Publications

Financial Literacy and Stock Market Participation

Maarten van Rooij, Annamaria Lusardi, Rob Alessie

Journal of Financial Economics August2011 Vol. 101 Issue 2 Pages 449–472.

Natural Expectations, Macroeconomic Dynamics, and Asset Pricing

Andreas Fuster, Benjamin Hébert, David Laibson

NBER Macroeconomics Annual 2011 NBER August2011 Vol. 26 Pages 1-48.

Does a Central Clearing Counterparty Reduce Counterparty Risk?

Darrell Duffie, Haoxiang Zhu

The Review of Asset Pricing Studies July2011 Vol. 1 Issue 1 Pages 74-95.

Estimation and Evaluation of Conditional Asset Pricing Models

Kenneth J. Singleton, Stefan Nagel

Journal of Finance June2011 Vol. 66 Issue 3 Pages 873-909.

Explaining Corporate Capital Structure: Product Markets, Leases, and Asset Similarity

Joshua D. Rauh, Amir Sufi

Review of Finance June2011 Vol. 26 Issue 2 Pages 403-451.

A Model of Dynamic Compensation and Capital Structure

Zhiguo He

Journal of Financial Economics May2011 Vol. 100 Issue 2 Pages 351–366.

How Sovereign Is Sovereign Credit Risk?

Kenneth J. Singleton, Francis A. Longstaff, Jun Pan, Lasse H. Pedersen

American Economic Journal: Macroeconomics April2011 Vol. 3 Issue 2 Pages 75-103.

Policy Options for State Pension Systems and Their Impact on Plan Liabilities

Robert Novy-Marx, Joshua D. Rauh

Journal of Pension Economics & Finance April2011 Vol. 10 Issue 2 Pages 173-194.

Technological Change and the Growing Inequality in Managerial Compensation

Hanno Lustig, Chad Syverson, Stijn Van Nieuwerburgh

The Journal of Financial Economics March2011 Vol. 99 Issue 3 Pages 601-627.

Collateral Values by Asset Class: Evidence from Primary Securities Dealers

Leonardo Bartolini, Spence Hilton, Suresh Sundaresan, Christopher Tonetti

Review of Financial Studies 2011 Vol. 24 Issue 1 Pages 248-278.

Corporate Bond Default Risk: A 150-Year Perspective

Kay Giesecke, Francis A. Longstaff, Stephen M. Schaefer, Ilya A. Strebulaev

Journal of Financial Economics 2011 Vol. 102 Issue 2 Pages 233–250.

Financial Literacy Around the World: An Overview

Annamaria Lusardi, Olivia S. Mitchell

Journal of Pension Economics & Finance 2011 Vol. 10 Issue 4 Pages 497–508.

Financially Fragile Households: Evidence and Implications

Annamaria Lusardi, Peter Tufano, Daniel Schneider, Adair Morse, Karen M. Pence

Brookings Papers on Economic Activity 2011 Pages 83–134.

A Multiplier Approach to Understanding the Macro Implications of Household Finance

Yili Chien, Harold Cole, Hanno Lustig

The Review of Economic Studies 2011 Vol. 78 Issue 1 Pages 199-234.

Real Options Signaling Games with Applications to Corporate Finance

Steven Grenadier, Andrey Malenko

Review of Financial Studies 2011 Vol. 24 Issue 12 Pages 3993-4036.

The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy

Arvind Krishnamurthy, Annette Vissing-Jorgensen

Brookings Papers on Economic Activity 2011

What Make a Better Annuity?

Jason S. Scott, John G. Watson, Wei-Yin Hu

Journal of Risk and Insurance 2011 Vol. 78 Issue 1 Pages 213-244.

Capital Structure and Debt Structure

Joshua D. Rauh, Amir Sufi

The Review of Financial Studies December12010 Vol. 23 Issue 12 Pages 4242-4280.

Rating the Ratings: How Good Are Commercial Governance Ratings?

Robert Daines, Ian D. Gow, David F. Larcker

Journal of Financial Economics December2010 Vol. 98 Issue 3 Pages 439–461.

Stock and Bond Returns with Moody Investors

Geert Bekaert, Eric Engstrom, Steven Grenadier

Journal of Empirical Finance December2010 Vol. 17 Issue 5 Pages 867-894.