Content
2010
- amz2668 Securitizations in the 1920's
by William Goetzmann & Frank Newman - amz2667 Do Investment Banks' Relationships with Investors Impact Pricing? The Case of Convertible Bond Issues
by Heather Tookes & Brian Henderson
2009
- amz2662 Institutional Investors’ Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases
by Martijn Cremers & Ankur Pareek - amz2652 Property Derivatives for Managing European Real-Estate Risk
by Frank Fabozzi & Robert Shiller & Radu Tunaru - amz2587 Understanding Inflation-Indexed Bond Markets
by John Campbell & Robert Shiller & Luis Viceira - amz2569 Computing VAR and AVaR in Infinitely Divisible Distributions
by Young Kim & Svetlozar Rachev & Michele Bianchi & Frank Fabozzi - amz2547 How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?
by John Beshears & James Choi & David Laibson & Brigitte Madrian - amz2545 Trust and Delegation
by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz - amz2542 New Evidence on the First Financial Bubble
by Rik P. & William Goetzmann & K. Rouwenhorst - amz2517 The Impact of Earnings Surprises on Stock Returns: Theory and Evidence
by Panos Patatoukas & Hongjun Yan - amz2493 Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings
by Dennis Vink & Frank Fabozzi - amz2492 Possible Macroeconomic Consequences of Large Future Federal Government Deficits
by Ray Fair - amz2485 Thirty Years of Corporate Governance: Firm Valuation & Stock Returns
by Martijn Cremers & Allen Ferrell - amz2443 Analyzing Macroeconomic Forecastability
by Ray Fair - amz2434 A Discretionary Wealth Approach to Investment Policy
by Jarrod Wilcox & Frank Fabozzi - amz2426 Art and Money
by William Goetzmann & Luc Renneboog & Christophe Spaenjers - amz2418 The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation
by Mark Kamstra & Robert Shiller - amz2409 Has Macro Progressed?
by Ray Fair - amz2407 Does the Sarbanes-Oxley Act Have a Future?
by Roberta Romano - amz2395 Haircuts
by Andrew Metrick & Gary Gorton - amz2385 The Market for CEO Talent: Implications for CEO Compensation
by Martijn Cremers & Yaniv Grinstein - amz2383 Uncertainty and Valuations
by Martijn Cremers & Hongjun Yan - amz2365 Convertible Bond Arbitrageurs as Suppliers of Capital
by Darwin Choi & Mila Getmansky & Brian Henderson & Heather Tookes - amz2358 Securitized Banking and the Run on Repo
by Gary Gorton & Andrew Metrick
2008
- amz2656 Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk
by William Goetzmann & Akiko Watanabe & Masahiro Watanabe - amz2648 Natural Selection in Financial Markets: Does it Work?
by Hongjun Yan - amz2634 Social Identity and Preferences
by Daniel Benjamin & James Choi & A. Strickland - amz2632 Safety First Portfolio Insurance
by Mark Broadie & William Goetzmann - amz2604 Is Noise Trading Cancelled Out by Aggregation?
by Hongjun Yan - amz2561 Crises and Hedge Fund Risk
by Monica Billio & Mila Getmansky & Loriana Pelizzon - amz2560 The Flypaper Effect in Individual Investor Asset Allocation
by James Choi & David Laibson & Brigitte Madrian - amz2559 Estimating Operational Risk for Hedge Funds: The ?-Score
by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz - amz2522 A Theory of Optimal Expropriation, Mergers and Industry Competition
by Arturo Bris & Neil Brisley - amz2519 $100 Bills on the Sidewalk: Suboptimal Investment in 401(K) Plans
by James Choi & David Laibson & Brigitte Madrian - amz2504 The Subprime Panic
by Gary Gorton - amz2500 Dynamic Competition, Innovation and Strategic Financing
by Matthew Spiegel & Heather Tookes - amz2499 Estimating Exchange Rate Equations Using Estimated Expectations
by Ray Fair - amz2466 How are Preferences Revealed?
by John Beshears & James Choi & David Laibson & Brigitte Madrian - amz2464 Internal Capital Markets and Corporate Politics in a Banking Group
by Martijn Cremers & Rocco Huang & Zacharias Sautner - amz2452 Should Benchmark Indices Have Alpha? Revisiting Performance
by Martijn Cremers & Antti Petajisto & Eric Zitzewitz - amz2429 Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
by Geetesh Bhardwaj & Gary Gorton & K. Rouwenhorst - amz2402 Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
by Suleyman Basak & Hongjun Yan - amz2394 Tiebreaker: Certification and Multiple Credit Ratings
by Dion Bongaerts & Martijn Cremers & William Goetzmann - amz2392 Simplification and Saving
by John Beshears & James Choi & David Laibson & Brigitte Madrian - amz2387 Estimating Term Structure Equations Using Macroeconomic Variables
by Ray Fair - amz2380 Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices
by Steven Malliaris & Hongjun Yan - amz2372 The Panic of 2007
by Gary Gorton - amz2369 Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds
by James Choi & David Laibson & Brigitte Madrian - ysm86 The Role of Beta and Size in the Cross-Section of European Stock Returns
by Steven Heston & K. Rouwenhorst & Roberto Wessels - ysm34 Offshore Hedge Funds: Survival & Performance 1989-1995
by Stephen Brown & William Goetzmann & Roger Ibbotson
2007
- amz2660 Institutional Investors and Proxy Voting: The Impact of the 2003 Mutual Fund Voting Disclosure Regulation
by Martijn Cremers & Roberta Romano - amz2657 Reinforcement Learning and Savings Behavior
by James Choi & David Laibson & Brigitte Madrian & Andrew Metrick - amz2614 Heterogeneous Expectations and Bond Markets
by Wei Xiong & Hongjun Yan & Review Financial - amz2605 The Fundamentals of Commodity Futures Returns
by Gary Gorton & Fumio Hayashi & K. Rouwenhorst - amz2582 The Chinese Bond Market: Historical Lessons, Present Challenges and Future Perspectives
by Haizhou Huang & Ning Zhu - amz2575 Auditor Liability Reforms in the UK and the US: A Comparative Review
by Tim Bush & Shyam Sunder & Stella Fearnley - amz2572 Uniform Financial Reporting Standards: Reconsidering the Top-Down Push
by Shyam Sunder - amz2557 Understanding Recent Trends in House Prices and Home Ownership
by Robert Shiller - amz2549 The Benefits of Aggregate Performance Metrics in the Presence of Career Concerns
by Anil Arya & Brian Mittendorf - amz2531 Tax Expense Surprises and Future Returns
by Jacob Thomas & Frank Zhang - amz2524 The Dynamics of Large and Small Chapter 11 Cases: An Empirical Study
by Douglas Baird & Arturo Bris & Ning Zhu - amz2503 Collateralized Debt Obligations and Credit Risk Transfer
by Douglas Lucas & Laurie Goodman & Frank Fabozzi - amz2495 Securitization: The Tool of Financial Transformation
by Frank Fabozzi & Vinod Kothari - amz2491 Takeover Defenses and Competition
by Martijn Cremers & Vinay Nair & Urs Peyer - amz2489 The Promise and Peril of Corporate Governance Indices
by Sanjai Bhagat & Brian Bolton & Roberta Romano - amz2448 An Economy with Personal Currency: Theory and Evidence
by Martin Angerer & Juergen Huber & Martin Shubik & Shyam Sunder - amz2438 Economizing Principle in Accounting Research
by Shyam Sunder - amz2436 Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models
by Robert Shiller - amz2432 Non-Monotonicity of the Tversky-Kahneman Probability-Weighting Function: A Cautionary Note
by Jonathan Ingersoll - amz2389 Presidential and Congressional Vote-Share Equations
by Ray Fair - ysm403 Accounting: Labor, Capital and Product Markets
by Shyam Sunder
2006
- amz2643 Interpreting the Predictive Uncertainty of Elections
by Ray Fair & Cowles Discussion & Yale Working - amz2609 Commodity Futures: A Japanese Perspective
by Gary Gorton & Fumio Hayashi & K. Rouwenhorst - amz2602 A Breakdown of the Valuation Effects of International Cross-Listing
by Arturo Bris & Salvatore Cantale & George Nishiotis - amz2590 A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?
by Ray Fair - amz2578 Regulation, Competition and Independence in a Certification Society: Financial Reports Vs. Baseball Cards
by Shyam Sunder & Karim Jamal - amz2523 Multifactor Efficiency and Bayesian Inference
by Martijn Cremers - amz2483 Evaluating Inflation Targeting Using a Macroeconometric Model
by Ray Fair - amz2476 Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging
by William Goetzmann & Eduardas Valaitis - amz2472 Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration
by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz - amz2445 How do Conflicting Theories about Financial Markets Coexist?
by Wesley Phoa & Sergio Focardi & Frank Fabozzi - amz2370 How Active is Your Fund Manager? A New Measure That Predicts Performance
by Martijn Cremers & Antti Petajisto - amz2357 Will the Smart Institutional Investor Always Drive Prices to Fundamental Value?
by Wentworth Boynton & Steven Jordan - ysm280 Liquidity and Financial Market Runs
by Antonio Bernardo & Ivo Welch
2005
- amz2658 Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, Fees, and Performance
by Arturo Bris & Huseyin Gulen & Padmaja Kadiyala & Raghavendra Rau - amz2640 A Textbook Example of International Price Discrimination
by Christos Cabolis & Sofronis Clerides & Ioannis Ioannou & Daniel Senft - amz2638 Pricing Electronic Mail to Solve the Problem of Spam
by Robert Kraut & Shyam Sunder & Rahul Telang & James Morris - amz2633 Stock Return Dynamics Under Earnings Management
by Xiaotong Wang - amz2629 Policy Effects in the Post Boom U.S. Economy
by Ray Fair - amz2625 The States as a Laboratory: Legal Innovation and State Competition for Corporate Charters
by Roberta Romano - amz2601 Is Regulatory Competition a Problem or Irrelevant for Corporate Governance?
by Roberta Romano - amz2597 The A,B,Cs of Hedge Funds: Alphas, Betas, and Costs
by Roger Ibbotson & Peng Chen - amz2595 A Note on Erb and Harvey (2005)
by Gary Gorton & K. Rouwenhorst - amz2581 Sign Tests for Dependent Observations and Bounds for Path-Dependent Options
by Donald Brown & Rustam Ibragimov - amz2564 Behavioral Economics and Institutional Innovation
by Robert Shiller - amz2540 Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk
by Matthew Spiegel & Xiaotong Wang - amz2538 Extraterritorial Courts for Corporate Law
by Henry Hansmann & Jens Dammann - amz2535 The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation
by Robert Shiller - amz2527 Natural Concepts in Macroeconomics
by Ray Fair - amz2525 Social Norms versus Standards of Accounting
by Shyam Sunder - amz2520 Empirical Studies of Corporate Law
by Sanjai Bhagat & Roberta Romano & Yale Working - amz2514 Accounting and Litigation Risk
by Zhiyan Cao & Ganapathi Narayanamoorthy - amz2513 Human Capital, Asset Allocation, and Life Insurance
by Roger Ibbotson & Peng Chen & Moshe Milevsky & Xingnong Zhu - amz2470 Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry
by Martijn Cremers & Joost Driessen & Pascal Maenhout & David Weinbaum - amz2455 The Value of Investor Protection: Firm Evidence from Cross-Border Mergers
by Arturo Bris & Christos Cabolis - amz2393 Takeovers and the Cross-Section of Returns
by Martijn Cremers & Vinay Nair & Kose John - amz2390 Branch Rickey's Equation Fifty Years Later
by Ray Fair & Danielle Catambay - amz2386 Portfolio Diversification and Value At Risk Under Thick-Tailedness
by Rustam Ibragimov - amz2379 The Effect of Litigation Risk on Management Earnings Forecasts
by Zhiyan Cao & Ganapathi Narayanamoorthy - amz2375 The Costs of Bankruptcy
by Arturo Bris & Ivo Welch & Ning Zhu - amz2361 Improved Forecasting of Mutual Fund Alphas and Betas
by Matthew Spiegel & Harry Mamaysky & Hong Zhang - amz2360 Information Asymmetry and the Problem of Transfers in Trade Negotiations and International Agencies
by Koichi Hamada & Shyam Sunder - ysm457 Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty
by Ravi Dhar & William Goetzmann - ysm456 The Performance of Real Estate Portfolios: A Simulation Approach
by Jeffrey Fisher & William Goetzmann - ysm449 More Social Security, Not Less
by William Goetzmann - ysm448 History and the Equity Risk Premium
by William Goetzmann & Roger Ibbotson - ysm446 Bubble Investors: What Were They Thinking?
by Ravi Dhar & William Goetzmann - ysm445 British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach
by William Goetzmann & Andrey Ukhov - ysm367 How Did Japanese Investments Influence International Art Prices?
by Takato Hiraki & Akitoshi Ito & Darius Spieth & Naoya Takezawa - ysm353 Estimating the Dynamics of Mutual Fund Alphas and Betas
by Matthew Spiegel & Harry Mamaysky & Hong Zhang
2004
- amz2665 Affective Decision Making in Insurance Markets
by Anat Bracha - amz2659 Regulation and the Marketplace
by Shyam Sunder & Michael Maier & Karim Jamal - amz2653 The Sarbanes-Oxley Act and the Making of Quack Corporate Governance
by Roberta Romano - amz2644 The Social Cost of Monopoly Power
by Donald Brown & G. Wood - amz2639 Consistency and Refutability of Affective Choice
by Anat Bracha - amz2637 Dynamic Beta, Time-Varying Risk Premium, and Momentum
by Hong Zhang - amz2630 Enforced Standards Versus Evolution by General Acceptance: A Comparative Study of E-Commerce Privacy Disclosure and Practice in the U.S. and the U.K
by Shyam Sunder & Michael Maier & Karim Jamal - amz2626 Beauty is in the Bid of the Beholder: An Empirical Basis for Style
by William Goetzmann & Mauro Maggioni & Johan Walden & Peter Jones - amz2621 When are Preferred Shares Preferred? Theory and Empirical Evidence
by Vicente Pons-Sanz & Shlomit Zuta & Aharon Ofer & S. Ravid & Itzhak Venezia - amz2619 Facts and Fantasies about Commodity Futures
by Gary Gorton & K. Rouwenhorst - amz2574 Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property - Evidence from Screenplays Sales
by William Goetzmann & Vicente Pons-Sanz & S. Ravid - amz2567 Optimal Dynamic Trading Strategies with Risk Limits
by Domenico Cuoco & Hua He & Sergei Isaenko - amz2526 Financing the Civil War: The Confederacy's Financial Strategy
by Rose Razaghian - amz2521 Go Down Fighting: Short Seller vs. Firms
by Owen Lamont - amz2518 Convergence of Double Auctions to Pareto Optimal Allocations in the Edgeworth Box
by Dhananjay K. & Shyam Sunder & Stephen Spear - amz2511 Corporate Governance Convergence Through Cross-Border Mergers: The Case of Aventis
by Christos Cabolis & Arturo Bris - amz2497 Which Institutional Investors Monitor? Evidence from Acquisition Activity
by Lily Qiu - amz2496 Real Investments under Knightian Uncertainty
by Johan Walden - amz2484 Governance Mechanisms and Bond Prices
by Martijn Cremers & Vinay Nair & Chenyang Wei - amz2481 Estimated Age Effects in Athletic Events and Chess
by Ray Fair - amz2474 Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors
by Mark Grinblatt & Matti Keloharju & Seppo Ikaheimo - amz2465 A Note On 'Predicting Returns With Financial Ratios'
by Ivo Welch & Amit Goyal - amz2461 Default Risk, Firm's Characteristics, and Risk Shifting
by Ming Fang & Rui Zhong - amz2458 Why Do Demand Curves for Stocks Slope Down?
by Antti Petajisto - amz2450 The Origins of Mutual Funds
by K. Rouwenhorst - amz2412 A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
by Amit Goyal & Ivo Welch - amz2406 Predicting Electoral College Victory Probabilities from State Probability Data
by Ray Fair - amz2391 Individual Stock-Option Prices and Credit Spreads
by Martijn Cremers & Joost Driessen & Pascal Maenhout & David Weinbaum - amz2384 The Specialist's Participation in Quoted Prices and the NYSE's Price Continuity Rule
by Marios Panayides - amz2367 Contract Theory and Strategic Management: Balancing Expectations and Actions
by Shyam Sunder & GENERAL THEORY - ysm455 Will History Rhyme? The Past as Financial Future
by William Goetzmann - ysm453 Short-Sales in Global Perspective
by Arturo Bris & William Goetzmann & Ning Zhu - ysm450 The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control
by William Goetzmann & Elisabeth Köll - ysm429 Turning Over Turnover
by Martijn Cremers & Jianping Mei - ysm369 The Impact of Clientele Changes: Evidence from Stock Splits
by Ravi Dhar & William Goetzmann & Ning Zhu & EFA Moscow - ysm327 Efficiency and the Bear: Short Sales and Markets around the World
by Arturo Bris & William Goetzmann & Ning Zhu - ysm141 Double Auction Dynamics: Structural Effects of Non-binding Price Controls
by Dhananjay K. & Shyam Sunder
2003
- amz2611 The Invention of Inflation-Indexed Bonds in Early America
by Robert Shiller - ysm439 Do Individual Investors Learn from Their Trading Experience?
by Gina Nicolosi & Liang Peng & Ning Zhu - ysm436 The Truth about Privatization in Latin America
by Alberto Chong & Florencio de - ysm432 Fibonacci and the Financial Revolution
by William Goetzmann - ysm402 Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version)
by William Goetzmann & Matthew Spiegel & Andrey Ukhov - ysm395 Market Volatility and Mutual Fund Cash Flows
by Dengpan Luo - ysm392 Rethinking the Structure of Accounting and Auditing
by Shyam Sunder - ysm385 A Model of Stochastic Liquidity
by Masahiro Watanabe - ysm383 Managerial Objectives, the R-Rating Puzzle and the Production of Violent Films
by S. Ravid & Suman Basuroy - ysm372 Home Equity Insurance: A Pilot Project
by Andrew Caplin & William Goetzmann & Eric Hangen & Barry Nalebuff & Elisabeth Prentice & John Rodkin & Matthew Spiegel & Tom Skinner - ysm371 An Economic Measure of Diversification Benefits
by Lingfeng Li - ysm370 Is Cash Auction Procedure a Bargain? Evidence from U.S. Bankruptcy Courts
by Ning Zhu - ysm365 Who Should Pay for Bankruptcy Costs?
by Ivo Welch & Arturo Bris & Alan Schwartz - ysm362 Conservatism and Cross-sectional Variation in the Post-earnings-announcement-drift
by Ganapathi Narayanamoorthy - ysm352 Estimating Indices in the Presence of Seller Reservation Prices
by William Goetzmann & Liang Peng - ysm343 Bonds or Loans? The Effect of Macroeconomic Fundamentals
by Galina Hale - ysm335 An Experimental Study of the Full-Coverage Puzzle
by Itzhak Venezia & Zur Shapira - ysm333 Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias
by Massimo Massa & William Goetzmann - ysm328 Macroeconomic Factors and the Correlation of Stock and Bond Returns
by Lingfeng Li - ysm307 Events that Shook the Market
by Ray Fair
2002
- amz2636 Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
by Masahiro Watanabe - amz2616 Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets
by Shin'ichi Hirota & Shyam Sunder - amz2607 Extensive Income and Value of the Firm: Who Gets What?
by Shyam Sunder - amz2502 The Joint Determination of Audit Fees, Non-Audit Fees, and Abnormal Accruals
by Rick Antle & Elizabeth Gordon & Ganapathi Narayanamoorthy & Ling Zhou - amz2471 Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
by William Goetzmann & Jonathan Ingersoll & Matthew Spiegel & Ivo Welch - amz2457 What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?
by Mark Grinblatt & Tobias Moskowitz - amz2377 College Football Rankings and Market Efficiency
by Ray Fair & John Oster - ysm394 Markets for Attention: Will Postage for Email Help?
by Shyam Sunder & Matthew Cronin & Darrin Filer & Robert Kraut & James Morris & Rahul Telang & Proceedings the - ysm359 Privacy in E-Commerce: Development of Reporting Standards, Disclosure and Assurance Services in an Unregulated Market
by Shyam Sunder & Michael Maier & Karim Jamal - ysm323 Testing for a New Economy in the 1990s
by Ray Fair - ysm318 A Simple Decentralized Institution for Learning Competitive Equilibrium
by Sean Crockett & Shyam Sunder & Stephen Spear - ysm317 Regulatory Competition Among Accounting Standards Within and Across International Boundaries
by Shyam Sunder & Journal Accounting - ysm316 Control and Assurance in E-Commerce: Privacy, Integrity, and Security at eBay
by Rong-Ruey Duh & Shyam Sunder & Karim Jamal - ysm315 One Simple Test of Samuelson's Dictum for the Stock Market
by Jeeman Jung & Robert Shiller - ysm311 Risk Aversion and Stock Prices
by Ray Fair - ysm309 Fees on Fees in Funds of Funds
by Stephen Brown & William Goetzmann & Bing Liang - ysm300 Does Confidential Proxy Voting Matter?
by Roberta Romano - ysm297 Market Prices of Risk and Return Predictability in a Joint Stock-Bond Pricing Model
by Harry Mamaysky - ysm296 Rain or Shine: Where is the Weather Effect?
by William Goetzmann & Ning Zhu - ysm295 Are Unmanaged Earnings Always Better for Shareholders?
by Anil Arya & Shyam Sunder & Jonathan Glover - ysm294 The Euro is Good After All: Corporate Evidence
by Arturo Bris & Yrjo Koskinen & Mattias Nilsson - ysm293 Corporate Governance Convergence by Contract: Evidence from Cross-Border Mergers
by Arturo Bris & Christos Cabolis