Publications

Information Percolation in Large Markets

Darrell Duffie, Gustavo Manso

American Economic Review: Papers and Proceedings, 2007 2007 Pages 203-209.

Managerial Ability, Compensation and the Closed-End Fund Discount

Jonathan B. Berk, Richard Stanton

Journal of Finance 2007 Vol. 62 Issue 2 Pages 529-556.

Multi-period corporate default prediction with stochastic covariates

Darrell Duffie, Leandro Saita, Ke Wang

Journal of Financial Economics 2007 Vol. 83 Pages 635-665.

Optimal Long-Term Financial Contracting

Peter M. DeMarzo, Michael J. Fishman

Review of Financial Studies 2007 Vol. 20 Issue 6 Pages 2079-2128.

Systemic Illiquidity in the Federal Funds Market

Darrell Duffie, Adam B. Ashcraft

American Economic Review: Papers and Proceedings, 2007 2007 Vol. 97 Pages 221-225.

Technological Innovation and Real Investment Booms and Busts

Peter M. DeMarzo, Ron Kaniel, Ilan Kremer

Journal of Financial Economics 2007 Vol. 85 Issue 3 Pages 735-754.

Valuation in Over-the-Counter Markets

Darrell Duffie, Nicolae Garleanu, Lasse Heje Pedersen

The Review of Financial Studies 2007 Vol. 20 Pages 1865-1900.

Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model

Peter M. DeMarzo, Yuliy Sannikov

Journal of Finance December2006 Vol. 61 Issue 6 Pages 2681-2724.

Venture Capital, Agency Costs, and the False Dichotomy of the Corporation

Robert P. Bartlett

UCLA Law Review October2006 Vol. 54 Pages 37.

Earnings Manipulation, Pension Assumptions, and Managerial Investment Decisions

Daniel Bergstresser, Mihir Desai, Joshua D. Rauh

The Quarterly Journal of Economics February12006 Vol. 121 Issue 1 Pages 157-195.

Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans

Joshua D. Rauh

The Journal of Finance February2006 Vol. 61 Issue 1 Pages 33-71.

Bubbles and Capital Flow Volatility: Causes and Risk Management

Arvind Krishnamurthy, Ricardo J. Caballero

Journal of Monetary Economics January2006 Vol. 53 Issue 1 Pages 35-53.

Optimal Trading and Asset Pricing with a Large Shareholder

Peter M. DeMarzo, Branko Uroševic

Journal of Political Economy 2006 Vol. 114 Issue 4 Pages 774-815.

Bidding with Securities - Auctions and Security Design

Peter M. DeMarzo, Ilan Kremer, Andrzej Skrzypacz

The American Economic Review September2005 Vol. 95 Issue 4 Pages 936-959.

Own Company Stock in Defined Contribution Pension Plans: A Takeover Defense

Joshua D. Rauh

Journal of Financial Economics July72005 Vol. 81 Issue 2 Pages 379-410.

Equilibrium Investment and Asset Prices under Imperfect Corporate Control

James Dow, Gary Gorton, Arvind Krishnamurthy

American Economic Review June2005 Vol. 95 Issue 3 Pages 659-681.

Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective

Hanno Lustig, Stijn G. Nieuwerburgh

The Journal of Finance May32005 Vol. 60 Issue 3 Pages 1167-1219.

Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective

Arvind Krishnamurthy, Ricardo Caballero

International Journal of Central Banking May2005 Vol. 1 Issue 1

Investment Timing, Agency and Information

Steven Grenadier, Neng Wang

Journal of Financial Economics March2005 Vol. 75 Issue 3 Pages 493–533.

An Equilibrium Analysis of Real Estate Leases

Steven Grenadier

Journal of Business 2005 Vol. 78 Issue 4 Pages 1173-1214.