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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 "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 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