> Publishers' series
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02, 21:
A horizon-based decomposition of mutual fund value added using transactions Jules van Binsbergen, Jungsuk Han, Hongxun Ruan, Ran Xing
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2021]
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09, 21:
Common ownership and innovation efficiency Xuelin Li, Tong Liu, Lucian A. Taylor
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2021]
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14, 21:
Private renegotiations and government interventions in debt chains Vincent Glode, Christian C. Opp
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2021]
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01, 21:
The effectiveness of life-preserving investments in times of COVID-19 Jules H. van Binsbergen, Christian C. Opp
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2021]
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12, 21:
A model of two days discrete news and asset prices Jessica A. Wachter and Yicheng Zhu
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2021]
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13, 21:
Arbitraging covered interest rate parity deviations and bank lending Lorena Keller
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2021]
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15, 21:
Bad news bankers underwriter reputation and contagion in pre-1914 sovereign debt markets Sasha Indarte
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2021]
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16, 21:
Getting to the core inflation risks within and across asset classes Xiang Fang, Yang Liu, Nikolai Roussanov
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2021]
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04, 21:
Monetary transmission through bank balance sheet synergies William Diamond, Zhengyang Jiang, Yiming Ma
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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07, 21:
The real effects of modern information technologies Itay Goldstein, Shijie Yang, Luo Zuo
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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03, 21:
Conflicts of interest in municipal bond advising and underwriting Daniel G. Garrett
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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06, 21:
Bank heterogeneity and financial stability Itay Goldstein, Alexandr Kopytov, Lin Shen, and Haotian Xiang
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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10, 21:
Technical change and entrepreneurship Sergio Salgado
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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11, 21:
Social security and trends in wealth inequality Sylvain Catherine, Max Miller, Natasha Sarin
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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05, 21:
Financial fragility in the COVID-19 crisis the case of investment funds in corporate bond markets Antonio Falato, Itay Goldstein, Ali Hortaçsu
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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08, 21:
The two-pillar policy for the RMB Urban J. Jermann, Bin Wei, and Vivian Z. Yue
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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04, 20:
Should the U.S. government issue floating rate notes? Jonathan S. Hartley and Urban Jermann
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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08, 20:
Do managers learn from institutional investors through direct interactions? Rachel Xi Zhang
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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9, 20:
CLO performance Larry Cordell, Michael R. Roberts, and Michael Schwert
[Philadelphia, PA: Rodney L. White Center for Financial Research], 2020
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10, 20:
Proactive capital structure adjustments evidence from corporate filings Arthur Korteweg, Michael Schwert, and Ilya A. Strebulaev
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020?]
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28, 20:
The day that WTI died asset prices and firm production decisions Erik P. Gilje, Robert Ready, Nick Roussanov, Jérôme P. Taillard
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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13, 20:
External financing and customer capital a financial theory of markups Winston Wei Dou, Yan Ji
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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15, 20:
Economics of leveraged buyouts theory and evidence from the UK private equity industry Alexander Belyakov
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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16, 20:
Student loans and social mobility Mehran Ebrahimian
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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17, 20:
The financial origins of the rise and fall of American inflation Itamar Drechsler, Alexi Savov, Philipp Schnabl
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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18, 20:
Liquidity and volatility Itamar Drechsler, Alan Moreira, Alexi Savov
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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19, 20:
Renegotiation in debt chains Vincent Glode, Christian C. Opp
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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23, 20:
Cheap thrills the price of leisure and the global decline in work hours Alexandr Kopytov, Nikolai Roussanov, Mathieu Taschereau-Dumouchel
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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26, 20:
Feedback and contagion through distressed competition Hui Chen, Winston Wei Dou, Hongye Guo, Yan Ji
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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02, 20:
Common fund flows flow hedging and factor pricing Winston Wei Dou, Leonid Kogan, Wei Wu
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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12, 20:
Macroeconomic models for monetary policy a critical review from a finance perspective Winston W. Dou, Andrew W. Lo, Ameya Muley, Harald Uhlig
[Philadelphia, PA: Rodney L. White Center for Financial Research], 2020
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14, 20:
Can the covid bailouts save the economy? Vadim Elenev, Tim Landvoigt, Stijn Van Nieuwerburgh
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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20, 20:
Bank debt versus mutual fund equity in liquidity provision Yiming Ma, Kairong Xiao, Yao Zeng
[Philadelphia, PA: Rodney L. White Center for Financial Research], 2020
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21, 20:
Mutual fund liquidity transformation and reverse flight to liquidity Yiming Ma, Kairong Xiao, Yao Zeng
[Philadelphia, PA: Rodney L. White Center for Financial Research], 2020
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24, 20:
Mutual fund flows and performance in (imperfectly) rational markets? Nikolai Roussanov, Hongxun Ruan, and Yanhao Wei
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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25, 20:
In too deep the effect of sunk costs on corporate investment Marius Guenzel
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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31, 20:
Sovereign default and the decline in interest rates Max Miller, James D. Paron, Jessica A. Wachter
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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06, 20:
Contracts with (social) benefits the implementation of impact investing Christopher Geczy, Jessica S. Jeffers, David K. Musto, Anne M. Tucker
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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07, 20:
Executive stock options and systemic risk Christopher Armstrong, Allison Nicoletti, Frank Zhou
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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11, 20:
Sustainable investing in equilibrium L̆ubŏs, Pástor, Robert F. Stambaugh, Lucian A. Taylor
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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01, 20:
Duration-based stock valuation reassessing stock market performance and volatility Jules H. van Binsbergen
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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22, 20:
The distributional effects of student loan forgiveness Sylvain Catherine, Constantine Yannelis
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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27, 20:
The impact of social insurance on household debt Gideon Bornstein, Sasha Indarte
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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30, 20:
Is the United States a lucky survivor a hierarchical Bayesian approach Jules van Binsbergen, Sophia Hua, Jessica A. Wachter
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2020]
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03, 19:
Scale economies in the money market Su Li, David Musto
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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11, 19:
A retrieved-context theory of financial decisions Jessica A. Wachter, Michael Jacob Kahana
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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06, 19:
Do venture capitalists stifle competition Xuelin Li, Tong Liu, Lucian A. Taylor
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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12, 19:
Competition, profitability, and risk premia Winston Wei Dou, Yan Ji, Wei Wu
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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19, 19:
Banking on deposits maturity transformation without Interest rate risk Imar Drechsler, Alexi Savov, and Philipp Schnabl
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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01, 19:
Macro-finance models with nonlinear dynamics Winston Wei Dou, Xiang Fang, Andrew W. Lo, and Harald Uhlig
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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10, 19:
Capital controls and rsk misallocation evidence from a natural experiment Lorena Keller
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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04, 19:
Do floating NAVs affect money fund management Su Li, Wei Liu, David Musto
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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05, 19:
Why does oil matter? commuting aggregate fluctuations Robert Ready, Nikolai Roussanov, Ewelina Zurowska
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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14, 19:
Measuring "dark matter" in asset pricing models Hui Chen, Winston Wei Dou, and Leonid Kogan
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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09, 19:
Sea level rise and municipal bond yields Paul Goldsmith-Pinkham, Matthew Gustafson, Ryan C. Lewis, Michael Schwert
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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07, 19:
Dissection bankruptcy frictions Winston Wei Dou, Lucian Taylor, Wei Wang, Wenyu Wang
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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08, 19:
To pool or not to pool? security design in OTC markets Vincent Glode, Christian Opp, and Ruslan Sverchkov
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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13, 19:
Predation or self-defense? endogenous competition and financial distress Hui Chen,Winston Wei Dou, Hongye Guo, Yan Ji
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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18, 19:
How monetary policy shaped the housing boom Itamar Drechsler, Alexi Savov, and Philipp Schnabl
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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02, 19:
Leverage risk and investment the case of gold clauses in the 1930s Joao Gomes, Mete Kilic, Sebastien Plante
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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14, 18:
Equilibrium asset pricing with price war risks Winston Wei Dou, Yan Ji, Wei Wu
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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03, 20:
Equilibrium asset pricing with leverage and default João F. Gomes, Lukas Schmid
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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15, 19:
The term structure of equity risk premia Ravi Bansal, Shane Miller, Dongho Song, Amir Yaron
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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16, 19:
Fearing the Fed how Wall Street reads main street Tzuo-Hann Law, Dongho Song, Amir Yaron
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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17, 19:
Predictable end-of-month treasury returns Jonathan Hartley, Krista Schwarz
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2019]
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02-18:
Fund tradeoffs Ľuboš Pástor, Robert F. Stambaugh, Lucian A. Taylor
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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01-18:
Size and value in China by Jianan Liu, Robert F. Stambaugh, and Yu Yuan
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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15, 18:
Risk factors that matter textual analysis of risk disclosures for the cross-section of returns Alejandro Lopez-Lira (The Wharton School, University of Pennsylvania)
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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12, 18:
Is socially responsible investing a luxury good? Ravi Bansal (Fuqua School of Business, Duke University), Di (Andrew) Wu (Stephen M. Ross School of Business, University of Michigan), Amir Yaron (The Wharton School, University of Pennsylvania)
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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05, 18:
Banking on deposits maturity transformation without interest rate risk Itamar Drechsler, Alexi Savov, and Philipp Schnabl
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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06, 18:
Liquidity creation as volatility risk Itamar Drechsler, Alan Moreira, Alexi Savov
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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11, 18:
Fearing the Fed how Wall Street reads Main Street Tzuo Hann Law (Boston College), Dongho Song (Boston College), Amir Yaron (University of Pennsylvania & NBER)
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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13, 18:
Why trade over-the-counter? Tomy Lee (Central European University), Chaojun Wang (Wharton School)
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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07, 18:
Who's paying attention measuring common ownership and its impact on managerial incentives Erik Gilje, Todd A. Gormley, Doron Levit
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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09, 18:
How important are inflation expectations for the nominal yield curve Roberto Gomez-Cram (University of Pennsylvania), Amir Yaron (University of Pennsylvania, NBER)
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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10, 18:
Shifts in sectoral wealth shares and risk premia what explains them? Ravi Bansal, Colin Ward and Amir Yaron
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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03, 18:
Does borrowing from banks cost more than borrowing from the market? Michael Schwert
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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04, 18:
Identification using Russell 1000/2000 index assignments a discussion of methodologies Ian R. Appel, Todd A. Gormley and Donald B. Keim
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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08, 18:
Skill and fees in active management by Robert F. Stambaugh
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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05, 20:
Financial fragility with SAM? Daniel L. Greenwald, Tim Landvoigt, Stijn Van Nieuwerburgh
[Philadelphia, PA: Rodney L. White Center for Financial Research], [2018]
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04-17:
Anomalies abroad beyond data mining by Xiaomeng Lu, Robert F. Stambaugh and Yu Yuan
[Philadelphia, PA: Rodney L. White Center for Financial Research], August 19, 2017
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05-17:
Negative swap spreads and limited arbitrage Urban J. Jermann
[Philadelphia, PA: Rodney L. White Center for Financial Research], November 17, 2017
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06-17:
Shifts in sectoral wealth shares and risk premia what explains them? Ravi Bansal, Colin Ward, Amir Yaron
[Philadelphia, PA: Rodney L. White Center for Financial Research], 23 November 2017
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16-17:
Standing on the shoulders of giants the effect of passive investors on activisms Ian R. Appel, Todd A. Gormley, and Donald B. Keim
[Philadelphia, PA: Rodney L. White Center for Financial Research], September 25, 2017
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02-17:
Fund tradeoffs Ľuboš Pástor, Robert F. Stambaugh, Lucian A. Taylor
[Philadelphia, PA: Rodney L. White Center for Financial Research], December 7, 2017
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03-17:
Cyclical dispersion in expected defaults João F. Gomes, Marco Grotteria, Jessica A. Wachter
[Philadelphia, PA: Rodney L. White Center for Financial Research], August 7, 2017
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07-17:
The rise of common ownership Erik P. Gilje , Todd A. Gormley , Doron Levit
[Philadelphia, PA: Rodney L. White Center for Financial Research], 6/6/2017
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08-17:
Fearing the fed how Wall Street reads Main Street Tzuo-Hann Law, Dongho Song, Amir Yaron
[Philadelphia, PA: Rodney L. White Center for Financial Research], 2017
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10-17:
Customer capital, financial constraints and stock returns Winston Wei Dou, Yan Ji, David Reibstein, Wei Wu
[Philadelphia, PA: Rodney L. White Center for Financial Research], October 20, 2017
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13-17:
Marketing mutual funds Nikolai Roussanov, Hongxun Ruan, and Yanhao Wei
[Philadelphia, PA: Rodney L. White Center for Financial Research], November 30, 2017
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14-17:
Pricing long-lived securities in dynamic endowment economies Jerry Tsai, Jessica A. Wachter
[Philadelphia, PA: Rodney L. White Center for Financial Research], August 3, 2017
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01-17:
Noisy active management by Robert F. Stambaugh
[Philadelphia, PA: Rodney L. White Center for Financial Research], June 23, 2017
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09-17:
Core-periphery trading networks Chaojun Wang
[Philadelphia, PA: Rodney L. White Center for Financial Research], October 20, 2017
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11-17:
The macroeconomic announcement premium Jessica A. Wachter and Yicheng Zhu
[Philadelphia, PA: Rodney L. White Center for Financial Research], September 28, 2017
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12-17:
How important are inflation expectations for the nominal yield curve? Roberto Gómez-Cran, Amir Yaron
[Philadelphia, PA: Rodney L. White Center for Financial Research], 2017
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15-17:
Valuable information and costly liquidity evidence from individual mutual fund trades Susan E. K. Christoffersen, Donald Keim, David Musto, Aleksandra Rzeźnik
[Philadelphia, PA: Rodney L. White Center for Financial Research], November 14, 2017
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01-16:
Modeling the revolving revolution the debt collection channel Lukasz A. Drozd and Ricardo Serrano-Padial
[Philadelphia, PA: Rodney L. White Center for Financial Research], February 12, 2016
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16-16:
Can decentralized markets be more efficient? Vincent Glode and Christian C. Opp
[Philadelphia, PA: Rodney L. White Center for Financial Research], November 7, 2016
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03-16:
Do funds make more when they trade more? Ľuboš Pástor, Robert F. Stanbaugh, Lucian A. Taylor
[Philadelphia, PA: Rodney L. White Center for Financial Research], August 26, 2016
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05-16:
Do rare events explain CDX tranche spreads? Sang Byung Seo, Jessica A. Wachter
[Philadelphia, PA: Rodney L. White Center for Financial Research], September 16, 2016
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10-16:
Absolving beta of volatility's effects by Jianan Liu, Robert F. Stambaugh, and Yu Yuan
[Philadelphia, PA: Rodney L. White Center for Financial Research], 2016
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11-16:
Fracking, drilling and asset pricing estimating the economic benefits of the Shale Revolution Erik Gilje, Robert Ready, Nikolai Roussanov
[Philadelphia, PA: Rodney L. White Center for Financial Research], October 19, 2016
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14-16:
Regulating a model Yaron Leitner, Bilge Yilmaz
[Philadelphia, PA: Rodney L. White Center for Financial Research], October 16, 2016
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17-16:
Voluntary disclosure in bilateral transactions Vincent Glode, Christian Opp, Xingtan Zhang
[Philadelphia, PA: Rodney L. White Center for Financial Research], November 18, 2016
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08-16:
Using stocks or portfolios in tests of factor models Andrew Ang, Jun Liu and Krista Schwarz
[Philadelphia, PA: Rodney L. White Center for Financial Research], 2016
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09-16:
Investment with leverage Andrew B. Abel
[Philadelphia, PA: Rodney L. White Center for Financial Research], October 30, 2016
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18-16:
On the efficiency of long intermediation chains Vincent Glode, Christian Opp, Xingtan Zhang
[Philadelphia, PA: Rodney L. White Center for Financial Research], October 10, 2016
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19-16:
Aggregate demand and the dynamics of unemployment Edouard Schaal, Mathieu Taschereau-Dumouchel
[Philadelphia, PA: Rodney L. White Center for Financial Research], June 3, 2016
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04-16:
Inefficiencies and externalities from opportunistic acquirers Di Li, Lucian A. Taylor, Wenyu Wang
[Philadelphia, PA: Rodney L. White Center for Financial Research], August 26, 2016
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06-16:
Standing on the shoulders of giants the effect of passive investors on activism Ian R. Appel, Todd A. Gormley, and Donald B. Keim
[Philadelphia, PA: Rodney L. White Center for Financial Research], September 28, 2016
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07-16:
Notes on bonds illiquidity feedback during the financial crisis David Musto, Greg Nini, Krista Schwarz
[Philadelphia, PA: Rodney L. White Center for Financial Research], September 28, 2016
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12-16:
The history of the cross section of stock returns Juhani T. Linnainmaa, Michael Roberts
[Philadelphia, PA: Rodney L. White Center for Financial Research], October 2016
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13-16:
Renegotiation of dynamically incomplete contracts John Y. Zhu
[Philadelphia, PA: Rodney L. White Center for Financial Research], November 16, 2016
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15-16:
Real anomalies Jules H. van Binsbergen, Christian C. Opp
[Philadelphia, PA: Rodney L. White Center for Financial Research], October 7, 2016
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02-16:
Financial contracting with enforcement externalities Lukasz A. Drozd and Ricardo Serrano-Padial
[Philadelphia, PA: Rodney L. White Center for Financial Research], December 2015
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2010,1:
On the size of the active management industry Lubos Pastor and Robert F. Stambaugh
Philadelphia, Pa.: Rodney L. White Center for Financial Research, 2010
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2010,2:
Financial expertise as an arms race Vincent Glode; Richard C. Green; Richard Lowery
Philadelphia, Pa.: Rodney L. White Center for Financial Research, 2010