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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
2021 Shopping for Lower Sales Tax Rates, AEJ: Macro Scott Baker, Stephanie Johnson, Lorenz Kueng article
2021 Local Mispricing and Market Microstructure Noise: A Parametric Perspective, Journal of Econometrics Torben Andersen, Ilya Archakov, Gokhan Cebiroglu, Nikolaus Hautsch article
2021 Recalcitrant Betas: Intraday Variation in the Cross-Sectional Dispersion of Systematic Risk, Quantitative Economics Torben Andersen, Martin Thyrsgaard, Viktor Todorov article
2021 Large Sample Estimators of the Stochastic Discount Factor Robert Korajczyk, Soohun Kim working paper
2021 Arbitrage Portfolios, Review of Financial Studies Soohun Kim, Robert Korajczyk, Andreas Neuhierl article
2021 Housing Supply and Housing Affordability: Evidence from Rents, Housing Consumption and Household Location Charles Nathanson, Raven Molloy, Andrew Paciorek working paper
2021 Tail Risk and Return Predictability for the Japanese Equity Market, Journal of Econometrics Torben Andersen, Viktor Todorov, Masato Ubukata article
2021 Rare Disasters, Financial Development, and Sovereign Debt, Journal of Finance Sergio Rebelo, Neng Wang, Jinqiang Yang article
2021 Consistent Inference for Predictive Regressions in Persistent Economic Systems, Journal of Econometrics Torben Andersen, Rasmus Varneskov article
2021 Semi-strong factors in asset returns Gregory Connor, Robert Korajczyk working paper
2021 Do Male Workers Prefer Male Leaders? An Analysis of Principals’ Effects on Teacher Retention Aliza Husain, David A. Matsa, Amalia Miller working paper
2021 Born in the Family: Preferences for Boys and the Gender Gap in Math, Journal of Economic Behavior and Organization Gaia Dossi, David Figlio, Paola Giuliano, Paola Sapienza article
2021 How Voluntary Information Sharing Systems Form: Evidence from a U.S. Commercial Credit Bureau Jose Maria Liberti, Andrew Sutherland, Jason Sturgess working paper
2021 Income Fluctuations and Firm Choice, Journal of Financial and Quantitative Analysis Scott Baker, Brian Baugh, Lorenz Kueng article
2021 Revealing Corruption: Firm and Worker Level Evidence from Brazil Spyros Lagaras, Jacopo Ponticelli, Margarita Tsoutsoura, Emanuele Colonnelli, Mounu Prem working paper
2021 Technological Innovation and Labor Income Risk Leonid Kogan, Dimitris Papanikolaou, Jay Song, Lawrence Schmidt working paper
2021 Missing Novelty in Drug Development, Review of Financial Studies Joshua Krieger, Danielle Li, Dimitris Papanikolaou article
2021 Measuring Innovation over the Long Run, American Economic Review: Insights Bryan Kelly, Dimitris Papanikolaou, Amit Seru, Matthew Taddy article
2021 Mortgage Prepayment and Path-Dependent Effects of Monetary Policy, American Economic Review Konstantin Milbradt, David Berger, Joe Vavra, Fabrice Tourre article
2021 Access to Information, Technology Adoption and Productivity: Large-scale Evidence from Agriculture in India Jacopo Ponticelli, Andrea Tesei, Apoorv Gupta working paper

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