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Recent Scholarly Research

Our faculty are recognized for their insightful analyses and their ability to push the frontier of thought within their respective academic disciplines and professions. Explore research published by Kellogg Faculty and featured in top-tier peer reviewed journals.
DATE Title Author Type
2024 Career Concerns and Technology Adoption: Evidence from the Movie Industry Filippo Mezzanotti, Avri Ravid, Grant Goehring working paper
2024 Volatility of Volatility and Leverage Effect from Options, Journal of Econometrics Viktor Todorov, Carsten Chong article
2024 The Fine Structure of Volatility Dynamics Viktor Todorov, Carsten Chong working paper
2024 Chnages in the Span of Systematic Risk Exposures Viktor Todorov, Yuan Liao working paper
2024 Real-Time Detection of Local No-Arbitrage Violations Viktor Todorov, Torben Andersen, Bo Zhou working paper
2024 Effects of Cryptocurrency Wealth on Household Consumption and Investment Scott Baker, Marco Di Maggio, Jason D Kotter working paper
2024 Cryptocurrency Investing: Stimulus Checks and Inflation Expectations Scott Baker, Marco Di Maggio, Mark Johnson, Jason D Kotter working paper
2024 Testing for Stationarity of Volatility Curves Viktor Todorov, Torben Andersen, Zhiyuan Zhang, Yingwen Tan working paper
2024 Large Sample Estimators of the Stochastic Discount Factor Robert Korajczyk, Soohun Kim working paper
2024 Testing for Anticipated Changes in Spot Volatility at Event Times, Econometric Theory Viktor Todorov, Yang Zhang article
2024 Semi-strong factors in asset returns, Journal of Financial Econometrics Gregory Connor, Robert Korajczyk article
2024 Corporate Taxes and Retail Prices Scott Baker, Stephen Sun working paper
2024 A Dynamic Theory of Lending Standards, Review of Financial Studies Michael J. Fishman, Jonathan A. Parker, Ludwig Straub article
2024 Correlation in State and Local Tax Changes Scott Baker, Lorenz Kueng, Pawel Janas working paper
2024 Financial Returns to Household Inventory Management, Journal of Financial Economics Scott Baker, Stephanie Johnson, Lorenz Kueng article
2024 Testing the Dimensionality of Policy Shocks, The Review of Economics and Statistics Jia Li, Viktor Todorov article
2024 Intraday Periodic Volatility Curves, Journal of the American Statistical Association Viktor Todorov, Torben Andersen, Tao Su, Zhiyuan Zhang article
2024 Liquidity Crises and the Market-Maker of Last Resort Robert L. McDonald, David Marshall, Charles M. Kahn working paper
2024 Debt flexibility Nicolas Crouzet, Rhys Bidder, Michael Siemer, Maggie Jacobson working paper
2024 Using Disasters to Estimate the Impact of Uncertainty, Review of Economic Studies Scott Baker, Nick Bloom, Stephen Terry article