Publications

Earnings Manipulation, Pension Assumptions, and Managerial Investment Decisions

Daniel Bergstresser, Mihir Desai, Joshua D. Rauh

The Quarterly Journal of Economics February12006 Vol. 121 Issue 1 Pages 157-195.

Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans

Joshua D. Rauh

The Journal of Finance February2006 Vol. 61 Issue 1 Pages 33-71.

Bubbles and Capital Flow Volatility: Causes and Risk Management

Arvind Krishnamurthy, Ricardo J. Caballero

Journal of Monetary Economics January2006 Vol. 53 Issue 1 Pages 35-53.

Optimal Trading and Asset Pricing with a Large Shareholder

Peter M. DeMarzo, Branko Uroševic

Journal of Political Economy 2006 Vol. 114 Issue 4 Pages 774-815.

Bidding with Securities - Auctions and Security Design

Peter M. DeMarzo, Ilan Kremer, Andrzej Skrzypacz

The American Economic Review September2005 Vol. 95 Issue 4 Pages 936-959.

Own Company Stock in Defined Contribution Pension Plans: A Takeover Defense

Joshua D. Rauh

Journal of Financial Economics July72005 Vol. 81 Issue 2 Pages 379-410.

Equilibrium Investment and Asset Prices under Imperfect Corporate Control

James Dow, Gary Gorton, Arvind Krishnamurthy

American Economic Review June2005 Vol. 95 Issue 3 Pages 659-681.

Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective

Hanno Lustig, Stijn G. Nieuwerburgh

The Journal of Finance May32005 Vol. 60 Issue 3 Pages 1167-1219.

Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective

Arvind Krishnamurthy, Ricardo Caballero

International Journal of Central Banking May2005 Vol. 1 Issue 1

Investment Timing, Agency and Information

Steven Grenadier, Neng Wang

Journal of Financial Economics March2005 Vol. 75 Issue 3 Pages 493–533.

An Equilibrium Analysis of Real Estate Leases

Steven Grenadier

Journal of Business 2005 Vol. 78 Issue 4 Pages 1173-1214.

Five Myths of Active Portfolio Management

Jonathan B. Berk

Journal of Portfolio Management 2005 Vol. 31 Issue 3 Pages 27-31.

Over-The-Counter Markets

Darrell Duffie, Nicolae Gârleanu, Lasse Heje Pedersen

Econometrica 2005 Vol. 73 Issue 6 Pages 1815–1847.

Self-Regulation and Government Oversight

Peter M. DeMarzo

Review of Economic Studies 2005 Vol. 72 Pages 687-706.

The Pooling and Tranching of Securities: A Model of Informed Intermediation

Peter M. DeMarzo

Review of Financial Studies 2005 Vol. 18 Pages 1-35.

Inflation Targeting and Sudden Stops

Arvind Krishnamurthy, Ricardo J. Caballero

The Inflation Target Debate NBER December2004 Pages 423-446.

Smoothing Sudden Stops

Arvind Krishnamurthy, Rocardo Caballero

Journal of Economic Theory November12004 Vol. 119 Pages 104-127.

Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

Darrell Duffie, Peter Glynn

Econometrica November2004 Vol. 72 Issue 6 Pages 1773-1808.

Liquidity Constraints, Household Wealth, and Entrepreneurship

Erik Hurst, Annamaria Lusardi

Journal of Political Economy April2004 Vol. 112 Issue 2 Pages 319–347.

Broadcasting Opinions with an Overconfident Sender

Anat R. Admati, Paul Pfleiderer

International Economic Review 2004 Vol. 45 Issue 2 Pages 467-498.