Publications

Browse or search publications from Stanford GSB faculty.

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Business Cycle Variation in the Risk-Return Trade-Off

Hanno Lustig, Adrien Verdelhan
Journal of Monetary Economics December2012 Vol. 59 Pages S35-S49.

Dynamic Agency and the q Theory of Investment

Peter M. DeMarzo, Michael J. Fishman, Zhiguo He, Neng Wang
The Journal of Finance December2012 Vol. 67 Issue 6 Pages 2295–2340.

Capital Mobility and Asset Pricing

Darrell Duffie, Bruno Strulovici
Econometrica November2012 Vol. 80 Issue 6 Pages 2469-2509.

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.