Publications

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.

Inefficiencies in the Information Thicket: A Case Study of Derivative Disclosures during the Financial Crisis

Robert P. Bartlett

UC Berkeley: Berkeley Program in Law and Economics 2010 Vol. 36

Temporary vs Permanent Shocks: Explaining Corporate Financial Policies

Alexander S. Gorbenko, Ilya A. Strebulaev

Review of Financial Studies 2010 Vol. 23 Issue 7 Pages 2591-2647.

The Aggregate Dynamics of Capital Structure and Macroeconomic Risk

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

Review of Financial Studies 2010 Vol. 23 Issue 12 Pages 4187-4241.

The Failure Mechanics of Dealer Banks

Darrell Duffie

Journal of Economic Perspectives 2010 Vol. 24 Issue 1 Pages 51-72.

Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes?

Steven N. Kaplan, Joshua D. Rauh

Review of Financial Studies 2010 Vol. 23 Issue 3 Pages 1004-1050.

The Sale of Multiple Assets with Private Information

Zhiguo He

The Review of Financial Studies November2009 Vol. 22 Issue 11 Pages 4787–482.

Frailty Correlated Default

Darrell Duffie, Andreas Eckner, Guillaume Horel, Leandro Saita

Journal of Finance October2009 Vol. LXIV Issue 5 Pages 2089-2123.

Information Percolation with Equilibrium Search Dynamics

Darrell Duffie, Semyon Malamud, Gustavo Manso

Econometrica September2009 Vol. 77 Issue 5 Pages 1513-1574.

Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans

Joshua D. Rauh

The Review of Financial Studies July12009 Vol. 22 Issue 7 Pages 2687-2733.

Financial Regulation and Securitization: Evidence from Subprime Loans

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

Journal of Monetary Economics July2009 Vol. 56 Issue 5 Pages 700–720.

Global Imbalances and Financial Fragility

Arvind Krishnamurthy, Ricardo J. Caballero

American Economic Review May2009 Vol. 99 Issue 2 Pages 584-588.

Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion

Zhiguo He

The Review of Financial Studies February2009 Vol. 22 Issue 2 Pages 859–892.