WORKING PAPERS - 2008
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).
01-08
The Reaction of Consumer Spending and Debt to Tax Rebates - Evidence from Consumer Credit Data
Sumit Agarwal, Chunlin Liu and Nicholas Souleles
[abstract]
02-08
Net Worth Housing Equity in Retirement
Todd Sinai and Nicholas Souleles [abstract]
03-08
Predictive Systems: Living with Imperfect Predictors (Revised 11-07)
Lubos Pastor and Robert Stambaugh
[abstract]
04-08
Levered Returns
Joao Gomes and Lukas Schmid
[abstract]
05-08
A Multiplicative Model of Optimal CEO Incentives in Market Equilibrium
Alex Edmans, Xavier Gabaix and Augustin Landier
[abstract]
06-08
Institutional Investors, Credit Supply, Uncertainty and the Leverage of the Firm
Massimo Massa, Ayako Yasuda, and Lei Zhang
[abstract]
07-08
Governance Through Exit and Voice: A Theory of Multiple Blockholders
Alex Edmans and Gustavo Manso
[abstract]
08-08
Blockholders, Market Efficiency, an Managerial Myopia
Alex Edmans
[abstract]
09-08
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets
Motohiro Yogo
[abstract]
10-08
Are Stocks Really Less Volatile in the Long Run?
Lubos Pastor and Robert Stambaugh
[abstract]
11-08
Oil Futures in a Production Economy with Investment Constraints
Leonid Kogan, Dmitry Livdan and Amir Yaron
[abstract]
12-08
Risks for the Long Run: Estimation and Inference
Ravi Bansal, Dana Kiku and Amir Yaron
[abstract]
13-08
Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status
Nikolai Roussanov
[abstract]
14-08
What's Vol Got to do with it?
Itamar Drechsler and Amir Yaron
[abstract] |
