Publications

Browse or search publications from Stanford GSB faculty.

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The Term Structure of Currency Carry Trade Risk Premia

Hanno Lustig, Adrien Verdelhan, Andreas Stathopoulos
American Economic Review (accepted) June2019

Who Wants Affordable Housing in their Backyard? An Equilibrium Analysis of Low Income Property Development

Rebecca Diamond, Timothy James McQuade
Journal of Political Economy June2019 Vol. 127 Issue 3 Pages 1063–1117.

Blockchain Disruption and Smart Contracts

Lin William Cong, Zhiguo He
The Review of Financial Studies May2019 Vol. 32 Issue 5

Firm Financing Over the Business Cycle

Juliane Begenau, Juliana Salomao
Review of Financial Studies April2019 Vol. 32 Issue 4 Pages 1235-1274.

A Model of Safe Asset Determination

Zhiguo He, Arvind Krishnamurthy, Konstantin Milbradt
American Economic Review April2019 Vol. 109 Issue 4 Pages 1230–1262.

Capital Share Dynamics When Firms Insure Workers

Barney Hartman-Glaser, Hanno Lustig, Mindy Z. Xiaolan
Journal of Finance March302019

Macroeconomic Risk and Idiosyncratic Risk-taking

Ilya A. Strebulaev, Zhiyao Chen
The Review of Financial Studies March2019 Vol. 32 Issue 3 Pages 1148-1187.

Funding Value Adjustments

Darrell Duffie, Leif Anderson, Yang Song
Journal of Finance February2019 Vol. 74 Issue 1 Pages 145-192.

Pierre Foods Acquisition of Advance Foods

Guhan Subramanian, Mike Harmon
Harvard Business School Case February2019 Vol. 911-022

Quiksilver Inc. and Oaktree Capital Management

Kristin Mugford, Mike Harmon
Harvard Business School Case February2019 Vol. 219-097

Capital Flow Management with Multiple Instruments

Arvind Krishnamurthy, Viral V. Acharya
Central Bank of Chile: Monetary Policy and Financial Stability Transmission Mechanisms and Policy Implications Central Bank of Chile 2019 Pages 169-203.

Chinese Bond Market and Interbank Market

Marlene Amstad, Zhiguo He
The Handbook of China's Financial System (Eds. Marlene Amstad, Guofeng Sun, and Wei Xiong) Princeton University Press Princeton, Oxford 2019

Financial Literacy and the Need for Financial Education: Evidence and Implications

Annamaria Lusardi
Swiss Journal of Economics and Statistics 2019 Vol. 155 Issue 1

Prone to Fail: The Pre-Crisis Financial System

Darrell Duffie
Journal of Economic Perspectives 2019 Vol. 33 Issue 1 Pages 81–106.

Repatriation Taxes and Foreign Cash Holdings: The Impact of Anticipated Tax Reform

Lisa De Simone, Joseph D. Piotroski, Rimmy Tomy
Review of Financial Studies 2019 Vol. 32 Pages 3105–3143.

Technological Links and Return Predictability

Charles M. C. Lee, Stephen Teng Sun, Rongfei Wang, Ran Zhang
Journal of Financial Economics 2019 Vol. 132 Pages 76-96.

Brexit and Uncertainty: Insights from the Decision Maker Panel

Nicholas A. Bloom, Philip Bunn, Scarlet Chen, Paul Mizen, Pawel Smietanka, Greg Thwaites, Gary Young
Fiscal Studies December2018 Vol. 39 Issue 4 Pages 555-580.

Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks

Greg Buchak, Gregor Matvos, Tomasz Piskorski, Amit Seru
Journal of Financial Economics December2018 Vol. 130 Issue 3 Pages 453-483.

Intermediary Asset Pricing and the Financial Crisis

Zhiguo He, Arvind Krishnamurthy
Annual Review of Financial Economics November2018 Vol. 10 Pages 173–197.

The Hot-Hand Fallacy: Cognitive Mistakes or Equilibrium Adjustments? Evidence from Major League Baseball

Brett Green, Jeffrey Zwiebel
Management Science November2018 Vol. 64 Issue 11 Pages 4967-5460.