Publications

Information Percolation in Segmented Markets

Darrell Duffie, Semyon Malamud, Gustavo Manso

Journal of Economic Theory 2015 Vol. 158

Reforming LIBOR and Other Financial Market Benchmarks

Darrell Duffie, Jeremy C. Stein

Journal of Economic Perspectives 2015 Vol. 29 Issue 2 Pages 191-212.

Search-Based Peer Firms: Aggregating Investor Perception through Internet Co-Searches

Charles M. C. Lee, Paul Ma, Charles Wang

Journal of Financial Economics 2015 Vol. 116 Issue 2 Pages 410-431.

Shareholder Wealth Maximization as Means to an End

Robert P. Bartlett

Seattle University Law Review 2015 Vol. 38 Issue 2

“Those Who Know Most”: Insider Trading in 18th Century Amsterdam

Journal of Political Economy 2015 Vol. 123 Issue 6 Pages 1356-1409.

Sizing Up Repo

Arvind Krishnamurthy, Stefan Nagel, Dmitry Orlov

Journal of Finance December2014 Vol. 69 Issue 6

Conditional risk premia in currency markets and other asset classes

Matteo Maggiori, Martin Lettau

Journal of Financial Economics November2014 Vol. 114 Issue 2 Pages 197-225.

The TIPS-Treasury Bond Puzzle

Hanno Lustig, Matthias Fleckenstein, Francis A. Longstaff

The Journal of Finance September122014 Vol. 69 Issue 5 Pages 2151-2197.

Aggregate Investment and Investor Sentiment

Salman Arif, Charles M. C. Lee

Review of Financial Studies August142014 Vol. 27 Issue 11 Pages 3241-3279.

Linking Benefits to Investment Performance in US Public Pension Systems

Robert Novy-Marx, Joshua D. Rauh

Journal of Public Economics August2014 Vol. 116 Pages 47-61.

Endogenous Liquidity and Defaultable Bonds

Zhiguo He, Konstantin Milbradt

Econometrica July2014 Vol. 82 Issue 4 Pages 1443–1508.

The Revolving Door and Worker Flows in Banking Regulation

Amit Seru, David Lucca

Journal of Monetary Economics July2014 Vol. 65 Pages 17–32.

Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs

Darrell Duffie

Journal of Legal Studies June2014 Vol. 43 Issue S2 Pages 173-182.

Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

Scott Joslin, Marcel Priebsch, Kenneth J. Singleton

Journal of Finance June2014 Vol. 69 Issue 3 Pages 1197–1233.

The Institutional Framework for Cost-Benefit Analysis in Financial Regulation: A Tale of Four Paradigms?

Robert P. Bartlett

The Journal of Legal Studies June2014 Vol. 43 Issue 2 Pages S379–S405.

A Theory of Debt Maturity: the Long and Short of Debt Overhang

Douglas W. Diamond, Zhiguo He

The Journal of Finance April2014 Vol. 69 Issue 2 Pages 719–762.

Inconsistent Regulators: Evidence from Banking

Amit Seru, Sumit Agarwal, David Lucca, Francesco Trebbi

Quarterly Journal of Economics March72014 Vol. 129 Issue 2 Pages 889-938.

Countercyclical Currency Risk Premia

Hanno Lustig, Nikolai Roussanov, Adrien Verdelhan

Journal of Financial Economics March2014 Vol. 111 Issue 3 Pages 527-553.

The Economic Importance of Financial Literacy: Theory and Evidence

Annamaria Lusardi, Olivia S. Mitchell

Journal of Economic Literature March2014 Vol. 52 Issue 1 Pages 5–44.

Resource Allocation within Firms and Financial Market Dislocation: Evidence from Diversified Conglomerates

Amit Seru, Gregor Matvos

The Review of Financial Studies February72014 Vol. 27 Issue 4 Pages 1143-1189.