Publications

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Improved forecasting of mutual fund alphas and betas
H. Mamaysky, M. Spiegel and H. Zhang
Review of Finance
2007
In Search of Aggregate Jump and Volatility Risk in the Corss-Section of Stock Returns
M. Cremers, M. Halling, and D. Weinbaum
Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing
N. Barberis, M. Huang and R. H. Thaler
The American Economic Review
2006
Individual Stock-Option Prices and Credit Spreads
M. Cremers, J. Driessen, P. Maenhout, and D. Weinbaum
2004
Information Aggregation Security Design and Currency Swaps
M. Grinblatt, B. Chowdhry, and D. Levine
2001
Information Asymmetry and the Problem of Transfers in Trade Negotiations and International Agencies
K. Hamada and S. Sunder
Institutional Investors and Proxy Voting: The Impact of the 2003 Mutual Fund Voting Disclosure Regulation
M. Cremers and R. Romano
2007
Institutional Investors' Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases
M. Cremers and A. Pareek
2009
Interest Rates and the Durability of Consumption Goods
H. Mamaysky
2001
Internal Capital Markets and Corporate Politics in a Banking Group
M. Cremers, R. Huang, and Z. Sautner
2009
International momentum strategies
G. Rouwenhorst
The Journal of Finance
1998
Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors
2004
Interpreting the Predictive Uncertainty of Elections
R. C. Fair
2007
Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk
W. N. Goetzmann, A. Watanabe, and M. Watanabe
2009
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
S. Bron, W. N. Goetzmann, T. Hiraki, N. Shiraishi, and M. Watanabe
2002
Irving Fisher, Debt Deflation and Crises'
R. J. Shiller
2011
Is Cash Auction Procedure a Bargain? Evidence from U.S. Bankruptcy Courts
N. Zhu
2003
Is noise trading cancelled out by aggregation?
H. Yan
Management Science
2010
Is Regulatory Competition a Problem or Irrelevant for Corporate Governance?
R. Romano
2005
Is Trading Behavior Stable across Contexts? Evidence from Style and Multi-Style Investors
W. N. Goetzmann, D. W. Blackburn, and A. D. Ukhov
Quantitative Finance
2013

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