Publications

Dynamic Models and Structural Estimation in Corporate Finance

Ilya A. Strebulaev, Toni M. Whited

Foundations and Trends in Finance November2012 Vol. 6 Issue 1-2 Pages 1-163.

Cash Holdings and Credit Risk

Viral Acharya, Sergei Davydenko, Ilya A. Strebulaev

Review of Financial Studies October2012 Vol. 25 Issue 12 Pages 3572-3609.

Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing?

YiLi Chien, Harold Cole, Hanno Lustig

American Economic Review October2012 Vol. 102 Issue 6 Pages 2859-2896.

Most Reported Genetic Associations With General Intelligence Are Probably False Positives

CF Chabris, Benjamin Hébert, DJ Benjamin, J Beauchamp, D Cesarini, M Van der loos, M Johannesson, PK Magnusson, P Lichtenstein, CS Atwood, J Freese, TS Hauser, RM Hauser, N Christakis, D Laibson

Psychological Science September242012 Vol. 23 Issue 11 Pages 1314-1323.

Term structure models and the zero bound: An empirical investigation of Japanese yields

Kenneth J. Singleton, Don H. Kim

Journal of Econometrics September2012 Vol. 170 Issue 1 Pages 32-49.

The Promises and Pitfalls of Genoeconomics

Benjamin Hébert, Several Co-authors

Annual Review of Economics September2012 Vol. 4 Pages 627-662.

Lender Screening and Role of Securitization: Evidence from Prime and Subprime Mortgages

Benjamin J. Keys, Amit Seru, Vikrant Vig

The Review of Financial Studies July2012 Vol. 25 Issue 7 Pages 2071–2108.

Dynamic Debt Runs

Zhiguo He, Wei Xiong

The Review of Financial Studies June2012 Vol. 25 Issue 6 Pages 1799–1843.

Debt Financing in Asset Markets

Zhiguo He, Wei Xiong

American Economic Review May2012 Vol. 102 Issue 3 Pages 88–94.

Dynamic Compensation Contracts with Private Savings

Zhiguo He

The Review of Financial Studies May2012 Vol. 25 Issue 5 Pages 1494–1549.

Financial Literacy, Retirement Planning and Household Wealth

Maarten C.J. van Rooij, Annamaria Lusardi, Rob J.M. Alessie

The Economic Journal May2012 Vol. 122 Issue 560 Pages 449–478.

Fiscal Imbalances and Borrowing Costs: Evidence from State Investment Losses

Robert Novy-Marx, Joshua D. Rauh

American Economic Association May2012 Vol. 4 Issue 2 Pages 182-213.

The exact law of large numbers for independent random matching

Darrell Duffie, Yeneng Sun

Journal of Economic Theory May2012 Vol. 147 Issue 3 Pages 1105-1139.

A Model of Capital and Crises

Zhiguo He, Arvind Krishnamurthy

Review of Economic Studies April2012 Vol. 79 Issue 2 Pages 735–777.

Rollover Risk and Credit Risk

Zhiguo He, Wei Xiong

The Journal of Finance April2012 Vol. 67 Issue 2 Pages 391–430.

The Aggregate Demand for Treasury Debt

Arvind Krishnamurthy, Annette Vissing-Jorgensen

Journal of Political Economy April2012 Vol. 120 Issue 2 Pages 233-267.

How Does the US Government Finance Fiscal Shocks?

Berndt Antje, Hanno Lustig, Sevin Yeltekin

American Economic Journal: Macroeconomics January2012 Vol. 4 Issue 1 Pages 69-104.

Investment Dynamics with Natural Expectations

Andreas Fuster, Benjamin Hébert, David Laibson

International Journal of Central Banking January2012 Vol. 8 Issue 1 Pages 243-265.

Blind Consent? A Social Psychological Investigation of Non-Readership of Click-through Agreements

Victoria C. Plaut, Robert P. Bartlett

Law and Human Behavior 2012 Vol. 36 Issue 4 Pages 293–311.

Liability Holding Companies

Anat R. Admati, Peter Conti-Brown, Paul Pfleiderer

UCLA Law Review 2012 Vol. 59 Issue 4 Pages 853-913.