| Issue Date | Title | Author(s) |
| 2020 | US and Canada Public Pension System Data 2008-2018 | Walter, Ingo; Lipshitz, Clive; Fernando Falbo; Patricio Cox; Lebogang Mahlare |
| 12-Sep-2017 | Leverage, Default, and Mortality: Evidence from Cancer Diagnoses | Gupta, Arpit |
| 7-Jun-2017 | Skin or Skim? Inside Investment and Hedge Fund Performance | Gupta, Arpit; Kunal, Sachdeva |
| Apr-2017 | Trading Cost and Informational Efficiency | Davila, Eduardo; Parlatore, Cecilia |
| Apr-2017 | Collateralizing Liquidity | Parlatore, Cecilia |
| 17-Jan-2017 | Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications | Gakidis, Harry; Burnham, Terence; Wurgler, Jeffrey |
| Mar-2016 | The Risk Anomaly Tradeoff of Leverage | Baker, Malcom; Hoeyer, Mathias F.; Wurgler, Jeffrey |
| Apr-2015 | Transparency and Bank Runs | Parlatore, Cecilia |
| 1-Jan-2015 | Dividends as Reference Points: A Behavioral Signaling Approach | Wurgler, Jeffrey; Baker, Malcolm; Mendel, Brock |
| 6-Oct-2014 | Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation and the Low Risk Anomaly | Wurgler, Jeffrey; Baker, Malcolm |
| 18-Apr-2013 | Glucksman Fellowship Program Student Research Reports | Ghosh, Shourya; McDermid, Kenneth; Mellet, Joe; Silber, William L., Editor |
| 15-Mar-2013 | Would Stricter Capital Requirements Raise the Cost of Capital? Bank
Capital Regulation and the Low Risk Anomaly | Baker, Malcolm; Wurgler, Jeffrey |
| 7-Mar-2013 | Smokescreen: How managers behave when they have something to hide | Schmida, Markus; Gonzáleza, Tanja Artiga; Yermack, David |
| 23-Jan-2013 | Asset Pricing Frictions in Fragmented Markets | Pagnotta, Emiliano |
| 30-Nov-2012 | Equilibrium Existence and Approximation for Incomplete Market Models
with Substantial Heterogeneity | Mertens, Thomas M.; Judd, Kenneth L. |
| 19-Sep-2012 | Shaping Liquidity: On the Casual Effects of Voluntary Disclosure | Balakrishnan, Karthik; Billings, Mary; Kelly, Bryan; Ljungqvist, Alexander |
| 19-Sep-2012 | As Certain as Debt and Taxes: Estimating the Tax Sensitivity of
Leveragefrom Exogenous State Tax Changes | Ljungqvist, Alexander; Heider, Florian |
| 26-Jul-2012 | Pricing Systematic Ambiguity in Capital Markets | Brenner, Menachem; Izhakian, Yehuda |
| 2-Jul-2012 | Dynamic Conditional Beta | Engle, Robert |
| 28-Jun-2012 | Financing from Family and Friends | Lee, Samuel; Persson, Petra |
| 29-May-2012 | Hunting for Alpha Hunters in the Currency Jungle | Levich, Richard M.; Pojarliev, Momtchil |
| 29-May-2012 | FX Counterparty Risk and Trading Activity in Currency Forward and
Futures Markets | Levich, Richard M. |
| 30-Apr-2012 | Glucksman Fellowship Program Student Research Reports | Welt, Samuel; Shortt, Karen; Livne, Oren; Orenstein, Ismael; Silber, William L., Editor |
| 1-Feb-2012 | Estimation of Employee Stock Option Exercise Rates and Firm Cost | Carpenter, Jennifer; Stanton, Richard; Wallace, Nancy |
| 30-Jan-2012 | Smart Buyers | Lee, Samuel; Burkart, Mike |
| 26-Jan-2012 | Technical Trading, Predictability and Learning in Currency Markets | Levich, Richard M.; Poti, Valerio; Pattitoni, Pierpaolo |
| 11-Jan-2012 | Competing on Speed | Pagnotta, Emiliano; Philippon, Thomas |
| 9-Jan-2012 | Foreign Ownership of U.S. Safe Assets: Good or Bad? | Nieuwerburgh, Stijn Van; Ludvigson, Sydney C.; Favilukis, Jack |
| 9-Jan-2012 | Reconciling the Return Predictability Evidence In-Sample Forecasts,
Out-of-Sample Forecasts, and Parameter Instability* | Nieuwerburgh, Stijn Van; Lettau, Martin |
| 9-Jan-2012 | Health and Mortality Delta: Assessing the Welfare Cost of Household
Insurance Choice | Nieuwerburgh, Stijn Van; Yogo, Motohiro; Koijen, Ralph S. J. |
| 9-Jan-2012 | The Macroeconomic Effects of Housing Wealth, Housing Finance, and
Limited Risk-Sharing in General Equilibrium | Favilukis, Jack; Ludvigson, Sydney C.; Nieuwerburgh, Stijn Van |
| 9-Jan-2012 | The Joy of Giving or Assisted Living? Using Strategic Surveys to
Separate Bequest and Precautionary Motives | Nieuwerburgh, Stijn Van |
| 9-Jan-2012 | Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide
Government Guarantees | Nieuwerburgh, Stijn Van; Lustig, Hanno N.; Kelly, Bryan T. |
| 9-Jan-2012 | Predictability of Returns and Cash Flows | Nieuwerburgh, Stijn Van; Koijen, Ralph S. J. |
| 9-Jan-2012 | Rational Attention Allocation over the Business Cycle | Nieuwerburgh, Stijn Van; Kacperczyk, Marcin T.; Veldkamp, Laura |
| 9-Jan-2012 | Mortgage Timing | Nieuwerburgh, Stijn Van; Hemert, Otto Van; Koijen, Ralph S. J. |
| 9-Jan-2012 | The Cross-Section and Time-Series of Stock and Bond Returns | Nieuwerburgh, Stijn Van; Lustig, Hanno N.; Koijen, Ralph S. J. |
| 9-Jan-2012 | Hedge Funds in M&A Deals: Is there Exploitation of Private Information? | Dai, Rui; Massoud, Nadia; Nandy, Debarshi; Saunders, Anthony |
| 9-Jan-2012 | Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk | Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, Sarah Qian |
| 9-Jan-2012 | Private Placements to Owner-Managers: Theory and Evidence | Subrahmanyam, Marti G.; Anshuman, V. Ravi; Marisetty, Vijaya B. |
| 9-Jan-2012 | Background Risk and Trading in a Full-Information Rational Expectations Economy | Subrahmanyam, Marti G.; Stapleton, Richard C.; Zeng, Qi |
| 9-Jan-2012 | Illiquidity or credit deterioration: A study of liquidity in the US
corporate bond market during | Subrahmanyam, Marti G.; Jankowitsch, Rainer; Friewald, Nils |
| 9-Jan-2012 | Covenant Violations, Loan Contracting, and Default Risk of Bank Borrowers | Saunders, Anthony; Steffen, Sascha; Freudenberg, Felix; Imbierowicz, Bjorn |
| 14-Dec-2011 | Capital Market Integration and Wages | Henry, Peter Blair; Chari, Anusha; Sasson, Diego |
| 14-Dec-2011 | Syndication, Interconnectedness, and Systemic Risk | Saunders, Anthony; Cai, Jian; Steffen, Sascha |
| 14-Dec-2011 | Dividends as Reference Points: A Behavioral Signaling Model | Wurgler, Jeffrey; Baker, Malcolm |
| 13-Dec-2011 | Household Leverage and the Recession | Philippon, Thomas; Midrigan, Virgiliu |
| 13-Dec-2011 | Has the U.S. Finance Industry Become Less Efficient? | Philippon, Thomas |
| 13-Dec-2011 | Competing on Speed | Philippon, Thomas; Pagnotta, Emiliano |
| 13-Dec-2011 | Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent | Acharya, Viral V.; Pagano, Marco; Volpin, Paolo |
| 13-Dec-2011 | A Theory of Income Smoothing when Insiders Know More than Outsiders | Acharya, Viral V.; Lambrecht, Bart M. |
| 13-Dec-2011 | Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidencefrom
the Sub-prime Crisis | Acharya, Viral V.; Merrouche, Ouarda |
| 13-Dec-2011 | Sovereign debt, government myopia, and the financial sector | Acharya, Viral V.; Rajan, Raghuram G. |
| 13-Dec-2011 | Are Banks Passive Liquidity Backstops? | Acharya, Viral V.; Mora, Nada |
| 13-Dec-2011 | CDS Credit-Event Auctions | Sundaram, Rangarajan K.; Gupta, Sudip |
| 13-Dec-2011 | The Equity Share in New Issues and Aggregate Stock Returns | Wurgler, Jeffrey; Baker, Malcolm |
| 13-Dec-2011 | The Maturity of Debt Issues and Predictable Variation in Bond Returns | Wurgler, Jeffrey; Greenwood, Robin; Baker, Malcolm |
| 13-Dec-2011 | Predictive regressions based on managerial decision variables: Is there
a small-sample bias? | Wurgler, Jeffrey; Baker, Malcolm; Taliaferro, Ryan |
| 13-Dec-2011 | Investor sentiment in the stock market | Wurgler, Jeffrey; Baker, Malcolm |
| 13-Dec-2011 | Multinationals as arbitrageurs: The effect of valuations on foreign
direct investment | Wurgler, Jeffrey; Foley, C.Fritz; Baker, Malcolm |
| 12-Dec-2011 | Market Timing and Capital Structure | Baker, Malcolm; Wurgler, Jeffrey |
| 12-Dec-2011 | Financial markets and the allocation of capital | Wurgler, Jeffrey |
| 12-Dec-2011 | Behavioral Corporate Finance: An Updated Survey | Baker, Malcolm; Wurgler, Jeffrey |
| 12-Dec-2011 | Does Arbitrage Flatten Demand Curves for Stocks? | Wurgler, Jeffrey; Zhuravskaya, Ekaterina |
| 12-Dec-2011 | On the Economic Consequences of Index-Linked Investing | Wurgler, Jeffrey |
| 12-Dec-2011 | Shaping Liquidity: On the Causal Effects of Voluntary Disclosure | Balakrishnan, Karthik; Mary, Billings; Kelly, Bryan; Alexander, Ljungqvist |
| 12-Dec-2011 | What Do Private Firms Look like? | Asker, John; Farre-Mensa, Joan; Ljungqvist, Alexander |
| 12-Dec-2011 | Monitoring Managers: Does it Matter? | Cornelli, Francesca; Kominek, Zbigniew; Ljungqvist, Alexander |
| 12-Dec-2011 | Comparing the Investment Behavior of Public and Private Firms | Asker, John; Farre-Mensa, Joan; Ljungqvist, Alexander |
| 12-Dec-2011 | Informational Hold-up and Performance Persistence in Venture Capital | Hochberg, Yael V.; Ljungqvist, Alexander; Vissing-Jorgensen, Annette |
| 1-Dec-2011 | Time-Varying Fund Manager Skill | Kacperczyk, Marcin; Van Nieuwerburgh, Stijn; Veldkamp, Laura |
| 1-Dec-2011 | Implicit Guarantees and Risk Taking: Evidence from Money Market Funds | Kacperczyk, Marcin; Schnabl, Philipp |
| 30-Nov-2011 | Ambiguity and Overconfidence | Brenner, Menachem; Izhakian, Yehuda; Sade, Orly |
| 30-Nov-2011 | A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk | Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp |
| 30-Nov-2011 | Asset Prices and Ambiguity | Brenner, Menachem; Izhakian, Yehuda |
| 18-Nov-2011 | Risk Choice Under High-Water Marks | Drechsler, Itamar |
| 4-Nov-2011 | Dissecting the Effect of Credit Supply on Trade | Schnabl, Philipp; Paravisini, Daniel; Rappoport, Veronica; Wolfenzon, Daniel |
| 7-Oct-2011 | Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog? | Whitelaw, Robert F.; Bali, Turan G.; Cakici, Nusret |
| 13-Sep-2011 | Takeovers and Divergence of Investor Opinion | John, Kose; Chatterjee, Sris; Yan, An |
| 7-Sep-2011 | Time-Varying Sharpe Ratios and Market Timing | Whitelaw, Robert F.; Tang, Yi |
| 7-Sep-2011 | An Explanation of the Forward Premium Puzzle: The Long and the Short of It | Whitelaw, Robert F.; Richardson, Matthew; Boudoukh, Jacob |
| 7-Sep-2011 | Evidence on Financial Globalization and Crises: Interest Rate Parity | Levich, Richard M. |
| 8-Jun-2011 | Is There Skill or Alpha in Currency Investing? | Levich, Richard M.; Pojarliev, Momtchil |
| 1-Dec-2010 | The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking over
the Business Cycle | Acharya, Viral; Naqvi, Hassan |
| 30-Nov-2010 | Optimal Interventions in Markets with Adverse Selection | Philippon, Thomas; Skreta, Vasiliki |
| 22-Nov-2010 | Labor Unemployment Risk and Corporate Financing Decisions | Agrawal, Ashwini K.; Matsa, David A. |
| 15-Nov-2010 | The Macroeconomic Effects of Housing Wealth, Housing Finance, and
Limited Risk-Sharing in General Equilibrium | Van Nieuwerburgh, Stijn; Favilukis, Jack; Ludvigson, Sydney C. |
| 1-Nov-2010 | The Social Cost of Near-Rational Investment | Mertens, Thomas; Hassan, Tarek |
| 13-Oct-2010 | Are All Currency Managers Equal? | Levich, Richard M.; Pojarliev, Momtchil |
| 22-Sep-2010 | Sovereign Default Risk Assessment From The Bottom-Up | Altman, Edward I.; Rijken, Herbert |
| 28-Apr-2010 | The Michelle Markup: The First Lady's impact on stock prices of fashion companies | Yermack, David |
| 20-Apr-2010 | Glucksman Fellowship Program Student Research Reports | Silber, William |
| 8-Apr-2010 | Authority versus Loyalty: Social Incentives and Modes of Governance | Lee, Samuel; Persson, Petra |
| 5-Apr-2010 | Comovement and Predictability Relationships Between Bonds and the
Cross-Section of Stocks | Wurgler, Jeffrey; Baker, Malcolm |
| 23-Mar-2010 | Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly | Wurgler, Jeffrey; Bradley, Brendan; Baker, Malcolm |
| 26-Jan-2010 | Estimation of Employee Stock Option Exercise Rates and Firm Cost | Carpenter, Jennifer; Stanton, Richard; Wallace, Nancy |
| 25-Jan-2010 | Detecting Crowded Trades in Currency Funds | Levich, Richard; Pojarliev, Momtchil |
| 21-Jan-2010 | Leverage, Moral Hazard and Liquidity | Acharya, Viral; Viswanathan, S. |
| 21-Jan-2010 | Limits to Arbitrage and Hedging: Evidence from Commodity Markets | Acharya, Viral; Lochstoer, Lars; Ramadorai, Tarun |
| 21-Jan-2010 | Finance and Efficiency: Do Bank Branching Regulations Matter? | Acharya, Viral; Imbs, Jean; Sturgess, Jason |
