| 2024 |
"Beyond the Balance Sheet Model of Banking: Implications for Bank Regulation and Monetary Policy",
Journal of Political Economy
|
Gregor Matvos, Greg Buchak, Tomasz Piskorski, Amit Seru
|
Article
|
| 2024 |
Large Sample Estimators of the Stochastic Discount Factor,
Journal of Financial Econometrics
|
Robert Korajczyk, Soohun Kim
|
Article
|
| 2024 |
Semi-strong factors in asset returns,
Journal of Financial Econometrics
|
Gregory Connor, Robert Korajczyk
|
Article
|
| 2024 |
Diversity in Schools: Immigrants and the Educational Performance of U.S. Born Students,
Review of Economic Studies
|
Paola Sapienza, Riccardo Marchingiglio, Paola Giuliano, David Figlio, Umut Ozek
|
Article
|
| 2024 |
Dollar Safety and the Global Financial Cycle,
review of economic studies
|
Zhengyang Jiang, Arvind Krishnamurthy, Hanno Lustig
|
Article
|
| 2024 |
Expertise and Specialization: Evidence from the U.S. Commercial Lending Market
|
Jose Maria Liberti, Andrew Sutherland, Jason Sturgess
|
Working Paper
|
| 2024 |
Theoretical Foundations of Asset Pricing
|
Constantinos Skiadas
|
Book
|
| 2024 |
Consumption Smoothing or Consumption Binging? The effects of government-led consumer credit expansion in Brazil,
Journal of Financial Economics
|
Jacopo Ponticelli, Amir Sufi, Atif Mian, Gabriel Garber
|
Article
|
| 2024 |
Overconfidence and Preferences for Competition,
Journal of Finance
|
Paola Sapienza, Ernesto Reuben, Luigi Zingales
|
Article
|
| 2024 |
Testing for Anticipated Changes in Spot Volatility at Event Times,
Econometric Theory
|
Viktor Todorov, Yang Zhang
|
Article
|
| 2024 |
PRICE DESTABILIZING SPECULATION: THE ROLE OF STRATEGIC LIMIT ORDERS
|
Ravi Jagannathan, Suman Banerjee, Kei Wang
|
Working Paper
|
| 2024 |
Intraday Periodic Volatility Curves,
Journal of the American Statistical Association
|
Viktor Todorov, Torben Andersen, Tao Su, Zhiyuan Zhang
|
Article
|
| 2024 |
Monetary Tightening and U.S. Bank Fragility in 2023: Mark-to-Market Losses and Uninsured Depositor Runs?,
Journal of Financial Economics
|
Gregor Matvos, Erica Jiang, Tomasz Piskorski, Amit Seru
|
Article
|
| 2024 |
Debt flexibility
|
Nicolas Crouzet, Rhys Bidder, Michael Siemer, Maggie Jacobson
|
Working Paper
|
| 2024 |
Limiting Initial Access to Public Capital for Long Run Growth
|
Ravi Jagannathan, Xiaoming Li, Guoxiong Zhang
|
Working Paper
|
| 2024 |
Return to Venture Capital in the Aggregate
|
Ravi Jagannathan, Shumiao Ouyang, Jiaheng Yu
|
Working Paper
|
| 2024 |
Liquidity Crises and the Market-Maker of Last Resort
|
Robert L. McDonald, David Marshall, Charles M. Kahn
|
Working Paper
|
| 2024 |
Volatility of Volatility and Leverage Effect from Options,
Journal of Econometrics
|
Viktor Todorov, Carsten Chong
|
Article
|
| 2024 |
A Dynamic Theory of Lending Standards,
Review of Financial Studies
|
Michael J. Fishman, Jonathan A. Parker, Ludwig Straub
|
Article
|
| 2024 |
Financial Returns to Household Inventory Management,
Journal of Financial Economics
|
Scott Baker, Stephanie Johnson, Lorenz Kueng
|
Article
|
