Publications

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.

Firm Boundaries Matter: Evidence from Conglomerates and R&D Activity

Amit Seru

Journal of Financial Economics February2014 Vol. 111 Issue 2 Pages 381–405.

Internal Capital Market and Dividend Policies: Evidence From Business Groups

Radhakrishnan Gopalan, Vikram Nanda, Amit Seru

The Review of Financial Studies February2014 Vol. 27 Issue 4 Pages 1102–1142.

The Revenue Demands of Public Employee Pension Promises

Robert Novy-Marx, Joshua D. Rauh

American Economic Journal: Economic Policy February2014 Vol. 6 Issue 1 Pages 193-229.

Investment Busts, Reputation, and the Temptation to Blend in with the Crowd

Steven Grenadier, Andrey Malenko, Ilya A. Strebulaev

Journal of Financial Economics January2014 Vol. 111 Issue 1 Pages 137-157.

Uncertainty, Risk, and Incentives: Theory and Evidence

Zhiguo He, Si Li, Bin Wei, Jianfeng Yu

Management Science January2014 Vol. 60 Issue 1 Pages 1–264.

Efficient Credit Policies in a Housing Debt Crisis

Janice Eberly, Arvind Krishnamurthy

Brookings Papers on Economic Activity 2014 Issue Fall