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Dimitris Papanikolaou Assistant Professor of Finance |
Research
CV [pdf]
Research Statement [pdf]
Publications
- Investment Shocks and Asset Prices [Paper] [Web Appendix]
Journal
of Political Economy, August 2011, 119(4), 639-685
- Investment,
Idiosyncratic Risk, and Ownership (with Vasia Panousi). [Paper] [Web Appendix]
Journal
of Finance, forthcoming
- Growth
Opportunities and Technology Shocks (with Leonid Kogan) [Paper]
American
Economic Review, Papers and Proceedings, May 2010, 100(2), 532-536
-
Economic Activity of Firms and Asset Prices (with Leonid Kogan) [Paper]
Annual Review of Financial Economics, forthcoming
Working papers
- Technological Innovation, Resource Allocation and Growth (with Leonid Kogan, Amit Seru, and Noah Stoffman). [Paper (ver. 12/2011)]
- Organization Capital and the Cross-Section of Expected Returns (with Andrea Eisfeldt) [Paper (ver. 12/2011)] [Web Appendix]
Journal
of Finance, Revise and Resubmit
- Growth
Opportunities, Technology Shocks and Asset Prices (with Leonid Kogan) [Paper (ver. 01/2012)] [Web Appendix]
Journal
of Finance, Revise and Resubmit
- Portfolio Choice with Illiquid Assets (with Andrew Ang and Mark Westerfield) [Paper (ver. 07/2011)]
- Investment shocks, firm characteristics and the cross-section of expected returns (with Leonid Kogan) - NEW VERSION COMING SOON
- Financial Relationships and the Limits to Arbitrage (with Jiro E. Kondo) [Paper (ver. 06/2005)]
- Sources of Systematic Risk (with Igor Makarov) [Paper (ver. 09/2009)]
winner of Crowell Memorial Prize (second place), Panagora
Asset Management
Work in progress
- Technological innovation and the cross-section of returns (with Leonid Kogan and Noah Stoffman).
- Financing Innovation (with Jiro E. Kondo).
Teaching
FINC460 - Investments
Syllabus
(all sections). [pdf]