Publications

Institutional Investors and Infrastructure Investing

Aleksandar Andonov, Roman Kräussl, Joshua D. Rauh

The Review of Financial Studies

August2021 Vol. 34 Issue 8 Pages 3880–3934.

Presidential Address: How Much “Rationality” Is There in Bond-Market Risk Premiums?

Kenneth J. Singleton

Journal of Finance

August2021 Vol. 76 Issue 4 Pages 1611–1654.

Redrawing the Map of Global Capital Flows: The Role of Cross-Border Financing and Tax Havens

Antonio Coppola, Matteo Maggiori, Brent Neiman, Jesse Schreger

August2021 Vol. 136 Issue 3 Pages 1499–1556.

Market Fragmentation

Daniel Chen, Darrell Duffie

American Economic Review

July2021 Vol. 111 Issue 7 Pages 2247–2274.

Five Facts about Beliefs and Portfolios

Stefano Giglio, Matteo Maggiori, Johannes Stroebel, Stephen Utkus

American Economic Review

May2021 Vol. 111 Issue 5 Pages 1481–1522.

Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation

Zhiyao Chen, Ilya A. Strebulaev, Yuhang Xing, Xiaoyan Zhang

Management Science

May2021 Vol. 67 Issue 5 Pages 2751–2772.

Review Article: Perspectives on the Future of Asset Pricing

Markus Brunnermeier, Emmanuel Farhi, Ralph S.J. Koijen, Arvind Krishnamurthy, Sydney C. Ludvigson, Hanno Lustig, Stefan Nagel, Monika Piazzesi

Review of Financial Studies

April2021 Vol. 34 Issue 4 Pages 2126–2160.

Foreign Safe Asset Demand and the Dollar Exchange Rate

Zhengyang Jiang, Arvind Krishnamurthy, Hanno Lustig

Journal of Finance

March152021

Firm Selection and Corporate Cash Holdings

Juliane Begenau, Berardino Palazzo

Journal of Financial Economics

March2021 Vol. 139 Issue 3 Pages 697–718.

How Venture Capitalists Make Decisions

Paul Gompers, Will Gornall, Steven N. Kaplan, Ilya A. Strebulaev

Harvard Business Review

March2021 Vol. 99 Issue 2 Pages 70–78.

The Global Capital Allocation Project

Matteo Maggiori, Brent Neiman, Jesse Schreger

NBER The Reporter

March2021 Issue 1 Pages 16–19.

Mortgage Design in an Equilibrium Model of the Housing Market

Adam Guren, Arvind Krishnamurthy, Timothy James McQuade

Journal of Finance

February2021 Vol. 76 Issue 1 Pages 113–168.

The Joint Dynamics of Investor Beliefs and Trading During the COVID-19 Crash

Stefano Giglio, Matteo Maggiori, Johannes Stroebel, Stephen Utkus

Proceedings of the National Academy of Sciences of the USA

January262021 Vol. 118 Issue 4

Leverage Dynamics Without Commitment

Peter M. DeMarzo, Zhiguo He

Journal of Finance

January2021

Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery?

Charles M. C. Lee, Edward M. Watts

The Accounting Review

2021 Vol. 96 Issue 3 Pages 373–401.

Firm Volatility in Granular Networks

Bernard Herksovic , Bryan Kelly, Hanno Lustig, Stijn Van Nieuwerburgh

Journal Political Economy

November2020 Vol. 128 Issue 11 Pages 4097–4162.

The Macroeconomics of Corporate Debt

Markus Brunnermeier, Arvind Krishnamurthy

The Review of Corporate Finance Studies

November2020 Vol. 9 Issue 3 Pages 656-665.

Limited Liability and Investment: Evidence from Changes in Marital Property Laws in the U.S. South, 1840-1850

Laura Salisbury

Journal of Financial Economics

October2020 Vol. 138 Issue 1 Pages 1–26.

Equity Is Cheap for Large Financial Institutions

Priyank Gandhi, Hanno Lustig, Alberto Plazzi

The Review of Financial Studies

September2020 Vol. 33 Issue 9 Pages 4231–4271.

Cost Saving and the Freezing of Corporate Pension Plans

Joshua D. Rauh, Irina Stefanescu, Stephen P. Zeldes

Journal of Public Economics

August2020 Vol. 188

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