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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
2023 Intraday Cross-Sectional Distributions of Systematic Risk, Journal of Econometrics Torben Andersen, Raul Riva, Martin Thyrsgaard, Viktor Todorov article
2023 Systematic Jump Risk Viktor Todorov, Jean Jacod, Huidi Lin working paper
2023 Intraday Volatility Patterns from Short-Dated Options Viktor Todorov, Yang Zhang working paper
2023 Testing for Anticipated Changes in Spot Volatility at Event Times Viktor Todorov, Yang Zhang working paper
2023 Short-time Expansion of Characteristic Functions in a Rough Volatility Setting with Applications Viktor Todorov, Carsten Chong working paper
2023 The Jump Leverage Risk Premium Viktor Todorov, Tim Bollerselv working paper
2023 Origins of International Factor Structures, journal of financial economics Zhengyang Jiang, Robert Richmond article
2023 Tail risk in production networks Ian Dew-Becker working paper
2022 Speculative Dynamics of Prices and Volume, Journal of Financial Economics Anthony DeFusco, Charles Nathanson, Eric Zwick article
2022 Making the House a Home: The Stimulative Effect of Home Purchases on Consumption and Investment, Review of Financial Studies Efraim Benmelech, Adam Guren, Brian Melzer article
2022 Waiting for Capital: Dynamic Intermediation in Illiquid Markets Konstantin Milbradt, Barney Hartman-Glaser, Simon Mayer working paper
2022 Capital Destruction and Economic Growth: Evidence from Sherman's March, American Economic Journal: Applied James Feigenbaum, James Lee, Filippo Mezzanotti article
2022 Large Sample Estimators of the Stochastic Discount Factor Robert Korajczyk, Soohun Kim working paper
2022 Housing Supply and Housing Affordability: Evidence from Rents, Housing Consumption and Household Location, Journal of Urban Economics Charles Nathanson, Raven Molloy, Andrew Paciorek article
2022 Semi-strong factors in asset returns, Journal of Financial Econometrics Gregory Connor, Robert Korajczyk article
2022 State Dependent Effects of Monetary Policy: the Refinancing Channel, American Economic Review Sergio Rebelo, Martin S. Eichenbaum, Arlene Wong article
2022 How Voluntary Information Sharing Systems Form: Evidence from a U.S. Commercial Credit Bureau, Journal of Financial Economics Jose Maria Liberti, Andrew Sutherland, Jason Sturgess article
2022 Revealing Corruption: Firm and Worker Level Evidence from Brazil, Journal of Financial Economics Spyros Lagaras, Jacopo Ponticelli, Margarita Tsoutsoura, Emanuele Colonnelli, Mounu Prem article
2022 Missing Novelty in Drug Development, Review of Financial Studies Joshua Krieger, Danielle Li, Dimitris Papanikolaou article
2022 Should Robots be Taxed?, Review of Economic Studies Sergio Rebelo, Joao Guerreiro, Pedro Teles article