Publications

A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks

Steven Grenadier, Andrey Malenko

Journal of Finance September2010 Vol. 65 Issue 5 Pages 1949-1986.

Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis

Tomasz Piskorski, Amit Seru, Vikrant Vig

Journal of Financial Economics September2010 Vol. 97 Issue 3 Pages 369–397.

Presidential Address: Asset Price Dynamics with Slow-Moving Capital

Darrell Duffie

The Journal of Finance August2010 Vol. 65 Issue 4 Pages 1237-1267.

Amplification Mechanisms in Liquidity Crises

Arvind Krishnamurthy

American Economic Journal: Macroeconomics July2010 Vol. 2 Issue 3 Pages 1-30.

The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation

Darrell Duffie, Semyon Malamud, Gustavo Manso

Journal of Economic Theory July2010 Vol. 145 Issue 4 Pages 1574-1601.

Adaptive Asset Allocation Policies

William F. Sharpe

Financial Analysts Journal May2010 Vol. 66 Issue 3 Pages 45-59.

Discrete-Time Affine[Q] Term Structure Models with Generalized Market Prices of Risk

Kenneth J. Singleton, Anh Le

Review of Financial Studies May2010 Vol. 23 Issue 5 Pages 2184.

Statistical Default Models and Incentives

Uday Rajan, Amit Seru, Vikrant Vig

American Economic Review: Papers & Proceedings May2010 Vol. 100 Issue 2 Pages 506–510.

How much does household collateral constrain regional risk sharing?

Hanno Lustig, Stijn Van Nieuwerburgh

Review of Economics Dynamics April2010 Vol. 13 Issue 2 Pages 265-294.

The Market Price of Aggregate Risk and the Wealth Distribution

Hanno Lustig, YiLi Chien

The Review of Financial Studies April2010 Vol. 23 Issue 4 Pages 1596-1650.

The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

Harjoat S. Bhamra, Lars-Alexander Kuehn, Ilya A. Strebulaev

The Review of Financial Studies February12010 Vol. 23 Issue 2 Pages 645-703.

Did Securitization Lead to Lax Screening? Evidence from Subprime Loans

Benjamin J. Keys, Tanmoy K. Mukherjee, Amit Seru, Vikrant Vig

Quarterly Journal of Economics February2010 Vol. 125 Issue 1 Pages 307–362.

Information Percolation

Darrell Duffie, Gaston Giroux, Gustavo Manso

American Economic Journal: Microeconomics February2010 Vol. 2 Issue 1 Pages 100-111.

Learning By Trading

Amit Seru, Tyler Shumway, Noah Stoffman

The Review of Financial Studies February2010 Vol. 23 Issue 2 Pages 705–739.

When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and When is it Not)?

Hanno Lustig, Dirk Krueger

Journal of Economic Theory January2010 Vol. 145 Issue 1 Pages 1-41.

Asset-Pricing Dynamics with Slow Moving Capital

Darrell Duffie

Journal of Finance 2010 Vol. 65 Issue 4 Pages 1237-1267.

Balance Sheet Adjustment During the 2008 Crisis

Zhiguo He, In Gu Khang, Arvind Krishnamurthy

IMF Economic Review 2010 Vol. 58 Issue 1 Pages 118–156.

Balance Sheet Adjustments in the 2008 Crisis

Zhiguo He, In Gu Khang, Arvind Krishnamurthy

IMF Economic Review 2010 Vol. 1 Pages 118-156.

Going Private but Staying Public: Reexamining the Effect of Sarbanes-Oxley on Firms’ Going-Private Decisions

Robert P. Bartlett

The University of Chicago Law Review 2010 Vol. 76 Issue 1 Pages 7.

How Debt Markets have Malfunctioned in the Crisis

Arvind Krishnamurthy

Journal of Economic Perspectives 2010 Vol. 24 Issue 2 Pages 3-28.