WORKING PAPERS - 2001 Click on any title listed below to see the abstract. Click on the icon beside the title in order to download the full paper in Adobe Acrobat. (If you do not have the Adobe Reader you can get a free copy from Adobe's World Wide Web Site at http://www.adobe.com/acrobat/readstep.html). 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 01-01  Will Bequests Attenuate the Predicted Meltdown in Stock Prices When Baby Boomers Retire?  Andrew B. Abel   [abstract] 02-01  An Exploration of the Effects of Pessimism and Doubt on Asset Returns  Andrew B. Abel   [abstract] 03-01  Variable Selection for Portfolio Choice  Yacine Ait-Sahalia and Michael W. Brandt [abstract] 04-01  Trading and Voting  David K. Musto and Bilge Yilmaz [abstract] 05-01  The Role of Trading Halts in Monitoring a Specialist Market  Roger Edelen and Simon Gervais [abstract] 06-01  Predictable Changes in NAV: The Wildcard Option in Transacting Mutual-fund Shares  John M.R. Chalmers, Roger Edelen and Gregory B. Kadlec [abstract] 07-01  High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models  Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold [abstract] 08-01  Liquidity Supply and Demand: Empirical Evidence from the Vancouver Stock Exchange  Burton Hollifield, Robert A. Miller, Patrik Sandas, and Joshua Slive [abstract] 09-01  Sharing of Control as a Corporate Governance Mechanism  Armando Gomes and Walter Novaes [abstract] 10-01  Takeovers, Freezouts, and Risk Arbitrage  Armando Gomes [abstract] 11-01  Equilibrium Cross-Section of Returns  Joao Gomes, Leonid Kogan, and Lu Zhang [abstract] 12-01  Multilateral Negotiations and Formation of Coalitions  Armando Gomes [abstract] 13-01  Externalities and Renegotiations in Three-Player Coalitional Bargaining  Armando Gomes [abstract] 14-01  How Does the Internet Affect Trading?  Evidence from Investor Behavior in 401(K) Plans  (Revision 15-00) James J. Choi, David Laibson, and Andrew Metrick [abstract] 15-01  Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets Michael W. Brandt and Pedro Santa-Clara [abstract] [PUBLISHED] 16-01  Stocks are Special Too: An Analysis of the Equity Lending Market Christopher C. Geczy, David K. Musto and Adam V. Reed Journal of Financial Economics, 66 (2002), pp. 241-269. [abstract] 17-01  Dynamic Processes of Social and Economic Interactions: On the Persistence of Inefficiencies Armando Gomes and Phillppe Jehiel [abstract] 18-01  Corporate Governance and Equity Prices Paul A. Gompers, Joy L. Ishii and Andrew Metrick [abstract] 19-01  Mutual fund performance and seemingly unrelated assets Lubos Pastor and Robert F. Stambaugh [abstract] 20-01  Investing in Equity Mutual Funds Lubos Pastor and Robert F. Stambaugh [abstract] [PUBLISHED] 21-01  Liquidity Risk and Expected Stock Returns Lubos Pastor and Robert Stambaugh Journal of Political Economy 111 (3) (2003), pp. 642-685. [abstract] 22-01  On the Invariances of the Rate of Return to Convex Adjustment Costs Andrew B. Abel [abstract]
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