-
Publication Venue For
-
Presidential Address: The Scientific Outlook in Financial Economics.
72:1399-1440.
2017
-
A Tale of Two Runs: Depositor Responses to Bank Solvency Risk.
71:2687-2726.
2016
-
Information in the Term Structure of Yield Curve Volatility.
71:1393-1436.
2016
-
Change You Can Believe In? Hedge Fund Data Revisions.
70:963-999.
2015
-
Investment Decisions of Nonprofit Firms: Evidence from Hospitals.
70:1583-1628.
2015
-
Investment-Based Corporate Bond Pricing.
69:2741-2776.
2014
-
Volatility, the Macroeconomy, and Asset Prices.
69:2471-2511.
2014
-
On the high-frequency dynamics of hedge fund risk exposures.
68:597-635.
2013
-
On the Life Cycle Dynamics of Venture-Capital- and Non-Venture-Capital-Financed Firms.
67:2247-2293.
2012
-
The power of voice: Managerial affective states and future firm performance.
67:1-44.
2012
-
Tails, Fears, and Risk Premia.
66:2165-2211.
2011
-
Overconfidence, Compensation Contracts, and Capital Budgeting.
66:1735-1777.
2011
-
Leverage, Moral Hazard, and Liquidity.
66:99-138.
2011
-
Collateral, risk management, and the distribution of debt capacity.
65:2293-2322.
2010
-
The cost of debt.
65:2089-2136.
2010
-
Levered Returns.
65:467-494.
2010
-
Stock market declines and liquidity.
65:257-293.
2010
-
Work ethic, employment contracts, and firm value.
64:785-821.
2009
-
Directors' ownership in the U.S. mutual fund industry.
63:2629-2677.
2008
-
Market structure, internal capital markets, and the boundaries of the firm.
63:2703-2736.
2008
-
Hedge fund activism, corporate governance, and firm performance.
63:1729-1775.
2008
-
Hedge funds: Performance, risk, and capital formation.
63:1777-1803.
2008
-
Optimal decentralized investment management.
63:1849-1895.
2008
-
The Market for Mergers and the Boundaries of the Firm.
63:1169-1211.
2008
-
Episodic liquidity crises: Cooperative and predatory trading.
62:2235-2274.
2007
-
Dynamic portfolio selection by augmenting the asset space.
61:2187-2217.
2006
-
Industry concentration and average stock returns.
61:1927-1956.
2006
-
Do dividend clienteles exist? Evidence on dividend preferences of retail investors.
61:1305-1336.
2006
-
On the benefits of concurrent lending and underwriting.
60:2763-2799.
2005
-
Consumption, dividends, and the cross section of equity returns.
60:1639-1672.
2005
-
Employee stock options, corporate taxes, and debt policy.
59:1585-1618.
2004
-
Risks for the long run: A potential resolution of asset pricing puzzles.
59:1481-1509.
2004
-
Market valuation and merger waves.
59:2685-2718.
2004
-
Price discovery in the U.S. treasury market: The impact of orderflow and liquidity on the yield curve.
59:2623-2654.
2004
-
Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex-Dividend Pricing before and after Decimalization.
58:2611-2635.
2003
-
An Empirical Analysis of Analysts' Target Prices: Short-term Informativeness and Long-term Dynamics.
58:1933-1967.
2003
-
Do firms hedge in response to tax incentives?.
57:815-839.
2002
-
Does corporate diversification destroy value?.
57:695-720.
2002
-
Institutional allocation in initial public offerings: Empirical evidence.
57:1421-1442.
2002
-
Range-based estimation of stochastic volatility models.
57:1047-1091.
2002
-
Term structure of interest rates with regime shifts.
57:1997-2043.
2002
-
Venture capital and the professionalization of start-up firms: Empirical evidence.
57:169-197.
2002
-
The high-volume return premium.
56:877-919.
2001
-
Variable selection for portfolio choice.
56:1297-1351.
2001
-
Variance-ratio statistics and high-frequency data: Testing for changes in intraday volatility patterns.
56:305-327.
2001
-
Conditional skewness in asset pricing tests.
55:1263-1295.
2000
-
Corporate reorganizations and non-cash auctions.
55:1807-1849.
2000
-
Foreign speculators and emerging equity markets.
55:565-613.
2000
-
How big are the tax benefits of debt?.
55:1901-1941.
2000
-
Inference in long-horizon event studies: A Bayesian approach with application to initial public offerings.
55:1979-2016.
2000
-
Estimating portfolio and consumption choice: A conditional Euler equations approach.
54:1609-1645.
1999
-
Preferencing, internalization, best execution, and dealer profits.
54:1799-1828.
1999
-
Conditioning variables and the cross section of stock returns.
54:1325-1360.
1999
-
Herding among investment newsletters: Theory and evidence.
54:237-268.
1999
-
Payments for order flow on Nasdaq.
54:35-66.
1999
-
Tax incentives to hedge.
54:2241-2262.
1999
-
Debt, leases, taxes, and the endogeneity of corporate tax status.
53:131-162.
1998
-
Deutsche mark-dollar volatility: Intraday activity patterns, macroeconomic announcements, and longer run dependencies.
53:219-265.
1998
-
Do inventories matter in dealership markets? Evidence from the London Stock Exchange.
53:1623-1656.
1998
-
Heterogeneous information arrivals and return volatility dynamics: Uncovering the long-run in high frequency returns.
52:975-1005.
1997
-
Myth or reality? The long-run underperformance of initial public offerings: Evidence from venture and nonventure capital-backed companies.
52:1791-1821.
1997
-
Strategic trading when agents forecast the forecasts of others.
51:1437-1478.
1996
-
Cointegration, Fractional Cointegration, and Exchange Rate Dynamics.
49:737-745.
1994
-
Chaos and Order in the Capital Markets: A New View of Cycles, Prices, and Market Volatility..
48:2041-2041.
1993
-
A New Approach to International Arbitrage Pricing.
48:1719-1747.
1993
-
An Incentive Approach to Banking Regulation.
48:1523-1542.
1993
-
No Arbitrage and Arbitrage Pricing: A New Approach.
48:1231-1262.
1993
-
Trading Patterns and Prices in the Interbank Foreign Exchange Market.
48:1421-1443.
1993
-
Variations in Trading Volume, Return Volatility, and Trading Costs; Evidence on Recent Price Formation Models.
48:187-211.
1993
-
Seasonality and Consumption‐Based Asset Pricing.
47:511-552.
1992
-
Chaos and Nonlinear Dynamics: Application to Financial Markets.
46:1839-1877.
1991
-
S&P 100 Index Option Volatility.
46:1551-1561.
1991
-
The World Price of Covariance Risk.
46:111-157.
1991
-
Margin Regulation and Stock Market Volatility.
45:3-29.
1990
-
Common Stochastic Trends in a System of Exchange Rates.
44:167-181.
1989
-
Empirical Tests of the Consumption‐Oriented CAPM.
44:231-262.
1989
-
JOINT ESTIMATION OF FACTOR SENSITIVITIES AND RISK PREMIA FOR THE ARBITRAGE PRICING THEORY.
43:721-735.
1988
-
The Issue Decision of Manager‐Owners under Information Asymmetry.
42:1245-1260.
1987
-
DISCUSSION.
40:739-741.
1985
-
On the Existence of an Optimal Capital Structure: Theory and Evidence.
39:857-878.
1984
-
Rational Expectations and Risk Premia in Forward Markets: Primary Metals at the London Metals Exchange.
37:1199-1207.
1982
-
Consumption Risk in Futures Markets.
35:503-520.
1980
-
An Analysis of the Portfolio Behavior of Black‐Owned Commercial Banks.
35:753-768.
1980
-
Discussion.
35:435-438.
1980
-
ON THE DISTRIBUTIONAL IMPACT OF FEDERAL INTEREST RATE RESTRICTIONS.
33:199-213.
1978
-
OPTIMAL SPECULATION AGAINST AN EFFICIENT MARKET.
31:49-61.
1976
-
A BAYESIAN MODEL FOR PORTFOLIO SELECTION AND REVISION.
30:179-192.
1975
-
VALUATION, LEVERAGE AND THE COST OF CAPITAL IN THE CASE OF DEPRECIABLE ASSETS: COMMENT.
30:214-220.
1975
-
ON THE EXISTENCE OF A COST OF CAPITAL UNDER PURE CAPITAL RATIONING.
29:1165-1173.
1974
-
THE WELFARE ECONOMICS OF INTERNATIONAL ADJUSTMENT.
26:287-302.
1971