Publications

Browse or search publications from Stanford GSB faculty.

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The Wealth-Consumption Ratio

Hanno Lustig, Stijn Van Nieuwerburgh, Adrien Verdelhan
The Review of Asset Pricing Studies April112013 Vol. 3 Issue 1 Pages 38-94.

Intermediary Asset Pricing

Zhiguo He, Arvind Krishnamurthy
American Economic Review April2013 Vol. 103 Issue 2 Pages 732–770.

The Arithmetic of Investment Expenses

William F. Sharpe
Financial Analysts Journal March2013

Delegated Asset Management, Investment Mandates, and Capital Immobility

Zhiguo He, Wei Xiong
Journal of Financial Economics February2013 Vol. 107 Issue 2 Pages 239–258.

The Mystery of Zero-Leverage Firms

Ilya A. Strebulaev, Baozhong Yang
Journal of Financial Economics February2013 Vol. 109 Issue 1 Pages 1-23.

Gaussian Macro-Finance Term Structure Models with Lags

Kenneth J. Singleton, Scott Joslin, Anh Le
Journal of Financial Economics 2013 Vol. 11 Issue 4 Pages 581-609.

It's the Market: The Broad-Based Rise in the Return to Top Talent

Steven Kaplan, Joshua D. Rauh
American Economic Association 2013 Vol. 27 Issue 3 Pages 35-56.

Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments

Yael V. Hochberg, Joshua D. Rauh
The Review of Financial Studies 2013 Vol. 26 Issue 2 Pages 403-451.

The Floor-Leverage Rule for Retirement

Jason S. Scott, John G. Watson
Financial Analysts Journal 2013 Vol. 69 Issue 5 Pages 45-60.

Business Cycle Variation in the Risk-Return Trade-Off

Hanno Lustig, Adrien Verdelhan
Journal of Monetary Economics December2012 Vol. 59 Pages S35-S49.

Dynamic Agency and the q Theory of Investment

Peter M. DeMarzo, Michael J. Fishman, Zhiguo He, Neng Wang
The Journal of Finance December2012 Vol. 67 Issue 6 Pages 2295–2340.

Capital Mobility and Asset Pricing

Darrell Duffie, Bruno Strulovici
Econometrica November2012 Vol. 80 Issue 6 Pages 2469-2509.

Dynamic Models and Structural Estimation in Corporate Finance

Ilya A. Strebulaev, Toni M. Whited
Foundations and Trends in Finance November2012 Vol. 6 Issue 1-2 Pages 1-163.

Cash Holdings and Credit Risk

Viral Acharya, Sergei Davydenko, Ilya A. Strebulaev
Review of Financial Studies October2012 Vol. 25 Issue 12 Pages 3572-3609.

Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing?

YiLi Chien, Harold Cole, Hanno Lustig
American Economic Review October2012 Vol. 102 Issue 6 Pages 2859-2896.

Most Reported Genetic Associations With General Intelligence Are Probably False Positives

CF Chabris, Benjamin Hébert, DJ Benjamin, J Beauchamp, D Cesarini, M Van der loos, M Johannesson, PK Magnusson, P Lichtenstein, CS Atwood, J Freese, TS Hauser, RM Hauser, N Christakis, D Laibson
Psychological Science September242012 Vol. 23 Issue 11 Pages 1314-1323.

Term structure models and the zero bound: An empirical investigation of Japanese yields

Kenneth J. Singleton, Don H. Kim
Journal of Econometrics September2012 Vol. 170 Issue 1 Pages 32-49.

The Promises and Pitfalls of Genoeconomics

Benjamin Hébert, Several Co-authors
Annual Review of Economics September2012 Vol. 4 Pages 627-662.

Lender Screening and Role of Securitization: Evidence from Prime and Subprime Mortgages

Benjamin J. Keys, Amit Seru, Vikrant Vig
The Review of Financial Studies July2012 Vol. 25 Issue 7 Pages 2071–2108.

Dynamic Debt Runs

Zhiguo He, Wei Xiong
The Review of Financial Studies June2012 Vol. 25 Issue 6 Pages 1799–1843.