_31.

2011

  1. Paul A Wachtel, 2011, "Central Banking for the 21st Century: An American Perspective," Chapters, Edward Elgar Publishing, chapter 10, in: Ewald Nowotny & Peter Mooslechner & Doris Ritzberger-Grünwald, "Post-Crisis Growth and Integration in Europe".

2010

  1. Sendhil Mullainathan & Philipp Schnabl, 2010, "Does Less Market Entry Regulation Generate More Entrepreneurs? Evidence from a Regulatory Reform in Peru," NBER Chapters, National Bureau of Economic Research, Inc, "International Differences in Entrepreneurship".
  2. Johannes Stroebel, 2010, "A Summary of the Commentary," Book Chapters, Hoover Institution, Stanford University, chapter 13, in: Kenneth E. Scott & George P. Shultz & John B. Taylor, "Ending Government Bailouts As We Know Them".

2009

  1. Clifford M. Hurvich & Philippe Soulier, 2009, "Stochastic Volatility Models with Long Memory," Springer Books, Springer, chapter 14, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_14.
  2. Willa W. Chen & Clifford M. Hurvich, 2009, "Fractional Cointegration," Springer Books, Springer, chapter 31, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_31.

2006

  1. Ginsburgh, Victor & Mei, Jianping & Moses, Michael, 2006, "The Computation of Prices Indices," Handbook of the Economics of Art and Culture, Elsevier, chapter 27, in: V.A. Ginsburgh & D. Throsby, "Handbook of the Economics of Art and Culture".

2005

  1. Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005, "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
  2. John P. Bonin & Paul Wachtel, 2005, "Dealing with Financial Fragility in Transition Economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Douglas D Evanoff & George G Kaufman, "Systemic Financial Crises Resolving Large Bank Insolvencies".

1994

  1. Emanuel Parzen & H. Akaike & Genshiro Kitagawa & M. B. Priestley & M. Ishiguro & Howell Tong & R. J. Bhansali & Clifford M. Hurvich & Chih-Ling Tsai & Wolfgang Polasek & T. Atilgan & Dominique Haughto, 1994, "Summary," Springer Books, Springer, in: H. Bozdogan & S. L. Sclove & A. K. Gupta & D. Haughton & G. Kitagawa & T. Ozaki & K. Tanabe, "Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach", DOI: 10.1007/978-94-011-0866-9_1.
  2. Clifford M. Hurvich & Chih-Ling Tsai, 1994, "Autoregressive Model Selection in Small Samples Using a Bias-Corrected Version of AIC," Springer Books, Springer, chapter 8, in: H. Bozdogan & S. L. Sclove & A. K. Gupta & D. Haughton & G. Kitagawa & T. Ozaki & K. Tanabe, "Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach", DOI: 10.1007/978-94-011-0866-9_9.

1977

  1. Paul Wachtel, 1977, "Inflation, Uncertainty, and Saving Behavior," NBER Chapters, National Bureau of Economic Research, Inc, "Explorations in Economic Research, Volume 4, number 4".
  2. Paul Wachtel, 1977, "Survey Measures of Expected Inflation and Their Potential Usefulness," NBER Chapters, National Bureau of Economic Research, Inc, "Analysis of Inflation: 1965–1974".

1975

  1. Paul Wachtel, 1975, "The Returns to Investment in Higher Education: Another View," NBER Chapters, National Bureau of Economic Research, Inc, "Education, Income, and Human Behavior".
  2. Paul Wachtel, 1975, "The Effect of School Quality on Achievement, Attainment Levels, and Lifetime Earnings," NBER Chapters, National Bureau of Economic Research, Inc, "Explorations in Economic Research, Volume 2, number 4".

1974

  1. F. Thomas Juster & Paul Wachtel, 1974, "Anticipatory and Objective Models of Durable Goods Demand," NBER Chapters, National Bureau of Economic Research, Inc, "Explorations in Economic Research, Volume 1, number 2".

1972

  1. Paul Wachtel, 1972, "A Model of Interrelated Demand for Assets by Households," NBER Chapters, National Bureau of Economic Research, Inc, "Annals of Economic and Social Measurement, Volume 1, number 2".

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