| 2021 |
|
w28869 |
Rohan Kekre
Moritz Lenel
|
Monetary Policy, Redistribution, and Risk Premia |
|
w28854 |
Long Chen
Yadong Huang
Shumiao Ouyang
Wei Xiong
|
The Data Privacy Paradox and Digital Demand |
|
w28843 |
Andreas Fuster
Aurel Hizmo
Lauren Lambie-Hanson
James Vickery
Paul S. Willen
|
How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic |
|
w28827 |
Julian di Giovanni
Galina Hale
|
Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy |
|
w28824 |
Nicolae B. Gârleanu
Stavros Panageas
Geoffery X. Zheng
|
A Long and a Short Leg Make For a Wobbly Equilibrium |
|
w28806 |
Lars E.O. Svensson
|
Household Debt Overhang Did Hardly Cause a Larger Spending Fall during the Financial Crisis in the UK |
|
w28800 |
Sean Cao
Wei Jiang
Junbo L. Wang
Baozhong Yang
|
From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses |
|
w28796 |
Stephen L. Ross
Tingyu Zhou
|
Loss Aversion in Housing Sales Prices: Evidence from Focal Point Bias |
|
w28788 |
Laurent E. Calvet
John Y. Campbell
Francisco Gomes
Paolo Sodini
|
The Cross-Section of Household Preferences |
|
w28781 |
Stephen L. Ross
Yuan Wang
|
High Cost Lenders and the Geographic Concentration of Foreclosures |
|
w28777 |
Wenxin Du
Jesse Schreger
|
CIP Deviations, the Dollar, and Frictions in International Capital Markets |
|
w28776 |
Lars E.O. Svensson
|
Household Debt Overhang Did Hardly Cause a Larger Spending Fall during the Financial Crisis in Australia |
|
w28764 |
Ana Babus
Kinda Cheryl Hachem
|
Regulation and Security Design in Concentrated Markets |
|
w28749 |
Francesco Bianchi
Howard Kung
Roberto Gomez Cram
|
Using Social Media to Identify the Effects of Congressional Partisanship on Asset Prices |
|
w28732 |
Jose Pizarro
Eduardo S. Schwartz
|
Optimal Harvest with Multiple Fishing Zones, Endogenous Price and Global Uncertainty |
|
w28730 |
Kazi Iqbal
Asadul Islam
John A. List
Vy Nguyen
|
Myopic Loss Aversion and Investment Decisions: from the Laboratory to the Field |
|
w28729 |
Ana Babus
Cecilia Parlatore
|
Strategic Fragmented Markets |
|
w28697 |
Gikas Hardouvelis
Georgios Karalas
Dimitri Vayanos
|
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns |
|
w28692 |
Valentin Haddad
Tyler Muir
|
Do Intermediaries Matter for Aggregate Asset Prices? |
|
w28691 |
Brian Boyer
Taylor D. Nadauld
Keith P. Vorkink
Michael S. Weisbach
|
Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions |
|
w28687 |
Scott R. Baker
Nicholas Bloom
Steven J. Davis
Marco C. Sammon
|
What Triggers Stock Market Jumps? |
|
w28675 |
Arpit Gupta
Vrinda Mittal
Jonas Peeters
Stijn Van Nieuwerburgh
|
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate |
|
w28658 |
Alyssa G. Anderson
Wenxin Du
Bernd Schlusche
|
Arbitrage Capital of Global Banks |
|
w28654 |
Makoto Nirei
José A. Scheinkman
|
Repricing Avalanches |
|
w28628 |
Chi Heem Wong
Dexin Li
Nina Wang
Jonathan Gruber
Rena M. Conti
Andrew W. Lo
|
Estimating the Financial Impact of Gene Therapy in the U.S. |
|
w28624 |
Itzhak Ben-David
Jiacui Li
Andrea Rossi
Yang Song
|
Discontinued Positive Feedback Trading and the Decline of Momentum Profitability |
|
w28615 |
Itay Goldstein
Chester S. Spatt
Mao Ye
|
Big Data in Finance |
|
w28613 |
Daniel L. Greenwald
Matteo Leombroni
Hanno Lustig
Stijn Van Nieuwerburgh
|
Financial and Total Wealth Inequality with Declining Interest Rates |
|
w28599 |
Peter M. DeMarzo
Zhiguo He
Fabrice Tourre
|
Sovereign Debt Ratchets and Welfare Destruction |
|
w28595 |
Harrison Hong
Neng Wang
Jinqiang Yang
|
Welfare Consequences of Sustainable Finance |
|
w28592 |
Yuriy Gorodnichenko
Tho Pham
Oleksandr Talavera
|
The Voice of Monetary Policy |
|
w28580 |
William N. Goetzmann
Christophe Spaenjers
Stijn Van Nieuwerburgh
|
Real and Private-Value Assets |
|
w28570 |
Torben G. Andersen
Rasmus T. Varneskov
|
Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions |
|
w28569 |
Torben G. Andersen
Rasmus T. Varneskov
|
Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions |
|
w28568 |
Torben G. Andersen
Rasmus T. Varneskov
|
Consistent Inference for Predictive Regressions in Persistent Economic Systems |
|
w28473 |
Thomas J. Sargent
Neng Wang
Jinqiang Yang
|
Stochastic Earnings Growth and Equilibrium Wealth Distributions |
|
w28559 |
Viral V. Acharya
Robert F. Engle III
Sascha Steffen
|
Why Did Bank Stocks Crash During COVID-19? |
|
w28528 |
Jacky Lin
Genevieve C. Selden
John B. Shoven
Clemens Sialm
|
Replicating the Dow Jones Industrial Average |
|
w28515 |
Sida Li
Mao Ye
Miles Zheng
|
Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types |
|
w28513 |
John H. Cochrane
|
Portfolios for Long-Term Investors |
|
w28510 |
Patrick Bolton
Marcin Kacperczyk
|
Global Pricing of Carbon-Transition Risk |
|
w28501 |
Juliane Begenau
Tim Landvoigt
|
Financial Regulation in a Quantitative Model of the Modern Banking System |
|
w28479 |
Paolina C. Medina
Vrinda Mittal
Michaela Pagel
|
The Effect of Stock Ownership on Individual Spending and Loyalty |
|
w28461 |
Morris A. Davis
Andra C. Ghent
Jesse M. Gregory
|
The Work-from-Home Technology Boon and its Consequences |
|
w28459 |
Harold L. Cole
Daniel Neuhann
Guillermo Ordoñez
|
Asymmetric Information and Sovereign Debt: Theory Meets Mexican Data |
|
w28444 |
Jennifer N. Carpenter
Fangzhou Lu
Robert F. Whitelaw
|
The Price and Quantity of Interest Rate Risk |
|
w28432 |
Theis Ingerslev Jensen
Bryan T. Kelly
Lasse Heje Pedersen
|
Is There A Replication Crisis In Finance? |
|
w28426 |
Alp Simsek
|
The Macroeconomics of Financial Speculation |
|
w28418 |
Pierre-Olivier Gourinchas
Ṣebnem Kalemli-Özcan
Veronika Penciakova
Nick Sander
|
COVID-19 and SMEs: A 2021 "Time Bomb"? |
|
w28408 |
Pooya Molavi
Alireza Tahbaz-Salehi
Andrea Vedolin
|
Model Complexity, Expectations, and Asset Prices |
|
w28369 |
Itzhak Ben-David
Francesco Franzoni
Byungwook Kim
Rabih Moussawi
|
Competition for Attention in the ETF Space |
|
w28367 |
Aifan Ling
Jianjun Miao
Neng Wang
|
Robust Financial Contracting and Investment |
|
w28356 |
Marco Del Angel
Caroline Fohlin
Marc D. Weidenmier
|
Do Global Pandemics Matter for Stock Prices? Lessons from the 1918 Spanish Flu |
|
w28348 |
Kerry Back
Bruce I. Carlin
Seyed Mohammad Kazempour
|
The Asset Pricing Implications of Plausible Deniability |
|
w28320 |
Steven J. Davis
Dingqian Liu
Xuguang Simon Sheng
|
Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus |
| 2020 |
|
w28306 |
Jonathan H. Wright
|
Event-day Options |
|
w28302 |
Jeremy Fouliard
Michael Howell
Hélène Rey
|
Answering the Queen: Machine Learning and Financial Crises |
|
w28298 |
Patrick Bolton
Ye Li
Neng Wang
Jinqiang Yang
|
Dynamic Banking and the Value of Deposits |
|
w28285 |
Prasanna Tambe
Lorin Hitt
Daniel Rock
Erik Brynjolfsson
|
Digital Capital and Superstar Firms |
|
w28284 |
Jess Benhabib
Xuewen Liu
Pengfei Wang
|
Self-Fulfilling Risk Panics: An Expected Utility Framework |
|
w28276 |
Annette Vissing-Jorgensen
|
Informal Central Bank Communication |
|
w28265 |
Ashley Langer
Derek Lemoine
|
What Were the Odds? Estimating the Market's Probability of Uncertain Events |
|
w28261 |
Roger Farmer
Jean-Philippe Bouchaud
|
Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality |
|
w28260 |
Mikhail Chernov
Magnus Dahlquist
Lars A. Lochstoer
|
Pricing Currency Risks |
|
w28253 |
Hao Jiang
Dimitri Vayanos
Lu Zheng
|
Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing |
|
w28252 |
Greg Buchak
Gregor Matvos
Tomasz Piskorski
Amit Seru
|
Why is Intermediating Houses so Difficult? Evidence from iBuyers |
|
w28238 |
Wayne E. Ferson
Junbo L. Wang
|
A Panel Regression Approach to Holdings-based Fund Performance Measures |
|
w28234 |
Michael Bailey
Drew M. Johnston
Martin Koenen
Theresa Kuchler
Dominic Russel
Johannes Stroebel
|
Social Networks Shape Beliefs and Behavior: Evidence from Social Distancing During the COVID-19 Pandemic |
|
w28226 |
Stefano Giglio
Bryan T. Kelly
Johannes Stroebel
|
Climate Finance |
|
w28210 |
Akshaya Jha
Stephen A. Karolyi
Nicholas Z. Muller
|
Polluting Public Funds: The Effect of Environmental Regulation on Municipal Bonds. |
|
w28204 |
Xavier Gabaix
Ralph S. J. Koijen
|
Granular Instrumental Variables |
|
w28198 |
G. William Schwert
|
The Remarkable Growth in Financial Economics, 1974-2020 |
|
w28196 |
Chris Florakis
Christodoulos Louca
Roni Michaely
Michael Weber
|
Cybersecurity Risk |
|
w28186 |
Bernard Dumas
Marcel Savioz
|
A Theory of the Nominal Character of Stock Securities |
|
w28185 |
Bernard Dumas
Tymur Gabuniya
Richard C. Marston
|
Firms' Exposures to Geographic Risks |
|
w28184 |
Anna Cieslak
Hao Pang
|
Common Shocks in Stocks and Bonds |
|
w28175 |
Sylvain Catherine
Constantine Yannelis
|
The Distributional Effects of Student Loan Forgiveness |
|
w28156 |
Jie Cao
Sheridan Titman
Xintong Zhan
Weiming Zhang
|
ESG Preference, Institutional Trading, and Stock Return Patterns |
|
w28140 |
Yacine Aït-Sahalia
Jean Jacod
Dacheng Xiu
|
Inference on Risk Premia in Continuous-Time Asset Pricing Models |
|
w28134 |
Matthias Fleckenstein
Francis A. Longstaff
|
Private Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market |
|
w28127 |
Viral V. Acharya
Timothy Johnson
Suresh Sundaresan
Steven Zheng
|
The Value of a Cure: An Asset Pricing Perspective |
|
w28119 |
Sebastian Infante
Guillermo Ordoñez
|
The Collateral Link between Volatility and Risk Sharing |
|
w28118 |
Zhiguo He
Jing Huang
Jidong Zhou
|
Open Banking: Credit Market Competition When Borrowers Own the Data |
|
w28103 |
Itzhak Ben-David
Jiacui Li
Andrea Rossi
Yang Song
|
Advice-Driven Demand and Systematic Price Fluctuations |
|
w28102 |
Lars A. Lochstoer
Tyler Muir
|
Volatility Expectations and Returns |
|
w28097 |
Michael D. Bordo
John V. Duca
|
How New Fed Corporate Bond Programs Dampened the Financial Accelerator in the Covid-19 Recession |
|
w28092 |
Kaiji Chen
Qing Wang
Tong Xu
Tao Zha
|
Aggregate and Distributional Impacts of LTV Policy: Evidence from China's Micro Data |
|
w28088 |
Yueran Ma
José A. Scheinkman
|
Going-Concern Debt of Financial Intermediaries |
|
w28071 |
Lauren Cohen
Umit Gurun
Danielle Li
|
Internal Deadlines, Drug Approvals, and Safety Problems |
|
w28063 |
Claire Yurong Hong
Xiaomeng Lu
Jun Pan
|
FinTech Adoption and Household Risk-Taking |
|
w28056 |
Andrea L. Eisfeldt
Edward Kim
Dimitris Papanikolaou
|
Intangible Value |
|
w28054 |
Mao Ye
Miles Zheng
Xiongshi Li
|
Price Ceiling, Market Structure, and Payout Policies |
|
w28038 |
Justin Birru
Sinan Gokkaya
Xi Liu
René M. Stulz
|
Who Benefits from Analyst "Top Picks"? |
|
w28029 |
Matthias Fleckenstein
Francis A. Longstaff
|
The Market Risk Premium for Unsecured Consumer Credit Risk |
|
w28028 |
Jonathan A. Parker
Antoinette Schoar
Yang Sun
|
Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds |
|
w28020 |
Anil K Kashyap
Natalia Kovrijnykh
Jian Li
Anna Pavlova
|
Is There Too Much Benchmarking in Asset Management? |
|
w28016 |
Nathan Foley-Fisher
Gary B. Gorton
Stéphane Verani
|
Adverse Selection Dynamics in Privately-Produced Safe Debt Markets |
|
w28010 |
Michael Boutros
Itzhak Ben-David
John R. Graham
Campbell R. Harvey
John W. Payne
|
The Persistence of Miscalibration |
|
w28002 |
Robert J. Barro
|
r Minus g |
|
w28001 |
Hang Bai
Lu Zhang
|
Searching for the Equity Premium |
|
w27990 |
Lauren Cohen
Umit G. Gurun
Quoc H. Nguyen
|
The ESG-Innovation Disconnect: Evidence from Green Patenting |
|
w27985 |
Germán Gutiérrez
Thomas Philippon
|
Some Facts about Dominant Firms |
|
w27979 |
Alexander W. Butler
Bruce I. Carlin
Alan D. Crane
Boyang Liu
James P. Weston
|
The Value of Social Status |
|
w27976 |
Itzhak Ben-David
Utpal Bhattacharya
Stacey E. Jacobsen
|
Do Acquirer Announcement Returns Reflect Value Creation? |
|
w27973 |
Theresa Kuchler
Johannes Stroebel
|
Social Finance |
|
w27971 |
John B. Shoven
Daniel B. Walton
|
An Analysis of the Performance of Target Date Funds |
|
w27969 |
Svetlana Bender
James J. Choi
Danielle Dyson
Adriana Z. Robertson
|
Millionaires Speak: What Drives Their Personal Investment Decisions? |
|
w27961 |
Scott R. Baker
Aniket Baksy
Nicholas Bloom
Steven J. Davis
Jonathan A. Rodden
|
Elections, Political Polarization, and Economic Uncertainty |
|
w27959 |
Itamar Drechsler
Alan Moreira
Alexi Savov
|
Liquidity and Volatility |
|
w27953 |
Benjamin M. Hébert
|
Externalities as Arbitrage |
|
w27950 |
Sean Cao
Wei Jiang
Baozhong Yang
Alan L. Zhang
|
How to Talk When a Machine is Listening: Corporate Disclosure in the Age of AI |
|
w27942 |
Frederik P. Schlingemann
René M. Stulz
|
Have Exchange-Listed Firms Become Less Important for the Economy? |
|
w27927 |
Anusha Chari
Karlye Dilts Stedman
Christian Lundblad
|
Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk |
|
w27892 |
Sofonias Korsaye
Fabio Trojani
Andrea Vedolin
|
The Global Factor Structure of Exchange Rates |
|
w27883 |
Vincent Glode
Christian Opp
|
Renegotiation in Debt Chains |
|
w27867 |
Steven J. Davis
Stephen Hansen
Cristhian Seminario-Amez
|
Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19 |
|
w27866 |
Ivo Welch
|
The Wisdom of the Robinhood Crowd |
|
w27864 |
Ian Dew-Becker
Stefano Giglio
|
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data |
|
w27861 |
Erica X.N. Li
Tao Zha
Ji Zhang
Hao Zhou
|
Does Fiscal Policy Matter for Stock-Bond Return Correlation? |
|
w27860 |
Victor Stango
Jonathan Zinman
|
Behavioral Biases are Temporally Stable |
|
w27859 |
Ravi Jagannathan
Yang Zhang
|
A Return Based Measure of Firm Quality |
|
w27858 |
Milton Harris
Christian Opp
Marcus Opp
|
The Aggregate Demand for Bank Capital |
|
w27856 |
Carolin Pflueger
Gianluca Rinaldi
|
Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion |
|
w27849 |
Brian Fabo
Martina Jančoková
Elisabeth Kempf
Ľuboš Pástor
|
Fifty Shades of QE: Comparing Findings of Central Bankers and Academics |
|
w27847 |
Tarek Alexander Hassan
Tony Zhang
|
The Economics of Currency Risk |
|
w27844 |
Kimberly A. Berg
Nelson C. Mark
|
Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model |
|
w27843 |
Jules H. van Binsbergen
Xiao Han
Alejandro Lopez-Lira
|
Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases |
|
w27833 |
Georgij Alekseev
Safaa Amer
Manasa Gopal
Theresa Kuchler
JW Schneider
Johannes Stroebel
Nils C. Wernerfelt
|
The Effects of COVID-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees |
|
w27829 |
Harrison Hong
Jeffrey D. Kubik
Neng Wang
Xiao Xu
Jinqiang Yang
|
Pandemics, Vaccines and an Earnings Damage Function |
|
w27826 |
Eduardo Dávila
|
Optimal Financial Transaction Taxes |
|
w27819 |
Refet S. Gürkaynak
A. Hakan Kara
Burçin Kısacıkoğlu
Sang Seok Lee
|
Monetary Policy Surprises and Exchange Rate Behavior |
|
w27810 |
Lin William Cong
Ye Li
Neng Wang
|
Token-Based Platform Finance |
|
w27809 |
Simon Gilchrist
Bin Wei
Vivian Z. Yue
Egon Zakrajšek
|
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF |
|
w27786 |
Zhengyang Jiang
Hanno Lustig
Stijn Van Nieuwerburgh
Mindy Z. Xiaolan
|
Manufacturing Risk-free Government Debt |
|
w27784 |
Josue Cox
Daniel L. Greenwald
Sydney C. Ludvigson
|
What Explains the COVID-19 Stock Market? |
|
w27745 |
Erol Akcay
David Hirshleifer
|
Social Finance: Cultural Evolution, Transmission Bias and Market Dynamics |
|
w27742 |
Andrew B. Abel
Stavros Panageas
|
Social Distancing, Vaccination and the Paradoxical Optimality of an Endemic Equilibrium |
|
w27740 |
Scott R. Baker
Stephanie G. Johnson
Lorenz Kueng
|
Financial Returns to Household Inventory Management |
|
w27739 |
Julien Acalin
Alessandro Rebucci
|
Global Business and Financial Cycles: A Tale of Two Capital Account Regimes |
|
w27712 |
Ricardo J. Caballero
Alp Simsek
|
Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect |
|
w27707 |
Scott R. Baker
Brian Baugh
Marco C. Sammon
|
Measuring Customer Churn and Interconnectedness |
|
w27697 |
Kenneth S. Rogoff
Yuanchen Yang
|
Peak China Housing |
|
w27690 |
Shumiao Ouyang
Jiaheng Yu
Ravi Jagannathan
|
Life Cycle Cash Flows of Ventures |
|
w27682 |
Zhengyang Jiang
Arvind Krishnamurthy
Hanno Lustig
|
Dollar Safety and the Global Financial Cycle |
|
w27676 |
John Y. Campbell
Nuno Clara
João F. Cocco
|
Structuring Mortgages for Macroeconomic Stability |
|
w27665 |
Zhiguo He
Maggie Rong Hu
Zhenping Wang
Vincent Yao
|
Valuation of Long-Term Property Rights under Political Uncertainty |
|
w27655 |
Söhnke M. Bartram
Mark Grinblatt
Yoshio Nozawa
|
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns |
|
w27653 |
Zhuang Liu
Michael Sockin
Wei Xiong
|
Data Privacy and Temptation |
|
w27648 |
Irem Demirci
Miguel A. Ferreira
Pedro Matos
Clemens Sialm
|
How Global is Your Mutual Fund? International Diversification from Multinationals |
|
w27638 |
Richard Sias
Laura Starks
Harry J. Turtle
|
Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation |
|
w27623 |
Alexander W. Bartik
Zoe B. Cullen
Edward L. Glaeser
Michael Luca
Christopher T. Stanton
Adi Sunderam
|
The Targeting and Impact of Paycheck Protection Program Loans to Small Businesses |
|
w27615 |
Robin Greenwood
Samuel G. Hanson
Jeremy C. Stein
Adi Sunderam
|
A Quantity-Driven Theory of Term Premia and Exchange Rates |
|
w27610 |
Michael J. Fishman
Jonathan A. Parker
Ludwig Straub
|
A Dynamic Theory of Lending Standards |
|
w27573 |
Mathias Kronlund
Veronika K. Pool
Clemens Sialm
Irina Stefanescu
|
Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations |
|
w27559 |
Antonio Falato
Itay Goldstein
Ali Hortaçsu
|
Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets |
|
w27551 |
Lubos Pastor
M. Blair Vorsatz
|
Mutual Fund Performance and Flows During the COVID-19 Crisis |
|
w27527 |
Daniel L. Tortorice
David E. Bloom
Paige Kirby
John Regan
|
A Theory of Social Impact Bonds |
|
w27510 |
Andrew N. Greenland
Mihai Ion
John W. Lopresti
Peter K. Schott
|
Using Equity Market Reactions to Infer Exposure to Trade Liberalization |
|
w27500 |
Mikhail Chernov
Drew D. Creal
Peter Hördahl
|
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds |
|
w27499 |
Manuel Adelino
William B. McCartney
Antoinette Schoar
|
The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market |
|
w27491 |
Ricardo Correa
Wenxin Du
Gordon Y. Liao
|
U.S. Banks and Global Liquidity |
|
w27487 |
Antoinette Schoar
Kelvin Yeung
Luo Zuo
|
The Effect of Managers on Systematic Risk |
|
w27482 |
Francis X. Diebold
|
Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession |
|
w27470 |
Alexander F. Wagner
Richard J. Zeckhauser
Alexandre Ziegler
|
The Tax Cuts and Jobs Act: Which Firms Won? Which Lost? |
|
w27454 |
Itzhak Ben-David
Justin Birru
Andrea Rossi
|
The Performance of Hedge Fund Performance Fees |
|
w27439 |
Julian Kozlowski
Laura Veldkamp
Venky Venkateswaran
|
Scarring Body and Mind: The Long-Term Belief-Scarring Effects of COVID-19 |
|
w27438 |
David Blanchett
Michael S. Finke
Jonathan Reuter
|
Portfolio Delegation and 401(k) Plan Participant Responses to COVID-19 |
|
w27431 |
Raj Chetty
John N. Friedman
Nathaniel Hendren
Michael Stepner
The Opportunity Insights Team
|
The Economic Impacts of COVID-19: Evidence from a New Public Database Built Using Private Sector Data |
|
w27418 |
David Altig
Scott R. Baker
Jose Maria Barrero
Nicholas Bloom
Philip Bunn
Scarlet Chen
Steven J. Davis
Julia Leather
Brent H. Meyer
Emil Mihaylov
Paul Mizen
Nicholas B. Parker
Thomas Renault
Pawel Smietanka
Greg Thwaites
|
Economic Uncertainty Before and During the COVID-19 Pandemic |
|
w27416 |
Zhiguo He
Stefan Nagel
Zhaogang Song
|
Treasury Inconvenience Yields during the COVID-19 Crisis |
|
w27412 |
Nicolas L. Bottan
Ricardo Perez-Truglia
|
Betting on the House: Subjective Expectations and Market Choices |
|
w27410 |
Jacob Boudoukh
Ronen Israel
Matthew P. Richardson
|
Biases in Long-Horizon Predictive Regressions |
|
w27406 |
Francesco Bianchi
Sydney C. Ludvigson
Sai Ma
|
Belief Distortions and Macroeconomic Fluctuations |
|
w27402 |
Ralph S. J. Koijen
Robert J. Richmond
Motohiro Yogo
|
Which Investors Matter for Equity Valuations and Expected Returns? |
|
w27399 |
Francesco D’Acunto
Daniel Hoang
Michael Weber
|
Managing Households' Expectations with Unconventional Policies |
|
w27396 |
Robin Greenwood
Samuel G. Hanson
Andrei Shleifer
Jakob Ahm Sørensen
|
Predictable Financial Crises |
|
w27388 |
Bryan T. Kelly
Semyon Malamud
Lasse H. Pedersen
|
Principal Portfolios |
|
w27387 |
Niels J. Gormsen
Ralph S. J. Koijen
|
Coronavirus: Impact on Stock Prices and Growth Expectations |
|
w27380 |
Samuel M. Hartzmark
David H. Solomon
|
Reconsidering Returns |
|
w27367 |
Jules H. van Binsbergen
|
Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility |
|
w27361 |
Vincent Glode
Christian C. Opp
Ruslan Sverchkov
|
To Pool or Not to Pool? Security Design in OTC Markets |
|
w27355 |
Mahyar Kargar
Benjamin Lester
David Lindsay
Shuo Liu
Pierre-Olivier Weill
Diego Zúñiga
|
Corporate Bond Liquidity During the COVID-19 Crisis |
|
w27354 |
Pierre-Olivier Weill
|
The search theory of OTC markets |
|
w27342 |
Ralph S. J. Koijen
Motohiro Yogo
|
Exchange Rates and Asset Prices in a Global Demand System |
|
w27339 |
Jonathan S. Hartley
Alessandro Rebucci
Daniel Jiménez
|
An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies |
|
w27330 |
Dimitris Papanikolaou
Lawrence D.W. Schmidt
|
Working Remotely and the Supply-side Impact of Covid-19 |
|
w27327 |
David Danz
Lise Vesterlund
Alistair J. Wilson
|
Belief Elicitation: Limiting Truth Telling with Information on Incentives |
|
w27313 |
Ricardo J. Caballero
Alp Simsek
|
Monetary Policy with Opinionated Markets |
|
w27308 |
George-Marios Angeletos
Zhen Huo
Karthik A. Sastry
|
Imperfect Macroeconomic Expectations: Evidence and Theory |
|
w27305 |
Xin Liu
Shang-Jin Wei
Yifan Zhou
|
A Liberalization Spillover: From Equities to Loans |
|
w27299 |
Theresa Kuchler
Yan Li
Lin Peng
Johannes Stroebel
Dexin Zhou
|
Social Proximity to Capital: Implications for Investors and Firms |
|
w27292 |
Viral V. Acharya
Katharina Bergant
Matteo Crosignani
Tim Eisert
Fergal J. McCann
|
The Anatomy of the Transmission of Macroprudential Policies |
|
w27289 |
Michael Barnett
Greg Buchak
Constantine Yannelis
|
Epidemic Responses Under Uncertainty |
|
w27283 |
Pedro Bordalo
Nicola Gennaioli
Rafael La Porta
Andrei Shleifer
|
Expectations of Fundamentals and Stock Market Puzzles |
|
w27272 |
Stefano Giglio
Matteo Maggiori
Johannes Stroebel
Stephen Utkus
|
Inside the Mind of a Stock Market Crash |
|
w27266 |
Yan Liu
Jing Cynthia Wu
|
Reconstructing the Yield Curve |
|
w27257 |
Xiaohong Chen
Lars P. Hansen
Peter G. Hansen
|
Robust Identification of Investor Beliefs |
|
w27231 |
Patrick Augustin
Mikhail Chernov
Lukas Schmid
Dongho Song
|
The term structure of CIP violations |
|
w27227 |
Alexander M. Chinco
Samuel M. Hartzmark
Abigail B. Sussman
|
Necessary Evidence For A Risk Factor's Relevance |
|
w27222 |
Lin William Cong
Ye Li
Neng Wang
|
Tokenomics: Dynamic Adoption and Valuation |
|
w27218 |
Harrison Hong
Neng Wang
Jinqiang Yang
|
Implications of Stochastic Transmission Rates for Managing Pandemic Risks |
|
w27213 |
Gonzalo Asis
Anusha Chari
Adam Haas
|
In Search of Distress Risk in Emerging Markets |
|
w27212 |
Jonathan T. Vu
Benjamin K. Kaplan
Shomesh Chaudhuri
Monique K. Mansoura
Andrew W. Lo
|
Financing Vaccines for Global Health Security |
|
w27207 |
Vadim Elenev
Tim Landvoigt
Stijn Van Nieuwerburgh
|
Can the Covid Bailouts Save the Economy? |
|
w27179 |
Guillermo Ordoñez
Facundo Piguillem
|
Savings and Saving Rates: Up or Down? |
|
w27176 |
Andrew W. Lo
Kien Wei Siah
Chi Heem Wong
|
Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs |
|
w27175 |
Shomesh Chaudhuri
Andrew W. Lo
Danying Xiao
Qingyang Xu
|
Bayesian Adaptive Clinical Trials for Anti-Infective Therapeutics during Epidemic Outbreaks |
|
w27171 |
Markus K. Brunnermeier
Michael Sockin
Wei Xiong
|
China's Model of Managing the Financial System |
|
w27168 |
Valentin Haddad
Alan Moreira
Tyler Muir
|
When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed's Response |
|
w27160 |
Augustin Landier
David Thesmar
|
Earnings Expectations in the COVID Crisis |
|
w27158 |
Viral V. Acharya
Matteo Crosignani
Tim Eisert
Christian Eufinger
|
Zombie Credit and (Dis-)Inflation: Evidence from Europe |
|
w27155 |
Nicholas C. Barberis
Lawrence J. Jin
Baolian Wang
|
Prospect Theory and Stock Market Anomalies |
|
w27141 |
Olivier Coibion
Yuriy Gorodnichenko
Michael Weber
|
The Cost of the Covid-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending |
|
w27136 |
Richard K. Lyons
Ganesh Viswanath-Natraj
|
What Keeps Stablecoins Stable? |
|
w27116 |
Markus K. Brunnermeier
Sebastian A. Merkel
Yuliy Sannikov
|
The Fiscal Theory of Price Level with a Bubble |
|
w27113 |
Kyriakos T. Chousakos
Gary B. Gorton
Guillermo Ordoñez
|
The Macroprudential Role of Stock Markets |
|
w27108 |
Geert Bekaert
Eric Engstrom
Andrey Ermolov
|
The Variance Risk Premium in Equilibrium Models |
|
w27097 |
Scott R. Baker
R. A. Farrokhnia
Steffen Meyer
Michaela Pagel
Constantine Yannelis
|
Income, Liquidity, and the Consumption Response to the 2020 Economic Stimulus Payments |
|
w27092 |
Sergey Chernenko
Adi Sunderam
|
Measuring the Perceived Liquidity of the Corporate Bond Market |
|
w27088 |
Arvind Krishnamurthy
Wenhao Li
|
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
|
w27066 |
Harrison Hong
Neng Wang
Jinqiang Yang
|
Mitigating Disaster Risks in the Age of Climate Change |
|
w27065 |
Jonathan S. Hartley
Urban Jermann
|
Should the U.S. Government Issue Floating Rate Notes? |
|
w27051 |
Christopher Hansman
Harrison Hong
Áureo de Paula
Vishal Singh
|
A Sticky-Price View of Hoarding |
|
w27044 |
Ricardo J. Caballero
Alp Simsek
|
A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock |
|
w27034 |
Lydia Cox
Gernot Müller
Ernesto Pastén
Raphael Schoenle
Michael Weber
|
Big G |
|
w27025 |
John Y. Campbell
Roman Sigalov
|
Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
|
w27022 |
Craig Doidge
G. Andrew Karolyi
René M. Stulz
|
Is Financial Globalization in Reverse After the 2008 Global Financial Crisis? Evidence from Corporate Valuations |
|
w27017 |
Olivier Coibion
Yuriy Gorodnichenko
Michael Weber
|
Labor Markets During the COVID-19 Crisis: A Preliminary View |
|
w27013 |
Michael D. Bauer
Eric T. Swanson
|
The Fed's Response to Economic News Explains the "Fed Information Effect" |
|
w26970 |
Pascal J. Maenhout
Andrea Vedolin
Hao Xing
|
Generalized Robustness and Dynamic Pessimism |
|
w26987 |
Sydney C. Ludvigson
Sai Ma
Serena Ng
|
COVID-19 and The Macroeconomic Effects of Costly Disasters |
|
w26985 |
Luigi Bocola
Guido Lorenzoni
|
Risk Sharing Externalities |
|
w26975 |
William Belmont
Bruce Sacerdote
Ranjan Sehgal
Ian Van Hoek
|
Relief Rally: Senators As Feckless As the Rest of Us at Stock Picking |
|
w26974 |
Stavros Panageas
|
The Implications of Heterogeneity and Inequality for Asset Pricing |
|
w26971 |
Tarek Alexander Hassan
Stephan Hollander
Laurence van Lent
Markus Schwedeler
Ahmed Tahoun
|
Firm-Level Exposure to Epidemic Diseases: COVID-19, SARS, and H1N1 |
|
w26968 |
Patrick Bolton
Marcin Kacperczyk
|
Do Investors Care about Carbon Risk? |
|
w26964 |
Leonid Kogan
Dimitris Papanikolaou
Lawrence D. W. Schmidt
Jae Song
|
Technological Innovation and Labor Income Risk |
|
w26962 |
Òscar Jordà
Moritz Schularick
Alan M. Taylor
|
Disasters Everywhere: The Costs of Business Cycles Reconsidered |
|
w26960 |
Michael Bailey
Abhinav Gupta
Sebastian Hillenbrand
Theresa Kuchler
Robert J. Richmond
Johannes Stroebel
|
International Trade and Social Connectedness |
|
w26950 |
Laura Alfaro
Anusha Chari
Andrew N. Greenland
Peter K. Schott
|
Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time |
|
w26945 |
Scott R. Baker
Nicholas Bloom
Steven J. Davis
Kyle J. Kost
Marco C. Sammon
Tasaneeya Viratyosin
|
The Unprecedented Stock Market Impact of COVID-19 |
|
w26943 |
Joseph Kopecky
Alan M. Taylor
|
The Murder-Suicide of the Rentier: Population Aging and the Risk Premium |
|
w26935 |
Gianluca Benigno
Andrew Foerster
Christopher Otrok
Alessandro Rebucci
|
Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach |
|
w26934 |
Òscar Jordà
Sanjay R. Singh
Alan M. Taylor
|
Longer-run Economic Consequences of Pandemics |
|
w26927 |
Maryam Farboodi
Adrien Matray
Laura Veldkamp
Venky Venkateswaran
|
Where Has All the Data Gone? |
|
w26920 |
Jaanika Meriküll
Merike Kukk
Tairi Rõõm
|
What Explains the Gender Gap in Wealth? Evidence from Administrative Data |
|
w26914 |
Paul Goldsmith-Pinkham
Kelly Shue
|
The Gender Gap in Housing Returns |
|
w26911 |
Hongqi Liu
Cameron Peng
Wei A. Xiong
Wei Xiong
|
Taming the Bias Zoo |
|
w26908 |
Matthew Baron
Emil Verner
Wei Xiong
|
Banking Crises without Panics |
|
w26907 |
Zhenyu Gao
Michael Sockin
Wei Xiong
|
Learning about the Neighborhood |
|
w26898 |
Andrew B. Abel
Stavros Panageas
|
An Analytic Framework For Interpreting Investment Regressions In The Presence Of Financial Constraints |
|
w26894 |
Anna Cieslak
Annette Vissing-Jorgensen
|
The Economics of the Fed Put |
|
w26855 |
Antonio Coppola
Matteo Maggiori
Brent Neiman
Jesse Schreger
|
Redrawing the Map of Global Capital Flows: The Role of Cross-Border Financing and Tax Havens |
|
w26837 |
Francesco D’Acunto
Ulrike Malmendier
Michael Weber
|
Gender Roles and the Gender Expectations Gap |
|
w26831 |
Julien Pénasse
Luc Renneboog
José A. Scheinkman
|
When a Master Dies: Speculation and Asset Float |
|
w26823 |
Mehran Ebrahimian
Jessica Wachter
|
Risks to Human Capital |
|
w26817 |
Francesco D’Acunto
Thomas Rauter
Christoph K. Scheuch
Michael Weber
|
Perceived Precautionary Savings Motives: Evidence from FinTech |
|
w26816 |
Michael Sockin
Wei Xiong
|
A Model of Cryptocurrencies |
|
w26815 |
Yi Ding
Wei Xiong
Jinfan Zhang
|
Issuance Overpricing of China's Corporate Debt Securities |
|
w26802 |
Patrick Bolton
Neng Wang
Jinqiang Yang
|
Leverage Dynamics and Financial Flexibility |
|
w26799 |
Efraim Benmelech
Nitish Kumar
Raghuram Rajan
|
Secured Credit Spreads and the Issuance of Secured Debt |
|
w26792 |
Hanming Fang
Yongqin Wang
Xian Wu
|
The Collateral Channel of Monetary Policy: Evidence from China |
|
w26789 |
Arpit Gupta
Stijn Van Nieuwerburgh
Constantine Kontokosta
|
Take the Q Train: Value Capture of Public Infrastructure Projects |
|
w26778 |
Olivier Coibion
Dimitris Georgarakos
Yuriy Gorodnichenko
Michael Weber
|
Forward Guidance and Household Expectations |
|
w26773 |
Todd M. Hazelkorn
Tobias J. Moskowitz
Kaushik Vasudevan
|
Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price |
|
w26745 |
John H. Cochrane
|
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt |
|
w26740 |
Matteo Leombroni
Monika Piazzesi
Martin Schneider
Ciaran Rogers
|
Inflation and the Price of Real Assets |
|
w26721 |
Sebastian Di Tella
Robert E. Hall
|
Risk Premium Shocks Can Create Inefficient Recessions |
|
w26714 |
Murillo Campello
Gustavo S. Cortes
Fabricio d'Almeida
Gaurav Kankanhalli
|
Exporting Uncertainty: The Impact of Brexit on Corporate America |
|
w26708 |
Valentin Haddad
Serhiy Kozak
Shrihari Santosh
|
Factor Timing |
|
w26707 |
James J. Choi
Kevin Zhao
|
Did Mutual Fund Return Persistence Persist? |
|
w26701 |
Marco Cipriani
Ana Fostel
Daniel Houser
|
Leverage and Asset Prices: An Experiment. |
|
w26668 |
Benjamin Loos
Steffen Meyer
Michaela Pagel
|
The Consumption Effects of the Disposition to Sell Winners and Hold Losers |
|
w26663 |
Gary B. Gorton
|
Private Money Production without Banks |
|
w26648 |
Leland Bybee
Bryan T. Kelly
Asaf Manela
Dacheng Xiu
|
The Structure of Economic News |
|
w26626 |
Jun Kyung Auh
Jennie Bai
|
Cross-Asset Information Synergy in Mutual Fund Families |
|
w26609 |
Tarek Alexander Hassan
Stephan Hollander
Laurence van Lent
Ahmed Tahoun
|
The Global Impact of Brexit Uncertainty |
|
w26608 |
Mark L. Egan
Alexander MacKay
Hanbin Yang
|
Recovering Investor Expectations from Demand for Index Funds |
|
w26607 |
Nicolae B. Gârleanu
Stavros Panageas
|
Heterogeneity and Asset Prices: A Different Approach |
|
w26604 |
Kyle F. Herkenhoff
Gajendran Raveendranathan
|
Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry |
