01-13 | Do Asset Price Bubbles have Negative Real Effects? Indraneel Chakraborty, Itay Goldstein* and Andrew MacKinlay |
02-13 | Risk Premia, Volatilities, and Sharpe Ratios in a Non-Linear Term Structure Model, Peter Feldhutter, Christian Heyerdahl-Larsen and Philipp Illeditsch* |
03-13 | Information Inertia, Scott Condie, Jayant Ganguli and Philipp Illeditsch* |
04-13 | Disagreement about Inflation and the Yield Curve, Paul Ehling, Michael Gallmeyer, Christian Heyerdal-Larsen and Philipp Illeditsch* |
05-13 | Dynamic Debt Runs and Financial Fragility: Evidence from the 2007 ABCP Crisis, Enrique Schroth, Gustavo Suarez and Lucian Taylor* |
06-13 | Financial Crowding Out, John R. Graham, Mark T. Leary and Michael R. Roberts* |
07-13 | Adverse Selection and Intermediation Chains, Vincent Glode* and Christian Opp* |
08-13 | Does Junior Inherit? Refinancing and the Blocking Power of Second Mortages, Philip Bond, Ronel Elul, Sharon Garyn-Tai and David K. Musto* |
09-13 | High Water Marks in Competitive Capital Markets, Susan E.K. Christoffersen, David K. Musto* and Bilge Yilmaz* |
10-13 | Precision of Ratings, Anastasia V. Kartasheva* and Bilge Yilmaz* |
11-13 | Myopic Agency, John Y. Zhu* |
12-13 | Financing Through Asset Sales, Alex Edmans* and William Mann |
13-13 | Equity Vesting and Managerial Myopia, Alex Edmans*, Vivian W. Fang and Katharina A. Lewellen |
14-13 | The Value of Informativeness for Contracting, Pierre Chaigneau and Alex Edmans* |
15-13 | Contracting with Synergies, Alex Edmans*, Itay Goldstein* and John Zhu* |
16-13 | The Real Costs of Disclosure, Alex Edmans*, Mirko Heinle and Chong Huang |
17-13 | Durable Goods, Inflation Risk and the Equilibrium Asset Prices, Bjorn Eraker, Ivan Shaliastovich* and Wenyu Wang |
18-13 | Volatility, the Macroeconomy and Asset Prices, Ravi Bansal, Dana Kiku*, Ivan Shaliastovich* and Amir Yaron* |
19-13 | Arbitrage, Asymmetry and the Idiosyncratic Volatility Puzzle, Robert F. Stambaugh*, Jianfeng Yu and Yu Yuan |
20-13 | Commodity Trade and the Carry Trade: A Tale of Two Countries, Robert Ready, Nikolai Roussanov* and Colin Ward |
21-13 | The Labor Market for Directors and Externalities in Corporate Governance, Doron Levit* and Nadya Malenko |
22-13 | Scale and Skill in Active Management, Lubos Pastor, Robert F Stambaugh* and Lucian A. Taylor* |
23-13 | Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets, Darien Huang and Ivan Shaliastovich* |
24-13 | Option Prices in a Model with Stochastic Disaster Risk, Sang Byung Seo and Jessica A. Wachter* |
25-13 | Media-Driven High Frequency Trading: Evidence from News Analytics, Bastian von Beschwitz, Donald B. Keim * and Massimo Massa |
* Wharton Faculty |