Publications

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.

Making Banks Transparent

Robert P. Bartlett

Vanderbilt Law Review 2012 Vol. 65 Issue 2 Pages 293.

A Market-Based Study of the Costs of Default

Sergei Davydenko, Ilya A. Strebulaev, Xiaofei Zhao

Review of Financial Studies 2012 Vol. 25 Issue 10 Pages 2959-2999.

Risk Topography

Markus K. Brunnermeier, Gary Gorton, Arvind Krishnamurthy

NBER Macroeconomics Annual 20011 NBER 2012 Pages 149-176.

Endogenous Information Flows and the Clustering of Announcements

Peter M. DeMarzo

American Economic Review December2011 Vol. 101 Issue 7 Pages 2955-2979.

Are Incentive Contracts Rigged by Powerful CEOs?

Adair Morse, Vikram Nanda, Amit Seru

The Journal of Finance September2011 Vol. 66 Issue 5 Pages 1779–1821.

Common Risk Factors in Currency Markets

Hanno Lustig, Nikolai Roussanov, Adrien Verdelhan

The Review of Financial Studies August302011 Vol. 24 Issue 11 Pages 3731-3777.

Financial Literacy and Stock Market Participation

Maarten van Rooij, Annamaria Lusardi, Rob Alessie

Journal of Financial Economics August2011 Vol. 101 Issue 2 Pages 449–472.

Natural Expectations, Macroeconomic Dynamics, and Asset Pricing

Andreas Fuster, Benjamin Hébert, David Laibson

NBER Macroeconomics Annual 2011 NBER August2011 Vol. 26 Pages 1-48.

Does a Central Clearing Counterparty Reduce Counterparty Risk?

Darrell Duffie, Haoxiang Zhu

The Review of Asset Pricing Studies July2011 Vol. 1 Issue 1 Pages 74-95.

Estimation and Evaluation of Conditional Asset Pricing Models

Kenneth J. Singleton, Stefan Nagel

Journal of Finance June2011 Vol. 66 Issue 3 Pages 873-909.

Explaining Corporate Capital Structure: Product Markets, Leases, and Asset Similarity

Joshua D. Rauh, Amir Sufi

Review of Finance June2011 Vol. 26 Issue 2 Pages 403-451.

A Model of Dynamic Compensation and Capital Structure

Zhiguo He

Journal of Financial Economics May2011 Vol. 100 Issue 2 Pages 351–366.

How Sovereign Is Sovereign Credit Risk?

Kenneth J. Singleton, Francis A. Longstaff, Jun Pan, Lasse H. Pedersen

American Economic Journal: Macroeconomics April2011 Vol. 3 Issue 2 Pages 75-103.

Policy Options for State Pension Systems and Their Impact on Plan Liabilities

Robert Novy-Marx, Joshua D. Rauh

Journal of Pension Economics & Finance April2011 Vol. 10 Issue 2 Pages 173-194.

Technological Change and the Growing Inequality in Managerial Compensation

Hanno Lustig, Chad Syverson, Stijn Van Nieuwerburgh

The Journal of Financial Economics March2011 Vol. 99 Issue 3 Pages 601-627.

Collateral Values by Asset Class: Evidence from Primary Securities Dealers

Leonardo Bartolini, Spence Hilton, Suresh Sundaresan, Christopher Tonetti

Review of Financial Studies 2011 Vol. 24 Issue 1 Pages 248-278.

Corporate Bond Default Risk: A 150-Year Perspective

Kay Giesecke, Francis A. Longstaff, Stephen M. Schaefer, Ilya A. Strebulaev

Journal of Financial Economics 2011 Vol. 102 Issue 2 Pages 233–250.